Wells Fargo & Company (WFC) 10-K 1 Mar 17 2016 FY Annual report Financial data

Document and Entity Information

Document and Entity Information - USD ($) $ in Billions	12 Months Ended
	Dec. 31, 2016	Feb. 17, 2017	Jun. 30, 2016
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, 2016
Amendment Flag	false
Document Fiscal Year Focus	2,016
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		5,003,367,904
Entity Public Float			$ 238.2

Consolidated Statement of Incom

Consolidated Statement of Income - USD ($) shares in Millions, $ in Millions		12 Months Ended
		Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Interest income
Trading assets		$ 2,506	$ 1,971	$ 1,685
Investment securities		9,248	8,937	8,438
Mortgages held for sale		784	785	767
Loans held for sale		9	19	78
Loans		39,505	36,575	35,652
Other interest income		1,611	990	932
Total interest income		53,663	49,277	47,552
Interest expense
Deposits		1,395	963	1,096
Short-term borrowings		330	64	59
Long-term debt		3,830	2,592	2,488
Other interest expense		354	357	382
Total interest expense		5,909	3,976	4,025
Net interest income		47,754	45,301	43,527
Provision for credit losses		3,770	2,442	1,395
Net interest income after provision for credit losses		43,984	42,859	42,132
Noninterest income
Service charges on deposit accounts		5,372	5,168	5,050
Trust and investment fees		14,243	14,468	14,280
Card fees		3,936	3,720	3,431
Other fees		3,727	4,324	4,349
Mortgage banking		6,096	6,501	6,381
Insurance		1,268	1,694	1,655
Net gains from trading activities		834	614	1,161
Net gains (losses) on debt securities	[1]	942	952	593
Net gains from equity investments	[2]	879	2,230	2,380
Lease income		1,927	621	526
Other		1,289	464	1,014
Total noninterest income		40,513	40,756	40,820
Noninterest expense
Salaries		16,552	15,883	15,375
Commission and incentive compensation		10,247	10,352	9,970
Employee benefits		5,094	4,446	4,597
Equipment		2,154	2,063	1,973
Net occupancy		2,855	2,886	2,925
Core deposit and other intangibles		1,192	1,246	1,370
FDIC and other deposit assessments		1,168	973	928
Other		13,115	12,125	11,899
Total noninterest expense		52,377	49,974	49,037
Income before income tax expense		32,120	33,641	33,915
Income tax expense		10,075	10,365	10,307
Net income before noncontrolling interests		22,045	23,276	23,608
Less: Net income from noncontrolling interests		107	382	551
Wells Fargo net income		21,938	22,894	23,057
Less: Preferred stock dividends and other		1,565	1,424	1,236
Wells Fargo net income applicable to common stock		$ 20,373	$ 21,470	$ 21,821
Per share information
Earnings per common share (in dollars per share)		$ 4.03	$ 4.18	$ 4.17
Diluted earnings per common share (in dollars per share)		3.99	4.12	4.10
Dividends declared per common share (in dollars per share)		$ 1.515	$ 1.475	$ 1.350
Average common shares outstanding		5,052.8	5,136.5	5,237.2
Diluted average common shares outstanding		5,108.3	5,209.8	5,324.4
[1]	Total other-than-temporary impairment (OTTI) losses were $207 million, $136 million and $18 million for the years ended December 31, 2016, 2015 and 2014, respectively. Of total OTTI, losses of $189 million, $183 million and $49 million were recognized in earnings, and losses (reversal of losses) of $18 million, $(47) million and $(31) million were recognized as non-credit-related OTTI in other comprehensive income for the years ended December 31, 2016, 2015 and 2014, respectively.
[2]	Includes OTTI losses of $453 million, $376 million and $273 million for the years ended December 31, 2016, 2015 and 2014, respectively.

Consolidated Statement of Inco3

Consolidated Statement of Income (Parenthetical) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Noninterest income
Total investment securities (1)	$ 194	$ 185	$ 52
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Equity Securities and Nonmarketable Equity Securities	453	376	273
Debt securities [Member]
Noninterest income
Total OTTI losses recorded on debt securities	207	136	18
Total investment securities (1)	189	183	49
Total reversal of losses recognized in OCI as non-credit-related impairment	$ 18	$ (47)	$ (31)

Consolidated Statement of Compr

Consolidated Statement of Comprehensive Income - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Statement of Comprehensive Income [Abstract]
Wells Fargo net income	$ 21,938	$ 22,894	$ 23,057
Investment securities:
Net unrealized gains (losses) arising during the period	(3,458)	(3,318)	5,426
Reclassification of net gains to net income	(1,240)	(1,530)	(1,532)
Derivatives and hedging activities:
Net unrealized gains arising during the period	177	1,549	952
Reclassification of net gains on cash flow hedges to net income	(1,029)	(1,089)	(545)
Defined benefit plans adjustments:
Net actuarial losses and prior service credits arising during the period	(52)	(512)	(1,116)
Amortization of net actuarial loss, settlements and other to net income	158	114	74
Foreign currency translation adjustments:
Net unrealized losses arising during the period	(3)	(137)	(60)
Reclassification of net (gains) losses to net income	0	(5)	6
Other comprehensive income (loss), before tax	(5,447)	(4,928)	3,205
Income tax (expense) benefit related to other comprehensive income	1,996	1,774	(1,300)
Other comprehensive income (loss), net of tax	(3,451)	(3,154)	1,905
Less: Other comprehensive income (loss) from noncontrolling interests	(17)	67	(227)
Wells Fargo other comprehensive income (loss), net of tax	(3,434)	(3,221)	2,132
Wells Fargo comprehensive income	18,504	19,673	25,189
Comprehensive income from noncontrolling interests	90	449	324
Total comprehensive income	$ 18,594	$ 20,122	$ 25,513

Consolidated Balance Sheet

Consolidated Balance Sheet - USD ($) $ in Millions		Dec. 31, 2016	Dec. 31, 2015
Assets
Cash and due from banks		$ 20,729	$ 19,111
Federal funds sold, securities purchased under resale agreements and other short-term investments		266,038	270,130
Trading assets (1)	[1]	74,397	64,815
Investment securities:
Available-for-sale, at fair value		308,364	267,358
Held-to-maturity, at cost (fair value $99,155 and $80,567)		99,583	80,197
Mortgages held for sale (includes $22,042 and $13,539 carried at fair value)	[2]	26,309	19,603
Loans held for sale		80	279
Loans (includes $758 and $5,316 carried at fair value)	[2]	967,604	916,559
Allowance for loan losses		(11,419)	(11,545)
Net loans		956,185	905,014
Mortgage servicing rights:
Measured at fair value		12,959	12,415
Amortized		1,406	1,308
Premises and equipment, net		8,333	8,704
Goodwill		26,693	25,529
Net amounts in consolidated balance sheet, asset		14,498	17,656
Other assets (includes $3,275 and $3,065 carried at fair value)	[1],[2]	114,541	95,513
Total assets	[3]	1,930,115	1,787,632
Liabilities
Noninterest-bearing deposits		375,967	351,579
Interest-bearing deposits		930,112	871,733
Total deposits		1,306,079	1,223,312
Short-term borrowings		96,781	97,528
Net amounts in consolidated balance sheet, liability		14,492	13,920
Accrued expenses and other liabilities	[1]	57,189	59,445
Long-term debt		255,077	199,536
Total liabilities	[4]	1,729,618	1,593,741
Wells Fargo stockholders' equity:
Preferred stock		24,551	22,214
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		60,234	60,714
Retained earnings		133,075	120,866
Cumulative other comprehensive income (loss)		(3,137)	297
Treasury stock – 465,702,148 shares and 389,682,664 shares		(22,713)	(18,867)
Unearned ESOP shares		(1,565)	(1,362)
Total Wells Fargo stockholders' equity		199,581	192,998
Noncontrolling interests		916	893
Total equity		200,497	193,891
Total liabilities and equity		$ 1,930,115	$ 1,787,632
[1]	(1)Prior period has been revised to conform to the current period presentation of reporting derivative assets and liabilities separately. See Note 1 (Summary of Significant Accounting Policies) for more information.
[2]	(2)Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.
[3]	(3)Our consolidated assets at December 31, 2016 and 2015, 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, $168 million and $157 million; Federal funds sold, securities purchased under resale agreements and other short-term investments, $74 million and $0 million; Trading assets, $130 million and $0 million; Investment securities, $0 million and $425 million; Net loans, $12.6 billion and $4.8 billion; Derivative assets, $1 million and $1 million; Other assets, $452 million and $242 million; and Total assets, $13.4 billion and $5.6 billion, respectively.
[4]	(4)Our consolidated liabilities at December 31, 2016 and 2015, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Derivative liabilities, $33 million and $47 million; Accrued expenses and other liabilities, $107 million and $10 million; Long-term debt, $3.7 billion and $1.3 billion; and Total liabilities, $3.8 billion and $1.4 billion, respectively.

Consolidated Balance Sheet (Par

Consolidated Balance Sheet (Parenthetical) - USD ($) $ in Millions		Dec. 31, 2016	Dec. 31, 2015
Assets
Cash and due from banks		$ 20,729	$ 19,111
Federal funds sold, securities purchased under resale agreements and other short-term investments		266,038	270,130
Trading assets (1)	[1]	74,397	64,815
Investment securities		407,519	347,925
Held-to-maturity Securities, Fair Value		99,155	80,567
Mortgages held for sale, carried at fair value		22,042	13,539
Mortgages held for sale	[2]	26,309	19,603
Loans, carried at fair value		758	5,316
Net loans		956,185	905,014
Derivative Asset		14,498	17,656
Other assets, carried at fair value		3,275	3,065
Total other assets	[1],[2]	114,541	95,513
Total assets	[3]	1,930,115	1,787,632
Derivative Liability		14,492	13,920
Liabilities
Short-term borrowings		96,781	97,528
Accrued expenses and other liabilities	[1]	57,189	59,445
Long-term debt		255,077	199,536
Total liabilities	[4]	$ 1,729,618	$ 1,593,741
Wells Fargo stockholders' equity:
Common stock, par value		$ 1.6667	$ 1.6667
Common stock, shares issued		5,481,811,474	5,481,811,474
Common stock, shares authorized		9,000,000,000	9,000,000,000
Treasury stock, shares		465,702,148	389,682,664
VIEs that we consolidate [Member]
Assets
Cash and due from banks	[3]	$ 168	$ 157
Federal funds sold, securities purchased under resale agreements and other short-term investments	[3]	74	0
Trading assets (1)	[3]	130	0
Investment securities	[3]	0	425
Net loans	[3]	12,600	4,800
Derivative Asset	[3]	1	1
Total other assets	[3]	452	242
Total assets	[3]	13,414	5,636
Derivative Liability	[4]	33	47
Liabilities
Short-term borrowings		0	0
Accrued expenses and other liabilities		107	10
Long-term debt		3,694	1,301
Total liabilities		3,834	1,358
Vies That We Consolidate No Recourse [Member]
Liabilities
Accrued expenses and other liabilities	[4]	107	10
Long-term debt	[4]	3,694	1,301
Total liabilities	[4]	$ 3,834	$ 1,358
[1]	(1)Prior period has been revised to conform to the current period presentation of reporting derivative assets and liabilities separately. See Note 1 (Summary of Significant Accounting Policies) for more information.
[2]	(2)Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.
[3]	(3)Our consolidated assets at December 31, 2016 and 2015, 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, $168 million and $157 million; Federal funds sold, securities purchased under resale agreements and other short-term investments, $74 million and $0 million; Trading assets, $130 million and $0 million; Investment securities, $0 million and $425 million; Net loans, $12.6 billion and $4.8 billion; Derivative assets, $1 million and $1 million; Other assets, $452 million and $242 million; and Total assets, $13.4 billion and $5.6 billion, respectively.
[4]	(4)Our consolidated liabilities at December 31, 2016 and 2015, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Derivative liabilities, $33 million and $47 million; Accrued expenses and other liabilities, $107 million and $10 million; Long-term debt, $3.7 billion and $1.3 billion; and Total liabilities, $3.8 billion and $1.4 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, 2013		$ 171,008	$ 170,142	$ 16,267	$ 9,136	$ 60,296	$ 92,361	$ 1,386	$ (8,104)	$ (1,200)	$ 866
Beginning 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)	0		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)	0		3,041
Common stock, shares issued					69,876,577
Common stock repurchased	[1]	(8,697)	(8,697)			250			(8,947)
Common stock repurchased, shares	[1]				(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
Stockholders' Equity Period Increase (Decrease)
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance		194,012	192,998	$ 22,214	$ 9,136	60,714	120,866	297	(18,867)	(1,362)	1,014
Net income		21,938	21,938				21,938
Net income attributable to noncontrolling interests		107									107
Net income		22,045
Other comprehensive income (loss) attributable to parent, net of tax		(3,434)	(3,434)					(3,434)
Other comprehensive income (loss) attributable to noncontrolling interest, net of tax		(17)									(17)
Other comprehensive income (loss), net of tax		(3,451)
Noncontrolling interests, adjustments to Additional Paid in Capital			2			2
Noncontrolling interests											(188)
Total change in noncontrolling interests		(186)
Common stock issued		2,386	2,386			(203)	(451)		3,040
Common stock, shares issued					63,441,805
Common stock repurchased	[2]	(8,116)	(8,116)			(250)			(7,866)
Common stock repurchased, shares	[2]				(159,647,152)
Preferred stock issued to ESOP		0	0	$ 1,150		99				(1,249)
Preferred stock issued to ESOP, shares				1,150,000
Preferred stock released by ESOP		963	963			(83)				1,046
Preferred stock converted to common shares		0	0	$ (963)		(11)			974
Preferred stock converted to common shares, shares				(963,205)	20,185,863
Common stock warrants repurchased/exercised		(17)	(17)			(17)
Preferred stock issued		2,101	2,101	$ 2,150		(49)
Preferred stock, shares issued				86,000
Common stock dividends		(7,661)	(7,661)			51	(7,712)
Preferred stock dividends		(1,566)	(1,566)				(1,566)
Tax benefit from stock incentive compensation		277	277			277
Stock incentive compensation expense		779	779			779
Net change in deferred compensation and related plans		(1,069)	(1,069)			(1,075)			6
Net change		6,485	6,583	$ 2,337	$ 0	(480)	12,209	(3,434)	(3,846)	(203)	(98)
Net change, shares				272,795	(76,019,484)
Ending balance at Dec. 31, 2016		$ 200,497	$ 199,581	$ 24,551	$ 9,136	$ 60,234	$ 133,075	$ (3,137)	$ (22,713)	$ (1,565)	$ 916
Ending balance, shares at Dec. 31, 2016				11,532,712	5,016,109,326
[1]	(1)For the year ended December 31, 2014, includes $750 million related to a private forward repurchase transaction entered into in fourth quarter 2014 that settled in first quarter 2015 for 14.3 million shares of common stock. 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.
[2]	(2)For the year ended December 31, 2016, includes $750 million related to a private forward repurchase transaction that settled in first quarter 2017 for 14.7 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) shares in Millions, $ in Millions	Jan. 01, 2016USD ($)
Noncontrolling interests [Member]
Consolidated Statement of Changes in Equity (Textuals) [Abstract]
Cumulative effect from change in consolidation accounting	$ 121	[1]
[1]	(1)Effective January 1, 2016, we adopted changes in consolidation accounting pursuant to Accounting Standards Update 2015-02 (Amendments to the Consolidation Analysis). Accordingly, we recorded a $121 million net increase to beginning noncontrolling interests as a cumulative-effect adjustment.

Consolidated Statement of Cash

Consolidated Statement of Cash Flows - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Cash flows from operating activities:
Net income before noncontrolling interests		$ 22,045	$ 23,276	$ 23,608
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses		3,770	2,442	1,395
Changes in fair value of MSRs, MHFS and LHFS carried at fair value		139	62	1,820
Depreciation, amortization and accretion		4,970	3,288	2,515
Other net gains		(6,086)	(6,496)	(3,760)
Stock-based compensation		1,945	1,958	1,912
Excess tax benefits related to stock incentive compensation		(283)	(453)	(453)
Originations and purchases of MHFS and LHFS	[1]	(205,314)	(178,294)	(144,966)
Proceeds from sales of and paydowns on mortgages originated for sale and LHFS	[1]	127,488	133,201	117,304
Net change in:
Trading assets (1)	[1]	62,550	42,754	14,242
Deferred income taxes		1,793	(2,265)	2,354
Derivative assets and liabilities	[1]	2,089	(354)	1,480
Other assets (1)	[1]	(14,232)	(2,165)	(6,700)
Other accrued expenses and liabilities (1)	[1]	(705)	(2,182)	6,778
Net cash provided by operating activities		169	14,772	17,529
Net change in:
Federal funds sold, securities purchased under resale agreements and other short-term investments		3,991	(11,866)	(41,778)
Available-for-sale securities:
Sales proceeds		31,584	25,431	6,089
Prepayments and maturities		41,105	33,912	37,257
Purchases		(120,980)	(79,778)	(44,807)
Held-to-maturity securities:
Paydowns and maturities		7,957	5,290	5,168
Purchases		(23,593)	(25,424)	(47,012)
Nonmarketable equity investments:
Sales proceeds		1,975	3,496	3,161
Purchases		(4,316)	(2,352)	(3,087)
Loans:
Loans originated by banking subsidiaries, net of principal collected		(38,977)	(57,016)	(65,162)
Proceeds from sales (including participations) of loans held for investment		10,061	11,672	21,564
Purchases (including participations) of loans		(6,221)	(13,759)	(6,424)
Principal collected on nonbank entities' loans		11,609	10,023	13,589
Loans originated by nonbank entities		(12,533)	(12,441)	(13,570)
Net cash paid for acquisitions		(30,584)	(3)	(174)
Proceeds from sales of foreclosed assets and short sales		7,311	7,803	7,697
Other, net (1)	[1]	(508)	(2,223)	(891)
Net cash used by investing activities		(122,119)	(107,235)	(128,380)
Net change in:
Deposits		82,767	54,867	89,133
Short-term borrowings		(1,198)	34,010	8,035
Long-term debt:
Proceeds from issuance		90,111	43,030	42,154
Repayment		(34,462)	(27,333)	(15,829)
Preferred stock:
Proceeds from issuance		2,101	2,972	2,775
Cash dividends paid		(1,566)	(1,426)	(1,235)
Common stock:
Proceeds from issuance		1,415	1,726	1,840
Repurchased		(8,116)	(8,697)	(9,414)
Cash dividends paid		(7,472)	(7,400)	(6,908)
Excess tax benefits related to stock incentive compensation		283	453	453
Net change in noncontrolling interests		(188)	(232)	(552)
Other, net		(107)	33	51
Net cash provided by financing activities		123,568	92,003	110,503
Net change in cash and due from banks		1,618	(460)	(348)
Cash and due from banks at beginning of year		19,111	19,571	19,919
Cash and due from banks at end of year		20,729	19,111	19,571
Supplemental cash flow disclosures:
Cash paid for interest		5,573	3,816	3,906
Cash paid for income taxes		$ 8,446	$ 13,688	$ 8,808
[1]	(1)Prior periods have been revised to conform to the current period presentation.

Summary of Significant Accounti

Summary of Significant Accounting Policies	12 Months Ended
	Dec. 31, 2016
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 locations, 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 2016 In 2016 , we adopted the following new accounting guidance: • Accounting Standards Update (ASU or Update) 2015-16 – Business Combinations ( Topic 805 ): Simplifying the Accounting for Measurement-Period Adjustments; • ASU 2015-07 – Fair Value Measurement (Topic 820): Disclosures for Investments in Certain Entities that Calculate Net Asset Value per Share (or Its Equivalent); • ASU 2015-03 – Interest – Imputation of Interest (Subtopic 835-30): Simplifying the Presentation of Debt Issuance Costs; • ASU 2015-02 – Consolidation (Topic 810): Amendments to the Consolidation Analysis; • ASU 2015-01 – Income Statement – Extraordinary and Unusual Items (Subtopic 225-20): Simplifying Income Statement Presentation by Eliminating the Concept of Extraordinary Items; • ASU 2014-16 – Derivatives and Hedging (Topic 815): Determining Whether the Host Contract in a Hybrid Financial Instrument Issued in the Form of a Share is More Akin to Debt or to Equity; • ASU 2014-13 – Consolidation (Topic 810): Measuring the Financial Assets and the Financial Liabilities of a Consolidated Collateralized Financing Entity; and • ASU 2014-12 – Compensation – Stock Compensation (Topic 718): Accounting for Share-Based Payments When the Terms of an Award Provide That a Performance Target Could Be Achieved after the Requisite Service Period. ASU 2015-16 eliminates the requirement for companies to retrospectively adjust initial amounts recognized in business combinations when the accounting is incomplete at the acquisition date. Under the new guidance, companies should record adjustments in the same reporting period in which the amounts are determined. We adopted this accounting change in first quarter 2016 with prospective application. The Update did not have a material impact on our consolidated financial statements. ASU 2015-07 eliminates the disclosure requirement to categorize investments within the fair value hierarchy that are measured at fair value using net asset value as a practical expedient. We adopted this change in first quarter 2016 with retrospective application. The Update did not affect our consolidated financial statements as it impacts only the fair value disclosure requirements for certain investments. For additional information, see Note 17 (Fair Values of Assets and Liabilities) and Note 20 (Employee Benefits and Other Expenses). ASU 2015-03 changes the balance sheet presentation for debt issuance costs. Under the new guidance, debt issuance costs should be reported as a deduction from debt liabilities rather than as a deferred charge classified as an asset. We adopted this change in first quarter 2016, which resulted in a $180 million reclassification from Other assets to Long-term debt on January 1, 2016. Because the impact on prior periods was not material, we applied the guidance prospectively. ASU 2015-02 requires companies to reevaluate all legal entities under new consolidation guidance. The new guidance amends the criteria companies use to evaluate whether they should consolidate certain variable interest entities that have fee arrangements and the criteria used to determine whether partnerships and similar entities are variable interest entities. The new guidance also amends the consolidation analysis for certain investment funds and excludes certain money market funds. We adopted the accounting changes on January 1, 2016, which resulted in a net increase in assets and a corresponding cumulative-effect adjustment to noncontrolling interests of $121 million . There was no impact to consolidated retained earnings. For additional information, see Note 8 (Securitizations and Variable Interest Entities). ASU 2015-01 removes the concept of extraordinary items from GAAP and eliminates the requirement for extraordinary items to be separately presented in the statement of income. We adopted this change in first quarter 2016 with prospective application. This Update did not have a material impact on our consolidated financial statements. ASU 2014-16 clarifies that the nature of host contracts in hybrid financial instruments that are issued in share form should be determined based on the entire instrument, including the embedded derivative. We adopted this new requirement in first quarter 2016. This Update did not have a material impact on our consolidated financial statements. ASU 2014-13 provides a measurement alternative to companies that consolidate collateralized financing entities (CFEs), such as collateralized debt obligation and collateralized loan obligation structures. Under the new guidance, companies can measure both the financial assets and financial liabilities of a CFE using the more observable fair value of the financial assets or of the financial liabilities. We adopted this accounting change in first quarter 2016. The Update did not have a material impact on our consolidated financial statements. ASU 2014-12 provides accounting guidance for employee share-based payment awards with specific performance targets. The Update clarifies that performance targets should be treated as performance conditions if the targets affect vesting and could be achieved after the requisite service period. We adopted this change in first quarter 2016 with prospective application. The Update did not have a material effect on our consolidated financial statements, as our historical practice complies with the new requirements. Accounting Standards with Retrospective Application The following accounting pronouncements have been issued by the FASB but are not yet effective: • ASU 2016-09 – Compensation – Stock Compensation (Topic 718): Improvements to Employee Share-Based Payment Accounting ASU 2016-09 simplifies the accounting for share-based payment awards issued to employees. We have income tax effects based on changes in our stock price from the grant date to the vesting date of the employee stock compensation. The Update will require these income tax effects to be recognized in the statement of income within income tax expense instead of within additional paid-in capital. In addition, the Update requires changes to the Statement of Cash Flows. We will adopt the guidance in first quarter 2017. If we had adopted the guidance for the year ended December 31, 2016, we would have had a reduction to our income tax expense of $277 million . This amount is included in additional paid-in capital in the Statement of Changes in Equity for the year ended December 31, 2016. We will begin recording these income tax effects on a prospective basis in 2017. The presentation and classification changes to our Statement of Cash Flows will be implemented retrospectively. • ASU 2016-15 – Statement of Cash Flows (Topic 230): Classification of Certain Cash Receipts and Cash Payments ASU 2016-15 addresses eight specific cash flow issues with the objective of reducing the existing diversity in practice for reporting in the Statement of Cash Flows. The Update is effective for us in first quarter 2018 with retrospective application. We are not expecting this Update to have a material impact on our consolidated financial statements. 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 other comprehensive income (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 and certain loans held for market-making purposes to support the buying and selling demands of our customers . 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 net gains from trading activities. For securities and loans in trading assets, interest and dividend income are recorded in interest 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 of amortized cost basis, 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 in 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 2016 . 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, except for credit card loans, which remain on accrual status until fully 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 automobile 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 and an accretable yield is established. Accordingly, such loans are not classified as nonaccrual because they continue to earn interest from accretable yield, independent of performance in accordance of their contractual terms, and 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. We typically re-underwrite modified loans 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. • Automobile 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 in the commercial portfolio segment and loans modified in a TDR, whether on accrual or 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, if applicable. 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

Business Combinations

Business Combinations	12 Months Ended
	Dec. 31, 2016
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. We also periodically review existing businesses to ensure they remain strategically aligned with our operating business model and risk profile. Business combinations completed in 2016 , 2015 and 2014 are presented in Table 2.1 . As of December 31, 2016 , we had no pending acquisitions. Table 2.1: Business Combinations Activity Name of acquisition Location Type of business Date Total assets (in millions) 2016: GE Railcar Services Chicago, IL Railcar and locomotive leasing January 1 $ 4,339 GE Capital's Commercial Distribution Finance and Vendor Finance Businesses North America, Asia, Australia / New Zealand and EMEA Specialty Lending March 1, July 1, August 1 & October 1 32,531 Analytic Investors, LLC Los Angeles, CA Asset Management October 1 106 $ 36,976 2015: hs.Financial Products GmbH Germany Asset Management November 30 $ 3 2014: Helm Financial Corporation San Francisco, CA Railcar and locomotive leasing April 15 $ 422 We also completed two significant and a few small divestitures during 2016 . On March 31, 2016 , we completed the divestiture of Rural Community Insurance, our crop insurance business. The transaction resulted in a pre-tax gain for 2016 of $374 million . On May 31, 2016 , we sold our health benefit services business, which resulted in a pre-tax gain of $290 million .

Cash, Loan and Dividend Restric

Cash, Loan and Dividend Restrictions	12 Months Ended
	Dec. 31, 2016
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 $10.7 billion in 2016 and $10.6 billion in 2015 . Federal law restricts the amount and the terms of both credit and non-credit transactions between a bank and its nonbank affiliates. These covered transactions 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, 2016 . We have elected to retain higher capital at our national and state-chartered subsidiary banks in order to meet internal capital policy minimums and regulatory requirements. 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, 2016 , our nonbank subsidiaries could have declared additional dividends of $10.7 billion at December 31, 2016 , 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 large 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 the FRB’s 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 $0.38 per share as declared by the Company’s Board of Directors on January 24, 2017, payable on March 1, 2017.

Federal Funds Sold, Securities

Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments	12 Months Ended
	Dec. 31, 2016
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. Substantially all of the interest-earning deposits at December 31, 2016 and 2015 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 $ 58,215 45,828 Interest-earning deposits 200,671 220,409 Other short-term investments 7,152 3,893 Total $ 266,038 270,130 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 $2.9 billion and $2.2 billion as of December 31, 2016 and 2015 , respectively. We have classified securities purchased under long-term resale agreements (generally one year or more), which totaled $21.3 billion and $20.1 billion at December 31, 2016 and 2015 , 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 in Note 14 (Guarantees, Pledged Assets and Collateral).

Investment Securities

Investment Securities	12 Months Ended
	Dec. 31, 2016
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, 2016 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ 25,874 54 (109 ) 25,819 Securities of U.S. states and political subdivisions 52,121 551 (1,571 ) 51,101 Mortgage-backed securities: Federal agencies 163,513 1,175 (3,458 ) 161,230 Residential 7,375 449 (8 ) 7,816 Commercial 8,475 101 (74 ) 8,502 Total mortgage-backed securities 179,363 1,725 (3,540 ) 177,548 Corporate debt securities 11,186 381 (110 ) 11,457 Collateralized loan and other debt obligations (1) 34,764 287 (31 ) 35,020 Other (2) 6,139 104 (35 ) 6,208 Total debt securities 309,447 3,102 (5,396 ) 307,153 Marketable equity securities: Perpetual preferred securities 445 35 (11 ) 469 Other marketable equity securities 261 481 — 742 Total marketable equity securities 706 516 (11 ) 1,211 Total available-for-sale securities 310,153 3,618 (5,407 ) 308,364 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies 44,690 466 (77 ) 45,079 Securities of U.S. states and political subdivisions 6,336 17 (144 ) 6,209 Federal agency and other mortgage-backed securities (3) 45,161 100 (804 ) 44,457 Collateralized loan obligations 1,065 6 (1 ) 1,070 Other (2) 2,331 10 (1 ) 2,340 Total held-to-maturity securities 99,583 599 (1,027 ) 99,155 Total (4) $ 409,736 4,217 (6,434 ) 407,519 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 and other mortgage-backed securities (3) 28,604 131 (314 ) 28,421 Collateralized loan obligations 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 (4) $ 344,573 6,232 (2,880 ) 347,925 (1) The available-for-sale portfolio includes collateralized debt obligations (CDOs) with a cost basis and fair value of $819 million and $847 million , respectively, at December 31, 2016 , and $247 million and $257 million , respectively, at December 31, 2015 . (2) The “Other” category of available-for-sale securities primarily includes asset-backed securities collateralized by student loans. Included in the “Other” category of held-to-maturity securities are asset-backed securities collateralized by automobile leases or loans and cash with a cost basis and fair value of $1.3 billion each at December 31, 2016 , and $1.9 billion each at December 31, 2015 . 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 $1.1 billion each at December 31, 2016 , and $1.4 billion each at December 31, 2015 . (3) Predominantly consists of federal agency mortgage-backed securities at December 31, 2016 . The entire balance consists of federal agency mortgage-backed securities at December 31, 2015 . (4) At December 31, 2016 and 2015 , 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 stockholder's 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, 2016 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ (109 ) 10,816 — — (109 ) 10,816 Securities of U.S. states and political subdivisions (341 ) 17,412 (1,230 ) 16,213 (1,571 ) 33,625 Mortgage-backed securities: Federal agencies (3,338 ) 120,735 (120 ) 3,481 (3,458 ) 124,216 Residential (4 ) 527 (4 ) 245 (8 ) 772 Commercial (43 ) 1,459 (31 ) 1,690 (74 ) 3,149 Total mortgage-backed securities (3,385 ) 122,721 (155 ) 5,416 (3,540 ) 128,137 Corporate debt securities (11 ) 946 (99 ) 1,229 (110 ) 2,175 Collateralized loan and other debt obligations (2 ) 1,899 (29 ) 3,197 (31 ) 5,096 Other (9 ) 971 (26 ) 1,262 (35 ) 2,233 Total debt securities (3,857 ) 154,765 (1,539 ) 27,317 (5,396 ) 182,082 Marketable equity securities: Perpetual preferred securities (3 ) 41 (8 ) 45 (11 ) 86 Other marketable equity securities — — — — — — Total marketable equity securities (3 ) 41 (8 ) 45 (11 ) 86 Total available-for-sale securities (3,860 ) 154,806 (1,547 ) 27,362 (5,407 ) 182,168 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies (77 ) 6,351 — — (77 ) 6,351 Securities of U.S. states and political subdivisions (144 ) 4,871 — — (144 ) 4,871 Federal agency and other mortgage-backed securities (804 ) 40,095 — — (804 ) 40,095 Collateralized loan obligations — — (1 ) 266 (1 ) 266 Other — — (1 ) 633 (1 ) 633 Total held-to-maturity securities (1,025 ) 51,317 (2 ) 899 (1,027 ) 52,216 Total $ (4,885 ) 206,123 (1,549 ) 28,261 (6,434 ) 234,384 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 Securities of U.S. states and political subdivisions — — — — — — Federal agency and other mortgage-backed (314 ) 23,115 — — (314 ) 23,115 Collateralized loan 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 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 $54 million and $7.0 billion , respectively, at December 31, 2016 , and $17 million and $3.7 billion , respectively, at December 31, 2015 . 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, 2016 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ (109 ) 10,816 — — Securities of U.S. states and political subdivisions (1,517 ) 33,271 (54 ) 354 Mortgage-backed securities: Federal agencies (3,458 ) 124,216 — — Residential (1 ) 176 (7 ) 596 Commercial (15 ) 2,585 (59 ) 564 Total mortgage-backed securities (3,474 ) 126,977 (66 ) 1,160 Corporate debt securities (31 ) 1,238 (79 ) 937 Collateralized loan and other debt obligations (31 ) 5,096 — — Other (30 ) 1,842 (5 ) 391 Total debt securities (5,192 ) 179,240 (204 ) 2,842 Perpetual preferred securities (10 ) 68 (1 ) 18 Total available-for-sale securities (5,202 ) 179,308 (205 ) 2,860 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies (77 ) 6,351 — — Securities of U.S. states and political subdivisions (144 ) 4,871 — — Federal agency and other mortgage-backed securities (803 ) 40,078 (1 ) 17 Collateralized loan obligations (1 ) 266 — — Other (1 ) 633 — — Total held-to-maturity securities (1,026 ) 52,199 (1 ) 17 Total $ (6,228 ) 231,507 (206 ) 2,877 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 — — Securities of U.S. states and political subdivisions — — — — Federal agency and other mortgage-backed securities (314 ) 23,115 — — Collateralized loan obligations (24 ) 1,381 — — Other (3 ) 1,096 — — Total held-to-maturity securities (414 ) 30,856 — — Total $ (2,489 ) 158,767 (389 ) 3,713 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, 2016 Available-for-sale debt securities (1): Fair value: Securities of U.S. Treasury and federal agencies $ 25,819 1.44 % $ 1,328 0.92 % $ 23,477 1.45 % $ 1,014 1.80 % $ — — % Securities of U.S. states and political subdivisions 51,101 5.65 2,990 1.69 9,299 2.74 2,391 4.71 36,421 6.78 Mortgage-backed securities: Federal agencies 161,230 3.09 — — 128 2.98 5,363 3.16 155,739 3.09 Residential 7,816 3.84 — — 25 5.21 35 4.34 7,756 3.83 Commercial 8,502 4.58 — — — — 30 3.13 8,472 4.59 Total mortgage-backed securities 177,548 3.19 — — 153 3.34 5,428 3.16 171,967 3.19 Corporate debt securities 11,457 4.81 2,043 2.90 3,374 5.89 4,741 4.71 1,299 5.38 Collateralized loan and other debt obligations 35,020 2.70 — — 168 1.34 16,482 2.66 18,370 2.74 Other 6,208 2.18 57 3.06 971 2.35 1,146 2.04 4,034 2.17 Total available-for-sale debt securities at fair value $ 307,153 3.44 % $ 6,418 1.93 % $ 37,442 2.20 % $ 31,202 3.17 % $ 232,091 3.72 % December 31, 2015 Available-for-sale debt securities (1): Fair value: 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 % (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, 2016 Held-to-maturity securities (1): Amortized cost: Securities of U.S. Treasury and federal agencies $ 44,690 2.12 % $ — — % $ 31,956 2.05 % $ 12,734 2.30 % $ — — % Securities of U.S. states and political subdivisions 6,336 6.04 — — 24 8.20 436 6.76 5,876 5.98 Federal agency and other mortgage-backed securities 45,161 3.23 — — — — — — 45,161 3.23 Collateralized loan obligations 1,065 2.58 — — — — 1,065 2.58 — — Other 2,331 1.83 — — 1,683 1.81 648 1.89 — — Total held-to-maturity debt securities at amortized cost $ 99,583 2.87 % $ — — % $ 33,663 2.04 % $ 14,883 2.43 % $ 51,037 3.55 % 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 and other mortgage-backed securities 28,604 3.47 — — — — — — 28,604 3.47 Collateralized loan 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 % (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, 2016 Held-to-maturity securities: Fair value: Securities of U.S. Treasury and federal agencies $ 45,079 — 32,313 12,766 — Securities of U.S. states and political subdivisions 6,209 — 24 430 5,755 Federal agency and other mortgage-backed securities 44,457 — — — 44,457 Collateralized loan obligations 1,070 — — 1,070 — Other 2,340 — 1,688 652 — Total held-to-maturity debt securities at fair value $ 99,155 — 34,025 14,918 50,212 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 and other mortgage-backed securities 28,421 — — — 28,421 Collateralized loan 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 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) 2016 2015 2014 Gross realized gains $ 1,542 1,775 1,560 Gross realized losses (106 ) (67 ) (14 ) OTTI write-downs (194 ) (185 ) (52 ) Net realized gains from available-for-sale securities 1,242 1,523 1,494 Net realized gains from nonmarketable equity investments 579 1,659 1,479 Net realized gains from debt securities and equity investments $ 1,821 3,182 2,973 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, 2016 , 2015 or 2014 . Table 5.8: OTTI Write-downs Year ended December 31, (in millions) 2016 2015 2014 OTTI write-downs included in earnings Debt securities: Securities of U.S. states and political subdivisions $ 63 18 11 Mortgage-backed securities: Residential 34 54 26 Commercial 14 4 9 Corporate debt securities 72 105 1 Collateralized loan and other debt obligations — — 2 Other debt securities 6 2 — Total debt securities 189 183 49 Equity securities: Marketable equity securities: Other marketable equity securities 5 2 3 Total marketable equity securities 5 2 3 Total investment securities (1) 194 185 52 Nonmarketable equity investments (1) 448 374 270 Total OTTI write-downs included in earnings (1) $ 642 559 322 (1) The years ended December 31, 2016 and December 31, 2015 , include $258 million and $287 million , respectively, in OTTI write-downs of oil and gas investments, of which $88 million and $104 million , respectively, related to investment securities and $170 million and $183 million , respectively, 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) 2016 2015 2014 OTTI on debt securities Recorded as part of gross realized losses: Credit-related OTTI $ 143 169 40 Intent-to-sell OTTI 46 14 9 Total recorded as part of gross realized losses 189 183 49 Changes to OCI for losses (reversal of losses) in non-credit-related OTTI (1): Securities of U.S. states and political subdivisions 8 (1 ) — Residential mortgage-backed securities (3 ) (42 ) (10 ) Commercial mortgage-backed securities 24 (16 ) (21 ) Corporate debt securities (13 ) 12 — Other debt securities 2 — — Total changes to OCI for non-credit-related OTTI 18 (47 ) (31 ) Total OTTI losses recorded on debt securities $ 207 136 18 (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) 2016 2015 2014 Credit loss recognized, beginning of year $ 1,092 1,025 1,171 Additions: For securities with initial credit impairments 85 102 5 For securities with previous credit impairments 58 67 35 Total additions 143 169 40 Reductions: For securities sold, matured, or intended/required to be sold (184 ) (93 ) (169 ) For recoveries of previous credit impairments (1) (8 ) (9 ) (17 ) Total reductions (192 ) (102 ) (186 ) Credit loss recognized, end of year $ 1,043 1,092 1,025 (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, 2016
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 $4.4 billion and $3.8 billion at December 31, 2016 and 2015 , respectively, for unearned income, net deferred loan fees, and unamortized discounts and premiums. Outstanding balances at December 31, 2016 also reflect the acquisition of various loans and capital leases from GE Capital as described in Note 2 (Business Combinations). Table 6.1: Loans Outstanding December 31, (in millions) 2016 2015 2014 2013 2012 Commercial: Commercial and industrial $ 330,840 299,892 271,795 235,358 223,703 Real estate mortgage 132,491 122,160 111,996 112,427 106,392 Real estate construction 23,916 22,164 18,728 16,934 16,983 Lease financing 19,289 12,367 12,307 12,371 12,736 Total commercial 506,536 456,583 414,826 377,090 359,814 Consumer: Real estate 1-4 family first mortgage 275,579 273,869 265,386 258,507 249,912 Real estate 1-4 family junior lien mortgage 46,237 53,004 59,717 65,950 75,503 Credit card 36,700 34,039 31,119 26,882 24,651 Automobile 62,286 59,966 55,740 50,808 45,998 Other revolving credit and installment 40,266 39,098 35,763 43,049 42,473 Total consumer 461,068 459,976 447,725 445,196 438,537 Total loans $ 967,604 916,559 862,551 822,286 798,351 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) 2016 2015 2014 2013 2012 Commercial foreign loans: Commercial and industrial $ 55,396 49,049 44,707 41,547 37,148 Real estate mortgage 8,541 8,350 4,776 5,328 52 Real estate construction 375 444 218 187 79 Lease financing 972 274 336 338 312 Total commercial foreign loans $ 65,284 58,117 50,037 47,400 37,591 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, 2016 and 2015 , 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. Real estate 1-4 family mortgage loans to borrowers in the state of California represented approximately 12% of total loans at December 31, 2016 , compared with 13% at December 31, 2015 , of which 1% and 2% were PCI loans, respectively. 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 7% of total loans at December 31, 2016 , and 9% at December 31, 2015 . 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, 2016 , approximately 1% 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 draw periods of 10 , 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, 2016 , our lines of credit portfolio had an outstanding balance of $57.1 billion , of which $11.6 billion , or 20% , is in its amortization period, another $7.3 billion , or 13% , of our total outstanding balance, will reach their end of draw period during 2017 through 2018 , $4.4 billion , or 8% , during 2019 through 2021 , and $33.8 billion , or 59% , will convert in subsequent years. This portfolio had unfunded credit commitments of $65.9 billion at December 31, 2016 . The lines that enter their amortization period may experience higher delinquencies and higher loss rates than the lines in their draw period. At December 31, 2016 , $515 million , or 4% , of outstanding lines of credit that are in their amortization period were 30 or more days past due, compared with $718 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, 2016 2015 (in millions) Commercial (1) Consumer (2) Total Commercial Consumer (2) Total Purchases $ 32,710 5 32,715 13,674 340 14,014 Sales (1,334 ) (1,486 ) (2,820 ) (1,214 ) (160 ) (1,374 ) Transfers to MHFS/LHFS (306 ) (6 ) (312 ) (91 ) (16 ) (107 ) (1) Purchases include loans and capital leases from the GE Capital business acquisitions as described in Note 2 (Business Combinations). (2) Excludes 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 $77 billion at December 31, 2016 and $75 billion at December 31, 2015 . We issue commercial letters of credit to assist customers in purchasing goods or services, typically for international trade. At both December 31, 2016 and 2015 , we had $1.1 billion 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, automobiles, 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 issued 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 $ 319,662 296,710 Real estate mortgage 7,833 7,378 Real estate construction 18,840 18,047 Lease financing 16 — Total commercial 346,351 322,135 Consumer: Real estate 1-4 family first mortgage 33,498 34,621 Real estate 1-4 family junior lien mortgage 41,431 43,309 Credit card 101,895 98,904 Other revolving credit and installment 28,349 27,899 Total consumer 205,173 204,733 Total unfunded credit commitments $ 551,524 526,868 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) 2016 2015 2014 2013 2012 Balance, beginning of year $ 12,512 13,169 14,971 17,477 19,668 Provision for credit losses 3,770 2,442 1,395 2,309 7,217 Interest income on certain impaired loans (1) (205 ) (198 ) (211 ) (264 ) (315 ) Loan charge-offs: Commercial: Commercial and industrial (1,419 ) (734 ) (627 ) (739 ) (1,404 ) Real estate mortgage (27 ) (59 ) (66 ) (190 ) (382 ) Real estate construction (1 ) (4 ) (9 ) (28 ) (191 ) Lease financing (41 ) (14 ) (15 ) (34 ) (24 ) Total commercial (1,488 ) (811 ) (717 ) (991 ) (2,001 ) Consumer: Real estate 1-4 family first mortgage (452 ) (507 ) (721 ) (1,439 ) (3,020 ) Real estate 1-4 family junior lien mortgage (495 ) (635 ) (864 ) (1,579 ) (3,437 ) Credit card (1,259 ) (1,116 ) (1,025 ) (1,022 ) (1,105 ) Automobile (845 ) (742 ) (729 ) (625 ) (651 ) Other revolving credit and installment (708 ) (643 ) (668 ) (754 ) (759 ) Total consumer (3,759 ) (3,643 ) (4,007 ) (5,419 ) (8,972 ) Total loan charge-offs (5,247 ) (4,454 ) (4,724 ) (6,410 ) (10,973 ) Loan recoveries: Commercial: Commercial and industrial 263 252 369 396 472 Real estate mortgage 116 127 160 226 163 Real estate construction 38 37 136 137 124 Lease financing 11 8 8 17 20 Total commercial 428 424 673 776 779 Consumer: Real estate 1-4 family first mortgage 373 245 212 246 157 Real estate 1-4 family junior lien mortgage 266 259 238 269 260 Credit card 207 175 161 127 188 Automobile 325 325 349 322 364 Other revolving credit and installment 128 134 146 161 191 Total consumer 1,299 1,138 1,106 1,125 1,160 Total loan recoveries 1,727 1,562 1,779 1,901 1,939 Net loan charge-offs (3,520 ) (2,892 ) (2,945 ) (4,509 ) (9,034 ) Other (17 ) (9 ) (41 ) (42 ) (59 ) Balance, end of year $ 12,540 12,512 13,169 14,971 17,477 Components: Allowance for loan losses $ 11,419 11,545 12,319 14,502 17,060 Allowance for unfunded credit commitments 1,121 967 850 469 417 Allowance for credit losses $ 12,540 12,512 13,169 14,971 17,477 Net loan charge-offs as a percentage of average total loans 0.37 % 0.33 0.35 0.56 1.17 Allowance for loan losses as a percentage of total loans 1.18 1.26 1.43 1.76 2.13 Allowance for credit losses as a percentage of total loans 1.30 1.37 1.53 1.82 2.19 (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 changes in allowance attributable to the passage of time as interest income. 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, 2016 2015 (in millions) Commercial Consumer Total Commercial Consumer Total Balance, beginning of year $ 6,872 5,640 12,512 6,377 6,792 13,169 Provision for credit losses 1,644 2,126 3,770 908 1,534 2,442 Interest income on certain impaired loans (45 ) (160 ) (205 ) (17 ) (181 ) (198 ) Loan charge-offs (1,488 ) (3,759 ) (5,247 ) (811 ) (3,643 ) (4,454 ) Loan recoveries 428 1,299 1,727 424 1,138 1,562 Net loan charge-offs (1,060 ) (2,460 ) (3,520 ) (387 ) (2,505 ) (2,892 ) Other (17 ) — (17 ) (9 ) — (9 ) Balance, end of year $ 7,394 5,146 12,540 6,872 5,640 12,512 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, 2016 Collectively evaluated (1) $ 6,392 3,553 9,945 500,487 428,009 928,496 Individually evaluated (2) 1,000 1,593 2,593 5,372 17,005 22,377 PCI (3) 2 — 2 677 16,054 16,731 Total $ 7,394 5,146 12,540 506,536 461,068 967,604 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 (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). We obtain FICO scores at loan origination and the scores are generally updated at least quarterly, except in limited circumstances, including compliance with the Fair Credit Reporting Act (FCRA). Generally, the LTV and CLTV indicators are updated in the second month of each quarter, with updates no older than September 30, 2016 . See the “Purchased Credit-Impaired Loans” section in 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 $22.4 billion in criticized commercial and industrial loans and $5.8 billion in criticized commercial real estate (CRE) loans at December 31, 2016 , $3.2 billion and $728 million , respectively, have been placed on nonaccrual status and written down to net realizable collateral value. Table 6.8: Commercial Loans by Risk Category (in millions) Commercial and industrial Real estate mortgage Real estate construction Lease financing Total December 31, 2016 By risk category: Pass $ 308,166 126,793 23,408 17,899 476,266 Criticized 22,437 5,315 451 1,390 29,593 Total commercial loans (excluding PCI) 330,603 132,108 23,859 19,289 505,859 Total commercial PCI loans (carrying value) 237 383 57 — 677 Total commercial loans $ 330,840 132,491 23,916 19,289 506,536 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 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, 2016 By delinquency status: Current-29 days past due (DPD) and still accruing $ 326,765 131,165 23,776 19,042 500,748 30-89 DPD and still accruing 594 222 40 132 988 90+ DPD and still accruing 28 36 — — 64 Nonaccrual loans 3,216 685 43 115 4,059 Total commercial loans (excluding PCI) 330,603 132,108 23,859 19,289 505,859 Total commercial PCI loans (carrying value) 237 383 57 — 677 Total commercial loans $ 330,840 132,491 23,916 19,289 506,536 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 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, 2016 By delinquency status: Current-29 DPD $ 239,061 45,238 35,773 60,572 39,833 420,477 30-59 DPD 1,904 296 275 1,262 177 3,914 60-89 DPD 700 160 200 330 111 1,501 90-119 DPD 307 102 169 116 93 787 120-179 DPD 323 108 279 5 30 745 180+ DPD 1,661 297 4 1 22 1,985 Government insured/guaranteed loans (1) 15,605 — — — — 15,605 Total consumer loans (excluding PCI) 259,561 46,201 36,700 62,286 40,266 445,014 Total consumer PCI loans (carrying value) 16,018 36 — — — 16,054 Total consumer loans $ 275,579 46,237 36,700 62,286 40,266 461,068 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 (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 $10.1 billion at December 31, 2016 , compared with $12.4 billion at December 31, 2015 . Of the $3.5 billion of consumer loans not government insured/guaranteed that are 90 days or more past due at December 31, 2016 , $908 million was accruing, compared with $5.5 billion past due and $867 million accruing at December 31, 2015 . Real estate 1-4 family first mortgage loans 180 days or more past due totaled $1.7 billion , or 0.6% of total first mortgages (excluding PCI), at December 31, 2016 , compared with $3.4 billion , or 1.3% , at December 31, 2015 . Table 6.11 provides a breakdown of our consumer portfolio by FICO. Most of the scored consumer portfolio has an updated FICO of 680 and above, reflecting a strong current borrower credit profile. FICO is not available for certain loan types, or may not be required if we deem it unnecessary due to strong collateral and other borrower attributes. Substantially all loans not requiring a FICO score are security-based loans originated through retail brokerage, and totaled $8.0 billion at December 31, 2016 , and $7.0 billion at December 31, 2015 . 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, 2016 By FICO: < 600 $ 6,720 2,591 3,475 9,934 976 23,696 600-639 5,400 1,917 3,109 6,705 1,056 18,187 640-679 10,975 3,747 5,678 10,204 2,333 32,937 680-719 23,300 6,432 7,382 11,233 4,302 52,649 720-759 38,832 9,413 7,632 8,769 5,869 70,515 760-799 103,608 14,929 6,191 8,164 8,348 141,240 800+ 49,508 6,391 2,868 6,856 6,434 72,057 No FICO available 5,613 781 365 421 2,906 10,086 FICO not required — — — — 8,042 8,042 Government insured/guaranteed loans (1) 15,605 — — — — 15,605 Total consumer loans (excluding PCI) 259,561 46,201 36,700 62,286 40,266 445,014 Total consumer PCI loans (carrying value) 16,018 36 — — — 16,054 Total consumer loans $ 275,579 46,237 36,700 62,286 40,266 461,068 December 31, 2015 By 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 (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 due to industry data availability and portfolios acquired from or serviced by other institutions. Table 6.12: Consumer Loans by LTV/CLTV December 31, 2016 December 31, 2015 (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% $ 121,430 16,464 137,894 109,558 15,805 125,363 60.01-80% 101,726 15,262 116,988 92,005 16,579 108,584 80.01-100% 15,795 8,765 24,560 22,765 11,385 34,150 100.01-120% (1) 2,644 3,589 6,233 4,480 5,545 10,025 > 120% (1) 1,066 1,613 2,679 2,065 3,051 5,116 No LTV/CLTV available 1,295 508 1,803 1,453 570 2,023 Government insured/guaranteed loans (2) 15,605 — 15,605 22,353 — 22,353 Total consumer loans (excluding PCI) 259,561 46,201 305,762 254,679 52,935 307,614 Total consumer PCI loans (carrying value) 16,018 36 16,054 19,190 69 19,259 Total consumer loans $ 275,579 46,237 321,816 273,869 53,004 326,873 (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) 2016 2015 Commercial: Commercial and industrial $ 3,216 1,363 Real estate mortgage 685 969 Real estate construction 43 66 Lease financing 115 26 Total commercial 4,059 2,424 Consumer: Real estate 1-4 family first mortgage (1) 4,962 7,293 Real estate 1-4 family junior lien mortgage 1,206 1,495 Automobile 106 121 Other revolving credit and installment 51 49 Total consumer 6,325 8,958 Total nonaccrual loans (excluding PCI) $ 10,384 11,382 (1) Includes MHFS of $149 million and $177 million at December 31, 2016 and 2015 , 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 $8.1 billion and $11.0 billion at December 31, 2016 and 2015 , respectively, which included $4.8 billion and $6.2 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 $2.0 billion at December 31, 2016 , and $2.9 billion at December 31, 2015 , 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) 2016 2015 Total (excluding PCI): $ 11,858 14,380 Less: FHA insured/guaranteed by the VA (1)(2) 10,883 13,373 Less: Student loans guaranteed under the FFELP (3) 3 26 Total, not government insured/guaranteed $ 972 981 By segment and class, not government insured/guaranteed: Commercial: Commercial and industrial $ 28 97 Real estate mortgage 36 13 Real estate construction — 4 Total commercial 64 114 Consumer: Real estate 1-4 family first mortgage (2) 175 224 Real estate 1-4 family junior lien mortgage (2) 56 65 Credit card 452 397 Automobile 112 79 Other revolving credit and installment 113 102 Total consumer 908 867 Total, not government insured/guaranteed $ 972 981 (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 largely 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 $299 million at December 31, 2016 , and $402 million at December 31, 2015 . 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 all

Premises, Equipment, Lease Comm

Premises, Equipment, Lease Commitments and Other Assets	12 Months Ended
	Dec. 31, 2016
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, 2016 Dec 31, 2015 Land $ 1,726 1,743 Buildings 8,584 8,479 Furniture and equipment 6,606 7,289 Leasehold improvements 2,199 2,131 Premises and equipment leased under capital leases 70 79 Total premises and equipment 19,185 19,721 Less: Accumulated depreciation and amortization 10,852 11,017 Net book value, premises and equipment $ 8,333 8,704 Depreciation and amortization expense for premises and equipment was $1.2 billion for the years 2016 , 2015 and 2014 . Dispositions of premises and equipment resulted in net gains of $44 million , $75 million and $28 million in 2016 , 2015 and 2014 , respectively, included in other noninterest expense. 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 income, with terms greater than one year as of December 31, 2016 . Table 7.2: Minimum Lease Payments (in millions) Operating leases Capital leases Year ended December 31, 2017 $ 1,195 3 2018 1,095 3 2019 968 3 2020 813 3 2021 624 2 Thereafter 2,174 3 Total minimum lease payments $ 6,869 17 Executory costs $ (7 ) Amounts representing interest (3 ) Present value of net minimum lease payments $ 7 Total minimum lease payments for operating leases above are net of $495 million of noncancelable sublease income. Operating lease rental expense (predominantly for premises) was $1.3 billion for the years 2016 , 2015 and 2014 , net of sublease income of $86 million , $103 million and $137 million for the same years, respectively. Table 7.3 presents the components of other assets. Table 7.3: Other Assets (in millions) Dec 31, 2016 Dec 31, 2015 Nonmarketable equity investments: Cost method: Federal bank stock $ 6,407 4,814 Private equity 1,465 1,626 Auction rate securities 525 595 Total cost method 8,397 7,035 Equity method: LIHTC (1) 9,714 8,314 Private equity 3,635 3,300 Tax-advantaged renewable energy 2,054 1,625 New market tax credit and other 305 408 Total equity method 15,708 13,647 Fair value (2) 3,275 3,065 Total nonmarketable equity investments 27,380 23,747 Corporate/bank-owned life insurance 19,325 19,199 Accounts receivable (3) 31,056 26,251 Interest receivable 5,339 5,065 Core deposit intangibles 1,620 2,539 Customer relationship and other amortized intangibles 1,089 614 Foreclosed assets: Residential real estate: Government insured/guaranteed (3) 197 446 Non-government insured/guaranteed 378 414 Non-residential real estate 403 565 Operating lease assets 10,089 3,782 Due from customers on acceptances 196 273 Other (4) 17,469 12,618 Total other assets $ 114,541 95,513 (1) Represents low income housing tax credit investments. (2) 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. (3) 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. For more information on the classification of certain government-guaranteed mortgage loans upon foreclosure, see Note 1 (Summary of Significant Accounting Policies). (4) Prior period has been revised to conform to the current period presentation of reporting derivative assets separate from other assets. See Note 1 (Summary of Significant Accounting Policies) 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) 2016 2015 2014 Net realized gains from nonmarketable equity investments $ 579 1,659 1,479 All other (508 ) (743 ) (741 ) Total $ 71 916 738 Low Income Housing Tax Credit Investments We invest in affordable housing projects that qualify for the low income housing tax credit (LIHTC), which is designed to promote private development of low income housing. These investments generate a return mostly through realization of federal tax credits. Total LIHTC investments were $9.7 billion and $8.3 billion at December 31, 2016 and 2015 , respectively. In 2016 , we recognized pre-tax losses of $816 million related to our LIHTC investments, compared with $708 million in 2015 . We also recognized total tax benefits of $1.2 billion in 2016 , which included tax credits recorded in income taxes of $939 million . In 2015 , total tax benefits were $1.1 billion , which included tax credits of $829 million . We are periodically required to provide financial support during the investment period. Our liability for these unfunded commitments was $3.6 billion and $3.0 billion at December 31, 2016 and 2015 , respectively. Predominantly all of this liability 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, 2016
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, limited liability companies 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, 2016 Cash $ — 168 — 168 Federal funds sold, securities purchased under resale agreements and other short-term investments — 74 — 74 Trading assets 2,034 130 201 2,365 Investment securities (1) 8,530 — 786 9,316 Loans 6,698 12,589 138 19,425 Mortgage servicing rights 13,386 — — 13,386 Derivative assets 91 1 — 92 Other assets 10,281 452 11 10,744 Total assets 41,020 13,414 1,136 55,570 Short-term borrowings — — 905 905 Derivative liabilities 59 33 (2) — 92 Accrued expenses and other liabilities 306 107 (2) 2 415 Long-term debt 3,598 3,694 (2) 136 7,428 Total liabilities 3,963 3,834 1,043 8,840 Noncontrolling interests — 138 — 138 Net assets $ 37,057 9,442 93 46,592 December 31, 2015 Cash $ — 157 — 157 Federal funds sold, securities purchased under resale agreements and other short-term investments — — — — Trading assets 1,050 — 203 1,253 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 Derivative assets 290 1 — 291 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 Derivative liabilities 133 47 (2) — 180 Accrued expenses and other liabilities 496 10 (2) 1 507 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 (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 unconsolidated VIEs include securitizations of residential mortgage loans, CRE loans, student loans, automobile loans and leases, certain 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 in trading assets, investment securities, loans, MSRs, derivative assets and liabilities, 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, 2016 Residential mortgage loan securitizations: Conforming (2) $ 1,166,296 3,026 12,434 — (232 ) 15,228 Other/nonconforming 18,805 873 109 — (2 ) 980 Commercial mortgage securitizations 166,596 4,258 843 87 (35 ) 5,153 Collateralized debt obligations: Debt securities 1,472 — — — (25 ) (25 ) Loans (3) 1,545 1,507 — — — 1,507 Asset-based finance structures 9,152 6,522 — — — 6,522 Tax credit structures 29,713 10,669 — — (3,609 ) 7,060 Collateralized loan obligations 78 10 — — — 10 Investment funds 214 48 — — — 48 Other (4) 1,733 630 — (56 ) — 574 Total $ 1,395,604 27,543 13,386 31 (3,903 ) 37,057 Maximum exposure to loss Debt and equity interests (1) Servicing assets Derivatives Other commitments and guarantees Total exposure Residential mortgage loan securitizations: Conforming $ 3,026 12,434 — 979 16,439 Other/nonconforming 873 109 — 2 984 Commercial mortgage securitizations 4,258 843 94 9,566 14,761 Collateralized debt obligations: Debt securities — — — 25 25 Loans (3) 1,507 — — — 1,507 Asset-based finance structures 6,522 — — 72 6,594 Tax credit structures 10,669 — — 1,104 11,773 Collateralized loan obligations 10 — — — 10 Investment funds 48 — — — 48 Other (4) 630 — 93 — 723 Total $ 27,543 13,386 187 11,748 52,864 (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, 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 (1) Includes total equity interests of $10.3 billion and $8.9 billion at December 31, 2016 and 2015 , 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 $1.2 billion and $1.3 billion at December 31, 2016 and 2015 , respectively, for certain delinquent loans that are eligible for repurchase 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 predominantly in senior tranches from a diversified pool of U.S. asset securitizations, of which all are current and 100% and 70% were rated as investment grade by the primary rating agencies at December 31, 2016 and 2015 , respectively. 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 Table 8.2, “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, automobile 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 automobile 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 automobile financing institutions primarily because they require a source of liquidity to fund ongoing vehicle sales operations. The third party automobile 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 In first quarter 2016, we adopted ASU 2015-02 ( Amendments to the Consolidation Analysis ) which changed the consolidation analysis for certain investment funds. We do not consolidate these investment funds because we do not hold variable interests that are considered significant to the funds. We voluntarily waived a portion of our management fees for certain money market funds that are exempt from the consolidation analysis to ensure the funds maintained a minimum level of daily net investment income. The amount of fees waived in 2016 and 2015 was $109 million and $209 million , respectively. OTHER TRANSACTIONS WITH VIEs Other VIEs include certain 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, 2016 , we held $453 million of ARS issued by VIEs compared with $502 million at December 31, 2015 . 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, 2016 and 2015 , we reported the debt securities issued to the VIEs as long-term junior subordinated debt with a carrying value of $2.1 billion and $2.2 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. 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, 2016 2015 2014 (in millions) Mortgage loans Other financial assets Mortgage loans Other financial assets Mortgage loans Other financial assets Proceeds from securitizations and whole loan sales $ 252,723 347 202,335 531 164,331 — Fees from servicing rights retained 3,492 — 3,675 5 4,062 8 Cash flows from other interests held (1) 2,898 1 1,297 38 1,417 75 Repurchases of assets/loss reimbursements (2): Non-agency securitizations and whole loan transactions 26 — 14 — 6 — Agency securitizations (3) 133 — 300 — 316 — Servicing advances, net of repayments (218 ) — (764 ) — (170 ) — (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 2016 , we paid $11 million to third-party investors to settle repurchase liabilities on pools of loans, compared with $19 million and $78 million in 2015 and 2014 , respectively. (3) Represent loans repurchased from GNMA, FNMA, and FHLMC under representation and warranty provisions included in our loan sales contracts. Excludes $9.9 billion in delinquent insured/guaranteed loans that we service and have exercised our option to purchase out of GNMA pools in 2016 , compared with $11.3 billion and $13.8 billion in 2015 and 2014 , respectively. These loans are predominantly insured by the FHA or guaranteed by the VA. In 2016 , 2015 , and 2014 , we recognized net gains of $524 million , $506 million and $288 million , respectively, from transfers accounted for as sales of financial assets. These net gains largely relate to commercial mortgage securitizations and residential mortgage securitizations where the loans were not already carried at fair value. Sales with continuing involvement during 2016 , 2015 and 2014 largely 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 2016 , 2015 and 2014 we transferred $236.6 billion , $186.6 billion and $155.8 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 2016 we recorded a $2.1 billion servicing asset, measured at fair value using a Level 3 measurement technique, securities of $4.4 billion , classified as Level 2, and a $36 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 2015 , we recorded a $1.6 billion servicing asset, securities of $1.9 billion and a $43 million liability. In 2014 , we recorded a $1.2 billion servicing asset, securities of $751 million and a $44 million liability. Table 8.4 presents the key weighted-average assumptions we used to measure residential mortgage servicing rights at the date of securitization. Table 8.4: Residential Mortgage Servicing Rights Residential mortgage servicing rights 2016 2015 2014 Year ended December 31, Prepayment speed (1) 11.7 % 12.1 12.4 Discount rate 6.5 7.3 7.6 Cost to service ($ per loan) (2) $ 132 223 259 (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 2016 , 2015 and 2014 , we transferred $18.3 billion , $17.3 billion and $10.3 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 $429 million in 2016 , $338 million in 2015 and $198 million in 2014 , respectively, because the loans were carried at lower of cost or market value (LOCOM). In connection with these transfers, in 2016 we recorded a servicing asset of $270 million , initially measured at fair value using a Level 3 measurement technique, and securities of $258 million , classified as Level 2. In 2015 , we recorded a servicing asset of $180 million and securities of $241 million . In 2014 , we recorded a servicing asset of $99 million and securities of $100 million . Retained Interests from Unconsolidated VIEs Table 8.5 provides key economic assumptions and the sensitivity of the current fair value of residential mortgage servicing rights and other interests held to immediate adverse changes in those assumptions. “Other interests held” relate to residential and commercial mortgage loan securitizations. Residential mortgage-backed securities retained in securitizations issued through GSEs, such as FNMA, FHLMC and GNMA, are excluded from the table because these securities have a remote risk of credit loss due to the GSE guarantee. These securities also have economic characteristics similar to GSE mortgage-backed securities that we purchase, which are not included in the table. Subordinated interests include only those bonds whose credit rating was below AAA by a major rating agency at issuance. Senior interests include only those bonds whose credit rating was AAA by a major rating agency at issuance. The information presented excludes trading positions held in inventory. Table 8.5: Retained Interests from Unconsolidated VIEs Other interests held Residential mortgage servicing rights (1) Interest-only strips Consumer Commercial (2) ($ in millions, except cost to service amounts) Subordinated bonds Subordinated bonds Senior bonds Fair value of interests held at December 31, 2016 $ 12,959 28 1 249 552 Expected weighted-average life (in years) 6.3 3.9 8.3 3.1 5.1 Key economic assumptions: Prepayment speed assumption (3) 10.3 % 17.4 13.5 Decrease in fair value from: 10% adverse change $ 583 1 — 25% adverse change 1,385 2 — Discount rate assumption 6.8 % 13.3 10.7 5.2 2.7 Decrease in fair value from: 100 basis point increase $ 649 1 — 7 23 200 basis point increase 1,239 1 — 12 45 Cost to service assumption ($ per loan) 155 Decrease in fair value from: 10% adverse change 515 25% adverse change 1,282 Credit loss assumption 3.0 % 4.7 — Decrease in fair value from: 10% higher losses $ — — — 25% higher losses — — — 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 — Di

Mortgage Banking Activities

Mortgage Banking Activities	12 Months Ended
	Dec. 31, 2016
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) 2016 2015 2014 Fair value, beginning of year $ 12,415 12,738 15,580 Servicing from securitizations or asset transfers (1) 2,204 1,556 1,196 Sales and other (2) (65 ) (9 ) (7 ) Net additions 2,139 1,547 1,189 Changes in fair value: Due to changes in valuation model inputs or assumptions: Mortgage interest rates (3) 543 247 (2,150 ) Servicing and foreclosure costs (4) 106 (83 ) (20 ) Discount rates (5) — — (55 ) Prepayment estimates and other (6) (84 ) 50 103 Net changes in valuation model inputs or assumptions 565 214 (2,122 ) Changes due to collection/realization of expected cash flows over time (2,160 ) (2,084 ) (1,909 ) Total changes in fair value (1,595 ) (1,870 ) (4,031 ) Fair value, end of year $ 12,959 12,415 12,738 (1) Includes impacts associated with exercising our right to repurchase delinquent loans from GNMA loan securitization pools. (2) 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. (3) 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). (4) Includes costs to service and unreimbursed foreclosure costs. (5) Reflects discount rate assumption change, excluding portion attributable to changes in mortgage interest rates. (6) 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. Table 9.2 presents the changes in amortized MSRs. Table 9.2: Analysis of Changes in Amortized MSRs Year ended December 31, (in millions) 2016 2015 2014 Balance, beginning of year $ 1,308 1,242 1,229 Purchases 97 144 157 Servicing from securitizations or asset transfers 270 180 110 Amortization (269 ) (258 ) (254 ) Balance, end of year (1) $ 1,406 1,308 1,242 Fair value of amortized MSRs: Beginning of year $ 1,680 1,637 1,575 End of year 1,956 1,680 1,637 (1) Commercial amortized MSRs are evaluated for impairment purposes by the following risk strata: agency (GSEs) for multi-family properties 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, 2016 Dec 31, 2015 Residential mortgage servicing: Serviced for others $ 1,205 1,300 Owned loans serviced 347 345 Subserviced for others 8 4 Total residential servicing 1,560 1,649 Commercial mortgage servicing: Serviced for others 479 478 Owned loans serviced 132 122 Subserviced for others 8 7 Total commercial servicing 619 607 Total managed servicing portfolio $ 2,179 2,256 Total serviced for others $ 1,684 1,778 Ratio of MSRs to related loans serviced for others 0.85 % 0.77 Table 9.4 presents the components of mortgage banking noninterest income. Table 9.4: Mortgage Banking Noninterest Income Year ended December 31, (in millions) 2016 2015 2014 Servicing income, net: Servicing fees: Contractually specified servicing fees $ 3,778 4,037 4,285 Late charges 180 198 203 Ancillary fees 229 288 319 Unreimbursed direct servicing costs (1) (819 ) (625 ) (694 ) Net servicing fees 3,368 3,898 4,113 Changes in fair value of MSRs carried at fair value: Due to changes in valuation model inputs or assumptions (2) (A) 565 214 (2,122 ) Changes due to collection/realization of expected cash flows over time (2,160 ) (2,084 ) (1,909 ) Total changes in fair value of MSRs carried at fair value (1,595 ) (1,870 ) (4,031 ) Amortization (269 ) (258 ) (254 ) Net derivative gains from economic hedges (3) (B) 261 671 3,509 Total servicing income, net 1,765 2,441 3,337 Net gains on mortgage loan origination/sales activities 4,331 4,060 3,044 Total mortgage banking noninterest income $ 6,096 6,501 6,381 Market-related valuation changes to MSRs, net of hedge results (2)(3) (A)+(B) $ 826 885 1,387 (1) Includes costs associated with foreclosures, unreimbursed interest advances to investors, and other interest costs. (2) Refer to the changes in fair value of MSRs table in this Note for more detail. (3) 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 adjustments to the repurchase liability are recorded in net gains on mortgage 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. 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 $195 million at December 31, 2016 , 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. Table 9.5: Analysis of Changes in Liability for Mortgage Loan Repurchase Losses Year ended December 31, (in millions) 2016 2015 2014 Balance, beginning of year $ 378 615 899 Provision for repurchase losses: Loan sales 36 43 44 Change in estimate (1) (139 ) (202 ) (184 ) Net reductions (103 ) (159 ) (140 ) Losses (46 ) (78 ) (144 ) Balance, end of year $ 229 378 615 (1) Results from changes in investor demand and mortgage insurer practices, credit deterioration and changes in the financial stability of correspondent lenders.

Intangible Assets

Intangible Assets	12 Months Ended
	Dec. 31, 2016
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, 2016 December 31, 2015 (in millions) Gross carrying value Accumulated amortization Net carrying value Gross carrying value Accumulated amortization Net carrying value Amortized intangible assets (1): MSRs (2) $ 3,595 (2,189 ) 1,406 3,228 (1,920 ) 1,308 Core deposit intangibles 12,834 (11,214 ) 1,620 12,834 (10,295 ) 2,539 Customer relationship and other intangibles 3,928 (2,839 ) 1,089 3,163 (2,549 ) 614 Total amortized intangible assets $ 20,357 (16,242 ) 4,115 19,225 (14,764 ) 4,461 Unamortized intangible assets: MSRs (carried at fair value) (2) $ 12,959 12,415 Goodwill 26,693 25,529 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, 2016 . 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 (1) Total Year ended December 31, 2016 (actual) $ 269 919 290 1,478 Estimate for year ended December 31, 2017 $ 252 851 305 1,408 2018 210 769 297 1,276 2019 186 — 105 291 2020 170 — 87 257 2021 146 — 74 220 (1) The year ended December 31, 2016 includes $18 million for lease intangible amortization. Table 10.3 shows the allocation of goodwill to our reportable operating segments. Table 10.3: Goodwill (in millions) Community Banking Wholesale Banking Wealth and Investment Management Consolidated Company 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 Reduction in goodwill related to divested businesses and other — (88 ) (2 ) (90 ) Goodwill from business combinations — 1,198 56 1,254 December 31, 2016 $ 16,849 8,585 1,259 26,693 We assess goodwill for impairment at a reporting unit level, which is one level below the operating segments. Our goodwill was not impaired at December 31, 2016 and 2015. The fair values exceeded the carrying amount of our respective reporting units by approximately 17% to 425% at December 31, 2016. See Note 24 (Operating Segments) for further information on management reporting.

Deposits

Deposits	12 Months Ended
	Dec. 31, 2016
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) 2016 2015 Total domestic and foreign $ 107.9 98.5 Domestic: $100,000 or more 46.7 48.9 $250,000 or more 42.0 43.0 Foreign: $100,000 or more 11.6 9.5 $250,000 or more 11.6 9.5 Substantially all CDs and other time deposits issued by domestic and foreign offices were interest bearing and a significant portion of our foreign time deposits with a denomination of $100,000 or more have maturities of less than 7 days. 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, 2016 2017 $ 85,427 2018 9,584 2019 3,742 2020 2,504 2021 2,149 Thereafter 4,485 Total $ 107,891 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) 2016 Three months or less $ 15,000 After three months through six months 15,863 After six months through twelve months 12,218 After twelve months 3,573 Total $ 46,654 Demand deposit overdrafts of $548 million and $523 million were included as loan balances at December 31, 2016 and 2015 , respectively.

Short-Term Borrowings

Short-Term Borrowings	12 Months Ended
	Dec. 31, 2016
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 2016 2015 2014 (in millions) Amount Rate Amount Rate Amount Rate As of December 31, Federal funds purchased and securities sold under agreements to repurchase $ 78,124 0.17 % $ 82,948 0.21 % $ 51,052 0.07 % Commercial paper 120 0.93 334 0.81 2,456 0.34 Other short-term borrowings (1) 18,537 0.28 14,246 (0.10 ) 10,010 0.07 Total $ 96,781 0.19 $ 97,528 0.17 $ 63,518 0.08 Year ended December 31, Average daily balance Federal funds purchased and securities sold under agreements to repurchase $ 99,955 0.33 $ 75,021 0.09 $ 44,680 0.08 Commercial paper 256 0.86 1,583 0.36 4,751 0.17 Other short-term borrowings (1) 14,976 0.02 10,861 (0.08 ) 10,680 0.18 Total $ 115,187 0.29 $ 87,465 0.07 $ 60,111 0.10 Maximum month-end balance Federal funds purchased and securities sold under agreements to repurchase (2) $ 109,645 N/A $ 89,800 N/A $ 51,052 N/A Commercial paper (3) 519 N/A 3,552 N/A 6,070 N/A Other short-term borrowings (4) 18,537 N/A 14,246 N/A 12,209 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 2016 , October 2015 and December 2014 . (3) Highest month-end balance in each of the last three years was March 2016 , March 2015 and March 2014 . (4) Highest month-end balance in each of the last three years was December 2016 , December 2015 and June 2014 .

Long-Term Debt

Long-Term Debt	12 Months Ended
	Dec. 31, 2016
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 majority 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, 2016 . 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, 2016 2015 (in millions) Maturity date(s) Stated interest rate(s) Wells Fargo & Company (Parent only) Senior Fixed-rate notes 2017-2045 0.375-6.75% $ 79,767 68,604 Floating-rate notes 2017-2048 0.108-3.075% 19,011 15,942 Structured notes (1) 2017-2056 0.00-5.0% 6,858 5,672 Total senior debt - Parent 105,636 90,218 Subordinated Fixed-rate notes (2) 2018-2046 3.45-7.574% 26,794 25,119 Floating-rate notes — 639 Total subordinated debt - Parent 26,794 25,758 Junior subordinated Fixed-rate notes - hybrid trust securities 2029-2036 5.95-7.95% 1,362 1,398 Floating-rate notes 2027 1.38-1.88% 290 280 Total junior subordinated debt - Parent (3) 1,652 1,678 Total long-term debt - Parent (2) 134,082 117,654 Wells Fargo Bank, N.A. and other bank entities (Bank) Senior Fixed-rate notes 2018-2019 1.65-2.15% 7,758 — Floating-rate notes 2017-2053 0.626-1.622% 7,168 6,694 Floating-rate extendible notes (4) 2017 1.133-1.187% 68 6,315 Fixed-rate advances - Federal Home Loan Bank (FHLB) (5) 2017-2031 3.83-7.50% 79 102 Floating-rate advances - FHLB (5) 2017-2021 0.62-1.325% 77,075 37,000 Structured notes (1) 2017-2025 1.5-8.5% 1,238 1 Capital leases (Note 7) 2017-2025 7.045-17.775% 7 8 Total senior debt - Bank 93,393 50,120 Subordinated Fixed-rate notes 2017-2038 5.25-7.74% 6,500 7,927 Floating-rate notes 2017 1.273-2.135% 167 989 Total subordinated debt - Bank 6,667 8,916 Junior subordinated Floating-rate notes 2027 1.476-1.53% 332 322 Total junior subordinated debt - Bank (3) 332 322 Long-term debt issued by VIE - Fixed rate (6) 2020-2047 0.00-7.00% 371 456 Long-term debt issued by VIE - Floating rate (6) 2017-2047 0.77-17.781% 3,323 845 Mortgage notes and other debt (7) 2017-2051 0.201-9.2% 12,333 16,365 Total long-term debt - Bank 116,419 77,024 (continued on following page) (continued from previous page) December 31, 2016 2015 (in millions) Maturity date(s) Stated interest rate(s) Other consolidated subsidiaries Senior Fixed-rate notes 2017-2023 2.774-3.46% 4,346 4,628 Structured notes (1) 2021 0.00-1.16% 1 1 Total senior debt - Other consolidated subsidiaries 4,347 4,629 Junior subordinated Floating-rate notes 2027 1.387% 155 155 Total junior subordinated debt - Other consolidated subsidiaries (3) 155 155 Mortgage notes and other (7) 2017-2018 2.0-3.94% 74 74 Total long-term debt - Other consolidated subsidiaries 4,576 4,858 Total long-term debt $ 255,077 199,536 (1) Primarily 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 $135 million and $137 million in 2016 and 2015, respectively, to effect a modification of Wells Fargo Bank, NA notes. These subordinated notes are carried at their par amount on the balance sheet of the Parent presented in Note 25 (Parent-Only Financial Statements). In addition, in 2016, due to the prospective adoption of ASU 2015-03, Parent long-term debt also includes $2 million of debt issuance costs and $299 million of affiliate related issuance costs, see Note 1 (Summary of Significant Accounting Policies). (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, 2016 and 2015, FHLB advances were secured by residential loan collateral. (6) For additional information on VIEs, see Note 8 (Securitizations and Variable Interest Entities). (7) Primarily related to securitizations and secured borrowings, see Note 8 (Securitizations and Variable Interest Entities). We issue long-term debt in a variety of maturities and currencies to achieve cost-efficient funding and to maintain an appropriate maturity profile. Long-term debt of $255.1 billion at December 31, 2016, increased $55.5 billion from December 31, 2015. The aggregate carrying value of long-term debt that matures (based on contractual payment dates) as of December 31, 2016 , in each of the following five years and thereafter is presented in Table 13.2 . Table 13.2: Maturity of Long-Term Debt December 31, 2016 (in millions) 2017 2018 2019 2020 2021 Thereafter Total Wells Fargo & Company (Parent Only) Senior notes $ 13,102 7,992 6,417 13,016 17,565 47,544 105,636 Subordinated notes — 552 — — — 26,242 26,794 Junior subordinated notes — — — — — 1,652 1,652 Total long-term debt - Parent $ 13,102 8,544 6,417 13,016 17,565 75,438 134,082 Wells Fargo Bank, N.A. and other bank entities (Bank) Senior notes $ 9,653 30,446 31,895 11,010 10,223 166 93,393 Subordinated notes 1,321 — — — — 5,346 6,667 Junior subordinated notes — — — — — 332 332 Securitizations and other bank debt 4,353 1,588 472 505 137 8,972 16,027 Total long-term debt - Bank $ 15,327 32,034 32,367 11,515 10,360 14,816 116,419 Other consolidated subsidiaries Senior notes $ 1,115 756 1,126 — 964 386 4,347 Junior subordinated notes — — — — — 155 155 Securitizations and other bank debt 1 73 — — — — 74 Total long-term debt - Other consolidated subsidiaries $ 1,116 829 1,126 — 964 541 4,576 Total long-term debt $ 29,545 41,407 39,910 24,531 28,889 90,795 255,077 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, 2016 , we were in compliance with all the covenants.

Guarantees, Pledged Assets and

Guarantees, Pledged Assets and Collateral	12 Months Ended
	Dec. 31, 2016
Guarantees [Abstract]
Guarantees, Pledged Assets and Collateral	90 days Total gross obligation December 31, 2016 Repurchase agreements $ 60,516 9,598 6,762 5,228 82,104 Securities lending 5,565 167 1,275 — 7,007 Total repurchases and securities lending (1) $ 66,081 9,765 8,037 5,228 89,111 December 31, 2015 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) Securities lending is executed under agreements that allow either party to terminate the transaction without notice, while repurchase agreements have a term structure to them that technically matures at a point in time. The overnight/continuous repurchase agreements require election of both parties to roll the trade rather than the election to terminate the arrangement as in securities lending." 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 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 December 31, 2016 Standby letters of credit (1) $ 38 16,050 8,727 3,194 658 28,629 9,898 Securities lending and other indemnifications — — — 1 1,166 1,167 2 Written put options (2) 37 10,427 10,805 4,573 1,216 27,021 15,915 Loans and MHFS sold with recourse 55 84 637 947 8,592 10,260 7,228 Factoring guarantees — 1,109 — — — 1,109 1,109 Other guarantees 6 19 21 17 3,580 3,637 15 Total guarantees $ 136 27,689 20,190 8,732 15,212 71,823 34,167 December 31, 2015 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) 290 9,450 7,401 5,742 1,487 24,080 13,868 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 $ 418 27,582 17,759 10,565 12,886 68,792 29,364 (1) Total maximum exposure to loss includes direct pay letters of credit (DPLCs) of $9.2 billion and $11.8 billion at December 31, 2016 and 2015 , 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). Amounts for December 31, 2015 have been revised to include previously omitted contracts. “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. Credit quality indicators we usually consider in evaluating risk of payment or performance are 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 Table 14.1 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. 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 $175 million and $352 million and the related collateral was $991 million and $1.5 billion at December 31, 2016 and 2015 , respectively. Our estimate of maximum exposure to loss, which requires judgment regarding the range and likelihood of future events, was $1.2 billion as of December 31, 2016 , and $1.8 billion as of December 31, 2015 . 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 market risk related to put options written to customers with cash securities or other offsetting derivative transactions. 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 GSEs, on loans sold under various programs and arrangements. Substantially 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 Table 14.1 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 2016 and 2015 we repurchased $5 million and $6 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 Table 14.1 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 various 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 and pledged off-balance sheet securities for securities financings. The table excludes pledged consolidated VIE assets of $13.4 billion and $5.6 billion at December 31, 2016 and 2015 , respectively, which can only be used to settle the liabilities of those entities. The table also excludes $1.1 billion and $7.3 billion in assets pledged in transactions with VIE’s accounted for as secured borrowings at December 31, 2016 and 2015 , 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) 2016 2015 Trading assets and other (1) $ 84,603 73,396 Investment securities (2) 90,946 113,912 Mortgages held for sale and loans (3) 516,112 453,058 Total pledged assets $ 691,661 640,366 (1) Consists of trading assets of $33.2 billion and $38.7 billion at December 31, 2016 , and 2015 , respectively and off-balance sheet securities of $51.4 billion and $34.7 billion as of the same dates, respectively, that are pledged as collateral for repurchase agreements and other securities financings. Total trading assets and other includes $84.2 billion and $73.0 billion at December 31, 2016 and 2015 , respectively, that permit the secured parties to sell or repledge the collateral. (2) Includes carrying value of $6.2 billion and $6.5 billion (fair value of $6.2 billion and $6.5 billion ) in collateral for repurchase agreements at December 31, 2016 and 2015 , respectively, which are pledged under agreements that do not permit the secured parties to sell or repledge the collateral. Also includes $617 million and $13.0 billion in collateral pledged under repurchase agreements at December 31, 2016 and 2015 , respectively, that permit the secured parties to sell or repledge the collateral. 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 $ 15.8 billion and $8.7 billion at December 31, 2016 and 2015 , respectively. Substantially all of the total mortgages held for sale and loans are pledged under agreements that do not permit the secured parties to sell or repledge the collateral. Amounts exclude $1.2 billion and $1.3 billion at December 31, 2016 and 2015 , respectively, of pledged loans recorded on our balance sheet representing certain delinquent loans that are eligible for repurchase 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”) typically to finance trading positions (including securities and derivatives), 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. Most 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) 2016 2015 Assets: Resale and securities borrowing agreements Gross amounts recognized $ 91,123 74,935 Gross amounts offset in consolidated balance sheet (1) (11,680 ) (9,158 ) Net amounts in consolidated balance sheet (2) 79,443 65,777 Collateral not recognized in consolidated balance sheet (3) (78,837 ) (65,035 ) Net amount (4) $ 606 742 Liabilities: Repurchase and securities lending agreements Gross amounts recognized (5) $ 89,111 91,278 Gross amounts offset in consolidated balance sheet (1) (11,680 ) (9,158 ) Net amounts in consolidated balance sheet (6) 77,431 82,120 Collateral pledged but not netted in consolidated balance sheet (7) (77,184 ) (81,772 ) Net amount (8) $ 247 348 (1) Represents recognized amount of resale and repurchase agreements with counterparties subject to enforceable MRAs that have been offset in the consolidated balance sheet. (2) At December 31, 2016 and 2015 , includes $58.1 billion and $45.7 billion , respectively, classified on our consolidated balance sheet in federal funds sold, securities purchased under resale agreements and other short-term investments and $21.3 billion and $20.1 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, 2016 and 2015 , we have received total collateral with a fair value of $102.3 billion and $84.9 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 $50.0 billion at December 31, 2016 and $33.4 billion (revised to correct amount previously reported) at December 31, 2015 . (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, 2016 and 2015 , we have pledged total collateral with a fair value of $91.4 billion and $92.9 billion , respectively, of which the counterparty does not have the right to sell or repledge $6.6 billion as of December 31, 2016 and $6.9 billion as of December 31, 2015 , respectively. (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 most 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 (in millions) Dec 31, 2016 Dec 31, 2015 Repurchase agreements: Securities of U.S. Treasury and federal agencies $ 34,335 32,254 Securities of U.S. States and political subdivisions 81 7 Federal agency mortgage-backed securities 32,669 37,033 Non-agency mortgage-backed securities 2,167 1,680 Corporate debt securities 6,829 4,674 Asset-backed securities 3,010 2,275 Equity securities 1,309 2,457 Other 1,704 1,162 Total repurchases 82,104 81,542 Securities lending: Securities of U.S. Treasury and federal agencies 152 61 Federal agency mortgage-backed securities 104 76 Non-agency mortgage-backed securities 1 — Corporate debt securities 653 899 Equity securities (1) 6,097 8,700 Total securities lending 7,007 9,736 Total repurchases and securities lending $ 89,111 $ 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 (in millions) Overnight/continuous Up to 30 days 30-90 days >90 days Total gross obligation December 31, 2016 Repurchase agreements $ 60,516 9,598 6,762 5,228 82,104 Securities lending 5,565 167 1,275 — 7,007 Total repurchases and securities lending (1) $ 66,081 9,765 8,037 5,228 89,111 December 31, 2015 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) Securities lending is executed under agreements that allow either party to terminate the transaction without notice, while repurchase agreements have a term structure to them that technically matures at a point in time. The overnight/continuous repurchase agreements require election of both parties to roll the trade rather than the election to terminate the arrangement as in securities lending.

Legal Actions

Legal Actions	12 Months Ended
	Dec. 31, 2016
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. ATM ACCESS FEE LITIGATION In October 2011, a purported class action, Mackmin, et. al. v. Visa, Inc. et. al. , was filed against Wells Fargo & Company and Wells Fargo Bank, N.A. in the United States District Court for the District of Columbia, which action also names Visa, MasterCard, and several other banks as defendants. The action alleges that the Visa and MasterCard requirement that if an ATM operator charges an access fee on Visa and MasterCard transactions, then that fee cannot be greater than the access fee charged for transactions on other networks violates antitrust rules. Plaintiffs seek treble damages, restitution, injunctive relief and attorneys’ fees where available under federal and state law. Two other antitrust cases which make similar allegations were filed in the same court, but these cases did not name Wells Fargo as a defendant. On February 13, 2013, the district court granted defendants’ motions to dismiss and dismissed the three actions. Plaintiffs appealed the dismissals and, on August 4, 2015, the U.S. Court of Appeals for the District of Columbia Circuit vacated the district court’s decisions and remanded the three cases to the district court for further proceedings. On June 28, 2016, the U.S. Supreme Court granted defendants’ petitions for writ of certiorari to review the decisions of the U.S. Court of Appeals for the District of Columbia. On November 17, 2016, the U.S. Supreme Court dismissed the petitions as improvidently granted, and the three cases returned to the district court for further proceedings. 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 totaled 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 was appealed to the Second Circuit Court of Appeals by settlement objector merchants. Other merchants opted out of the settlement and are pursuing several individual actions. On June 30, 2016, the Second Circuit Court of Appeals vacated the settlement agreement and reversed and remanded the consolidated action to the U.S. District Court for the Eastern District of New York for further proceedings. On November 23, 2016, prior class counsel filed a petition to the United States Supreme Court, seeking review of the reversal of the settlement by the Second Circuit. On November 30, 2016, the District Court appointed lead class counsel for a damages class and an equitable relief class. Several of the opt-out litigations were settled during the pendency of the Second Circuit appeal while others remain pending. Discovery is proceeding in the opt-out litigations and the remanded class cases. 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. This includes continued discussions with various government agencies that are part of the RMBS Working Group of the Financial Fraud Enforcement Task Force in which potential theories of liability have been raised. Other financial institutions have entered into settlements with these agencies, the nature of which related to the specific activities of those financial institutions, including the imposition of significant financial penalties and remedial actions. OFAC RELATED INVESTIGATION The Company has self-identified an issue whereby certain foreign banks utilized a Wells Fargo software based solution to conduct import/export trade-related financing transactions with countries and entities prohibited by the Office of Foreign Assets Control (“OFAC”) of the United States Department of the Treasury. We do not believe any funds related to these transactions flowed through accounts at Wells Fargo as a result of the aforementioned conduct. The Company has made a voluntary self-disclosure to OFAC and is cooperating with an inquiry from the United States Department of Justice. 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 moved to compel arbitration of the claims of unnamed class members. The court denied these motions to compel arbitration on October 17, 2016. Wells Fargo has appealed these decisions to the Eleventh Circuit Court of Appeals. RMBS TRUSTEE LITIGATION In November 2014, a group of institutional investors (the “Institutional Investor Plaintiffs”) filed a putative class action complaint in the United States District Court for the Southern District of New York against Wells Fargo Bank, N.A., alleging claims against the bank in its capacity as trustee for a number of residential mortgage-backed securities (“RMBS”) trusts (the “Federal Court Complaint”). Similar complaints have been filed against other trustees in various courts, including in the Southern District of New York, in New York State court and in other states, by RMBS investors. The Federal Court Complaint alleges that Wells Fargo Bank, N.A., as trustee, caused losses to investors and asserts causes of action based upon, among other things, the trustee’s alleged failure to notify and enforce repurchase obligations of mortgage loan sellers for purported breaches of representations and warranties, notify investors of alleged events of default, and abide by appropriate standards of care following alleged events of default. Plaintiffs seek money damages in an unspecified amount, reimbursement of expenses, and equitable relief. In December 2014 and December 2015, certain other investors filed four complaints alleging similar claims against Wells Fargo Bank, N.A. in the Southern District of New York, and the various cases pending against us are proceeding before the same judge. A similar complaint was also filed in May 2016 in New York State court by a different plaintiff investor. On January 19, 2016, an order was entered in connection with the Federal Court Complaint in which the district court declined to exercise jurisdiction over certain of the trusts at issue. The Institutional Investor Plaintiffs subsequently filed a complaint in respect of most of the dismissed trusts (and certain additional trusts) in California State court, which was dismissed without prejudice on September 27, 2016. On December 17, 2016, the Institutional Investor Plaintiffs filed a new putative class action complaint in New York State court (the “State Court Complaint”) in respect of 261 RMBS trusts that Wells Fargo Bank, N.A. serves or served as trustee. We have moved to dismiss all of the actions against us, except for the recently filed State Court Complaint, which has not yet been served. SALES PRACTICES MATTERS Federal, state and local government agencies, including the United States Department of Justice, the United States Securities and Exchange Commission and the United States Department of Labor, and state attorneys general and prosecutors’ offices, as well as Congressional committees, have undertaken formal or informal inquiries, investigations or examinations arising out of certain sales practices of the Company that were the subject of settlements with the Consumer Financial Protection Bureau, the Office of the Comptroller of the Currency and the Office of the Los Angeles City Attorney announced by the Company on September 8, 2016. The Company has responded, and continues to respond, to requests from a number of the foregoing seeking information regarding these sales practices and the circumstances of the settlements and related matters. A number of lawsuits have also been filed by non-governmental parties seeking damages or other remedies related to these sales practices. These include consumer class action cases, a securities fraud class action, shareholder derivative demands, a lawsuit brought under the Employee Retirement Income Security Act, and wrongful termination/demotion and wage and hour class actions. VA LOAN GUARANTY PROGRAM QUI TAM Wells Fargo Bank, N.A. is named as a defendant in a qui tam lawsuit, United States ex rel. Bibby & Donnelly v. Wells Fargo, et al. , brought in the U.S. District Court for the Northern District of Georgia by two individuals on behalf of the United States under the federal False Claims Act. The lawsuit was originally filed on March 8, 2006, and then unsealed on October 3, 2011. The United States elected not to intervene in the action. The plaintiffs allege that Wells Fargo charged certain impermissible closing or origination fees to borrowers under a U.S. Department of Veteran Affairs’ (“VA”) loan guaranty program and then made false statements to the VA concerning such fees in violation of the civil False Claims Act. On their behalf and on behalf of the United States, the plaintiffs seek, among other things, damages equal to three times the amount paid by the VA in connection with any loan guaranty as to which the borrower paid certain impermissible fees or charges less the net amount received by the VA upon any re-sale of collateral, statutory civil penalties of between $5,500 and $11,000 per False Claims Act violation, and attorneys’ fees. The parties have engaged in extensive discovery, and both parties have moved for judgment in their favor as a matter of law. A non-jury trial is currently scheduled for April 2017. 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 $1.8 billion as of December 31, 2016 . The outcomes of legal actions are unpredictable and subject to significant uncertainties, and it is inherently difficult to determine whether any loss is probable or even possible. It is also inherently difficult to estimate the amount of any loss and there may be matters for which a loss is probable or reasonably possible but not currently estimable. Accordingly, actual losses may be in excess of the established liability or the range of reasonably possible loss. Wells Fargo is unable to determine whether the ultimate resolution of either the mortgage related regulatory investigations or the sales practices matters will have a material adverse effect on its consolidated financial condition. Based on information currently available, advice of counsel, available insurance coverage and established reserves, Wells Fargo believes that the eventual outcome of other actions against Wells Fargo and/or its subsidiaries will not, individually or in the aggregate, have a material adverse effect on Wells Fargo’s consolidated financial condition. However, it is possible that the ultimate resolution of a matter, if unfavorable, may be material to Wells Fargo’s results of operations for any particular period.

Derivatives

Derivatives	12 Months Ended
	Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives	Note 16: Derivatives We 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. We use derivatives to help 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, which may cause the hedged assets and liabilities to gain or lose fair value, do not have a significantly adverse effect on the net interest margin, cash flows and earnings. In a fair value or economic hedge, the effect of change in fair value will generally be offset by the unrealized 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, as an accommodation 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. These customer accommodations and any offsetting derivatives are treated as customer accommodation trading and other derivatives in our disclosures. Additionally, embedded derivatives that are required to be accounted for separately from their host contracts are included in the customer accommodation trading and other derivatives disclosures as applicable. 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. Table 16.1: Notional or Contractual Amounts and Fair Values of Derivatives December 31, 2016 December 31, 2015 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) $ 235,222 6,587 2,710 191,684 7,477 2,253 Foreign exchange contracts (1) 25,861 673 2,779 25,115 378 2,494 Total derivatives designated as qualifying hedging instruments 7,260 5,489 7,855 4,747 Derivatives not designated as hedging instruments Economic hedges: Interest rate contracts (2) 228,051 1,098 1,441 211,375 195 315 Equity contracts 7,964 545 83 7,427 531 47 Foreign exchange contracts 20,435 626 165 16,407 321 100 Credit contracts - protection purchased 482 102 — — — — Subtotal 2,371 1,689 1,047 462 Customer accommodation trading and other derivatives: Interest rate contracts 6,018,370 57,583 61,058 4,685,898 55,053 55,409 Commodity contracts 65,532 3,057 2,551 47,571 4,659 5,519 Equity contracts 151,675 4,813 6,029 139,956 7,068 4,761 Foreign exchange contracts 318,999 9,595 9,798 295,962 8,248 8,339 Credit contracts - protection sold 10,483 85 389 10,544 83 541 Credit contracts - protection purchased 19,964 365 138 18,018 567 88 Other contracts 961 — 47 1,041 — 58 Subtotal 75,498 80,010 75,678 74,715 Total derivatives not designated as hedging instruments 77,869 81,699 76,725 75,177 Total derivatives before netting 85,129 87,188 84,580 79,924 Netting (3) (70,631 ) (72,696 ) (66,924 ) (66,004 ) Total $ 14,498 14,492 17,656 13,920 (1) Notional amounts presented exclude $1.9 billion of interest rate contracts at both December 31, 2016 and 2015 , 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, 2016 and 2015 , excludes $9.6 billion and $7.8 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 and 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 includes $74.4 billion and $78.4 billion of gross derivative assets and liabilities, respectively, at December 31, 2016 , and $69.9 billion and $74.0 billion , respectively, at December 31, 2015 , 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 $10.7 billion and $8.7 billion , respectively, at December 31, 2016 and $14.6 billion and $5.9 billion , respectively, at December 31, 2015 , 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 netting 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. We do not net non-cash collateral that we receive and pledge on the balance sheet. 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 Values of Derivative Assets and Liabilities (in millions) Gross amounts recognized Gross amounts offset in consolidated balance sheet (1) Net amounts in consolidated balance sheet Gross amounts not offset in consolidated balance sheet (Disclosure-only netting) (2) Net amounts Percent exchanged in over-the-counter market (3) December 31, 2016 Derivative assets Interest rate contracts $ 65,268 (59,880 ) 5,388 (987 ) 4,401 34 % Commodity contracts 3,057 (707 ) 2,350 (30 ) 2,320 74 Equity contracts 5,358 (3,018 ) 2,340 (365 ) 1,975 75 Foreign exchange contracts 10,894 (6,663 ) 4,231 (362 ) 3,869 97 Credit contracts-protection sold 85 (48 ) 37 — 37 61 Credit contracts-protection purchased 467 (315 ) 152 (1 ) 151 98 Total derivative assets $ 85,129 (70,631 ) 14,498 (1,745 ) 12,753 Derivative liabilities Interest rate contracts $ 65,209 (58,956 ) 6,253 (3,129 ) 3,124 30 % Commodity contracts 2,551 (402 ) 2,149 (37 ) 2,112 38 Equity contracts 6,112 (2,433 ) 3,679 (331 ) 3,348 85 Foreign exchange contracts 12,742 (10,572 ) 2,170 (251 ) 1,919 100 Credit contracts-protection sold 389 (295 ) 94 (44 ) 50 98 Credit contracts-protection purchased 138 (38 ) 100 (2 ) 98 50 Other contracts 47 — 47 — 47 100 Total derivative liabilities $ 87,188 (72,696 ) 14,492 (3,794 ) 10,698 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 (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 $348 million and $375 million related to derivative assets and $114 million and $81 million related to derivative liabilities as of December 31, 2016 and 2015 , respectively. Cash collateral totaled $4.8 billion and $7.1 billion , netted against derivative assets and liabilities, respectively, at December 31, 2016 , and $5.3 billion and $4.7 billion , respectively, at December 31, 2015 . (2) 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. (3) 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. 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, 2016 Net interest income (expense) recognized on derivatives (1) $ (582 ) (6 ) 1,892 9 31 1,344 Gains (losses) recorded in noninterest income Recognized on derivatives (418 ) (11 ) (1,746 ) 265 (539 ) (2,449 ) Recognized on hedged item 443 7 1,707 (271 ) 557 2,443 Net recognized on fair value hedges (ineffective portion) $ 25 (4 ) (39 ) (6 ) 18 (6 ) Year ended December 31, 2015 Net interest income (expense) recognized on derivatives (1) $ (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) $ (11 ) (13 ) 76 6 20 78 Year ended December 31, 2014 Net interest income (expense) recognized on derivatives (1) $ (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) $ (32 ) (17 ) 480 3 72 506 (1) Includes $(13) million , $(7) million and $(1) million for years ended December 31, 2016 , 2015 , and 2014 , respectively, of the time value component recognized as net interest income (expense) on forward derivatives hedging foreign currency 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. Based upon current interest rates, we estimate that $644 million (pre tax) of deferred net gains on derivatives in OCI at December 31, 2016 , 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 6 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) 2016 2015 2014 Unrealized gains (losses) (pre tax) recognized in OCI $ 177 1,549 952 Realized gains (losses) (pre tax) reclassified from cumulative OCI into net income (1) 1,029 1,089 545 Gains (losses) (pre tax) recognized in noninterest income for hedge ineffectiveness (2) (1 ) 1 2 (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 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. We also use economic hedge derivatives to mitigate the periodic earnings volatility caused by ineffectiveness recognized on our fair value accounting hedges. 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 $261 million in 2016 , net derivative gains of $671 million in 2015 and net derivative gains of $3.5 billion in 2014 , which are included in mortgage banking noninterest income. The aggregate fair value of these derivatives was a net liability of $617 million at December 31, 2016 and a net liability of $3 million at December 31, 2015 . 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 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 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 liability of $6 million and a net asset of $56 million at December 31, 2016 and 2015 , 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 as an accommodation to our customers as part of our trading businesses. 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 in 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) 2016 2015 2014 Net gains (losses) recognized on economic hedge derivatives: Interest rate contracts Recognized in noninterest income: Mortgage banking (1) $ 1,029 723 1,759 Other (2) (51 ) (42 ) (230 ) Equity contracts (3) 114 (393 ) (469 ) Foreign exchange contracts (2) 954 496 758 Credit contracts (2) 21 — (1 ) Subtotal (4) 2,067 784 1,817 Net gains (losses) recognized on customer accommodation trading and other derivatives: Interest rate contracts Recognized in noninterest income: Mortgage banking (5) 818 941 1,350 Other (6) 255 265 (855 ) Commodity contracts (6) 216 88 77 Equity contracts (6) (1,643 ) 563 (719 ) Foreign exchange contracts (6) 1,077 812 593 Credit contracts (6) (105 ) 44 7 Other (6) 11 (15 ) (39 ) Subtotal 629 2,698 414 Net gains recognized related to derivatives not designated as hedging instruments $ 2,696 3,482 2,231 (1) Reflected in 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) Included in other noninterest income. (3) Included in net gains (losses) from equity investments and other noninterest income. (4) Includes hedging losses of $(8) million , $(24) million , and $(175) million for the years ended December 31, 2016 , 2015 , and 2014 , respectively, which partially offset hedge accounting ineffectiveness. (5) Reflected in mortgage banking noninterest income including gains (losses) on interest rate lock commitments and net gains from trading activities in noninterest income. (6) 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 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 sold 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, 2016 Credit default swaps on: Corporate bonds $ 22 4,324 1,704 3,060 1,264 1,804 2017 - 2026 Structured products 193 405 333 295 110 79 2020 - 2047 Credit protection on: Default swap index — 1,515 257 139 1,376 3,668 2017 - 2021 Commercial mortgage-backed securities index 156 627 — 584 43 71 2047 - 2058 Asset-backed securities index 17 45 — 40 5 187 2045 - 2046 Other 1 3,567 3,568 — 3,567 10,519 2017 - 2047 Total credit derivatives $ 389 10,483 5,862 4,118 6,365 16,328 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 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 $12.8 billion at December 31, 2016 , and $12.3 billion at December 31, 2015 , respectively, for which we posted $8.9 billion and $8.8 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, 2016 , or December 31, 2015 , we would have been required to post additional collateral of $4.0 billion or $3.6 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, 2016
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 17.2 in this Note. From time to time, we may be required to record at fair value other assets on a nonrecurring basis. These nonrecurring fair value adjustments typically involve application of LOCOM accounting or write-downs of individual assets. Assets recorded on a nonrecurring basis are presented in Table 17.12 in this Note. 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 accordance with new accounting guidance that we adopted effective January 1, 2016, we do not classify an investment in the fair value hierarchy if we use the non-published net asset value (NAV) per share (or its equivalent) that has been communicated to us as an investor as a practical expedient to measure fair value. We generally use NAV per share as the fair value measurement for certain nonmarketable equity fund investments. This guidance was required to be applied retrospectively. Accordingly, certain prior period fair value disclosures have been revised to conform with current period presentation. Marketable equity investments with published NAVs continue to be classified in the fair value hierarchy. 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 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 valued using internal trader prices that are subject to price verification procedures. The 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 plus the allowance for unfunded credit commitments. 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. Of 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 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. This committee 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 Valuations” 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 by 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, 2016 Trading assets $ — — — 899 60 — Available-for-sale securities: Securities of U.S. Treasury and federal agencies — — — 22,870 2,949 — Securities of U.S. states and political subdivisions — — — — 49,837 208 Mortgage-backed securities — 171 — — 176,923 92 Other debt securities (1) — 450 968 — 49,162 54 Total debt securities — 621 968 22,870 278,871 354 Total marketable equity securities — — — — 358 — Total available-for-sale securities — 621 968 22,870 279,229 354 Derivative assets — — — 22 — — Derivative liabilities — — — (109 ) (1 ) — Other liabilities (2) — — — — — — December 31, 2015 Trading assets (3) $ — — — 700 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 Derivative assets — — — — 224 — Derivative liabilities — — — — (221 ) — Other liabilities (2) — — — — (1 ) — (1) Includes corporate debt securities, collateralized loan and other debt obligations, asset-backed securities, and other debt securities. (2) Includes short sale liabilities and other liabilities. (3) The Level 1 third-party pricing services balance for trading assets has been revised to correct the amount previously reported. 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, 2016 Trading assets Securities of U.S. Treasury and federal agencies $ 14,950 2,710 — — 17,660 Securities of U.S. states and political subdivisions — 2,910 3 — 2,913 Collateralized loan obligations — 501 309 — 810 Corporate debt securities — 9,481 34 — 9,515 Mortgage-backed securities — 20,254 — — 20,254 Asset-backed securities — 1,128 — — 1,128 Equity securities 20,462 290 — — 20,752 Total trading securities (1) 35,412 37,274 346 — 73,032 Other trading assets — 1,337 28 — 1,365 Total trading assets 35,412 38,611 374 — 74,397 Securities of U.S. Treasury and federal agencies 22,870 2,949 — — 25,819 Securities of U.S. states and political subdivisions — 49,961 1,140 (2) — 51,101 Mortgage-backed securities: Federal agencies — 161,230 — — 161,230 Residential — 7,815 1 — 7,816 Commercial — 8,411 91 — 8,502 Total mortgage-backed securities — 177,456 92 — 177,548 Corporate debt securities 58 10,967 432 — 11,457 Collateralized loan and other debt obligations (3) — 34,141 879 (2) — 35,020 Asset-backed securities: Automobile loans and leases — 9 — — 9 Home equity loans — 327 — — 327 Other asset-backed securities — 4,909 962 (2) — 5,871 Total asset-backed securities — 5,245 962 — 6,207 Other debt securities — 1 — — 1 Total debt securities 22,928 280,720 3,505 — 307,153 Marketable equity securities: Perpetual preferred securities 112 357 — — 469 Other marketable equity securities 741 1 — — 742 Total marketable equity securities 853 358 — — 1,211 Total available-for-sale securities 23,781 281,078 3,505 — 308,364 Mortgages held for sale — 21,057 985 — 22,042 Loans — — 758 — 758 Mortgage servicing rights (residential) — — 12,959 — 12,959 Derivative assets: Interest rate contracts 44 64,986 238 — 65,268 Commodity contracts — 3,020 37 — 3,057 Equity contracts 1,314 2,997 1,047 — 5,358 Foreign exchange contracts 22 10,843 29 — 10,894 Credit contracts — 280 272 — 552 Netting — — — (70,631 ) (4) (70,631 ) Total derivative assets 1,380 82,126 1,623 (70,631 ) 14,498 Other assets – excluding nonmarketable equity investments at NAV — 16 3,259 — 3,275 Total assets included in the fair value hierarchy $ 60,573 422,888 23,463 (70,631 ) 436,293 Other assets – nonmarketable equity investments at NAV (5) — Total assets recorded at fair value 436,293 Derivative liabilities: Interest rate contracts $ (45 ) (65,047 ) (117 ) — (65,209 ) Commodity contracts — (2,537 ) (14 ) — (2,551 ) Equity contracts (919 ) (3,879 ) (1,314 ) — (6,112 ) Foreign exchange contracts (109 ) (12,616 ) (17 ) — (12,742 ) Credit contracts — (332 ) (195 ) — (527 ) Other derivative contracts — — (47 ) — (47 ) Netting — — — 72,696 (4) 72,696 Total derivative liabilities (1,073 ) (84,411 ) (1,704 ) 72,696 (14,492 ) Short sale liabilities: Securities of U.S. Treasury and federal agencies (9,722 ) (701 ) — — (10,423 ) Corporate debt securities — (4,063 ) — — (4,063 ) Equity securities (1,795 ) — — — (1,795 ) Other securities — (98 ) — — (98 ) Total short sale liabilities (11,517 ) (4,862 ) — — (16,379 ) Other liabilities — — (4 ) — (4 ) Total liabilities recorded at fair value $ (12,590 ) (89,273 ) (1,708 ) 72,696 (30,875 ) (1) Net gains from trading activities recognized in the income statement for the year ended December 31, 2016 , include $820 million in net unrealized gains on trading securities held at December 31, 2016 . (2) 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. (3) Includes collateralized debt obligations of $847 million . (4) Represents balance sheet netting of derivative asset and liability balances and related cash collateral. See Note 16 (Derivatives) for additional information. (5) Consists of certain nonmarketable equity investments that are measured at fair value using NAV per share (or its equivalent) as a practical expedient and are excluded from the fair value hierarchy. (continued on following page) (continued from previous page) (in millions) Level 1 Level 2 Level 3 Netting Total December 31, 2015 Trading assets 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 obligations — 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 (1) 28,367 35,116 407 — 63,890 Other trading assets — 891 34 — 925 Total trading assets 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 (2) — 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 (3) — 30,402 565 (2) — 30,967 Asset-backed securities: Automobile loans and leases — 15 — (2) — 15 Home equity loans — 414 — — 414 Other asset-backed securities — 4,290 1,182 (2) — 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 — (2) — 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 — — 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 ) (4) (66,924 ) Total derivative assets 3,790 79,194 1,596 (66,924 ) 17,656 Other assets – excluding nonmarketable equity investments at NAV — — 3,065 — 3,065 Total assets included in the fair value hierarchy $ 66,232 357,215 27,641 (66,924 ) 384,164 Other assets – nonmarketable equity investments at NAV (5) 23 Total assets recorded at fair value 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 (4) 66,004 Total derivative liabilities (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 ) 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

Preferred Stock

Preferred Stock	12 Months Ended
	Dec. 31, 2016
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, 2016 December 31, 2015 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 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 5.90% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 25,000 80,000 25,000 80,000 Series T 6.00% 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 25,000 80,000 Series V 6.00% Non-Cumulative Perpetual Class A Preferred Stock 25,000 40,000 25,000 40,000 Series W 5.70% Non-Cumulative Perpetual Class A Preferred Stock 25,000 40,000 — — Series X 5.50% Non-Cumulative Perpetual Class A Preferred Stock 25,000 46,000 — — ESOP Cumulative Convertible Preferred Stock (1) — 1,439,181 — 1,252,386 Total 11,941,891 11,669,096 (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 – Shares Issued and Carrying Value December 31, 2016 December 31, 2015 (in millions, except shares) Shares issued and outstanding Liquidation preference value Carrying value Discount Shares issued and outstanding Liquidation preference 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) 5.90% 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) 6.00% 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 — 80,000 2,000 2,000 — Series V (1) 6.00% Non-Cumulative Perpetual Class A Preferred Stock 40,000 1,000 1,000 — 40,000 1,000 1,000 — Series W (1) 5.70% Non-Cumulative Perpetual Class A Preferred Stock 40,000 1,000 1,000 — — — — — Series X (1) 5.50% Non-Cumulative Perpetual Class A Preferred Stock 46,000 1,150 1,150 — — — — — ESOP Cumulative Convertible Preferred Stock 1,439,181 1,439 1,439 — 1,252,386 1,252 1,252 — Total 11,532,712 $ 25,950 24,551 1,399 11,259,917 $ 23,613 22,214 1,399 (1) Preferred shares qualify as Tier 1 capital. In January 2016, we issued 40 million Depositary Shares, each representing a 1/1,000th interest in a share of Non-Cumulative Perpetual Class A Preferred Stock, Series W, for an aggregate public offering price of $1.0 billion . In June 2016, we issued 46 million Depositary Shares, each representing a 1/1,000th interest in a share of Non-Cumulative Perpetual Class A Preferred Stock, Series X, for an aggregate public offering price of $1.2 billion . See Note 8 (Securitizations and Variable Interest Entities) for additional information on our trust preferred securities. On January 26, 2017, we filed with the Delaware Secretary of State a Certificate Eliminating the Certificate of Designations with respect to the 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 Adjustable dividend rate Dec 31, Dec 31, Dec 31, Dec 31, (in millions, except shares) 2016 2015 2016 2015 Minimum Maximum ESOP Preferred Stock $1,000 liquidation preference per share 2016 358,528 — $ 358 — 9.30 % 10.30 2015 200,820 220,408 201 220 8.90 9.90 2014 255,413 283,791 255 284 8.70 9.70 2013 222,558 251,304 223 251 8.50 9.50 2012 144,072 166,353 144 166 10.00 11.00 2011 149,301 177,614 149 178 9.00 10.00 2010 90,775 113,234 91 113 9.50 10.50 2008 17,714 28,972 18 29 10.50 11.50 2007 — 10,710 — 11 10.75 11.75 Total ESOP Preferred Stock (1) 1,439,181 1,252,386 $ 1,439 1,252 Unearned ESOP shares (2) $ (1,565 ) (1,362 ) (1) At December 31, 2016 and 2015 , additional paid-in capital included $126 million and $110 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, 2016
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, 2016 . Table 19.1: Common Stock Shares Number of shares Dividend reinvestment and common stock purchase plans 12,836,245 Director plans 684,391 Stock plans (1) 550,495,114 Convertible securities and warrants 98,937,374 Total shares reserved 662,953,124 Shares issued 5,481,811,474 Shares not reserved or issued 2,855,235,402 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, 2016 , we had 33,101,906 warrants outstanding and exercisable to purchase shares of our common stock with an exercise price of $33.811 per share, expiring on October 28, 2018. The terms of the warrants require that the number of shares entitled to be purchased upon exercise of a warrant be adjusted under certain circumstances. At December 31, 2016, each warrant was exercisable to purchase approximately 1.01 shares of our common stock. We purchased none of these warrants in 2016 or 2015 . Holders exercised 1,714,726 and 3,607,802 warrants to purchase shares of our common stock in 2016 and 2015 , 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 . 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 conditions that can result in forfeiture and are subject to variable accounting. For these awards, the associated compensation expense fluctuates with changes in our stock price. 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) 2016 2015 2014 RSRs $ 692 675 639 Performance shares 87 169 219 Total stock incentive compensation expense $ 779 844 858 Related recognized tax benefit $ 294 318 324 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, 2016 , was 178 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. Restricted Share Rights A summary of the status of our RSRs and restricted share awards at December 31, 2016 , and changes during 2016 is presented in Table 19.3 . Table 19.3: Restricted Share Rights Number Weighted- average grant-date fair value Nonvested at January 1, 2016 40,634,792 $ 42.00 Granted 16,987,548 48.31 Vested (21,361,210 ) 39.49 Canceled or forfeited (582,544 ) 48.70 Nonvested at December 31, 2016 35,678,586 46.40 The weighted-average grant date fair value of RSRs granted during 2015 and 2014 was $55.34 and $46.79 , respectively. At December 31, 2016 , there was $739 million of total unrecognized compensation cost related to nonvested RSRs. The cost is expected to be recognized over a weighted-average period of 2.4 years . The total fair value of RSRs that vested during 2016 , 2015 and 2014 was $1.1 billion , $1.4 billion and $1.0 billion , 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, 2016 , the determination of the number of performance shares that will vest will occur in first quarter of 2017 after review of the Company’s performance by the Human Resources Committee of the Board of Directors. Beginning in 2013, PSAs granted include discretionary conditions that can result in forfeiture 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, 2016 , and changes during 2016 is in Table 19.4 , based on the performance adjustments recognized as of December 2016. Table 19.4: Performance Share Awards Number Weighted- average grant-date fair value (1) Nonvested at January 1, 2016 7,426,110 $ 40.34 Granted 3,799,667 44.73 Vested (4,403,293 ) 36.85 Canceled or forfeited (1,294,079 ) 49.52 Nonvested at December 31, 2016 5,528,405 43.99 (1) Reflects approval date fair value for grants subject to variable accounting. The weighted-average grant date fair value of performance awards granted during 2015 and 2014 was $45.52 and $41.01 , respectively. At December 31, 2016 , there was $32 million of total unrecognized compensation cost related to nonvested performance awards. The cost is expected to be recognized over a weighted-average period of 1.9 years . The total fair value of PSAs that vested during 2016 , 2015 and 2014 was $220 million , $299 million , and $262 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, 2015 75,319,760 $ 40.96 Canceled or forfeited (2,439,683 ) 271.84 Exercised (28,613,079 ) 31.09 Options exercisable and outstanding as of December 31, 2016 44,266,998 34.62 1.5 $ 1,320 Director awards Options outstanding as of December 31, 2015 306,890 32.37 Exercised (107,070 ) 32.95 Options exercisable and outstanding as of December 31, 2016 199,820 32.06 1.0 5 The total intrinsic value of options exercised during 2016 , 2015 and 2014 was $546 million , $497 million and $805 million , respectively. Cash received from the exercise of stock options for 2016 , 2015 and 2014 was $893 million , $618 million and $1.2 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. 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 2016 , 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 19.6 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 19.6: Common Stock and Unreleased Preferred Stock in the Wells Fargo ESOP Fund Shares outstanding December 31, (in millions, except shares) 2016 2015 2014 Allocated shares (common) 128,189,305 137,418,176 136,801,782 Unreleased shares (preferred) 1,439,181 1,252,386 1,251,287 Fair value of unreleased ESOP preferred shares $ 1,439 1,252 1,251 Dividends paid Year ended December 31, 2016 2015 2014 Allocated shares (common) $ 208 201 186 Unreleased shares (preferred) 169 143 152 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, 2016
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, 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’ accounts based on their accumulated balances. Although not required, we made a $1.3 billion contribution to our Cash Balance Plan in 2016 . We do not expect that we will be required to make a contribution to the Cash Balance Plan in 2017 ; however, this is dependent on the finalization of the actuarial valuation in 2017 . Our decision of whether to make a contribution in 2017 will be based on various factors including the actual investment performance of plan assets during 2017 . Given these uncertainties, we cannot estimate at this time the amount, if any, that we will contribute in 2017 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 we reserve the right to amend, modify or terminate any of the benefits at any time. In October 2016, the Wells Fargo & Company Retiree Plan (Retiree Plan), a postretirement plan, was amended and restated effective January 1, 2017. Significant changes included eliminating certain self-insured options and replacing these with a fully-insured Group Medicare Advantage Plan, adjusting employer subsidy amounts for the Group Medicare Advantage Plan premiums, and reducing retirement medical allowance amounts. These changes resulted in a net prior service credit of $177 million that reduced the Retiree Plan obligation. 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. 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, 2016 December 31, 2015 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 $ 10,673 647 1,002 11,125 730 1,100 Service cost 3 — — 2 — 6 Interest cost 422 26 39 429 25 42 Plan participants’ contributions — — 72 — — 68 Actuarial loss (gain) 336 9 (82 ) (196 ) (25 ) (56 ) Benefits paid (649 ) (52 ) (132 ) (676 ) (82 ) (139 ) Medicare Part D subsidy — — 9 — — 9 Curtailment — — — — — (25 ) Amendment — — (177 ) — — — Foreign exchange impact (11 ) — — (11 ) (1 ) (3 ) Benefit obligation at end of year 10,774 630 731 10,673 647 1,002 Change in plan assets: Fair value of plan assets at beginning of year 8,836 — 568 9,626 — 624 Actual return on plan assets 642 — 30 (112 ) — 2 Employer contribution 1,303 52 2 7 82 4 Plan participants’ contributions — — 72 — — 68 Benefits paid (649 ) (52 ) (132 ) (676 ) (82 ) (139 ) Medicare Part D subsidy — — 9 — — 9 Foreign exchange impact (12 ) — — (9 ) — — Fair value of plan assets at end of year 10,120 — 549 8,836 — 568 Funded status at end of year $ (654 ) (630 ) (182 ) (1,837 ) (647 ) (434 ) Amounts recognized on the balance sheet at end of year: Liabilities $ (654 ) (630 ) (182 ) (1,837 ) (647 ) (434 ) 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) 2016 2015 Projected benefit obligation $ 11,398 11,317 Accumulated benefit obligation 11,395 11,314 Fair value of plan assets 10,113 8,832 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, 2016 December 31, 2015 December 31, 2014 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 $ 3 — — 2 — 6 1 — 7 Interest cost 422 26 39 429 25 42 465 27 42 Expected return on plan assets (608 ) — (30 ) (644 ) — (35 ) (629 ) — (36 ) Amortization of net actuarial loss (gain) 146 12 (5 ) 108 18 (4 ) 91 11 (28 ) Amortization of prior service credit — — (2 ) — — (3 ) — — (2 ) Settlement loss 5 2 — — 13 — — 2 — Curtailment gain — — — — — (43 ) — — — Net periodic benefit cost (32 ) 40 2 (105 ) 56 (37 ) (72 ) 40 (17 ) Other changes in plan assets and benefit obligations recognized in other comprehensive income: Net actuarial loss (gain) 302 9 (82 ) 560 (25 ) (23 ) 881 89 146 Amortization of net actuarial gain (loss) (146 ) (12 ) 5 (108 ) (18 ) 4 (91 ) (11 ) 28 Prior service cost (credit) — — (177 ) — — 18 — — — Amortization of prior service credit — — 2 — — 3 — — 2 Settlement (5 ) (2 ) — — (13 ) — — (2 ) — Total recognized in other comprehensive income 151 (5 ) (252 ) 452 (56 ) 2 790 76 176 Total recognized in net periodic benefit cost and other comprehensive income $ 119 35 (250 ) 347 — (35 ) 718 116 159 Table 20.4 provides the amounts recognized in cumulative OCI (pre tax). Table 20.4: Benefits Recognized in Cumulative OCI December 31, 2016 December 31, 2015 Pension benefits Pension benefits (in millions) Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Net actuarial loss (gain) $ 3,279 163 (242 ) 3,128 168 (165 ) Net prior service credit (1 ) — (175 ) (1 ) — — Total $ 3,278 163 (417 ) 3,127 168 (165 ) 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 2017 is $152 million . The net prior service credit for other post retirement plans that will be amortized from cumulative OCI into net periodic benefit cost in 2017 is $10 million . 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, 2016 December 31, 2015 Pension benefits Pension benefits Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Discount rate 4.00 % 4.00 4.00 4.25 4.25 4.25 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, 2016 December 31, 2015 December 31, 2014 Pension benefits Pension benefits Pension benefits Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Discount rate (1) 3.99 % 4.11 4.16 4.00 3.60 4.00 4.75 4.16 4.50 Expected return on plan assets 6.75 N/A 5.75 7.00 N/A 6.00 7.00 N/A 6.00 (1) The discount rate for the 2016 qualified pension benefits and other benefits and for the 2016 , 2015 and 2014 nonqualified pension benefits includes the impact of interim remeasurements. To account for postretirement health care plans we used 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 assumed an average annual increase of approximately 8.90% , for health care costs in 2017 . This rate is assumed to trend down 0.50% - 0.60% per year until the trend rate reaches an ultimate rate of 4.50% in 2026 . The 2016 periodic benefit cost was determined using an initial annual trend rate of 9.30% . This rate was assumed to decrease 0.40% - 0.60% per year until the trend rate reached an ultimate rate of 5.00% in 2024 . Increasing the assumed health care trend by one percentage point in each year would increase the benefit obligation as of December 31, 2016 , by $19 million and the total of the interest cost and service cost components of the net periodic benefit cost for 2016 by $1 million . Decreasing the assumed health care trend by one percentage point in each year would decrease the benefit obligation as of December 31, 2016 , by $17 million and the total of the interest cost and service cost components of the net periodic benefit cost for 2016 by $1 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 25% - 45% equities, 45% - 65% 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 . Table 20.7: Projected Benefit Payments Pension benefits (in millions) Qualified Non- qualified Other Benefits Year ended December 31, 2017 $ 794 78 52 2018 763 56 55 2019 754 52 55 2020 751 50 55 2021 754 47 55 2022-2026 3,548 208 254 Fair Value of Plan Assets Table 20.8 presents the balances of pension plan assets and other benefit plan assets measured at fair value. In accordance with new accounting guidance that we adopted effective January 1, 2016, we do not classify an investment in the fair value hierarchy (Level 1, 2 or 3), if we use the non-published net asset value (NAV) per share (or its equivalent) that has been communicated to us as an investor as a practical expedient to measure fair value. We generally use NAV per share as the fair value measurement for certain investments, including some hedge funds and real estate holdings. This guidance was required to be applied retrospectively. Accordingly, certain prior period fair value disclosures have been revised to conform with current period presentation. Investments with published NAVs continue to be classified in the fair value hierarchy. 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, 2016 Cash and cash equivalents $ 4 275 — 279 103 5 — 108 Long duration fixed income (1) 868 4,023 19 4,910 — — — — Intermediate (core) fixed income (2) — 307 — 307 — 98 — 98 High-yield fixed income 5 258 — 263 — — — — International fixed income 54 261 — 315 — — — — Domestic large-cap stocks (3) 750 316 — 1,066 — 68 — 68 Domestic mid-cap stocks 205 124 — 329 — 18 — 18 Domestic small-cap stocks 185 12 — 197 — 10 — 10 Global stocks (4) 90 372 — 462 — — — — International stocks (5) 515 221 — 736 21 11 — 32 Emerging market stocks — 277 — 277 — — — — Real estate 116 1 25 142 — — — — Hedge funds/absolute return 59 53 — 112 — — — — Other — 77 8 85 3 — 23 26 Plan investments - excluding investments at NAV $ 2,851 6,577 52 9,480 127 210 23 360 Investments at NAV (6) 592 189 Net receivables 48 — Total plan assets $ 10,120 549 December 31, 2015 Cash and cash equivalents $ 5 109 — 114 119 3 — 122 Long duration fixed income (1) 446 3,253 16 3,715 — — — — Intermediate (core) fixed income (2) 4 499 — 503 — 110 — 110 High-yield fixed income — 276 4 280 — — — — International fixed income 51 250 — 301 — — — — Domestic large-cap stocks (3) 809 328 — 1,137 — 71 — 71 Domestic mid-cap stocks 226 125 — 351 — 18 — 18 Domestic small-cap stocks 207 13 — 220 — 10 — 10 Global stocks (4) 48 161 — 209 — — — — International stocks (5) 463 287 — 750 22 11 — 33 Emerging market stocks — 311 — 311 — — — — Real estate 109 1 33 143 — — — — Hedge funds/absolute return — 55 — 55 — — — — Other — 66 8 74 2 — 23 25 Plan investments - excluding investments at NAV $ 2,368 5,734 61 8,163 143 223 23 389 Investments at NAV (6) 605 179 Net receivables 68 — Total plan assets $ 8,836 568 (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 intermediate duration, investment grade bonds held in investment strategies benchmarked to the Barclays Capital U.S. Aggregate Bond Index. Also 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 four 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 non-U.S. equities, with no single strategy representing more than 1.5% of total Plan assets. (5) This category includes assets diversified across five unique investment strategies providing exposure to companies in developed market, non-U.S. countries with no single strategy representing more than 2.5% of total plan assets. (6) Consists of certain investments that are measured at fair value using NAV per share (or its equivalent) as a practical expedient and are excluded from the fair value hierarchy. 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, 2016 Pension plan assets: Long duration fixed income $ 16 — — 3 — 19 High-yield fixed income 4 — — (3 ) (1 ) — Real estate 33 6 (1 ) (13 ) — 25 Other 8 — — — — 8 Total pension plan assets $ 61 6 (1 ) (13 ) (1 ) 52 Other benefits plan assets: Other $ 23 1 — (1 ) — 23 Total other benefit plan assets $ 23 1 — (1 ) — 23 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 32 — 1 — — 33 Other 30 6 (4 ) (24 ) — 8 Total pension plan assets $ 79 6 (3 ) (21 ) — 61 Other benefits plan assets: Other $ 22 — — 1 — 23 Total other benefit plan assets $ 22 — — 1 — 23 (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 fund’s NAV per share held at year-end. The NAV per share is quoted on a private market that is not active; however, the NAV per share 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 per share 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, 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 and collective investment funds described above. Real Estate – includes investments in real estate, which are valued at fair value based on an income capitalization valuation approach. Market values are estimates, and the actual market price of the real estate can only be determined by negotiation between independent third parties in sales transactions. This group of assets also includes investments in exchange-traded equity securities and collective investment funds described above. Hedge Funds / Absolute Return - includes investments in registered investment companies, limited partnerships and collective investment funds, as described above. Other – insurance contracts that are stated at cash surrender value. This group of assets also includes investments in collective investment funds 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, 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 one year of service are eligible for quarterly 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 for a plan year. Eligible employees who complete one year of service are eligible for profit sharing contributions. Profit sharing contributions are vested after three years of service. Total defined contribution retirement plan expenses were $1.2 billion in 2016 and $1.1 billion in both 2015 and 2014 . 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) 2016 2015 2014 Outside professional services $ 3,138 2,665 2,689 Operating losses 1,608 1,871 1,249 Operating leases 1,329 278 220 Contract services 1,203 978 975 Outside data processing 888 985 1,034 Travel and entertainment 704 692 904

Income Taxes

Income Taxes	12 Months Ended
	Dec. 31, 2016
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) 2016 2015 2014 Current: Federal $ 6,712 10,822 7,321 State and local 1,395 1,669 520 Foreign 175 139 112 Total current 8,282 12,630 7,953 Deferred: Federal 1,498 (2,047 ) 2,117 State and local 296 (235 ) 224 Foreign (1 ) 17 13 Total deferred 1,793 (2,265 ) 2,354 Total $ 10,075 10,365 10,307 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) 2016 2015 Deferred tax assets Allowance for loan losses $ 4,374 4,363 Deferred compensation and employee benefits 4,045 4,589 Accrued expenses 1,022 1,460 PCI loans 1,762 1,816 Net unrealized losses on investment securities 707 — Net operating loss and tax credit carry forwards 391 528 Other 1,307 1,448 Total deferred tax assets 13,608 14,204 Deferred tax assets valuation allowance (280 ) (358 ) Deferred tax liabilities Mortgage servicing rights (5,292 ) (5,399 ) Leasing (4,522 ) (3,866 ) Mark to market, net (5,511 ) (5,471 ) Intangible assets (1,001 ) (1,233 ) Net unrealized gains on investment securities — (1,008 ) Insurance reserves (1,588 ) (2,071 ) Other (2,465 ) (2,063 ) Total deferred tax liabilities (20,379 ) (21,111 ) Net deferred tax liability (1) $ (7,051 ) (7,265 ) (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 $2.0 billion in 2016 . We have determined that a valuation reserve is required for 2016 in the amount of $280 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, 2016 , we had net operating loss carry forwards with related deferred tax assets of $391 million . If these carry forwards are not utilized, they will expire in varying amounts through 2036 . At December 31, 2016 , we had undistributed foreign earnings of $2.4 billion related to foreign subsidiaries. We intend to reinvest these earnings indefinitely outside the U.S. and accordingly have not provided $653 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, 2016 2015 2014 (in millions) Amount Rate Amount Rate Amount Rate Statutory federal income tax expense and rate $ 11,204 35.0 % $ 11,641 35.0 % $ 11,677 35.0 % Change in tax rate resulting from: State and local taxes on income, net of federal income tax benefit 1,004 3.1 1,025 3.1 971 2.9 Tax-exempt interest (725 ) (2.2 ) (641 ) (1.9 ) (550 ) (1.6 ) Tax credits (1,251 ) (3.9 ) (1,108 ) (3.3 ) (1,074 ) (3.2 ) Life insurance (188 ) (0.6 ) (186 ) (0.6 ) (179 ) (0.5 ) Leveraged lease tax expense 124 0.4 140 0.4 158 0.5 Other (93 ) (0.3 ) (506 ) (1.5 ) (696 ) (2.2 ) Effective income tax expense and rate $ 10,075 31.5 % $ 10,365 31.2 % $ 10,307 30.9 % The effective tax rate for 2016 reflected a smaller net benefit from the reduction to the reserve for uncertain tax positions resulting from settlements with tax authorities, partially offset by a net increase in tax benefits related to tax credit investments. The effective tax rate for 2015 included 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. Table 21.4 presents the change in unrecognized tax benefits. Table 21.4: Change in Unrecognized Tax Benefits Year ended December 31, (in millions) 2016 2015 Balance at beginning of year $ 4,806 5,002 Additions: For tax positions related to the current year 284 196 For tax positions related to prior years 177 225 Reductions: For tax positions related to prior years (127 ) (413 ) Lapse of statute of limitations (27 ) (22 ) Settlements with tax authorities (84 ) (182 ) Balance at end of year $ 5,029 4,806 Of the $5.0 billion of unrecognized tax benefits at December 31, 2016 , approximately $3.2 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, 2016 and 2015 , we have accrued approximately $589 million and $524 million for the payment of interest and penalties, respectively. In 2016 , we recognized in income tax expense a net tax expense related to interest and penalties of $136 million . In 2015 , we recognized in income tax expense a net tax benefit related to interest and penalties of $79 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. We are litigating or appealing various issues related to prior IRS examinations for the periods 2003 through 2010. For the 2003 through 2006 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 $900 million to our gross unrecognized tax benefits.

Earnings Per Common Share

Earnings Per Common Share	12 Months Ended
	Dec. 31, 2016
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) 2016 2015 2014 Wells Fargo net income $ 21,938 22,894 23,057 Less: Preferred stock dividends and other 1,565 1,424 1,236 Wells Fargo net income applicable to common stock (numerator) $ 20,373 21,470 21,821 Earnings per common share Average common shares outstanding (denominator) 5,052.8 5,136.5 5,237.2 Per share $ 4.03 4.18 4.17 Diluted earnings per common share Average common shares outstanding 5,052.8 5,136.5 5,237.2 Add: Stock options 18.9 26.7 32.9 Restricted share rights 25.9 32.8 41.6 Warrants 10.7 13.8 12.7 Diluted average common shares outstanding (denominator) 5,108.3 5,209.8 5,324.4 Per share $ 3.99 4.12 4.10 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) 2016 2015 2014 Options 3.2 5.7 8.0

Other Comprehensive Income

Other Comprehensive Income	12 Months Ended
	Dec. 31, 2016
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, 2016 2015 2014 (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 $ (3,458 ) 1,302 (2,156 ) (3,318 ) 1,237 (2,081 ) 5,426 (2,111 ) 3,315 Reclassification of net (gains) losses to net income: Interest income on investment securities (1) 7 (3 ) 4 (1 ) — (1 ) (37 ) 14 (23 ) Net gains on debt securities (942 ) 355 (587 ) (952 ) 356 (596 ) (593 ) 224 (369 ) Net gains from equity investments (300 ) 113 (187 ) (571 ) 213 (358 ) (901 ) 340 (561 ) Other noninterest income (5 ) 2 (3 ) (6 ) 3 (3 ) (1 ) — (1 ) Subtotal reclassifications to net income (1,240 ) 467 (773 ) (1,530 ) 572 (958 ) (1,532 ) 578 (954 ) Net change (4,698 ) 1,769 (2,929 ) (4,848 ) 1,809 (3,039 ) 3,894 (1,533 ) 2,361 Derivatives and hedging activities: Net unrealized gains arising during the period 177 (67 ) 110 1,549 (584 ) 965 952 (359 ) 593 Reclassification of net (gains) losses to net income: Interest income on investment securities — — — (3 ) 1 (2 ) (1 ) — (1 ) Interest income on loans (1,043 ) 393 (650 ) (1,103 ) 416 (687 ) (588 ) 222 (366 ) Interest expense on long-term debt 14 (5 ) 9 17 (6 ) 11 44 (17 ) 27 Subtotal reclassifications to net income (1,029 ) 388 (641 ) (1,089 ) 411 (678 ) (545 ) 205 (340 ) Net change (852 ) 321 (531 ) 460 (173 ) 287 407 (154 ) 253 Defined benefit plans adjustments: Net actuarial losses and prior service credits arising during the period (52 ) (40 ) (92 ) (512 ) 193 (319 ) (1,116 ) 420 (696 ) Reclassification of amounts to net periodic benefit costs (2): Amortization of net actuarial loss 153 (57 ) 96 122 (46 ) 76 74 (28 ) 46 Settlements and other 5 (1 ) 4 (8 ) 3 (5 ) — — — Subtotal reclassifications to net periodic benefit costs 158 (58 ) 100 114 (43 ) 71 74 (28 ) 46 Net change 106 (98 ) 8 (398 ) 150 (248 ) (1,042 ) 392 (650 ) Foreign currency translation adjustments: Net unrealized losses arising during the period (3 ) 4 1 (137 ) (12 ) (149 ) (60 ) (5 ) (65 ) Reclassification of net (gains) losses to net income: Net gains from equity investments — — — (5 ) — (5 ) — — — Other noninterest income — — — — — — 6 — 6 Subtotal reclassifications — — — (5 ) — (5 ) 6 — 6 Net change (3 ) 4 1 (142 ) (12 ) (154 ) (54 ) (5 ) (59 ) Other comprehensive income (loss) $ (5,447 ) 1,996 (3,451 ) (4,928 ) 1,774 (3,154 ) 3,205 (1,300 ) 1,905 Less: Other comprehensive income (loss) from noncontrolling interests, net of tax (17 ) 67 (227 ) Wells Fargo other comprehensive income (loss), net of tax $ (3,434 ) (3,221 ) 2,132 (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 (loss) 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 Net unrealized gains (losses) arising during the period (2,156 ) 110 (92 ) 1 (2,137 ) Amounts reclassified from accumulated other comprehensive income (773 ) (641 ) 100 — (1,314 ) Net change (2,929 ) (531 ) 8 1 (3,451 ) Less: Other comprehensive loss from noncontrolling interests (17 ) — — — (17 ) Balance, December 31, 2016 $ (1,099 ) 89 (1,943 ) (184 ) (3,137 )

Operating Segments

Operating Segments	12 Months Ended
	Dec. 31, 2016
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). 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. 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, automobile 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, 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 automobile 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 and in-branch locations, business centers, ATMs, Online and Mobile Banking, and contact centers. 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 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 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. Table 24.1 presents our results by 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 2016 Net interest income (2) $ 29,833 16,052 3,913 (2,044 ) 47,754 Provision (reversal of provision) for credit losses 2,691 1,073 (5 ) 11 3,770 Noninterest income 19,033 12,490 12,033 (3,043 ) 40,513 Noninterest expense 27,422 16,126 12,059 (3,230 ) 52,377 Income (loss) before income tax expense (benefit) 18,753 11,343 3,892 (1,868 ) 32,120 Income tax expense (benefit) 6,182 3,136 1,467 (710 ) 10,075 Net income (loss) before noncontrolling interests 12,571 8,207 2,425 (1,158 ) 22,045 Less: Net income (loss) from noncontrolling interests 136 (28 ) (1 ) — 107 Net income (loss) (3) $ 12,435 8,235 2,426 (1,158 ) 21,938 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 2016 Average loans $ 486.9 449.3 67.3 (53.5 ) 950.0 Average assets 977.3 782.0 211.5 (85.4 ) 1,885.4 Average deposits 701.2 438.6 187.8 (77.0 ) 1,250.6 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 (1) Includes 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, 2016
Condensed Financial Information of Parent Company Only Disclosure [Abstract]
Parent-Only 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) 2016 2015 2014 Income Dividends from subsidiaries: Bank $ 12,490 13,804 15,077 Nonbank 286 542 526 Interest income from subsidiaries 1,615 907 772 Other interest income 155 199 216 Other income 177 576 1,032 Total income 14,723 16,028 17,623 Expense Interest expense: Indebtedness to nonbank subsidiaries 387 325 357 Short-term borrowings — 1 7 Long-term debt 2,619 1,784 1,540 Other 19 4 5 Noninterest expense 1,300 932 797 Total expense 4,325 3,046 2,706 Income before income tax benefit and equity in undistributed income of subsidiaries 10,398 12,982 14,917 Income tax benefit (1,152 ) (870 ) (926 ) Equity in undistributed income of subsidiaries 10,388 9,042 7,214 Net income $ 21,938 22,894 23,057 Table 25.2: Parent-Only Statement of Comprehensive Income Year ended December 31, (in millions) 2016 2015 2014 Net income $ 21,938 22,894 23,057 Other comprehensive income (loss), net of tax: Investment securities (76 ) 52 142 Derivatives and hedging activities — — 12 Defined benefit plans adjustment (20 ) (254 ) (633 ) Equity in other comprehensive income (loss) of subsidiaries (3,338 ) (3,019 ) 2,611 Other comprehensive income (loss), net of tax: (3,434 ) (3,221 ) 2,132 Total comprehensive income $ 18,504 19,673 25,189 Table 25.3: Parent-Only Balance Sheet December 31, (in millions) 2016 2015 Assets Cash and cash equivalents due from: Subsidiary banks $ 36,657 36,162 Nonaffiliates 3 4 Investment securities issued by: Subsidiary banks 15,009 14,992 Nonaffiliates 9,271 8,201 Loans to subsidiaries: Bank 54,937 47,363 Nonbank 41,343 35,327 Investments in subsidiaries: Bank 174,328 169,081 Nonbank 27,222 25,638 Other assets 6,750 6,857 Total assets $ 365,520 343,625 Liabilities and equity Accrued expenses and other liabilities 7,064 8,135 Long-term debt 133,920 117,791 Indebtedness to nonbank subsidiaries 24,955 24,701 Total liabilities 165,939 150,627 Stockholders' equity 199,581 192,998 Total liabilities and equity $ 365,520 343,625 Table 25.4: Parent-Only Statement of Cash Flows Year ended December 31, (in millions) 2016 2015 2014 Cash flows from operating activities: Net cash provided by operating activities $ 9,875 12,337 18,019 Cash flows from investing activities: Available-for-sale securities: Sales proceeds 5,472 5,345 1,196 Prepayments and maturities: Subsidiary banks 15,000 7,750 25 Purchases: Subsidiary banks (15,000 ) (12,750 ) (10,025 ) Nonaffiliates (6,544 ) (2,709 ) (14 ) Loans: Net repayments from (advances to) subsidiaries 3,174 460 (2,199 ) Capital notes and term loans made to subsidiaries (32,641 ) (29,860 ) (11,275 ) Principal collected on notes/loans made to subsidiaries 15,164 301 2,526 Net increase in investment in subsidiaries (606 ) (1,283 ) (1,096 ) Other, net 18 714 470 Net cash used by investing activities (15,963 ) (32,032 ) (20,392 ) Cash flows from financing activities: Net increase in short-term borrowings and indebtedness to subsidiaries 789 2,084 2,314 Long-term debt: Proceeds from issuance 34,362 31,487 22,627 Repayment (15,096 ) (9,194 ) (8,659 ) Preferred stock: Proceeds from issuance 2,101 2,972 2,775 Cash dividends paid (1,566 ) (1,426 ) (1,235 ) Common stock: Proceeds from issuance 1,415 1,726 1,840 Repurchased (8,116 ) (8,697 ) (9,414 ) Cash dividends paid (7,472 ) (7,400 ) (6,908 ) Excess tax benefits related to stock option payments 283 453 453 Other, net (118 ) 10 37 Net cash provided by financing activities 6,582 12,015 3,830 Net change in cash and due from banks 494 (7,680 ) 1,457 Cash and due from banks at beginning of year 36,166 43,846 42,389 Cash and due from banks at end of year $ 36,660 36,166 43,846

Regulatory and Agency Capital R

Regulatory and Agency Capital Requirements	12 Months Ended
	Dec. 31, 2016
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. 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 reflects risk-weighted assets (RWAs) under the Standardized and Advanced Approaches with Transition Requirements. The Standardized Approach applies assigned risk weights to broad risk categories, while the 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, 2016 , 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. December 31, 2016 December 31, 2015 December 31, 2016 December 31, 2015 (in millions, except ratios) Advanced Approach Standardized Approach Advanced Approach Standardized Advanced Approach Standardized Advanced Approach Standardized Regulatory capital: Common equity tier 1 $ 148,785 148,785 144,247 144,247 132,225 132,225 126,901 126,901 Tier 1 171,364 171,364 164,584 164,584 132,225 132,225 126,901 126,901 Total 204,425 214,877 195,153 205,529 145,665 155,281 140,545 149,969 Assets: Risk-weighted $ 1,274,589 1,336,198 1,263,182 1,303,148 1,143,681 1,222,876 1,100,896 1,197,648 Adjusted average (1) 1,914,802 1,914,802 1,757,107 1,757,107 1,714,524 1,714,524 1,584,297 1,584,297 Regulatory capital ratios: Common equity tier 1 capital 11.67 % 11.13 * 11.42 11.07 * 11.56 10.81 * 11.53 10.60 * Tier 1 capital 13.44 12.82 * 13.03 12.63 * 11.56 10.81 * 11.53 10.60 * Total capital 16.04 * 16.08 15.45 * 15.77 12.74 12.70 * 12.77 12.52 * Tier 1 leverage (1) 8.95 8.95 9.37 9.37 7.71 7.71 8.01 8.01 *Denotes the lowest capital ratio as determined under the Advanced and Standardized Approaches. (1) The leverage ratio consists of Tier 1 capital divided by quarterly average total assets, excluding goodwill and certain other items. Table 26.2 presents the minimum required regulatory capital ratios under Transition Requirements to which the Company and the Bank were subject as of December 31, 2016 and December 31, 2015 . Table 26.2: Minimum Required Regulatory Capital Ratios – Transition Requirements (1) Wells Fargo & Company Wells Fargo Bank, N.A. December 31, 2016 December 31, 2015 December 31, 2016 December 31, 2015 Regulatory capital ratios: Common equity tier 1 capital 5.625 % 4.500 5.125 4.500 Tier 1 capital 7.125 6.000 6.625 6.000 Total capital 9.125 8.000 8.625 8.000 Tier 1 leverage 4.000 4.000 4.000 4.000 (1) At December 31, 2016 , under transition requirements, the CET1, tier 1 and total capital minimum ratio requirements for Wells Fargo & Company include a capital conservation buffer of 0.625% and a global systemically important bank (G-SIB) surcharge of 0.5% . Only the 0.625% capital conservation buffer applies to the Bank at December 31, 2016 .

Summary of Significant Accoun36

Summary of Significant Accounting Policies (Policies)	12 Months Ended
	Dec. 31, 2016
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 locations, 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.
New Accounting Pronouncements, Policy [Policy Text Block]	Accounting Standards Adopted in 2016 In 2016 , we adopted the following new accounting guidance: • Accounting Standards Update (ASU or Update) 2015-16 – Business Combinations ( Topic 805 ): Simplifying the Accounting for Measurement-Period Adjustments; • ASU 2015-07 – Fair Value Measurement (Topic 820): Disclosures for Investments in Certain Entities that Calculate Net Asset Value per Share (or Its Equivalent); • ASU 2015-03 – Interest – Imputation of Interest (Subtopic 835-30): Simplifying the Presentation of Debt Issuance Costs; • ASU 2015-02 – Consolidation (Topic 810): Amendments to the Consolidation Analysis; • ASU 2015-01 – Income Statement – Extraordinary and Unusual Items (Subtopic 225-20): Simplifying Income Statement Presentation by Eliminating the Concept of Extraordinary Items; • ASU 2014-16 – Derivatives and Hedging (Topic 815): Determining Whether the Host Contract in a Hybrid Financial Instrument Issued in the Form of a Share is More Akin to Debt or to Equity; • ASU 2014-13 – Consolidation (Topic 810): Measuring the Financial Assets and the Financial Liabilities of a Consolidated Collateralized Financing Entity; and • ASU 2014-12 – Compensation – Stock Compensation (Topic 718): Accounting for Share-Based Payments When the Terms of an Award Provide That a Performance Target Could Be Achieved after the Requisite Service Period.
Accounting Standards with Retrospective Application [Policy Text Block]	Accounting Standards with Retrospective Application The following accounting pronouncements have been issued by the FASB but are not yet effective:
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 other comprehensive income (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 and certain loans held for market-making purposes to support the buying and selling demands of our customers . 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 net gains from trading activities. For securities and loans in trading assets, interest and dividend income are recorded in interest 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 of amortized cost basis, 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 in 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 2016 . 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, except for credit card loans, which remain on accrual status until fully 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 automobile 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 and an accretable yield is established. Accordingly, such loans are not classified as nonaccrual because they continue to earn interest from accretable yield, independent of performance in accordance of their contractual terms, and 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. We typically re-underwrite modified loans 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. • Automobile 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 in the commercial portfolio segment and loans modified in a TDR, whether on accrual or 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, if applicable. 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. Acquired loans that meet our definition for nonaccrual status are generally 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 evaluate our estimates of cash flows expected to be collected on a quarterly basis. 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 other 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 FHA or VA. 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 generally determine the allowance 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 ACL 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, derivative assets and liabilities, other assets, other liabilities (including liabilities for mortgage repurchase losses), or long-term debt 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 mortgage banking 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 mortgage banking 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 allowance 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 and distinguish these reporting units based on how the segments and reporting units are managed, taking into consideration the economic characteristics, nature of the products, and customers of the segments and reporting units. 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. If we sell a business, a portion of goodwill is included with the carrying amount of the divested business. 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 other 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.
Derivatives and Hedging Activities	Derivatives and Hedging Activities Commencing December 31, 2016, we reported derivative assets and derivative liabilities separately on the balance sheet, consistent with the presentation in our derivatives footnote. We formerly reported derivative asset amounts in “Trading assets” and “Other assets” according to the purpose of the underlying derivative contracts and reported derivative liability amounts in “Accrued expenses and other liabilities.” Prior periods have been revised to conform with the December 31, 2016, presentation. 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. Any ineffectiveness related to a fair value hedge is recorded in other noninterest income. 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. 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 other noninterest income. 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. 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 gain or loss on these derivatives is included in the assessment of hedge effectiveness. 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. We assess hedge effectiveness using regression analysis, both at inception of the hedging relationship and on an ongoing basis. For fair value hedges, 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). For cash flow hedges, the regression analysis involves regressing the periodic changes in fair value of the hedging instrument against the periodic changes in fair value of the hypothetical derivative. The hypothetical derivative has terms that identically match and offset the cash flows of the forecasted transaction being hedged due to changes in the hedged risk(s). The assessment for fair value and cash flow hedges includes an evaluation of the quantitative measures of the regression results used to validate the conclusion of high effectiveness. 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 no longer 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 noninterest income. 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 no longer occur, the accumulated gains and losses reported in OCI at the de-designation date is immediately reclassified to net income in the same financial statement category as the hedged item. 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 noninterest income. 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 noninterest income, 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 noninterest income. 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.
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 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, 2016 , is 19 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. We account for interest and penalties as a component of income tax expense. We do not record U.S. tax on undistributed earnings of certain non-U.S. subsidiaries to the extent the earnings are indefinitely reinvested outside of the U.S. Foreign taxes paid are generally applied as credits to reduce U.S. income taxes payable.
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 conditions that can result in forfeiture 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.
Private Share Repurchases	Private Share Repurchases During 2016 and 2015 , we repurchased approximately 56 million shares and 64 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 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 capital plans, 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 2016 , we entered into a private forward repurchase contract and paid $750 million to an unrelated third party. This contract settled in first quarter 2017 for 14.7 million shares of common stock. At December 31, 2015 , we had a $500 million private forward repurchase contract outstanding that settled in first quarter 2016 for 9.2 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, 2016 , and there have been no material events that would require recognition in our 2016 consolidated financial statements or disclosure in the Notes to the consolidated financial statements.
Accounting Standards Update 2015-07 [Member]
Significant Accounting Policies [Line Items]
New Accounting Pronouncements, Policy [Policy Text Block]	ASU 2015-07 eliminates the disclosure requirement to categorize investments within the fair value hierarchy that are measured at fair value using net asset value as a practical expedient. We adopted this change in first quarter 2016 with retrospective application. The Update did not affect our consolidated financial statements as it impacts only the fair value disclosure requirements for certain investments. For additional information, see Note 17 (Fair Values of Assets and Liabilities) and Note 20 (Employee Benefits and Other Expenses).
Accounting Standards Update 2015-03 [Member]
Significant Accounting Policies [Line Items]
New Accounting Pronouncements, Policy [Policy Text Block]	ASU 2015-03 changes the balance sheet presentation for debt issuance costs. Under the new guidance, debt issuance costs should be reported as a deduction from debt liabilities rather than as a deferred charge classified as an asset. We adopted this change in first quarter 2016, which resulted in a $180 million reclassification from Other assets to Long-term debt on January 1, 2016. Because the impact on prior periods was not material, we applied the guidance prospectively.
Accounting Standards Update 2016-09 [Member]
Significant Accounting Policies [Line Items]
Accounting Standards with Retrospective Application [Policy Text Block]	ASU 2016-09 – Compensation – Stock Compensation (Topic 718): Improvements to Employee Share-Based Payment Accounting ASU 2016-09 simplifies the accounting for share-based payment awards issued to employees. We have income tax effects based on changes in our stock price from the grant date to the vesting date of the employee stock compensation. The Update will require these income tax effects to be recognized in the statement of income within income tax expense instead of within additional paid-in capital. In addition, the Update requires changes to the Statement of Cash Flows. We will adopt the guidance in first quarter 2017. If we had adopted the guidance for the year ended December 31, 2016, we would have had a reduction to our income tax expense of $277 million . This amount is included in additional paid-in capital in the Statement of Changes in Equity for the year ended December 31, 2016. We will begin recording these income tax effects on a prospective basis in 2017. The presentation and classification changes to our Statement of Cash Flows will be implemented retrospectively.
Accounting Standards Update 2015-02 [Member]
Significant Accounting Policies [Line Items]
New Accounting Pronouncements, Policy [Policy Text Block]	ASU 2015-02 requires companies to reevaluate all legal entities under new consolidation guidance. The new guidance amends the criteria companies use to evaluate whether they should consolidate certain variable interest entities that have fee arrangements and the criteria used to determine whether partnerships and similar entities are variable interest entities. The new guidance also amends the consolidation analysis for certain investment funds and excludes certain money market funds. We adopted the accounting changes on January 1, 2016, which resulted in a net increase in assets and a corresponding cumulative-effect adjustment to noncontrolling interests of $121 million . There was no impact to consolidated retained earnings. For additional information, see Note 8 (Securitizations and Variable Interest Entities).
Accounting Standards Update 2015-01 [Member]
Significant Accounting Policies [Line Items]
New Accounting Pronouncements, Policy [Policy Text Block]	ASU 2015-01 removes the concept of extraordinary items from GAAP and eliminates the requirement for extraordinary items to be separately presented in the statement of income. We adopted this change in first quarter 2016 with prospective application. This Update did not have a material impact on our consolidated financial statements.
Accounting Standards Update 2014-16 [Member]
Significant Accounting Policies [Line Items]
New Accounting Pronouncements, Policy [Policy Text Block]	ASU 2014-16 clarifies that the nature of host contracts in hybrid financial instruments that are issued in share form should be determined based on the entire instrument, including the embedded derivative. We adopted this new requirement in first quarter 2016. This Update did not have a material impact on our consolidated financial statements.
Accounting Standards Update 2014-13 [Member]
Significant Accounting Policies [Line Items]
New Accounting Pronouncements, Policy [Policy Text Block]	ASU 2014-13 provides a measurement alternative to companies that consolidate collateralized financing entities (CFEs), such as collateralized debt obligation and collateralized loan obligation structures. Under the new guidance, companies can measure both the financial assets and financial liabilities of a CFE using the more observable fair value of the financial assets or of the financial liabilities. We adopted this accounting change in first quarter 2016. The Update did not have a material impact on our consolidated financial statements.
Accounting Standards Update 2014-12 [Member]
Significant Accounting Policies [Line Items]
New Accounting Pronouncements, Policy [Policy Text Block]	ASU 2014-12 provides accounting guidance for employee share-based payment awards with specific performance targets. The Update clarifies that performance targets should be treated as performance conditions if the targets affect vesting and could be achieved after the requisite service period. We adopted this change in first quarter 2016 with prospective application. The Update did not have a material effect on our consolidated financial statements, as our historical practice complies with the new requirements.
Accounting Standards Update 2015-16 [Member]
Significant Accounting Policies [Line Items]
New Accounting Pronouncements, Policy [Policy Text Block]	ASU 2015-16 eliminates the requirement for companies to retrospectively adjust initial amounts recognized in business combinations when the accounting is incomplete at the acquisition date. Under the new guidance, companies should record adjustments in the same reporting period in which the amounts are determined. We adopted this accounting change in first quarter 2016 with prospective application. The Update did not have a material impact on our consolidated financial statements.
Accounting Standards Update 2016-15 [Member]
Significant Accounting Policies [Line Items]
Accounting Standards with Retrospective Application [Policy Text Block]	• ASU 2016-15 – Statement of Cash Flows (Topic 230): Classification of Certain Cash Receipts and Cash Payments ASU 2016-15 addresses eight specific cash flow issues with the objective of reducing the existing diversity in practice for reporting in the Statement of Cash Flows. The Update is effective for us in first quarter 2018 with retrospective application. We are not expecting this Update to have a material impact on our consolidated financial statements.

Summary of Significant Accoun37

Summary of Significant Accounting Policies (Tables)	12 Months Ended
	Dec. 31, 2016
Accounting Policies [Abstract]
Supplemental Cash Flow Information	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) 2016 2015 2014 Trading assets retained from securitizations of MHFS $ 72,399 46,291 28,604 Transfers from loans to MHFS 6,894 9,205 11,021 Transfers from loans to LHFS 306 90 9,849 Transfers from loans to foreclosed and other assets 3,092 3,274 4,094 Transfers from available-for-sale to held-to-maturity securities 4,161 4,972 1,810 Deconsolidation of reverse mortgages previously sold: Loans 3,807 — — Long-term debt 3,769 — —

Business Combinations (Tables)

Business Combinations (Tables)	12 Months Ended
	Dec. 31, 2016
Business Acquisition [Line Items]
Summary of Business Combinations Completed	Business combinations completed in 2016 , 2015 and 2014 are presented in Table 2.1 . As of December 31, 2016 , we had no pending acquisitions. Table 2.1: Business Combinations Activity Name of acquisition Location Type of business Date Total assets (in millions) 2016: GE Railcar Services Chicago, IL Railcar and locomotive leasing January 1 $ 4,339 GE Capital's Commercial Distribution Finance and Vendor Finance Businesses North America, Asia, Australia / New Zealand and EMEA Specialty Lending March 1, July 1, August 1 & October 1 32,531 Analytic Investors, LLC Los Angeles, CA Asset Management October 1 106 $ 36,976 2015: hs.Financial Products GmbH Germany Asset Management November 30 $ 3 2014: Helm Financial Corporation San Francisco, CA Railcar and locomotive leasing April 15 $ 422

Federal Funds Sold, Securitie39

Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments (Tables)	12 Months Ended
	Dec. 31, 2016
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. Substantially all of the interest-earning deposits at December 31, 2016 and 2015 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 $ 58,215 45,828 Interest-earning deposits 200,671 220,409 Other short-term investments 7,152 3,893 Total $ 266,038 270,130

Investment Securities (Tables)

Investment Securities (Tables)	12 Months Ended
	Dec. 31, 2016
Investments, Debt and Equity Securities [Abstract]
Investment Securities, Amortized Cost and Fair Value, by Category	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, 2016 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ 25,874 54 (109 ) 25,819 Securities of U.S. states and political subdivisions 52,121 551 (1,571 ) 51,101 Mortgage-backed securities: Federal agencies 163,513 1,175 (3,458 ) 161,230 Residential 7,375 449 (8 ) 7,816 Commercial 8,475 101 (74 ) 8,502 Total mortgage-backed securities 179,363 1,725 (3,540 ) 177,548 Corporate debt securities 11,186 381 (110 ) 11,457 Collateralized loan and other debt obligations (1) 34,764 287 (31 ) 35,020 Other (2) 6,139 104 (35 ) 6,208 Total debt securities 309,447 3,102 (5,396 ) 307,153 Marketable equity securities: Perpetual preferred securities 445 35 (11 ) 469 Other marketable equity securities 261 481 — 742 Total marketable equity securities 706 516 (11 ) 1,211 Total available-for-sale securities 310,153 3,618 (5,407 ) 308,364 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies 44,690 466 (77 ) 45,079 Securities of U.S. states and political subdivisions 6,336 17 (144 ) 6,209 Federal agency and other mortgage-backed securities (3) 45,161 100 (804 ) 44,457 Collateralized loan obligations 1,065 6 (1 ) 1,070 Other (2) 2,331 10 (1 ) 2,340 Total held-to-maturity securities 99,583 599 (1,027 ) 99,155 Total (4) $ 409,736 4,217 (6,434 ) 407,519 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 and other mortgage-backed securities (3) 28,604 131 (314 ) 28,421 Collateralized loan obligations 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 (4) $ 344,573 6,232 (2,880 ) 347,925 (1) The available-for-sale portfolio includes collateralized debt obligations (CDOs) with a cost basis and fair value of $819 million and $847 million , respectively, at December 31, 2016 , and $247 million and $257 million , respectively, at December 31, 2015 . (2) The “Other” category of available-for-sale securities primarily includes asset-backed securities collateralized by student loans. Included in the “Other” category of held-to-maturity securities are asset-backed securities collateralized by automobile leases or loans and cash with a cost basis and fair value of $1.3 billion each at December 31, 2016 , and $1.9 billion each at December 31, 2015 . 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 $1.1 billion each at December 31, 2016 , and $1.4 billion each at December 31, 2015 . (3) Predominantly consists of federal agency mortgage-backed securities at December 31, 2016 . The entire balance consists of federal agency mortgage-backed securities at December 31, 2015 . (4) At December 31, 2016 and 2015 , 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 stockholder's equity.
Investment Securities, Gross Unrealized Losses and Fair Value, 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, 2016 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ (109 ) 10,816 — — (109 ) 10,816 Securities of U.S. states and political subdivisions (341 ) 17,412 (1,230 ) 16,213 (1,571 ) 33,625 Mortgage-backed securities: Federal agencies (3,338 ) 120,735 (120 ) 3,481 (3,458 ) 124,216 Residential (4 ) 527 (4 ) 245 (8 ) 772 Commercial (43 ) 1,459 (31 ) 1,690 (74 ) 3,149 Total mortgage-backed securities (3,385 ) 122,721 (155 ) 5,416 (3,540 ) 128,137 Corporate debt securities (11 ) 946 (99 ) 1,229 (110 ) 2,175 Collateralized loan and other debt obligations (2 ) 1,899 (29 ) 3,197 (31 ) 5,096 Other (9 ) 971 (26 ) 1,262 (35 ) 2,233 Total debt securities (3,857 ) 154,765 (1,539 ) 27,317 (5,396 ) 182,082 Marketable equity securities: Perpetual preferred securities (3 ) 41 (8 ) 45 (11 ) 86 Other marketable equity securities — — — — — — Total marketable equity securities (3 ) 41 (8 ) 45 (11 ) 86 Total available-for-sale securities (3,860 ) 154,806 (1,547 ) 27,362 (5,407 ) 182,168 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies (77 ) 6,351 — — (77 ) 6,351 Securities of U.S. states and political subdivisions (144 ) 4,871 — — (144 ) 4,871 Federal agency and other mortgage-backed securities (804 ) 40,095 — — (804 ) 40,095 Collateralized loan obligations — — (1 ) 266 (1 ) 266 Other — — (1 ) 633 (1 ) 633 Total held-to-maturity securities (1,025 ) 51,317 (2 ) 899 (1,027 ) 52,216 Total $ (4,885 ) 206,123 (1,549 ) 28,261 (6,434 ) 234,384 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 Securities of U.S. states and political subdivisions — — — — — — Federal agency and other mortgage-backed (314 ) 23,115 — — (314 ) 23,115 Collateralized loan 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
Investment Securities, Gross Unrealized Losses and Fair Value, 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 $54 million and $7.0 billion , respectively, at December 31, 2016 , and $17 million and $3.7 billion , respectively, at December 31, 2015 . 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, 2016 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ (109 ) 10,816 — — Securities of U.S. states and political subdivisions (1,517 ) 33,271 (54 ) 354 Mortgage-backed securities: Federal agencies (3,458 ) 124,216 — — Residential (1 ) 176 (7 ) 596 Commercial (15 ) 2,585 (59 ) 564 Total mortgage-backed securities (3,474 ) 126,977 (66 ) 1,160 Corporate debt securities (31 ) 1,238 (79 ) 937 Collateralized loan and other debt obligations (31 ) 5,096 — — Other (30 ) 1,842 (5 ) 391 Total debt securities (5,192 ) 179,240 (204 ) 2,842 Perpetual preferred securities (10 ) 68 (1 ) 18 Total available-for-sale securities (5,202 ) 179,308 (205 ) 2,860 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies (77 ) 6,351 — — Securities of U.S. states and political subdivisions (144 ) 4,871 — — Federal agency and other mortgage-backed securities (803 ) 40,078 (1 ) 17 Collateralized loan obligations (1 ) 266 — — Other (1 ) 633 — — Total held-to-maturity securities (1,026 ) 52,199 (1 ) 17 Total $ (6,228 ) 231,507 (206 ) 2,877 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 — — Securities of U.S. states and political subdivisions — — — — Federal agency and other mortgage-backed securities (314 ) 23,115 — — Collateralized loan obligations (24 ) 1,381 — — Other (3 ) 1,096 — — Total held-to-maturity securities (414 ) 30,856 — — Total $ (2,489 ) 158,767 (389 ) 3,713
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, 2016 Available-for-sale debt securities (1): Fair value: Securities of U.S. Treasury and federal agencies $ 25,819 1.44 % $ 1,328 0.92 % $ 23,477 1.45 % $ 1,014 1.80 % $ — — % Securities of U.S. states and political subdivisions 51,101 5.65 2,990 1.69 9,299 2.74 2,391 4.71 36,421 6.78 Mortgage-backed securities: Federal agencies 161,230 3.09 — — 128 2.98 5,363 3.16 155,739 3.09 Residential 7,816 3.84 — — 25 5.21 35 4.34 7,756 3.83 Commercial 8,502 4.58 — — — — 30 3.13 8,472 4.59 Total mortgage-backed securities 177,548 3.19 — — 153 3.34 5,428 3.16 171,967 3.19 Corporate debt securities 11,457 4.81 2,043 2.90 3,374 5.89 4,741 4.71 1,299 5.38 Collateralized loan and other debt obligations 35,020 2.70 — — 168 1.34 16,482 2.66 18,370 2.74 Other 6,208 2.18 57 3.06 971 2.35 1,146 2.04 4,034 2.17 Total available-for-sale debt securities at fair value $ 307,153 3.44 % $ 6,418 1.93 % $ 37,442 2.20 % $ 31,202 3.17 % $ 232,091 3.72 % December 31, 2015 Available-for-sale debt securities (1): Fair value: 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 % (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, 2016 Held-to-maturity securities (1): Amortized cost: Securities of U.S. Treasury and federal agencies $ 44,690 2.12 % $ — — % $ 31,956 2.05 % $ 12,734 2.30 % $ — — % Securities of U.S. states and political subdivisions 6,336 6.04 — — 24 8.20 436 6.76 5,876 5.98 Federal agency and other mortgage-backed securities 45,161 3.23 — — — — — — 45,161 3.23 Collateralized loan obligations 1,065 2.58 — — — — 1,065 2.58 — — Other 2,331 1.83 — — 1,683 1.81 648 1.89 — — Total held-to-maturity debt securities at amortized cost $ 99,583 2.87 % $ — — % $ 33,663 2.04 % $ 14,883 2.43 % $ 51,037 3.55 % 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 and other mortgage-backed securities 28,604 3.47 — — — — — — 28,604 3.47 Collateralized loan 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 % (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, 2016 Held-to-maturity securities: Fair value: Securities of U.S. Treasury and federal agencies $ 45,079 — 32,313 12,766 — Securities of U.S. states and political subdivisions 6,209 — 24 430 5,755 Federal agency and other mortgage-backed securities 44,457 — — — 44,457 Collateralized loan obligations 1,070 — — 1,070 — Other 2,340 — 1,688 652 — Total held-to-maturity debt securities at fair value $ 99,155 — 34,025 14,918 50,212 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 and other mortgage-backed securities 28,421 — — — 28,421 Collateralized loan 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
Investment Securities and Nonmarketable Equity Investments, 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) 2016 2015 2014 Gross realized gains $ 1,542 1,775 1,560 Gross realized losses (106 ) (67 ) (14 ) OTTI write-downs (194 ) (185 ) (52 ) Net realized gains from available-for-sale securities 1,242 1,523 1,494 Net realized gains from nonmarketable equity investments 579 1,659 1,479 Net realized gains from debt securities and equity investments $ 1,821 3,182 2,973
Investment Securities and Nonmarketable Equity Investments, 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, 2016 , 2015 or 2014 . Table 5.8: OTTI Write-downs Year ended December 31, (in millions) 2016 2015 2014 OTTI write-downs included in earnings Debt securities: Securities of U.S. states and political subdivisions $ 63 18 11 Mortgage-backed securities: Residential 34 54 26 Commercial 14 4 9 Corporate debt securities 72 105 1 Collateralized loan and other debt obligations — — 2 Other debt securities 6 2 — Total debt securities 189 183 49 Equity securities: Marketable equity securities: Other marketable equity securities 5 2 3 Total marketable equity securities 5 2 3 Total investment securities (1) 194 185 52 Nonmarketable equity investments (1) 448 374 270 Total OTTI write-downs included in earnings (1) $ 642 559 322 (1) The years ended December 31, 2016 and December 31, 2015 , include $258 million and $287 million , respectively, in OTTI write-downs of oil and gas investments, of which $88 million and $104 million , respectively, related to investment securities and $170 million and $183 million , respectively, 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) 2016 2015 2014 OTTI on debt securities Recorded as part of gross realized losses: Credit-related OTTI $ 143 169 40 Intent-to-sell OTTI 46 14 9 Total recorded as part of gross realized losses 189 183 49 Changes to OCI for losses (reversal of losses) in non-credit-related OTTI (1): Securities of U.S. states and political subdivisions 8 (1 ) — Residential mortgage-backed securities (3 ) (42 ) (10 ) Commercial mortgage-backed securities 24 (16 ) (21 ) Corporate debt securities (13 ) 12 — Other debt securities 2 — — Total changes to OCI for non-credit-related OTTI 18 (47 ) (31 ) Total OTTI losses recorded on debt securities $ 207 136 18 (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) 2016 2015 2014 Credit loss recognized, beginning of year $ 1,092 1,025 1,171 Additions: For securities with initial credit impairments 85 102 5 For securities with previous credit impairments 58 67 35 Total additions 143 169 40 Reductions: For securities sold, matured, or intended/required to be sold (184 ) (93 ) (169 ) For recoveries of previous credit impairments (1) (8 ) (9 ) (17 ) Total reductions (192 ) (102 ) (186 ) Credit loss recognized, end of year $ 1,043 1,092 1,025 (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 Credi41

Loans and Allowance for Credit Losses (Tables)	12 Months Ended
	Dec. 31, 2016
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 $4.4 billion and $3.8 billion at December 31, 2016 and 2015 , respectively, for unearned income, net deferred loan fees, and unamortized discounts and premiums. Outstanding balances at December 31, 2016 also reflect the acquisition of various loans and capital leases from GE Capital as described in Note 2 (Business Combinations). Table 6.1: Loans Outstanding December 31, (in millions) 2016 2015 2014 2013 2012 Commercial: Commercial and industrial $ 330,840 299,892 271,795 235,358 223,703 Real estate mortgage 132,491 122,160 111,996 112,427 106,392 Real estate construction 23,916 22,164 18,728 16,934 16,983 Lease financing 19,289 12,367 12,307 12,371 12,736 Total commercial 506,536 456,583 414,826 377,090 359,814 Consumer: Real estate 1-4 family first mortgage 275,579 273,869 265,386 258,507 249,912 Real estate 1-4 family junior lien mortgage 46,237 53,004 59,717 65,950 75,503 Credit card 36,700 34,039 31,119 26,882 24,651 Automobile 62,286 59,966 55,740 50,808 45,998 Other revolving credit and installment 40,266 39,098 35,763 43,049 42,473 Total consumer 461,068 459,976 447,725 445,196 438,537 Total loans $ 967,604 916,559 862,551 822,286 798,351 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) 2016 2015 2014 2013 2012 Commercial foreign loans: Commercial and industrial $ 55,396 49,049 44,707 41,547 37,148 Real estate mortgage 8,541 8,350 4,776 5,328 52 Real estate construction 375 444 218 187 79 Lease financing 972 274 336 338 312 Total commercial foreign loans $ 65,284 58,117 50,037 47,400 37,591
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, 2016 2015 (in millions) Commercial (1) Consumer (2) Total Commercial Consumer (2) Total Purchases $ 32,710 5 32,715 13,674 340 14,014 Sales (1,334 ) (1,486 ) (2,820 ) (1,214 ) (160 ) (1,374 ) Transfers to MHFS/LHFS (306 ) (6 ) (312 ) (91 ) (16 ) (107 ) (1) Purchases include loans and capital leases from the GE Capital business acquisitions as described in Note 2 (Business Combinations). (2) Excludes 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 issued 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 $ 319,662 296,710 Real estate mortgage 7,833 7,378 Real estate construction 18,840 18,047 Lease financing 16 — Total commercial 346,351 322,135 Consumer: Real estate 1-4 family first mortgage 33,498 34,621 Real estate 1-4 family junior lien mortgage 41,431 43,309 Credit card 101,895 98,904 Other revolving credit and installment 28,349 27,899 Total consumer 205,173 204,733 Total unfunded credit commitments $ 551,524 526,868
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) 2016 2015 2014 2013 2012 Balance, beginning of year $ 12,512 13,169 14,971 17,477 19,668 Provision for credit losses 3,770 2,442 1,395 2,309 7,217 Interest income on certain impaired loans (1) (205 ) (198 ) (211 ) (264 ) (315 ) Loan charge-offs: Commercial: Commercial and industrial (1,419 ) (734 ) (627 ) (739 ) (1,404 ) Real estate mortgage (27 ) (59 ) (66 ) (190 ) (382 ) Real estate construction (1 ) (4 ) (9 ) (28 ) (191 ) Lease financing (41 ) (14 ) (15 ) (34 ) (24 ) Total commercial (1,488 ) (811 ) (717 ) (991 ) (2,001 ) Consumer: Real estate 1-4 family first mortgage (452 ) (507 ) (721 ) (1,439 ) (3,020 ) Real estate 1-4 family junior lien mortgage (495 ) (635 ) (864 ) (1,579 ) (3,437 ) Credit card (1,259 ) (1,116 ) (1,025 ) (1,022 ) (1,105 ) Automobile (845 ) (742 ) (729 ) (625 ) (651 ) Other revolving credit and installment (708 ) (643 ) (668 ) (754 ) (759 ) Total consumer (3,759 ) (3,643 ) (4,007 ) (5,419 ) (8,972 ) Total loan charge-offs (5,247 ) (4,454 ) (4,724 ) (6,410 ) (10,973 ) Loan recoveries: Commercial: Commercial and industrial 263 252 369 396 472 Real estate mortgage 116 127 160 226 163 Real estate construction 38 37 136 137 124 Lease financing 11 8 8 17 20 Total commercial 428 424 673 776 779 Consumer: Real estate 1-4 family first mortgage 373 245 212 246 157 Real estate 1-4 family junior lien mortgage 266 259 238 269 260 Credit card 207 175 161 127 188 Automobile 325 325 349 322 364 Other revolving credit and installment 128 134 146 161 191 Total consumer 1,299 1,138 1,106 1,125 1,160 Total loan recoveries 1,727 1,562 1,779 1,901 1,939 Net loan charge-offs (3,520 ) (2,892 ) (2,945 ) (4,509 ) (9,034 ) Other (17 ) (9 ) (41 ) (42 ) (59 ) Balance, end of year $ 12,540 12,512 13,169 14,971 17,477 Components: Allowance for loan losses $ 11,419 11,545 12,319 14,502 17,060 Allowance for unfunded credit commitments 1,121 967 850 469 417 Allowance for credit losses $ 12,540 12,512 13,169 14,971 17,477 Net loan charge-offs as a percentage of average total loans 0.37 % 0.33 0.35 0.56 1.17 Allowance for loan losses as a percentage of total loans 1.18 1.26 1.43 1.76 2.13 Allowance for credit losses as a percentage of total loans 1.30 1.37 1.53 1.82 2.19 (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 changes in allowance attributable to the passage of time as interest income.
Loans and Allowance for Credit Losses, Allowance for Credit Losses by Portfolio Segment	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, 2016 2015 (in millions) Commercial Consumer Total Commercial Consumer Total Balance, beginning of year $ 6,872 5,640 12,512 6,377 6,792 13,169 Provision for credit losses 1,644 2,126 3,770 908 1,534 2,442 Interest income on certain impaired loans (45 ) (160 ) (205 ) (17 ) (181 ) (198 ) Loan charge-offs (1,488 ) (3,759 ) (5,247 ) (811 ) (3,643 ) (4,454 ) Loan recoveries 428 1,299 1,727 424 1,138 1,562 Net loan charge-offs (1,060 ) (2,460 ) (3,520 ) (387 ) (2,505 ) (2,892 ) Other (17 ) — (17 ) (9 ) — (9 ) Balance, end of year $ 7,394 5,146 12,540 6,872 5,640 12,512
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, 2016 Collectively evaluated (1) $ 6,392 3,553 9,945 500,487 428,009 928,496 Individually evaluated (2) 1,000 1,593 2,593 5,372 17,005 22,377 PCI (3) 2 — 2 677 16,054 16,731 Total $ 7,394 5,146 12,540 506,536 461,068 967,604 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 (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 $22.4 billion in criticized commercial and industrial loans and $5.8 billion in criticized commercial real estate (CRE) loans at December 31, 2016 , $3.2 billion and $728 million , respectively, have been placed on nonaccrual status and written down to net realizable collateral value. Table 6.8: Commercial Loans by Risk Category (in millions) Commercial and industrial Real estate mortgage Real estate construction Lease financing Total December 31, 2016 By risk category: Pass $ 308,166 126,793 23,408 17,899 476,266 Criticized 22,437 5,315 451 1,390 29,593 Total commercial loans (excluding PCI) 330,603 132,108 23,859 19,289 505,859 Total commercial PCI loans (carrying value) 237 383 57 — 677 Total commercial loans $ 330,840 132,491 23,916 19,289 506,536 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
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, 2016 By delinquency status: Current-29 days past due (DPD) and still accruing $ 326,765 131,165 23,776 19,042 500,748 30-89 DPD and still accruing 594 222 40 132 988 90+ DPD and still accruing 28 36 — — 64 Nonaccrual loans 3,216 685 43 115 4,059 Total commercial loans (excluding PCI) 330,603 132,108 23,859 19,289 505,859 Total commercial PCI loans (carrying value) 237 383 57 — 677 Total commercial loans $ 330,840 132,491 23,916 19,289 506,536 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
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, 2016 By delinquency status: Current-29 DPD $ 239,061 45,238 35,773 60,572 39,833 420,477 30-59 DPD 1,904 296 275 1,262 177 3,914 60-89 DPD 700 160 200 330 111 1,501 90-119 DPD 307 102 169 116 93 787 120-179 DPD 323 108 279 5 30 745 180+ DPD 1,661 297 4 1 22 1,985 Government insured/guaranteed loans (1) 15,605 — — — — 15,605 Total consumer loans (excluding PCI) 259,561 46,201 36,700 62,286 40,266 445,014 Total consumer PCI loans (carrying value) 16,018 36 — — — 16,054 Total consumer loans $ 275,579 46,237 36,700 62,286 40,266 461,068 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 (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 $10.1 billion at December 31, 2016 , compared with $12.4 billion at December 31, 2015 .
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 due to industry data availability and portfolios acquired from or serviced by other institutions. Table 6.12: Consumer Loans by LTV/CLTV December 31, 2016 December 31, 2015 (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% $ 121,430 16,464 137,894 109,558 15,805 125,363 60.01-80% 101,726 15,262 116,988 92,005 16,579 108,584 80.01-100% 15,795 8,765 24,560 22,765 11,385 34,150 100.01-120% (1) 2,644 3,589 6,233 4,480 5,545 10,025 > 120% (1) 1,066 1,613 2,679 2,065 3,051 5,116 No LTV/CLTV available 1,295 508 1,803 1,453 570 2,023 Government insured/guaranteed loans (2) 15,605 — 15,605 22,353 — 22,353 Total consumer loans (excluding PCI) 259,561 46,201 305,762 254,679 52,935 307,614 Total consumer PCI loans (carrying value) 16,018 36 16,054 19,190 69 19,259 Total consumer loans $ 275,579 46,237 321,816 273,869 53,004 326,873 (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) 2016 2015 Commercial: Commercial and industrial $ 3,216 1,363 Real estate mortgage 685 969 Real estate construction 43 66 Lease financing 115 26 Total commercial 4,059 2,424 Consumer: Real estate 1-4 family first mortgage (1) 4,962 7,293 Real estate 1-4 family junior lien mortgage 1,206 1,495 Automobile 106 121 Other revolving credit and installment 51 49 Total consumer 6,325 8,958 Total nonaccrual loans (excluding PCI) $ 10,384 11,382 (1) Includes MHFS of $149 million and $177 million at December 31, 2016 and 2015 , 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) 2016 2015 Total (excluding PCI): $ 11,858 14,380 Less: FHA insured/guaranteed by the VA (1)(2) 10,883 13,373 Less: Student loans guaranteed under the FFELP (3) 3 26 Total, not government insured/guaranteed $ 972 981 By segment and class, not government insured/guaranteed: Commercial: Commercial and industrial $ 28 97 Real estate mortgage 36 13 Real estate construction — 4 Total commercial 64 114 Consumer: Real estate 1-4 family first mortgage (2) 175 224 Real estate 1-4 family junior lien mortgage (2) 56 65 Credit card 452 397 Automobile 112 79 Other revolving credit and installment 113 102 Total consumer 908 867 Total, not government insured/guaranteed $ 972 981 (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 largely 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 $299 million at December 31, 2016 , and $402 million at December 31, 2015 . 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, 2016 Commercial: Commercial and industrial $ 5,058 3,742 3,418 675 Real estate mortgage 1,777 1,418 1,396 280 Real estate construction 167 93 93 22 Lease financing 146 119 119 23 Total commercial 7,148 5,372 5,026 1,000 Consumer: Real estate 1-4 family first mortgage 16,438 14,362 9,475 1,117 Real estate 1-4 family junior lien mortgage 2,399 2,156 1,681 350 Credit card 300 300 300 104 Automobile 153 85 31 5 Other revolving credit and installment 109 102 91 17 Total consumer (2) 19,399 17,005 11,578 1,593 Total impaired loans (excluding PCI) $ 26,547 22,377 16,604 2,593 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 (1) Excludes the unpaid principal balance for loans that have been fully charged off or otherwise have zero recorded investment. (2) Includes the recorded investment of $1.5 billion and $1.8 billion at December 31, 2016 and 2015 , 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, 2016 2015 2014 (in millions) Average recorded investment Recognized interest income Average recorded investment Recognized interest income Average recorded investment Recognized interest income Commercial: Commercial and industrial $ 3,408 101 1,240 80 1,089 77 Real estate mortgage 1,636 128 2,128 140 2,924 150 Real estate construction 115 11 246 25 457 39 Lease financing 88 — 26 — 28 — Total commercial 5,247 240 3,640 245 4,498 266 Consumer: Real estate 1-4 family first mortgage 15,857 828 17,924 921 19,086 934 Real estate 1-4 family junior lien mortgage 2,294 132 2,480 137 2,547 142 Credit card 295 34 317 39 381 46 Automobile 93 11 115 13 154 18 Other revolving credit and installment 89 6 61 5 39 4 Total consumer 18,628 1,011 20,897 1,115 22,207 1,144 Total impaired loans (excluding PCI) $ 23,875 1,251 24,537 1,360 26,705 1,410 Interest income: Cash basis of accounting $ 353 412 435 Other (1) 898 948 975 Total interest income $ 1,251 1,360 1,410 (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, 2016 Commercial: Commercial and industrial $ 42 130 3,154 3,326 360 1.91 $ 130 Real estate mortgage 2 105 560 667 1 1.15 105 Real estate construction — 27 72 99 — 1.02 27 Lease financing — — 8 8 — — — Total commercial 44 262 3,794 4,100 361 1.51 262 Consumer: Real estate 1-4 family first mortgage 338 288 1,411 2,037 49 2.69 507 Real estate 1-4 family junior lien mortgage 23 109 106 238 37 3.07 130 Credit card — 180 — 180 — 12.09 180 Automobile 2 16 57 75 36 6.07 16 Other revolving credit and installment 1 33 10 44 2 6.83 33 Trial modifications (6) — — 44 44 — — — Total consumer 364 626 1,628 2,618 124 4.92 866 Total $ 408 888 5,422 6,718 485 4.13 % $ 1,128 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 Lease financing — — — — — — — 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 Lease financing — — — — — — — 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 (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 $1.6 billion , $2.1 billion and $2.1 billion , for the years ended December 31, 2016 , 2015 , and 2014 , 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 loans discharged in bankruptcy, 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 $67 million , $100 million and $149 million for the years ended December 31, 2016 , 2015 , and 2014 , 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) 2016 2015 2014 Commercial: Commercial and industrial $ 124 66 62 Real estate mortgage 66 104 117 Real estate construction 3 4 4 Total commercial 193 174 183 Consumer: Real estate 1-4 family first mortgage 138 187 334 Real estate 1-4 family junior lien mortgage 20 17 29 Credit card 56 52 51 Automobile 13 13 14 Other revolving credit and installment 4 3 2 Total consumer 231 272 430 Total $ 424 446 613
Loans by FICO Score, Consumer	Table 6.11 provides a breakdown of our consumer portfolio by FICO. Most of the scored consumer portfolio has an updated FICO of 680 and above, reflecting a strong current borrower credit profile. FICO is not available for certain loan types, or may not be required if we deem it unnecessary due to strong collateral and other borrower attributes. Substantially all loans not requiring a FICO score are security-based loans originated through retail brokerage, and totaled $8.0 billion at December 31, 2016 , and $7.0 billion at December 31, 2015 . 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, 2016 By FICO: < 600 $ 6,720 2,591 3,475 9,934 976 23,696 600-639 5,400 1,917 3,109 6,705 1,056 18,187 640-679 10,975 3,747 5,678 10,204 2,333 32,937 680-719 23,300 6,432 7,382 11,233 4,302 52,649 720-759 38,832 9,413 7,632 8,769 5,869 70,515 760-799 103,608 14,929 6,191 8,164 8,348 141,240 800+ 49,508 6,391 2,868 6,856 6,434 72,057 No FICO available 5,613 781 365 421 2,906 10,086 FICO not required — — — — 8,042 8,042 Government insured/guaranteed loans (1) 15,605 — — — — 15,605 Total consumer loans (excluding PCI) 259,561 46,201 36,700 62,286 40,266 445,014 Total consumer PCI loans (carrying value) 16,018 36 — — — 16,054 Total consumer loans $ 275,579 46,237 36,700 62,286 40,266 461,068 December 31, 2015 By 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 (1) Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA.
Purchased Credit Impaired Loans, Loans Outstanding	Table 6.19 presents PCI loans net of any remaining purchase accounting adjustments. Commercial and industrial PCI loans at December 31, 2016 , included $172 million from the GE Capital business acquisitions. 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) 2016 2015 Commercial: Commercial and industrial $ 237 78 Real estate mortgage 383 542 Real estate construction 57 92 Total commercial 677 712 Consumer: Real estate 1-4 family first mortgage 16,018 19,190 Real estate 1-4 family junior lien mortgage 36 69 Total consumer 16,054 19,259 Total PCI loans (carrying value) $ 16,731 19,971 Total PCI loans (unpaid principal balance) $ 24,136 28,278
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 . Changes during third quarter 2016 reflected an expectation, as a result of our quarterly evaluation of PCI cash flows, that prepayment of modified Pick-a-Pay loans will significantly increase over their estimated weighted-average life and that expected loss has decreased as a result of reduced loan to value ratios and sustained higher housing prices. Table 6.20: Change in Accretable Yield (in millions) 2016 2015 2014 2009-2013 Total, beginning of period $ 16,301 17,790 17,392 10,447 Addition of accretable yield due to acquisitions 27 — — 132 Accretion into interest income (1) (1,365 ) (1,429 ) (1,599 ) (11,184 ) Accretion into noninterest income due to sales (2) (9 ) (28 ) (37 ) (393 ) Reclassification from nonaccretable difference for loans with improving credit-related cash flows 1,221 1,166 2,243 6,325 Changes in expected cash flows that do not affect nonaccretable difference (3) (4,959 ) (1,198 ) (209 ) 12,065 Total, end of period $ 11,216 16,301 17,790 17,392 (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, 2016 By risk category: Pass $ 92 263 47 402 Criticized 145 120 10 275 Total commercial PCI loans $ 237 383 57 677 December 31, 2015 By risk category: Pass $ 35 298 68 401 Criticized 43 244 24 311 Total commercial PCI loans $ 78 542 92 712
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, 2016 By delinquency status: Current-29 DPD and still accruing $ 235 353 48 636 30-89 DPD and still accruing 2 10 — 12 90+ DPD and still accruing — 20 9 29 Total commercial PCI loans $ 237 383 57 677 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
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, 2016 December 31, 2015 (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 $ 16,095 171 16,266 18,086 202 18,288 30-59 DPD and still accruing 1,488 7 1,495 1,686 7 1,693 60-89 DPD and still accruing 668 2 670 716 3 719 90-119 DPD and still accruing 233 2 235 293 2 295 120-179 DPD and still accruing 238 2 240 319 3 322 180+ DPD and still accruing 2,081 8 2,089 3,035 12 3,047 Total consumer PCI loans (adjusted unpaid principal balance) $ 20,803 192 20,995 24,135 229 24,364 Total consumer PCI loans (carrying value) $ 16,018 36 16,054 19,190 69 19,259
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, 2016 December 31, 2015 (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 $ 4,292 46 4,338 5,737 52 5,789 600-639 3,001 26 3,027 4,754 38 4,792 640-679 3,972 35 4,007 6,208 48 6,256 680-719 3,170 37 3,207 4,283 43 4,326 720-759 1,767 24 1,791 1,914 24 1,938 760-799 962 15 977 910 13 923 800+ 254 4 258 241 3 244 No FICO available 3,385 5 3,390 88 8 96 Total consumer PCI loans (adjusted unpaid principal balance) $ 20,803 192 20,995 24,135 229 24,364 Total consumer PCI loans (carrying value) $ 16,018 36 16,054 19,190 69 19,259
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, 2016 December 31, 2015 (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% $ 7,513 38 7,551 5,437 32 5,469 60.01-80% 9,000 76 9,076 10,036 65 10,101 80.01-100% 3,458 54 3,512 6,299 80 6,379 100.01-120% (1) 669 18 687 1,779 36 1,815 > 120% (1) 161 5 166 579 15 594 No LTV/CLTV available 2 1 3 5 1 6 Total consumer PCI loans (adjusted unpaid principal balance) $ 20,803 192 20,995 24,135 229 24,364 Total consumer PCI loans (carrying value) $ 16,018 36 16,054 19,190 69 19,259 (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 Co42

Premises, Equipment, Lease Commitments and Other Assets (Tables)	12 Months Ended
	Dec. 31, 2016
Premises, Equipment, Lease Commitments, And Other Assets [Abstract]
Premises and Equipment	Table 7.1: Premises and Equipment (in millions) Dec 31, 2016 Dec 31, 2015 Land $ 1,726 1,743 Buildings 8,584 8,479 Furniture and equipment 6,606 7,289 Leasehold improvements 2,199 2,131 Premises and equipment leased under capital leases 70 79 Total premises and equipment 19,185 19,721 Less: Accumulated depreciation and amortization 10,852 11,017 Net book value, premises and equipment $ 8,333 8,704
Minimum Lease Payments	Table 7.2 provides the future minimum payments under capital leases and noncancelable operating leases, net of sublease income, with terms greater than one year as of December 31, 2016 . Table 7.2: Minimum Lease Payments (in millions) Operating leases Capital leases Year ended December 31, 2017 $ 1,195 3 2018 1,095 3 2019 968 3 2020 813 3 2021 624 2 Thereafter 2,174 3 Total minimum lease payments $ 6,869 17 Executory costs $ (7 ) Amounts representing interest (3 ) Present value of net minimum lease payments $ 7
Components of Other Assets	Table 7.3 presents the components of other assets. Table 7.3: Other Assets (in millions) Dec 31, 2016 Dec 31, 2015 Nonmarketable equity investments: Cost method: Federal bank stock $ 6,407 4,814 Private equity 1,465 1,626 Auction rate securities 525 595 Total cost method 8,397 7,035 Equity method: LIHTC (1) 9,714 8,314 Private equity 3,635 3,300 Tax-advantaged renewable energy 2,054 1,625 New market tax credit and other 305 408 Total equity method 15,708 13,647 Fair value (2) 3,275 3,065 Total nonmarketable equity investments 27,380 23,747 Corporate/bank-owned life insurance 19,325 19,199 Accounts receivable (3) 31,056 26,251 Interest receivable 5,339 5,065 Core deposit intangibles 1,620 2,539 Customer relationship and other amortized intangibles 1,089 614 Foreclosed assets: Residential real estate: Government insured/guaranteed (3) 197 446 Non-government insured/guaranteed 378 414 Non-residential real estate 403 565 Operating lease assets 10,089 3,782 Due from customers on acceptances 196 273 Other (4) 17,469 12,618 Total other assets $ 114,541 95,513 (1) Represents low income housing tax credit investments. (2) 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. (3) 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. For more information on the classification of certain government-guaranteed mortgage loans upon foreclosure, see Note 1 (Summary of Significant Accounting Policies). (4) Prior period has been revised to conform to the current period presentation of reporting derivative assets separate from other assets. See Note 1 (Summary of Significant Accounting Policies) 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) 2016 2015 2014 Net realized gains from nonmarketable equity investments $ 579 1,659 1,479 All other (508 ) (743 ) (741 ) Total $ 71 916 738

Securitizations and Variable 43

Securitizations and Variable Interest Entities (Tables)	12 Months Ended
	Dec. 31, 2016
Securitizations and Variable Interest Entities [Abstract]
Balance Sheet Transactions With VIEs	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, 2016 Cash $ — 168 — 168 Federal funds sold, securities purchased under resale agreements and other short-term investments — 74 — 74 Trading assets 2,034 130 201 2,365 Investment securities (1) 8,530 — 786 9,316 Loans 6,698 12,589 138 19,425 Mortgage servicing rights 13,386 — — 13,386 Derivative assets 91 1 — 92 Other assets 10,281 452 11 10,744 Total assets 41,020 13,414 1,136 55,570 Short-term borrowings — — 905 905 Derivative liabilities 59 33 (2) — 92 Accrued expenses and other liabilities 306 107 (2) 2 415 Long-term debt 3,598 3,694 (2) 136 7,428 Total liabilities 3,963 3,834 1,043 8,840 Noncontrolling interests — 138 — 138 Net assets $ 37,057 9,442 93 46,592 December 31, 2015 Cash $ — 157 — 157 Federal funds sold, securities purchased under resale agreements and other short-term investments — — — — Trading assets 1,050 — 203 1,253 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 Derivative assets 290 1 — 291 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 Derivative liabilities 133 47 (2) — 180 Accrued expenses and other liabilities 496 10 (2) 1 507 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 (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.
Unconsolidated VIEs	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, 2016 Residential mortgage loan securitizations: Conforming (2) $ 1,166,296 3,026 12,434 — (232 ) 15,228 Other/nonconforming 18,805 873 109 — (2 ) 980 Commercial mortgage securitizations 166,596 4,258 843 87 (35 ) 5,153 Collateralized debt obligations: Debt securities 1,472 — — — (25 ) (25 ) Loans (3) 1,545 1,507 — — — 1,507 Asset-based finance structures 9,152 6,522 — — — 6,522 Tax credit structures 29,713 10,669 — — (3,609 ) 7,060 Collateralized loan obligations 78 10 — — — 10 Investment funds 214 48 — — — 48 Other (4) 1,733 630 — (56 ) — 574 Total $ 1,395,604 27,543 13,386 31 (3,903 ) 37,057 Maximum exposure to loss Debt and equity interests (1) Servicing assets Derivatives Other commitments and guarantees Total exposure Residential mortgage loan securitizations: Conforming $ 3,026 12,434 — 979 16,439 Other/nonconforming 873 109 — 2 984 Commercial mortgage securitizations 4,258 843 94 9,566 14,761 Collateralized debt obligations: Debt securities — — — 25 25 Loans (3) 1,507 — — — 1,507 Asset-based finance structures 6,522 — — 72 6,594 Tax credit structures 10,669 — — 1,104 11,773 Collateralized loan obligations 10 — — — 10 Investment funds 48 — — — 48 Other (4) 630 — 93 — 723 Total $ 27,543 13,386 187 11,748 52,864 (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, 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 (1) Includes total equity interests of $10.3 billion and $8.9 billion at December 31, 2016 and 2015 , 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 $1.2 billion and $1.3 billion at December 31, 2016 and 2015 , respectively, for certain delinquent loans that are eligible for repurchase 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 predominantly in senior tranches from a diversified pool of U.S. asset securitizations, of which all are current and 100% and 70% were rated as investment grade by the primary rating agencies at December 31, 2016 and 2015 , respectively. 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 From Sales and Securitization Activity	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, 2016 2015 2014 (in millions) Mortgage loans Other financial assets Mortgage loans Other financial assets Mortgage loans Other financial assets Proceeds from securitizations and whole loan sales $ 252,723 347 202,335 531 164,331 — Fees from servicing rights retained 3,492 — 3,675 5 4,062 8 Cash flows from other interests held (1) 2,898 1 1,297 38 1,417 75 Repurchases of assets/loss reimbursements (2): Non-agency securitizations and whole loan transactions 26 — 14 — 6 — Agency securitizations (3) 133 — 300 — 316 — Servicing advances, net of repayments (218 ) — (764 ) — (170 ) — (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 2016 , we paid $11 million to third-party investors to settle repurchase liabilities on pools of loans, compared with $19 million and $78 million in 2015 and 2014 , respectively. (3) Represent loans repurchased from GNMA, FNMA, and FHLMC under representation and warranty provisions included in our loan sales contracts. Excludes $9.9 billion in delinquent insured/guaranteed loans that we service and have exercised our option to purchase out of GNMA pools in 2016 , compared with $11.3 billion and $13.8 billion in 2015 and 2014 , respectively. These loans are predominantly insured by the FHA or guaranteed by the VA.
Residential Mortgage Servicing Rights	Table 8.4 presents the key weighted-average assumptions we used to measure residential mortgage servicing rights at the date of securitization. Table 8.4: Residential Mortgage Servicing Rights Residential mortgage servicing rights 2016 2015 2014 Year ended December 31, Prepayment speed (1) 11.7 % 12.1 12.4 Discount rate 6.5 7.3 7.6 Cost to service ($ per loan) (2) $ 132 223 259 (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.
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 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, 2016 $ 12,959 28 1 249 552 Expected weighted-average life (in years) 6.3 3.9 8.3 3.1 5.1 Key economic assumptions: Prepayment speed assumption (3) 10.3 % 17.4 13.5 Decrease in fair value from: 10% adverse change $ 583 1 — 25% adverse change 1,385 2 — Discount rate assumption 6.8 % 13.3 10.7 5.2 2.7 Decrease in fair value from: 100 basis point increase $ 649 1 — 7 23 200 basis point increase 1,239 1 — 12 45 Cost to service assumption ($ per loan) 155 Decrease in fair value from: 10% adverse change 515 25% adverse change 1,282 Credit loss assumption 3.0 % 4.7 — Decrease in fair value from: 10% higher losses $ — — — 25% higher losses — — — 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 — (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.
Off-Balance Sheet Loans Sold Or Securitized	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 (including 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) 2016 2015 2016 2015 2016 2015 Commercial: Real estate mortgage $ 106,745 110,815 3,325 6,670 279 383 Total commercial 106,745 110,815 3,325 6,670 279 383 Consumer: Real estate 1-4 family first mortgage 1,160,191 1,235,662 16,453 20,904 1,011 814 Total consumer 1,160,191 1,235,662 16,453 20,904 1,011 814 Total off-balance sheet sold or securitized loans (2) $ 1,266,936 1,346,477 19,778 27,574 1,290 1,197 (1) Includes $1.7 billion and $5.0 billion of commercial foreclosed assets and $1.8 billion and $2.2 billion of consumer foreclosed assets at December 31, 2016 and 2015 , respectively. (2) At December 31, 2016 and 2015 , the table includes total loans of $1.2 trillion at both dates, delinquent loans of $9.8 billion and $12.1 billion , and foreclosed assets of $1.3 billion and $1.7 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 VIEs And Secured Borrowings	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, 2016 Secured borrowings: Municipal tender option bond securitizations $ 1,473 998 (907 ) — 91 Residential mortgage securitizations (1) 139 138 (136 ) — 2 Total secured borrowings 1,612 1,136 (1,043 ) — 93 Consolidated VIEs: Commercial and industrial loans and leases 8,821 8,623 (2,819 ) (14 ) 5,790 Nonconforming residential mortgage loan securitizations 3,349 2,974 (1,003 ) — 1,971 Commercial real estate loans 1,516 1,516 — — 1,516 Structured asset finance 23 13 (9 ) — 4 Investment funds 142 142 (2 ) (67 ) 73 Other 166 146 (1 ) (57 ) 88 Total consolidated VIEs 14,017 13,414 (3,834 ) (138 ) 9,442 Total secured borrowings and consolidated VIEs $ 15,629 14,550 (4,877 ) (138 ) 9,535 December 31, 2015 Secured borrowings: Municipal tender option bond securitizations $ 2,818 2,400 (1,800 ) — 600 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 (1) In fourth quarter 2016, we sold the servicing rights to our GNMA reverse mortgage securitizations. As a result, we derecognized $3.8 billion of residential mortgage loans and related secured borrowing liabilities.

Mortgage Banking Activities (Ta

Mortgage Banking Activities (Tables)	12 Months Ended
	Dec. 31, 2016
Mortgage Banking Activities [Abstract]
Analysis of Changes in Fair Value 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) 2016 2015 2014 Fair value, beginning of year $ 12,415 12,738 15,580 Servicing from securitizations or asset transfers (1) 2,204 1,556 1,196 Sales and other (2) (65 ) (9 ) (7 ) Net additions 2,139 1,547 1,189 Changes in fair value: Due to changes in valuation model inputs or assumptions: Mortgage interest rates (3) 543 247 (2,150 ) Servicing and foreclosure costs (4) 106 (83 ) (20 ) Discount rates (5) — — (55 ) Prepayment estimates and other (6) (84 ) 50 103 Net changes in valuation model inputs or assumptions 565 214 (2,122 ) Changes due to collection/realization of expected cash flows over time (2,160 ) (2,084 ) (1,909 ) Total changes in fair value (1,595 ) (1,870 ) (4,031 ) Fair value, end of year $ 12,959 12,415 12,738 (1) Includes impacts associated with exercising our right to repurchase delinquent loans from GNMA loan securitization pools. (2) 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. (3) 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). (4) Includes costs to service and unreimbursed foreclosure costs. (5) Reflects discount rate assumption change, excluding portion attributable to changes in mortgage interest rates. (6) 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.
Analysis of Changes in Amortized MSRs	Table 9.2 presents the changes in amortized MSRs. Table 9.2: Analysis of Changes in Amortized MSRs Year ended December 31, (in millions) 2016 2015 2014 Balance, beginning of year $ 1,308 1,242 1,229 Purchases 97 144 157 Servicing from securitizations or asset transfers 270 180 110 Amortization (269 ) (258 ) (254 ) Balance, end of year (1) $ 1,406 1,308 1,242 Fair value of amortized MSRs: Beginning of year $ 1,680 1,637 1,575 End of year 1,956 1,680 1,637 (1) Commercial amortized MSRs are evaluated for impairment purposes by the following risk strata: agency (GSEs) for multi-family properties and non-agency. There was no valuation allowance recorded for the periods presented on the commercial amortized MSRs.
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, 2016 Dec 31, 2015 Residential mortgage servicing: Serviced for others $ 1,205 1,300 Owned loans serviced 347 345 Subserviced for others 8 4 Total residential servicing 1,560 1,649 Commercial mortgage servicing: Serviced for others 479 478 Owned loans serviced 132 122 Subserviced for others 8 7 Total commercial servicing 619 607 Total managed servicing portfolio $ 2,179 2,256 Total serviced for others $ 1,684 1,778 Ratio of MSRs to related loans serviced for others 0.85 % 0.77
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) 2016 2015 2014 Servicing income, net: Servicing fees: Contractually specified servicing fees $ 3,778 4,037 4,285 Late charges 180 198 203 Ancillary fees 229 288 319 Unreimbursed direct servicing costs (1) (819 ) (625 ) (694 ) Net servicing fees 3,368 3,898 4,113 Changes in fair value of MSRs carried at fair value: Due to changes in valuation model inputs or assumptions (2) (A) 565 214 (2,122 ) Changes due to collection/realization of expected cash flows over time (2,160 ) (2,084 ) (1,909 ) Total changes in fair value of MSRs carried at fair value (1,595 ) (1,870 ) (4,031 ) Amortization (269 ) (258 ) (254 ) Net derivative gains from economic hedges (3) (B) 261 671 3,509 Total servicing income, net 1,765 2,441 3,337 Net gains on mortgage loan origination/sales activities 4,331 4,060 3,044 Total mortgage banking noninterest income $ 6,096 6,501 6,381 Market-related valuation changes to MSRs, net of hedge results (2)(3) (A)+(B) $ 826 885 1,387 (1) Includes costs associated with foreclosures, unreimbursed interest advances to investors, and other interest costs. (2) Refer to the changes in fair value of MSRs table in this Note for more detail. (3) 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.
Analysis of Changes in 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 adjustments to the repurchase liability are recorded in net gains on mortgage 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. 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 $195 million at December 31, 2016 , 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. Table 9.5: Analysis of Changes in Liability for Mortgage Loan Repurchase Losses Year ended December 31, (in millions) 2016 2015 2014 Balance, beginning of year $ 378 615 899 Provision for repurchase losses: Loan sales 36 43 44 Change in estimate (1) (139 ) (202 ) (184 ) Net reductions (103 ) (159 ) (140 ) Losses (46 ) (78 ) (144 ) Balance, end of year $ 229 378 615 (1) Results from changes in investor demand and mortgage insurer practices, credit deterioration and changes in the financial stability of correspondent lenders.

Intangible Assets (Tables)

Intangible Assets (Tables)	12 Months Ended
	Dec. 31, 2016
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, 2016 December 31, 2015 (in millions) Gross carrying value Accumulated amortization Net carrying value Gross carrying value Accumulated amortization Net carrying value Amortized intangible assets (1): MSRs (2) $ 3,595 (2,189 ) 1,406 3,228 (1,920 ) 1,308 Core deposit intangibles 12,834 (11,214 ) 1,620 12,834 (10,295 ) 2,539 Customer relationship and other intangibles 3,928 (2,839 ) 1,089 3,163 (2,549 ) 614 Total amortized intangible assets $ 20,357 (16,242 ) 4,115 19,225 (14,764 ) 4,461 Unamortized intangible assets: MSRs (carried at fair value) (2) $ 12,959 12,415 Goodwill 26,693 25,529 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, 2016 . 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 (1) Total Year ended December 31, 2016 (actual) $ 269 919 290 1,478 Estimate for year ended December 31, 2017 $ 252 851 305 1,408 2018 210 769 297 1,276 2019 186 — 105 291 2020 170 — 87 257 2021 146 — 74 220 (1) The year ended December 31, 2016 includes $18 million for lease intangible amortization.
Allocation of Goodwill to Operating Segments	Table 10.3 shows the allocation of goodwill to our reportable operating segments. Table 10.3: Goodwill (in millions) Community Banking Wholesale Banking Wealth and Investment Management Consolidated Company 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 Reduction in goodwill related to divested businesses and other — (88 ) (2 ) (90 ) Goodwill from business combinations — 1,198 56 1,254 December 31, 2016 $ 16,849 8,585 1,259 26,693 We assess goodwill for impairment at a reporting unit level, which is one level below the operating segments. Our goodwill was not impaired at December 31, 2016 and 2015. The fair values exceeded the carrying amount of our respective reporting units by approximately 17% to 425% at December 31, 2016. See Note 24 (Operating Segments) for further information on management reporting.

Deposits (Tables)

Deposits (Tables)	12 Months Ended
	Dec. 31, 2016
Deposits [Abstract]
Time Certificates of Deposit	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) 2016 2015 Total domestic and foreign $ 107.9 98.5 Domestic: $100,000 or more 46.7 48.9 $250,000 or more 42.0 43.0 Foreign: $100,000 or more 11.6 9.5 $250,000 or more 11.6 9.5
Contractual Maturities of CDs and Other Time Deposits	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, 2016 2017 $ 85,427 2018 9,584 2019 3,742 2020 2,504 2021 2,149 Thereafter 4,485 Total $ 107,891
Contractual Maturities of Domestic Time Deposits	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) 2016 Three months or less $ 15,000 After three months through six months 15,863 After six months through twelve months 12,218 After twelve months 3,573 Total $ 46,654

Short-term Borrowings (Tables)

Short-term Borrowings (Tables)	12 Months Ended
	Dec. 31, 2016
Short-term Debt [Abstract]
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 2016 2015 2014 (in millions) Amount Rate Amount Rate Amount Rate As of December 31, Federal funds purchased and securities sold under agreements to repurchase $ 78,124 0.17 % $ 82,948 0.21 % $ 51,052 0.07 % Commercial paper 120 0.93 334 0.81 2,456 0.34 Other short-term borrowings (1) 18,537 0.28 14,246 (0.10 ) 10,010 0.07 Total $ 96,781 0.19 $ 97,528 0.17 $ 63,518 0.08 Year ended December 31, Average daily balance Federal funds purchased and securities sold under agreements to repurchase $ 99,955 0.33 $ 75,021 0.09 $ 44,680 0.08 Commercial paper 256 0.86 1,583 0.36 4,751 0.17 Other short-term borrowings (1) 14,976 0.02 10,861 (0.08 ) 10,680 0.18 Total $ 115,187 0.29 $ 87,465 0.07 $ 60,111 0.10 Maximum month-end balance Federal funds purchased and securities sold under agreements to repurchase (2) $ 109,645 N/A $ 89,800 N/A $ 51,052 N/A Commercial paper (3) 519 N/A 3,552 N/A 6,070 N/A Other short-term borrowings (4) 18,537 N/A 14,246 N/A 12,209 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 2016 , October 2015 and December 2014 . (3) Highest month-end balance in each of the last three years was March 2016 , March 2015 and March 2014 . (4) Highest month-end balance in each of the last three years was December 2016 , December 2015 and June 2014 .

Long-term Debt (Tables)

Long-term Debt (Tables)	12 Months Ended
	Dec. 31, 2016
Long-term Debt, Current and Noncurrent [Abstract]
Long-Term Debt	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, 2016 . 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, 2016 2015 (in millions) Maturity date(s) Stated interest rate(s) Wells Fargo & Company (Parent only) Senior Fixed-rate notes 2017-2045 0.375-6.75% $ 79,767 68,604 Floating-rate notes 2017-2048 0.108-3.075% 19,011 15,942 Structured notes (1) 2017-2056 0.00-5.0% 6,858 5,672 Total senior debt - Parent 105,636 90,218 Subordinated Fixed-rate notes (2) 2018-2046 3.45-7.574% 26,794 25,119 Floating-rate notes — 639 Total subordinated debt - Parent 26,794 25,758 Junior subordinated Fixed-rate notes - hybrid trust securities 2029-2036 5.95-7.95% 1,362 1,398 Floating-rate notes 2027 1.38-1.88% 290 280 Total junior subordinated debt - Parent (3) 1,652 1,678 Total long-term debt - Parent (2) 134,082 117,654 Wells Fargo Bank, N.A. and other bank entities (Bank) Senior Fixed-rate notes 2018-2019 1.65-2.15% 7,758 — Floating-rate notes 2017-2053 0.626-1.622% 7,168 6,694 Floating-rate extendible notes (4) 2017 1.133-1.187% 68 6,315 Fixed-rate advances - Federal Home Loan Bank (FHLB) (5) 2017-2031 3.83-7.50% 79 102 Floating-rate advances - FHLB (5) 2017-2021 0.62-1.325% 77,075 37,000 Structured notes (1) 2017-2025 1.5-8.5% 1,238 1 Capital leases (Note 7) 2017-2025 7.045-17.775% 7 8 Total senior debt - Bank 93,393 50,120 Subordinated Fixed-rate notes 2017-2038 5.25-7.74% 6,500 7,927 Floating-rate notes 2017 1.273-2.135% 167 989 Total subordinated debt - Bank 6,667 8,916 Junior subordinated Floating-rate notes 2027 1.476-1.53% 332 322 Total junior subordinated debt - Bank (3) 332 322 Long-term debt issued by VIE - Fixed rate (6) 2020-2047 0.00-7.00% 371 456 Long-term debt issued by VIE - Floating rate (6) 2017-2047 0.77-17.781% 3,323 845 Mortgage notes and other debt (7) 2017-2051 0.201-9.2% 12,333 16,365 Total long-term debt - Bank 116,419 77,024 (continued on following page) (continued from previous page) December 31, 2016 2015 (in millions) Maturity date(s) Stated interest rate(s) Other consolidated subsidiaries Senior Fixed-rate notes 2017-2023 2.774-3.46% 4,346 4,628 Structured notes (1) 2021 0.00-1.16% 1 1 Total senior debt - Other consolidated subsidiaries 4,347 4,629 Junior subordinated Floating-rate notes 2027 1.387% 155 155 Total junior subordinated debt - Other consolidated subsidiaries (3) 155 155 Mortgage notes and other (7) 2017-2018 2.0-3.94% 74 74 Total long-term debt - Other consolidated subsidiaries 4,576 4,858 Total long-term debt $ 255,077 199,536 (1) Primarily 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 $135 million and $137 million in 2016 and 2015, respectively, to effect a modification of Wells Fargo Bank, NA notes. These subordinated notes are carried at their par amount on the balance sheet of the Parent presented in Note 25 (Parent-Only Financial Statements). In addition, in 2016, due to the prospective adoption of ASU 2015-03, Parent long-term debt also includes $2 million of debt issuance costs and $299 million of affiliate related issuance costs, see Note 1 (Summary of Significant Accounting Policies). (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, 2016 and 2015, FHLB advances were secured by residential loan collateral. (6) For additional information on VIEs, see Note 8 (Securitizations and Variable Interest Entities). (7) Primarily related to securitizations and secured borrowings, see Note 8 (Securitizations and Variable Interest Entities).
Maturity of Long-Term Debt	The aggregate carrying value of long-term debt that matures (based on contractual payment dates) as of December 31, 2016 , in each of the following five years and thereafter is presented in Table 13.2 . Table 13.2: Maturity of Long-Term Debt December 31, 2016 (in millions) 2017 2018 2019 2020 2021 Thereafter Total Wells Fargo & Company (Parent Only) Senior notes $ 13,102 7,992 6,417 13,016 17,565 47,544 105,636 Subordinated notes — 552 — — — 26,242 26,794 Junior subordinated notes — — — — — 1,652 1,652 Total long-term debt - Parent $ 13,102 8,544 6,417 13,016 17,565 75,438 134,082 Wells Fargo Bank, N.A. and other bank entities (Bank) Senior notes $ 9,653 30,446 31,895 11,010 10,223 166 93,393 Subordinated notes 1,321 — — — — 5,346 6,667 Junior subordinated notes — — — — — 332 332 Securitizations and other bank debt 4,353 1,588 472 505 137 8,972 16,027 Total long-term debt - Bank $ 15,327 32,034 32,367 11,515 10,360 14,816 116,419 Other consolidated subsidiaries Senior notes $ 1,115 756 1,126 — 964 386 4,347 Junior subordinated notes — — — — — 155 155 Securitizations and other bank debt 1 73 — — — — 74 Total long-term debt - Other consolidated subsidiaries $ 1,116 829 1,126 — 964 541 4,576 Total long-term debt $ 29,545 41,407 39,910 24,531 28,889 90,795 255,077

Guarantees, Pledged Assets an49

Guarantees, Pledged Assets and Collateral (Tables)	12 Months Ended
	Dec. 31, 2016
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 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 December 31, 2016 Standby letters of credit (1) $ 38 16,050 8,727 3,194 658 28,629 9,898 Securities lending and other indemnifications — — — 1 1,166 1,167 2 Written put options (2) 37 10,427 10,805 4,573 1,216 27,021 15,915 Loans and MHFS sold with recourse 55 84 637 947 8,592 10,260 7,228 Factoring guarantees — 1,109 — — — 1,109 1,109 Other guarantees 6 19 21 17 3,580 3,637 15 Total guarantees $ 136 27,689 20,190 8,732 15,212 71,823 34,167 December 31, 2015 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) 290 9,450 7,401 5,742 1,487 24,080 13,868 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 $ 418 27,582 17,759 10,565 12,886 68,792 29,364 (1) Total maximum exposure to loss includes direct pay letters of credit (DPLCs) of $9.2 billion and $11.8 billion at December 31, 2016 and 2015 , 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). Amounts for December 31, 2015 have been revised to include previously omitted contracts.
Significant Components of Assets Pledged	Table 14.2 provides the total carrying amount of pledged assets by asset type and pledged off-balance sheet securities for securities financings. The table excludes pledged consolidated VIE assets of $13.4 billion and $5.6 billion at December 31, 2016 and 2015 , respectively, which can only be used to settle the liabilities of those entities. The table also excludes $1.1 billion and $7.3 billion in assets pledged in transactions with VIE’s accounted for as secured borrowings at December 31, 2016 and 2015 , 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) 2016 2015 Trading assets and other (1) $ 84,603 73,396 Investment securities (2) 90,946 113,912 Mortgages held for sale and loans (3) 516,112 453,058 Total pledged assets $ 691,661 640,366 (1) Consists of trading assets of $33.2 billion and $38.7 billion at December 31, 2016 , and 2015 , respectively and off-balance sheet securities of $51.4 billion and $34.7 billion as of the same dates, respectively, that are pledged as collateral for repurchase agreements and other securities financings. Total trading assets and other includes $84.2 billion and $73.0 billion at December 31, 2016 and 2015 , respectively, that permit the secured parties to sell or repledge the collateral. (2) Includes carrying value of $6.2 billion and $6.5 billion (fair value of $6.2 billion and $6.5 billion ) in collateral for repurchase agreements at December 31, 2016 and 2015 , respectively, which are pledged under agreements that do not permit the secured parties to sell or repledge the collateral. Also includes $617 million and $13.0 billion in collateral pledged under repurchase agreements at December 31, 2016 and 2015 , respectively, that permit the secured parties to sell or repledge the collateral. 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 $ 15.8 billion and $8.7 billion at December 31, 2016 and 2015 , respectively. Substantially all of the total mortgages held for sale and loans are pledged under agreements that do not permit the secured parties to sell or repledge the collateral. Amounts exclude $1.2 billion and $1.3 billion at December 31, 2016 and 2015 , respectively, of pledged loans recorded on our balance sheet representing certain delinquent loans that are eligible for repurchase 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) 2016 2015 Assets: Resale and securities borrowing agreements Gross amounts recognized $ 91,123 74,935 Gross amounts offset in consolidated balance sheet (1) (11,680 ) (9,158 ) Net amounts in consolidated balance sheet (2) 79,443 65,777 Collateral not recognized in consolidated balance sheet (3) (78,837 ) (65,035 ) Net amount (4) $ 606 742 Liabilities: Repurchase and securities lending agreements Gross amounts recognized (5) $ 89,111 91,278 Gross amounts offset in consolidated balance sheet (1) (11,680 ) (9,158 ) Net amounts in consolidated balance sheet (6) 77,431 82,120 Collateral pledged but not netted in consolidated balance sheet (7) (77,184 ) (81,772 ) Net amount (8) $ 247 348 (1) Represents recognized amount of resale and repurchase agreements with counterparties subject to enforceable MRAs that have been offset in the consolidated balance sheet. (2) At December 31, 2016 and 2015 , includes $58.1 billion and $45.7 billion , respectively, classified on our consolidated balance sheet in federal funds sold, securities purchased under resale agreements and other short-term investments and $21.3 billion and $20.1 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, 2016 and 2015 , we have received total collateral with a fair value of $102.3 billion and $84.9 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 $50.0 billion at December 31, 2016 and $33.4 billion (revised to correct amount previously reported) at December 31, 2015 . (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, 2016 and 2015 , we have pledged total collateral with a fair value of $91.4 billion and $92.9 billion , respectively, of which the counterparty does not have the right to sell or repledge $6.6 billion as of December 31, 2016 and $6.9 billion as of December 31, 2015 , respectively. (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 (in millions) Dec 31, 2016 Dec 31, 2015 Repurchase agreements: Securities of U.S. Treasury and federal agencies $ 34,335 32,254 Securities of U.S. States and political subdivisions 81 7 Federal agency mortgage-backed securities 32,669 37,033 Non-agency mortgage-backed securities 2,167 1,680 Corporate debt securities 6,829 4,674 Asset-backed securities 3,010 2,275 Equity securities 1,309 2,457 Other 1,704 1,162 Total repurchases 82,104 81,542 Securities lending: Securities of U.S. Treasury and federal agencies 152 61 Federal agency mortgage-backed securities 104 76 Non-agency mortgage-backed securities 1 — Corporate debt securities 653 899 Equity securities (1) 6,097 8,700 Total securities lending 7,007 9,736 Total repurchases and securities lending $ 89,111 $ 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 (in millions) Overnight/continuous Up to 30 days 30-90 days >90 days Total gross obligation December 31, 2016 Repurchase agreements $ 60,516 9,598 6,762 5,228 82,104 Securities lending 5,565 167 1,275 — 7,007 Total repurchases and securities lending (1) $ 66,081 9,765 8,037 5,228 89,111 December 31, 2015 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) Securities lending is executed under agreements that allow either party to terminate the transaction without notice, while repurchase agreements have a term structure to them that technically matures at a point in time. The overnight/continuous repurchase agreements require election of both parties to roll the trade rather than the election to terminate the arrangement as in securities lending.

Derivatives (Tables)

Derivatives (Tables)	12 Months Ended
	Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Notional or Contractual Amounts and Fair Values of 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. Table 16.1: Notional or Contractual Amounts and Fair Values of Derivatives December 31, 2016 December 31, 2015 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) $ 235,222 6,587 2,710 191,684 7,477 2,253 Foreign exchange contracts (1) 25,861 673 2,779 25,115 378 2,494 Total derivatives designated as qualifying hedging instruments 7,260 5,489 7,855 4,747 Derivatives not designated as hedging instruments Economic hedges: Interest rate contracts (2) 228,051 1,098 1,441 211,375 195 315 Equity contracts 7,964 545 83 7,427 531 47 Foreign exchange contracts 20,435 626 165 16,407 321 100 Credit contracts - protection purchased 482 102 — — — — Subtotal 2,371 1,689 1,047 462 Customer accommodation trading and other derivatives: Interest rate contracts 6,018,370 57,583 61,058 4,685,898 55,053 55,409 Commodity contracts 65,532 3,057 2,551 47,571 4,659 5,519 Equity contracts 151,675 4,813 6,029 139,956 7,068 4,761 Foreign exchange contracts 318,999 9,595 9,798 295,962 8,248 8,339 Credit contracts - protection sold 10,483 85 389 10,544 83 541 Credit contracts - protection purchased 19,964 365 138 18,018 567 88 Other contracts 961 — 47 1,041 — 58 Subtotal 75,498 80,010 75,678 74,715 Total derivatives not designated as hedging instruments 77,869 81,699 76,725 75,177 Total derivatives before netting 85,129 87,188 84,580 79,924 Netting (3) (70,631 ) (72,696 ) (66,924 ) (66,004 ) Total $ 14,498 14,492 17,656 13,920 (1) Notional amounts presented exclude $1.9 billion of interest rate contracts at both December 31, 2016 and 2015 , 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, 2016 and 2015 , excludes $9.6 billion and $7.8 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.
Gross Fair Values 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 and 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 includes $74.4 billion and $78.4 billion of gross derivative assets and liabilities, respectively, at December 31, 2016 , and $69.9 billion and $74.0 billion , respectively, at December 31, 2015 , 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 $10.7 billion and $8.7 billion , respectively, at December 31, 2016 and $14.6 billion and $5.9 billion , respectively, at December 31, 2015 , 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 netting 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. We do not net non-cash collateral that we receive and pledge on the balance sheet. 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 Values of Derivative Assets and Liabilities (in millions) Gross amounts recognized Gross amounts offset in consolidated balance sheet (1) Net amounts in consolidated balance sheet Gross amounts not offset in consolidated balance sheet (Disclosure-only netting) (2) Net amounts Percent exchanged in over-the-counter market (3) December 31, 2016 Derivative assets Interest rate contracts $ 65,268 (59,880 ) 5,388 (987 ) 4,401 34 % Commodity contracts 3,057 (707 ) 2,350 (30 ) 2,320 74 Equity contracts 5,358 (3,018 ) 2,340 (365 ) 1,975 75 Foreign exchange contracts 10,894 (6,663 ) 4,231 (362 ) 3,869 97 Credit contracts-protection sold 85 (48 ) 37 — 37 61 Credit contracts-protection purchased 467 (315 ) 152 (1 ) 151 98 Total derivative assets $ 85,129 (70,631 ) 14,498 (1,745 ) 12,753 Derivative liabilities Interest rate contracts $ 65,209 (58,956 ) 6,253 (3,129 ) 3,124 30 % Commodity contracts 2,551 (402 ) 2,149 (37 ) 2,112 38 Equity contracts 6,112 (2,433 ) 3,679 (331 ) 3,348 85 Foreign exchange contracts 12,742 (10,572 ) 2,170 (251 ) 1,919 100 Credit contracts-protection sold 389 (295 ) 94 (44 ) 50 98 Credit contracts-protection purchased 138 (38 ) 100 (2 ) 98 50 Other contracts 47 — 47 — 47 100 Total derivative liabilities $ 87,188 (72,696 ) 14,492 (3,794 ) 10,698 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 (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 $348 million and $375 million related to derivative assets and $114 million and $81 million related to derivative liabilities as of December 31, 2016 and 2015 , respectively. Cash collateral totaled $4.8 billion and $7.1 billion , netted against derivative assets and liabilities, respectively, at December 31, 2016 , and $5.3 billion and $4.7 billion , respectively, at December 31, 2015 . (2) 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. (3) 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.
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, 2016 Net interest income (expense) recognized on derivatives (1) $ (582 ) (6 ) 1,892 9 31 1,344 Gains (losses) recorded in noninterest income Recognized on derivatives (418 ) (11 ) (1,746 ) 265 (539 ) (2,449 ) Recognized on hedged item 443 7 1,707 (271 ) 557 2,443 Net recognized on fair value hedges (ineffective portion) $ 25 (4 ) (39 ) (6 ) 18 (6 ) Year ended December 31, 2015 Net interest income (expense) recognized on derivatives (1) $ (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) $ (11 ) (13 ) 76 6 20 78 Year ended December 31, 2014 Net interest income (expense) recognized on derivatives (1) $ (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) $ (32 ) (17 ) 480 3 72 506 (1) Includes $(13) million , $(7) million and $(1) million for years ended December 31, 2016 , 2015 , and 2014 , respectively, of the time value component recognized as net interest income (expense) on forward derivatives hedging foreign currency that were excluded from the assessment of hedge effectiveness.
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) 2016 2015 2014 Unrealized gains (losses) (pre tax) recognized in OCI $ 177 1,549 952 Realized gains (losses) (pre tax) reclassified from cumulative OCI into net income (1) 1,029 1,089 545 Gains (losses) (pre tax) recognized in noninterest income for hedge ineffectiveness (2) (1 ) 1 2 (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	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) 2016 2015 2014 Net gains (losses) recognized on economic hedge derivatives: Interest rate contracts Recognized in noninterest income: Mortgage banking (1) $ 1,029 723 1,759 Other (2) (51 ) (42 ) (230 ) Equity contracts (3) 114 (393 ) (469 ) Foreign exchange contracts (2) 954 496 758 Credit contracts (2) 21 — (1 ) Subtotal (4) 2,067 784 1,817 Net gains (losses) recognized on customer accommodation trading and other derivatives: Interest rate contracts Recognized in noninterest income: Mortgage banking (5) 818 941 1,350 Other (6) 255 265 (855 ) Commodity contracts (6) 216 88 77 Equity contracts (6) (1,643 ) 563 (719 ) Foreign exchange contracts (6) 1,077 812 593 Credit contracts (6) (105 ) 44 7 Other (6) 11 (15 ) (39 ) Subtotal 629 2,698 414 Net gains recognized related to derivatives not designated as hedging instruments $ 2,696 3,482 2,231 (1) Reflected in 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) Included in other noninterest income. (3) Included in net gains (losses) from equity investments and other noninterest income. (4) Includes hedging losses of $(8) million , $(24) million , and $(175) million for the years ended December 31, 2016 , 2015 , and 2014 , respectively, which partially offset hedge accounting ineffectiveness. (5) Reflected in mortgage banking noninterest income including gains (losses) on interest rate lock commitments and net gains from trading activities in noninterest income. (6) Included in net gains from trading activities in noninterest income.
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, 2016 Credit default swaps on: Corporate bonds $ 22 4,324 1,704 3,060 1,264 1,804 2017 - 2026 Structured products 193 405 333 295 110 79 2020 - 2047 Credit protection on: Default swap index — 1,515 257 139 1,376 3,668 2017 - 2021 Commercial mortgage-backed securities index 156 627 — 584 43 71 2047 - 2058 Asset-backed securities index 17 45 — 40 5 187 2045 - 2046 Other 1 3,567 3,568 — 3,567 10,519 2017 - 2047 Total credit derivatives $ 389 10,483 5,862 4,118 6,365 16,328 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

Fair Values of Assets and Lia51

Fair Values of Assets and Liabilities (Tables)	12 Months Ended
	Dec. 31, 2016
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 by 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, 2016 Trading assets $ — — — 899 60 — Available-for-sale securities: Securities of U.S. Treasury and federal agencies — — — 22,870 2,949 — Securities of U.S. states and political subdivisions — — — — 49,837 208 Mortgage-backed securities — 171 — — 176,923 92 Other debt securities (1) — 450 968 — 49,162 54 Total debt securities — 621 968 22,870 278,871 354 Total marketable equity securities — — — — 358 — Total available-for-sale securities — 621 968 22,870 279,229 354 Derivative assets — — — 22 — — Derivative liabilities — — — (109 ) (1 ) — Other liabilities (2) — — — — — — December 31, 2015 Trading assets (3) $ — — — 700 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 Derivative assets — — — — 224 — Derivative liabilities — — — — (221 ) — Other liabilities (2) — — — — (1 ) — (1) Includes corporate debt securities, collateralized loan and other debt obligations, asset-backed securities, and other debt securities. (2) Includes short sale liabilities and other liabilities. (3) The Level 1 third-party pricing services balance for trading assets has been revised to correct the amount previously reported.
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, 2016 Trading assets Securities of U.S. Treasury and federal agencies $ 14,950 2,710 — — 17,660 Securities of U.S. states and political subdivisions — 2,910 3 — 2,913 Collateralized loan obligations — 501 309 — 810 Corporate debt securities — 9,481 34 — 9,515 Mortgage-backed securities — 20,254 — — 20,254 Asset-backed securities — 1,128 — — 1,128 Equity securities 20,462 290 — — 20,752 Total trading securities (1) 35,412 37,274 346 — 73,032 Other trading assets — 1,337 28 — 1,365 Total trading assets 35,412 38,611 374 — 74,397 Securities of U.S. Treasury and federal agencies 22,870 2,949 — — 25,819 Securities of U.S. states and political subdivisions — 49,961 1,140 (2) — 51,101 Mortgage-backed securities: Federal agencies — 161,230 — — 161,230 Residential — 7,815 1 — 7,816 Commercial — 8,411 91 — 8,502 Total mortgage-backed securities — 177,456 92 — 177,548 Corporate debt securities 58 10,967 432 — 11,457 Collateralized loan and other debt obligations (3) — 34,141 879 (2) — 35,020 Asset-backed securities: Automobile loans and leases — 9 — — 9 Home equity loans — 327 — — 327 Other asset-backed securities — 4,909 962 (2) — 5,871 Total asset-backed securities — 5,245 962 — 6,207 Other debt securities — 1 — — 1 Total debt securities 22,928 280,720 3,505 — 307,153 Marketable equity securities: Perpetual preferred securities 112 357 — — 469 Other marketable equity securities 741 1 — — 742 Total marketable equity securities 853 358 — — 1,211 Total available-for-sale securities 23,781 281,078 3,505 — 308,364 Mortgages held for sale — 21,057 985 — 22,042 Loans — — 758 — 758 Mortgage servicing rights (residential) — — 12,959 — 12,959 Derivative assets: Interest rate contracts 44 64,986 238 — 65,268 Commodity contracts — 3,020 37 — 3,057 Equity contracts 1,314 2,997 1,047 — 5,358 Foreign exchange contracts 22 10,843 29 — 10,894 Credit contracts — 280 272 — 552 Netting — — — (70,631 ) (4) (70,631 ) Total derivative assets 1,380 82,126 1,623 (70,631 ) 14,498 Other assets – excluding nonmarketable equity investments at NAV — 16 3,259 — 3,275 Total assets included in the fair value hierarchy $ 60,573 422,888 23,463 (70,631 ) 436,293 Other assets – nonmarketable equity investments at NAV (5) — Total assets recorded at fair value 436,293 Derivative liabilities: Interest rate contracts $ (45 ) (65,047 ) (117 ) — (65,209 ) Commodity contracts — (2,537 ) (14 ) — (2,551 ) Equity contracts (919 ) (3,879 ) (1,314 ) — (6,112 ) Foreign exchange contracts (109 ) (12,616 ) (17 ) — (12,742 ) Credit contracts — (332 ) (195 ) — (527 ) Other derivative contracts — — (47 ) — (47 ) Netting — — — 72,696 (4) 72,696 Total derivative liabilities (1,073 ) (84,411 ) (1,704 ) 72,696 (14,492 ) Short sale liabilities: Securities of U.S. Treasury and federal agencies (9,722 ) (701 ) — — (10,423 ) Corporate debt securities — (4,063 ) — — (4,063 ) Equity securities (1,795 ) — — — (1,795 ) Other securities — (98 ) — — (98 ) Total short sale liabilities (11,517 ) (4,862 ) — — (16,379 ) Other liabilities — — (4 ) — (4 ) Total liabilities recorded at fair value $ (12,590 ) (89,273 ) (1,708 ) 72,696 (30,875 ) (1) Net gains from trading activities recognized in the income statement for the year ended December 31, 2016 , include $820 million in net unrealized gains on trading securities held at December 31, 2016 . (2) 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. (3) Includes collateralized debt obligations of $847 million . (4) Represents balance sheet netting of derivative asset and liability balances and related cash collateral. See Note 16 (Derivatives) for additional information. (5) Consists of certain nonmarketable equity investments that are measured at fair value using NAV per share (or its equivalent) as a practical expedient and are excluded from the fair value hierarchy. (continued on following page) (continued from previous page) (in millions) Level 1 Level 2 Level 3 Netting Total December 31, 2015 Trading assets 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 obligations — 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 (1) 28,367 35,116 407 — 63,890 Other trading assets — 891 34 — 925 Total trading assets 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 (2) — 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 (3) — 30,402 565 (2) — 30,967 Asset-backed securities: Automobile loans and leases — 15 — (2) — 15 Home equity loans — 414 — — 414 Other asset-backed securities — 4,290 1,182 (2) — 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 — (2) — 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 — — 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 ) (4) (66,924 ) Total derivative assets 3,790 79,194 1,596 (66,924 ) 17,656 Other assets – excluding nonmarketable equity investments at NAV — — 3,065 — 3,065 Total assets included in the fair value hierarchy $ 66,232 357,215 27,641 (66,924 ) 384,164 Other assets – nonmarketable equity investments at NAV (5) 23 Total assets recorded at fair value 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 (4) 66,004 Total derivative liabilities (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 ) 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 — — (30 ) — (30 ) Total liabilities recorded at fair value $ (11,095 ) (83,031 ) (1,498 ) 66,004 (29,620 ) (1) 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 . (2) 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. (3) Includes collateralized debt obligations of $257 million . (4) Represents balance sheet netting of derivative asset and liability balances and related cash collateral. See Note 16 (Derivatives) for additional information. (5) Consists of certain nonmarketable equity investments that are measured at fair value using NAV per share (or its equivalent) as a practical expedient and are excluded from the fair value hierarchy.
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, 2016 Trading assets $ 55 (48 ) 61 (56 ) 1 (13 ) — Available-for-sale securities — — 481 (80 ) 80 (481 ) — Mortgages held for sale — — 17 (98 ) 98 (17 ) — Loans — — — — — — — Net derivative assets and liabilities (3) — — (51 ) (41 ) 41 51 — Short sale liabilities (1 ) 1 (1 ) 1 — — — Total transfers $ 54 (47 ) 507 (274 ) 220 (460 ) — Year ended December 31, 2015 Trading assets $ 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 $ — (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 (3) — — (134 ) 20 (20 ) 134 — Short sale liabilities — — — — — — — Total transfers $ — (19 ) 584 (869 ) 869 (565 ) — (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 transfers of net derivative assets and net derivative liabilities between levels due to changes in observable market data.
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, 2016 , are presented in Table 17.4 . Table 17.4: Changes in Level 3 Fair Value Assets and Liabilities on a Recurring Basis – 2016 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, 2016 Trading assets: Securities of U.S. states and political subdivisions $ 8 — — (5 ) — — 3 — Collateralized loan obligations 343 (38 ) — 15 — (11 ) 309 (42 ) Corporate debt securities 56 (7 ) — (13 ) — (2 ) 34 — Mortgage-backed securities — — — — — — — — Asset-backed securities — — — — — — — — Equity securities — — — (1 ) 1 — — — Total trading securities 407 (45 ) — (4 ) 1 (13 ) 346 (42 ) Other trading assets 34 (6 ) — — — — 28 1 Total trading assets 441 (51 ) — (4 ) 1 (13 ) 374 (41 ) (3) Available-for-sale securities: Securities of U.S. states and political subdivisions 1,500 6 (25 ) 60 80 (481 ) 1,140 — Mortgage-backed securities: Residential 1 — — — — — 1 — Commercial 73 — 1 17 — — 91 (1 ) Total mortgage-backed securities 74 — 1 17 — — 92 (1 ) Corporate debt securities 405 21 35 (29 ) — — 432 (2 ) Collateralized loan and other debt obligations 565 50 (1 ) 265 — — 879 — Asset-backed securities: Automobile loans and leases — — — — — — — — Home equity loans — — — — — — — — Other asset-backed securities 1,182 2 (8 ) (214 ) — — 962 (4 ) Total asset-backed securities 1,182 2 (8 ) (214 ) — — 962 (4 ) Total debt securities 3,726 79 2 99 80 (481 ) 3,505 (7 ) (4) Marketable equity securities: Perpetual preferred securities — — — — — — — — Other marketable equity securities — — — — — — — — Total marketable equity securities — — — — — — — — (5) Total available-for-sale securities 3,726 79 2 99 80 (481 ) 3,505 (7 ) Mortgages held for sale 1,082 (19 ) — (159 ) 98 (17 ) 985 (24 ) (6) Loans 5,316 (59 ) — (4,499 ) — — 758 (24 ) (6) Mortgage servicing rights (residential) (7) 12,415 (1,595 ) — 2,139 — — 12,959 565 (6) Net derivative assets and liabilities: Interest rate contracts 288 843 — (1,003 ) — (7 ) 121 170 Commodity contracts 12 10 — (2 ) 4 (1 ) 23 11 Equity contracts (111 ) (80 ) — (156 ) 21 59 (267 ) (176 ) Foreign exchange contracts — (3 ) — (1 ) 16 — 12 (4 ) Credit contracts (3 ) 31 — 49 — — 77 26 Other derivative contracts (58 ) 11 — — — — (47 ) 11 Total derivative contracts 128 812 — (1,113 ) 41 51 (81 ) 38 (8) Other assets 3,065 (30 ) — 224 — — 3,259 (30 ) (5) Short sale liabilities — — — — — — — — (3) Other liabilities (30 ) 1 — 25 — — (4 ) — (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 presented in Table 17.8 . Table 17.8: 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: Securities of U.S. states and political subdivisions $ 39 1 — (2 ) — (31 ) 7 — Collateralized loan 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 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: Automobile 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 1,386 518 — 608 — — 2,512 — (5) Short sale liabilities — 1 — (7 ) — — (6 ) 1 (3) Other liabilities (39 ) (10 ) — 21 — — (28 ) (1 ) (6) (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) 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, 2015 , are presented in Table 17.6 . Table 17.6: 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: Securities of U.S. states and political subdivisions $ 7 — — 1 — — 8 — Collateralized loan 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 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: Automobile 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 2,512 456 — 97 — — 3,065 457 (5) Short sale liabilities (6 ) — — 6 — — — — (3) Other liabilities (28 ) (13 ) — 11 — — (30 ) — (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
Fair Value, Assets and Liabilities Measured on Recurring Basis, Level 3 Reconciliation Detail	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, 2016 . Table 17.5: Gross Purchases, Sales, Issuances and Settlements – Level 3 – 2016 (in millions) Purchases Sales Issuances Settlements Net Year ended December 31, 2016 Trading assets: Securities of U.S. states and political subdivisions $ 2 (2 ) — (5 ) (5 ) Collateralized loan obligations 372 (357 ) — — 15 Corporate debt securities 37 (50 ) — — (13 ) Mortgage-backed securities — — — — — Asset-backed securities — — — — — Equity securities — (1 ) — — (1 ) Total trading securities 411 (410 ) — (5 ) (4 ) Other trading assets — — — — — Total trading assets 411 (410 ) — (5 ) (4 ) Available-for-sale securities: Securities of U.S. states and political subdivisions 28 (24 ) 547 (491 ) 60 Mortgage-backed securities: Residential — — — — — Commercial 22 — — (5 ) 17 Total mortgage-backed securities 22 — — (5 ) 17 Corporate debt securities 36 (12 ) — (53 ) (29 ) Collateralized loan and other debt obligations 618 (54 ) — (299 ) 265 Asset-backed securities: Automobile loans and leases — — — — — Home equity loans — — — — — Other asset-backed securities 50 (28 ) 235 (471 ) (214 ) Total asset-backed securities 50 (28 ) 235 (471 ) (214 ) Total debt securities 754 (118 ) 782 (1,319 ) 99 Marketable equity securities: Perpetual preferred securities — — — — — Other marketable equity securities — — — — — Total marketable equity securities — — — — — Total available-for-sale securities 754 (118 ) 782 (1,319 ) 99 Mortgages held for sale 87 (618 ) 565 (193 ) (159 ) Loans 21 (3,791 ) 302 (1,031 ) (4,499 ) Mortgage servicing rights (residential) (1) — (66 ) 2,204 1 2,139 Net derivative assets and liabilities: Interest rate contracts — — — (1,003 ) (1,003 ) Commodity contracts — — — (2 ) (2 ) Equity contracts 29 (147 ) — (38 ) (156 ) Foreign exchange contracts — — — (1 ) (1 ) Credit contracts 7 (4 ) — 46 49 Other derivative contracts — — — — — Total derivative contracts 36 (151 ) — (998 ) (1,113 ) Other assets 225 — — (1 ) 224 Short sale liabilities — — — — — Other liabilities — — — 25 25 (1) For more information on the changes in mortgage servicing rights, see Note 9 (Mortgage Banking Activities). 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, 2015 . Table 17.7: Gross Purchases, Sales, Issuances and Settlements – Level 3 – 2015 (in millions) Purchases Sales Issuances Settlements Net Year ended December 31, 2015 Trading assets: Securities of U.S. states and political subdivisions $ 4 (2 ) — (1 ) 1 Collateralized loan 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 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: Automobile 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 — — — 97 Short sale liabilities 21 (15 ) — — 6 Other liabilities — — — 11 11 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, 2014 . Table 17.9: Gross Purchases, Sales, Issuances and Settlements – Level 3 – 2014 (in millions) Purchases Sales Issuances Settlements Net Year ended December 31, 2014 Trading assets: Securities of U.S. states and political subdivisions $ 10 (12 ) — — (2 ) Collateralized loan 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 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: Automobile 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 — — — 608 Short sale liabilities 20 (27 ) — — (7 ) Other liabilities — — — 21 21
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, 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 17.10: Valuation Techniques – Recurring Basis – 2016 ($ 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, 2016 Trading and available-for-sale securities: Securities of U.S. states and political subdivisions: Government, healthcare and other revenue bonds $ 906 Discounted cash flow Discount rate 1.1 - 5.6 % 2.0 Auction rate securities and other municipal bonds 29 Discounted cash flow Discount rate 3.7 - 4.9 4.5 Weighted average life 3.6 - 3.6 yrs 3.6 208 Vendor priced Collateralized loan and other debt obligations (2) 309 Market comparable pricing Comparability adjustment (15.5 ) - 20.3 % 2.9 879 Vendor priced Asset-backed securities: Diversified payment rights (3) 443 Discounted cash flow Discount rate 1.9 - 4.8 3.3 Other commercial and consumer 492 (4) Discounted cash flow Discount rate 3.0 - 4.6 3.9 Weighted average life 0.8 - 4.2 yrs 2.9 27 Vendor priced Mortgages held for sale (residential) 955 Discounted cash flow Default rate 0.5 - 7.9 % 1.9 Discount rate 1.1 - 6.9 5.1 Loss severity 0.1 - 42.5 26.9 Prepayment rate 6.3 - 17.1 10.0 30 Market comparable pricing Comparability adjustment (53.3 ) - 0.0 (37.8 ) Loans 758 (5) Discounted cash flow Discount rate 0.0 - 3.9 0.6 Prepayment rate 0.4 - 100.0 83.7 Utilization rate 0.0 - 0.8 0.1 Mortgage servicing rights (residential) 12,959 Discounted cash flow Cost to service per loan (6) $ 79 - 598 155 Discount rate 6.5 - 18.4 % 6.8 Prepayment rate (7) 9.4 - 20.6 10.3 Net derivative assets and (liabilities): Interest rate contracts 127 Discounted cash flow Default rate 0.1 - 6.8 2.1 Loss severity 50.0 - 50.0 50.0 Prepayment rate 2.8 - 12.5 9.6 Interest rate contracts: derivative loan commitments (6 ) Discounted cash flow Fall-out factor 1.0 - 99.0 15.0 Initial-value servicing (23.0 ) - 131.2 bps 56.8 Equity contracts 79 Discounted cash flow Conversion factor (10.6 ) - 0.0 % (7.9 ) Weighted average life 1.0 - 3.0 yrs 2.0 (346 ) Option model Correlation factor (65.0 ) - 98.5 % 39.9 Volatility factor 6.5 - 100.0 20.7 Credit contracts (28 ) Market comparable pricing Comparability adjustment (27.7 ) - 21.3 0.02 105 Option model Credit spread 0.0 - 11.6 1.2 Loss severity 12.0 - 60.0 50.4 Other assets: nonmarketable equity investments 21 Discounted cash flow Discount rate 5.0 - 10.3 8.7 Volatility Factor 0.3 2.4 1.1 3,238 Market comparable pricing Comparability adjustment (22.1 ) - (5.5 ) (16.4 ) Insignificant Level 3 assets, net of liabilities 570 (8) Total level 3 assets, net of liabilities $ 21,755 (9) (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 $847 million of collateralized debt obligations. (3) Securities backed by specified sources of current and future receivables generated from foreign originators. (4) A significant portion of the balance consists of investments in asset-backed securities that are revolving in nature, for which the timing of advances and repayments of principal are uncertain. (5) Consists of reverse mortgage loans. (6) The high end of the range of inputs is for servicing modified loans. For non-modified loans the range is $79 - $293 . (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) 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, other trading assets, other liabilities and certain net derivative assets and liabilities, such as commodity contracts, foreign exchange contracts, and other derivative contracts. (9) Consists of total Level 3 assets of $23.5 billion and total Level 3 liabilities of $1.7 billion , before netting of derivative balances. Table 17.11: Valuation Techniques – Recurring Basis – 2015 ($ in millions, except cost to service amounts) Fair Value Level 3 Valuation Technique(s) Significant Unobservable Input Range of Inputs Weighted 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 493 (9) Total level 3 assets, net of liabilities $ 26,143 (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, for which the timing of advances and repayments of principal are uncertain. (5) Consists of reverse mortgage loans. (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, other trading assets, other liabilities and certain net derivative assets and liabilities, such as commodity contracts, foreign exchange contracts, and other derivative contracts. (10) Consists of total Level 3 assets of $27.6 billion and total Level 3 liabilities of $1.5 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, 2016 , and 2015 , 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, 2016 December 31, 2015 (in millions) Level 1 Level 2 Level 3 Total Level 1 Level 2 Level 3 Total Mortgages held for sale (LOCOM) (1) $ — 2,312 1,350 3,662 — 4,667 1,047 5,714 Loans held for sale — 8 — 8 — 279 — 279 Loans: Commercial — 464 — 464 — 191 — 191 Consumer — 822 7 829 — 1,406 7 1,413 Total loans (2) — 1,286 7 1,293 — 1,597 7 1,604 Other assets - excluding nonmarketable equity investments at NAV (3) — 233 412 645 — 280 368 648 Total included in the fair value hierarchy $ — 3,839 1,769 5,608 — 6,823 1,422 8,245 Other assets - nonmarketable equity investments at NAV (4) 13 286 Total assets at fair value on a nonrecurring basis $ 5,621 8,531 (1) Consists of commercial mortgages and residential real estate 1-4 family first mortgage loans. (2) Represents the carrying value of loans for which nonrecurring adjustments are based on the appraised value of the collateral. (3) Includes the fair value of foreclosed real estate, other collateral owned, operating lease assets and nonmarketable equity investments. (4) Consists of certain nonmarketable equity investments that are measured at fair value on a nonrecurring basis using NAV per share (or its equivalent) as a practical expedient and are excluded from the fair value hierarchy.
Changes in Fair Value of Assets Recorded at Fair Value on Nonrecurring Basis	. (4) Consists of certain nonmarketable equity investments that are measured at fair value on a nonrecurring basis using NAV per share (or its equivalent) as a practical expedient and are excluded from the fair value hierarchy. Table 17.13 presents the increase (decrease) in value of certain assets held at the end of the respective reporting periods presented 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) 2016 2015 Mortgages held for sale (LOCOM) $ 1 (3 ) Loans held for sale — (3 ) Loans: Commercial (913 ) (165 ) Consumer (717 ) (1,001 ) Total loans (1) (1,630 ) (1,166 ) Other assets (2) (438 ) (396 ) Total $ (2,067 ) (1,568 ) (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
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis, Quantative Information about Valuation Techniques and Unobservable Inputs	nvestments. 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 that are measured at fair value on a nonrecurring basis using 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 valuation techniques and significant unobservable inputs for certain classes of Level 3 assets 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 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 17.14: 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, 2016 Residential mortgages held for sale (LOCOM) $ 1,350 (3) Discounted cash flow Default rate (4) 0.2 – 4.3 % 1.9 % Discount rate 1.5 – 8.5 3.8 Loss severity 0.7 – 50.1 2.4 Prepayment rate (5) 3.0 – 100.0 50.7 Other assets: nonmarketable equity investments — Market comparable pricing Comparability adjustment 0.0 – 0.0 0.0 220 Discounted cash flow Discount rate 4.7 – 9.3 7.3 Insignificant level 3 assets 199 Total $ 1,769 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 228 Market comparable pricing Comparability adjustment 5.0 – 9.2 8.5 — Discounted cash flow Discount rate 0.0 – 0.0 0.0 Insignificant level 3 assets 147 Total $ 1,422 (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 $1.3 billion and $1.0 billion government insured/guaranteed loans purchased from GNMA-guaranteed mortgage securitization at December 31, 2016 and 2015 , respectively, and $33 million and $41 million of other mortgage loans that are not government insured/guaranteed at December 31, 2016 and 2015 , 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.
Fair Value Option, Carrying Amount	Table 17.15 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 17.15: Fair Value Option December 31, 2016 December 31, 2015 (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 $ 1,332 1,418 (86 ) 886 935 (49 ) Nonaccrual loans 100 115 (15 ) — — — Mortgages held for sale: Total loans 22,042 21,961 81 13,539 13,265 274 Nonaccrual loans 136 182 (46 ) 161 228 (67 ) Loans 90 days or more past due and still accruing 12 16 (4 ) 19 22 (3 ) Loans held for sale: Total loans — 6 (6 ) — 5 (5 ) Nonaccrual loans — 6 (6 ) — 5 (5 ) Loans: Total loans 758 775 (17 ) 5,316 5,184 132 Nonaccrual loans 297 318 (21 ) 305 322 (17 ) Other assets (1) 3,275 N/A N/A 3,065 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 measured at fair value are shown in Table 17.16 by income statement line item. Table 17.16: Fair Value Option – Changes in Fair Value Included in Earnings Year ended December 31, 2016 2015 2014 (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 $ — 55 3 — 4 4 — 29 4 Mortgages held for sale 1,456 — — 1,808 — — 2,211 — — Loans — — (60 ) — — (122 ) — — (49 ) Other assets — — (12 ) — — 457 — — 518 Other interests held (1) — (5 ) — — (6 ) — — (12 ) — (1) Includes retained interests in securitizations.
Fair Value Option, Instrument Specific Credit Risk	Table 17.17 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 17.17: Fair Value Option – Gains/Losses Attributable to Instrument-Specific Credit Risk Year ended December 31, (in millions) 2016 2015 2014 Gains (losses) attributable to instrument-specific credit risk: Trading assets - loans $ 55 4 29 Mortgages held for sale 3 29 60 Total $ 58 33 89
Fair Value, Estimated for Financial Instruments Not Carried at Fair Value	Table 17.18 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 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 17.18: Fair Value Estimates for Financial Instruments Estimated fair value (in millions) Carrying amount Level 1 Level 2 Level 3 Total December 31, 2016 Financial assets Cash and due from banks (1) $ 20,729 20,729 — — 20,729 Federal funds sold, securities purchased under resale agreements and other short-term investments (1) 266,038 18,670 247,286 82 266,038 Held-to-maturity securities 99,583 45,079 51,706 2,370 99,155 Mortgages held for sale (2) 4,267 — 2,927 1,350 4,277 Loans held for sale 80 — 81 — 81 Loans, net (3) 936,358 — 60,245 887,589 947,834 Nonmarketable equity investments (cost method) Excluding investments at NAV 8,362 — 18 8,924 8,942 Total financial assets included in the fair value hierarchy 1,335,417 84,478 362,263 900,315 1,347,056 Investments at NAV (4) 35 48 Total financial assets 1,335,452 1,347,104 Financial liabilities Deposits 1,306,079 — 1,282,158 23,995 1,306,153 Short-term borrowings (1) 96,781 — 96,781 — 96,781 Long-term debt (5) 255,070 — 245,704 10,075 255,779 Total financial liabilities 1,657,930 — 1,624,643 34,070 1,658,713 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 279 — 279 — 279 Loans, net (3) 887,497 — 60,848 839,816 900,664 Nonmarketable equity investments (cost method) Excluding investments at NAV 6,659 — 14 7,271 7,285 Total financial assets included in the fair value hierarchy 1,269,937 78,335 354,123 851,644 1,284,102 Investments at NAV (4) 376 619 Total financial assets 1,270,313 1,284,721 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 (5) 199,528 — 188,015 10,468 198,483 Total financial liabilities 1,520,368 — 1,480,324 39,084 1,519,408 (1) Amounts consist of financial instruments in which carrying value approximates fair value. (2) Excludes MHFS for which we elected the fair value option. (3) Excludes loans for which the fair value option was elected and also excludes lease financing with a carrying amount of $19.3 billion and $12.4 billion at December 31, 2016 and 2015 , respectively. (4) Consists of certain nonmarketable equity investments for which estimated fair values are determined using NAV per share (or its equivalent) as a practical expedient and are excluded from the fair value hierarchy. (5) Excludes capital lease obligations of $7 million and $8 million at December 31, 2016 and 2015 , respectively.

Preferred Stock (Tables)

Preferred Stock (Tables)	12 Months Ended
	Dec. 31, 2016
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, 2016 December 31, 2015 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 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 5.90% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 25,000 80,000 25,000 80,000 Series T 6.00% 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 25,000 80,000 Series V 6.00% Non-Cumulative Perpetual Class A Preferred Stock 25,000 40,000 25,000 40,000 Series W 5.70% Non-Cumulative Perpetual Class A Preferred Stock 25,000 40,000 — — Series X 5.50% Non-Cumulative Perpetual Class A Preferred Stock 25,000 46,000 — — ESOP Cumulative Convertible Preferred Stock (1) — 1,439,181 — 1,252,386 Total 11,941,891 11,669,096 (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 – Shares Issued and Carrying Value December 31, 2016 December 31, 2015 (in millions, except shares) Shares issued and outstanding Liquidation preference value Carrying value Discount Shares issued and outstanding Liquidation preference 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) 5.90% 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) 6.00% 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 — 80,000 2,000 2,000 — Series V (1) 6.00% Non-Cumulative Perpetual Class A Preferred Stock 40,000 1,000 1,000 — 40,000 1,000 1,000 — Series W (1) 5.70% Non-Cumulative Perpetual Class A Preferred Stock 40,000 1,000 1,000 — — — — — Series X (1) 5.50% Non-Cumulative Perpetual Class A Preferred Stock 46,000 1,150 1,150 — — — — — ESOP Cumulative Convertible Preferred Stock 1,439,181 1,439 1,439 — 1,252,386 1,252 1,252 — Total 11,532,712 $ 25,950 24,551 1,399 11,259,917 $ 23,613 22,214 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 Adjustable dividend rate Dec 31, Dec 31, Dec 31, Dec 31, (in millions, except shares) 2016 2015 2016 2015 Minimum Maximum ESOP Preferred Stock $1,000 liquidation preference per share 2016 358,528 — $ 358 — 9.30 % 10.30 2015 200,820 220,408 201 220 8.90 9.90 2014 255,413 283,791 255 284 8.70 9.70 2013 222,558 251,304 223 251 8.50 9.50 2012 144,072 166,353 144 166 10.00 11.00 2011 149,301 177,614 149 178 9.00 10.00 2010 90,775 113,234 91 113 9.50 10.50 2008 17,714 28,972 18 29 10.50 11.50 2007 — 10,710 — 11 10.75 11.75 Total ESOP Preferred Stock (1) 1,439,181 1,252,386 $ 1,439 1,252 Unearned ESOP shares (2) $ (1,565 ) (1,362 ) (1) At December 31, 2016 and 2015 , additional paid-in capital included $126 million and $110 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, 2016
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, 2016 . Table 19.1: Common Stock Shares Number of shares Dividend reinvestment and common stock purchase plans 12,836,245 Director plans 684,391 Stock plans (1) 550,495,114 Convertible securities and warrants 98,937,374 Total shares reserved 662,953,124 Shares issued 5,481,811,474 Shares not reserved or issued 2,855,235,402 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) 2016 2015 2014 RSRs $ 692 675 639 Performance shares 87 169 219 Total stock incentive compensation expense $ 779 844 858 Related recognized tax benefit $ 294 318 324
Summary of RSRs and Restricted Share Awards	A summary of the status of our RSRs and restricted share awards at December 31, 2016 , and changes during 2016 is presented in Table 19.3 . Table 19.3: Restricted Share Rights Number Weighted- average grant-date fair value Nonvested at January 1, 2016 40,634,792 $ 42.00 Granted 16,987,548 48.31 Vested (21,361,210 ) 39.49 Canceled or forfeited (582,544 ) 48.70 Nonvested at December 31, 2016 35,678,586 46.40
Summary of Performance Awards	A summary of the status of our PSAs at December 31, 2016 , and changes during 2016 is in Table 19.4 , based on the performance adjustments recognized as of December 2016. Table 19.4: Performance Share Awards Number Weighted- average grant-date fair value (1) Nonvested at January 1, 2016 7,426,110 $ 40.34 Granted 3,799,667 44.73 Vested (4,403,293 ) 36.85 Canceled or forfeited (1,294,079 ) 49.52 Nonvested at December 31, 2016 5,528,405 43.99 (1) Reflects approval date fair value for grants subject to variable accounting.
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, 2015 75,319,760 $ 40.96 Canceled or forfeited (2,439,683 ) 271.84 Exercised (28,613,079 ) 31.09 Options exercisable and outstanding as of December 31, 2016 44,266,998 34.62 1.5 $ 1,320 Director awards Options outstanding as of December 31, 2015 306,890 32.37 Exercised (107,070 ) 32.95 Options exercisable and outstanding as of December 31, 2016 199,820 32.06 1.0 5
Employee Stock Ownership Plan	Table 19.6 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 19.6: Common Stock and Unreleased Preferred Stock in the Wells Fargo ESOP Fund Shares outstanding December 31, (in millions, except shares) 2016 2015 2014 Allocated shares (common) 128,189,305 137,418,176 136,801,782 Unreleased shares (preferred) 1,439,181 1,252,386 1,251,287 Fair value of unreleased ESOP preferred shares $ 1,439 1,252 1,251 Dividends paid Year ended December 31, 2016 2015 2014 Allocated shares (common) $ 208 201 186 Unreleased shares (preferred) 169 143 152

Employee Benefits and Other E54

Employee Benefits and Other Expenses (Tables)	12 Months Ended
	Dec. 31, 2016
Defined Benefit Pension Plans and Defined Benefit Postretirement Plans Disclosure [Abstract]
Changes in Benefit Obligation 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, 2016 December 31, 2015 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 $ 10,673 647 1,002 11,125 730 1,100 Service cost 3 — — 2 — 6 Interest cost 422 26 39 429 25 42 Plan participants’ contributions — — 72 — — 68 Actuarial loss (gain) 336 9 (82 ) (196 ) (25 ) (56 ) Benefits paid (649 ) (52 ) (132 ) (676 ) (82 ) (139 ) Medicare Part D subsidy — — 9 — — 9 Curtailment — — — — — (25 ) Amendment — — (177 ) — — — Foreign exchange impact (11 ) — — (11 ) (1 ) (3 ) Benefit obligation at end of year 10,774 630 731 10,673 647 1,002 Change in plan assets: Fair value of plan assets at beginning of year 8,836 — 568 9,626 — 624 Actual return on plan assets 642 — 30 (112 ) — 2 Employer contribution 1,303 52 2 7 82 4 Plan participants’ contributions — — 72 — — 68 Benefits paid (649 ) (52 ) (132 ) (676 ) (82 ) (139 ) Medicare Part D subsidy — — 9 — — 9 Foreign exchange impact (12 ) — — (9 ) — — Fair value of plan assets at end of year 10,120 — 549 8,836 — 568 Funded status at end of year $ (654 ) (630 ) (182 ) (1,837 ) (647 ) (434 ) Amounts recognized on the balance sheet at end of year: Liabilities $ (654 ) (630 ) (182 ) (1,837 ) (647 ) (434 )
Pension Plans 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) 2016 2015 Projected benefit obligation $ 11,398 11,317 Accumulated benefit obligation 11,395 11,314 Fair value of plan assets 10,113 8,832
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, 2016 December 31, 2015 December 31, 2014 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 $ 3 — — 2 — 6 1 — 7 Interest cost 422 26 39 429 25 42 465 27 42 Expected return on plan assets (608 ) — (30 ) (644 ) — (35 ) (629 ) — (36 ) Amortization of net actuarial loss (gain) 146 12 (5 ) 108 18 (4 ) 91 11 (28 ) Amortization of prior service credit — — (2 ) — — (3 ) — — (2 ) Settlement loss 5 2 — — 13 — — 2 — Curtailment gain — — — — — (43 ) — — — Net periodic benefit cost (32 ) 40 2 (105 ) 56 (37 ) (72 ) 40 (17 ) Other changes in plan assets and benefit obligations recognized in other comprehensive income: Net actuarial loss (gain) 302 9 (82 ) 560 (25 ) (23 ) 881 89 146 Amortization of net actuarial gain (loss) (146 ) (12 ) 5 (108 ) (18 ) 4 (91 ) (11 ) 28 Prior service cost (credit) — — (177 ) — — 18 — — — Amortization of prior service credit — — 2 — — 3 — — 2 Settlement (5 ) (2 ) — — (13 ) — — (2 ) — Total recognized in other comprehensive income 151 (5 ) (252 ) 452 (56 ) 2 790 76 176 Total recognized in net periodic benefit cost and other comprehensive income $ 119 35 (250 ) 347 — (35 ) 718 116 159
Benefits Recognized in Cumulative OCI	Table 20.4 provides the amounts recognized in cumulative OCI (pre tax). Table 20.4: Benefits Recognized in Cumulative OCI December 31, 2016 December 31, 2015 Pension benefits Pension benefits (in millions) Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Net actuarial loss (gain) $ 3,279 163 (242 ) 3,128 168 (165 ) Net prior service credit (1 ) — (175 ) (1 ) — — Total $ 3,278 163 (417 ) 3,127 168 (165 )
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, 2016 December 31, 2015 Pension benefits Pension benefits Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Discount rate 4.00 % 4.00 4.00 4.25 4.25 4.25 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, 2016 December 31, 2015 December 31, 2014 Pension benefits Pension benefits Pension benefits Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Discount rate (1) 3.99 % 4.11 4.16 4.00 3.60 4.00 4.75 4.16 4.50 Expected return on plan assets 6.75 N/A 5.75 7.00 N/A 6.00 7.00 N/A 6.00 (1) The discount rate for the 2016 qualified pension benefits and other benefits and for the 2016 , 2015 and 2014 nonqualified pension benefits includes the impact of interim remeasurements.
Projected Benefit Payments	Future benefits that we expect to pay under the pension and other benefit plans are presented in Table 20.7 . Table 20.7: Projected Benefit Payments Pension benefits (in millions) Qualified Non- qualified Other Benefits Year ended December 31, 2017 $ 794 78 52 2018 763 56 55 2019 754 52 55 2020 751 50 55 2021 754 47 55 2022-2026 3,548 208 254
Pension and Other Benefits Plan Assets	Table 20.8 presents the balances of pension plan assets and other benefit plan assets measured at fair value. In accordance with new accounting guidance that we adopted effective January 1, 2016, we do not classify an investment in the fair value hierarchy (Level 1, 2 or 3), if we use the non-published net asset value (NAV) per share (or its equivalent) that has been communicated to us as an investor as a practical expedient to measure fair value. We generally use NAV per share as the fair value measurement for certain investments, including some hedge funds and real estate holdings. This guidance was required to be applied retrospectively. Accordingly, certain prior period fair value disclosures have been revised to conform with current period presentation. Investments with published NAVs continue to be classified in the fair value hierarchy. 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, 2016 Cash and cash equivalents $ 4 275 — 279 103 5 — 108 Long duration fixed income (1) 868 4,023 19 4,910 — — — — Intermediate (core) fixed income (2) — 307 — 307 — 98 — 98 High-yield fixed income 5 258 — 263 — — — — International fixed income 54 261 — 315 — — — — Domestic large-cap stocks (3) 750 316 — 1,066 — 68 — 68 Domestic mid-cap stocks 205 124 — 329 — 18 — 18 Domestic small-cap stocks 185 12 — 197 — 10 — 10 Global stocks (4) 90 372 — 462 — — — — International stocks (5) 515 221 — 736 21 11 — 32 Emerging market stocks — 277 — 277 — — — — Real estate 116 1 25 142 — — — — Hedge funds/absolute return 59 53 — 112 — — — — Other — 77 8 85 3 — 23 26 Plan investments - excluding investments at NAV $ 2,851 6,577 52 9,480 127 210 23 360 Investments at NAV (6) 592 189 Net receivables 48 — Total plan assets $ 10,120 549 December 31, 2015 Cash and cash equivalents $ 5 109 — 114 119 3 — 122 Long duration fixed income (1) 446 3,253 16 3,715 — — — — Intermediate (core) fixed income (2) 4 499 — 503 — 110 — 110 High-yield fixed income — 276 4 280 — — — — International fixed income 51 250 — 301 — — — — Domestic large-cap stocks (3) 809 328 — 1,137 — 71 — 71 Domestic mid-cap stocks 226 125 — 351 — 18 — 18 Domestic small-cap stocks 207 13 — 220 — 10 — 10 Global stocks (4) 48 161 — 209 — — — — International stocks (5) 463 287 — 750 22 11 — 33 Emerging market stocks — 311 — 311 — — — — Real estate 109 1 33 143 — — — — Hedge funds/absolute return — 55 — 55 — — — — Other — 66 8 74 2 — 23 25 Plan investments - excluding investments at NAV $ 2,368 5,734 61 8,163 143 223 23 389 Investments at NAV (6) 605 179 Net receivables 68 — Total plan assets $ 8,836 568 (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 intermediate duration, investment grade bonds held in investment strategies benchmarked to the Barclays Capital U.S. Aggregate Bond Index. Also 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 four 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 non-U.S. equities, with no single strategy representing more than 1.5% of total Plan assets. (5) This category includes assets diversified across five unique investment strategies providing exposure to companies in developed market, non-U.S. countries with no single strategy representing more than 2.5% of total plan assets. (6) Consists of certain investments that are measured at fair value using NAV per share (or its equivalent) as a practical expedient and are excluded from the fair value hierarchy.
Fair Value Level 3 Pension and Other Benefit 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, 2016 Pension plan assets: Long duration fixed income $ 16 — — 3 — 19 High-yield fixed income 4 — — (3 ) (1 ) — Real estate 33 6 (1 ) (13 ) — 25 Other 8 — — — — 8 Total pension plan assets $ 61 6 (1 ) (13 ) (1 ) 52 Other benefits plan assets: Other $ 23 1 — (1 ) — 23 Total other benefit plan assets $ 23 1 — (1 ) — 23 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 32 — 1 — — 33 Other 30 6 (4 ) (24 ) — 8 Total pension plan assets $ 79 6 (3 ) (21 ) — 61 Other benefits plan assets: Other $ 22 — — 1 — 23 Total other benefit plan assets $ 22 — — 1 — 23 (1) All unrealized gains (losses) relate to instruments held at period end.
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) 2016 2015 2014 Outside professional services $ 3,138 2,665 2,689 Operating losses 1,608 1,871 1,249 Operating leases 1,329 278 220 Contract services 1,203 978 975 Outside data processing 888 985 1,034 Travel and entertainment 704 692 904

Income Taxes (Tables)

Income Taxes (Tables)	12 Months Ended
	Dec. 31, 2016
Income Tax Disclosure [Abstract]
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) 2016 2015 2014 Current: Federal $ 6,712 10,822 7,321 State and local 1,395 1,669 520 Foreign 175 139 112 Total current 8,282 12,630 7,953 Deferred: Federal 1,498 (2,047 ) 2,117 State and local 296 (235 ) 224 Foreign (1 ) 17 13 Total deferred 1,793 (2,265 ) 2,354 Total $ 10,075 10,365 10,307
Net Deferred Tax 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) 2016 2015 Deferred tax assets Allowance for loan losses $ 4,374 4,363 Deferred compensation and employee benefits 4,045 4,589 Accrued expenses 1,022 1,460 PCI loans 1,762 1,816 Net unrealized losses on investment securities 707 — Net operating loss and tax credit carry forwards 391 528 Other 1,307 1,448 Total deferred tax assets 13,608 14,204 Deferred tax assets valuation allowance (280 ) (358 ) Deferred tax liabilities Mortgage servicing rights (5,292 ) (5,399 ) Leasing (4,522 ) (3,866 ) Mark to market, net (5,511 ) (5,471 ) Intangible assets (1,001 ) (1,233 ) Net unrealized gains on investment securities — (1,008 ) Insurance reserves (1,588 ) (2,071 ) Other (2,465 ) (2,063 ) Total deferred tax liabilities (20,379 ) (21,111 ) Net deferred tax liability (1) $ (7,051 ) (7,265 ) (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, 2016 2015 2014 (in millions) Amount Rate Amount Rate Amount Rate Statutory federal income tax expense and rate $ 11,204 35.0 % $ 11,641 35.0 % $ 11,677 35.0 % Change in tax rate resulting from: State and local taxes on income, net of federal income tax benefit 1,004 3.1 1,025 3.1 971 2.9 Tax-exempt interest (725 ) (2.2 ) (641 ) (1.9 ) (550 ) (1.6 ) Tax credits (1,251 ) (3.9 ) (1,108 ) (3.3 ) (1,074 ) (3.2 ) Life insurance (188 ) (0.6 ) (186 ) (0.6 ) (179 ) (0.5 ) Leveraged lease tax expense 124 0.4 140 0.4 158 0.5 Other (93 ) (0.3 ) (506 ) (1.5 ) (696 ) (2.2 ) Effective income tax expense and rate $ 10,075 31.5 % $ 10,365 31.2 % $ 10,307 30.9 %
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) 2016 2015 Balance at beginning of year $ 4,806 5,002 Additions: For tax positions related to the current year 284 196 For tax positions related to prior years 177 225 Reductions: For tax positions related to prior years (127 ) (413 ) Lapse of statute of limitations (27 ) (22 ) Settlements with tax authorities (84 ) (182 ) Balance at end of year $ 5,029 4,806

Earnings Per Common Share (Tabl

Earnings Per Common Share (Tables)	12 Months Ended
	Dec. 31, 2016
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) 2016 2015 2014 Wells Fargo net income $ 21,938 22,894 23,057 Less: Preferred stock dividends and other 1,565 1,424 1,236 Wells Fargo net income applicable to common stock (numerator) $ 20,373 21,470 21,821 Earnings per common share Average common shares outstanding (denominator) 5,052.8 5,136.5 5,237.2 Per share $ 4.03 4.18 4.17 Diluted earnings per common share Average common shares outstanding 5,052.8 5,136.5 5,237.2 Add: Stock options 18.9 26.7 32.9 Restricted share rights 25.9 32.8 41.6 Warrants 10.7 13.8 12.7 Diluted average common shares outstanding (denominator) 5,108.3 5,209.8 5,324.4 Per share $ 3.99 4.12 4.10
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) 2016 2015 2014 Options 3.2 5.7 8.0

Other Comprehensive Income (Tab

Other Comprehensive Income (Tables)	12 Months Ended
	Dec. 31, 2016
Cumulative Other Comprehensive Income Balances [Abstract] [Abstract]
Summary of 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, 2016 2015 2014 (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 $ (3,458 ) 1,302 (2,156 ) (3,318 ) 1,237 (2,081 ) 5,426 (2,111 ) 3,315 Reclassification of net (gains) losses to net income: Interest income on investment securities (1) 7 (3 ) 4 (1 ) — (1 ) (37 ) 14 (23 ) Net gains on debt securities (942 ) 355 (587 ) (952 ) 356 (596 ) (593 ) 224 (369 ) Net gains from equity investments (300 ) 113 (187 ) (571 ) 213 (358 ) (901 ) 340 (561 ) Other noninterest income (5 ) 2 (3 ) (6 ) 3 (3 ) (1 ) — (1 ) Subtotal reclassifications to net income (1,240 ) 467 (773 ) (1,530 ) 572 (958 ) (1,532 ) 578 (954 ) Net change (4,698 ) 1,769 (2,929 ) (4,848 ) 1,809 (3,039 ) 3,894 (1,533 ) 2,361 Derivatives and hedging activities: Net unrealized gains arising during the period 177 (67 ) 110 1,549 (584 ) 965 952 (359 ) 593 Reclassification of net (gains) losses to net income: Interest income on investment securities — — — (3 ) 1 (2 ) (1 ) — (1 ) Interest income on loans (1,043 ) 393 (650 ) (1,103 ) 416 (687 ) (588 ) 222 (366 ) Interest expense on long-term debt 14 (5 ) 9 17 (6 ) 11 44 (17 ) 27 Subtotal reclassifications to net income (1,029 ) 388 (641 ) (1,089 ) 411 (678 ) (545 ) 205 (340 ) Net change (852 ) 321 (531 ) 460 (173 ) 287 407 (154 ) 253 Defined benefit plans adjustments: Net actuarial losses and prior service credits arising during the period (52 ) (40 ) (92 ) (512 ) 193 (319 ) (1,116 ) 420 (696 ) Reclassification of amounts to net periodic benefit costs (2): Amortization of net actuarial loss 153 (57 ) 96 122 (46 ) 76 74 (28 ) 46 Settlements and other 5 (1 ) 4 (8 ) 3 (5 ) — — — Subtotal reclassifications to net periodic benefit costs 158 (58 ) 100 114 (43 ) 71 74 (28 ) 46 Net change 106 (98 ) 8 (398 ) 150 (248 ) (1,042 ) 392 (650 ) Foreign currency translation adjustments: Net unrealized losses arising during the period (3 ) 4 1 (137 ) (12 ) (149 ) (60 ) (5 ) (65 ) Reclassification of net (gains) losses to net income: Net gains from equity investments — — — (5 ) — (5 ) — — — Other noninterest income — — — — — — 6 — 6 Subtotal reclassifications — — — (5 ) — (5 ) 6 — 6 Net change (3 ) 4 1 (142 ) (12 ) (154 ) (54 ) (5 ) (59 ) Other comprehensive income (loss) $ (5,447 ) 1,996 (3,451 ) (4,928 ) 1,774 (3,154 ) 3,205 (1,300 ) 1,905 Less: Other comprehensive income (loss) from noncontrolling interests, net of tax (17 ) 67 (227 ) Wells Fargo other comprehensive income (loss), net of tax $ (3,434 ) (3,221 ) 2,132 (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 OCI Balances	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 (loss) 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 Net unrealized gains (losses) arising during the period (2,156 ) 110 (92 ) 1 (2,137 ) Amounts reclassified from accumulated other comprehensive income (773 ) (641 ) 100 — (1,314 ) Net change (2,929 ) (531 ) 8 1 (3,451 ) Less: Other comprehensive loss from noncontrolling interests (17 ) — — — (17 ) Balance, December 31, 2016 $ (1,099 ) 89 (1,943 ) (184 ) (3,137 )

Operating Segments (Tables)

Operating Segments (Tables)	12 Months Ended
	Dec. 31, 2016
Segment Reporting [Abstract]
Operating Segments	Table 24.1 presents our results by 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 2016 Net interest income (2) $ 29,833 16,052 3,913 (2,044 ) 47,754 Provision (reversal of provision) for credit losses 2,691 1,073 (5 ) 11 3,770 Noninterest income 19,033 12,490 12,033 (3,043 ) 40,513 Noninterest expense 27,422 16,126 12,059 (3,230 ) 52,377 Income (loss) before income tax expense (benefit) 18,753 11,343 3,892 (1,868 ) 32,120 Income tax expense (benefit) 6,182 3,136 1,467 (710 ) 10,075 Net income (loss) before noncontrolling interests 12,571 8,207 2,425 (1,158 ) 22,045 Less: Net income (loss) from noncontrolling interests 136 (28 ) (1 ) — 107 Net income (loss) (3) $ 12,435 8,235 2,426 (1,158 ) 21,938 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 2016 Average loans $ 486.9 449.3 67.3 (53.5 ) 950.0 Average assets 977.3 782.0 211.5 (85.4 ) 1,885.4 Average deposits 701.2 438.6 187.8 (77.0 ) 1,250.6 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 (1) Includes 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 Stateme59

Parent-Only Financial Statements (Tables)	12 Months Ended
	Dec. 31, 2016
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) 2016 2015 2014 Income Dividends from subsidiaries: Bank $ 12,490 13,804 15,077 Nonbank 286 542 526 Interest income from subsidiaries 1,615 907 772 Other interest income 155 199 216 Other income 177 576 1,032 Total income 14,723 16,028 17,623 Expense Interest expense: Indebtedness to nonbank subsidiaries 387 325 357 Short-term borrowings — 1 7 Long-term debt 2,619 1,784 1,540 Other 19 4 5 Noninterest expense 1,300 932 797 Total expense 4,325 3,046 2,706 Income before income tax benefit and equity in undistributed income of subsidiaries 10,398 12,982 14,917 Income tax benefit (1,152 ) (870 ) (926 ) Equity in undistributed income of subsidiaries 10,388 9,042 7,214 Net income $ 21,938 22,894 23,057
Parent-Only Statement of Comprehensive Income	Table 25.2: Parent-Only Statement of Comprehensive Income Year ended December 31, (in millions) 2016 2015 2014 Net income $ 21,938 22,894 23,057 Other comprehensive income (loss), net of tax: Investment securities (76 ) 52 142 Derivatives and hedging activities — — 12 Defined benefit plans adjustment (20 ) (254 ) (633 ) Equity in other comprehensive income (loss) of subsidiaries (3,338 ) (3,019 ) 2,611 Other comprehensive income (loss), net of tax: (3,434 ) (3,221 ) 2,132 Total comprehensive income $ 18,504 19,673 25,189
Parent-Only Balance Sheet	Table 25.3: Parent-Only Balance Sheet December 31, (in millions) 2016 2015 Assets Cash and cash equivalents due from: Subsidiary banks $ 36,657 36,162 Nonaffiliates 3 4 Investment securities issued by: Subsidiary banks 15,009 14,992 Nonaffiliates 9,271 8,201 Loans to subsidiaries: Bank 54,937 47,363 Nonbank 41,343 35,327 Investments in subsidiaries: Bank 174,328 169,081 Nonbank 27,222 25,638 Other assets 6,750 6,857 Total assets $ 365,520 343,625 Liabilities and equity Accrued expenses and other liabilities 7,064 8,135 Long-term debt 133,920 117,791 Indebtedness to nonbank subsidiaries 24,955 24,701 Total liabilities 165,939 150,627 Stockholders' equity 199,581 192,998 Total liabilities and equity $ 365,520 343,625
Parent-Only Statement of Cash Flows	Year ended December 31, (in millions) 2016 2015 2014 Cash flows from operating activities: Net cash provided by operating activities $ 9,875 12,337 18,019 Cash flows from investing activities: Available-for-sale securities: Sales proceeds 5,472 5,345 1,196 Prepayments and maturities: Subsidiary banks 15,000 7,750 25 Purchases: Subsidiary banks (15,000 ) (12,750 ) (10,025 ) Nonaffiliates (6,544 ) (2,709 ) (14 ) Loans: Net repayments from (advances to) subsidiaries 3,174 460 (2,199 ) Capital notes and term loans made to subsidiaries (32,641 ) (29,860 ) (11,275 ) Principal collected on notes/loans made to subsidiaries 15,164 301 2,526 Net increase in investment in subsidiaries (606 ) (1,283 ) (1,096 ) Other, net 18 714 470 Net cash used by investing activities (15,963 ) (32,032 ) (20,392 ) Cash flows from financing activities: Net increase in short-term borrowings and indebtedness to subsidiaries 789 2,084 2,314 Long-term debt: Proceeds from issuance 34,362 31,487 22,627 Repayment (15,096 ) (9,194 ) (8,659 ) Preferred stock: Proceeds from issuance 2,101 2,972 2,775 Cash dividends paid (1,566 ) (1,426 ) (1,235 ) Common stock: Proceeds from issuance 1,415 1,726 1,840 Repurchased (8,116 ) (8,697 ) (9,414 ) Cash dividends paid (7,472 ) (7,400 ) (6,908 ) Excess tax benefits related to stock option payments 283 453 453 Other, net (118 ) 10 37 Net cash provided by financing activities 6,582 12,015 3,830 Net change in cash and due from banks 494 (7,680 ) 1,457 Cash and due from banks at beginning of year 36,166 43,846 42,389 Cash and due from banks at end of year $ 36,660 36,166 43,846

Regulatory and Agency Capital60

Regulatory and Agency Capital Requirements (Tables)	12 Months Ended
	Dec. 31, 2016
Banking and Thrift [Abstract]
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. 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 reflects risk-weighted assets (RWAs) under the Standardized and Advanced Approaches with Transition Requirements. The Standardized Approach applies assigned risk weights to broad risk categories, while the 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, 2016 , 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. December 31, 2016 December 31, 2015 December 31, 2016 December 31, 2015 (in millions, except ratios) Advanced Approach Standardized Approach Advanced Approach Standardized Advanced Approach Standardized Advanced Approach Standardized Regulatory capital: Common equity tier 1 $ 148,785 148,785 144,247 144,247 132,225 132,225 126,901 126,901 Tier 1 171,364 171,364 164,584 164,584 132,225 132,225 126,901 126,901 Total 204,425 214,877 195,153 205,529 145,665 155,281 140,545 149,969 Assets: Risk-weighted $ 1,274,589 1,336,198 1,263,182 1,303,148 1,143,681 1,222,876 1,100,896 1,197,648 Adjusted average (1) 1,914,802 1,914,802 1,757,107 1,757,107 1,714,524 1,714,524 1,584,297 1,584,297 Regulatory capital ratios: Common equity tier 1 capital 11.67 % 11.13 * 11.42 11.07 * 11.56 10.81 * 11.53 10.60 * Tier 1 capital 13.44 12.82 * 13.03 12.63 * 11.56 10.81 * 11.53 10.60 * Total capital 16.04 * 16.08 15.45 * 15.77 12.74 12.70 * 12.77 12.52 * Tier 1 leverage (1) 8.95 8.95 9.37 9.37 7.71 7.71 8.01 8.01 *Denotes the lowest capital ratio as determined under the Advanced and Standardized Approaches. (1) The leverage ratio consists of Tier 1 capital divided by quarterly average total assets, excluding goodwill and certain other items.
Minimum Required Regulatory Capital Ratios (Transition Requirements) [Table Text Block]	Table 26.2 presents the minimum required regulatory capital ratios under Transition Requirements to which the Company and the Bank were subject as of December 31, 2016 and December 31, 2015 . Table 26.2: Minimum Required Regulatory Capital Ratios – Transition Requirements (1) Wells Fargo & Company Wells Fargo Bank, N.A. December 31, 2016 December 31, 2015 December 31, 2016 December 31, 2015 Regulatory capital ratios: Common equity tier 1 capital 5.625 % 4.500 5.125 4.500 Tier 1 capital 7.125 6.000 6.625 6.000 Total capital 9.125 8.000 8.625 8.000 Tier 1 leverage 4.000 4.000 4.000 4.000 (1) At December 31, 2016 , under transition requirements, the CET1, tier 1 and total capital minimum ratio requirements for Wells Fargo & Company include a capital conservation buffer of 0.625% and a global systemically important bank (G-SIB) surcharge of 0.5% . Only the 0.625% capital conservation buffer applies to the Bank at December 31, 2016 .

Summary of Significant Accoun61

Summary of Significant Accounting Policies (Details) - USD ($) shares in Millions, $ in Millions	3 Months Ended			12 Months Ended
	Mar. 31, 2017	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014	Jan. 01, 2016
Summary of Significant Accounting Policies [Line Items]
Adjustments to Additional Paid in Capital, Income Tax Benefit from Share-based Compensation				$ 277	$ 453	$ 453
Supplemental cash flow information - Noncash activities
Trading assets retained from securitizations of MHFS				72,399	46,291	28,604
Transfers from loans to MHFS				6,894	9,205	11,021
Transfers from loans to LHFS				306	90	9,849
Transfers from loans to foreclosed assets and other assets				3,092	3,274	4,094
Transfers from available-for-sale to held-to-maturity securities				$ 4,161	$ 4,972	1,810
Private Forward Repurchase Transaction [Member]
Summary of Significant Accounting Policies [Line Items]
Common stock repurchased, shares		9.2	14.3	56	64
Private forward repurchase contract				$ 750	$ 500	750
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	14.7
Other Assets [Member]
Summary of Significant Accounting Policies [Line Items]
New Accounting Pronouncement or Change in Accounting Principle, Cumulative Effect of Change on Equity or Net Assets							$ 180
Loans [Member]
Supplemental cash flow information - Noncash activities
Deconsolidation, Reverse Mortgages Sold				$ 3,807	0	0
Long-term Debt [Member]
Supplemental cash flow information - Noncash activities
Deconsolidation, Reverse Mortgages Sold				3,769	0	0
Assets [Member]
Supplemental cash flow information - Noncash activities
Cumulative Effect of New Accounting Principle in Period of Adoption							121
Retained Earnings [Member]
Supplemental cash flow information - Noncash activities
Cumulative Effect of New Accounting Principle in Period of Adoption							$ 0
Additional paid-in capital [Member]
Summary of Significant Accounting Policies [Line Items]
Adjustments to Additional Paid in Capital, Income Tax Benefit from Share-based Compensation				$ 277	$ 453	$ 453

Business Combinations (Details)

Business Combinations (Details) $ in Millions	3 Months Ended		12 Months Ended
	Jun. 30, 2016USD ($)	Mar. 31, 2016USD ($)	Dec. 31, 2016USD ($)business	Oct. 01, 2016USD ($)	Jan. 01, 2016USD ($)	Dec. 31, 2015USD ($)	Dec. 31, 2014USD ($)
Business Acquisition [Line Items]
Number of Divestitures | business			2
Business Combination, Recognized Identifiable Assets Acquired, Goodwill, and Liabilities Assumed, Less Noncontrolling Interest			$ 36,976			$ 3
Pending Acquisition [Member]
Business Acquisition [Line Items]
Number of Businesses Acquired | business			0
Railcar and Locomotive Leasing [Member]
Business Acquisition [Line Items]
Business Acquisitions, GE Railcar Services					$ 4,339
GE Capital Acquisition [Member]
Business Acquisition [Line Items]
Business Acquisitions, GE Capital			$ 32,531
Helm Financial Corporation [Member]
Business Acquisition [Line Items]
Business Combination, Recognized Identifiable Assets Acquired, Goodwill, and Liabilities Assumed, Less Noncontrolling Interest							$ 422
Gain (Loss) on Investments [Member]
Business Acquisition [Line Items]
Proceeds from Divestiture of Businesses	$ 290	$ 374
Assets Under Management [Member]
Business Acquisition [Line Items]
Business Acquisitions, Investment Advisor				$ 106

Cash, Loan and Dividend Restr63

Cash, Loan and Dividend Restrictions (Details) - USD ($) $ / shares in Units, $ in Billions	Jan. 24, 2017	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Cash, Loan and Dividend Restrictions [Line Items]
Average required reserve balance on deposits		$ 10.7	$ 10.6
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)		$ 1.515	$ 1.475	$ 1.350
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		$ 10.7
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)	$ 0.38

Federal Funds Sold, Securitie64

Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments [Line Items]
Federal funds sold and securities purchased under resale agreements	$ 58,215	$ 45,828
Interest-earning deposits	200,671	220,409
Other short-term investments	7,152	3,893
Total	266,038	270,130
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments Textual [Abstract]
Funded contractual commitments	0	0
Unfunded contractual commitment	2,900	2,200
Loans [Member]
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments Textual [Abstract]
Securities purchased under long-term resale agreements	$ 21,300	$ 20,100

Investment Securities, Major Ca

Investment Securities, Major Categories (Details) - USD ($)	Dec. 31, 2016	Dec. 31, 2015
Available-for-sale securities:
Amortized Cost	$ 310,153,000,000	$ 264,376,000,000
Gross unrealized gains	3,618,000,000	5,448,000,000
Gross unrealized losses	(5,407,000,000)	(2,466,000,000)
Available-for-sale, at fair value	308,364,000,000	267,358,000,000
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	99,583,000,000	80,197,000,000
Gross unrealized gains	599,000,000	784,000,000
Gross unrealized losses	(1,027,000,000)	(414,000,000)
Held-to-maturity Securities, Fair Value	99,155,000,000	80,567,000,000
Total investment securities:
Amortized Cost	409,736,000,000	344,573,000,000
Gross unrealized gains	4,217,000,000	6,232,000,000
Gross unrealized losses	(6,434,000,000)	(2,880,000,000)
Fair value	407,519,000,000	347,925,000,000
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	819,000,000	247,000,000
Available-for-sale, at fair value	847,000,000	257,000,000
Total debt securities [Member]
Available-for-sale securities:
Amortized Cost	309,447,000,000	263,318,000,000
Gross unrealized gains	3,102,000,000	4,854,000,000
Gross unrealized losses	(5,396,000,000)	(2,451,000,000)
Available-for-sale, at fair value	307,153,000,000	265,721,000,000
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	99,583,000,000	80,197,000,000
Held-to-maturity Securities, Fair Value	99,155,000,000	80,567,000,000
Securities of U.S. Treasury and federal agencies [Member]
Available-for-sale securities:
Amortized Cost	25,874,000,000	36,374,000,000
Gross unrealized gains	54,000,000	24,000,000
Gross unrealized losses	(109,000,000)	(148,000,000)
Available-for-sale, at fair value	25,819,000,000	36,250,000,000
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	44,690,000,000	44,660,000,000
Gross unrealized gains	466,000,000	580,000,000
Gross unrealized losses	(77,000,000)	(73,000,000)
Held-to-maturity Securities, Fair Value	45,079,000,000	45,167,000,000
U.S. states and political subdivisions [Member]
Available-for-sale securities:
Amortized Cost	52,121,000,000	49,167,000,000
Gross unrealized gains	551,000,000	1,325,000,000
Gross unrealized losses	(1,571,000,000)	(502,000,000)
Available-for-sale, at fair value	51,101,000,000	49,990,000,000
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	6,336,000,000	2,185,000,000
Gross unrealized gains	17,000,000	65,000,000
Gross unrealized losses	(144,000,000)	0
Held-to-maturity Securities, Fair Value	6,209,000,000	2,250,000,000
Total mortgage-backed securities [Member]
Available-for-sale securities:
Amortized Cost	179,363,000,000	125,177,000,000
Gross unrealized gains	1,725,000,000	2,953,000,000
Gross unrealized losses	(3,540,000,000)	(938,000,000)
Available-for-sale, at fair value	177,548,000,000	127,192,000,000
Federal agencies [Member]
Available-for-sale securities:
Amortized Cost	163,513,000,000	103,391,000,000
Gross unrealized gains	1,175,000,000	1,983,000,000
Gross unrealized losses	(3,458,000,000)	(828,000,000)
Available-for-sale, at fair value	161,230,000,000	104,546,000,000
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	45,161,000,000	28,604,000,000
Gross unrealized gains	100,000,000	131,000,000
Gross unrealized losses	(804,000,000)	(314,000,000)
Held-to-maturity Securities, Fair Value	44,457,000,000	28,421,000,000
Residential [Member]
Available-for-sale securities:
Amortized Cost	7,375,000,000	7,843,000,000
Gross unrealized gains	449,000,000	740,000,000
Gross unrealized losses	(8,000,000)	(25,000,000)
Available-for-sale, at fair value	7,816,000,000	8,558,000,000
Commercial [Member]
Available-for-sale securities:
Amortized Cost	8,475,000,000	13,943,000,000
Gross unrealized gains	101,000,000	230,000,000
Gross unrealized losses	(74,000,000)	(85,000,000)
Available-for-sale, at fair value	8,502,000,000	14,088,000,000
Corporate debt securities [Member]
Available-for-sale securities:
Amortized Cost	11,186,000,000	15,548,000,000
Gross unrealized gains	381,000,000	312,000,000
Gross unrealized losses	(110,000,000)	(449,000,000)
Available-for-sale, at fair value	11,457,000,000	15,411,000,000
Collateralized loan and other debt obligations [Member]
Available-for-sale securities:
Amortized Cost	34,764,000,000	31,210,000,000
Gross unrealized gains	287,000,000	125,000,000
Gross unrealized losses	(31,000,000)	(368,000,000)
Available-for-sale, at fair value	35,020,000,000	30,967,000,000
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	1,065,000,000	1,405,000,000
Gross unrealized gains	6,000,000	0
Gross unrealized losses	(1,000,000)	(24,000,000)
Held-to-maturity Securities, Fair Value	1,070,000,000	1,381,000,000
Other [Member]
Available-for-sale securities:
Amortized Cost	6,139,000,000	5,842,000,000
Gross unrealized gains	104,000,000	115,000,000
Gross unrealized losses	(35,000,000)	(46,000,000)
Available-for-sale, at fair value	6,208,000,000	5,911,000,000
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	2,331,000,000	3,343,000,000
Gross unrealized gains	10,000,000	8,000,000
Gross unrealized losses	(1,000,000)	(3,000,000)
Held-to-maturity Securities, Fair Value	2,340,000,000	3,348,000,000
Total marketable equity securities [Member]
Available-for-sale securities:
Amortized Cost	706,000,000	1,058,000,000
Gross unrealized gains	516,000,000	594,000,000
Gross unrealized losses	(11,000,000)	(15,000,000)
Available-for-sale, at fair value	1,211,000,000	1,637,000,000
Perpetual preferred securities [Member]
Available-for-sale securities:
Amortized Cost	445,000,000	819,000,000
Gross unrealized gains	35,000,000	112,000,000
Gross unrealized losses	(11,000,000)	(13,000,000)
Available-for-sale, at fair value	469,000,000	918,000,000
Other marketable equity securities [Member]
Available-for-sale securities:
Amortized Cost	261,000,000	239,000,000
Gross unrealized gains	481,000,000	482,000,000
Gross unrealized losses	0	(2,000,000)
Available-for-sale, at fair value	742,000,000	719,000,000
Asset-backed Securities, Securitized Loans and Receivables [Member]
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	1,300,000,000	1,900,000,000
Held-to-maturity Securities, Fair Value	1,300,000,000	1,900,000,000
Asset-backed Securities Collateralized by Dealer Floorplan Loans [Member]
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	1,100,000,000	1,400,000,000
Held-to-maturity Securities, Fair Value	$ 1,100,000,000	$ 1,400,000,000

Investment Securities, Gross Un

Investment Securities, Gross Unrealized Losses and Fair Value (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	$ (3,860)	$ (1,304)
Less than 12 months, Fair value, available-for-sale	154,806	100,316
12 months or more, Gross unrealized losses, available-for-sale	(1,547)	(1,162)
12 months or more, Fair value, available-for-sale	27,362	31,348
Total, Gross unrealized losses, available-for-sale	(5,407)	(2,466)
Total, Fair value, available-for-sale	182,168	131,664
Held-to-maturity securities:
Less than 12 months, Gross unrealized losses, held-to-maturity	(1,025)	(410)
Less than 12 months, Fair value, held-to-maturity	51,317	30,623
12 months or more, Gross unrealized losses, held-to-maturity	(2)	(4)
12 months or more, Fair value, held-to-maturity	899	233
Total, Gross unrealized losses, held-to-maturity	(1,027)	(414)
Total, Fair value, held-to-maturity	52,216	30,856
Total investment securities:
Less than 12 months, Gross unrealized losses, investment securities	(4,885)	(1,714)
Less than 12 months, Fair value, investment securities	206,123	130,939
12 months or more, Gross unrealized losses, investment securities	(1,549)	(1,166)
12 months or more, Fair value, investment securities	28,261	31,581
Total, Gross unrealized losses, investment securities	(6,434)	(2,880)
Total, Fair value, investment securities	234,384	162,520
Total debt securities [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(3,857)	(1,301)
Less than 12 months, Fair value, available-for-sale	154,765	100,252
12 months or more, Gross unrealized losses, available-for-sale	(1,539)	(1,150)
12 months or more, Fair value, available-for-sale	27,317	31,239
Total, Gross unrealized losses, available-for-sale	(5,396)	(2,451)
Total, Fair value, available-for-sale	182,082	131,491
Securities of U.S. Treasury and federal agencies [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(109)	(148)
Less than 12 months, Fair value, available-for-sale	10,816	24,795
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	(109)	(148)
Total, Fair value, available-for-sale	10,816	24,795
Held-to-maturity securities:
Less than 12 months, Gross unrealized losses, held-to-maturity	(77)	(73)
Less than 12 months, Fair value, held-to-maturity	6,351	5,264
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	(77)	(73)
Total, Fair value, held-to-maturity	6,351	5,264
U.S. states and political subdivisions [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(341)	(26)
Less than 12 months, Fair value, available-for-sale	17,412	3,453
12 months or more, Gross unrealized losses, available-for-sale	(1,230)	(476)
12 months or more, Fair value, available-for-sale	16,213	12,377
Total, Gross unrealized losses, available-for-sale	(1,571)	(502)
Total, Fair value, available-for-sale	33,625	15,830
Held-to-maturity securities:
Less than 12 months, Gross unrealized losses, held-to-maturity	(144)	0
Less than 12 months, Fair value, held-to-maturity	4,871	0
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	(144)	0
Total, Fair value, held-to-maturity	4,871	0
Total mortgage-backed securities [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(3,385)	(574)
Less than 12 months, Fair value, available-for-sale	122,721	42,081
12 months or more, Gross unrealized losses, available-for-sale	(155)	(364)
12 months or more, Fair value, available-for-sale	5,416	12,536
Total, Gross unrealized losses, available-for-sale	(3,540)	(938)
Total, Fair value, available-for-sale	128,137	54,617
Federal agencies [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(3,338)	(522)
Less than 12 months, Fair value, available-for-sale	120,735	36,329
12 months or more, Gross unrealized losses, available-for-sale	(120)	(306)
12 months or more, Fair value, available-for-sale	3,481	9,888
Total, Gross unrealized losses, available-for-sale	(3,458)	(828)
Total, Fair value, available-for-sale	124,216	46,217
Held-to-maturity securities:
Less than 12 months, Gross unrealized losses, held-to-maturity	(804)	(314)
Less than 12 months, Fair value, held-to-maturity	40,095	23,115
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	(804)	(314)
Total, Fair value, held-to-maturity	40,095	23,115
Residential [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(4)	(20)
Less than 12 months, Fair value, available-for-sale	527	1,276
12 months or more, Gross unrealized losses, available-for-sale	(4)	(5)
12 months or more, Fair value, available-for-sale	245	285
Total, Gross unrealized losses, available-for-sale	(8)	(25)
Total, Fair value, available-for-sale	772	1,561
Commercial [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(43)	(32)
Less than 12 months, Fair value, available-for-sale	1,459	4,476
12 months or more, Gross unrealized losses, available-for-sale	(31)	(53)
12 months or more, Fair value, available-for-sale	1,690	2,363
Total, Gross unrealized losses, available-for-sale	(74)	(85)
Total, Fair value, available-for-sale	3,149	6,839
Corporate debt securities [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(11)	(244)
Less than 12 months, Fair value, available-for-sale	946	4,941
12 months or more, Gross unrealized losses, available-for-sale	(99)	(205)
12 months or more, Fair value, available-for-sale	1,229	1,057
Total, Gross unrealized losses, available-for-sale	(110)	(449)
Total, Fair value, available-for-sale	2,175	5,998
Collateralized loan and other debt obligations [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(2)	(276)
Less than 12 months, Fair value, available-for-sale	1,899	22,214
12 months or more, Gross unrealized losses, available-for-sale	(29)	(92)
12 months or more, Fair value, available-for-sale	3,197	4,844
Total, Gross unrealized losses, available-for-sale	(31)	(368)
Total, Fair value, available-for-sale	5,096	27,058
Held-to-maturity securities:
Less than 12 months, Gross unrealized losses, held-to-maturity	0	(20)
Less than 12 months, Fair value, held-to-maturity	0	1,148
12 months or more, Gross unrealized losses, held-to-maturity	(1)	(4)
12 months or more, Fair value, held-to-maturity	266	233
Total, Gross unrealized losses, held-to-maturity	(1)	(24)
Total, Fair value, held-to-maturity	266	1,381
Other [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(9)	(33)
Less than 12 months, Fair value, available-for-sale	971	2,768
12 months or more, Gross unrealized losses, available-for-sale	(26)	(13)
12 months or more, Fair value, available-for-sale	1,262	425
Total, Gross unrealized losses, available-for-sale	(35)	(46)
Total, Fair value, available-for-sale	2,233	3,193
Held-to-maturity securities:
Less than 12 months, Gross unrealized losses, held-to-maturity	0	(3)
Less than 12 months, Fair value, held-to-maturity	0	1,096
12 months or more, Gross unrealized losses, held-to-maturity	(1)	0
12 months or more, Fair value, held-to-maturity	633	0
Total, Gross unrealized losses, held-to-maturity	(1)	(3)
Total, Fair value, held-to-maturity	633	1,096
Total marketable equity securities [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(3)	(3)
Less than 12 months, Fair value, available-for-sale	41	64
12 months or more, Gross unrealized losses, available-for-sale	(8)	(12)
12 months or more, Fair value, available-for-sale	45	109
Total, Gross unrealized losses, available-for-sale	(11)	(15)
Total, Fair value, available-for-sale	86	173
Perpetual preferred securities [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(3)	(1)
Less than 12 months, Fair value, available-for-sale	41	24
12 months or more, Gross unrealized losses, available-for-sale	(8)	(12)
12 months or more, Fair value, available-for-sale	45	109
Total, Gross unrealized losses, available-for-sale	(11)	(13)
Total, Fair value, available-for-sale	86	133
Other marketable equity securities [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	0	(2)
Less than 12 months, Fair value, available-for-sale	0	40
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	0	(2)
Total, Fair value, available-for-sale	$ 0	$ 40

Investment Securities, Unrealiz

Investment Securities, Unrealized Loss Position, by Credit Rating (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Available-for-sale securities:
Gross unrealized losses	$ (5,407)	$ (2,466)
Available-for-sale, at fair value	308,364	267,358
Held-to-maturity securities:
Gross unrealized losses	(1,027)	(414)
Fair value	99,155	80,567
Investment securities:
Gross unrealized losses	(6,434)	(2,880)
Fair value	407,519	347,925
Total debt securities [Member]
Available-for-sale securities:
Gross unrealized losses	(5,396)	(2,451)
Available-for-sale, at fair value	307,153	265,721
Held-to-maturity securities:
Fair value	99,155	80,567
Securities of U.S. Treasury and federal agencies [Member]
Available-for-sale securities:
Gross unrealized losses	(109)	(148)
Available-for-sale, at fair value	25,819	36,250
Held-to-maturity securities:
Gross unrealized losses	(77)	(73)
Fair value	45,079	45,167
U.S. states and political subdivisions [Member]
Available-for-sale securities:
Gross unrealized losses	(1,571)	(502)
Available-for-sale, at fair value	51,101	49,990
Held-to-maturity securities:
Gross unrealized losses	(144)	0
Fair value	6,209	2,250
Total mortgage-backed securities [Member]
Available-for-sale securities:
Gross unrealized losses	(3,540)	(938)
Available-for-sale, at fair value	177,548	127,192
Federal agencies [Member]
Available-for-sale securities:
Gross unrealized losses	(3,458)	(828)
Available-for-sale, at fair value	161,230	104,546
Held-to-maturity securities:
Gross unrealized losses	(804)	(314)
Fair value	44,457	28,421
Residential [Member]
Available-for-sale securities:
Gross unrealized losses	(8)	(25)
Available-for-sale, at fair value	7,816	8,558
Commercial [Member]
Available-for-sale securities:
Gross unrealized losses	(74)	(85)
Available-for-sale, at fair value	8,502	14,088
Corporate debt securities [Member]
Available-for-sale securities:
Gross unrealized losses	(110)	(449)
Available-for-sale, at fair value	11,457	15,411
Collateralized loan and other debt obligations [Member]
Available-for-sale securities:
Gross unrealized losses	(31)	(368)
Available-for-sale, at fair value	35,020	30,967
Held-to-maturity securities:
Gross unrealized losses	(1)	(24)
Fair value	1,070	1,381
Other [Member]
Available-for-sale securities:
Gross unrealized losses	(35)	(46)
Available-for-sale, at fair value	6,208	5,911
Held-to-maturity securities:
Gross unrealized losses	(1)	(3)
Fair value	2,340	3,348
Total marketable equity securities [Member]
Available-for-sale securities:
Gross unrealized losses	(11)	(15)
Available-for-sale, at fair value	1,211	1,637
Perpetual preferred securities [Member]
Available-for-sale securities:
Gross unrealized losses	(11)	(13)
Available-for-sale, at fair value	469	918
Unrated Investment Grade Securities [Member]
Investment securities:
Gross unrealized losses	(54)	(17)
Fair value	7,000	3,700
Investment grade [Member]
Available-for-sale securities:
Gross unrealized losses	(5,202)	(2,075)
Available-for-sale, at fair value	179,308	127,911
Held-to-maturity securities:
Gross unrealized losses	(1,026)	(414)
Fair value	52,199	30,856
Investment securities:
Gross unrealized losses	(6,228)	(2,489)
Fair value	231,507	158,767
Investment grade [Member] | Total debt securities [Member]
Available-for-sale securities:
Gross unrealized losses	(5,192)	(2,062)
Available-for-sale, at fair value	179,240	127,778
Investment grade [Member] | Securities of U.S. Treasury and federal agencies [Member]
Available-for-sale securities:
Gross unrealized losses	(109)	(148)
Available-for-sale, at fair value	10,816	24,795
Held-to-maturity securities:
Gross unrealized losses	(77)	(73)
Fair value	6,351	5,264
Investment grade [Member] | U.S. states and political subdivisions [Member]
Available-for-sale securities:
Gross unrealized losses	(1,517)	(464)
Available-for-sale, at fair value	33,271	15,470
Held-to-maturity securities:
Gross unrealized losses	(144)	0
Fair value	4,871	0
Investment grade [Member] | Total mortgage-backed securities [Member]
Available-for-sale securities:
Gross unrealized losses	(3,474)	(899)
Available-for-sale, at fair value	126,977	53,373
Investment grade [Member] | Federal agencies [Member]
Available-for-sale securities:
Gross unrealized losses	(3,458)	(828)
Available-for-sale, at fair value	124,216	46,217
Held-to-maturity securities:
Gross unrealized losses	(803)	(314)
Fair value	40,078	23,115
Investment grade [Member] | Residential [Member]
Available-for-sale securities:
Gross unrealized losses	(1)	(12)
Available-for-sale, at fair value	176	795
Investment grade [Member] | Commercial [Member]
Available-for-sale securities:
Gross unrealized losses	(15)	(59)
Available-for-sale, at fair value	2,585	6,361
Investment grade [Member] | Corporate debt securities [Member]
Available-for-sale securities:
Gross unrealized losses	(31)	(140)
Available-for-sale, at fair value	1,238	4,167
Investment grade [Member] | Collateralized loan and other debt obligations [Member]
Available-for-sale securities:
Gross unrealized losses	(31)	(368)
Available-for-sale, at fair value	5,096	27,058
Held-to-maturity securities:
Gross unrealized losses	(1)	(24)
Fair value	266	1,381
Investment grade [Member] | Other [Member]
Available-for-sale securities:
Gross unrealized losses	(30)	(43)
Available-for-sale, at fair value	1,842	2,915
Held-to-maturity securities:
Gross unrealized losses	(1)	(3)
Fair value	633	1,096
Investment grade [Member] | Perpetual preferred securities [Member]
Available-for-sale securities:
Gross unrealized losses	(10)	(13)
Available-for-sale, at fair value	68	133
Non-investment grade [Member]
Available-for-sale securities:
Gross unrealized losses	(205)	(389)
Available-for-sale, at fair value	2,860	3,713
Held-to-maturity securities:
Gross unrealized losses	(1)	0
Fair value	17	0
Investment securities:
Gross unrealized losses	(206)	(389)
Fair value	2,877	3,713
Non-investment grade [Member] | Total debt securities [Member]
Available-for-sale securities:
Gross unrealized losses	(204)	(389)
Available-for-sale, at fair value	2,842	3,713
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	(54)	(38)
Available-for-sale, at fair value	354	360
Held-to-maturity securities:
Gross unrealized losses	0	0
Fair value	0	0
Non-investment grade [Member] | Total mortgage-backed securities [Member]
Available-for-sale securities:
Gross unrealized losses	(66)	(39)
Available-for-sale, at fair value	1,160	1,244
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	(1)	0
Fair value	17	0
Non-investment grade [Member] | Residential [Member]
Available-for-sale securities:
Gross unrealized losses	(7)	(13)
Available-for-sale, at fair value	596	766
Non-investment grade [Member] | Commercial [Member]
Available-for-sale securities:
Gross unrealized losses	(59)	(26)
Available-for-sale, at fair value	564	478
Non-investment grade [Member] | Corporate debt securities [Member]
Available-for-sale securities:
Gross unrealized losses	(79)	(309)
Available-for-sale, at fair value	937	1,831
Non-investment grade [Member] | Collateralized loan and other debt obligations [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] | Other [Member]
Available-for-sale securities:
Gross unrealized losses	(5)	(3)
Available-for-sale, at fair value	391	278
Held-to-maturity securities:
Gross unrealized losses	0	0
Fair value	0	0
Non-investment grade [Member] | Perpetual preferred securities [Member]
Available-for-sale securities:
Gross unrealized losses	(1)	0
Available-for-sale, at fair value	$ 18	$ 0

Investment Securities, Contract

Investment Securities, Contractual Maturities (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Schedule of Marketable Securities [Line Items]
Held-to-maturity Securities, Amortized Cost	$ 99,583	$ 80,197
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 307,153	$ 265,721
Weighted average yield contractual maturities, Total, available-for-sale	3.44%	3.55%
Due within 1 year, Contractual maturities, available-for-sale	$ 6,418	$ 4,218
Percentage of weighted average yield, Due within 1 year, available-for-sale	1.93%	2.84%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 37,442	$ 48,542
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	2.20%	1.98%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 31,202	$ 28,330
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	3.17%	2.98%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 232,091	$ 184,631
Percentage of weighted average yield, Due after 10 years, available-for-sale	3.72%	4.07%
Held-to-maturity securities, at fair value:
Held-to-maturity Securities, Fair Value	$ 99,155	$ 80,567
Total debt securities [Member]
Schedule of Marketable Securities [Line Items]
Held-to-maturity Securities, Debt Maturities, after Five Through Ten Years, Net Carrying Amount	$ 14,883	$ 44,480
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Five And Through Ten Years Net Carrying Amount	2.43%	2.13%
Held-to-maturity Securities, Debt Maturities, after Ten Years, Net Carrying Amount	$ 51,037	$ 32,090
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Ten Years Net Carrying Amount	3.55%	3.57%
Held-to-maturity Securities, Debt Maturities, after One Through Five Years, Net Carrying Amount	$ 33,663	$ 3,627
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After One And Through Five Years Net Carrying Amount	2.04%	1.74%
Held-to-maturity Securities, Amortized Cost	$ 99,583	$ 80,197
Weighted Average Contractual Yield On Held To Maturity Debt Securities Net Carrying Amount	2.87%	2.69%
Held-to-maturity securities, at fair value:
Held-to-maturity Securities, Fair Value	$ 99,155	$ 80,567
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	34,025	3,651
Due in 5-10 years, Contractual maturities, held-to-maturity, at fair value	14,918	44,969
Due in 10 years or more, Contractual maturities, held-to-maturity, at fair value	50,212	31,947
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%
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	$ 12,734	$ 43,384
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Five And Through Ten Years Net Carrying Amount	2.30%	2.13%
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	$ 31,956	$ 1,276
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After One And Through Five Years Net Carrying Amount	2.05%	1.75%
Held-to-maturity Securities, Amortized Cost	$ 44,690	$ 44,660
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	$ 25,819	$ 36,250
Weighted average yield contractual maturities, Total, available-for-sale	1.44%	1.49%
Due within 1 year, Contractual maturities, available-for-sale	$ 1,328	$ 216
Percentage of weighted average yield, Due within 1 year, available-for-sale	0.92%	0.77%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 23,477	$ 31,602
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	1.45%	1.44%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 1,014	$ 4,432
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	1.80%	1.86%
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	$ 45,079	$ 45,167
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	32,313	1,298
Due in 5-10 years, Contractual maturities, held-to-maturity, at fair value	12,766	43,869
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	$ 436	$ 104
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Five And Through Ten Years Net Carrying Amount	6.76%	7.49%
Held-to-maturity Securities, Debt Maturities, after Ten Years, Net Carrying Amount	$ 5,876	$ 2,081
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Ten Years Net Carrying Amount	5.98%	5.89%
Held-to-maturity Securities, Debt Maturities, after One Through Five Years, Net Carrying Amount	$ 24	$ 0
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After One And Through Five Years Net Carrying Amount	8.20%	0.00%
Held-to-maturity Securities, Amortized Cost	$ 6,336	$ 2,185
Weighted Average Contractual Yield On Held To Maturity Debt Securities Net Carrying Amount	6.04%	5.97%
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 51,101	$ 49,990
Weighted average yield contractual maturities, Total, available-for-sale	5.65%	5.82%
Due within 1 year, Contractual maturities, available-for-sale	$ 2,990	$ 1,969
Percentage of weighted average yield, Due within 1 year, available-for-sale	1.69%	2.09%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 9,299	$ 7,709
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	2.74%	2.02%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 2,391	$ 3,010
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	4.71%	5.25%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 36,421	$ 37,302
Percentage of weighted average yield, Due after 10 years, available-for-sale	6.78%	6.85%
Held-to-maturity securities, at fair value:
Held-to-maturity Securities, Fair Value	$ 6,209	$ 2,250
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	24	0
Due in 5-10 years, Contractual maturities, held-to-maturity, at fair value	430	105
Due in 10 years or more, Contractual maturities, held-to-maturity, at fair value	5,755	2,145
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	$ 177,548	$ 127,192
Weighted average yield contractual maturities, Total, available-for-sale	3.19%	3.54%
Due within 1 year, Contractual maturities, available-for-sale	$ 0	$ 3
Percentage of weighted average yield, Due within 1 year, available-for-sale	0.00%	6.55%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 153	$ 468
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	3.34%	1.99%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 5,428	$ 1,769
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	3.16%	3.88%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 171,967	$ 124,952
Percentage of weighted average yield, Due after 10 years, available-for-sale	3.19%	3.55%
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	$ 45,161	$ 28,604
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Ten Years Net Carrying Amount	3.23%	3.47%
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	$ 45,161	$ 28,604
Weighted Average Contractual Yield On Held To Maturity Debt Securities Net Carrying Amount	3.23%	3.47%
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 161,230	$ 104,546
Weighted average yield contractual maturities, Total, available-for-sale	3.09%	3.29%
Due within 1 year, Contractual maturities, available-for-sale	$ 0	$ 3
Percentage of weighted average yield, Due within 1 year, available-for-sale	0.00%	6.55%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 128	$ 373
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	2.98%	1.58%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 5,363	$ 1,735
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	3.16%	3.84%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 155,739	$ 102,435
Percentage of weighted average yield, Due after 10 years, available-for-sale	3.09%	3.29%
Held-to-maturity securities, at fair value:
Held-to-maturity Securities, Fair Value	$ 44,457	$ 28,421
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	44,457	28,421
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	$ 7,816	$ 8,558
Weighted average yield contractual maturities, Total, available-for-sale	3.84%	4.17%
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	$ 25	$ 34
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	5.21%	5.11%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 35	$ 34
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	4.34%	6.03%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 7,756	$ 8,490
Percentage of weighted average yield, Due after 10 years, available-for-sale	3.83%	4.16%
Commercial [Member]
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 8,502	$ 14,088
Weighted average yield contractual maturities, Total, available-for-sale	4.58%	5.06%
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	$ 0	$ 61
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	0.00%	2.79%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 30	$ 0
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	3.13%	0.00%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 8,472	$ 14,027
Percentage of weighted average yield, Due after 10 years, available-for-sale	4.59%	5.07%
Corporate debt securities [Member]
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 11,457	$ 15,411
Weighted average yield contractual maturities, Total, available-for-sale	4.81%	4.57%
Due within 1 year, Contractual maturities, available-for-sale	$ 2,043	$ 1,960
Percentage of weighted average yield, Due within 1 year, available-for-sale	2.90%	3.84%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 3,374	$ 6,731
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	5.89%	4.47%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 4,741	$ 5,459
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	4.71%	4.76%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 1,299	$ 1,261
Percentage of weighted average yield, Due after 10 years, available-for-sale	5.38%	5.47%
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	$ 1,065	$ 0
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Five And Through Ten Years Net Carrying Amount	2.58%	0.00%
Held-to-maturity Securities, Debt Maturities, after Ten Years, Net Carrying Amount	$ 0	$ 1,405
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Ten Years Net Carrying Amount	0.00%	2.03%
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	$ 1,065	$ 1,405
Weighted Average Contractual Yield On Held To Maturity Debt Securities Net Carrying Amount	2.58%	2.03%
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 35,020	$ 30,967
Weighted average yield contractual maturities, Total, available-for-sale	2.70%	2.08%
Due within 1 year, Contractual maturities, available-for-sale	$ 0	$ 2
Percentage of weighted average yield, Due within 1 year, available-for-sale	0.00%	0.33%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 168	$ 804
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	1.34%	0.90%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 16,482	$ 12,707
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	2.66%	2.01%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 18,370	$ 17,454
Percentage of weighted average yield, Due after 10 years, available-for-sale	2.74%	2.19%
Held-to-maturity securities, at fair value:
Held-to-maturity Securities, Fair Value	$ 1,070	$ 1,381
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	1,070	0
Due in 10 years or more, Contractual maturities, held-to-maturity, at fair value	0	1,381
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	$ 648	$ 992
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Five And Through Ten Years Net Carrying Amount	1.89%	1.53%
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	$ 1,683	$ 2,351
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After One And Through Five Years Net Carrying Amount	1.81%	1.74%
Held-to-maturity Securities, Amortized Cost	$ 2,331	$ 3,343
Weighted Average Contractual Yield On Held To Maturity Debt Securities Net Carrying Amount	1.83%	1.68%
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 6,208	$ 5,911
Weighted average yield contractual maturities, Total, available-for-sale	2.18%	2.05%
Due within 1 year, Contractual maturities, available-for-sale	$ 57	$ 68
Percentage of weighted average yield, Due within 1 year, available-for-sale	3.06%	2.47%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 971	$ 1,228
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	2.35%	2.57%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 1,146	$ 953
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	2.04%	1.94%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 4,034	$ 3,662
Percentage of weighted average yield, Due after 10 years, available-for-sale	2.17%	1.89%
Held-to-maturity securities, at fair value:
Held-to-maturity Securities, Fair Value	$ 2,340	$ 3,348
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	1,688	2,353
Due in 5-10 years, Contractual maturities, held-to-maturity, at fair value	652	995
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%

Investment Securities, Realized

Investment Securities, Realized Gains and Losses (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Marketable Securities, Realized Gain (Loss) [Abstract]
Gross realized gains	$ 1,542	$ 1,775	$ 1,560
Gross realized losses	(106)	(67)	(14)
OTTI write-downs	(194)	(185)	(52)
Net realized gains from available-for-sale securities	1,242	1,523	1,494
Net realized gains from nonmarketable equity investments	579	1,659	1,479
Net realized gains from debt securities and equity investments	$ 1,821	$ 3,182	$ 2,973

Investment Securities, OTTI Inc

Investment Securities, OTTI Included in Earnings (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Schedule of Marketable Securities [Line Items]
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities	$ 0	$ 0	$ 0
OTTI write-downs included in earnings
Total investment securities (1)	194	185	52
Nonmarketable equity investments (1)	448	374	270
Total OTTI write-downs included in earnings (1)	642	559	322
Total debt securities [Member]
OTTI write-downs included in earnings
Total investment securities (1)	189	183	49
Securities of U.S. states and political subdivisions [Member]
OTTI write-downs included in earnings
Total investment securities (1)	63	18	11
Residential [Member]
OTTI write-downs included in earnings
Total investment securities (1)	34	54	26
Commercial [Member]
OTTI write-downs included in earnings
Total investment securities (1)	14	4	9
Corporate debt securities [Member]
OTTI write-downs included in earnings
Total investment securities (1)	72	105	1
Collateralized loan and other debt obligations [Member]
OTTI write-downs included in earnings
Total investment securities (1)	0	0	2
Other debt securities
OTTI write-downs included in earnings
Total investment securities (1)	6	2	0
Total marketable equity securities [Member]
OTTI write-downs included in earnings
Total investment securities (1)	5	2	3
Other marketable equity securities [Member]
OTTI write-downs included in earnings
Total investment securities (1)	5	2	$ 3
Energy [Domain]
OTTI write-downs included in earnings
Total investment securities (1)	88	104
Nonmarketable equity investments (1)	170	183
Total OTTI write-downs included in earnings (1)	$ 258	$ 287

Investment Securities, OTTI Deb

Investment Securities, OTTI Debt Securities (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	$ 194	$ 185	$ 52
Cost And Equity Method, Other Than Temporary Impairment	448	374	270
Other Than Temporary Impairment Investments Portion Recognized In Earnings Net	642	559	322
Total debt securities [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	189	183	49
Total changes to OCI for non-credit-related OTTI	18	(47)	(31)
Total OTTI losses recorded on debt securities	207	136	18
Total debt securities [Member] | Credit-related OTTI [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	143	169	40
Total debt securities [Member] | Intent-to-sell OTTI [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	46	14	9
Securities of U.S. states and political subdivisions [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	63	18	11
Total changes to OCI for non-credit-related OTTI	8	(1)	0
Residential [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	34	54	26
Total changes to OCI for non-credit-related OTTI	(3)	(42)	(10)
Commercial Mortgage Backed Securities [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	14	4	9
Total changes to OCI for non-credit-related OTTI	24	(16)	(21)
Corporate debt securities [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	72	105	1
Total changes to OCI for non-credit-related OTTI	(13)	12	0
Collateralized Loan Obligations [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	0	0	2
Other debt securities
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	6	2	0
Total changes to OCI for non-credit-related OTTI	2	0	0
Equity Securities, Other 1 [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	5	2	3
Equity securities [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	$ 5	$ 2	$ 3

Investment Securities, Credit L

Investment Securities, Credit Loss Component (Details) - Total debt securities [Member] - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Credit loss recognized, beginning of year	$ 1,092	$ 1,025	$ 1,171
Additions:
For securities with initial credit impairments	85	102	5
For securities with previous credit impairments	58	67	35
Total additions	143	169	40
Reductions:
For securities sold, matured, or intended/required to be sold	(184)	(93)	(169)
For recoveries of previous credit impairments	(8)	(9)	(17)
Total reductions	(192)	(102)	(186)
Credit loss recognized, end of year	$ 1,043	$ 1,092	$ 1,025

Loans and Allowance for Credi73

Loans and Allowance for Credit Losses, Loans Outstanding (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016		Dec. 31, 2015		Dec. 31, 2008	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Deferred Income	$ 4,400		$ 3,800
Loans	967,604	[1]	916,559	[1]		$ 862,551	$ 822,286	$ 798,351
Unfunded Credit Commitments, Consumer Mortgage First and Junior Lines of Credit Portfolio	65,900
Total Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	506,536		456,583			414,826	377,090	359,814
Commercial and Industrial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	330,840		299,892			271,795	235,358	223,703
Commercial Real Estate Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	132,491		122,160			111,996	112,427	106,392
Commercial Real Estate Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	23,916		22,164			18,728	16,934	16,983
Lease Financing [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	19,289		12,367			12,307	12,371	12,736
Total Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	461,068		459,976			447,725	445,196	438,537
Real estate 1-4 family first mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	275,579		273,869			265,386	258,507	249,912
Real estate 1-4 family junior lien mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	46,237		53,004			59,717	65,950	75,503
Credit Card [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	36,700		34,039			31,119	26,882	24,651
Automobile [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	62,286		59,966			55,740	50,808	45,998
Other revolving credit and installment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	40,266		39,098			35,763	43,049	42,473
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	57,100
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Amount in Amortization Period	$ 11,600
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Percentage in Amortization Period	20.00%
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Amount to Enter Amortization Period In Next Two Years	$ 7,300
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Percentage to Enter Amortization Period In Next Two Years	13.00%
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Amount to Enter Amortization Period In Two To Four Years	$ 4,400
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Percentage to Enter Amortization Period In Two To Four Years	8.00%
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Amount to Enter Amortization Period After Four Years	$ 33,800
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Percentage to Enter Amortization Period After Four Years	59.00%
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	$ 515
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Percentage Thirty or More Days Past Due	4.00%
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	$ 718
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	$ 65,284		58,117			50,037	47,400	37,591
Geographic Distribution, Foreign [Member] | Commercial and Industrial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	55,396		49,049			44,707	41,547	37,148
Geographic Distribution, Foreign [Member] | Commercial Real Estate Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	8,541		8,350			4,776	5,328	52
Geographic Distribution, Foreign [Member] | Commercial Real Estate Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	375		444			218	187	79
Geographic Distribution, Foreign [Member] | Lease Financing [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 972		$ 274			$ 336	$ 338	$ 312
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	1.00%				10.00%
Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 321,816		$ 326,873
Residential Mortgage [Member] | Interest-only Loans [Member] | Loans And Leases Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	7.00%		9.00%
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	12.00%		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%		5.00%
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	1.00%		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]	(2)Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.

Loans and Allowance for Credi74

Loans and Allowance for Credit Losses, Significant Activity (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2008
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unfunded Credit Commitments, Consumer Mortgage First and Junior Lines of Credit Portfolio	$ 65,900
Loans and Allowance for Credit Losses, Significant Activity [Abstract]
Purchases	32,715	$ 14,014
Sales	(2,820)	(1,374)
Transfers to MHFS/LHFS	(312)	(107)
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	$ 515
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Percentage Thirty or More Days Past Due	4.00%
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	$ 718
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	$ 32,710	13,674
Sales	(1,334)	(1,214)
Transfers to MHFS/LHFS	(306)	(91)
Consumer Portfolio Segment [Member]
Loans and Allowance for Credit Losses, Significant Activity [Abstract]
Purchases	5	340
Sales	(1,486)	(160)
Transfers to MHFS/LHFS	$ (6)	$ (16)
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	1.00%		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	7.00%	9.00%
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%	5.00%

Loans and Allowance for Credi75

Loans and Allowance for Credit Losses, Commitments to Lend (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2008
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Temporary Advance Arrangements	$ 77,000	$ 75,000
Total unfunded credit commitments	551,524	526,868
Total Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	346,351	322,135
Commercial and Industrial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit	319,662	296,710
Lease Financing [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit	16	0
Total Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	205,173	204,733
Real estate 1-4 family first mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit	33,498	34,621
Real estate 1-4 family junior lien mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit	41,431	43,309
Credit Card [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit	101,895	98,904
Other revolving credit and installment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit	28,349	27,899
Commercial real estate mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit	7,833	7,378
Construction Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit	$ 18,840	$ 18,047
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	1.00%		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	7.00%	9.00%
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	12.00%	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%	5.00%
International [Member] | Total Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Letters of Credit Outstanding, Amount	$ 1,100	$ 1,100
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	1.00%	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 Credi76

Loans and Allowance for Credit Losses, Allowance for Credit Losses (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	$ 12,512	$ 13,169	$ 14,971	$ 17,477	$ 19,668
Provision for credit losses	3,770	2,442	1,395	2,309	7,217
Interest income on certain impaired loans	(205)	(198)	(211)	(264)	(315)
Loan charge-offs	(5,247)	(4,454)	(4,724)	(6,410)	(10,973)
Loan recoveries	1,727	1,562	1,779	1,901	1,939
Net loan charge-offs	(3,520)	(2,892)	(2,945)	(4,509)	(9,034)
Other	(17)	(9)	(41)	(42)	(59)
Allowance for credit losses, ending balance	12,540	12,512	13,169	14,971	17,477
Components:
Allowance for loan losses						$ 11,419	$ 11,545	$ 12,319	$ 14,502	$ 17,060
Allowance for unfunded credit commitments						1,121	967	850	469	417
Total allowance for credit losses	$ 12,512	$ 13,169	$ 14,971	$ 17,477	$ 19,668	$ 12,540	$ 12,512	$ 13,169	$ 14,971	$ 17,477
Net loan charge-offs as a percentage of average total loans	0.37%	0.33%	0.35%	0.56%	1.17%
Allowance for loan losses as a percentage of total loans						1.18%	1.26%	1.43%	1.76%	2.13%
Allowance for credit losses as a percentage of total loans						1.30%	1.37%	1.53%	1.82%	2.19%
Total Commercial [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	$ 6,872	$ 6,377
Provision for credit losses	1,644	908
Interest income on certain impaired loans	(45)	(17)
Loan charge-offs	(1,488)	(811)	$ (717)	$ (991)	$ (2,001)
Loan recoveries	428	424	673	776	779
Net loan charge-offs	(1,060)	(387)
Other	(17)	(9)
Allowance for credit losses, ending balance	7,394	6,872	6,377
Components:
Total allowance for credit losses	6,872	6,377	6,377			$ 7,394	$ 6,872	$ 6,377
Commercial and Industrial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(1,419)	(734)	(627)	(739)	(1,404)
Loan recoveries	263	252	369	396	472
Commercial Real Estate Mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(27)	(59)	(66)	(190)	(382)
Loan recoveries	116	127	160	226	163
Commercial Real Estate Construction [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(1)	(4)	(9)	(28)	(191)
Loan recoveries	38	37	136	137	124
Lease Financing [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(41)	(14)	(15)	(34)	(24)
Loan recoveries	11	8	8	17	20
Total Consumer [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	5,640	6,792
Provision for credit losses	2,126	1,534
Interest income on certain impaired loans	(160)	(181)
Loan charge-offs	(3,759)	(3,643)	(4,007)	(5,419)	(8,972)
Loan recoveries	1,299	1,138	1,106	1,125	1,160
Net loan charge-offs	(2,460)	(2,505)
Other	0	0
Allowance for credit losses, ending balance	5,146	5,640	6,792
Components:
Total allowance for credit losses	5,640	6,792	6,792			$ 5,146	$ 5,640	$ 6,792
Real estate 1-4 family first mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(452)	(507)	(721)	(1,439)	(3,020)
Loan recoveries	373	245	212	246	157
Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(495)	(635)	(864)	(1,579)	(3,437)
Loan recoveries	266	259	238	269	260
Credit Card [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(1,259)	(1,116)	(1,025)	(1,022)	(1,105)
Loan recoveries	207	175	161	127	188
Automobile [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(845)	(742)	(729)	(625)	(651)
Loan recoveries	325	325	349	322	364
Other revolving credit and installment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(708)	(643)	(668)	(754)	(759)
Loan recoveries	$ 128	$ 134	$ 146	$ 161	$ 191

Loans and Allowance for Credi77

Loans and Allowance for Credit Losses, Allowance for Credit Losses by Category (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	$ 12,512	$ 13,169	$ 14,971	$ 17,477	$ 19,668
Provision for credit losses	3,770	2,442	1,395	2,309	7,217
Interest income on certain impaired loans	(205)	(198)	(211)	(264)	(315)
Loan charge-offs	(5,247)	(4,454)	(4,724)	(6,410)	(10,973)
Loan recoveries	1,727	1,562	1,779	1,901	1,939
Net loan charge-offs	(3,520)	(2,892)	(2,945)	(4,509)	(9,034)
Allowance related to business combinations/other	(17)	(9)	(41)	(42)	(59)
Allowance for credit losses, ending balance	12,540	12,512	13,169	14,971	17,477
Commercial Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	6,872	6,377
Provision for credit losses	1,644	908
Interest income on certain impaired loans	(45)	(17)
Loan charge-offs	(1,488)	(811)	(717)	(991)	(2,001)
Loan recoveries	428	424	673	776	779
Net loan charge-offs	(1,060)	(387)
Allowance related to business combinations/other	(17)	(9)
Allowance for credit losses, ending balance	7,394	6,872	6,377
Consumer Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	5,640	6,792
Provision for credit losses	2,126	1,534
Interest income on certain impaired loans	(160)	(181)
Loan charge-offs	(3,759)	(3,643)	(4,007)	(5,419)	(8,972)
Loan recoveries	1,299	1,138	1,106	$ 1,125	$ 1,160
Net loan charge-offs	(2,460)	(2,505)
Allowance related to business combinations/other	0	0
Allowance for credit losses, ending balance	$ 5,146	$ 5,640	$ 6,792

Loans and Allowance for Credi78

Loans and Allowance for Credit Losses, Loans by Credit Impairment Methodology (Details) - USD ($) $ in Millions	Dec. 31, 2016		Dec. 31, 2015		Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Allowance for Credit Losses, Collectively evaluated	$ 9,945		$ 9,435
Allowance for Credit Losses, Individually evaluated	2,593		3,076
Total allowance for credit losses	12,540		12,512		$ 13,169	$ 14,971	$ 17,477	$ 19,668
Financing Receivable, Collectively evaluated	928,496		872,768
Financing Receivable, Individually evaluated	22,377		23,820
Loans	967,604	[1]	916,559	[1]	862,551	822,286	798,351
Commercial Portfolio Segment [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Allowance for Credit Losses, Collectively evaluated	6,392		5,999
Allowance for Credit Losses, Individually evaluated	1,000		872
Total allowance for credit losses	7,394		6,872		6,377
Financing Receivable, Collectively evaluated	500,487		452,063
Financing Receivable, Individually evaluated	5,372		3,808
Loans	506,536		456,583		414,826	377,090	359,814
Consumer Portfolio Segment [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Allowance for Credit Losses, Collectively evaluated	3,553		3,436
Allowance for Credit Losses, Individually evaluated	1,593		2,204
Total allowance for credit losses	5,146		5,640		6,792
Financing Receivable, Collectively evaluated	428,009		420,705
Financing Receivable, Individually evaluated	17,005		20,012
Loans	461,068		459,976		$ 447,725	$ 445,196	$ 438,537
Allowance for Doubtful Accounts [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Total allowance for credit losses	2		1
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	2		1
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	16,731		19,971
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	677		712
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	$ 16,054		$ 19,259
[1]	(2)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 Credit Quality Indicator, Commercial (Details) - USD ($) $ in Millions	Dec. 31, 2016		Dec. 31, 2015		Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2008
Loans and Leases Receivable Disclosure [Abstract]
Loans	$ 967,604	[1]	$ 916,559	[1]	$ 862,551	$ 822,286	$ 798,351
Total Commercial [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	506,536		456,583		414,826	377,090	359,814
Commercial and Industrial Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	330,840		299,892		271,795	235,358	223,703
Commercial Real Estate Mortgage [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	132,491		122,160		111,996	112,427	106,392
Commercial Real Estate Construction [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	23,916		22,164		18,728	16,934	16,983
Lease Financing [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	19,289		12,367		$ 12,307	$ 12,371	$ 12,736
Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Financing Receivable, Recorded Investment, Nonaccrual Status	10,384		11,382
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage and Construction Loans [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	5,800
Financing Receivable, Recorded Investment, Nonaccrual Status	728
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	505,859		455,871
Financing Receivable, Recorded Investment, Nonaccrual Status	4,059		2,424
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	476,266		429,699
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	29,593		26,172
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	330,603		299,814
Financing Receivable, Recorded Investment, Nonaccrual Status	3,216		1,363
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	308,166		281,356
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	22,437		18,458
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	132,108		121,618
Financing Receivable, Recorded Investment, Nonaccrual Status	685		969
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	126,793		115,025
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	5,315		6,593
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	23,859		22,072
Financing Receivable, Recorded Investment, Nonaccrual Status	43		66
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	23,408		21,546
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	451		526
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	19,289		12,367
Financing Receivable, Recorded Investment, Nonaccrual Status	115		26
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	17,899		11,772
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	1,390		595
PCI Loans Carrying Value [Member]
Loans and Leases Receivable Disclosure [Abstract]
Total PCI loans (carrying value)	16,731		19,971
PCI Loans Carrying Value [Member] | Total Commercial [Member]
Loans and Leases Receivable Disclosure [Abstract]
Total PCI loans (carrying value)	677		712					$ 18,700
PCI Loans Carrying Value [Member] | Commercial and Industrial Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Total PCI loans (carrying value)	237		78
PCI Loans Carrying Value [Member] | Commercial Real Estate Mortgage [Member]
Loans and Leases Receivable Disclosure [Abstract]
Total PCI loans (carrying value)	383		542
PCI Loans Carrying Value [Member] | Commercial Real Estate Construction [Member]
Loans and Leases Receivable Disclosure [Abstract]
Total PCI loans (carrying value)	57		92
PCI Loans Carrying Value [Member] | Lease Financing [Member]
Loans and Leases Receivable Disclosure [Abstract]
Total PCI loans (carrying value)	$ 0		$ 0
[1]	(2)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, Commercial (Details) - USD ($) $ in Millions	Dec. 31, 2016		Dec. 31, 2015		Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2008
By delinquency status:
Loans, 90 days or more past due and still accruing	$ 11,858		$ 14,380
Loans	967,604	[1]	916,559	[1]	$ 862,551	$ 822,286	$ 798,351
Total Commercial [Member]
By delinquency status:
Loans	506,536		456,583		414,826	377,090	359,814
Commercial and Industrial Loans [Member]
By delinquency status:
Loans	330,840		299,892		271,795	235,358	223,703
Commercial real estate mortgage [Member]
By delinquency status:
Loans	132,491		122,160		111,996	112,427	106,392
Construction Loans [Member]
By delinquency status:
Loans	23,916		22,164		18,728	16,934	16,983
Lease Financing [Member]
By delinquency status:
Loans	19,289		12,367		$ 12,307	$ 12,371	$ 12,736
Consumer Real Estate Loans Government Guaranteed Or Insured [Member]
By delinquency status:
Loans, 90 days or more past due and still accruing	10,883		13,373
Student Loans, Government Guaranteed [Member]
By delinquency status:
Loans, 90 days or more past due and still accruing	3		26
Loans Excluding Purchased Credit-Impaired Loans [Member]
By delinquency status:
Nonaccrual loans	10,384		11,382
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
By delinquency status:
Loans, 90 days or more past due and still accruing	64		114
Nonaccrual loans	4,059		2,424
Loans	505,859		455,871
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
By delinquency status:
Loans, 90 days or more past due and still accruing	28		97
Nonaccrual loans	3,216		1,363
Loans	330,603		299,814
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial real estate mortgage [Member]
By delinquency status:
Loans, 90 days or more past due and still accruing	36		13
Nonaccrual loans	685		969
Loans	132,108		121,618
Loans Excluding Purchased Credit-Impaired Loans [Member] | Construction Loans [Member]
By delinquency status:
Loans, 90 days or more past due and still accruing	0		4
Nonaccrual loans	43		66
Loans	23,859		22,072
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member]
By delinquency status:
Loans, 90 days or more past due and still accruing	0		0
Nonaccrual loans	115		26
Loans	19,289		12,367
PCI Loans Carrying Value [Member]
By delinquency status:
Total PCI loans (carrying value)	16,731		19,971
PCI Loans Carrying Value [Member] | Total Commercial [Member]
By delinquency status:
Total PCI loans (carrying value)	677		712					$ 18,700
PCI Loans Carrying Value [Member] | Commercial and Industrial Loans [Member]
By delinquency status:
Total PCI loans (carrying value)	237		78
PCI Loans Carrying Value [Member] | Commercial real estate mortgage [Member]
By delinquency status:
Total PCI loans (carrying value)	383		542
PCI Loans Carrying Value [Member] | Construction Loans [Member]
By delinquency status:
Total PCI loans (carrying value)	57		92
PCI Loans Carrying Value [Member] | Lease Financing [Member]
By delinquency status:
Total PCI loans (carrying value)	0		0
Financing Receivables, 1 to 29 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
By delinquency status:
Loans	500,748		452,495
Financing Receivables, 1 to 29 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
By delinquency status:
Loans	326,765		297,847
Financing Receivables, 1 to 29 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial real estate mortgage [Member]
By delinquency status:
Loans	131,165		120,415
Financing Receivables, 1 to 29 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Construction Loans [Member]
By delinquency status:
Loans	23,776		21,920
Financing Receivables, 1 to 29 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member]
By delinquency status:
Loans	19,042		12,313
30-89 days past due and still accruing [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
By delinquency status:
Loans	988		838
30-89 days past due and still accruing [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
By delinquency status:
Loans	594		507
30-89 days past due and still accruing [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial real estate mortgage [Member]
By delinquency status:
Loans	222		221
30-89 days past due and still accruing [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Construction Loans [Member]
By delinquency status:
Loans	40		82
30-89 days past due and still accruing [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member]
By delinquency status:
Loans	$ 132		$ 28
[1]	(2)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 Delinquency Status, Consumer (Details) - USD ($) $ in Millions	Dec. 31, 2016		Dec. 31, 2015		Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2008
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	$ 11,858		$ 14,380
By delinquency status:
Loans	967,604	[1]	916,559	[1]	$ 862,551	$ 822,286	$ 798,351
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	10,883		13,373
Student Loans, Government Guaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	3		26
Total Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	908		867
By delinquency status:
Loans	461,068		459,976		447,725	445,196	438,537
Real estate 1-4 family first mortgage [Member]
By delinquency status:
Loans	$ 275,579		$ 273,869		265,386	258,507	249,912
Financing Receivables Equal To Or Greater Than 180 Days Past Due Percentage Of Portfolio	0.60%		1.30%
Real estate 1-4 family junior lien mortgage [Member]
By delinquency status:
Loans	$ 46,237		$ 53,004		59,717	65,950	75,503
Credit Card [Member]
By delinquency status:
Loans	36,700		34,039		31,119	26,882	24,651
Automobile Loan [Member]
By delinquency status:
Loans	62,286		59,966		55,740	50,808	45,998
Other revolving credit and installment [Member]
By delinquency status:
Loans	40,266		39,098		$ 35,763	$ 43,049	$ 42,473
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
By delinquency status:
Loans	445,014		440,717
Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
By delinquency status:
Loans	259,561		254,679
Financing Receivable, Recorded Investment, Equal to Greater Than 180 Days Past Due and Still Accruing	1,700		3,400
Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
By delinquency status:
Loans	46,201		52,935
Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
By delinquency status:
Loans	36,700		34,039
Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
By delinquency status:
Loans	62,286		59,966
Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
By delinquency status:
Loans	40,266		39,098
Financing Receivables, 1 to 29 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
By delinquency status:
Loans	420,477		407,374
Financing Receivables, 1 to 29 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
By delinquency status:
Loans	239,061		225,195
Financing Receivables, 1 to 29 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
By delinquency status:
Loans	45,238		51,778
Financing Receivables, 1 to 29 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
By delinquency status:
Loans	35,773		33,208
Financing Receivables, 1 to 29 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
By delinquency status:
Loans	60,572		58,503
Financing Receivables, 1 to 29 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
By delinquency status:
Loans	39,833		38,690
Financing Receivables, 30 to 59 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
By delinquency status:
Loans	3,914		3,950
Financing Receivables, 30 to 59 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
By delinquency status:
Loans	1,904		2,072
Financing Receivables, 30 to 59 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
By delinquency status:
Loans	296		325
Financing Receivables, 30 to 59 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
By delinquency status:
Loans	275		257
Financing Receivables, 30 to 59 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
By delinquency status:
Loans	1,262		1,121
Financing Receivables, 30 to 59 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
By delinquency status:
Loans	177		175
Financing Receivables, 60 to 89 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
By delinquency status:
Loans	1,501		1,542
Financing Receivables, 60 to 89 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
By delinquency status:
Loans	700		821
Financing Receivables, 60 to 89 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
By delinquency status:
Loans	160		184
Financing Receivables, 60 to 89 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
By delinquency status:
Loans	200		177
Financing Receivables, 60 to 89 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
By delinquency status:
Loans	330		253
Financing Receivables, 60 to 89 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
By delinquency status:
Loans	111		107
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Real Estate Loans Government Guaranteed Or Insured [Member]
By delinquency status:
Loans	10,100		12,400
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	3,500		5,500
90-119 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
By delinquency status:
Loans	787		832
90-119 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
By delinquency status:
Loans	307		402
90-119 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
By delinquency status:
Loans	102		110
90-119 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
By delinquency status:
Loans	169		150
90-119 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
By delinquency status:
Loans	116		84
90-119 Days Past Due [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
By delinquency status:
Loans	93		86
120-179 DPD member [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
By delinquency status:
Loans	745		876
120-179 DPD member [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
By delinquency status:
Loans	323		460
120-179 DPD member [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
By delinquency status:
Loans	108		145
120-179 DPD member [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
By delinquency status:
Loans	279		246
120-179 DPD member [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
By delinquency status:
Loans	5		4
120-179 DPD member [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
By delinquency status:
Loans	30		21
180 plus DPD [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
By delinquency status:
Loans	1,985		3,790
180 plus DPD [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
By delinquency status:
Loans	1,661		3,376
180 plus DPD [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
By delinquency status:
Loans	297		393
180 plus DPD [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
By delinquency status:
Loans	4		1
180 plus DPD [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
By delinquency status:
Loans	1		1
180 plus DPD [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
By delinquency status:
Loans	22		19
Loans Insured or Guaranteed by US Government Authorities [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
By delinquency status:
Loans	15,605		22,353
Loans Insured or Guaranteed by US Government Authorities [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
By delinquency status:
Loans	15,605		22,353
Loans Insured or Guaranteed by US Government Authorities [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
By delinquency status:
Loans	0		0
Loans Insured or Guaranteed by US Government Authorities [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
By delinquency status:
Loans	0		0
Loans Insured or Guaranteed by US Government Authorities [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
By delinquency status:
Loans	0		0
Loans Insured or Guaranteed by US Government Authorities [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
By delinquency status:
Loans	0		0
PCI Loans Carrying Value [Member]
By delinquency status:
Total PCI loans (carrying value)	16,731		19,971
PCI Loans Carrying Value [Member] | Total Consumer [Member]
By delinquency status:
Total PCI loans (carrying value)	16,054		19,259					$ 40,100
PCI Loans Carrying Value [Member] | Real estate 1-4 family first mortgage [Member]
By delinquency status:
Total PCI loans (carrying value)	16,018		19,190
PCI Loans Carrying Value [Member] | Real estate 1-4 family junior lien mortgage [Member]
By delinquency status:
Total PCI loans (carrying value)	36		69
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]	(2)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 FICO Score, Consumer (Details) - USD ($) $ in Millions	Dec. 31, 2016		Dec. 31, 2015		Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2008
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	$ 967,604	[1]	$ 916,559	[1]	$ 862,551	$ 822,286	$ 798,351
Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	461,068		459,976		447,725	445,196	438,537
Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	275,579		273,869		265,386	258,507	249,912
Real estate 1-4 family junior lien mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	46,237		53,004		59,717	65,950	75,503
Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	36,700		34,039		31,119	26,882	24,651
Automobile Loan [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	62,286		59,966		55,740	50,808	45,998
Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	40,266		39,098		$ 35,763	$ 43,049	$ 42,473
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	445,014		440,717
Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	259,561		254,679
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]
Loans	46,201		52,935
Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	36,700		34,039
Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	62,286		59,966
Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	40,266		39,098
PCI Loans Carrying Value [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Total PCI loans (carrying value)	16,731		19,971
PCI Loans Carrying Value [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Total PCI loans (carrying value)	16,054		19,259					$ 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)	16,018		19,190
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)	36		69
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
FICO less than 600 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	23,696		24,893
FICO less than 600 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	6,720		8,716
FICO less than 600 [Member] | 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]
Loans	2,591		3,025
FICO less than 600 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	3,475		2,927
FICO less than 600 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	9,934		9,260
FICO less than 600 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	976		965
FICO 600-639 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	18,187		19,908
FICO 600-639 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	5,400		6,961
FICO 600-639 [Member] | 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]
Loans	1,917		2,367
FICO 600-639 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	3,109		2,875
FICO 600-639 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	6,705		6,619
FICO 600-639 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	1,056		1,086
FICO 640-679 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	32,937		35,403
FICO 640-679 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	10,975		13,006
FICO 640-679 [Member] | 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]
Loans	3,747		4,613
FICO 640-679 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	5,678		5,354
FICO 640-679 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	10,204		10,014
FICO 640-679 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	2,333		2,416
FICO 680-719 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	52,649		54,515
FICO 680-719 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	23,300		24,460
FICO 680-719 [Member] | 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]
Loans	6,432		7,863
FICO 680-719 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	7,382		6,857
FICO 680-719 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	11,233		10,947
FICO 680-719 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	4,302		4,388
FICO 720-759 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	70,515		70,581
FICO 720-759 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	38,832		38,309
FICO 720-759 [Member] | 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]
Loans	9,413		10,966
FICO 720-759 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	7,632		7,017
FICO 720-759 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	8,769		8,279
FICO 720-759 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	5,869		6,010
FICO 760-799 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	141,240		131,149
FICO 760-799 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	103,608		92,975
FICO 760-799 [Member] | 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]
Loans	14,929		16,369
FICO 760-799 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	6,191		5,693
FICO 760-799 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	8,164		7,761
FICO 760-799 [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	8,348		8,351
FICO 800 or more [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	72,057		67,601
FICO 800 or more [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	49,508		44,452
FICO 800 or more [Member] | 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]
Loans	6,391		6,895
FICO 800 or more [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	2,868		3,090
FICO 800 or more [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	6,856		6,654
FICO 800 or more [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	6,434		6,510
No FICO available [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	10,086		7,337
No FICO available [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	5,613		3,447
No FICO available [Member] | 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]
Loans	781		837
No FICO available [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	365		226
No FICO available [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	421		432
No FICO available [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	2,906		2,395
FICO not required [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	8,042		6,977
FICO not required [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	0		0
FICO not required [Member] | 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]
Loans	0		0
FICO not required [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	0		0
FICO not required [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	0		0
FICO not required [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	8,042		6,977
Loans Insured or Guaranteed by US Government Authorities [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	15,605		22,353
Loans Insured or Guaranteed by US Government Authorities [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	15,605		22,353
Loans Insured or Guaranteed by US Government Authorities [Member] | 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]
Loans	0		0
Loans Insured or Guaranteed by US Government Authorities [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	0		0
Loans Insured or Guaranteed by US Government Authorities [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	0		0
Loans Insured or Guaranteed by US Government Authorities [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	$ 0		$ 0
[1]	(2)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, Loans by Loan to Value Ratio, Consumer (Details) - USD ($) $ in Millions	Dec. 31, 2016		Dec. 31, 2015		Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]
High Value Properties, Threshold	$ 1
Loans by Loan to Value [Abstract]
Loans	967,604	[1]	$ 916,559	[1]	$ 862,551	$ 822,286	$ 798,351
Residential Mortgage [Member]
Loans by Loan to Value [Abstract]
Loans	321,816		326,873
Residential Mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	305,762		307,614
Real estate 1-4 family first mortgage [Member]
Loans by Loan to Value [Abstract]
Loans	275,579		273,869		265,386	258,507	249,912
Real estate 1-4 family first mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	259,561		254,679
Real estate 1-4 family junior lien mortgage [Member]
Loans by Loan to Value [Abstract]
Loans	46,237		53,004		59,717	65,950	75,503
Real estate 1-4 family junior lien mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	46,201		52,935
Credit Card Receivable [Member]
Loans by Loan to Value [Abstract]
Loans	36,700		34,039		31,119	26,882	24,651
Credit Card Receivable [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	36,700		34,039
Automobile Loan [Member]
Loans by Loan to Value [Abstract]
Loans	62,286		59,966		55,740	50,808	45,998
Automobile Loan [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	62,286		59,966
Consumer Loan [Member]
Loans by Loan to Value [Abstract]
Loans	40,266		39,098		$ 35,763	$ 43,049	$ 42,473
Consumer Loan [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	40,266		39,098
PCI Loans Carrying Value [Member]
Loans by Loan to Value [Abstract]
Total PCI loans (carrying value)	16,731		19,971
Current-29 DPD and still accruing	16,731		19,971
PCI Loans Carrying Value [Member] | Real estate 1-4 family first mortgage [Member]
Loans by Loan to Value [Abstract]
Total PCI loans (carrying value)	16,018		19,190
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)	36		69
PCI Loans Carrying Value [Member] | Residential Mortgage [Member]
Loans by Loan to Value [Abstract]
Total PCI loans (carrying value)	16,054		19,259
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
LTV 0-60% [Member] | Residential Mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	137,894		125,363
LTV 0-60% [Member] | Real estate 1-4 family first mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	121,430		109,558
LTV 0-60% [Member] | Real estate 1-4 family junior lien mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	16,464		15,805
LTV 60.01-80% [Member] | Residential Mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	116,988		108,584
LTV 60.01-80% [Member] | Real estate 1-4 family first mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	101,726		92,005
LTV 60.01-80% [Member] | Real estate 1-4 family junior lien mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	15,262		16,579
LTV 80.01-100% [Member] | Residential Mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	24,560		34,150
LTV 80.01-100% [Member] | Real estate 1-4 family first mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	15,795		22,765
LTV 80.01-100% [Member] | Real estate 1-4 family junior lien mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	8,765		11,385
LTV 100.01-120% [Member] | Residential Mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	6,233		10,025
LTV 100.01-120% [Member] | Real estate 1-4 family first mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	2,644		4,480
LTV 100.01-120% [Member] | Real estate 1-4 family junior lien mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	3,589		5,545
LTV greater than 120% [Member] | Residential Mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	2,679		5,116
LTV greater than 120% [Member] | Real estate 1-4 family first mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	1,066		2,065
LTV greater than 120% [Member] | Real estate 1-4 family junior lien mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	1,613		3,051
No LTV/CLTV available [Member] | Residential Mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	1,803		2,023
No LTV/CLTV available [Member] | Real estate 1-4 family first mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	1,295		1,453
No LTV/CLTV available [Member] | Real estate 1-4 family junior lien mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	508		570
Government Insured Or Guaranteed [Member] | Residential Mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	15,605		22,353
Government Insured Or Guaranteed [Member] | Real estate 1-4 family first mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	15,605		22,353
Government Insured Or Guaranteed [Member] | Real estate 1-4 family junior lien mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Loans	$ 0		$ 0
[1]	(2)Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.

Loans and Allowance for Credi84

Loans and Allowance for Credit Losses, Nonaccrual (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Residential Real Estate [Member]
Nonaccrual Loans [Abstract]
Mortgage Loans in Process of Foreclosure, Amount	$ 8,100	$ 11,000
Government Guaranteed Mortgage Loans upon Foreclosure Receivable [Member]
Nonaccrual Loans [Abstract]
Mortgage Loans in Process of Foreclosure, Amount	4,800	6,200
Mortgages held for sale [Member] | Real estate 1-4 family first mortgage [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	149	177
Loans Excluding Certain Loans Acquired In Transfer With Evidence Of Credit Deterioration [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	10,384	11,382
Loans Excluding Certain Loans Acquired In Transfer With Evidence Of Credit Deterioration [Member] | Total Commercial [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	4,059	2,424
Loans Excluding Certain Loans Acquired In Transfer With Evidence Of Credit Deterioration [Member] | Commercial and Industrial Loans [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	3,216	1,363
Loans Excluding Certain Loans Acquired In Transfer With Evidence Of Credit Deterioration [Member] | Commercial Real Estate Mortgage [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	685	969
Loans Excluding Certain Loans Acquired In Transfer With Evidence Of Credit Deterioration [Member] | Commercial Real Estate Construction [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	43	66
Loans Excluding Certain Loans Acquired In Transfer With Evidence Of Credit Deterioration [Member] | Lease Financing [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	115	26
Loans Excluding Certain Loans Acquired In Transfer With Evidence Of Credit Deterioration [Member] | Total Consumer [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	6,325	8,958
Loans Excluding Certain Loans Acquired In Transfer With Evidence Of Credit Deterioration [Member] | Real estate 1-4 family first mortgage [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	4,962	7,293
Loans Excluding Certain Loans Acquired In Transfer With Evidence Of Credit Deterioration [Member] | Real estate 1-4 family junior lien mortgage [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	1,206	1,495
Loans Excluding Certain Loans Acquired In Transfer With Evidence Of Credit Deterioration [Member] | Automobile [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	106	121
Loans Excluding Certain Loans Acquired In Transfer With Evidence Of Credit Deterioration [Member] | Other revolving credit and installment [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	$ 51	$ 49

Loans and Allowance for Credi85

Loans and Allowance for Credit Losses, 90 Days or More Past Due and Still Accruing (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	$ 11,858	$ 14,380
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	10,883	13,373
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	3	26
Total Consumer [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	908	867
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	972	981
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	64	114
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	28	97
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	36	13
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	0	4
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	908	867
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	175	224
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	56	65
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	452	397
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	112	79
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	113	102
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	$ 2,000	$ 2,900

Loans and Allowance for Credi86

Loans and Allowance for Credit Losses, Impaired Loans (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Impaired Loans [Abstract]
Unpaid principal balance	$ 26,547	$ 28,303
Impaired loans	22,377	23,820
Impaired loans with related allowance for credit losses	16,604	16,887
Related allowance for credit losses	2,593	3,076
Loans and Leases Receivable, Impaired, Commitment to Lend	403	363
Consumer Real Estate Loans Government Guaranteed Or Insured [Member]
Impaired Loans [Abstract]
Impaired loans	1,500	1,800
Total Commercial [Member]
Impaired Loans [Abstract]
Unpaid principal balance	7,148	5,415
Impaired loans	5,372	3,808
Impaired loans with related allowance for credit losses	5,026	3,560
Related allowance for credit losses	1,000	872
Commercial and Industrial Loans [Member]
Impaired Loans [Abstract]
Unpaid principal balance	5,058	2,746
Impaired loans	3,742	1,835
Impaired loans with related allowance for credit losses	3,418	1,648
Related allowance for credit losses	675	435
Commercial real estate mortgage [Member]
Impaired Loans [Abstract]
Unpaid principal balance	1,777	2,369
Impaired loans	1,418	1,815
Impaired loans with related allowance for credit losses	1,396	1,773
Related allowance for credit losses	280	405
Construction Loans [Member]
Impaired Loans [Abstract]
Unpaid principal balance	167	262
Impaired loans	93	131
Impaired loans with related allowance for credit losses	93	112
Related allowance for credit losses	22	23
Lease Financing [Member]
Impaired Loans [Abstract]
Unpaid principal balance	146	38
Impaired loans	119	27
Impaired loans with related allowance for credit losses	119	27
Related allowance for credit losses	23	9
Total Consumer [Member]
Impaired Loans [Abstract]
Unpaid principal balance	19,399	22,888
Impaired loans	17,005	20,012
Impaired loans with related allowance for credit losses	11,578	13,327
Related allowance for credit losses	1,593	2,204
Real estate 1-4 family first mortgage [Member]
Impaired Loans [Abstract]
Unpaid principal balance	16,438	19,626
Impaired loans	14,362	17,121
Impaired loans with related allowance for credit losses	9,475	11,057
Related allowance for credit losses	1,117	1,643
Real estate 1-4 family junior lien mortgage [Member]
Impaired Loans [Abstract]
Unpaid principal balance	2,399	2,704
Impaired loans	2,156	2,408
Impaired loans with related allowance for credit losses	1,681	1,859
Related allowance for credit losses	350	447
Credit Card [Member]
Impaired Loans [Abstract]
Unpaid principal balance	300	299
Impaired loans	300	299
Impaired loans with related allowance for credit losses	300	299
Related allowance for credit losses	104	94
Automobile Loan [Member]
Impaired Loans [Abstract]
Unpaid principal balance	153	173
Impaired loans	85	105
Impaired loans with related allowance for credit losses	31	41
Related allowance for credit losses	5	5
Other revolving credit and installment [Member]
Impaired Loans [Abstract]
Unpaid principal balance	109	86
Impaired loans	102	79
Impaired loans with related allowance for credit losses	91	71
Related allowance for credit losses	17	15
Trial modifications [Member]
Impaired Loans [Abstract]
Impaired loans	$ 299	$ 402

Loans and Allowance for Credi87

Loans and Allowance for Credit Losses, Impaired Loans, Average Recorded Investment and Interest Income (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	$ 23,875	$ 24,537	$ 26,705
Recognized interest income	1,251	1,360	1,410
Interest income:
Cash basis of accounting	353	412	435
Other	898	948	975
Total Commercial [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	5,247	3,640	4,498
Recognized interest income	240	245	266
Commercial and Industrial Loans [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	3,408	1,240	1,089
Recognized interest income	101	80	77
Commercial Real Estate Mortgage [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	1,636	2,128	2,924
Recognized interest income	128	140	150
Commercial Real Estate Construction [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	115	246	457
Recognized interest income	11	25	39
Lease Financing [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	88	26	28
Recognized interest income	0	0	0
Total Consumer [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	18,628	20,897	22,207
Recognized interest income	1,011	1,115	1,144
Real estate 1-4 family first mortgage [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	15,857	17,924	19,086
Recognized interest income	828	921	934
Real estate 1-4 family junior lien mortgage [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	2,294	2,480	2,547
Recognized interest income	132	137	142
Credit Card [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	295	317	381
Recognized interest income	34	39	46
Automobile [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	93	115	154
Recognized interest income	11	13	18
Other revolving credit and installment [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	89	61	39
Recognized interest income	$ 6	$ 5	$ 4

Loans and Allowance for Credi88

Loans and Allowance for Credit Losses, Troubled Debt Restructurings Modifications by Type (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 6,718	$ 6,272	$ 6,640
Loans and Leases Receivable, Net Amount	956,185	905,014
Impaired Financing Receivable, Recorded Investment	22,377	23,820
Financial effects of modifications [Abstract]
Charge-offs	$ 485	$ 198	$ 228
Weighted average interest rate reduction	4.13%	3.77%	3.41%
Total Commercial [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 4,100	$ 2,998	$ 2,367
Financial effects of modifications [Abstract]
Charge-offs	$ 361	$ 63	$ 36
Weighted average interest rate reduction	1.51%	1.36%	1.32%
Commercial and Industrial Loans [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 3,326	$ 1,849	$ 969
Financial effects of modifications [Abstract]
Charge-offs	$ 360	$ 62	$ 36
Weighted average interest rate reduction	1.91%	1.11%	1.53%
Commercial real estate mortgage [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 667	$ 1,051	$ 1,118
Financial effects of modifications [Abstract]
Charge-offs	$ 1	$ 1	$ 0
Weighted average interest rate reduction	1.15%	1.47%	1.21%
Construction Loans [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 99	$ 98	$ 280
Financial effects of modifications [Abstract]
Charge-offs	$ 0	$ 0	$ 0
Weighted average interest rate reduction	1.02%	0.95%	2.12%
Lease Financing [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 8	$ 0	$ 0
Financial effects of modifications [Abstract]
Charge-offs	$ 0	$ 0	$ 0
Weighted average interest rate reduction	0.00%	0.00%	0.00%
Total Consumer [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 2,618	$ 3,274	$ 4,273
Financial effects of modifications [Abstract]
Charge-offs	$ 124	$ 135	$ 192
Weighted average interest rate reduction	4.92%	4.21%	3.84%
Real estate 1-4 family first mortgage [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 2,037	$ 2,631	$ 3,662
Financial effects of modifications [Abstract]
Charge-offs	$ 49	$ 53	$ 92
Weighted average interest rate reduction	2.69%	2.50%	2.50%
Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 238	$ 305	$ 410
Financial effects of modifications [Abstract]
Charge-offs	$ 37	$ 43	$ 64
Weighted average interest rate reduction	3.07%	3.09%	3.27%
Credit Card [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 180	$ 166	$ 155
Financial effects of modifications [Abstract]
Charge-offs	$ 0	$ 0	$ 0
Weighted average interest rate reduction	12.09%	11.44%	11.40%
Automobile Loan [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 75	$ 93	$ 92
Financial effects of modifications [Abstract]
Charge-offs	$ 36	$ 38	$ 36
Weighted average interest rate reduction	6.07%	8.28%	8.56%
Other revolving credit and installment [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 44	$ 35	$ 28
Financial effects of modifications [Abstract]
Charge-offs	$ 2	$ 1	$ 0
Weighted average interest rate reduction	6.83%	5.94%	5.26%
Trial modifications [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 44	$ 44	$ (74)
Financial effects of modifications [Abstract]
Charge-offs	$ 0	$ 0	$ 0
Weighted average interest rate reduction	0.00%	0.00%	0.00%
Modification to principal [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 408	$ 470	$ 634
Modification to principal [Member] | Total Commercial [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	44	35	11
Modification to principal [Member] | Commercial and Industrial Loans [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	42	10	4
Modification to principal [Member] | Commercial real estate mortgage [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	2	14	7
Modification to principal [Member] | Construction Loans [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	0	11	0
Modification to principal [Member] | Lease Financing [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	0	0	0
Modification to principal [Member] | Total Consumer [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	364	435	623
Modification to principal [Member] | Real estate 1-4 family first mortgage [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	338	400	571
Modification to principal [Member] | Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	23	34	50
Modification to principal [Member] | Credit Card [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	0	0	0
Modification to principal [Member] | Automobile Loan [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	2	1	2
Modification to principal [Member] | Other revolving credit and installment [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	1	0	0
Modification to principal [Member] | Trial modifications [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	0	0	0
troubled debt restructuring balance [Member]
Financing Receivable, Modifications [Line Items]
Loans and Leases Receivable, Net Amount	20,800	22,700
Contractual Interest Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	888	817	930
Contractual Interest Rate Reduction [Member] | Total Commercial [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	262	181	243
Contractual Interest Rate Reduction [Member] | Commercial and Industrial Loans [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	130	33	51
Contractual Interest Rate Reduction [Member] | Commercial real estate mortgage [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	105	133	182
Contractual Interest Rate Reduction [Member] | Construction Loans [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	27	15	10
Contractual Interest Rate Reduction [Member] | Lease Financing [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	0	0	0
Contractual Interest Rate Reduction [Member] | Total Consumer [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	626	636	687
Contractual Interest Rate Reduction [Member] | Real estate 1-4 family first mortgage [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	288	339	401
Contractual Interest Rate Reduction [Member] | Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	109	99	114
Contractual Interest Rate Reduction [Member] | Credit Card [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	180	166	155
Contractual Interest Rate Reduction [Member] | Automobile Loan [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	16	5	5
Contractual Interest Rate Reduction [Member] | Other revolving credit and installment [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	33	27	12
Contractual Interest Rate Reduction [Member] | Trial modifications [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	0	0	0
Modifications, other concessions [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	5,422	4,985	5,076
Modifications, other concessions [Member] | Total Commercial [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	3,794	2,782	2,113
Modifications, other concessions [Member] | Commercial and Industrial Loans [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	3,154	1,806	914
Modifications, other concessions [Member] | Commercial real estate mortgage [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	560	904	929
Modifications, other concessions [Member] | Construction Loans [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	72	72	270
Modifications, other concessions [Member] | Lease Financing [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	8	0	0
Modifications, other concessions [Member] | Total Consumer [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	1,628	2,203	2,963
Modifications, other concessions [Member] | Real estate 1-4 family first mortgage [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	1,411	1,892	2,690
Modifications, other concessions [Member] | Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	106	172	246
Modifications, other concessions [Member] | Credit Card [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	0	0	0
Modifications, other concessions [Member] | Automobile Loan [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	57	87	85
Modifications, other concessions [Member] | Other revolving credit and installment [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	10	8	16
Modifications, other concessions [Member] | Trial modifications [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	44	44	(74)
Modification of recorded investment related to interest rate reduction [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	1,128	1,162	1,405
Modification of recorded investment related to interest rate reduction [Member] | Total Commercial [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	262	181	243
Modification of recorded investment related to interest rate reduction [Member] | Commercial and Industrial Loans [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	130	33	51
Modification of recorded investment related to interest rate reduction [Member] | Commercial real estate mortgage [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	105	133	182
Modification of recorded investment related to interest rate reduction [Member] | Construction Loans [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	27	15	10
Modification of recorded investment related to interest rate reduction [Member] | Lease Financing [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	0	0	0
Modification of recorded investment related to interest rate reduction [Member] | Total Consumer [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	866	981	1,162
Modification of recorded investment related to interest rate reduction [Member] | Real estate 1-4 family first mortgage [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	507	656	833
Modification of recorded investment related to interest rate reduction [Member] | Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	130	127	157
Modification of recorded investment related to interest rate reduction [Member] | Credit Card [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	180	166	155
Modification of recorded investment related to interest rate reduction [Member] | Automobile Loan [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	16	5	5
Modification of recorded investment related to interest rate reduction [Member] | Other revolving credit and installment [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	33	27	12
Modification of recorded investment related to interest rate reduction [Member] | Trial modifications [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	0	0	0
Loans remodified [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	1,600	2,100	2,100
Principal Forgiveness [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 67	$ 100	$ 149

Loans and Allowance for Credi89

Loans and Allowance for Credit Losses, Troubled Debt Restructurings, Current Defaults (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	$ 424	$ 446	$ 613
Total Commercial [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	193	174	183
Commercial and Industrial Loans [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	124	66	62
Commercial Real Estate Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	66	104	117
Commercial Real Estate Construction [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	3	4	4
Total Consumer [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	231	272	430
Real estate 1-4 family first mortgage [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	138	187	334
Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	20	17	29
Credit Card Receivable [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	56	52	51
Automobile Loan [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	13	13	14
Other revolving credit and installment [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	$ 4	$ 3	$ 2

Loans and Allowance for Credi90

Loans and Allowance for Credit Losses, PCI Loans Outstanding (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2008
PCI Loans Carrying Value [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	$ 16,731	$ 19,971
PCI Loans Carrying Value [Member] | Total Commercial [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	677	712	$ 18,700
PCI Loans Carrying Value [Member] | Commercial and Industrial Loans [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	237	78
PCI Loans Carrying Value [Member] | Commercial real estate mortgage [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	383	542
PCI Loans Carrying Value [Member] | Commercial Real Estate Construction [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	57	92
PCI Loans Carrying Value [Member] | Total Consumer [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	16,054	19,259	40,100
PCI Loans Carrying Value [Member] | Real estate 1-4 family first mortgage [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	16,018	19,190
PCI Loans Carrying Value [Member] | Real estate 1-4 family junior lien mortgage [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	36	69
PCI Loans UPB [Member]
PCI loans [Abstract]
Total PCI loans (unpaid principal balance)	24,136	28,278	$ 98,200
PCI Loans UPB [Member] | Real estate 1-4 family first mortgage [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	20,803	24,135
PCI Loans UPB [Member] | Real estate 1-4 family junior lien mortgage [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	192	$ 229
GE Capital Acquisition [Member] | Total Commercial [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	$ 172

Loans and Allowance for Credi91

Loans and Allowance for Credit Losses, PCI, Accretable Yield (Details) - USD ($) $ in Millions	12 Months Ended			60 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Change in accretable yield related to PCI loans [Abstract]
Total, beginning of period	$ 16,301	$ 17,790	$ 17,392	$ 10,447
Addition of accretable yield due to acquisitions	27	0	0	132
Accretion into interest income	(1,365)	(1,429)	(1,599)	(11,184)
Accretion into noninterest income due to sales	(9)	(28)	(37)	(393)
Reclassification from nonaccretable difference for loans with improving credit-related cash flows	1,221	1,166	2,243	6,325
Changes in expected cash flows that do not affect nonaccretable difference	(4,959)	(1,198)	(209)	12,065
Total, end of period	$ 11,216	$ 16,301	$ 17,790	$ 17,392

Loans and Allowance for Credi92

Loans and Allowance for Credit Losses, PCI, by Credit Quality Indicator (Details) - Receivables Acquired with Deteriorated Credit Quality [Member] - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	$ 677	$ 712
Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	237	78
Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	383	542
Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	57	92
Pass [Member] | Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	402	401
Pass [Member] | Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	92	35
Pass [Member] | Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	263	298
Pass [Member] | Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	47	68
Criticized [Member] | Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	275	311
Criticized [Member] | Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	145	43
Criticized [Member] | Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	120	244
Criticized [Member] | Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	$ 10	$ 24

Loans and Allowance for Credi93

Loans and Allowance for Credit Losses, PCI, by Delinquency Status, Commercial (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Loans, 90 days or more past due and still accruing	$ 11,858	$ 14,380
Total Commercial [Member] | Receivables 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	29	32
Total consumer PCI loans (carrying value)	677	712
Commercial and Industrial Loans [Member] | Receivables 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	0	0
Total consumer PCI loans (carrying value)	237	78
Commercial Real Estate Mortgage [Member] | Receivables 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	20	30
Total consumer PCI loans (carrying value)	383	542
Commercial Real Estate Construction [Member] | Receivables 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	9	2
Total consumer PCI loans (carrying value)	57	92
Financing Receivables, 1 to 29 Days Past Due [Member] | Total Commercial [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	636	678
Financing Receivables, 1 to 29 Days Past Due [Member] | Commercial and Industrial Loans [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	235	78
Financing Receivables, 1 to 29 Days Past Due [Member] | Commercial Real Estate Mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	353	510
Financing Receivables, 1 to 29 Days Past Due [Member] | Commercial Real Estate Construction [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	48	90
30-89 days past due and still accruing [Member] | Total Commercial [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	12	2
30-89 days past due and still accruing [Member] | Commercial and Industrial Loans [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	2	0
30-89 days past due and still accruing [Member] | Commercial Real Estate Mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	10	2
30-89 days past due and still accruing [Member] | Commercial Real Estate Construction [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	$ 0	$ 0

Loans and Allowance for Credi94

Loans and Allowance for Credit Losses, PCI, by Delinquency Status, Consumer (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
PCI Loans Carrying Value [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	$ 16,731	$ 19,971
Real estate 1-4 family first mortgage [Member] | PCI Loans Carrying Value [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	16,018	19,190
Real estate 1-4 family first mortgage [Member] | PCI Loans UPB [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	20,803	24,135
Real estate 1-4 family junior lien mortgage [Member] | PCI Loans Carrying Value [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	36	69
Real estate 1-4 family junior lien mortgage [Member] | PCI Loans UPB [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	192	229
Residential Mortgage [Member] | PCI Loans Carrying Value [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	16,054	19,259
Residential Mortgage [Member] | PCI Loans UPB [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	20,995	24,364
Financing Receivables, 1 to 29 Days Past Due [Member] | Real estate 1-4 family first mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	16,095	18,086
Financing Receivables, 1 to 29 Days Past Due [Member] | Real estate 1-4 family junior lien mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	171	202
Financing Receivables, 1 to 29 Days Past Due [Member] | Residential Mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	16,266	18,288
Financing Receivables, 30 to 59 Days Past Due [Member] | Real estate 1-4 family first mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	1,488	1,686
Financing Receivables, 30 to 59 Days Past Due [Member] | Real estate 1-4 family junior lien mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	7	7
Financing Receivables, 30 to 59 Days Past Due [Member] | Residential Mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	1,495	1,693
Financing Receivables, 60 to 89 Days Past Due [Member] | Real estate 1-4 family first mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	668	716
Financing Receivables, 60 to 89 Days Past Due [Member] | Real estate 1-4 family junior lien mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	2	3
Financing Receivables, 60 to 89 Days Past Due [Member] | Residential Mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	670	719
90-119 Days Past Due [Member] | Real estate 1-4 family first mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	233	293
90-119 Days Past Due [Member] | Real estate 1-4 family junior lien mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	2	2
90-119 Days Past Due [Member] | Residential Mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	235	295
120-179 DPD member [Member] | Real estate 1-4 family first mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	238	319
120-179 DPD member [Member] | Real estate 1-4 family junior lien mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	2	3
120-179 DPD member [Member] | Residential Mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	240	322
180 plus DPD [Member] | Real estate 1-4 family first mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	2,081	3,035
180 plus DPD [Member] | Real estate 1-4 family junior lien mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	8	12
180 plus DPD [Member] | Residential Mortgage [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	$ 2,089	$ 3,047

Loans and Allowance for Credi95

Loans and Allowance for Credit Losses, PCI, by FICO Score, Consumer (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
PCI Loans Carrying Value [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	$ 16,731	$ 19,971
PCI Loans Carrying Value [Member] | Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	16,018	19,190
PCI Loans Carrying Value [Member] | Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	36	69
PCI Loans Carrying Value [Member] | Residential Mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	16,054	19,259
PCI Loans UPB [Member] | Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	20,803	24,135
PCI Loans UPB [Member] | Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	192	229
PCI Loans UPB [Member] | Residential Mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	20,995	24,364
FICO less than 600 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	4,292	5,737
FICO less than 600 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	46	52
FICO less than 600 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Residential Mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	4,338	5,789
FICO 600-639 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	3,001	4,754
FICO 600-639 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	26	38
FICO 600-639 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Residential Mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	3,027	4,792
FICO 640-679 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	3,972	6,208
FICO 640-679 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	35	48
FICO 640-679 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Residential Mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	4,007	6,256
FICO 680-719 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	3,170	4,283
FICO 680-719 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	37	43
FICO 680-719 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Residential Mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	3,207	4,326
FICO 720-759 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	1,767	1,914
FICO 720-759 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	24	24
FICO 720-759 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Residential Mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	1,791	1,938
FICO 760-799 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	962	910
FICO 760-799 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	15	13
FICO 760-799 [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Residential Mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	977	923
FICO 800 or more [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	254	241
FICO 800 or more [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	4	3
FICO 800 or more [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Residential Mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	258	244
No FICO available [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	3,385	88
No FICO available [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	5	8
No FICO available [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Residential Mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	$ 3,390	$ 96

Loans and Allowance for Credi96

Loans and Allowance for Credit Losses, PCI, by Loan to Value Ratio, Consumer (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
PCI Loans UPB [Member] | Real estate 1-4 family first mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	$ 20,803	$ 24,135
PCI Loans UPB [Member] | Real estate 1-4 family junior lien mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	192	229
PCI Loans UPB [Member] | Residential Mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	20,995	24,364
PCI Loans Carrying Value [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	16,731	19,971
PCI Loans Carrying Value [Member] | Real estate 1-4 family first mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	16,018	19,190
PCI Loans Carrying Value [Member] | Real estate 1-4 family junior lien mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	36	69
PCI Loans Carrying Value [Member] | Residential Mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	16,054	19,259
LTV 0-60% [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family first mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	7,513	5,437
LTV 0-60% [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family junior lien mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	38	32
LTV 0-60% [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Residential Mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	7,551	5,469
LTV 60.01-80% [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family first mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	9,000	10,036
LTV 60.01-80% [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family junior lien mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	76	65
LTV 60.01-80% [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Residential Mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	9,076	10,101
LTV 80.01-100% [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family first mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	3,458	6,299
LTV 80.01-100% [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family junior lien mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	54	80
LTV 80.01-100% [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Residential Mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	3,512	6,379
LTV 100.01-120% [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family first mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	669	1,779
LTV 100.01-120% [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family junior lien mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	18	36
LTV 100.01-120% [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Residential Mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	687	1,815
LTV greater than 120% [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family first mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	161	579
LTV greater than 120% [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family junior lien mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	5	15
LTV greater than 120% [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Residential Mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	166	594
No LTV/CLTV available [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family first mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	2	5
No LTV/CLTV available [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Real estate 1-4 family junior lien mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	1	1
No LTV/CLTV available [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Residential Mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	$ 3	$ 6

Premises, Equipment, and Lease

Premises, Equipment, and Lease Commitments (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Property, Plant and Equipment [Line Items]
Total premises and equipment	$ 19,185	$ 19,721
Less: Accumulated depreciation and amortization	10,852	11,017
Net book value, premises and equipment	8,333	8,704
Property, Plant And Equipment (Textuals) [Abstract]
Depreciation and amortization expense for premises and equipment	1,200	1,200	$ 1,200
Net gains on disposition of premises and equipment	$ 44	75	28
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, Future Minimum Payments Due, Future Minimum Sublease Rentals	$ 495
Operating Leases, Rent Expense, Net	1,300	1,300	1,300
Operating Leases, Rent Expense, Sublease Rentals	86	103	$ 137
Operating Leases, Future Minimum Payments Due [Abstract]
Operating Leases, 2017	1,195
Operating Leases, 2018	1,095
Operating Leases, 2019	968
Operating Leases, 2020	813
Operating Leases, 2021	624
Operating Leases, Thereafter	2,174
Operating Leases, Total minimum lease payments	6,869
Capital Leases, Future Minimum Payments Due [Abstract]
Capital Leases, 2017	3
Capital Leases, 2018	3
Capital Leases, 2019	3
Capital Leases, 2020	3
Capital Leases, 2021	2
Capital Leases, Thereafter	3
Capital Leases, Total minimum lease payments	17
Capital Leases, Executory costs	(7)
Capital Leases, Amounts representing interest	(3)
Capital Leases, Present value of net minimum lease payments	7
Land [Member]
Property, Plant and Equipment [Line Items]
Total premises and equipment	1,726	1,743
Buildings [Member]
Property, Plant and Equipment [Line Items]
Total premises and equipment	8,584	8,479
Furniture and equipment [Member]
Property, Plant and Equipment [Line Items]
Total premises and equipment	6,606	7,289
Leasehold Improvements [Member]
Property, Plant and Equipment [Line Items]
Total premises and equipment	2,199	2,131
Premises and equipment leased under capital leases [Member]
Property, Plant and Equipment [Line Items]
Total premises and equipment	$ 70	$ 79

Other Assets (Details)

Other Assets (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Components of Other Assets [Line Items]
Cost method investments		$ 8,397	$ 7,035
Equity method investments		15,708	13,647
Other assets, carried at fair value		3,275	3,065
Total nonmarketable equity investments		27,380	23,747
Corporate/bank-owned life insurance		19,325	19,199
Accounts receivable		31,056	26,251
Interest receivable		5,339	5,065
Customer relationship and other amortized intangibles		4,115	4,461
Non-residential real estate		403	565
Operating lease assets		10,089	3,782
Due from customers on acceptances		196	273
Other		17,469	12,618
Total other assets	[1],[2]	114,541	95,513
Other Assets Textual [Abstract]
Income (loss) from affordable housing projects, equity method investments		816	708
Low income housing tax credit (LIHTC) investment total tax benefits		1,200	1,100
Low income housing tax credit (LIHTC) investment tax credits		939	829
Low income housing tax credit (LIHTC) investment liability for unfunded commitments		$ 3,600	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		$ 579	1,659	$ 1,479
All other		(508)	(743)	(741)
Total		71	916	$ 738
Government insured/guaranteed [Member]
Components of Other Assets [Line Items]
Residential real estate		197	446
Non-government insured/guaranteed [Member]
Components of Other Assets [Line Items]
Residential real estate		378	414
Core deposit intangibles [Member]
Components of Other Assets [Line Items]
Customer relationship and other amortized intangibles		1,620	2,539
Customer relationship and other amortized intangibles [Member]
Components of Other Assets [Line Items]
Customer relationship and other amortized intangibles		1,089	614
Perpetual Preferred Securities NonMarketable [Member]
Components of Other Assets [Line Items]
Cost method investments		525	595
Federal bank stock [Member]
Components of Other Assets [Line Items]
Cost method investments		6,407	4,814
LIHTC investments [Member]
Components of Other Assets [Line Items]
Equity method investments		9,714	8,314
Private equity and other [Member]
Components of Other Assets [Line Items]
Cost method investments		1,465	1,626
Equity method investments		3,635	3,300
Tax Advantaged Renewable Energy [Member]
Components of Other Assets [Line Items]
Equity method investments		2,054	1,625
New Market Tax Credit and Other [Member]
Components of Other Assets [Line Items]
Equity method investments		$ 305	$ 408
[1]	(1)Prior period has been revised to conform to the current period presentation of reporting derivative assets and liabilities separately. See Note 1 (Summary of Significant Accounting Policies) for more information.
[2]	(2)Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.

Securitizations and Variable 99

Securitizations and Variable Interest Entities, Balance Sheet Transactions with VIEs (Details) - USD ($) $ in Millions		Dec. 31, 2016		Dec. 31, 2015		Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash		$ 20,729		$ 19,111		$ 19,571	$ 19,919
Federal funds sold, securities purchased under resale agreements and other short-term investments		266,038		270,130
Trading assets (1)	[1]	74,397		64,815
Investment securities		407,519		347,925
Mortgages held for sale	[2]	26,309		19,603
Loans		967,604	[2]	916,559	[2]	862,551	$ 822,286	$ 798,351
Mortgage servicing rights		12,959		12,415
Derivative Asset		14,498		17,656
Total other assets	[1],[2]	114,541		95,513
Total assets	[3]	1,930,115		1,787,632
Short-term borrowings		96,781		97,528		$ 63,518
Derivative Liability		14,492		13,920
Accrued expenses and other liabilities	[1]	57,189		59,445
Long-term debt		255,077		199,536
Total liabilities	[4]	1,729,618		1,593,741
Noncontrolling interests		916		893
VIEs that we do not consolidate [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash		0		0
Federal funds sold, securities purchased under resale agreements and other short-term investments		0		0
Trading assets (1)		2,034		1,050
Investment securities		8,530		12,388
Loans		6,698		9,661
Mortgage servicing rights		13,386		12,518
Derivative Asset		91		290
Total other assets		10,281		8,938
Total assets		41,020		44,845
Short-term borrowings		0		0
Derivative Liability		59		133
Accrued expenses and other liabilities		306		496
Long-term debt		3,598		3,021
Total liabilities		3,963		3,650
Noncontrolling interests		0		0
Net assets		37,057		41,195
VIEs that we consolidate [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash	[3]	168		157
Federal funds sold, securities purchased under resale agreements and other short-term investments	[3]	74		0
Trading assets (1)	[3]	130		0
Investment securities	[3]	0		425
Loans		12,589		4,811
Mortgage servicing rights		0		0
Derivative Asset	[3]	1		1
Total other assets	[3]	452		242
Total assets	[3]	13,414		5,636
Short-term borrowings		0		0
Derivative Liability	[4]	33		47
Accrued expenses and other liabilities		107		10
Long-term debt		3,694		1,301
Total liabilities		3,834		1,358
Noncontrolling interests		138		93
Net assets		9,442		4,185
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		0
Federal funds sold, securities purchased under resale agreements and other short-term investments		0		0
Trading assets (1)		201		203
Investment securities		786		2,171
Loans		138		4,887
Mortgage servicing rights		0		0
Derivative Asset		0		0
Total other assets		11		26
Total assets		1,136		7,287
Short-term borrowings		905		1,799
Derivative Liability		0		0
Accrued expenses and other liabilities		2		1
Long-term debt		136		4,844
Total liabilities		1,043		6,644
Noncontrolling interests		0		0
Net assets		93		643
Total VIE [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash		168		157
Federal funds sold, securities purchased under resale agreements and other short-term investments		74		0
Trading assets (1)		2,365		1,253
Investment securities		9,316		14,984
Loans		19,425		19,359
Mortgage servicing rights		13,386		12,518
Derivative Asset		92		291
Total other assets		10,744		9,206
Total assets		55,570		57,768
Short-term borrowings		905		1,799
Derivative Liability		92		180
Accrued expenses and other liabilities		415		507
Long-term debt		7,428		9,166
Total liabilities		8,840		11,652
Noncontrolling interests		138		93
Net assets		$ 46,592		$ 46,023
[1]	(1)Prior period has been revised to conform to the current period presentation of reporting derivative assets and liabilities separately. See Note 1 (Summary of Significant Accounting Policies) for more information.
[2]	(2)Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.
[3]	(3)Our consolidated assets at December 31, 2016 and 2015, 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, $168 million and $157 million; Federal funds sold, securities purchased under resale agreements and other short-term investments, $74 million and $0 million; Trading assets, $130 million and $0 million; Investment securities, $0 million and $425 million; Net loans, $12.6 billion and $4.8 billion; Derivative assets, $1 million and $1 million; Other assets, $452 million and $242 million; and Total assets, $13.4 billion and $5.6 billion, respectively.
[4]	(4)Our consolidated liabilities at December 31, 2016 and 2015, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Derivative liabilities, $33 million and $47 million; Accrued expenses and other liabilities, $107 million and $10 million; Long-term debt, $3.7 billion and $1.3 billion; and Total liabilities, $3.8 billion and $1.4 billion, respectively.

Securitizations and Variable100

Securitizations and Variable Interest Entities, Unconsolidated VIEs (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Variable Interest Entity [Line Items]
Total VIE assets	$ 1,395,604	$ 1,469,435
Securitizations and Variable Interest Entities Textual [Abstract]
Carrying value of delinquent loans eligible for repurchase	$ 1,200	$ 1,300
Percentage of underlying collateral rated as investment grade	100.00%	70.00%
Principal amount that would be payable to securitization vehicles	$ 1,200	$ 1,300
Conforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Total VIE assets	1,166,296	1,199,225
Other/Nonconforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Total VIE assets	18,805	24,809
Commercial Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	166,596	184,959
Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	1,472	3,247
Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Total VIE assets	1,545	3,314
Asset-based Finance Structures [Member]
Variable Interest Entity [Line Items]
Total VIE assets	9,152	13,063
Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Total VIE assets	29,713	26,099
Collateralized Loan Obligations [Member]
Variable Interest Entity [Line Items]
Total VIE assets	78	898
Investment funds [Member]
Variable Interest Entity [Line Items]
Total VIE assets	214	1,131
Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Total VIE assets	1,733	12,690
Debt and equity interests [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	27,543	32,037
Maximum exposure to loss	27,543	32,037
Debt and equity interests [Member] | Conforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	3,026	2,458
Maximum exposure to loss	3,026	2,458
Debt and equity interests [Member] | Other/Nonconforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	873	1,228
Maximum exposure to loss	873	1,228
Debt and equity interests [Member] | Commercial Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	4,258	6,323
Maximum exposure to loss	4,258	6,323
Debt and equity interests [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0	0
Maximum exposure to loss	0	0
Debt and equity interests [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	1,507	3,207
Maximum exposure to loss	1,507	3,207
Debt and equity interests [Member] | Asset-based Finance Structures [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	6,522	8,956
Maximum exposure to loss	6,522	8,956
Debt and equity interests [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	10,669	9,094
Maximum exposure to loss	10,669	9,094
Debt and equity interests [Member] | Collateralized Loan Obligations [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	10	213
Maximum exposure to loss	10	213
Debt and equity interests [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	48	47
Maximum exposure to loss	48	47
Debt and equity interests [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	630	511
Maximum exposure to loss	630	511
Servicing assets [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	13,386	12,518
Maximum exposure to loss	13,386	12,518
Servicing assets [Member] | Conforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	12,434	11,665
Maximum exposure to loss	12,434	11,665
Servicing assets [Member] | Other/Nonconforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	109	141
Maximum exposure to loss	109	141
Servicing assets [Member] | Commercial Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	843	712
Maximum exposure to loss	843	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)	0	0
Maximum exposure to loss	0	0
Derivative [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	31	157
Maximum exposure to loss	187	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)	87	203
Maximum exposure to loss	94	203
Derivative [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0	64
Maximum exposure to loss	0	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)	0	(66)
Maximum exposure to loss	0	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)	(56)	(44)
Maximum exposure to loss	93	117
Other commitments and guarantees [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(3,903)	(3,517)
Maximum exposure to loss	11,748	10,122
Other commitments and guarantees [Member] | Conforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(232)	(386)
Maximum exposure to loss	979	1,452
Other commitments and guarantees [Member] | Other/Nonconforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(2)	(1)
Maximum exposure to loss	2	1
Other commitments and guarantees [Member] | Commercial Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(35)	(26)
Maximum exposure to loss	9,566	7,152
Other commitments and guarantees [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(25)	(57)
Maximum exposure to loss	25	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	72	444
Other commitments and guarantees [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(3,609)	(3,047)
Maximum exposure to loss	1,104	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	0	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)	0	0
Maximum exposure to loss	0	150
Net assets [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	37,057	41,195
Net assets [Member] | Conforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	15,228	13,737
Net assets [Member] | Other/Nonconforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	980	1,368
Net assets [Member] | Commercial Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	5,153	7,212
Net assets [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(25)	7
Net assets [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	1,507	3,207
Net assets [Member] | Asset-based Finance Structures [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	6,522	8,890
Net assets [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	7,060	6,047
Net assets [Member] | Collateralized Loan Obligations [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	10	213
Net assets [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	48	47
Net assets [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	574	467
Total exposure [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	52,864	55,137
Total exposure [Member] | Conforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	16,439	15,575
Total exposure [Member] | Other/Nonconforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	984	1,370
Total exposure [Member] | Commercial Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	14,761	14,390
Total exposure [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	25	121
Total exposure [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	1,507	3,207
Total exposure [Member] | Asset-based Finance Structures [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	6,594	9,476
Total exposure [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	11,773	9,960
Total exposure [Member] | Collateralized Loan Obligations [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	10	213
Total exposure [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	48	47
Total exposure [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	723	778
Equity Interests [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	10,300	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	3,200	4,900	$ 6,500
Other Investments [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Securities available for sale portfolio of ARS issued by VIEs	453	502
Trust preferred securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(2,100)	(2,200)
Trust preferred securities [Member] | Preferred stock [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Carrying Amount Of Equity Related To Unconsolidated Variable Interest Entities	2,500	2,500
Waived fees [Member] | VIEs that we do not consolidate [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Financial support provided to a nonconsolidated legal entity	$ 109	$ 209

Securitizations and Variable101

Securitizations and Variable Interest Entities, Cash Flows From Sales and Securitizations Activity (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Securitizations and Variable Interest Entities Textual [Abstract]
Amount paid to third party investors to settle repurchase liabilities	$ 11	$ 19	$ 78
Amount paid to repurchase loans from securitization vehicles	9,900	11,300	13,800
Net gain from sale of asset securitization	524	506	288
Residential Mortgage [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Amount transferred related to mortgages to unconsolidated VIE	236,600	186,600	155,800
Mortgage loans [Member]
Cash Flow Securitizations [Abstract]
Proceeds from securitizations and whole loan sales	252,723	202,335	164,331
Fees from servicing rights retained	3,492	3,675	4,062
Cash flows from other interests held	2,898	1,297	1,417
Servicing advances, net of repayments	(218)	(764)	(170)
Other financial assets [Member]
Cash Flow Securitizations [Abstract]
Proceeds from securitizations and whole loan sales	347	531	0
Fees from servicing rights retained	0	5	8
Cash flows from other interests held	1	38	75
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	429	338	198
Amount transferred related to mortgages to unconsolidated VIE	18,300	17,300	10,300
Fair Value, Inputs, Level 3 [Member] | Residential Mortgage [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Amount of servicing asset at fair value	2,100	1,600	1,200
Amount of liability for repurchase reserves at fair value	36	43	44
Fair Value, Inputs, Level 3 [Member] | Commercial Loan [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Amount of servicing asset at fair value	270	180	99
Fair Value, Inputs, Level 2 [Member] | Residential Mortgage [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Securities, at fair value	4,400	1,900	751
Fair Value, Inputs, Level 2 [Member] | Commercial Loan [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Securities, at fair value	258	241	100
Non-agency securitizations and whole loan transactions [Member] | Mortgage loans [Member]
Cash Flow Securitizations [Abstract]
Repurchases of assets/loss reimbursements	26	14	6
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	133	300	316
Agency securitizations | Other financial assets [Member]
Cash Flow Securitizations [Abstract]
Repurchases of assets/loss reimbursements	$ 0	$ 0	$ 0

Securitizations and Variable102

Securitizations and Variable Interest Entities, Residential Mortgage Servicing Rights (Details) - Residential mortgage servicing rights [Member] - $ / loan	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities [Line Items]
Prepayment speed	11.70%	12.10%	12.40%
Discount rate	6.50%	7.30%	7.60%
Cost to service ($ per loan)	132	223	259

Securitizations and Variable103

Securitizations and Variable Interest Entities, Retained Interests from Unconsolidated VIEs (Details) $ in Millions	12 Months Ended
	Dec. 31, 2016USD ($)$ / loan	Dec. 31, 2015USD ($)$ / loan	Dec. 31, 2014USD ($)
Decrease in fair value from:
200 basis point increase	$ 154	$ 82
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	$ 12,959	$ 12,415
Expected weighted-average life (in years)	6 years 3 months 18 days	6 years
Key economic assumptions:
Prepayment speed assumption	10.30%	11.40%
Decrease in fair value from:
10% adverse change	$ 583	$ 616
25% adverse change	$ 1,385	$ 1,463
Discount rate assumption	6.80%	7.30%
Decrease in fair value from:
100 basis point increase	$ 649	$ 605
200 basis point increase	$ 1,239	$ 1,154
Cost to service assumption ($ per loan) | $ / loan	155	168
Decrease in fair value from:
10% adverse change	$ 515	$ 567
25% adverse change	1,282	1,417
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	$ 28	$ 34
Expected weighted-average life (in years)	3 years 10 months 24 days	3 years 7 months 6 days
Key economic assumptions:
Prepayment speed assumption	17.40%	19.00%
Decrease in fair value from:
10% adverse change	$ 1	$ 1
25% adverse change	$ 2	$ 3
Discount rate assumption	13.30%	13.80%
Decrease in fair value from:
100 basis point increase	$ 1	$ 1
200 basis point increase	1	1
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	$ 1
Expected weighted-average life (in years)	8 years 3 months 18 days	11 years 7 months 6 days
Key economic assumptions:
Prepayment speed assumption	13.50%	15.10%
Decrease in fair value from:
10% adverse change	$ 0	$ 0
25% adverse change	$ 0	$ 0
Discount rate assumption	10.70%	10.50%
Decrease in fair value from:
100 basis point increase	$ 0	$ 0
200 basis point increase	$ 0	$ 0
Decrease in fair value from:
Credit loss assumption	3.00%	1.10%
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	$ 249	$ 342
Expected weighted-average life (in years)	3 years 1 month 6 days	1 year 10 months 24 days
Decrease in fair value from:
Discount rate assumption	5.20%	5.30%
Decrease in fair value from:
100 basis point increase	$ 7	$ 6
200 basis point increase	$ 12	$ 11
Decrease in fair value from:
Credit loss assumption	4.70%	2.80%
Decrease in fair value from:
10% higher losses	$ 0	$ 0
25% higher losses	0	2
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	$ 552	$ 673
Expected weighted-average life (in years)	5 years 1 month 6 days	5 years 9 months 27 days
Decrease in fair value from:
Discount rate assumption	2.70%	3.00%
Decrease in fair value from:
100 basis point increase	$ 23	$ 33
200 basis point increase	$ 45	$ 63
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	$ 2,000	$ 1,700
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	$ 259	$ 150
VIEs that we do not consolidate [Member] | Loans [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Loans receivable	$ 3,200	$ 4,900	$ 6,500

Securitizations and Variable104

Securitizations and Variable Interest Entities, Off-Balance Sheet Loans Sold or Securitized (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total loans	$ 1,266,936	$ 1,346,477
Delinquent loans and foreclosed assets	19,778	27,574
Net charge-offs	1,290	1,197
Total Consumer [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total loans	1,160,191	1,235,662
Delinquent loans and foreclosed assets	16,453	20,904
Net charge-offs	1,011	814
Securitizations and Variable Interest Entities Textual [Abstract]
Foreclosed assets	1,800	2,200
Real estate 1-4 family first mortgage [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total loans	1,160,191	1,235,662
Delinquent loans and foreclosed assets	16,453	20,904
Net charge-offs	1,011	814
Total Commercial [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total loans	106,745	110,815
Delinquent loans and foreclosed assets	3,325	6,670
Net charge-offs	279	383
Securitizations and Variable Interest Entities Textual [Abstract]
Foreclosed assets	1,700	5,000
Commercial real estate mortgage [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total loans	106,745	110,815
Delinquent loans and foreclosed assets	3,325	6,670
Net charge-offs	279	383
FNMA, FHLMC and GNMA [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total loans	1,200,000	1,200,000
Delinquent loans and foreclosed assets	9,800	12,100
Securitizations and Variable Interest Entities Textual [Abstract]
Foreclosed assets	$ 1,300	$ 1,700

Securitizations and Variable105

Securitizations and Variable Interest Entities, Transactions with Consolidated VIEs and Secured Borrowings (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016	Dec. 31, 2015
Variable Interest Entity [Line Items]
Assets	[1]	$ 1,930,115	$ 1,787,632
Liabilities	[2]	(1,729,618)	(1,593,741)
Noncontrolling interests		$ (916)	(893)
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		$ 1,612	7,556
Total secured borrowings [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		1,136	7,287
Liabilities		(1,043)	(6,644)
Noncontrolling interests		0	0
Net assets		93	643
Total secured borrowings [Member] | Municipal tender option bond securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets		1,473	2,818
Total secured borrowings [Member] | Municipal tender option bond securitizations [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		998	2,400
Liabilities		(907)	(1,800)
Noncontrolling interests		0	0
Net assets		91	600
Total secured borrowings [Member] | Residential mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets		139	4,738
Securitizations and Variable Interest Entities Textual [Abstract]
Derecognized residential mortgage loans		3,800
Total secured borrowings [Member] | Residential mortgage securitizations [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		138	4,887
Liabilities		(136)	(4,844)
Noncontrolling interests		0	0
Net assets		2	43
Consolidated VIEs [Member]
Variable Interest Entity [Line Items]
Total VIE assets		14,017	6,160
Assets	[1]	13,414	5,636
Liabilities		(3,834)	(1,358)
Noncontrolling interests		(138)	(93)
Net assets		9,442	4,185
Consolidated VIEs [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		13,414	5,636
Liabilities		(3,834)	(1,358)
Noncontrolling interests		(138)	(93)
Net assets		9,442	4,185
Consolidated VIEs [Member] | Commercial Real Estate Loans [Member]
Variable Interest Entity [Line Items]
Total VIE assets		1,516	1,185
Consolidated VIEs [Member] | Commercial Real Estate Loans [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		1,516	1,185
Liabilities		0	0
Noncontrolling interests		0	0
Net assets		1,516	1,185
Consolidated VIEs [Member] | Commercial and Industrial Loans and Leases [Member]
Variable Interest Entity [Line Items]
Total VIE assets		8,821
Consolidated VIEs [Member] | Commercial and Industrial Loans and Leases [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		8,623
Liabilities		(2,819)
Noncontrolling interests		(14)
Net assets		5,790
Consolidated VIEs [Member] | Nonconforming residential mortgage loan securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets		3,349	4,134
Consolidated VIEs [Member] | Nonconforming residential mortgage loan securitizations [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		2,974	3,654
Liabilities		(1,003)	(1,239)
Noncontrolling interests		0	0
Net assets		1,971	2,415
Consolidated VIEs [Member] | Structured asset finance [Member]
Variable Interest Entity [Line Items]
Total VIE assets		23	54
Consolidated VIEs [Member] | Structured asset finance [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		13	20
Liabilities		(9)	(18)
Noncontrolling interests		0	0
Net assets		4	2
Consolidated VIEs [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Total VIE assets		142	482
Consolidated VIEs [Member] | Investment funds [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		142	482
Liabilities		(2)	0
Noncontrolling interests		(67)	0
Net assets		73	482
Consolidated VIEs [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Total VIE assets		166	305
Consolidated VIEs [Member] | Other securitizations and transactions [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		146	295
Liabilities		(1)	(101)
Noncontrolling interests		(57)	(93)
Net assets		88	101
Total secured borrowings and consolidated VIEs [Member]
Variable Interest Entity [Line Items]
Total VIE assets		15,629	13,716
Total secured borrowings and consolidated VIEs [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		14,550	12,923
Liabilities		(4,877)	(8,002)
Noncontrolling interests		(138)	(93)
Net assets		9,535	4,828
Revolving master trust entity [Member] | Commercial and Industrial Loans and Leases [Member]
Variable Interest Entity [Line Items]
Total VIE assets		7,500
Liabilities		(2,700)
Securitized term trust and other entities [Member] | Commercial and Industrial Loans and Leases [Member]
Variable Interest Entity [Line Items]
Total VIE assets		1,200
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		434	529
Available-for-sale securities [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Assets pledged to collateralize the borrowings of variable interest entity		$ 6,100	$ 5,900
[1]	(3)Our consolidated assets at December 31, 2016 and 2015, 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, $168 million and $157 million; Federal funds sold, securities purchased under resale agreements and other short-term investments, $74 million and $0 million; Trading assets, $130 million and $0 million; Investment securities, $0 million and $425 million; Net loans, $12.6 billion and $4.8 billion; Derivative assets, $1 million and $1 million; Other assets, $452 million and $242 million; and Total assets, $13.4 billion and $5.6 billion, respectively.
[2]	(4)Our consolidated liabilities at December 31, 2016 and 2015, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Derivative liabilities, $33 million and $47 million; Accrued expenses and other liabilities, $107 million and $10 million; Long-term debt, $3.7 billion and $1.3 billion; and Total liabilities, $3.8 billion and $1.4 billion, respectively.

Mortgage Banking Activities, An

Mortgage Banking Activities, Analysis of Changes in Fair Value MSRs (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Changes in MSRs measured at fair value
Fair value, beginning of year	$ 12,415
Changes in fair value:
Net changes in valuation model inputs or assumptions	565	$ 214	$ (2,122)
Changes due to collection/realization of expected cash flows over time	(2,160)	(2,084)	(1,909)
Total changes in fair value	(1,595)	(1,870)	(4,031)
Fair value, end of year	12,959	12,415
Carried at fair value [Member]
Changes in MSRs measured at fair value
Fair value, beginning of year	12,415	12,738	15,580
Servicing from securitizations or asset transfers	2,204	1,556	1,196
Sales and other (2)	(65)	(9)	(7)
Net additions	2,139	1,547	1,189
Changes in fair value:
Net changes in valuation model inputs or assumptions	565	214	(2,122)
Changes due to collection/realization of expected cash flows over time	(2,160)	(2,084)	(1,909)
Total changes in fair value	(1,595)	(1,870)	(4,031)
Fair value, end of year	12,959	12,415	12,738
Carried at fair value [Member] | Mortgage interest rates [Member]
Changes in fair value:
Net changes in valuation model inputs or assumptions	543	247	(2,150)
Carried at fair value [Member] | Servicing and foreclosure costs [Member]
Changes in fair value:
Net changes in valuation model inputs or assumptions	106	(83)	(20)
Carried at fair value [Member] | Discount rates [Member]
Changes in fair value:
Net changes in valuation model inputs or assumptions	0	0	(55)
Carried at fair value [Member] | Prepayment estimates and other [Member]
Changes in fair value:
Net changes in valuation model inputs or assumptions	$ (84)	$ 50	$ 103

Mortgage Banking Activities,107

Mortgage Banking Activities, Analysis of Changes in Amortized MSRs (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Changes in amortized MSRs
Amortization	$ (269)	$ (258)	$ (254)
Amortized [Member]
Changes in amortized MSRs
Balance, beginning of year	1,308	1,242	1,229
Purchases	97	144	157
Servicing from securitizations or asset transfers	270	180	110
Amortization	(269)	(258)	(254)
Balance, end of year	1,406	1,308	1,242
Fair value of amortized MSRs:
Beginning of year	1,680	1,637	1,575
End of year	1,956	1,680	1,637
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 (Details) - USD ($) $ in Billions	Dec. 31, 2016	Dec. 31, 2015
Components of Managed Servicing Portfolio [Abstract]
Serviced for others	$ 1,684	$ 1,778
Total managed servicing portfolio	$ 2,179	$ 2,256
Ratio of MSRs to related loans serviced for others	0.85%	0.77%
Residential mortgage servicing rights [Member]
Components of Managed Servicing Portfolio [Abstract]
Serviced for others	$ 1,205	$ 1,300
Owned loans serviced	347	345
Subserviced for others	8	4
Total managed servicing portfolio	1,560	1,649
Commercial mortgage servicing [Member]
Components of Managed Servicing Portfolio [Abstract]
Serviced for others	479	478
Owned loans serviced	132	122
Subserviced for others	8	7
Total managed servicing portfolio	$ 619	$ 607

Mortgage Banking Activities, Mo

Mortgage Banking Activities, Mortgage Banking Noninterest Income (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Mortgage Banking Activities [Abstract]
Contractually specified servicing fees	$ 3,778	$ 4,037	$ 4,285
Late charges	180	198	203
Ancillary fees	229	288	319
Unreimbursed direct servicing costs	(819)	(625)	(694)
Net servicing fees	3,368	3,898	4,113
Changes in fair value of MSRs carried at fair value:
Due to changes in valuation model inputs or assumptions	565	214	(2,122)
Changes due to collection/realization of expected cash flows over time	(2,160)	(2,084)	(1,909)
Total changes in fair value of MSRs carried at fair value	(1,595)	(1,870)	(4,031)
Amortization	(269)	(258)	(254)
Net derivative gains from economic hedges	261	671	3,509
Total servicing income, net	1,765	2,441	3,337
Net gains on mortgage loan origination/sales activities	4,331	4,060	3,044
Total mortgage banking noninterest income	6,096	6,501	6,381
Market-related valuation changes to MSRs, net of hedge results	$ 826	$ 885	$ 1,387

Mortgage Banking Activities,110

Mortgage Banking Activities, Analysis of Changes in Liability for Mortgage Loan Repurchase Losses (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Liability For Mortgage Loan Repurchase Losses [Abstract]
Balance, beginning of year	$ 378	$ 615	$ 899
Provision for repurchase losses:
Loan sales	36	43	44
Change in estimate	(139)	(202)	(184)
Net reductions	(103)	(159)	(140)
Losses	(46)	(78)	(144)
Balance, end of year	229	$ 378	$ 615
Liability For Mortgage Loans Repurchase Losses [Member]
Mortgage Banking Activities Textual [Abstract]
Range of possible loss, portion not accrued	$ 195

Intangible Assets (Details)

Intangible Assets (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Amortized intangible assets:
Gross carrying value	$ 20,357	$ 19,225
Accumulated amortization	(16,242)	(14,764)
Net carrying value	4,115	4,461
Unamortized intangible assets:
Mortgage servicing rights	12,959	12,415
Goodwill	26,693	25,529	$ 25,705
Trademark	14	14
MSRs [Member]
Amortized intangible assets:
Gross carrying value	3,595	3,228
Accumulated amortization	(2,189)	(1,920)
Net carrying value	1,406	1,308
Core deposit intangibles [Member]
Amortized intangible assets:
Gross carrying value	12,834	12,834
Accumulated amortization	(11,214)	(10,295)
Net carrying value	1,620	2,539
Customer relationship and other intangibles [Member]
Amortized intangible assets:
Gross carrying value	3,928	3,163
Accumulated amortization	(2,839)	(2,549)
Net carrying value	$ 1,089	$ 614

Intangible Assets, Amortization

Intangible Assets, Amortization Expense (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Year ended December 31, 2016 (actual)	$ 1,192	$ 1,246	$ 1,370
Estimate for year ended December 31,
2,017	1,408
2,018	1,276
2,019	291
2,020	257
2,021	220
Finite lived intangible assets [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Year ended December 31, 2016 (actual)	1,478
Amortized MSRs [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Year ended December 31, 2016 (actual)	269
Estimate for year ended December 31,
2,017	252
2,018	210
2,019	186
2,020	170
2,021	146
Core deposit intangibles [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Year ended December 31, 2016 (actual)	919
Estimate for year ended December 31,
2,017	851
2,018	769
2,019	0
2,020	0
2,021	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, 2016 (actual)	290
Estimate for year ended December 31,
2,017	305
2,018	297
2,019	105
2,020	87
2,021	74
Lease Agreements [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Year ended December 31, 2016 (actual)	$ 18

Intangible Assets, Allocation o

Intangible Assets, Allocation of Goodwill to Operating Segments (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Goodwill [Roll Forward]
Goodwill, Beginning Balance	$ 25,529	$ 25,705
Reduction in goodwill related to divested businesses and other	(90)	(179)
Goodwill from business combinations	1,254	3
Goodwill, Ending Balance (suppressed)	$ 26,693	25,529
Minimum [Member]
Goodwill [Roll Forward]
Reporting Unit, Percentage of Fair Value in Excess of Carrying Amount	17.00%
Maximum [Member]
Goodwill [Roll Forward]
Reporting Unit, Percentage of Fair Value in Excess of Carrying Amount	425.00%
Community Banking [Member]
Goodwill [Roll Forward]
Goodwill, Beginning Balance	$ 16,849	16,870
Reduction in goodwill related to divested businesses and other	0	(21)
Goodwill from business combinations	0	0
Goodwill, Ending Balance (suppressed)	16,849	16,849
Wholesale Banking [Member]
Goodwill [Roll Forward]
Goodwill, Beginning Balance	7,475	7,633
Reduction in goodwill related to divested businesses and other	(88)	(158)
Goodwill from business combinations	1,198	0
Goodwill, Ending Balance (suppressed)	8,585	7,475
Wealth and Investment Management [Member]
Goodwill [Roll Forward]
Goodwill, Beginning Balance	1,205	1,202
Reduction in goodwill related to divested businesses and other	(2)	0
Goodwill from business combinations	56	3
Goodwill, Ending Balance (suppressed)	$ 1,259	$ 1,205

Deposits (Details)

Deposits (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Time Deposits [Line Items]
Time certificates of deposit and other time deposits issued by domestic and foreign offices	$ 107,891	$ 98,500
Time Deposits, Fiscal Year Maturity [Abstract]
2,017	85,427
2,018	9,584
2,019	3,742
2,020	2,504
2,021	2,149
Thereafter	4,485
Total	107,891	98,500
Deposits (Textuals) [Abstract]
Demand deposit overdrafts as loan balances	548	523
Geographic Distribution, Domestic [Member]
Time Deposits [Line Items]
Time Deposits, $100,000 or More	46,654	48,900
Time Deposits, $250,000 or more	42,000	43,000
Contractual Maturities, Time Deposits, $100,000 or More [Abstract]
Three months or less	15,000
After three months through six months	15,863
After six months through twelve months	12,218
After twelve months	3,573
Geographic Distribution, Foreign [Member]
Time Deposits [Line Items]
Time Deposits, $100,000 or More	11,600	9,500
Time Deposits, $250,000 or more	$ 11,600	$ 9,500

Short-Term Borrowings (Details)

Short-Term Borrowings (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Short-term Debt [Line Items]
Short-term borrowings maturity period (less than 30 days)	30 days	30 days	30 days
Short-term borrowings	$ 96,781	$ 97,528	$ 63,518
Short-term Borrowings, Rate	0.19%	0.17%	0.08%
Short-term Debt average daily balance, Amount	$ 115,187	$ 87,465	$ 60,111
Short-term Debt average daily balance, Rate	0.29%	0.07%	0.10%
Federal Funds Purchased and Securities Sold under Agreements to Repurchase [Member]
Short-term Debt [Line Items]
Short-term borrowings	$ 78,124	$ 82,948	$ 51,052
Short-term Borrowings, Rate	0.17%	0.21%	0.07%
Short-term Debt average daily balance, Amount	$ 99,955	$ 75,021	$ 44,680
Short-term Debt average daily balance, Rate	0.33%	0.09%	0.08%
Maximum month-end balance, Amount	$ 109,645	$ 89,800	$ 51,052
Commercial Paper [Member]
Short-term Debt [Line Items]
Short-term borrowings	$ 120	$ 334	$ 2,456
Short-term Borrowings, Rate	0.93%	0.81%	0.34%
Short-term Debt average daily balance, Amount	$ 256	$ 1,583	$ 4,751
Short-term Debt average daily balance, Rate	0.86%	0.36%	0.17%
Maximum month-end balance, Amount	$ 519	$ 3,552	$ 6,070
Other Short-term Borrowings [Member]
Short-term Debt [Line Items]
Short-term borrowings	$ 18,537	$ 14,246	$ 10,010
Short-term Borrowings, Rate	0.28%	(0.10%)	0.07%
Short-term Debt average daily balance, Amount	$ 14,976	$ 10,861	$ 10,680
Short-term Debt average daily balance, Rate	0.02%	(0.08%)	0.18%
Maximum month-end balance, Amount	$ 18,537	$ 14,246	$ 12,209

Long-term Debt, Summary (Detail

Long-term Debt, Summary (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Debt Instrument [Line Items]
Long-term debt	$ 255,077	$ 199,536
Wells Fargo & Company [Member]
Debt Instrument [Line Items]
Long-term debt	133,920	117,791
Wells Fargo & Company [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Senior Notes	105,636	90,218
Long-term debt	105,636
Wells Fargo & Company [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Subordinated Notes	26,794	25,758
Long-term debt	26,794
Wells Fargo & Company [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Junior Subordinated Notes	1,652	1,678
Long-term debt	1,652
Wells Fargo & Company [Member] | Long-Term Debt Parent [Member]
Debt Instrument [Line Items]
Long-term debt	134,082	117,654
Wells Fargo Bank, N.A. and other bank entities [Member]
Debt Instrument [Line Items]
Long-term debt	116,419	77,024
Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Senior Notes	93,393	50,120
Long-term debt	93,393
Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Subordinated Notes	6,667	8,916
Long-term debt	6,667
Wells Fargo Bank, N.A. and other bank entities [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Junior Subordinated Notes	332	322
Long-term debt	$ 332
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, 2017
Maturity date(s) End	Dec. 31, 2051
Other Long-Term Debt	$ 12,333	16,365
Other Consolidated Subsidiaries [Member]
Debt Instrument [Line Items]
Long-term debt	4,576	4,858
Other Consolidated Subsidiaries [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Senior Notes	4,347	4,629
Long-term debt	4,347
Other Consolidated Subsidiaries [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Junior Subordinated Notes	155	155
Long-term debt	$ 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
Other Long-Term Debt	$ 74	74
Fixed Rate Notes [Member] | Wells Fargo & Company [Member] | Notes Issued by Parent At Discount [Member]
Debt Instrument [Line Items]
Subordinated Notes	135	137
Debt Issuance Costs, Gross	2
Affiliate Related Deferred Finance Costs, Gross	$ 299
Fixed Rate Notes [Member] | Wells Fargo & Company [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2017
Maturity date(s) End	Dec. 31, 2045
Senior Notes	$ 79,767	68,604
Fixed Rate Notes [Member] | Wells Fargo & Company [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2018
Maturity date(s) End	Dec. 31, 2046
Subordinated Notes	$ 26,794	25,119
Fixed 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, 2018
Maturity date(s) End	Dec. 31, 2019
Senior Notes	$ 7,758	0
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, 2017
Maturity date(s) End	Dec. 31, 2038
Subordinated Notes	$ 6,500	7,927
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
Other Long-Term Debt	$ 371	456
Fixed Rate Notes [Member] | Other Consolidated Subsidiaries [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2017
Maturity date(s) End	Dec. 31, 2023
Senior Notes	$ 4,346	4,628
Floating-rate notes [Member] | Wells Fargo & Company [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2017
Maturity date(s) End	Dec. 31, 2048
Senior Notes	$ 19,011	15,942
Floating-rate notes [Member] | Wells Fargo & Company [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start
Maturity date(s) End
Subordinated Notes	$ 0	639
Floating-rate notes [Member] | Wells Fargo & Company [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2027
Maturity date(s) End	Dec. 31, 2027
Junior Subordinated Notes	$ 290	280
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, 2017
Maturity date(s) End	Dec. 31, 2053
Senior Notes	$ 7,168	6,694
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, 2017
Maturity date(s) End	Dec. 31, 2017
Subordinated Notes	$ 167	989
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, 2027
Maturity date(s) End	Dec. 31, 2027
Junior Subordinated Notes	$ 332	322
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, 2017
Maturity date(s) End	Dec. 31, 2047
Other Long-Term Debt	$ 3,323	845
Floating-rate notes [Member] | Other Consolidated Subsidiaries [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2027
Maturity date(s) End	Dec. 31, 2027
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, 2017
Maturity date(s) End	Dec. 31, 2056
Senior Notes	$ 6,858	5,672
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, 2017
Maturity date(s) End	Dec. 31, 2025
Senior Notes	$ 1,238	1
Structured Notes [Member] | Other Consolidated Subsidiaries [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2021
Maturity date(s) End	Dec. 31, 2021
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
Junior Subordinated Notes	$ 1,362	1,398
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, 2017
Maturity date(s) End	Dec. 31, 2017
Senior Notes	$ 68	6,315
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, 2017
Maturity date(s) End	Dec. 31, 2031
Senior Notes	$ 79	102
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, 2021
Senior Notes	$ 77,075	37,000
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, 2017
Maturity date(s) End	Dec. 31, 2025
Senior Notes	$ 7	$ 8
Minimum [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Mortgage notes and other debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	0.201%
Minimum [Member] | Other Consolidated Subsidiaries [Member] | Mortgage notes and other debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	2.00%
Minimum [Member] | Fixed Rate Notes [Member] | Wells Fargo & Company [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	0.375%
Minimum [Member] | Fixed Rate Notes [Member] | Wells Fargo & Company [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	3.45%
Minimum [Member] | Fixed Rate Notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	1.65%
Minimum [Member] | Fixed Rate Notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	5.25%
Minimum [Member] | 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]
Interest Rate, Stated Percentage	0.00%
Minimum [Member] | Fixed Rate Notes [Member] | Other Consolidated Subsidiaries [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	2.774%
Minimum [Member] | Floating-rate notes [Member] | Wells Fargo & Company [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	0.108%
Minimum [Member] | Floating-rate notes [Member] | Wells Fargo & Company [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	0.00%
Minimum [Member] | Floating-rate notes [Member] | Wells Fargo & Company [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	1.38%
Minimum [Member] | Floating-rate notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	0.626%
Minimum [Member] | Floating-rate notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	1.273%
Minimum [Member] | Floating-rate notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	1.476%
Minimum [Member] | 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]
Interest Rate, Stated Percentage	0.77%
Minimum [Member] | Floating-rate notes [Member] | Other Consolidated Subsidiaries [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	1.387%
Minimum [Member] | Structured Notes [Member] | Wells Fargo & Company [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	0.00%
Minimum [Member] | Structured Notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	1.50%
Minimum [Member] | Structured Notes [Member] | Other Consolidated Subsidiaries [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	0.00%
Minimum [Member] | Fixed-rate notes - Hybrid Trust Securities [Member] | Wells Fargo & Company [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	5.95%
Minimum [Member] | Floating-rate extendible notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	1.133%
Minimum [Member] | Fixed-rate Advances - FHLB [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	3.83%
Minimum [Member] | Floating-rate Advances - FHLB [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	0.62%
Minimum [Member] | Capital Leases [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	7.045%
Maximum [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Mortgage notes and other debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	9.20%
Maximum [Member] | Other Consolidated Subsidiaries [Member] | Mortgage notes and other debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	3.94%
Maximum [Member] | Fixed Rate Notes [Member] | Wells Fargo & Company [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	6.75%
Maximum [Member] | Fixed Rate Notes [Member] | Wells Fargo & Company [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	7.574%
Maximum [Member] | Fixed Rate Notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	2.15%
Maximum [Member] | Fixed Rate Notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	7.74%
Maximum [Member] | 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]
Interest Rate, Stated Percentage	7.00%
Maximum [Member] | Fixed Rate Notes [Member] | Other Consolidated Subsidiaries [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	3.46%
Maximum [Member] | Floating-rate notes [Member] | Wells Fargo & Company [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	3.075%
Maximum [Member] | Floating-rate notes [Member] | Wells Fargo & Company [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	1.88%
Maximum [Member] | Floating-rate notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	1.622%
Maximum [Member] | Floating-rate notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	2.135%
Maximum [Member] | Floating-rate notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	1.53%
Maximum [Member] | 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]
Interest Rate, Stated Percentage	17.781%
Maximum [Member] | Structured Notes [Member] | Wells Fargo & Company [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	5.00%
Maximum [Member] | Structured Notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	8.50%
Maximum [Member] | Structured Notes [Member] | Other Consolidated Subsidiaries [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	1.16%
Maximum [Member] | Fixed-rate notes - Hybrid Trust Securities [Member] | Wells Fargo & Company [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	7.95%
Maximum [Member] | Floating-rate extendible notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	1.187%
Maximum [Member] | Fixed-rate Advances - FHLB [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	7.50%
Maximum [Member] | Floating-rate Advances - FHLB [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	1.325%
Maximum [Member] | Capital Leases [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Interest Rate, Stated Percentage	17.775%

Long-term Debt, Annual Maturiti

Long-term Debt, Annual Maturities (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Maturities of Long-Term Debt [Line Items]
2,017	$ 29,545
2,018	41,407
2,019	39,910
2,020	24,531
2,021	28,889
Thereafter	90,795
Total	255,077	$ 199,536
Increase in Long-term Debt	55,500
Parent Company [Member]
Maturities of Long-Term Debt [Line Items]
Total	133,920	117,791
Parent Company [Member] | Senior Debt [Member]
Maturities of Long-Term Debt [Line Items]
2,017	13,102
2,018	7,992
2,019	6,417
2,020	13,016
2,021	17,565
Thereafter	47,544
Total	105,636
Parent Company [Member] | Senior Subordinated Notes [Member]
Maturities of Long-Term Debt [Line Items]
2,017	0
2,018	552
2,019	0
2,020	0
2,021	0
Thereafter	26,242
Total	26,794
Parent Company [Member] | Junior Subordinated Debt [Member]
Maturities of Long-Term Debt [Line Items]
2,017	0
2,018	0
2,019	0
2,020	0
2,021	0
Thereafter	1,652
Total	1,652
Parent Company [Member] | Long-Term Debt Parent [Member]
Maturities of Long-Term Debt [Line Items]
2,017	13,102
2,018	8,544
2,019	6,417
2,020	13,016
2,021	17,565
Thereafter	75,438
Total	134,082	117,654
Wells Fargo Bank, National Association and other bank entities [Member]
Maturities of Long-Term Debt [Line Items]
2,017	15,327
2,018	32,034
2,019	32,367
2,020	11,515
2,021	10,360
Thereafter	14,816
Total	116,419	77,024
Wells Fargo Bank, National Association and other bank entities [Member] | Senior Debt [Member]
Maturities of Long-Term Debt [Line Items]
2,017	9,653
2,018	30,446
2,019	31,895
2,020	11,010
2,021	10,223
Thereafter	166
Total	93,393
Wells Fargo Bank, National Association and other bank entities [Member] | Senior Subordinated Notes [Member]
Maturities of Long-Term Debt [Line Items]
2,017	1,321
2,018	0
2,019	0
2,020	0
2,021	0
Thereafter	5,346
Total	6,667
Wells Fargo Bank, National Association and other bank entities [Member] | Junior Subordinated Debt [Member]
Maturities of Long-Term Debt [Line Items]
2,017	0
2,018	0
2,019	0
2,020	0
2,021	0
Thereafter	332
Total	332
Wells Fargo Bank, National Association and other bank entities [Member] | Securitizations and Other Bank Debt [Member]
Maturities of Long-Term Debt [Line Items]
2,017	4,353
2,018	1,588
2,019	472
2,020	505
2,021	137
Thereafter	8,972
Total	16,027
Other Consolidated Subsidiaries [Member]
Maturities of Long-Term Debt [Line Items]
2,017	1,116
2,018	829
2,019	1,126
2,020	0
2,021	964
Thereafter	541
Total	4,576	$ 4,858
Other Consolidated Subsidiaries [Member] | Senior Debt [Member]
Maturities of Long-Term Debt [Line Items]
2,017	1,115
2,018	756
2,019	1,126
2,020	0
2,021	964
Thereafter	386
Total	4,347
Other Consolidated Subsidiaries [Member] | Junior Subordinated Debt [Member]
Maturities of Long-Term Debt [Line Items]
2,017	0
2,018	0
2,019	0
2,020	0
2,021	0
Thereafter	155
Total	155
Other Consolidated Subsidiaries [Member] | Securitizations and Other Bank Debt [Member]
Maturities of Long-Term Debt [Line Items]
2,017	1
2,018	73
2,019	0
2,020	0
2,021	0
Thereafter	0
Total	$ 74

Guarantees, Pledged Assets a118

Guarantees, Pledged Assets and Collateral (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016	Dec. 31, 2015
Guarantor Obligations [Line Items]
Carrying value		$ 136	$ 418
Maximum exposure to loss, expires in one year or less		27,689	27,582
Maximum exposure to loss, expires in one year through three years		20,190	17,759
Maximum exposure to loss, expires in three years through five years		8,732	10,565
Maximum exposure to loss, expires after five years		15,212	12,886
Maximum exposure to loss		71,823	68,792
Maximum exposure to loss		$ 71,823	68,792
Percentage share of losses owed on loans and MHFS sold with recourse (up to 33.33%)		33.33%
Total assets	[1]	$ 1,930,115	1,787,632
Securities owned and pledged as collateral related to repurchase agreements not available to be repledged, Fair Value		6,600	6,900
Mortgages held for sale		15,800	8,700
Carrying value of delinquent loans eligible for repurchase		1,200	1,300
Security Owned and Pledged as Collateral, Fair Value [Abstract]
Trading assets and other		84,603	73,396
Investment securities		90,946	113,912
Mortgages held for sale and loans		516,112	453,058
Total pledged assets		691,661	640,366
Non-investment grade [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		34,167	29,364
Maximum exposure to loss		34,167	29,364
Direct pay letters of credit (DPLCs) [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		9,200	11,800
Maximum exposure to loss		9,200	11,800
Third Party Clearing Indemnifications [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		1,200	1,800
Third-party Clearing Customer Obligations		175	352
Collateral Provided to Third-party Clearing Agents		991	1,500
Maximum exposure to loss		1,200	1,800
Standby Letters of Credit [Member]
Guarantor Obligations [Line Items]
Carrying value		38	38
Maximum exposure to loss, expires in one year or less		16,050	16,360
Maximum exposure to loss, expires in one year through three years		8,727	9,618
Maximum exposure to loss, expires in three years through five years		3,194	4,116
Maximum exposure to loss, expires after five years		658	642
Maximum exposure to loss		28,629	30,736
Maximum exposure to loss		28,629	30,736
Standby Letters of Credit [Member] | Non-investment grade [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		9,898	8,981
Maximum exposure to loss		9,898	8,981
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	0
Maximum exposure to loss, expires in three years through five years		1	0
Maximum exposure to loss, expires after five years		1,166	1,841
Maximum exposure to loss		1,167	1,841
Maximum exposure to loss		1,167	1,841
Securities lending and other indemnifications [Member] | Non-investment grade [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		2	0
Maximum exposure to loss		2	0
Loans and MHFS sold with recourse [Member]
Guarantor Obligations [Line Items]
Carrying value		55	62
Maximum exposure to loss, expires in one year or less		84	112
Maximum exposure to loss, expires in one year through three years		637	723
Maximum exposure to loss, expires in three years through five years		947	690
Maximum exposure to loss, expires after five years		8,592	6,434
Maximum exposure to loss		10,260	7,959
Maximum exposure to loss		10,260	7,959
Loans and MHFS sold with recourse [Member] | Non-investment grade [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		7,228	4,864
Maximum exposure to loss		7,228	4,864
Factoring Guarantee [Member]
Guarantor Obligations [Line Items]
Carrying value		0	0
Maximum exposure to loss, expires in one year or less		1,109	1,598
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		1,109	1,598
Maximum exposure to loss		1,109	1,598
Factoring Guarantee [Member] | Non-investment grade [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		1,109	1,598
Maximum exposure to loss		1,109	1,598
Other guarantees [Member]
Guarantor Obligations [Line Items]
Carrying value		6	28
Maximum exposure to loss, expires in one year or less		19	62
Maximum exposure to loss, expires in one year through three years		21	17
Maximum exposure to loss, expires in three years through five years		17	17
Maximum exposure to loss, expires after five years		3,580	2,482
Maximum exposure to loss		3,637	2,578
Maximum exposure to loss		3,637	2,578
Other guarantees [Member] | Non-investment grade [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		15	53
Maximum exposure to loss		15	53
Written put options [Member]
Guarantor Obligations [Line Items]
Carrying value		37	290
Maximum exposure to loss, expires in one year or less		10,427	9,450
Maximum exposure to loss, expires in one year through three years		10,805	7,401
Maximum exposure to loss, expires in three years through five years		4,573	5,742
Maximum exposure to loss, expires after five years		1,216	1,487
Maximum exposure to loss		27,021	24,080
Maximum exposure to loss		27,021	24,080
Written put options [Member] | Non-investment grade [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		15,915	13,868
Maximum exposure to loss		15,915	13,868
Loans and MHFS sold with recourse [Member]
Guarantor Obligations [Line Items]
Loans repurchased		5	6
Trading assets (excluding derivatives) [Member]
Guarantor Obligations [Line Items]
Securities owned and pledged as collateral available to be repledged, Fair Value		84,200	73,000
Security Owned and Pledged as Collateral, Fair Value [Abstract]
Trading assets and other		33,200	38,700
Other Trading - Off-Balance Sheet [Member]
Security Owned and Pledged as Collateral, Fair Value [Abstract]
Trading assets and other		51,400	34,700
Investment securities [Member]
Guarantor Obligations [Line Items]
Securities owned and pledged as collateral available to be repledged, Fair Value		617	13,000
Securities owned and pledged as collateral related to repurchase agreements not available to be repledged, carrying value		6,200	6,500
Securities owned and pledged as collateral related to repurchase agreements not available to be repledged, Fair Value		6,200	6,500
VIEs that we consolidate [Member]
Guarantor Obligations [Line Items]
Total assets	[1]	13,414	5,636
Secured Borrowing transactions excluded [Member]
Guarantor Obligations [Line Items]
Total assets		$ 1,136	$ 7,287
[1]	(3)Our consolidated assets at December 31, 2016 and 2015, 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, $168 million and $157 million; Federal funds sold, securities purchased under resale agreements and other short-term investments, $74 million and $0 million; Trading assets, $130 million and $0 million; Investment securities, $0 million and $425 million; Net loans, $12.6 billion and $4.8 billion; Derivative assets, $1 million and $1 million; Other assets, $452 million and $242 million; and Total assets, $13.4 billion and $5.6 billion, respectively.

Guarantees, Offsetting of Resal

Guarantees, Offsetting of Resale and Repurchase Agreements and Securities Borrowing and Lending (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Financial Instruments Owned and Pledged as Collateral [Line Items]
Securities owned and pledged as collateral related to repurchase agreements not available to be repledged, Fair Value	$ 6,600	$ 6,900
Net amounts in consolidated balance sheet	79,443	65,777
Collateral received, fair value	102,300	84,900
Collateral received with the right to sell or repledge	102,300	84,900
Collateral sold or repledged	50,000	33,400
Collateral pledged, fair value	91,400	92,900
Resale and securities borrowing agreements
Gross amounts recognized	91,123	74,935
Gross amounts offset in consolidated balance sheet	(11,680)	(9,158)
Net amounts in consolidated balance sheet	79,443	65,777
Collateral not recognized in consolidated balance sheet	(78,837)	(65,035)
Net amount	606	742
Repurchase and securities lending agreements
Gross amounts recognized (5)	89,111	91,278
Gross amounts offset in consolidated balance sheet	(11,680)	(9,158)
Net amounts in consolidated balance sheet	77,431	82,120
Collateral pledged but not netted in consolidated balance sheet	(77,184)	(81,772)
Net amount	247	348
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	58,100	45,700
Resale and securities borrowing agreements
Net amounts in consolidated balance sheet	58,100	45,700
Loans [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Net amounts in consolidated balance sheet	21,300	20,100
Resale and securities borrowing agreements
Net amounts in consolidated balance sheet	$ 21,300	$ 20,100

Guarantees, Pledged Assets a120

Guarantees, Pledged Assets and Collateral Guarantees, Collateral Type and Contractual Maturities of Repurchase Agreements and Securities Lending Agreements (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Secured Borrowings, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	$ 82,104	$ 81,542
Securities Lending	7,007	9,736
Total Repurchases and Securities Lending	89,111	91,278
Securities of U.S. Treasury and federal agencies [Member]
Secured Borrowings, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	34,335	32,254
Securities Lending	152	61
Securities of U.S. states and political subdivisions [Member]
Secured Borrowings, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	81	7
Federal agencies [Member]
Secured Borrowings, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	32,669	37,033
Securities Lending	104	76
Non-Agency Mortgage-backed Securities [Member]
Secured Borrowings, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	2,167	1,680
Securities Lending	1	0
Corporate debt securities [Member]
Secured Borrowings, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	6,829	4,674
Securities Lending	653	899
Asset-backed securities [Member]
Secured Borrowings, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	3,010	2,275
Equity securities [Member]
Secured Borrowings, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	1,309	2,457
Securities Lending	6,097	8,700
Other [Member]
Secured Borrowings, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	1,704	1,162
Overnight/Continuous [Member]
Secured Borrowings, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	60,516	58,021
Securities Lending	5,565	7,845
Total Repurchases and Securities Lending	66,081	65,866
Up to 30 days [Member]
Secured Borrowings, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	9,598	19,561
Securities Lending	167	362
Total Repurchases and Securities Lending	9,765	19,923
30-90 Days [Member]
Secured Borrowings, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	6,762	2,935
Securities Lending	1,275	1,529
Total Repurchases and Securities Lending	8,037	4,464
Over 90 days [Member]
Secured Borrowings, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	5,228	1,025
Securities Lending	0	0
Total Repurchases and Securities Lending	$ 5,228	$ 1,025

Legal Actions (Details)

Legal Actions (Details)	Jul. 13, 2012USD ($)	Dec. 31, 2016USD ($)legal_action
Liability for Contingent Litigation Losses [Member]
Legal Actions (Textual) [Abstract]
Range of possible loss, portion not accrued		$ 1,800,000,000
In re Interchange Litigation [Member]
Legal Actions (Textual) [Abstract]
Amounts to be paid in connection with legal or regulatory matters	$ 6,600,000,000
Distribution to class merchants (percent)	0.10%
Distribution period to class merchants	8 months
VALoanGuaranty [Member]
Legal Actions (Textual) [Abstract]
Loss Contingency, Number of Plaintiffs | legal_action		2
Minimum [Member] | VALoanGuaranty [Member]
Legal Actions (Textual) [Abstract]
Loss Contingency, Damages Sought, Value		$ 5,500
Maximum [Member] | VALoanGuaranty [Member]
Legal Actions (Textual) [Abstract]
Loss Contingency, Damages Sought, Value		$ 11,000

Derivatives, Notional or Contra

Derivatives, Notional or Contractual Amounts and Fair Values of Derivatives (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	$ 85,129	$ 84,580
Fair value asset derivatives, netting	(70,631)	(66,924)
Net amounts in consolidated balance sheet, asset	14,498	17,656
Fair value liability derivatives	87,188	79,924
Fair value liability derivatives, netting	(72,696)	(66,004)
Net amounts in consolidated balance sheet, liability	14,492	13,920
Interest rate contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives, netting	(59,880)	(56,612)
Net amounts in consolidated balance sheet, asset	5,388	6,113
Fair value liability derivatives, netting	(58,956)	(53,259)
Net amounts in consolidated balance sheet, liability	6,253	4,718
Commodity contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives, netting	(707)	(998)
Net amounts in consolidated balance sheet, asset	2,350	3,661
Fair value liability derivatives, netting	(402)	(1,052)
Net amounts in consolidated balance sheet, liability	2,149	4,467
Equity contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives, netting	(3,018)	(2,625)
Net amounts in consolidated balance sheet, asset	2,340	4,974
Fair value liability derivatives, netting	(2,433)	(2,241)
Net amounts in consolidated balance sheet, liability	3,679	2,567
Foreign exchange contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives, netting	(6,663)	(6,141)
Net amounts in consolidated balance sheet, asset	4,231	2,806
Fair value liability derivatives, netting	(10,572)	(8,968)
Net amounts in consolidated balance sheet, liability	2,170	1,965
Credit Contracts Protection Sold [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives, netting	(48)	(79)
Net amounts in consolidated balance sheet, asset	37	4
Fair value liability derivatives, netting	(295)	(434)
Net amounts in consolidated balance sheet, liability	94	107
Credit Contracts Protection Purchased [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives, netting	(315)	(469)
Net amounts in consolidated balance sheet, asset	152	98
Fair value liability derivatives, netting	(38)	(50)
Net amounts in consolidated balance sheet, liability	100	38
Other contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value liability derivatives, netting	0	0
Net amounts in consolidated balance sheet, liability	47	58
Designated as Hedging Instrument [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	7,260	7,855
Fair value liability derivatives	5,489	4,747
Designated as Hedging Instrument [Member] | Interest rate contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	235,222	191,684
Fair value asset derivatives	6,587	7,477
Fair value liability derivatives	2,710	2,253
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	25,861	25,115
Fair value asset derivatives	673	378
Fair value liability derivatives	2,779	2,494
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	9,600	7,800
Not Designated as Hedging Instrument [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	77,869	76,725
Fair value liability derivatives	81,699	75,177
Economic hedges [Member] | Not Designated as Hedging Instrument [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	2,371	1,047
Fair value liability derivatives	1,689	462
Economic hedges [Member] | Not Designated as Hedging Instrument [Member] | Interest rate contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	228,051	211,375
Fair value asset derivatives	1,098	195
Fair value liability derivatives	1,441	315
Economic hedges [Member] | Not Designated as Hedging Instrument [Member] | Equity contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	7,964	7,427
Fair value asset derivatives	545	531
Fair value liability derivatives	83	47
Economic hedges [Member] | Not Designated as Hedging Instrument [Member] | Foreign exchange contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	20,435	16,407
Fair value asset derivatives	626	321
Fair value liability derivatives	165	100
Economic hedges [Member] | Not Designated as Hedging Instrument [Member] | Credit Contracts Protection Purchased [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	482	0
Fair value asset derivatives	102	0
Fair value liability derivatives	0	0
Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	75,498	75,678
Fair value liability derivatives	80,010	74,715
Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member] | Interest rate contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	6,018,370	4,685,898
Fair value asset derivatives	57,583	55,053
Fair value liability derivatives	61,058	55,409
Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member] | Commodity contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	65,532	47,571
Fair value asset derivatives	3,057	4,659
Fair value liability derivatives	2,551	5,519
Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member] | Equity contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	151,675	139,956
Fair value asset derivatives	4,813	7,068
Fair value liability derivatives	6,029	4,761
Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member] | Foreign exchange contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	318,999	295,962
Fair value asset derivatives	9,595	8,248
Fair value liability derivatives	9,798	8,339
Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member] | Credit Contracts Protection Sold [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	10,483	10,544
Fair value asset derivatives	85	83
Fair value liability derivatives	389	541
Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member] | Credit Contracts Protection Purchased [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	19,964	18,018
Fair value asset derivatives	365	567
Fair value liability derivatives	138	88
Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member] | Other contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	961	1,041
Fair value asset derivatives	0	0
Fair value liability derivatives	$ 47	$ 58

Derivatives, Gross Fair Values

Derivatives, Gross Fair Values of Derivative Assets and Liabilities (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Derivative Assets
Gross amounts recognized	$ 85,129	$ 84,580
Gross amounts offset in consolidated balance sheet	(70,631)	(66,924)
Net amounts in consolidated balance sheet, asset	14,498	17,656
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(1,745)	(1,332)
Net amounts	12,753	16,324
Derivative Liabilities
Gross amounts recognized	87,188	79,924
Gross amounts offset in consolidated balance sheet	(72,696)	(66,004)
Net amounts in consolidated balance sheet, liability	14,492	13,920
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(3,794)	(4,484)
Net amounts	10,698	9,436
Derivatives (Textual) [Abstract]
Derivative assets subject to enforceable master netting arrangements	74,400	69,900
Derivative liabilities subject to enforceable master netting arrangements	78,400	74,000
Derivative assets not subject to enforceable master netting arrangements	10,700	14,600
Derivative liabilities not subject to enforceable master netting arrangements	8,700	5,900
Valuation adjustments for derivative assets	348	375
Valuation adjustments for derivative liabilities	114	81
Cash collateral netted against derivative assets	4,800	5,300
Cash collateral netted against derivative liabilities	7,100	4,700
Interest rate contract [Member]
Derivative Assets
Gross amounts recognized	65,268	62,725
Gross amounts offset in consolidated balance sheet	(59,880)	(56,612)
Net amounts in consolidated balance sheet, asset	5,388	6,113
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(987)	(749)
Net amounts	$ 4,401	$ 5,364
Percent exchanged in the over the counter market	34.00%	39.00%
Derivative Liabilities
Gross amounts recognized	$ 65,209	$ 57,977
Gross amounts offset in consolidated balance sheet	(58,956)	(53,259)
Net amounts in consolidated balance sheet, liability	6,253	4,718
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(3,129)	(3,543)
Net amounts	$ 3,124	$ 1,175
Percent exchanged in the over the counter market	30.00%	35.00%
Commodity contract [Member]
Derivative Assets
Gross amounts recognized	$ 3,057	$ 4,659
Gross amounts offset in consolidated balance sheet	(707)	(998)
Net amounts in consolidated balance sheet, asset	2,350	3,661
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(30)	(76)
Net amounts	$ 2,320	$ 3,585
Percent exchanged in the over the counter market	74.00%	35.00%
Derivative Liabilities
Gross amounts recognized	$ 2,551	$ 5,519
Gross amounts offset in consolidated balance sheet	(402)	(1,052)
Net amounts in consolidated balance sheet, liability	2,149	4,467
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(37)	(40)
Net amounts	$ 2,112	$ 4,427
Percent exchanged in the over the counter market	38.00%	84.00%
Equity contract [Member]
Derivative Assets
Gross amounts recognized	$ 5,358	$ 7,599
Gross amounts offset in consolidated balance sheet	(3,018)	(2,625)
Net amounts in consolidated balance sheet, asset	2,340	4,974
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(365)	(471)
Net amounts	$ 1,975	$ 4,503
Percent exchanged in the over the counter market	75.00%	51.00%
Derivative Liabilities
Gross amounts recognized	$ 6,112	$ 4,808
Gross amounts offset in consolidated balance sheet	(2,433)	(2,241)
Net amounts in consolidated balance sheet, liability	3,679	2,567
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(331)	(154)
Net amounts	$ 3,348	$ 2,413
Percent exchanged in the over the counter market	85.00%	85.00%
Foreign exchange contract [Member]
Derivative Assets
Gross amounts recognized	$ 10,894	$ 8,947
Gross amounts offset in consolidated balance sheet	(6,663)	(6,141)
Net amounts in consolidated balance sheet, asset	4,231	2,806
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(362)	(34)
Net amounts	$ 3,869	$ 2,772
Percent exchanged in the over the counter market	97.00%	98.00%
Derivative Liabilities
Gross amounts recognized	$ 12,742	$ 10,933
Gross amounts offset in consolidated balance sheet	(10,572)	(8,968)
Net amounts in consolidated balance sheet, liability	2,170	1,965
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(251)	(634)
Net amounts	$ 1,919	$ 1,331
Percent exchanged in the over the counter market	100.00%	100.00%
Credit Contracts Protection Sold [Member]
Derivative Assets
Gross amounts recognized	$ 85	$ 83
Gross amounts offset in consolidated balance sheet	(48)	(79)
Net amounts in consolidated balance sheet, asset	37	4
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	0	0
Net amounts	$ 37	$ 4
Percent exchanged in the over the counter market	61.00%	76.00%
Derivative Liabilities
Gross amounts recognized	$ 389	$ 541
Gross amounts offset in consolidated balance sheet	(295)	(434)
Net amounts in consolidated balance sheet, liability	94	107
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(44)	(107)
Net amounts	$ 50	$ 0
Percent exchanged in the over the counter market	98.00%	100.00%
Credit Contracts Protection Purchased [Member]
Derivative Assets
Gross amounts recognized	$ 467	$ 567
Gross amounts offset in consolidated balance sheet	(315)	(469)
Net amounts in consolidated balance sheet, asset	152	98
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(1)	(2)
Net amounts	$ 151	$ 96
Percent exchanged in the over the counter market	98.00%	100.00%
Derivative Liabilities
Gross amounts recognized	$ 138	$ 88
Gross amounts offset in consolidated balance sheet	(38)	(50)
Net amounts in consolidated balance sheet, liability	100	38
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(2)	(6)
Net amounts	$ 98	$ 32
Percent exchanged in the over the counter market	50.00%	70.00%
Other contract [Member]
Derivative Liabilities
Gross amounts recognized	$ 47	$ 58
Gross amounts offset in consolidated balance sheet	0	0
Net amounts in consolidated balance sheet, liability	47	58
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	0	0
Net amounts	$ 47	$ 58
Percent exchanged in the over the counter market	100.00%	100.00%

Derivatives, Derivatives in Fai

Derivatives, Derivatives in Fair Value Hedging Relationships (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Net interest income (expense) recognized on derivatives (1)	$ 1,344	$ 1,342	$ 1,404
Gains (losses) recorded in noninterest income recognized on derivatives	(2,449)	(1,817)	604
Gains (losses) recorded in noninterest income recognized on hedged item	2,443	1,895	(98)
Net recognized on fair value hedges (ineffective portion)	(6)	78	506
Derivatives (Textual) [Abstract]
Time value component recognized as net interest income (expense) on forward derivatives excluded from the assessment of hedge effectiveness	(13)	(7)	(1)
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 (1)	(582)	(782)	(722)
Gains (losses) recorded in noninterest income recognized on derivatives	(418)	(18)	(1,943)
Gains (losses) recorded in noninterest income recognized on hedged item	443	7	1,911
Net recognized on fair value hedges (ineffective portion)	25	(11)	(32)
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 (1)	9	0	(10)
Gains (losses) recorded in noninterest income recognized on derivatives	265	253	391
Gains (losses) recorded in noninterest income recognized on hedged item	(271)	(247)	(388)
Net recognized on fair value hedges (ineffective portion)	(6)	6	3
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 (1)	(6)	(13)	(15)
Gains (losses) recorded in noninterest income recognized on derivatives	(11)	(9)	(49)
Gains (losses) recorded in noninterest income recognized on hedged item	7	(4)	32
Net recognized on fair value hedges (ineffective portion)	(4)	(13)	(17)
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)	1,892	1,955	1,843
Gains (losses) recorded in noninterest income recognized on derivatives	(1,746)	327	3,623
Gains (losses) recorded in noninterest income recognized on hedged item	1,707	(251)	(3,143)
Net recognized on fair value hedges (ineffective portion)	(39)	76	480
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 (1)	31	182	308
Gains (losses) recorded in noninterest income recognized on derivatives	(539)	(2,370)	(1,418)
Gains (losses) recorded in noninterest income recognized on hedged item	557	2,390	1,490
Net recognized on fair value hedges (ineffective portion)	$ 18	$ 20	$ 72

Derivatives, Derivatives in Cas

Derivatives, Derivatives in Cash Flow Hedging Relationships (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Net Gains Losses Recognized Related to Derivatives in Cash Flow Hedging Relationships [Abstract]
Unrealized gains (losses) (pre tax) recognized in OCI	$ 177	$ 1,549	$ 952
Gains (pre tax) reclassified from cumulative OCI into net income	1,029	1,089	545
Gains (losses) (pre tax) recognized in noninterest income for hedge ineffectiveness.	(1)	1	2
Derivatives (Textual) [Abstract]
Deferred net gains on derivatives in other comprehensive income	$ 644
Maximum length of time hedged in cash flow hedge	6 years
Change in value of derivatives excluded from assessment of cash flow hedge effectiveness	$ 0	$ 0	$ 0

Derivatives, Derivatives Not De

Derivatives, Derivatives Not Designated as Hedging Instruments (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Derivatives (Textual) [Abstract]
Gains (losses) on derivatives used to hedge residential mortgage servicing rights	$ 261	$ 671	$ 3,509
Aggregate fair value of derivatives used for economic hedges net asset (liability)	617	3
Aggregate fair value of derivative loan commitments net asset (liability)	(6)	56
Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	2,696	3,482	2,231
Not Designated as Hedging Instrument [Member] | Economic hedges [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	2,067	784	1,817
Derivative Instruments Not Designated as Hedging Instruments, Loss	(8)	(24)	(175)
Not Designated as Hedging Instrument [Member] | Customer accommodation, trading, and other derivatives [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	629	2,698	414
Interest Rate Contracts, Mortgage Banking [ Member] | Not Designated as Hedging Instrument [Member] | Economic hedges [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	1,029	723	1,759
Interest Rate Contracts, Mortgage Banking [ Member] | Not Designated as Hedging Instrument [Member] | Customer accommodation, trading, and other derivatives [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	818	941	1,350
Interest Rate Contracts, Other | Not Designated as Hedging Instrument [Member] | Economic hedges [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	(51)	(42)	(230)
Interest Rate Contracts, Other | Not Designated as Hedging Instrument [Member] | Customer accommodation, trading, and other derivatives [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	255	265	(855)
Equity contract [Member] | Not Designated as Hedging Instrument [Member] | Economic hedges [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	114	(393)	(469)
Equity contract [Member] | Not Designated as Hedging Instrument [Member] | Customer accommodation, trading, and other derivatives [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	(1,643)	563	(719)
Foreign exchange contract [Member] | Not Designated as Hedging Instrument [Member] | Economic hedges [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	954	496	758
Foreign exchange contract [Member] | Not Designated as Hedging Instrument [Member] | Customer accommodation, trading, and other derivatives [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	1,077	812	593
Credit contract [Member] | Not Designated as Hedging Instrument [Member] | Economic hedges [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	21	0	(1)
Credit contract [Member] | Not Designated as Hedging Instrument [Member] | Customer accommodation, trading, and other derivatives [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	(105)	44	7
Commodity contract [Member] | Not Designated as Hedging Instrument [Member] | Customer accommodation, trading, and other derivatives [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	216	88	77
Other contract [Member] | Not Designated as Hedging Instrument [Member] | Customer accommodation, trading, and other derivatives [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	$ 11	$ (15)	$ (39)

Derivatives, Sold and Purchased

Derivatives, Sold and Purchased Credit Derivatives (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	$ 389	$ 541
Notional amount Protection sold	10,483	10,544
Notional amount Protection purchased with identical underlyings	4,118	6,481
Notional Net protection sold	6,365	4,063
Notional Other protection purchased	16,328	11,537
Non-investment grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	5,862	5,090
Corporate Bond Securities [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	22	44
Notional amount Protection sold	4,324	4,838
Notional amount Protection purchased with identical underlyings	3,060	3,602
Notional Net protection sold	1,264	1,236
Notional Other protection purchased	$ 1,804	$ 2,272
Corporate Bond Securities [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan. 1, 2017	Jan. 1, 2016
Corporate Bond Securities [Member] | Maximum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Dec. 31, 2026	Dec. 31, 2025
Corporate Bond Securities [Member] | Non-investment grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	$ 1,704	$ 1,745
Structured products [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	193	275
Notional amount Protection sold	405	598
Notional amount Protection purchased with identical underlyings	295	395
Notional Net protection sold	110	203
Notional Other protection purchased	$ 79	$ 142
Structured products [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan. 1, 2020	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, 2047
Structured products [Member] | Non-investment grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	$ 333	$ 463
Credit Default Swap [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	0	0
Notional amount Protection sold	1,515	1,727
Notional amount Protection purchased with identical underlyings	139	1,717
Notional Net protection sold	1,376	10
Notional Other protection purchased	$ 3,668	$ 960
Credit Default Swap [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan. 1, 2017	Jan. 1, 2016
Credit Default Swap [Member] | Maximum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Dec. 31, 2021	Dec. 31, 2020
Credit Default Swap [Member] | Non-investment grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	$ 257	$ 370
Commercial Mortgage Backed Securities [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	156	203
Notional amount Protection sold	627	822
Notional amount Protection purchased with identical underlyings	584	766
Notional Net protection sold	43	56
Notional Other protection purchased	$ 71	$ 316
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, 2058	Dec. 31, 2057
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	17	18
Notional amount Protection sold	45	47
Notional amount Protection purchased with identical underlyings	40	1
Notional Net protection sold	5	46
Notional Other protection purchased	$ 187	$ 71
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	$ 0
Other Credit Derivatives [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	1	1
Notional amount Protection sold	3,567	2,512
Notional amount Protection purchased with identical underlyings	0	0
Notional Net protection sold	3,567	2,512
Notional Other protection purchased	$ 10,519	$ 7,776
Other Credit Derivatives [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan. 1, 2017	Jan. 1, 2016
Other Credit Derivatives [Member] | Maximum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Dec. 31, 2047	Dec. 31, 2025
Other Credit Derivatives [Member] | Non-investment grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	$ 3,568	$ 2,512

Derivatives Derivatives, Credit

Derivatives Derivatives, Credit-Risk Contingent Feature Textuals (Details) - USD ($) $ in Billions	Dec. 31, 2016	Dec. 31, 2015
Derivatives [Abstract]
Aggregate fair value of derivative instruments with credit-risk-related contingent features, net liability	$ 12.8	$ 12.3
Collateral for derivative instruments with credit-risk-related contingent features	8.9	8.8
Additional collateral for derivative instruments with credit-risk-related contingent features	$ 4	$ 3.6

Fair Value, Measurements From B

Fair Value, Measurements From Brokers or Third Party Pricing Services (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Financial assets
Available-for-sale, at fair value	$ 308,364	$ 267,358
Fair value asset derivatives	85,129	84,580
Financial liabilities
Fair value liability derivatives	(87,188)	(79,924)
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	621	729
Fair value asset derivatives	0	0
Financial liabilities
Fair value liability derivatives	0	0
Other liabilities	0	0
Brokers [Member] | Fair Value, Inputs, Level 2 [Member] | Debt securities [Member]
Financial assets
Available-for-sale, at fair value	621	729
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	171	226
Brokers [Member] | Fair Value, Inputs, Level 2 [Member] | Other debt securities
Financial assets
Available-for-sale, at fair value	450	503
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	968	409
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	968	409
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	968	409
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	899	700
Available-for-sale, at fair value	22,870	32,868
Fair value asset derivatives	22	0
Financial liabilities
Fair value liability derivatives	(109)	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	22,870	32,868
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	22,870	32,868
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	60	5
Available-for-sale, at fair value	279,229	227,555
Fair value asset derivatives	0	224
Financial liabilities
Fair value liability derivatives	(1)	(221)
Other liabilities	0	(1)
Third party pricing services [Member] | Fair Value, Inputs, Level 2 [Member] | Debt securities [Member]
Financial assets
Available-for-sale, at fair value	278,871	227,071
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	2,949	3,382
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	49,837	48,443
Third party pricing services [Member] | Fair Value, Inputs, Level 2 [Member] | Mortgage-backed securities [Member]
Financial assets
Available-for-sale, at fair value	176,923	126,525
Third party pricing services [Member] | Fair Value, Inputs, Level 2 [Member] | Other debt securities
Financial assets
Available-for-sale, at fair value	49,162	48,721
Third party pricing services [Member] | Fair Value, Inputs, Level 2 [Member] | Equity securities [Member]
Financial assets
Available-for-sale, at fair value	358	484
Third party pricing services [Member] | Fair Value, Inputs, Level 3 [Member]
Financial assets
Trading assets	0	0
Available-for-sale, at fair value	354	469
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	354	469
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	208	51
Third party pricing services [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage-backed securities [Member]
Financial assets
Available-for-sale, at fair value	92	73
Third party pricing services [Member] | Fair Value, Inputs, Level 3 [Member] | Other debt securities
Financial assets
Available-for-sale, at fair value	54	345
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, 2016	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Securities, Change in Unrealized Holding Gain (Loss)	$ 820	$ 1,000
Assets:
Available-for-sale, at fair value	308,364	267,358
Mortgages held for sale	22,042	13,539
Loans	758	5,316
Mortgage servicing rights	12,959	12,415
Fair value asset derivatives	85,129	84,580
Net amounts in consolidated balance sheet, asset	14,498	17,656
Other assets	3,275	3,065
Investments at NAV	48	642
Liabilities:
Total derivative liabilities	(87,188)	(79,924)
Net amounts in consolidated balance sheet, liability	(14,492)	(13,920)
Interest rate contract [Member]
Assets:
Net amounts in consolidated balance sheet, asset	5,388	6,113
Liabilities:
Net amounts in consolidated balance sheet, liability	(6,253)	(4,718)
Commodity contract [Member]
Assets:
Net amounts in consolidated balance sheet, asset	2,350	3,661
Liabilities:
Net amounts in consolidated balance sheet, liability	(2,149)	(4,467)
Equity contract [Member]
Assets:
Net amounts in consolidated balance sheet, asset	2,340	4,974
Liabilities:
Net amounts in consolidated balance sheet, liability	(3,679)	(2,567)
Foreign exchange contract [Member]
Assets:
Net amounts in consolidated balance sheet, asset	4,231	2,806
Liabilities:
Net amounts in consolidated balance sheet, liability	(2,170)	(1,965)
Other contract [Member]
Liabilities:
Net amounts in consolidated balance sheet, liability	(47)	(58)
Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	73,032	63,890
Trading Securities And Trading Assets	74,397	64,815
Available-for-sale, at fair value	308,364	267,358
Mortgages held for sale	22,042	13,539
Loans	758	5,316
Mortgage servicing rights	12,959	12,415
Fair value asset derivatives, netting	(70,631)	(66,924)
Net amounts in consolidated balance sheet, asset	14,498	17,656
Other assets	3,275	3,065
Investments at NAV	0	23
Liabilities:
Fair value liability derivatives, netting	72,696	66,004
Net amounts in consolidated balance sheet, liability	(14,492)	(13,920)
Total short sale liabilities	(16,379)	(15,670)
Other liabilities	(4)	(30)
Total liabilities recorded at fair value	(30,875)	(29,620)
Fair Value, Measurements, Recurring [Member] | Interest rate contract [Member]
Assets:
Fair value asset derivatives	65,268	62,725
Liabilities:
Total derivative liabilities	(65,209)	(57,977)
Fair Value, Measurements, Recurring [Member] | Commodity contract [Member]
Assets:
Fair value asset derivatives	3,057	4,659
Liabilities:
Total derivative liabilities	(2,551)	(5,519)
Fair Value, Measurements, Recurring [Member] | Equity contract [Member]
Assets:
Fair value asset derivatives	5,358	7,599
Liabilities:
Total derivative liabilities	(6,112)	(4,808)
Fair Value, Measurements, Recurring [Member] | Foreign exchange contract [Member]
Assets:
Fair value asset derivatives	10,894	8,947
Liabilities:
Total derivative liabilities	(12,742)	(10,933)
Fair Value, Measurements, Recurring [Member] | Credit contract [Member]
Assets:
Fair value asset derivatives	552	650
Liabilities:
Total derivative liabilities	(527)	(629)
Fair Value, Measurements, Recurring [Member] | Other contract [Member]
Liabilities:
Total derivative liabilities	(47)	(58)
Debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	307,153	265,721
Securities of U.S. Treasury and federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	17,660	16,826
Available-for-sale, at fair value	25,819	36,250
Liabilities:
Total short sale liabilities	(10,423)	(9,695)
U.S. states and political subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	2,913	1,675
Available-for-sale, at fair value	51,101	49,990
Collateralized loan and other debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	810	689
Available-for-sale, at fair value	35,020	30,967
Corporate Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	9,515	7,965
Available-for-sale, at fair value	11,457	15,411
Liabilities:
Total short sale liabilities	(4,063)	(4,209)
Mortgage-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	20,254	20,619
Available-for-sale, at fair value	177,548	127,192
Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	161,230	104,546
Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	7,816	8,558
Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	8,502	14,088
Asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	1,128	1,005
Available-for-sale, at fair value	6,207	5,901
Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	9	15
Home equity loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	327	414
Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	5,871	5,472
Other trading asset [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Other trading assets	1,365	925
Other debt securities | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	1	10
Other short sale liabilities [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	(98)	(70)
Equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	20,752	15,111
Available-for-sale, at fair value	1,211	1,637
Liabilities:
Total short sale liabilities	(1,795)	(1,696)
Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	469	918
Other marketable equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	742	719
Excluding NAV Investments [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total assets recorded at fair value	436,293	384,164
Including NAV Investments [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total assets recorded at fair value	436,293	384,187
Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	35,412	28,367
Trading Securities And Trading Assets	35,412	28,367
Available-for-sale, at fair value	23,781	34,075
Mortgages 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	1,380	3,790
Other assets	0	0
Total assets recorded at fair value	60,573	66,232
Liabilities:
Fair value liability derivatives, netting	0	0
Net amounts in consolidated balance sheet, liability	(1,073)	(782)
Total short sale liabilities	(11,517)	(10,313)
Other liabilities	0	0
Total liabilities recorded at fair value	(12,590)	(11,095)
Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Interest rate contract [Member]
Assets:
Fair value asset derivatives	44	16
Liabilities:
Total derivative liabilities	(45)	(41)
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	1,314	3,726
Liabilities:
Total derivative liabilities	(919)	(704)
Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Foreign exchange contract [Member]
Assets:
Fair value asset derivatives	22	48
Liabilities:
Total derivative liabilities	(109)	(37)
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	22,928	32,922
Fair Value, Inputs, Level 1 [Member] | Securities of U.S. Treasury and federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	14,950	13,357
Available-for-sale, at fair value	22,870	32,868
Liabilities:
Total short sale liabilities	(9,722)	(8,621)
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
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	58	54
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] | Other 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	20,462	15,010
Available-for-sale, at fair value	853	1,153
Liabilities:
Total short sale liabilities	(1,795)	(1,692)
Fair Value, Inputs, Level 1 [Member] | Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	112	434
Fair Value, Inputs, Level 1 [Member] | Other marketable equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	741	719
Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	37,274	35,116
Trading Securities And Trading Assets	38,611	36,007
Available-for-sale, at fair value	281,078	229,557
Mortgages held for sale	21,057	12,457
Loans	0	0
Mortgage servicing rights	0	0
Fair value asset derivatives, netting	0	0
Net amounts in consolidated balance sheet, asset	82,126	79,194
Other assets	16	0
Total assets recorded at fair value	422,888	357,215
Liabilities:
Fair value liability derivatives, netting	0	0
Net amounts in consolidated balance sheet, liability	(84,411)	(77,674)
Total short sale liabilities	(4,862)	(5,357)
Other liabilities	0	0
Total liabilities recorded at fair value	(89,273)	(83,031)
Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Interest rate contract [Member]
Assets:
Fair value asset derivatives	64,986	62,390
Liabilities:
Total derivative liabilities	(65,047)	(57,905)
Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Commodity contract [Member]
Assets:
Fair value asset derivatives	3,020	4,623
Liabilities:
Total derivative liabilities	(2,537)	(5,495)
Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Equity contract [Member]
Assets:
Fair value asset derivatives	2,997	2,907
Liabilities:
Total derivative liabilities	(3,879)	(3,027)
Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Foreign exchange contract [Member]
Assets:
Fair value asset derivatives	10,843	8,899
Liabilities:
Total derivative liabilities	(12,616)	(10,896)
Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Credit contract [Member]
Assets:
Fair value asset derivatives	280	375
Liabilities:
Total derivative liabilities	(332)	(351)
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	280,720	229,073
Fair Value, Inputs, Level 2 [Member] | Securities of U.S. Treasury and federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	2,710	3,469
Available-for-sale, at fair value	2,949	3,382
Liabilities:
Total short sale liabilities	(701)	(1,074)
Fair Value, Inputs, Level 2 [Member] | U.S. states and political subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	2,910	1,667
Available-for-sale, at fair value	49,961	48,490
Fair Value, Inputs, Level 2 [Member] | Collateralized loan and other debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	501	346
Available-for-sale, at fair value	34,141	30,402
Fair Value, Inputs, Level 2 [Member] | Corporate Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	9,481	7,909
Available-for-sale, at fair value	10,967	14,952
Liabilities:
Total short sale liabilities	(4,063)	(4,209)
Fair Value, Inputs, Level 2 [Member] | Mortgage-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	20,254	20,619
Available-for-sale, at fair value	177,456	127,118
Fair Value, Inputs, Level 2 [Member] | Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	161,230	104,546
Fair Value, Inputs, Level 2 [Member] | Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	7,815	8,557
Fair Value, Inputs, Level 2 [Member] | Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	8,411	14,015
Fair Value, Inputs, Level 2 [Member] | Asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	1,128	1,005
Available-for-sale, at fair value	5,245	4,719
Fair Value, Inputs, Level 2 [Member] | Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	9	15
Fair Value, Inputs, Level 2 [Member] | Home equity loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	327	414
Fair Value, Inputs, Level 2 [Member] | Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	4,909	4,290
Fair Value, Inputs, Level 2 [Member] | Other trading asset [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Other trading assets	1,337	891
Fair Value, Inputs, Level 2 [Member] | Other debt securities | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	1	10
Fair Value, Inputs, Level 2 [Member] | Other short sale liabilities [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	(98)	(70)
Fair Value, Inputs, Level 2 [Member] | Equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	290	101
Available-for-sale, at fair value	358	484
Liabilities:
Total short sale liabilities	0	(4)
Fair Value, Inputs, Level 2 [Member] | Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	357	484
Fair Value, Inputs, Level 2 [Member] | Other marketable equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	1	0
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	346	407
Trading Securities And Trading Assets	374	441
Available-for-sale, at fair value	3,505	3,726
Mortgages held for sale	985	1,082
Loans	758	5,316
Mortgage servicing rights	12,959	12,415
Fair value asset derivatives, netting	0	0
Net amounts in consolidated balance sheet, asset	1,623	1,596
Other assets	3,259	3,065
Total assets recorded at fair value	23,463	27,641
Liabilities:
Fair value liability derivatives, netting	0	0
Net amounts in consolidated balance sheet, liability	(1,704)	(1,468)
Total short sale liabilities	0	0
Other liabilities	(4)	(30)
Total liabilities recorded at fair value	(1,708)	(1,498)
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Interest rate contract [Member]
Assets:
Fair value asset derivatives	238	319
Liabilities:
Total derivative liabilities	(117)	(31)
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Commodity contract [Member]
Assets:
Fair value asset derivatives	37	36
Liabilities:
Total derivative liabilities	(14)	(24)
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Equity contract [Member]
Assets:
Fair value asset derivatives	1,047	966
Liabilities:
Total derivative liabilities	(1,314)	(1,077)
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Foreign exchange contract [Member]
Assets:
Fair value asset derivatives	29	0
Liabilities:
Total derivative liabilities	(17)	0
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Credit contract [Member]
Assets:
Fair value asset derivatives	272	275
Liabilities:
Total derivative liabilities	(195)	(278)
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Other contract [Member]
Liabilities:
Total derivative liabilities	(47)	(58)
Fair Value, Inputs, Level 3 [Member] | Debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	3,505	3,726
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	3	8
Available-for-sale, at fair value	1,140	1,500
Fair Value, Inputs, Level 3 [Member] | Collateralized loan and other debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	309	343
Available-for-sale, at fair value	879	565
Fair Value, Inputs, Level 3 [Member] | Corporate Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	34	56
Available-for-sale, at fair value	432	405
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	92	74
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	1
Fair Value, Inputs, Level 3 [Member] | Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	91	73
Fair Value, Inputs, Level 3 [Member] | Asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	0	0
Available-for-sale, at fair value	962	1,182
Fair Value, Inputs, Level 3 [Member] | Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	0
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	962	1,182
Fair Value, Inputs, Level 3 [Member] | Other trading asset [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Other trading assets	28	34
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] | Other short sale liabilities [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	0	0
Fair Value, Inputs, Level 3 [Member] | Equity securities [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] | Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	0
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	$ 847	$ 257

Fair Values of Assets and Li131

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, 2016	Dec. 31, 2015	Dec. 31, 2014
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, 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		54	14	0
Fair Value Level, Transfer Out, Amount		(47)	(8)	(19)
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		507	697	584
Fair Value Level, Transfer Out, Amount		(274)	(214)	(869)
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		220	200	869
Fair Value Level, Transfer Out, Amount		(460)	(689)	(565)
Trading assets [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
Trading assets [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		55	15	0
Fair Value Level, Transfer Out, Amount		(48)	(9)	(11)
Trading assets [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		61	103	70
Fair Value Level, Transfer Out, Amount		(56)	(28)	(31)
Trading assets [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		1	13	31
Fair Value Level, Transfer Out, Amount		(13)	(94)	(59)
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
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	0
Fair Value Level, Transfer Out, Amount		0	0	(8)
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		481	76	370
Fair Value Level, Transfer Out, Amount		(80)	(8)	(148)
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		80	8	148
Fair Value Level, Transfer Out, Amount		(481)	(76)	(362)
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		17	471	229
Fair Value Level, Transfer Out, Amount		(98)	(194)	(440)
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		98	194	440
Fair Value Level, Transfer Out, Amount		(17)	(471)	(229)
Loans [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 [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 [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	0	49
Fair Value Level, Transfer Out, Amount		0	0	270
Loans [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	270
Fair Value Level, Transfer Out, Amount		0	0	49
Net derivative assets and liabilities [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
Net derivative assets and liabilities [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
Net derivative assets and liabilities [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		(51)	48	(134)
Fair Value Level, Transfer Out, Amount		(41)	15	20
Net derivative assets and liabilities [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		41	(15)	(20)
Fair Value Level, Transfer Out, Amount		51	(48)	134
Short sale liabilities [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
Short sale liabilities [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)	(1)	0
Fair Value Level, Transfer Out, Amount		1	1	0
Short sale liabilities [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)	(1)	0
Fair Value Level, Transfer Out, Amount		1	1	0
Short sale liabilities [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 Liabi132

Fair Value, Assets and Liabilities Measured on Recurring Basis Level 3 Reconciliation (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Trading Securities And Trading Assets [Member]
Assets:
Balance, beginning of period	$ 441	$ 650	$ 823
Net gains (losses) included in net income	(51)	31	59
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(4)	(159)	(204)
Transfers into Level 3	1	13	31
Transfers out of Level 3	(13)	(94)	(59)
Balance, end of period	374	441	650
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(41)	(43)	(16)
Trading Securities [Member]
Assets:
Balance, beginning of period	407	595	769
Net gains (losses) included in net income	(45)	28	69
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(4)	(135)	(215)
Transfers into Level 3	1	12	30
Transfers out of Level 3	(13)	(93)	(58)
Balance, end of period	346	407	595
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(42)	(29)	(15)
Trading Securities [Member] | U.S. states and political subdivisions [Member]
Assets:
Balance, beginning of period	8	7	39
Net gains (losses) included in net income	0	0	1
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(5)	1	(2)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	(31)
Balance, end of period	3	8	7
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	343	445	541
Net gains (losses) included in net income	(38)	8	36
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	15	(110)	(121)
Transfers into Level 3	0	0	4
Transfers out of Level 3	(11)	0	(15)
Balance, end of period	309	343	445
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(42)	(28)	(48)
Trading Securities [Member] | Corporate debt securities [Member]
Assets:
Balance, beginning of period	56	54	53
Net gains (losses) included in net income	(7)	2	0
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(13)	0	(21)
Transfers into Level 3	0	12	26
Transfers out of Level 3	(2)	(12)	(4)
Balance, end of period	34	56	54
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	(2)	1
Trading Securities [Member] | Mortgage-backed securities [Member]
Assets:
Balance, beginning of period	0	0	1
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	0	(1)	2
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	(3)
Balance, end of period	0	0	0
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	1	0
Trading Securities [Member] | Asset-backed securities [Member]
Assets:
Balance, beginning of period	0	79	122
Net gains (losses) included in net income	0	16	32
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	0	(14)	(70)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	(81)	(5)
Balance, end of period	0	0	79
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	0	32
Trading Securities [Member] | Equity securities [Member]
Assets:
Balance, beginning of period	0	10	13
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	(1)	(11)	(3)
Transfers into Level 3	1	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	0	0	10
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	34	55	54
Net gains (losses) included in net income	(6)	3	(10)
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	0	(24)	11
Transfers into Level 3	0	1	1
Transfers out of Level 3	0	(1)	(1)
Balance, end of period	28	34	55
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	1	(14)	(1)
Available-for-sale securities [Member]
Assets:
Balance, beginning of period	3,726	6,029	7,995
Net gains (losses) included in net income	79	258	200
Net gains (losses) included in other comprehensive income	2	(251)	(232)
Purchases, sales, issuances and settlements, net	99	(1,602)	(1,720)
Transfers into Level 3	80	8	148
Transfers out of Level 3	(481)	(716)	(362)
Balance, end of period	3,505	3,726	6,029
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(7)	(40)	(8)
Available-for-sale securities [Member] | Debt securities [Member]
Assets:
Balance, beginning of period	3,726	5,366	7,266
Net gains (losses) included in net income	79	255	188
Net gains (losses) included in other comprehensive income	2	(249)	(203)
Purchases, sales, issuances and settlements, net	99	(1,578)	(1,671)
Transfers into Level 3	80	8	148
Transfers out of Level 3	(481)	(76)	(362)
Balance, end of period	3,505	3,726	5,366
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(7)	(40)	(8)
Available-for-sale securities [Member] | U.S. states and political subdivisions [Member]
Assets:
Balance, beginning of period	1,500	2,277	3,214
Net gains (losses) included in net income	6	6	21
Net gains (losses) included in other comprehensive income	(25)	(16)	(86)
Purchases, sales, issuances and settlements, net	60	(691)	(569)
Transfers into Level 3	80	0	59
Transfers out of Level 3	(481)	(76)	(362)
Balance, end of period	1,140	1,500	2,277
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	(5)	(2)
Available-for-sale securities [Member] | Collateralized loan and other debt obligations [Member]
Assets:
Balance, beginning of period	565	1,087	1,420
Net gains (losses) included in net income	50	218	117
Net gains (losses) included in other comprehensive income	(1)	(169)	(47)
Purchases, sales, issuances and settlements, net	265	(571)	(403)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	879	565	1,087
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	0	(2)
Available-for-sale securities [Member] | Corporate debt securities [Member]
Assets:
Balance, beginning of period	405	252	281
Net gains (losses) included in net income	21	12	25
Net gains (losses) included in other comprehensive income	35	(46)	(25)
Purchases, sales, issuances and settlements, net	(29)	179	(29)
Transfers into Level 3	0	8	0
Transfers out of Level 3	0	0	0
Balance, end of period	432	405	252
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(2)	(32)	0
Available-for-sale securities [Member] | Mortgage-backed securities [Member]
Assets:
Balance, beginning of period	74	133	202
Net gains (losses) included in net income	0	17	20
Net gains (losses) included in other comprehensive income	1	(24)	(6)
Purchases, sales, issuances and settlements, net	17	(52)	(83)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	92	74	133
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(1)	(2)	(4)
Available-for-sale securities [Member] | Residential [Member]
Assets:
Balance, beginning of period	1	24	64
Net gains (losses) included in net income	0	5	11
Net gains (losses) included in other comprehensive income	0	(6)	(5)
Purchases, sales, issuances and settlements, net	0	(22)	(46)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	1	1	24
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	73	109	138
Net gains (losses) included in net income	0	12	9
Net gains (losses) included in other comprehensive income	1	(18)	(1)
Purchases, sales, issuances and settlements, net	17	(30)	(37)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	91	73	109
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(1)	(2)	(4)
Available-for-sale securities [Member] | Asset-backed securities [Member]
Assets:
Balance, beginning of period	1,182	1,617	2,149
Net gains (losses) included in net income	2	2	5
Net gains (losses) included in other comprehensive income	(8)	6	(39)
Purchases, sales, issuances and settlements, net	(214)	(443)	(587)
Transfers into Level 3	0	0	89
Transfers out of Level 3	0	0	0
Balance, end of period	962	1,182	1,617
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(4)	(1)	0
Available-for-sale securities [Member] | Auto loans and leases [Member]
Assets:
Balance, beginning of period	0	245	492
Net gains (losses) included in net income	0	0	0
Net gains (losses) included in other comprehensive income	0	19	(33)
Purchases, sales, issuances and settlements, net	0	(264)	(214)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	0	0	245
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	0
Net gains (losses) included in net income	0	0	0
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	0	0	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
Available-for-sale securities [Member] | Other asset-backed securities [Member]
Assets:
Balance, beginning of period	1,182	1,372	1,657
Net gains (losses) included in net income	2	2	5
Net gains (losses) included in other comprehensive income	(8)	(13)	(6)
Purchases, sales, issuances and settlements, net	(214)	(179)	(373)
Transfers into Level 3	0	0	89
Transfers out of Level 3	0	0	0
Balance, end of period	962	1,182	1,372
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(4)	(1)	0
Available-for-sale securities [Member] | Equity securities [Member]
Assets:
Balance, beginning of period	0	663	729
Net gains (losses) included in net income	0	3	12
Net gains (losses) included in other comprehensive income	0	(2)	(29)
Purchases, sales, issuances and settlements, net	0	(24)	(49)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	(640)	0
Balance, end of period	0	0	663
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	0	663	729
Net gains (losses) included in net income	0	3	8
Net gains (losses) included in other comprehensive income	0	(2)	(29)
Purchases, sales, issuances and settlements, net	0	(24)	(45)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	(640)	0
Balance, end of period	0	0	663
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	0	4
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	0	0	(4)
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	1,082	2,313	2,374
Net gains (losses) included in net income	(19)	23	4
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(159)	(977)	(276)
Transfers into Level 3	98	194	440
Transfers out of Level 3	(17)	(471)	(229)
Balance, end of period	985	1,082	2,313
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(24)	(23)	7
Loans [Member]
Assets:
Balance, beginning of period	5,316	5,788	5,723
Net gains (losses) included in net income	(59)	(128)	(52)
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(4,499)	(344)	(104)
Transfers into Level 3	0	0	270
Transfers out of Level 3	0	0	(49)
Balance, end of period	758	5,316	5,788
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(24)	(117)	(32)
Mortgage servicing rights [Member]
Assets:
Balance, beginning of period	12,415	12,738	15,580
Net gains (losses) included in net income	(1,595)	(1,870)	(4,031)
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	2,139	1,547	1,189
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	12,959	12,415	12,738
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	565	214	(2,122)
Derivative [Member]
Assets and Liabilities:
Balance, beginning of period	128	(23)	(465)
Net gains (losses) included in net income	812	1,259	1,653
Total net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(1,113)	(1,045)	(1,325)
Transfers into Level 3	41	(15)	(20)
Transfers out of Level 3	51	(48)	134
Balance, end of period	(81)	128	(23)
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	38	176	196
Derivative [Member] | Interest rate contract [Member]
Assets and Liabilities:
Balance, beginning of period	288	293	(40)
Net gains (losses) included in net income	843	1,132	1,588
Total net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(1,003)	(1,137)	(1,255)
Transfers into Level 3	0	0	0
Transfers out of Level 3	(7)	0	0
Balance, end of period	121	288	293
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	170	97	317
Derivative [Member] | Commodity contract [Member]
Assets and Liabilities:
Balance, beginning of period	12	1	(10)
Net gains (losses) included in net income	10	7	(21)
Total net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(2)	6	(2)
Transfers into Level 3	4	(2)	(3)
Transfers out of Level 3	(1)	0	37
Balance, end of period	23	12	1
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	11	10	(1)
Derivative [Member] | Equity contract [Member]
Assets and Liabilities:
Balance, beginning of period	(111)	(84)	(46)
Net gains (losses) included in net income	(80)	116	96
Total net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(156)	(82)	(214)
Transfers into Level 3	21	(13)	(17)
Transfers out of Level 3	59	(48)	97
Balance, end of period	(267)	(111)	(84)
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(176)	74	(42)
Derivative [Member] | Foreign exchange contract [Member]
Assets and Liabilities:
Balance, beginning of period	0	0	9
Net gains (losses) included in net income	(3)	0	5
Total net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(1)	0	(14)
Transfers into Level 3	16	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	12	0	0
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(4)	0	0
Derivative [Member] | Credit contract [Member]
Assets and Liabilities:
Balance, beginning of period	(3)	(189)	(375)
Net gains (losses) included in net income	31	19	26
Total net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	49	167	160
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	77	(3)	(189)
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	26	10	(38)
Derivative [Member] | Other contract [Member]
Assets and Liabilities:
Balance, beginning of period	(58)	(44)	(3)
Net gains (losses) included in net income	11	(15)	(41)
Total net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	0	1	0
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	(47)	(58)	(44)
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	11	(15)	(40)
Other assets [Member]
Assets:
Balance, beginning of period	3,065	2,512	1,386
Net gains (losses) included in net income	(30)	456	518
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	224	97	608
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	3,259	3,065	2,512
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(30)	457	0
Short sale liabilities [Member]
Liabilities:
Balance, beginning of period	0	(6)	0
Net gains (losses) included in net income	0	0	1
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	0	6	(7)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	0	0	(6)
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	0	1
Other liabilities [Member]
Liabilities:
Balance, beginning of period	(30)	(28)	(39)
Net gains (losses) included in net income	1	(13)	(10)
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	25	11	21
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	(4)	(30)	(28)
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	$ 0	$ 0	$ (1)

Fair Value, Assets and Liabi133

Fair Value, Assets and Liabilities Measured on Recurring Basis Level 3 Reconciliation Breakout (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Trading Securities And Trading Assets [Member]
Assets:
Purchases	$ 411	$ 1,146	$ 1,183
Sales	(410)	(1,283)	(1,341)
Issuances	0	0	1
Settlements	(5)	(22)	(47)
Purchases, sales, issuances and settlements, net	(4)	(159)	(204)
Trading Securities [Member]
Assets:
Purchases	411	1,142	1,172
Sales	(410)	(1,256)	(1,340)
Issuances	0	0	0
Settlements	(5)	(21)	(47)
Purchases, sales, issuances and settlements, net	(4)	(135)	(215)
Trading Securities [Member] | U.S. states and political subdivisions [Member]
Assets:
Purchases	2	4	10
Sales	(2)	(2)	(12)
Issuances	0	0	0
Settlements	(5)	(1)	0
Purchases, sales, issuances and settlements, net	(5)	1	(2)
Trading Securities [Member] | Collateralized loan and other debt obligations [Member]
Assets:
Purchases	372	1,093	1,057
Sales	(357)	(1,203)	(1,174)
Issuances	0	0	0
Settlements	0	0	(4)
Purchases, sales, issuances and settlements, net	15	(110)	(121)
Trading Securities [Member] | Corporate debt securities [Member]
Assets:
Purchases	37	45	85
Sales	(50)	(45)	(106)
Issuances	0	0	0
Settlements	0	0	0
Purchases, sales, issuances and settlements, net	(13)	0	(21)
Trading Securities [Member] | Mortgage-backed securities [Member]
Assets:
Purchases	0	0	3
Sales	0	(1)	(1)
Issuances	0	0	0
Settlements	0	0	0
Purchases, sales, issuances and settlements, net	0	(1)	2
Trading Securities [Member] | Asset-backed securities [Member]
Assets:
Purchases	0	0	17
Sales	0	(5)	(47)
Issuances	0	0	0
Settlements	0	(9)	(40)
Purchases, sales, issuances and settlements, net	0	(14)	(70)
Trading Securities [Member] | Equity securities [Member]
Assets:
Purchases	0	0	0
Sales	(1)	0	0
Issuances	0	0	0
Settlements	0	(11)	(3)
Purchases, sales, issuances and settlements, net	(1)	(11)	(3)
Other trading asset [Member]
Assets:
Purchases	0	4	11
Sales	0	(27)	(1)
Issuances	0	0	1
Settlements	0	(1)	0
Purchases, sales, issuances and settlements, net	0	(24)	11
Available-for-sale securities [Member]
Assets:
Purchases	754	450	345
Sales	(118)	(432)	(305)
Issuances	782	829	868
Settlements	(1,319)	(2,449)	(2,628)
Purchases, sales, issuances and settlements, net	99	(1,602)	(1,720)
Available-for-sale securities [Member] | Debt securities [Member]
Assets:
Purchases	754	450	345
Sales	(118)	(432)	(301)
Issuances	782	829	868
Settlements	(1,319)	(2,425)	(2,583)
Purchases, sales, issuances and settlements, net	99	(1,578)	(1,671)
Available-for-sale securities [Member] | U.S. states and political subdivisions [Member]
Assets:
Purchases	28	0	73
Sales	(24)	(65)	(144)
Issuances	547	555	336
Settlements	(491)	(1,181)	(834)
Purchases, sales, issuances and settlements, net	60	(691)	(569)
Available-for-sale securities [Member] | Collateralized loan and other debt obligations [Member]
Assets:
Purchases	618	109	134
Sales	(54)	(325)	(34)
Issuances	0	0	0
Settlements	(299)	(355)	(503)
Purchases, sales, issuances and settlements, net	265	(571)	(403)
Available-for-sale securities [Member] | Corporate debt securities [Member]
Assets:
Purchases	36	200	21
Sales	(12)	(11)	(32)
Issuances	0	0	10
Settlements	(53)	(10)	(28)
Purchases, sales, issuances and settlements, net	(29)	179	(29)
Available-for-sale securities [Member] | Mortgage-backed securities [Member]
Assets:
Purchases	22	0	0
Sales	0	(30)	(75)
Issuances	0	0	0
Settlements	(5)	(22)	(8)
Purchases, sales, issuances and settlements, net	17	(52)	(83)
Available-for-sale securities [Member] | Residential [Member]
Assets:
Purchases	0	0	0
Sales	0	(22)	(44)
Issuances	0	0	0
Settlements	0	0	(2)
Purchases, sales, issuances and settlements, net	0	(22)	(46)
Available-for-sale securities [Member] | Commercial [Member]
Assets:
Purchases	22	0	0
Sales	0	(8)	(31)
Issuances	0	0	0
Settlements	(5)	(22)	(6)
Purchases, sales, issuances and settlements, net	17	(30)	(37)
Available-for-sale securities [Member] | Asset-backed securities [Member]
Assets:
Purchases	50	141	117
Sales	(28)	(1)	(16)
Issuances	235	274	522
Settlements	(471)	(857)	(1,210)
Purchases, sales, issuances and settlements, net	(214)	(443)	(587)
Available-for-sale securities [Member] | Auto loans and leases [Member]
Assets:
Purchases	0	0	0
Sales	0	0	0
Issuances	0	0	0
Settlements	0	(264)	(214)
Purchases, sales, issuances and settlements, net	0	(264)	(214)
Available-for-sale securities [Member] | Home equity loans [Member]
Assets:
Purchases	0	0	0
Sales	0	0	0
Issuances	0	0	0
Settlements	0	0	0
Purchases, sales, issuances and settlements, net	0	0	0
Available-for-sale securities [Member] | Other asset-backed securities [Member]
Assets:
Purchases	50	141	117
Sales	(28)	(1)	(16)
Issuances	235	274	522
Settlements	(471)	(593)	(996)
Purchases, sales, issuances and settlements, net	(214)	(179)	(373)
Available-for-sale securities [Member] | Equity securities [Member]
Assets:
Purchases	0	0	0
Sales	0	0	(4)
Issuances	0	0	0
Settlements	0	(24)	(45)
Purchases, sales, issuances and settlements, net	0	(24)	(49)
Available-for-sale securities [Member] | Perpetual preferred securities [Member]
Assets:
Purchases	0	0	0
Sales	0	0	0
Issuances	0	0	0
Settlements	0	(24)	(45)
Purchases, sales, issuances and settlements, net	0	(24)	(45)
Available-for-sale securities [Member] | Other marketable equity securities [Member]
Assets:
Purchases	0	0	0
Sales	0	0	(4)
Issuances	0	0	0
Settlements	0	0	0
Purchases, sales, issuances and settlements, net	0	0	(4)
Mortgages held for sale [Member]
Assets:
Purchases	87	202	208
Sales	(618)	(1,605)	(276)
Issuances	565	777	167
Settlements	(193)	(351)	(375)
Purchases, sales, issuances and settlements, net	(159)	(977)	(276)
Loans [Member]
Assets:
Purchases	21	72	76
Sales	(3,791)	0	0
Issuances	302	379	438
Settlements	(1,031)	(795)	(618)
Purchases, sales, issuances and settlements, net	(4,499)	(344)	(104)
Mortgage servicing rights [Member]
Assets:
Purchases	0	0	0
Sales	(66)	(3)	(7)
Issuances	2,204	1,556	1,196
Settlements	1	(6)	0
Purchases, sales, issuances and settlements, net	2,139	1,547	1,189
Derivative [Member]
Assets and Liabilities:
Purchases	36	27	3
Sales	(151)	(106)	(118)
Issuances	0	0	0
Settlements	(998)	(966)	(1,210)
Purchases, sales, issuances and settlements, net	(1,113)	(1,045)	(1,325)
Derivative [Member] | Interest rate contract [Member]
Assets and Liabilities:
Purchases	0	0	0
Sales	0	0	0
Issuances	0	0	0
Settlements	(1,003)	(1,137)	(1,255)
Purchases, sales, issuances and settlements, net	(1,003)	(1,137)	(1,255)
Derivative [Member] | Commodity contract [Member]
Assets and Liabilities:
Purchases	0	0	0
Sales	0	0	0
Issuances	0	0	0
Settlements	(2)	6	(2)
Purchases, sales, issuances and settlements, net	(2)	6	(2)
Derivative [Member] | Equity contract [Member]
Assets and Liabilities:
Purchases	29	15	0
Sales	(147)	(103)	(116)
Issuances	0	0	0
Settlements	(38)	6	(98)
Purchases, sales, issuances and settlements, net	(156)	(82)	(214)
Derivative [Member] | Foreign exchange contract [Member]
Assets and Liabilities:
Purchases	0	0	0
Sales	0	0	0
Issuances	0	0	0
Settlements	(1)	0	(14)
Purchases, sales, issuances and settlements, net	(1)	0	(14)
Derivative [Member] | Credit contract [Member]
Assets and Liabilities:
Purchases	7	12	3
Sales	(4)	(3)	(2)
Issuances	0	0	0
Settlements	46	158	159
Purchases, sales, issuances and settlements, net	49	167	160
Derivative [Member] | Other contract [Member]
Assets and Liabilities:
Purchases	0	0	0
Sales	0	0	0
Issuances	0	0	0
Settlements	0	1	0
Purchases, sales, issuances and settlements, net	0	1	0
Other assets [Member]
Assets:
Purchases	225	97	608
Sales	0	0	0
Issuances	0	0	0
Settlements	(1)	0	0
Purchases, sales, issuances and settlements, net	224	97	608
Short sale liabilities [Member]
Liabilities:
Purchases	0	21	20
Sales	0	(15)	(27)
Issuances	0	0	0
Settlements	0	0	0
Purchases, sales, issuances and settlements, net	0	6	(7)
Other liabilities [Member]
Liabilities:
Purchases	0	0	0
Sales	0	0	0
Issuances	0	0	0
Settlements	25	11	21
Purchases, sales, issuances and settlements, net	$ 25	$ 11	$ 21

Fair Value, Assets and Liabi134

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, 2016USD ($)$ / loan	Dec. 31, 2015USD ($)$ / loan
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	$ 308,364	$ 267,358
Mortgages held for sale, carried at fair value	22,042	13,539
Loans	758	5,316
Mortgage servicing rights	12,959	12,415
Fair Value Inputs [Abstract]
Aggregate Fair Value Of Derivative Loan Commitments Net Asset (Liability)	$ (6)	$ 56
Interest rate contract [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	0.10%	0.10%
Loss severity	50.00%	50.00%
Prepayment rate	2.80%	0.30%
Interest rate contract [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	6.80%	9.60%
Loss severity	50.00%	50.00%
Prepayment rate	12.50%	2.50%
Interest rate contract [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	2.10%	2.60%
Loss severity	50.00%	50.00%
Prepayment rate	9.60%	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	(0.23%)	(0.306%)
Derivative Loan Commitments [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Fall-out factor	99.00%	99.00%
Initial-value servicing	1.312%	1.27%
Derivative Loan Commitments [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Fall-out factor	15.00%	18.80%
Initial-value servicing	0.568%	0.415%
Equity contract [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Weighted average life	1 year	6 months
Conversion factor	(10.60%)	(10.60%)
Equity contract [Member] | Minimum [Member] | Option model [Member]
Fair Value Inputs [Abstract]
Correlation factor	(65.00%)	(77.00%)
Volatility factor	6.50%	6.50%
Equity contract [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Weighted average life	3 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%	98.50%
Volatility factor	100.00%	91.30%
Equity contract [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Weighted average life	2 years	1 year 6 months
Conversion factor	(7.90%)	(8.10%)
Equity contract [Member] | Weighted Average [Member] | Option model [Member]
Fair Value Inputs [Abstract]
Correlation factor	39.90%	66.00%
Volatility factor	20.70%	24.20%
Credit contract [Member] | Minimum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(27.70%)	(53.60%)
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	12.00%	13.00%
Credit contract [Member] | Maximum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	21.30%	18.20%
Credit contract [Member] | Maximum [Member] | Option model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Fair Value Assumptions, Credit Spread	11.60%	19.90%
Fair Value Inputs [Abstract]
Loss severity	60.00%	73.00%
Credit contract [Member] | Weighted Average [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	0.02%	(0.60%)
Credit contract [Member] | Weighted Average [Member] | Option model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Fair Value Assumptions, Credit Spread	1.20%	1.60%
Fair Value Inputs [Abstract]
Loss severity	50.40%	49.60%
Government, healthcare and other revenue bonds [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	1.10%	0.80%
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	2.00%	1.90%
Auction rate and other municipal bonds [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.70%	0.80%
Weighted average life	3 years 7 months	1 year
Auction rate and other municipal bonds [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	4.90%	4.50%
Weighted average life	3 years 7 months	10 years
Auction rate and other municipal bonds [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	4.50%	2.00%
Weighted average life	3 years 7 months	4 years 8 months 12 days
Collateralized loan and other debt obligations [Member] | Minimum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(15.50%)	(20.00%)
Collateralized loan and other debt obligations [Member] | Maximum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	20.30%	20.30%
Collateralized loan and other debt obligations [Member] | Weighted Average [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	2.90%	2.90%
Diversified payment rights [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	1.90%	1.00%
Diversified payment rights [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	4.80%	5.00%
Diversified payment rights [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.30%	3.20%
Other commercial and consumer [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.00%	2.50%
Weighted average life	9 months	1 year
Other commercial and consumer [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	4.60%	6.30%
Weighted average life	4 years 2 months	9 years 4 months 25 days
Other commercial and consumer [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.90%	3.80%
Weighted average life	2 years 11 months	4 years 3 months 18 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%	0.50%
Loss severity	0.10%	0.10%
Prepayment rate	6.30%	2.60%
Mortgages held for sale [Member] | Minimum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(53.30%)	(53.30%)
Mortgages held for sale [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	6.90%	6.30%
Default rate	7.90%	13.70%
Loss severity	42.50%	22.70%
Prepayment rate	17.10%	9.60%
Mortgages held for sale [Member] | Maximum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	0.00%	0.00%
Mortgages held for sale [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	5.10%	4.70%
Default rate	1.90%	3.60%
Loss severity	26.90%	11.20%
Prepayment rate	10.00%	6.40%
Mortgages held for sale [Member] | Weighted Average [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(37.80%)	(32.60%)
Loans [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	0.00%	0.00%
Prepayment rate	0.40%	0.20%
Utilization rate	0.00%	0.00%
Loans [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.90%	3.90%
Prepayment rate	100.00%	100.00%
Utilization rate	0.80%	0.80%
Loans [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	0.60%	3.10%
Prepayment rate	83.70%	14.60%
Utilization rate	0.10%	0.30%
Residential mortgage servicing rights [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	6.50%	6.80%
Prepayment rate	9.40%	10.10%
Cost to service per loan | $ / loan	79	70
Residential mortgage servicing rights [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	18.40%	11.80%
Prepayment rate	20.60%	18.90%
Cost to service per loan | $ / loan	598	599
Residential mortgage servicing rights [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	6.80%	7.30%
Prepayment rate	10.30%	11.40%
Cost to service per loan | $ / loan	155	168
Other assets: nonmarketable equity investments [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	5.00%
Volatility factor	0.30%
Other assets: nonmarketable equity investments [Member] | Minimum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(22.10%)	(19.10%)
Other assets: nonmarketable equity investments [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	10.30%
Volatility factor	2.40%
Other assets: nonmarketable equity investments [Member] | Maximum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(5.50%)	(5.50%)
Other assets: nonmarketable equity investments [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	8.70%
Volatility factor	1.10%
Other assets: nonmarketable equity investments [Member] | Weighted Average [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(16.40%)	(15.10%)
Recurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	$ 308,364	$ 267,358
Financial and Nonfinancial Liabilities, Fair Value Disclosure	30,875	29,620
Mortgages held for sale, carried at fair value	22,042	13,539
Loans	758	5,316
Mortgage servicing rights	12,959	12,415
Recurring [Member] | U.S. states and political subdivisions [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	51,101	49,990
Recurring [Member] | Collateralized loan and other debt obligations [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	35,020	30,967
Recurring [Member] | Asset-backed securities [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	6,207	5,901
Recurring [Member] | Auto loans and leases [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	9	15
Recurring [Member] | Other asset-backed securities [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	5,871	5,472
Recurring [Member] | Equity securities [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	1,211	1,637
Recurring [Member] | Perpetual preferred securities [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	469	918
Fair Value, Inputs, Level 3 [Member] | Recurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	3,505	3,726
Financial and Nonfinancial Liabilities, Fair Value Disclosure	1,708	1,498
Mortgages held for sale, carried at fair value	985	1,082
Loans	758	5,316
Mortgage servicing rights	12,959	12,415
Total insignificant level 3 assets, net of liabilities	570	493
Fair Value Inputs [Abstract]
Assets, Fair Value Disclosure	23,463	27,641
Assets, Fair Value Disclosure, Net of Liabilities	21,755	26,143
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	127	230
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	(6)	58
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	79	72
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	(346)	(183)
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	(28)	(9)
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	105	6
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | U.S. states and political subdivisions [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	1,140	1,500
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	906	1,213
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
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	29	244
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Auction rate and other municipal bonds [Member] | Vendor priced [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	208
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Collateralized loan and other debt obligations [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	879	565
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	879	565
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	309	343
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Asset-backed securities [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	962	1,182
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Auto loans and leases [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	0	0
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Other asset-backed securities [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	962	1,182
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	443	608
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	492	508
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	27	66
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Equity securities [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	0	0
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Perpetual preferred securities [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	0	0
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	955	1,033
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	30	49
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	758	5,316
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	12,959	12,415
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Other assets: nonmarketable equity investments [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Other assets: nonmarketable equity investments	21
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	3,238	3,065
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]
Available-for-sale Securities	281,078	229,557
Financial and Nonfinancial Liabilities, Fair Value Disclosure	89,273	83,031
Mortgages held for sale, carried at fair value	21,057	12,457
Loans	0	0
Mortgage servicing rights	0	0
Fair Value Inputs [Abstract]
Assets, Fair Value Disclosure	422,888	357,215
Fair Value, Inputs, Level 2 [Member] | Recurring [Member] | U.S. states and political subdivisions [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	49,961	48,490
Fair Value, Inputs, Level 2 [Member] | Recurring [Member] | Collateralized loan and other debt obligations [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	34,141	30,402
Fair Value, Inputs, Level 2 [Member] | Recurring [Member] | Asset-backed securities [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	5,245	4,719
Fair Value, Inputs, Level 2 [Member] | Recurring [Member] | Auto loans and leases [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	9	15
Fair Value, Inputs, Level 2 [Member] | Recurring [Member] | Other asset-backed securities [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	4,909	4,290
Fair Value, Inputs, Level 2 [Member] | Recurring [Member] | Equity securities [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	358	484
Fair Value, Inputs, Level 2 [Member] | Recurring [Member] | Perpetual preferred securities [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	$ 357	$ 484
Non modified loans [Member] | Minimum [Member]
Fair Value Inputs [Abstract]
Cost to service per loan | $ / loan	79	70
Non modified loans [Member] | Maximum [Member]
Fair Value Inputs [Abstract]
Cost to service per loan | $ / loan	293	335
Collateralized Debt Obligations [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Available-for-sale Securities	$ 847	$ 257

Fair Value, Assets Recorded at

Fair Value, Assets Recorded at Fair Value on Nonrecurring Basis (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	$ 22,042	$ 13,539
Loans	758	5,316
Other assets, carried at fair value	3,275	3,065
Investments at NAV	48	642
Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	3,662	5,714
Loans held for sale	8	279
Loans	1,293	1,604
Other assets, carried at fair value	645	648
Investments at NAV	13	286
Nonrecurring [Member] | Commercial Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	464	191
Nonrecurring [Member] | Consumer Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	829	1,413
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	0
Other assets, carried at fair value	0	0
Assets, Fair Value Disclosure	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	2,312	4,667
Loans held for sale	8	279
Loans	1,286	1,597
Other assets, carried at fair value	233	280
Assets, Fair Value Disclosure	3,839	6,823
Level 2 [Member] | Nonrecurring [Member] | Commercial Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	464	191
Level 2 [Member] | Nonrecurring [Member] | Consumer Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	822	1,406
Level 3 [Member] | Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	1,350	1,047
Loans held for sale	0	0
Loans	7	7
Other assets, carried at fair value	412	368
Assets, Fair Value Disclosure	1,769	1,422
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	7
Excluding NAV Investments [Member] | Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	5,608	8,245
Including NAV Investments [Member] | Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	$ 5,621	$ 8,531

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, 2016	Dec. 31, 2015
Fair Value Assets And Liabilities Measured On Nonrecurring Basis Increase (Decrease) [Line Items]
Mortgages held for sale (LOCOM)	$ 1	$ (3)
Loans held for sale	0	(3)
Loans	(1,630)	(1,166)
Other Assets	(438)	(396)
Total	(2,067)	(1,568)
Commercial Portfolio Segment [Member]
Fair Value Assets And Liabilities Measured On Nonrecurring Basis Increase (Decrease) [Line Items]
Loans	(913)	(165)
Consumer Portfolio Segment [Member]
Fair Value Assets And Liabilities Measured On Nonrecurring Basis Increase (Decrease) [Line Items]
Loans	$ (717)	$ (1,001)

Fair Value, Assets Recorded 137

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, 2016	Dec. 31, 2015
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	$ 22,042	$ 13,539
Residential [Member] | Government Insured Or Guaranteed [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	1,300	1,000
Residential [Member] | Non Government Insured Or Guaranteed [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	$ 33	$ 41
Minimum [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	0.50%	0.50%
Discount rate	1.10%	1.10%
Loss severity	0.10%	0.10%
Prepayment rate	6.30%	2.60%
Minimum [Member] | Mortgages held for sale [Member] | Market comparable pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(53.30%)	(53.30%)
Maximum [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	7.90%	13.70%
Discount rate	6.90%	6.30%
Loss severity	42.50%	22.70%
Prepayment rate	17.10%	9.60%
Maximum [Member] | Mortgages held for sale [Member] | Market comparable pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	0.00%	0.00%
Weighted Average [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	1.90%	3.60%
Discount rate	5.10%	4.70%
Loss severity	26.90%	11.20%
Prepayment rate	10.00%	6.40%
Weighted Average [Member] | Mortgages held for sale [Member] | Market comparable pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(37.80%)	(32.60%)
Nonrecurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	$ 3,662	$ 5,714
Nonrecurring [Member] | Minimum [Member] | Discounted cash flow [Member] | Other Assets: Nonmarketable Equity Investments [Member]
Fair Value Inputs [Abstract]
Discount rate	4.70%	0.00%
Nonrecurring [Member] | Minimum [Member] | Market comparable pricing [Member] | Other Assets: Nonmarketable Equity Investments [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	0.00%	5.00%
Nonrecurring [Member] | Minimum [Member] | Residential [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	0.20%	0.50%
Discount rate	1.50%	1.50%
Loss severity	0.70%	0.00%
Prepayment rate	3.00%	2.60%
Nonrecurring [Member] | Maximum [Member] | Discounted cash flow [Member] | Other Assets: Nonmarketable Equity Investments [Member]
Fair Value Inputs [Abstract]
Discount rate	9.30%	0.00%
Nonrecurring [Member] | Maximum [Member] | Market comparable pricing [Member] | Other Assets: Nonmarketable Equity Investments [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	0.00%	9.20%
Nonrecurring [Member] | Maximum [Member] | Residential [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	4.30%	5.00%
Discount rate	8.50%	8.50%
Loss severity	50.10%	26.10%
Prepayment rate	100.00%	100.00%
Nonrecurring [Member] | Weighted Average [Member] | Discounted cash flow [Member] | Other Assets: Nonmarketable Equity Investments [Member]
Fair Value Inputs [Abstract]
Discount rate	7.30%	0.00%
Nonrecurring [Member] | Weighted Average [Member] | Market comparable pricing [Member] | Other Assets: Nonmarketable Equity Investments [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	0.00%	8.50%
Nonrecurring [Member] | Weighted Average [Member] | Residential [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	1.90%	4.20%
Discount rate	3.80%	3.50%
Loss severity	2.40%	2.90%
Prepayment rate	50.70%	65.40%
Fair Value, Inputs, Level 3 [Member] | Nonrecurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	$ 1,350	$ 1,047
Total insignificant level 3 assets	199	147
Total assets recorded at fair value	1,769	1,422
Fair Value, Inputs, Level 3 [Member] | Nonrecurring [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Other Assets Nonmarketable Equity Investments, Fair Value Disclosure	220	0
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	0	228
Fair Value, Inputs, Level 3 [Member] | Nonrecurring [Member] | Residential [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	$ 1,350	$ 1,047

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, 2016	Dec. 31, 2015
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	$ 48	$ 642
Unfunded commitments	$ 37	$ 144
Private equity [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Alternative investment, distributions from underlying assets, distribution period	12 months

Fair Value, Option, Carrying Am

Fair Value, Option, Carrying Amount (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Fair Value, Option, Quantitative Disclosures [Line Items]
Mortgages held for sale	$ 22,042	$ 13,539
Loans	758	5,316
Other assets, carried at fair value	3,275	3,065
Trading assets - loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Trading assets, loans	1,332	886
Trading assets, loans, unpaid principal	1,418	935
Trading assets, loans, aggregate difference	(86)	(49)
Nonaccrual loans	100	0
Nonaccrual loans, Unpaid principal	115	0
Nonaccrual loans, Aggregate difference	(15)	0
Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Mortgages held for sale	22,042	13,539
Mortgages held for sale, Unpaid principal	21,961	13,265
Loans, Loans held for sale and Mortgages held for sale, aggregate difference	81	274
Nonaccrual loans	136	161
Nonaccrual loans, Unpaid principal	182	228
Nonaccrual loans, Aggregate difference	(46)	(67)
Loans 90 days or more past due and still accruing	12	19
Loans 90 days or more past due and still accruing, Unpaid principal	16	22
Loans 90 days or more past due and still accruing, Aggregate difference	(4)	(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	(6)	(5)
Loans held for sale	0	0
Loans held for sale, Unpaid principal	6	5
Nonaccrual loans	0	0
Nonaccrual loans, Unpaid principal	6	5
Nonaccrual loans, Aggregate difference	(6)	(5)
Loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Loans, Loans held for sale and Mortgages held for sale, aggregate difference	(17)	132
Loans	758	5,316
Loans, Unpaid principal	775	5,184
Nonaccrual loans	297	305
Nonaccrual loans, Unpaid principal	318	322
Nonaccrual loans, Aggregate difference	(21)	(17)
Other assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Other assets, carried at fair value	$ 3,275	$ 3,065

Fair Value, Option, Gains and L

Fair Value, Option, Gains and Losses (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
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	1,456	1,808	2,211
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	55	4	29
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 [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	(5)	(6)	(12)
Other noninterest income [Member] | Trading assets - loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	3	4	4
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 [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	(60)	(122)	(49)
Other noninterest income [Member] | Other assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	(12)	457	518
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, 2016	Dec. 31, 2015	Dec. 31, 2014
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (losses) attributable to instrument-specific credit risk	$ 58	$ 33	$ 89
Trading assets - loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (losses) attributable to instrument-specific credit risk	55	4	29
Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (losses) attributable to instrument-specific credit risk	$ 3	$ 29	$ 60

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, 2016		Dec. 31, 2015		Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financial assets
Cash and due from banks	$ 20,729		$ 19,111		$ 19,571	$ 19,919
Federal funds sold, securities purchased under resale agreements and other short-term investments	266,038		270,130
Held-to-maturity Securities	99,583		80,197
Loans	967,604	[1]	916,559	[1]	862,551	$ 822,286	$ 798,351
Nonmarketable equity investments (cost method)	8,397		7,035
Investments at NAV	48		642
Financial liabilities
Deposits	1,306,079		1,223,312
Short-term borrowings	96,781		97,528		$ 63,518
Long-term debt	255,077		199,536
Capital Lease Obligations	7		8
Carrying amount [Member]
Financial assets
Cash and due from banks	20,729		19,111
Federal funds sold, securities purchased under resale agreements and other short-term investments	266,038		270,130
Held-to-maturity Securities	99,583		80,197
Mortgages held for sale	4,267		6,064
Loans held for sale	80		279
Loans	936,358		887,497
Nonmarketable equity investments (cost method)	8,362		6,659
Investments at NAV	35		376
Financial liabilities
Deposits	1,306,079		1,223,312
Short-term borrowings	96,781		97,528
Long-term debt	255,070		199,528
Financial Liabilities Fair Value Disclosure	1,657,930		1,520,368
Estimated fair value [Member]
Financial assets
Cash and due from banks	20,729		19,111
Federal funds sold, securities purchased under resale agreements and other short-term investments	266,038		270,130
Held-to-maturity Securities	99,155		80,567
Mortgages held for sale	4,277		6,066
Loans held for sale	81		279
Loans	947,834		900,664
Nonmarketable equity investments (cost method)	8,942		7,285
Investments at NAV	48		619
Financial liabilities
Deposits	1,306,153		1,223,397
Short-term borrowings	96,781		97,528
Long-term debt	255,779		198,483
Financial Liabilities Fair Value Disclosure	1,658,713		1,519,408
Loan Commitments And Standby, Commercial And Similar Letters of Credit	1,200		1,000
Estimated fair value [Member] | Fair Value, Inputs, Level 1 [Member]
Financial assets
Cash and due from banks	20,729		19,111
Federal funds sold, securities purchased under resale agreements and other short-term investments	18,670		14,057
Held-to-maturity Securities	45,079		45,167
Mortgages held for sale	0		0
Loans held for sale	0		0
Loans	0		0
Nonmarketable equity investments (cost method)	0		0
Financial Assets Fair Value Disclosure	84,478		78,335
Financial liabilities
Deposits	0		0
Short-term borrowings	0		0
Long-term debt	0		0
Financial Liabilities Fair Value Disclosure	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	247,286		255,911
Held-to-maturity Securities	51,706		32,052
Mortgages held for sale	2,927		5,019
Loans held for sale	81		279
Loans	60,245		60,848
Nonmarketable equity investments (cost method)	18		14
Financial Assets Fair Value Disclosure	362,263		354,123
Financial liabilities
Deposits	1,282,158		1,194,781
Short-term borrowings	96,781		97,528
Long-term debt	245,704		188,015
Financial Liabilities Fair Value Disclosure	1,624,643		1,480,324
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	82		162
Held-to-maturity Securities	2,370		3,348
Mortgages held for sale	1,350		1,047
Loans held for sale	0		0
Loans	887,589		839,816
Nonmarketable equity investments (cost method)	8,924		7,271
Financial Assets Fair Value Disclosure	900,315		851,644
Financial liabilities
Deposits	23,995		28,616
Short-term borrowings	0		0
Long-term debt	10,075		10,468
Financial Liabilities Fair Value Disclosure	34,070		39,084
Finance Leases Financing Receivable [Member]
Financial assets
Loans	19,300		12,400
Excluding NAV Investments [Member] | Carrying amount [Member]
Financial assets
Financial Assets Fair Value Disclosure	1,335,417		1,269,937
Excluding NAV Investments [Member] | Estimated fair value [Member]
Financial assets
Financial Assets Fair Value Disclosure	1,347,056		1,284,102
Including NAV Investments [Member] | Carrying amount [Member]
Financial assets
Financial Assets Fair Value Disclosure	1,335,452		1,270,313
Including NAV Investments [Member] | Estimated fair value [Member]
Financial assets
Financial Assets Fair Value Disclosure	$ 1,347,104		$ 1,284,721
[1]	(2)Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.

Preferred Stock (Details)

Preferred Stock (Details) $ / shares in Units, $ in Millions	1 Months Ended		12 Months Ended
	Jun. 30, 2016USD ($)shares	Jan. 31, 2016USD ($)shares	Dec. 31, 2016USD ($)vote$ / sharesshares	Dec. 31, 2015USD ($)$ / sharesshares
Detail of Preferred Stock [Abstract]
Preferred Stock Shares authorized and designated | shares			11,941,891	11,669,096
ESOP Liquidation preference per share (in dollars per share) | $ / shares			$ 0	$ 0
ESOP Shares authorized and designated | shares			1,439,181	1,252,386
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			11,532,712	11,259,917
Voting Rights			If issued, preference shares would be limited to one vote per share
Par value			$ 25,950	$ 23,613
Carrying value			24,551	22,214
Discount			$ 1,399	$ 1,399
ESOP Shares issued and outstanding | shares			1,439,181	1,252,386
ESOP Liquidation preference value			$ 1,439	$ 1,252
ESOP Carrying value			1,439	1,252
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
Preferred Stock, Liquidation Preference, Value			$ 0	$ 0
Carrying value			0	0
Discount			0	$ 0
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
Preferred Stock, Liquidation Preference, Value			$ 2,501	$ 2,501
Carrying value			2,501	2,501
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
Preferred Stock, Liquidation Preference, Value			$ 2,150	$ 2,150
Carrying value			1,995	1,995
Discount			$ 155	$ 155
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
Preferred Stock, Liquidation Preference, Value			$ 3,352	$ 3,352
Carrying value			2,876	2,876
Discount			$ 476	$ 476
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
Preferred Stock, Liquidation Preference, Value			$ 3,968	$ 3,968
Carrying value			3,200	3,200
Discount			$ 768	$ 768
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
Preferred Stock, Liquidation Preference, Value			$ 750	$ 750
Carrying value			750	750
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
Preferred Stock, Liquidation Preference, Value			$ 650	$ 650
Carrying value			650	650
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
Preferred Stock, Liquidation Preference, Value			$ 625	$ 625
Carrying value			625	625
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
Preferred Stock, Liquidation Preference, Value			$ 1,725	$ 1,725
Carrying value			1,725	1,725
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
Preferred Stock, Liquidation Preference, Value			$ 840	$ 840
Carrying value			840	840
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
Preferred Stock, Liquidation Preference, Value			$ 2,000	$ 2,000
Carrying value			2,000	2,000
Discount			$ 0	$ 0
Series T 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
Preferred Stock, Liquidation Preference, Value			$ 800	$ 800
Carrying value			800	800
Discount			$ 0	$ 0
Series U - 5.875% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, dividend rate (percent)			5.875%	5.875%
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
Preferred Stock, Liquidation Preference, Value			$ 2,000	$ 2,000
Carrying value			2,000	2,000
Discount			$ 0	$ 0
Series V - 6.000% 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			40,000	40,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			40,000	40,000
Preferred Stock, Liquidation Preference, Value			$ 1,000	$ 1,000
Carrying value			1,000	1,000
Discount			$ 0	$ 0
Series W - 5.700% 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)			5.70%	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
Preferred Stock, Liquidation Preference, Value			$ 1,000	$ 0
Par value		$ 1,000
Carrying value			1,000	0
Discount			$ 0	$ 0
Series X - 5.500% 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	46,000,000
Detail of Preferred Stock [Abstract]
Preferred Stock, dividend rate (percent)			5.50%	0.00%
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 25,000	$ 0
Preferred Stock Shares authorized and designated | shares			46,000	0
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			46,000	0
Preferred Stock, Liquidation Preference, Value			$ 1,150	$ 0
Par value	$ 1,200
Carrying value			1,150	0
Discount			$ 0	$ 0

ESOP Preferred Stock (Details)

ESOP Preferred Stock (Details) - USD ($) $ / shares in Units, $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Class of Stock [Line Items]
Additional paid-in capital included related to preferred stock	$ 126	$ 110
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	1,439,181	1,252,386
Carrying value	$ 1,439	$ 1,252
Unearned ESOP shares	$ (1,565)	$ (1,362)
Employee Stock Ownership Plan Preferred Stock 2016 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	358,528	0
Carrying value	$ 358	$ 0
Employee Stock Ownership Plan Preferred Stock 2016 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	9.30%
Employee Stock Ownership Plan Preferred Stock 2016 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	10.30%
Employee Stock Ownership Plan Preferred Stock 2015 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	200,820	220,408
Carrying value	$ 201	$ 220
Employee Stock Ownership Plan Preferred Stock 2015 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	8.90%	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%	9.90%
Employee Stock Ownership Plan Preferred Stock 2014 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	255,413	283,791
Carrying value	$ 255	$ 284
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	222,558	251,304
Carrying value	$ 223	$ 251
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	144,072	166,353
Carrying value	$ 144	$ 166
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	149,301	177,614
Carrying value	$ 149	$ 178
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	90,775	113,234
Carrying value	$ 91	$ 113
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	17,714	28,972
Carrying value	$ 18	$ 29
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	0	10,710
Carrying value	$ 0	$ 11
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%
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, 2016	Dec. 31, 2015	Dec. 31, 2014
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Class of Warrant or Right, Outstanding	33,101,906
Common Stock and Stock Plans (Textual) [Abstract]
Warrants outstanding to purchase common stock, exercise price	$ 33.811
Warrants purchased	0	0
Total number of shares of common stock available for grant under plans	178,000,000
RSR [Member]
Common Stock and Stock Plans (Textual) [Abstract]
Unrecognized compensation cost related to nonvested awards	$ 0
Restricted Share Rights [Member]
Common Stock and Stock Plans (Textual) [Abstract]
Granted, weighted-average grant-date fair value	$ 48.31	$ 55.34	$ 46.79
Unrecognized compensation cost related to nonvested awards	$ 739
Expected weighted-average period to recognize compensation costs related to awards	2 years 5 months
Share-based Compensation Arrangement by Share-based Payment Award, Options, Vested in Period, Fair Value	$ 1,100	$ 1,400	$ 1,000
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	$ 44.73	$ 45.52	$ 41.01
Unrecognized compensation cost related to nonvested awards	$ 32
Expected weighted-average period to recognize compensation costs related to awards	1 year 11 months
Fair value of awards vested	$ 220	$ 299	$ 262
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	$ 546	497	805
Cash received from exercise of options	$ 893	$ 618	$ 1,200
Warrant [Member]
Common Stock and Stock Plans (Textual) [Abstract]
Conversion of Stock, Shares Converted	1.01
TARP CPP [Member]
Common Stock and Stock Plans (Textual) [Abstract]
Warrants exercised to purchase common stock	1,714,726	3,607,802
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) - shares	Dec. 31, 2016	Dec. 31, 2015
Reserved, Issued and Authorized Common Stock [Abstract]
Total shares reserved	662,953,124
Shares issued	5,481,811,474	5,481,811,474
Shares not reserved or issued	2,855,235,402
Total shares authorized	9,000,000,000	9,000,000,000
Dividend Reinvestment and Common Stock Purchase Plans [Member]
Reserved, Issued and Authorized Common Stock [Abstract]
Total shares reserved	12,836,245
Director Awards [Member]
Reserved, Issued and Authorized Common Stock [Abstract]
Total shares reserved	684,391
Stock Plan [Member]
Reserved, Issued and Authorized Common Stock [Abstract]
Total shares reserved	550,495,114
Convertible Securities And Warrants [Member]
Reserved, Issued and Authorized Common Stock [Abstract]
Total shares reserved	98,937,374

Common Stock and Stock Plans, S

Common Stock and Stock Plans, Stock Incentive Compensation Expense (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Allocation of Stock Incentive Compensation Expense and Related Recognized Tax Benefit [Abstract]
RSRs	$ 692	$ 675	$ 639
Performance shares	87	169	219
Total stock incentive compensation expense	779	844	858
Related recognized tax benefit	$ 294	$ 318	$ 324

Common Stock and Stock Plans148

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, 2016	Dec. 31, 2015	Dec. 31, 2014
Summary of Restricted Share Rights and Restricted Share Awards [Abstract]
Nonvested at January 1, 2016 (in shares)	40,634,792
Granted (in shares)	16,987,548
Vested (in shares)	(21,361,210)
Canceled or forfeited (in shares)	(582,544)
Nonvested at December 31, 2016 (in shares)	35,678,586	40,634,792
Weighted- average grant-date fair value
Nonvested at January 1, 2016 (in dollars per share)	$ 42
Granted (in dollars per share)	48.31	$ 55.34	$ 46.79
Vested (in dollars per share)	39.49
Canceled or forfeited (in dollars per share)	48.70
Nonvested at December 31, 2016 (in dollars per share)	$ 46.40	$ 42

Common Stock and Stock Plans149

Common Stock and Stock Plans, Summary of Performance Awards (Details) - Performance Shares [Member] - $ / shares	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Summary of Performance Awards [Abstract]
Nonvested at January 1, 2016 (in shares)	7,426,110
Granted (in shares)	3,799,667
Vested (in shares)	(4,403,293)
Canceled or forfeited (in shares)	(1,294,079)
Nonvested at December 31, 2016 (in shares)	5,528,405	7,426,110
Weighted- average grant-date fair value
Nonvested at January 1, 2016 (in dollars per share)	$ 40.34
Granted (in dollars per share)	44.73	$ 45.52	$ 41.01
Vested (in dollars per share)	36.85
Canceled or forfeited (in dollars per share)	49.52
Nonvested at December 31, 2016 (in dollars per share)	$ 43.99	$ 40.34

Common Stock and Stock Plans150

Common Stock and Stock Plans, Stock Option Plans (Details) - USD ($) $ / shares in Units, $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2016
Incentive Compensation Plans [Member]
Summary of Stock Options
Options outstanding as of December 31, 2015 (in shares)	75,319,760
Canceled or forfeited (in shares)	(2,439,683)
Exercised (in shares)	(28,613,079)
Options exercisable and outstanding as of December 31, 2016 (in shares)	44,266,998
Employee Stock Options [Abstract]
Options outstanding, weighted-average remaining contractual term (in yrs.)	1 year 6 months
Options outstanding, aggregate intrinsic value		$ 1,320
Share-based Compensation Arrangement by Share-based Payment Award, Options, Outstanding, Weighted Average Exercise Price [Abstract]
Options outstanding as of December 31, 2015 (in dollars per share)	$ 40.96
Canceled or forfeited (in dollars per share)	271.84
Exercised (in dollars per share)	31.09
Share-based Compensation Arrangement by Share-based Payment Award, Options, Outstanding, Weighted Average Exercise Price	$ 40.96	$ 34.62
Director Awards [Member]
Summary of Stock Options
Options outstanding as of December 31, 2015 (in shares)	306,890
Exercised (in shares)	(107,070)
Options exercisable and outstanding as of December 31, 2016 (in shares)	199,820
Employee Stock Options [Abstract]
Options outstanding, weighted-average remaining contractual term (in yrs.)	1 year
Options outstanding, aggregate intrinsic value		$ 5
Share-based Compensation Arrangement by Share-based Payment Award, Options, Outstanding, Weighted Average Exercise Price [Abstract]
Options outstanding as of December 31, 2015 (in dollars per share)	$ 32.37
Exercised (in dollars per share)	32.95
Share-based Compensation Arrangement by Share-based Payment Award, Options, Outstanding, Weighted Average Exercise Price	$ 32.37	$ 32.06

Common Stock and Stock Plans, E

Common Stock and Stock Plans, Employee Stock Ownership Plan (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Common stock [Member]
Employee Stock Ownership Plan [Abstract]
Allocated shares (common)	128,189,305	137,418,176	136,801,782
Dividends paid to ESOP	$ 208	$ 201	$ 186
Preferred stock [Member]
Employee Stock Ownership Plan [Abstract]
Unreleased shares (preferred)	1,439,181	1,252,386	1,251,287
Fair value of unreleased ESOP preferred shares	$ 1,439	$ 1,252	$ 1,251
Dividends paid to ESOP	$ 169	$ 143	$ 152

Employee Benefits, Changes in B

Employee Benefits, Changes in Benefit Obligation and Fair Value of Plan Assets (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Change in plan assets:
Fair value of plan assets at beginning of year	$ 8,832
Fair value of plan assets at end of year	10,113	$ 8,832
Cash Balance Plan [Member]
Change in plan assets:
Employer contribution	1,300
Pension benefits qualified [Member]
Change in benefit obligation:
Benefit obligation at beginning of year	10,673	11,125
Service cost	3	2	$ 1
Interest cost	422	429	465
Plan participants’ contributions	0	0
Actuarial loss (gain)	336	(196)
Benefits paid	(649)	(676)
Medicare Part D subsidy	0	0
Curtailment	0	0
Amendment	0	0
Foreign exchange impact	(11)	(11)
Benefit obligation at end of year	10,774	10,673	11,125
Change in plan assets:
Fair value of plan assets at beginning of year	8,836	9,626
Actual return on plan assets	642	(112)
Employer contribution	1,303	7
Plan participants’ contributions	0	0
Benefits paid	(649)	(676)
Medicare Part D subsidy	0	0
Foreign exchange impact	(12)	(9)
Fair value of plan assets at end of year	10,120	8,836	9,626
Funded status at end of year	(654)	(1,837)
Amounts recognized on the balance sheet at end of year: Liabilities	(654)	(1,837)
Employee Benefits and Other Expenses Textual [Abstract]
Net prior service credit	0	0	0
Pension benefits nonqualified [Member]
Change in benefit obligation:
Benefit obligation at beginning of year	647	730
Service cost	0	0	0
Interest cost	26	25	27
Plan participants’ contributions	0	0
Actuarial loss (gain)	9	(25)
Benefits paid	(52)	(82)
Medicare Part D subsidy	0	0
Curtailment	0	0
Amendment	0	0
Foreign exchange impact	0	(1)
Benefit obligation at end of year	630	647	730
Change in plan assets:
Fair value of plan assets at beginning of year	0	0
Actual return on plan assets	0	0
Employer contribution	52	82
Plan participants’ contributions	0	0
Benefits paid	(52)	(82)
Medicare Part D subsidy	0	0
Foreign exchange impact	0	0
Fair value of plan assets at end of year	0	0	0
Funded status at end of year	(630)	(647)
Amounts recognized on the balance sheet at end of year: Liabilities	(630)	(647)
Employee Benefits and Other Expenses Textual [Abstract]
Net prior service credit	0	0	0
Other benefits [Member]
Change in benefit obligation:
Benefit obligation at beginning of year	1,002	1,100
Service cost	0	6	7
Interest cost	39	42	42
Plan participants’ contributions	72	68
Actuarial loss (gain)	(82)	(56)
Benefits paid	(132)	(139)
Medicare Part D subsidy	9	9
Curtailment	0	(25)
Amendment	(177)	0
Foreign exchange impact	0	(3)
Benefit obligation at end of year	731	1,002	1,100
Change in plan assets:
Fair value of plan assets at beginning of year	568	624
Actual return on plan assets	30	2
Employer contribution	2	4
Plan participants’ contributions	72	68
Benefits paid	(132)	(139)
Medicare Part D subsidy	9	9
Foreign exchange impact	0	0
Fair value of plan assets at end of year	549	568	624
Funded status at end of year	(182)	(434)
Amounts recognized on the balance sheet at end of year: Liabilities	(182)	(434)
Employee Benefits and Other Expenses Textual [Abstract]
Net prior service credit	$ (177)	$ 18	$ 0

Employee Benefits, Pension Plan

Employee Benefits, Pension Plans With Benefit Obligations in Excess of Plan Assets (Details) - USD ($) $ in Millions	Dec. 31, 2016	Dec. 31, 2015
Pension Plans Information with Benefit Obligations in Excess of Plan Assets [Abstract]
Projected benefit obligation	$ 11,398	$ 11,317
Accumulated benefit obligation	11,395	11,314
Fair value of plan assets	$ 10,113	$ 8,832

Employee Benefits, Net Periodic

Employee Benefits, Net Periodic Benefit Cost and Other Comprehensive Income (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Other changes in plan assets and benefit obligations recognized in other comprehensive income:
Net actuarial loss (gain)	$ 52	$ 512	$ 1,116
Amortization of net actuarial gain (loss)	(153)	(122)	(74)
Total recognized in other comprehensive income	(106)	398	1,042
Pension benefits qualified [Member]
Components of net periodic benefit cost [Abstract]
Service cost	3	2	1
Interest cost	422	429	465
Expected return on plan assets	(608)	(644)	(629)
Amortization of net actuarial loss (gain)	146	108	91
Amortization of prior service credit	0	0	0
Settlement loss	5	0	0
Curtailment gain	0	0	0
Net periodic benefit cost	(32)	(105)	(72)
Other changes in plan assets and benefit obligations recognized in other comprehensive income:
Net actuarial loss (gain)	302	560	881
Amortization of net actuarial gain (loss)	(146)	(108)	(91)
Prior service cost (credit)	0	0	0
Amortization of prior service credit	0	0	0
Settlement	(5)	0	0
Total recognized in other comprehensive income	151	452	790
Total recognized in net periodic benefit cost and other comprehensive income	119	347	718
Pension benefits nonqualified [Member]
Components of net periodic benefit cost [Abstract]
Service cost	0	0	0
Interest cost	26	25	27
Expected return on plan assets	0	0	0
Amortization of net actuarial loss (gain)	12	18	11
Amortization of prior service credit	0	0	0
Settlement loss	2	13	2
Curtailment gain	0	0	0
Net periodic benefit cost	40	56	40
Other changes in plan assets and benefit obligations recognized in other comprehensive income:
Net actuarial loss (gain)	9	(25)	89
Amortization of net actuarial gain (loss)	(12)	(18)	(11)
Prior service cost (credit)	0	0	0
Amortization of prior service credit	0	0	0
Settlement	(2)	(13)	(2)
Total recognized in other comprehensive income	(5)	(56)	76
Total recognized in net periodic benefit cost and other comprehensive income	35	0	116
Other benefits [Member]
Components of net periodic benefit cost [Abstract]
Service cost	0	6	7
Interest cost	39	42	42
Expected return on plan assets	(30)	(35)	(36)
Amortization of net actuarial loss (gain)	(5)	(4)	(28)
Amortization of prior service credit	(2)	(3)	(2)
Settlement loss	0	0	0
Curtailment gain	0	(43)	0
Net periodic benefit cost	2	(37)	(17)
Other changes in plan assets and benefit obligations recognized in other comprehensive income:
Net actuarial loss (gain)	(82)	(23)	146
Amortization of net actuarial gain (loss)	5	4	28
Prior service cost (credit)	(177)	18	0
Amortization of prior service credit	2	3	2
Settlement	0	0	0
Total recognized in other comprehensive income	(252)	2	176
Total recognized in net periodic benefit cost and other comprehensive income	$ (250)	$ (35)	$ 159

Employee Benefits, Benefits Rec

Employee Benefits, Benefits Recognized in Cumulative OCI and Weighted-Average Assumptions in Determining Net Periodic Benefit Cost (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
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	$ 152
Assumed Health Care Cost Trend Rates Textuals [Abstract]
Health care cost trend rate assumed for next fiscal year, projected benefit obligation	8.90%
Ultimate health care cost trend rate, projected benefit obligation	4.50%
Year that rate reaches ultimate health care cost trend rate, projected benefit obligation	2,026
Health care cost trend rate assumed for next fiscal year, periodic benefit cost	9.30%
Ultimate health care cost trend rate, periodic benefit cost	5.00%
Year that rate reaches ultimate health care cost trend rate, periodic benefit cost	2,024
Increase in benefit obligation due to increasing assumed health care trend by one percentage point	$ 19
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	1
Decrease in benefit obligation due to decreasing assumed health care trend by one percentage point	17
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	1
Pension benefits qualified [Member]
Amounts Recognized in Accumulated Other Comprehensive Income Pre Tax [Abstract]
Net actuarial loss (gain)	3,279	$ 3,128
Net prior service credit	(1)	(1)
Total	$ 3,278	$ 3,127
Defined Benefit Plan, Weighted Average Assumptions Used in Calculating Benefit Obligation [Abstract]
Discount rate	4.00%	4.25%
Weighted Average Assumptions for Determining Net Periodic Benefit Cost [Abstract]
Discount rate	3.99%	4.00%	4.75%
Expected return on plan assets	6.75%	7.00%	7.00%
Pension benefits nonqualified [Member]
Amounts Recognized in Accumulated Other Comprehensive Income Pre Tax [Abstract]
Net actuarial loss (gain)	$ 163	$ 168
Net prior service credit	0	0
Total	$ 163	$ 168
Defined Benefit Plan, Weighted Average Assumptions Used in Calculating Benefit Obligation [Abstract]
Discount rate	4.00%	4.25%
Weighted Average Assumptions for Determining Net Periodic Benefit Cost [Abstract]
Discount rate	4.11%	3.60%	4.16%
Other benefits [Member]
Amounts Recognized in Accumulated Other Comprehensive Income Pre Tax [Abstract]
Net actuarial loss (gain)	$ (242)	$ (165)
Net prior service credit	(175)	0
Total	$ (417)	$ (165)
Defined Benefit Plan, Weighted Average Assumptions Used in Calculating Benefit Obligation [Abstract]
Discount rate	4.00%	4.25%
Weighted Average Assumptions for Determining Net Periodic Benefit Cost [Abstract]
Discount rate	4.16%	4.00%	4.50%
Expected return on plan assets	5.75%	6.00%	6.00%
Employee Benefits and Other Expenses Textual [Abstract]
Net prior service credit for other post retirement plans that will be amortized from cumulative OCI into net periodic benefit cost in the next twelve months	$ 10
Equity securities [Member] | Cash balance plan [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Asset allocation, minimum of target mix range	25.00%
Asset allocation, maximum of target mix range	45.00%
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%
Fixed Income Funds [Member] | Cash balance plan [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Asset allocation, minimum of target mix range	45.00%
Asset allocation, maximum of target mix range	65.00%
Fixed Income Funds [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%
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%
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	0.50%
Decrease in assumed health care cost trend, rate, periodic benefit cost	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%
Decrease in assumed health care cost trend, rate, periodic benefit cost	0.60%

Employee Benefits, Projected Be

Employee Benefits, Projected Benefits Payments (Details) $ in Millions	Dec. 31, 2016USD ($)
Pension benefits qualified [Member]
Future Benefit Payments:
2,016	$ 794
2,017	763
2,018	754
2,019	751
2,020	754
2021-2025	3,548
Pension benefits nonqualified [Member]
Future Benefit Payments:
2,016	78
2,017	56
2,018	52
2,019	50
2,020	47
2021-2025	208
Other benefits [Member]
Future Benefit Payments:
2,016	52
2,017	55
2,018	55
2,019	55
2,020	55
2021-2025	$ 254

Employee Benefits, Pension and

Employee Benefits, Pension and Other Benefit Plan Assets (Details) $ in Millions	12 Months Ended
	Dec. 31, 2016USD ($)strategy	Dec. 31, 2015USD ($)	Dec. 31, 2014USD ($)
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Investments at NAV	$ 48	$ 642
Total plan assets	10,113	8,832
Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Investments at NAV	592	605
Net receivables	48	68
Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Investments at NAV	189	179
Net receivables	0	0
Total plan assets	549	568	$ 624
Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan assets	52	61	79
Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan assets	$ 23	23	22
Long duration fixed income [Member] | Pension plan assets [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Duration target	10 years
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 assets	$ 19	16	12
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 assets	$ 0	4	5
Domestic large-cap stocks [Member] | Pension plan assets [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Number of unique investment strategies | strategy	8
Global stocks [Member] | Pension plan assets [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Number of unique investment strategies | strategy	4
Asset allocation, minimum of target mix range	40.00%
Asset allocation, maximum of target mix range	60.00%
International stocks [Member] | Pension plan assets [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Number of unique investment strategies | strategy	5
Real estate [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan assets	$ 25	33	32
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 assets	8	8	30
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 assets	$ 23	23	$ 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] | 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%
Excluding NAV Investments [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	$ 9,480	8,163
Excluding NAV Investments [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	360	389
Excluding NAV Investments [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	2,851	2,368
Excluding NAV Investments [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	127	143
Excluding NAV Investments [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	6,577	5,734
Excluding NAV Investments [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	210	223
Excluding NAV Investments [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	52	61
Excluding NAV Investments [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	23	23
Excluding NAV Investments [Member] | Cash and cash equivalents [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	279	114
Excluding NAV Investments [Member] | Cash and cash equivalents [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	108	122
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	4	5
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	103	119
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	275	109
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	5	3
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Long duration fixed income [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	4,910	3,715
Excluding NAV Investments [Member] | Long duration fixed income [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	868	446
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	4,023	3,253
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	19	16
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Intermediate (core) fixed income [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	307	503
Excluding NAV Investments [Member] | Intermediate (core) fixed income [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	98	110
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	4
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	307	499
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	98	110
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | High-yield fixed income [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	263	280
Excluding NAV Investments [Member] | High-yield fixed income [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	5	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	258	276
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	4
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | International fixed income [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	315	301
Excluding NAV Investments [Member] | International fixed income [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	54	51
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	261	250
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Domestic large-cap stocks [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	1,066	1,137
Excluding NAV Investments [Member] | Domestic large-cap stocks [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	68	71
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	750	809
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	316	328
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	68	71
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Domestic mid-cap stocks [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	329	351
Excluding NAV Investments [Member] | Domestic mid-cap stocks [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	18	18
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	205	226
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	124	125
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	18	18
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Domestic small-cap stocks [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	197	220
Excluding NAV Investments [Member] | Domestic small-cap stocks [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	10	10
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	185	207
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	12	13
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	10	10
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Global stocks [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	462	209
Excluding NAV Investments [Member] | Global stocks [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Global stocks [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	90	48
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Global stocks [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	372	161
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Global stocks [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | International stocks [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	736	750
Excluding NAV Investments [Member] | International stocks [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	32	33
Excluding NAV Investments [Member] | International stocks [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	515	463
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	21	22
Excluding NAV Investments [Member] | International stocks [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	221	287
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	11	11
Excluding NAV Investments [Member] | International stocks [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Emerging market stocks [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	277	311
Excluding NAV Investments [Member] | Emerging market stocks [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	277	311
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Real estate [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	142	143
Excluding NAV Investments [Member] | Real estate [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Real estate [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	116	109
Excluding NAV Investments [Member] | Real estate [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Real estate [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	1	1
Excluding NAV Investments [Member] | Real estate [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Real estate [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	25	33
Excluding NAV Investments [Member] | Real estate [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Hedge funds [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	112	55
Excluding NAV Investments [Member] | Hedge funds [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Hedge funds [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	59	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Hedge funds [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	53	55
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Hedge funds [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | 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]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Other [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	85	74
Excluding NAV Investments [Member] | Other [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	26	25
Excluding NAV Investments [Member] | Other [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Other [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	3	2
Excluding NAV Investments [Member] | Other [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	77	66
Excluding NAV Investments [Member] | Other [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	0	0
Excluding NAV Investments [Member] | Other [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	8	8
Excluding NAV Investments [Member] | Other [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Plan investments - excluding investments at NAV	23	23
Including NAV Investments [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan assets	10,120	8,836
Including NAV Investments [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan assets	$ 549	$ 568

Employee Benefits, Fair Value L

Employee Benefits, Fair Value Level 3 Pension and Other Benefit Plan Assets (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Changes in Level 3 pension plan assets measured at fair value [Abstract]
Fair value of plan assets at beginning of year	$ 8,832
Fair value of plan assets at end of year	10,113	$ 8,832
Defined Contribution Retirement Plans Textual [Abstract]
Defined contribution retirement plan expense	1,200	1,100
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	61	79
Gross realized gain (loss)	6	6
Gross unrealized gain (loss)	(1)	(3)
Purchases, sales and settlements (net)	(13)	(21)
Transfers Into/ (Out of) Level 3	(1)	0
Fair value of plan assets at end of year	52	61
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	568	624
Fair value of plan assets at end of year	549	568
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	23	22
Gross realized gain (loss)	1	0
Gross unrealized gain (loss)	0	0
Purchases, sales and settlements (net)	(1)	1
Transfers Into/ (Out of) Level 3	0	0
Fair value of plan assets at end of year	23	23
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	16	12
Gross realized gain (loss)	0	0
Gross unrealized gain (loss)	0	0
Purchases, sales and settlements (net)	3	1
Transfers Into/ (Out of) Level 3	0	3
Fair value of plan assets at end of year	19	16
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	4	5
Gross realized gain (loss)	0	0
Gross unrealized gain (loss)	0	0
Purchases, sales and settlements (net)	(3)	2
Transfers Into/ (Out of) Level 3	(1)	(3)
Fair value of plan assets at end of year	0	4
Real estate [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	33	32
Gross realized gain (loss)	6	0
Gross unrealized gain (loss)	(1)	1
Purchases, sales and settlements (net)	(13)	0
Transfers Into/ (Out of) Level 3	0	0
Fair value of plan assets at end of year	25	33
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	8	30
Gross realized gain (loss)	0	6
Gross unrealized gain (loss)	0	(4)
Purchases, sales and settlements (net)	0	(24)
Transfers Into/ (Out of) Level 3	0	0
Fair value of plan assets at end of year	8	8
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	23	22
Gross realized gain (loss)	1	0
Gross unrealized gain (loss)	0	0
Purchases, sales and settlements (net)	(1)	1
Transfers Into/ (Out of) Level 3	0	0
Fair value of plan assets at end of year	$ 23	$ 23
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, 2016	Dec. 31, 2015	Dec. 31, 2014
Expenses Not Otherwise Shown Separately In Financial Statement [Abstract]
Outside professional services	$ 3,138	$ 2,665	$ 2,689
Operating losses	1,608	1,871	1,249
Operating leases	1,329	278	220
Contract services	1,203	978	975
Outside data processing	888	985	1,034
Travel and entertainment	$ 704	$ 692	$ 904

Income Taxes, Components of Inc

Income Taxes, Components of Income Tax Expense (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Current:
Federal	$ 6,712	$ 10,822	$ 7,321
State and local	1,395	1,669	520
Foreign	175	139	112
Total current	8,282	12,630	7,953
Deferred:
Federal	1,498	(2,047)	2,117
State and local	296	(235)	224
Foreign	(1)	17	13
Total deferred	1,793	(2,265)	2,354
Income tax expense	$ 10,075	$ 10,365	$ 10,307

Income Taxes, Net Deferred Tax

Income Taxes, Net Deferred Tax Asset (Liability) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Deferred tax assets
Allowance for loan losses	$ 4,374	$ 4,363
Deferred compensation and employee benefits	4,045	4,589
Accrued expenses	1,022	1,460
PCI loans	1,762	1,816
Net unrealized losses on investment securities	707	0
Net operating loss and tax credit carry forwards	391	528
Other	1,307	1,448
Total deferred tax assets	13,608	14,204
Deferred tax assets valuation allowance	(280)	(358)
Deferred tax liabilities
Mortgage servicing rights	(5,292)	(5,399)
Leasing	(4,522)	(3,866)
Mark to market, net	(5,511)	(5,471)
Intangible assets	(1,001)	(1,233)
Net unrealized gains on investment securities	0	(1,008)
Insurance reserves	(1,588)	(2,071)
Other	(2,465)	(2,063)
Total deferred tax liabilities	(20,379)	(21,111)
Net deferred tax liability	(7,051)	(7,265)
Other comprehensive income, tax effect	1,996	1,774	$ (1,300)
Deferred tax assets valuation allowance	280	$ 358
Net operating loss related to deferred tax assets	$ 391
Expiration date of tax credit carryforwards	Dec. 31, 2036
Undistributed foreign earnings	$ 2,400
Income tax liability related to undistributed foreign earnings	$ 653

Income Taxes, Effective Income

Income Taxes, Effective Income Tax Expense and Rate (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Effective Income Tax Rate Reconciliation, Percent [Abstract]
Statutory federal income tax expense	$ 11,204	$ 11,641	$ 11,677
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	$ 1,004	$ 1,025	$ 971
State and local taxes on income, net of federal income tax benefit, rate	3.10%	3.10%	2.90%
Tax-exempt interest	$ (725)	$ (641)	$ (550)
Tax-exempt interest, rate	(2.20%)	(1.90%)	(1.60%)
Tax credits	$ (1,251)	$ (1,108)	$ (1,074)
Tax credits, rate	(3.90%)	(3.30%)	(3.20%)
Life insurance	$ (188)	$ (186)	$ (179)
Life insurance, rate	(0.60%)	(0.60%)	(0.50%)
Leveraged lease tax expense	$ 124	$ 140	$ 158
Leveraged lease tax expense, rate	0.40%	0.40%	0.50%
Other	$ (93)	$ (506)	$ (696)
Other, rate	(0.30%)	(1.50%)	(2.20%)
Income tax expense	$ 10,075	$ 10,365	$ 10,307
Effective income tax rate	31.50%	31.20%	30.90%

Income Taxes, Change in Unrecog

Income Taxes, Change in Unrecognized Tax Benefits (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2016	Dec. 31, 2015
Reconciliation of Unrecognized Tax Benefits, Excluding Amounts Pertaining to Examined Tax Returns [Roll Forward]
Balance at beginning of year	$ 4,806	$ 5,002
Additions:
For tax positions related to the current year	284	196
For tax positions related to prior years	177	225
Reductions:
For tax positions related to prior years	(127)	(413)
Lapse of statute of limitations	(27)	(22)
Settlements with tax authorities	(84)	(182)
Balance at end of year	5,029	4,806
Unrecognized Tax Benefits	4,806	5,002	$ 5,029	$ 4,806
Unrecognized Tax Benefits that Would Impact Effective Tax Rate			3,200
Unrecognized Tax Benefits Related To Income Tax Positions On Temporary Differences			1,800
Accrued interest and penalties			589	$ 524
Recognized Interest and Penalties Expense (Benefit)	$ 136	$ (79)
Possible decrease in unrecognized tax benefits (up to $600 million)			$ 900

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, 2016	Dec. 31, 2015	Dec. 31, 2014
Earnings Per Common Share [Abstract]
Wells Fargo net income	$ 21,938	$ 22,894	$ 23,057
Less: Preferred stock dividends and other	1,565	1,424	1,236
Wells Fargo net income applicable to common stock	$ 20,373	$ 21,470	$ 21,821
Earnings per common share
Average common shares outstanding (denominator) (in shares)	5,052.8	5,136.5	5,237.2
Per share (in dollars per share)	$ 4.03	$ 4.18	$ 4.17
Diluted earnings per common share
Average common shares outstanding	5,052.8	5,136.5	5,237.2
Diluted average common shares outstanding (denominator) (in shares)	5,108.3	5,209.8	5,324.4
Per share (in dollars per share)	$ 3.99	$ 4.12	$ 4.10
Stock Options [Member]
Diluted earnings per common share
Weighted average number of diluted shares outstanding, adjustment (in shares)	18.9	26.7	32.9
Restricted Share Rights [Member]
Diluted earnings per common share
Weighted average number of diluted shares outstanding, adjustment (in shares)	25.9	32.8	41.6
Warrants [Member]
Diluted earnings per common share
Weighted average number of diluted shares outstanding, adjustment (in shares)	10.7	13.8	12.7

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, 2016	Dec. 31, 2015	Dec. 31, 2014
Stock Options [Member]
Earnings Per Common Share - Options and Warrants [Line Items]
Antidilutive Instruments	3.2	5.7	8

Other Comprehensive Income, Com

Other Comprehensive Income, Components of Other Comprehensive Income (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Investment securities:
Net unrealized gains (losses) arising during the period, Before tax	$ (3,458)	$ (3,318)	$ 5,426
Net unrealized gains (losses) arising during the period, Tax effect	1,302	1,237	(2,111)
Net unrealized gains (losses) arising during the period, Net of tax	(2,156)	(2,081)	3,315
Reclassification of net (gains) losses to net income, Before tax	(1,240)	(1,530)	(1,532)
Reclassification of net (gains) losses to net income, Tax effect	467	572	578
Reclassification of net (gains) losses to net income, Net of tax	(773)	(958)	(954)
Net change, Before tax	(4,698)	(4,848)	3,894
Net change, Tax effect	1,769	1,809	(1,533)
Net change, Net of tax	(2,929)	(3,039)	2,361
Derivatives and hedging activities:
Net unrealized gains arising during the period	177	1,549	952
Net unrealized gains arising during the period, Tax effect	(67)	(584)	(359)
Net unrealized gains arising during the period, Net of tax	110	965	593
Reclassification of net (gains) losses on cash flow hedges to net income, Before tax	(1,029)	(1,089)	(545)
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	388	411	205
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	(641)	(678)	(340)
Net change, Before tax	(852)	460	407
Net change, Tax effect	321	(173)	(154)
Net change, Net of tax	(531)	287	253
Defined benefit plans adjustments:
Net actuarial losses and prior service credits arising during the period, Before tax	(52)	(512)	(1,116)
Net actuarial losses and prior service credits arising during the period, Tax effect	(40)	193	420
Net actuarial losses and prior service credits arising during the period, Net of tax	(92)	(319)	(696)
Amortization of net actuarial loss, Before tax	153	122	74
Amortization of net actuarial loss, Tax effect	(57)	(46)	(28)
Amortization of net actuarial loss, Net of tax	96	76	46
Settlements and other, Before tax	5	(8)	0
Settlements and other, Tax effect	(1)	3	0
Settlements and other, Net of tax	4	(5)	0
Subtotal reclassification to net periodic benefit costs, Before tax	158	114	74
Subtotal reclassification to net periodic benefit costs, Tax effect	(58)	(43)	(28)
Subtotal reclassification to net periodic benefit costs, Net of tax	100	71	46
Net change, Before tax	106	(398)	(1,042)
Net change, Tax effect	(98)	150	392
Net change, Net of tax	8	(248)	(650)
Foreign currency translation adjustments:
Net unrealized losses arising during the period, Before tax	(3)	(137)	(60)
Net unrealized losses arising during the period, Tax effect	4	(12)	(5)
Net unrealized losses arising during the period, Net of tax	1	(149)	(65)
Reclassification of net (gains) losses to net income, Before tax	0	(5)	6
Reclassification of net gains (losses) to net income, Tax effect	0	0	0
Reclassification of net gains (losses) to net income, Net of tax	0	(5)	6
Net change, Before tax	(3)	(142)	(54)
Net change, Tax effect	4	(12)	(5)
Net change, Net of tax	1	(154)	(59)
Other comprehensive income (loss), Before tax	(5,447)	(4,928)	3,205
Other comprehensive income (loss), tax effect	1,996	1,774	(1,300)
Other comprehensive income (loss), net of tax	(3,451)	(3,154)	1,905
Less: Other comprehensive income (loss) from noncontrolling interests	(17)	67	(227)
Wells Fargo other comprehensive income (loss), net of tax	(3,434)	(3,221)	2,132
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	14	17	44
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	(5)	(6)	(17)
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	9	11	27
Other noninterest income [Member]
Investment securities:
Reclassification of net (gains) losses to net income, Before tax	(5)	(6)	(1)
Reclassification of net (gains) losses to net income, Tax effect	2	3	0
Reclassification of net (gains) losses to net income, Net of tax	(3)	(3)	(1)
Foreign currency translation adjustments:
Reclassification of net (gains) losses to net income, Before tax	0	0	6
Reclassification of net gains (losses) to net income, Tax effect	0	0	0
Reclassification of net gains (losses) to net income, Net of tax	0	0	6
Debt securities [Member] | Net gains from debt and equity investments [Member]
Investment securities:
Reclassification of net (gains) losses to net income, Before tax	(942)	(952)	(593)
Reclassification of net (gains) losses to net income, Tax effect	355	356	224
Reclassification of net (gains) losses to net income, Net of tax	(587)	(596)	(369)
Equity securities [Member] | Net gains from debt and equity investments [Member]
Investment securities:
Reclassification of net (gains) losses to net income, Before tax	(300)	(571)	(901)
Reclassification of net (gains) losses to net income, Tax effect	113	213	340
Reclassification of net (gains) losses to net income, Net of tax	(187)	(358)	(561)
Foreign currency translation adjustments:
Reclassification of net (gains) losses to net income, Before tax	0	(5)	0
Reclassification of net gains (losses) to net income, Tax effect	0	0	0
Reclassification of net gains (losses) to net income, Net of tax	0	(5)	0
Securities (Assets) [Member] | Interest income [Member]
Investment securities:
Reclassification of net (gains) losses to net income, Before tax	7	(1)	(37)
Reclassification of net (gains) losses to net income, Tax effect	(3)	0	14
Reclassification of net (gains) losses to net income, Net of tax	4	(1)	(23)
Derivatives and hedging activities:
Reclassification of net (gains) losses on cash flow hedges to net income, Before tax	0	(3)	(1)
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	0	1	0
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	0	(2)	(1)
Loans [Member] | Interest income [Member]
Derivatives and hedging activities:
Reclassification of net (gains) losses on cash flow hedges to net income, Before tax	(1,043)	(1,103)	(588)
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	393	416	222
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	$ (650)	$ (687)	$ (366)

Other Comprehensive Income, Cum

Other Comprehensive Income, Cumulative OCI Balances (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Investment securities:
Cumulative other comprehensive income (loss), Investment securities, beginning balance	$ 1,813	$ 4,926	$ 2,338
Net unrealized gains (losses) arising during the period	(2,156)	(2,081)	3,315
Amounts reclassified from accumulated other comprehensive income	(773)	(958)	(954)
Net change, Net of tax	(2,929)	(3,039)	2,361
Less: Other comprehensive income (loss) from noncontrolling interests	(17)	74	(227)
Cumulative other comprehensive income (loss), Investment securities, ending balance	(1,099)	1,813	4,926
Derivatives and hedging activities:
Cumulative other comprehensive income, Derivatives and hedging activities, beginning balance	620	333	80
Net unrealized gains arising during the period	110	965	593
Amounts reclassified from accumulated other comprehensive income	(641)	(678)	(340)
Net change, Net of tax	(531)	287	253
Less: Other comprehensive income from noncontrolling interests	0	0	0
Cumulative other comprehensive income, Derivatives and hedging activities, ending balance	89	620	333
Defined benefit plans adjustments:
Cumulative other comprehensive loss, Defined benefit plans adjustment, beginning balance	(1,951)	(1,703)	(1,053)
Net unrealized losses arising during the period	(92)	(319)	(696)
Amounts reclassified from accumulated other comprehensive income	100	71	46
Net change, Net of tax	8	(248)	(650)
Less: Other comprehensive income from noncontrolling interests	0	0	0
Cumulative other comprehensive loss, Defined benefit plans adjustment, ending balance	(1,943)	(1,951)	(1,703)
Foreign currency translation adjustments:
Cumulative other comprehensive income (loss), Foreign currency translation adjustments, beginning balance	(185)	(38)	21
Net unrealized gains (losses) arising during the period	1	(149)	(65)
Amounts reclassified from accumulated other comprehensive income	0	(5)	6
Net change, Net of tax	1	(154)	(59)
Less: Other comprehensive loss from noncontrolling interests	0	(7)	0
Cumulative other comprehensive income (loss), Foreign currency translation adjustments, ending balance	(184)	(185)	(38)
Cumulative other comprehensive income (loss), Beginning Balance	297	3,518	1,386
Net unrealized gains (losses) arising during the period	(2,137)	(1,584)	3,147
Amounts reclassified from accumulated other comprehensive income	(1,314)	(1,570)	(1,242)
Other comprehensive income (loss), net of tax	(3,451)	(3,154)	1,905
Less: Other comprehensive income (loss) from noncontrolling interests	(17)	67	(227)
Cumulative other comprehensive income (loss), Ending Balance	$ (3,137)	$ 297	$ 3,518

Operating Segments (Details)

Operating Segments (Details) $ in Millions	12 Months Ended
	Dec. 31, 2016USD ($)segment	Dec. 31, 2015USD ($)	Dec. 31, 2014USD ($)	Dec. 31, 2013USD ($)	Dec. 31, 2012USD ($)
Financial Information of Operating Segment [Abstract]
Net interest income	$ 47,754	$ 45,301	$ 43,527
Provision (reversal of provision) for credit losses	3,770	2,442	1,395	$ 2,309	$ 7,217
Noninterest income	40,513	40,756	40,820
Noninterest expense	52,377	49,974	49,037
Income before income tax expense	32,120	33,641	33,915
Income tax expense (benefit)	10,075	10,365	10,307
Net income before noncontrolling interests	22,045	23,276	23,608
Less: Net income from noncontrolling interests	107	382	551
Wells Fargo net income	21,938	22,894	23,057
Average loans	950,000	885,400
Average assets	1,885,400	1,742,900
Average deposits	$ 1,250,600	1,194,100
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	29,833	29,242	27,999
Provision (reversal of provision) for credit losses	2,691	2,427	1,796
Noninterest income	19,033	20,099	20,159
Noninterest expense	27,422	26,981	26,290
Income before income tax expense	18,753	19,933	20,072
Income tax expense (benefit)	6,182	6,202	6,049
Net income before noncontrolling interests	12,571	13,731	14,023
Less: Net income from noncontrolling interests	136	240	337
Wells Fargo net income	12,435	13,491	13,686
Average loans	486,900	475,900
Average assets	977,300	910,000
Average deposits	701,200	654,400
Wholesale Banking [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	16,052	14,350	14,073
Provision (reversal of provision) for credit losses	1,073	27	(382)
Noninterest income	12,490	11,554	11,325
Noninterest expense	16,126	14,116	13,831
Income before income tax expense	11,343	11,761	11,949
Income tax expense (benefit)	3,136	3,424	3,540
Net income before noncontrolling interests	8,207	8,337	8,409
Less: Net income from noncontrolling interests	(28)	143	210
Wells Fargo net income	8,235	8,194	8,199
Average loans	449,300	397,300
Average assets	782,000	724,900
Average deposits	438,600	438,900
Wealth And Investment Management [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	3,913	3,478	3,032
Provision (reversal of provision) for credit losses	(5)	(25)	(50)
Noninterest income	12,033	12,299	12,237
Noninterest expense	12,059	12,067	11,993
Income before income tax expense	3,892	3,735	3,326
Income tax expense (benefit)	1,467	1,420	1,262
Net income before noncontrolling interests	2,425	2,315	2,064
Less: Net income from noncontrolling interests	(1)	(1)	4
Wells Fargo net income	2,426	2,316	2,060
Average loans	67,300	60,100
Average assets	211,500	192,800
Average deposits	187,800	172,300
Other [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	(2,044)	(1,769)	(1,577)
Provision (reversal of provision) for credit losses	11	13	31
Noninterest income	(3,043)	(3,196)	(2,901)
Noninterest expense	(3,230)	(3,190)	(3,077)
Income before income tax expense	(1,868)	(1,788)	(1,432)
Income tax expense (benefit)	(710)	(681)	(544)
Net income before noncontrolling interests	(1,158)	(1,107)	(888)
Less: Net income from noncontrolling interests	0	0	0
Wells Fargo net income	(1,158)	(1,107)	$ (888)
Average loans	(53,500)	(47,900)
Average assets	(85,400)	(84,800)
Average deposits	$ (77,000)	$ (71,500)

Parent-Only Financial Statem169

Parent-Only Financial Statements, Statement of Income (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Interest expense
Short-term borrowings	$ 330	$ 64	$ 59
Long-term debt	3,830	2,592	2,488
Other interest expense	354	357	382
Noninterest expense	52,377	49,974	49,037
Income before income tax benefit and equity in undistributed income of subsidiaries	32,120	33,641	33,915
Income tax benefit	10,075	10,365	10,307
Wells Fargo net income	21,938	22,894	23,057
Parent Company [Member]
Income
Interest income from subsidiaries	1,615	907	772
Other interest income	155	199	216
Other income	177	576	1,032
Total income	14,723	16,028	17,623
Interest expense
Indebtedness to nonbank subsidiaries	387	325	357
Short-term borrowings	0	1	7
Long-term debt	2,619	1,784	1,540
Other interest expense	19	4	5
Noninterest expense	1,300	932	797
Total expense	4,325	3,046	2,706
Income before income tax benefit and equity in undistributed income of subsidiaries	10,398	12,982	14,917
Income tax benefit	(1,152)	(870)	(926)
Equity in undistributed income of subsidiaries	10,388	9,042	7,214
Wells Fargo net income	21,938	22,894	23,057
Parent Company [Member] | Bank [Member]
Income
Dividends from subsidiaries	12,490	13,804	15,077
Parent Company [Member] | Nonbank [Member]
Income
Dividends from subsidiaries	$ 286	$ 542	$ 526

Parent-Only Financial Statem170

Parent-Only Financial Statements, Statement of Comprehensive Income (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Parent-Only Statement of Comprehensive Income [Abstract]
Net income	$ 21,938	$ 22,894	$ 23,057
Other comprehensive income (loss), net of tax:
Investment securities	(2,929)	(3,039)	2,361
Derivatives and hedging activities	(531)	287	253
Defined benefit plans adjustment	8	(248)	(650)
Wells Fargo other comprehensive income (loss), net of tax	(3,434)	(3,221)	2,132
Wells Fargo comprehensive income	18,504	19,673	25,189
Parent Company [Member]
Parent-Only Statement of Comprehensive Income [Abstract]
Net income	21,938	22,894	23,057
Other comprehensive income (loss), net of tax:
Investment securities	(76)	52	142
Derivatives and hedging activities	0	0	12
Defined benefit plans adjustment	(20)	(254)	(633)
Equity in other comprehensive income (loss) of subsidiaries	(3,338)	(3,019)	2,611
Wells Fargo other comprehensive income (loss), net of tax	(3,434)	(3,221)	2,132
Wells Fargo comprehensive income	$ 18,504	$ 19,673	$ 25,189

Parent-Only Financial Statem171

Parent-Only Financial Statements, Balance Sheet (Details) - USD ($) $ in Millions		Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Assets
Investment securities		$ 407,519	$ 347,925
Total assets	[1]	1,930,115	1,787,632
Liabilities and equity
Short-term borrowings		96,781	97,528	$ 63,518
Accrued expenses and other liabilities	[2]	57,189	59,445
Long-term debt		255,077	199,536
Total liabilities	[3]	1,729,618	1,593,741
Stockholders' equity		199,581	192,998
Total liabilities and equity		1,930,115	1,787,632
Parent Company [Member]
Assets
Cash and cash equivalents		36,660	36,166	$ 43,846	$ 42,389
Other assets		6,750	6,857
Total assets		365,520	343,625
Liabilities and equity
Accrued expenses and other liabilities		7,064	8,135
Long-term debt		133,920	117,791
Indebtedness to nonbank subsidiaries		24,955	24,701
Total liabilities		165,939	150,627
Stockholders' equity		199,581	192,998
Total liabilities and equity		365,520	343,625
Parent Company [Member] | Bank [Member]
Assets
Loans to subsidiaries		54,937	47,363
Investments in subsidiaries		174,328	169,081
Parent Company [Member] | Nonbank [Member]
Assets
Loans to subsidiaries		41,343	35,327
Investments in subsidiaries		27,222	25,638
Parent Company [Member] | Subsidiary Banks [Member]
Assets
Cash and cash equivalents		36,657	36,162
Investment securities		15,009	14,992
Parent Company [Member] | Nonaffiliates [Member]
Assets
Cash and cash equivalents		3	4
Investment securities		$ 9,271	$ 8,201
[1]	(3)Our consolidated assets at December 31, 2016 and 2015, 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, $168 million and $157 million; Federal funds sold, securities purchased under resale agreements and other short-term investments, $74 million and $0 million; Trading assets, $130 million and $0 million; Investment securities, $0 million and $425 million; Net loans, $12.6 billion and $4.8 billion; Derivative assets, $1 million and $1 million; Other assets, $452 million and $242 million; and Total assets, $13.4 billion and $5.6 billion, respectively.
[2]	(1)Prior period has been revised to conform to the current period presentation of reporting derivative assets and liabilities separately. See Note 1 (Summary of Significant Accounting Policies) for more information.
[3]	(4)Our consolidated liabilities at December 31, 2016 and 2015, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Derivative liabilities, $33 million and $47 million; Accrued expenses and other liabilities, $107 million and $10 million; Long-term debt, $3.7 billion and $1.3 billion; and Total liabilities, $3.8 billion and $1.4 billion, respectively.

Parent-Only Financial Statem172

Parent-Only Financial Statements, Statement of Cash Flows (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Cash flows from operating activities:
Net cash provided by operating activities		$ 169	$ 14,772	$ 17,529
Available-for-sale securities:
Sales proceeds		31,584	25,431	6,089
Prepayments and maturities		41,105	33,912	37,257
Purchases		(120,980)	(79,778)	(44,807)
Loans:
Other, net	[1]	(508)	(2,223)	(891)
Net cash used by investing activities		(122,119)	(107,235)	(128,380)
Cash flows from financing activities:
Net increase in short-term borrowings and indebtedness to subsidiaries		(1,198)	34,010	8,035
Long-term debt:
Proceeds from issuance		90,111	43,030	42,154
Repayment		(34,462)	(27,333)	(15,829)
Preferred stock:
Proceeds from issuance		2,101	2,972	2,775
Cash dividends paid		(1,566)	(1,426)	(1,235)
Common stock warrants repurchased		(17)	(49)	(9)
Common stock:
Repurchased		(8,116)	(8,697)	(9,414)
Proceeds from issuance		1,415	1,726	1,840
Cash dividends paid		(7,472)	(7,400)	(6,908)
Excess tax benefits related to stock option payments		283	453	453
Other, net		(107)	33	51
Net cash provided by financing activities		123,568	92,003	110,503
Net change in cash and due from banks		1,618	(460)	(348)
Parent Company [Member]
Cash flows from operating activities:
Net cash provided by operating activities		9,875	12,337	18,019
Available-for-sale securities:
Sales proceeds		5,472	5,345	1,196
Loans:
Net repayments from (advances to) subsidiaries		3,174	460	(2,199)
Capital notes and term loans made to subsidiaries		(32,641)	(29,860)	(11,275)
Principal collected on notes/loans made to subsidiaries		15,164	301	2,526
Net increase in investment in subsidiaries		(606)	(1,283)	(1,096)
Other, net		18	714	470
Net cash used by investing activities		(15,963)	(32,032)	(20,392)
Cash flows from financing activities:
Net increase in short-term borrowings and indebtedness to subsidiaries		789	2,084	2,314
Long-term debt:
Proceeds from issuance		34,362	31,487	22,627
Repayment		(15,096)	(9,194)	(8,659)
Preferred stock:
Proceeds from issuance		2,101	2,972	2,775
Cash dividends paid		(1,566)	(1,426)	(1,235)
Common stock:
Repurchased		(8,116)	(8,697)	(9,414)
Proceeds from issuance		1,415	1,726	1,840
Cash dividends paid		(7,472)	(7,400)	(6,908)
Excess tax benefits related to stock option payments		283	453	453
Other, net		(118)	10	37
Net cash provided by financing activities		6,582	12,015	3,830
Net change in cash and due from banks		494	(7,680)	1,457
Cash and due from banks at beginning of year		36,166	43,846	42,389
Cash and due from banks at end of year		36,660	36,166	43,846
Parent Company [Member] | Subsidiary Banks [Member]
Available-for-sale securities:
Prepayments and maturities		15,000	7,750	25
Purchases		(15,000)	(12,750)	(10,025)
Common stock:
Cash and due from banks at beginning of year		36,162
Cash and due from banks at end of year		36,657	36,162
Parent Company [Member] | Nonaffiliates [Member]
Available-for-sale securities:
Purchases		(6,544)	(2,709)	$ (14)
Common stock:
Cash and due from banks at beginning of year		4
Cash and due from banks at end of year		$ 3	$ 4
[1]	(1)Prior periods have been revised to conform to the current period presentation.

Regulatory and Agency Capita173

Regulatory and Agency Capital Requirements (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Wells Fargo & Company [Member] | Advance Approach Under Basel III [Member]
Regulatory capital:
Common equity tier 1	$ 148,785	$ 144,247
Tier 1	171,364	164,584
Total	204,425	195,153
Assets:
Risk-weighted	1,274,589	1,263,182
Adjusted average	$ 1,914,802	$ 1,757,107
Regulatory capital ratios:
Common equity tier 1 capital	11.67%	11.42%
Tier 1 capital	13.44%	13.03%
Total capital	16.04%	15.45%
Tier 1 leverage	8.95%	9.37%
Wells Fargo & Company [Member] | Standardized Approach Under Basel III [Member]
Regulatory capital:
Common equity tier 1	$ 148,785	$ 144,247
Tier 1	171,364	164,584
Total	214,877	205,529
Assets:
Risk-weighted	1,336,198	1,303,148
Adjusted average	$ 1,914,802	$ 1,757,107
Regulatory capital ratios:
Common equity tier 1 capital	11.13%	11.07%
Tier 1 capital	12.82%	12.63%
Total capital	16.08%	15.77%
Tier 1 leverage	8.95%	9.37%
Wells Fargo Bank, NA [Member] | Advance Approach Under Basel III [Member]
Regulatory capital:
Common equity tier 1	$ 132,225	$ 126,901
Tier 1	132,225	126,901
Total	145,665	140,545
Assets:
Risk-weighted	1,143,681	1,100,896
Adjusted average	$ 1,714,524	$ 1,584,297
Regulatory capital ratios:
Common equity tier 1 capital	11.56%	11.53%
Tier 1 capital	11.56%	11.53%
Total capital	12.74%	12.77%
Tier 1 leverage	7.71%	8.01%
Wells Fargo Bank, NA [Member] | Standardized Approach Under Basel III [Member]
Regulatory capital:
Common equity tier 1	$ 132,225	$ 126,901
Tier 1	132,225	126,901
Total	155,281	149,969
Assets:
Risk-weighted	1,222,876	1,197,648
Adjusted average	$ 1,714,524	$ 1,584,297
Regulatory capital ratios:
Common equity tier 1 capital	10.81%	10.60%
Tier 1 capital	10.81%	10.60%
Total capital	12.70%	12.52%
Tier 1 leverage	7.71%	8.01%

Regulatory and Agency Capita174

Regulatory and Agency Capital Requirements Minimum Required Regulatory Capital Ratios – Transition Requirements (Details)	Dec. 31, 2016	Dec. 31, 2015
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Capital Conservation Buffer	0.625%
GSIB Surcharge	0.50%
Wells Fargo & Company [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Tier One Risk Based Common Equity Required for Capital Adequacy to Risk Weighted Assets	5.625%	4.50%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	7.125%	6.00%
Capital Required for Capital Adequacy to Risk Weighted Assets	9.125%	8.00%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%	4.00%
Wells Fargo Bank, NA [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Tier One Risk Based Common Equity Required for Capital Adequacy to Risk Weighted Assets	5.125%	4.50%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	6.625%	6.00%
Capital Required for Capital Adequacy to Risk Weighted Assets	8.625%	8.00%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%	4.00%