Suntrust Banks 10-Q 7 May 14 2014 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2014	Apr. 30, 2014
Entity Registrant Name	'SUNTRUST BANKS INC	'
Entity Central Index Key	'0000750556	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Large Accelerated Filer	'
Document Type	'10-Q	'
Document Period End Date	31-Mar-14	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q1	'
Amendment Flag	'false	'
Entity Common Stock, Shares Outstanding	'	532,843,111
Entity Well-known Seasoned Issuer	'Yes	'
Entity Voluntary Filers	'No	'
Entity Current Reporting Status	'Yes	'

Consolidated_Statements_of_Inc

Consolidated Statements of Income (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Interest Income	'		'
Interest and fees on loans	$1,151		$1,169
Interest and fees on loans held for sale	15		31
Interest and Dividend Income, Securities, Available-for-sale	153		143
Trading account interest and other	17		16
Total interest income	1,336		1,359
Interest Expense	'		'
Interest on deposits	65		79
Interest Expense, Long-term Debt	58		51
Interest on other borrowings	9		8
Total interest expense	132		138
Net, interest income	1,204		1,221
Provision for Loan, Lease, and Other Losses	102		212
Interest Income (Expense), after Provision for Loan Loss	1,102		1,009
Noninterest Income	'		'
Service charges on deposit accounts	155		160
Fees and Commissions, Other	88		89
Fees and Commissions, Credit and Debit Cards	76		76
Fees and Commissions, Fiduciary and Trust Activities	130		124
Investment Advisory, Management and Administrative Fees	71		61
Investment Banking Revenue	88		68
Trading Gain (Loss)	49		42
Servicing Fees, Net	54		38
Fees and Commissions, Mortgage Banking	43		159
Gain (Loss) on Sale of Securities, Net	-1	[1]	2	[1]
Noninterest Income, Other Operating Income	38		44
Total noninterest income	791		863
Noninterest Expense	'		'
Employee compensation	659		611
Other Labor-related Expenses	141		148
Outside processing and software	170		178
Net occupancy expense	86		89
Equipment Expense	44		45
Federal Deposit Insurance Corporation Premium Expense	40		54
Marketing and Advertising Expense	25		30
Credit and collection services	22		33
Operating losses	21		39
Professional Fees	9		15
Amortization of Intangible Assets and Impairment of Goodwill	3		6
Other Noninterest Expense	-137	[2]	-105	[2]
Noninterest Expense	1,357		1,353
Income (Loss) from Continuing Operations before Equity Method Investments, Income Taxes, Extraordinary Items, Noncontrolling Interest	536		519
Income Tax Expense (Benefit)	125	[2]	161	[2]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	411		358
Net Income (Loss) Attributable to Noncontrolling Interest	6		6
Net Income (Loss) Attributable to Parent	405		352
Net Income (Loss) Available to Common Stockholders, Basic	$393		$340
Earnings Per Share, Diluted	$0.73		$0.63
Earnings Per Share, Basic	$0.74		$0.64
Common Stock, Dividends, Per Share, Declared	$0.10		$0.05
Weighted Average Number of Shares Outstanding, Diluted	537		540
Weighted Average Number of Shares Outstanding, Basic	531		536
[1]	Total OTTI was $0 for the three months ended March 31, 2014 and 2013. Of total OTTI, losses of $0 and $1 million were recognized in earnings, and gains of $0 and $1 million were recognized as non-credit-related OTTI in OCI for the three months ended March 31, 2014 and 2013, respectively.
[2]	Amortization expense related to qualified affordable housing investment costs is recognized in provision for income taxes for each of the periods presented as allowed by a recently adopted accounting standard. Prior to the first quarter of 2014, these amounts were recognized in other noninterest expense.

Consolidated_Statements_of_Inc1

Consolidated Statements of Income (Parenthetical) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	$0		$1
Mortgage-backed Securities, Issued by Private Enterprises [Member]	'		'
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities	0		0
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	0	[1]	1	[1]
Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, before Tax, Including Portion Attributable to Noncontrolling Interest, Available-for-sale Securities	$0		$1	[2]
[1]	Total OTTI was $0 for the three months ended March 31, 2014 and 2013. Of total OTTI, losses of $0 and $1 million were recognized in earnings, and gains of $0 and $1 million were recognized as non-credit-related OTTI in OCI for the three months ended March 31, 2014 and 2013, respectively.
[2]	The initial OTTI amount represents the excess of the amortized cost over the fair value of AFS debt securities. For subsequent impairments of the same security, amount includes additional declines in the fair value subsequent to the previously recorded OTTI, if applicable, until such time the security is no longer in an unrealized loss position.

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income Consolidated Statement of Comprehensive Income (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Net Income (Loss) Attributable to Parent	$405	$352
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	108	-73
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax	-50	-71
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, Net of Tax	31	20
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	89	-124
Comprehensive Income (Loss), Net of Tax, Attributable to Parent	$494	$228

Consolidated_Statements_of_Com1

Consolidated Statements of Comprehensive Income Consolidated Statement of Comprehensive Income (Parenthetical) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Other Comprehensive Income (Loss), Available-for-sale Securities, Tax	$63	($42)
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Tax	-29	-42
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, Tax	$18	$12

Consolidated_Balance_Sheets

Consolidated Balance Sheets (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, except Share data in Thousands, unless otherwise specified
Assets	'		'
Cash and Due from Banks	$6,978		$4,258
Federal Funds Sold and Securities Purchased under Agreements to Resell	907		983
Interest-bearing Deposits in Banks and Other Financial Institutions	22		22
Cash and cash equivalents	7,907		5,263
Trading assets	4,848		5,040
Available-for-sale Securities	23,302		22,542
Loans Held for Sale	1,488	[1]	1,699	[1]
Loans held for investment	129,196	[2]	127,877	[2]
Loans and Leases Receivable, Allowance	-2,040		-2,044
Net loans	127,156		125,833
Premises and equipment	1,550		1,565
Goodwill	6,377		6,369
Intangible Assets, Net (Excluding Goodwill)	1,282		1,334
Other real estate owned	151		170
Other Assets	5,481		5,520
Total assets	179,542		175,335
Liabilities and Shareholders' Equity	'		'
Noninterest-bearing consumer and commercial deposits	39,792		38,800
Interest-bearing Deposit Liabilities	93,164		90,959
Total deposits	132,956		129,759
Funds purchased	1,269		1,192
Securities Sold under Agreements to Repurchase	2,133	[3]	1,759	[3]
Other Short-term Borrowings	5,277		5,788
Long-term Debt	11,565	[4]	10,700	[4]
Trading liabilities	1,041		1,181
Other Liabilities	3,484		3,534
Total liabilities	157,725		153,913
Preferred Stock, Value, Outstanding	725		725
Common Stock, Value, Outstanding	550		550
Additional paid in capital	9,107		9,115
Retained earnings	12,278		11,936
Treasury stock, at cost, and other	-643	[5]	-615	[5]
Accumulated Other Comprehensive Income (Loss), Net of Tax	-200		-289
Total shareholders' equity	21,817		21,422
Total liabilities and shareholders' equity	179,542		175,335
Common Stock, Shares, Outstanding	534,780		536,097
Common shares authorized	750,000		750,000
Preferred Stock, Shares Outstanding	7		7
Preferred Stock, Shares Authorized	50,000		50,000
Treasury shares of common stock	15,141		13,824
Treasury Stock and Other	'		'
Liabilities and Shareholders' Equity	'		'
Treasury stock, at cost, and other	-727		'
Total shareholders' equity	-643		-615
Variable Interest Entity, Primary Beneficiary [Member]	'		'
Assets	'		'
Loans held for investment	318		327
Liabilities and Shareholders' Equity	'		'
Long-term Debt	570		597
Portion at Fair Value Measurement [Member] | Variable Interest Entity, Primary Beneficiary [Member]	'		'
Assets	'		'
Loans Held for Sale	$224		$261
[1]	Includes loans held for sale, at fair value, of consolidated VIEs of $224 million and $261 million at March 31, 2014 and December 31, 2013, respectively.
[2]	Includes loans of consolidated VIEs of $318 million and $327 million at March 31, 2014 and December 31, 2013, respectively.
[3]	None of the Company's repurchase and reverse repurchase transactions met the right of setoff criteria for net balance sheet presentation at March 31, 2014 and December 31, 2013.
[4]	Includes debt of consolidated VIEs of $570 million and $597 million at March 31, 2014 and December 31, 2013, respectively, of which $238 and $256 are carried at fair value at March 31, 2014 and December 31, 2013, respectively.
[5]	Includes noncontrolling interest of $126 million and $119 million at March 31, 2014 and December 31, 2013, respectively.

Consolidated_Balance_Sheets_Pa

Consolidated Balance Sheets (Parenthetical) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, except Per Share data, unless otherwise specified
Loans Held-for-sale, Fair Value Disclosure	$1,233		$1,378
Loans Receivable, Fair Value Disclosure	299		302
Servicing Asset at Fair Value, Amount	1,251		1,300
Deposits, Fair Value Disclosure	759		764
Long-term Debt, Fair Value	1,545		1,556
Common stock, par value	$1		$1
Loans Receivable Held-for-sale, Net	1,488	[1]	1,699	[1]
Loans held for investment	129,196	[2]	127,877	[2]
Long-term Debt	11,565	[3]	10,700	[3]
Repurchase Agreements [Member]	'		'
Trading Securities Pledged as Collateral	585		731
Variable Interest Entity, Primary Beneficiary [Member]	'		'
Long-term Debt, Fair Value	238		256
Loans held for investment	318		327
Long-term Debt	570		597
Variable Interest Entity, Primary Beneficiary [Member] | Portion at Fair Value Measurement [Member]	'		'
Loans Receivable Held-for-sale, Net	224		261
Treasury Stock and Other	'		'
Stockholders' Equity Attributable to Noncontrolling Interest	$126		$119
[1]	Includes loans held for sale, at fair value, of consolidated VIEs of $224 million and $261 million at March 31, 2014 and December 31, 2013, respectively.
[2]	Includes loans of consolidated VIEs of $318 million and $327 million at March 31, 2014 and December 31, 2013, respectively.
[3]	Includes debt of consolidated VIEs of $570 million and $597 million at March 31, 2014 and December 31, 2013, respectively, of which $238 and $256 are carried at fair value at March 31, 2014 and December 31, 2013, respectively.

Consolidated_Statements_of_Sha

Consolidated Statements of Shareholders' Equity (USD $)		Total	Preferred Stock [Member]	Common Stock [Member]	Additional Paid-in Capital [Member]	Retained Earnings [Member]	Treasury Stock and Other		Accumulated Other Comprehensive Income (Loss) [Member]		Common Stock [Member]
In Millions, except Share data, unless otherwise specified		USD ($)	USD ($)	USD ($)	USD ($)	USD ($)	USD ($)		USD ($)
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, beginning of period at Dec. 31, 2012		$20,985	$725	$550	$9,174	$10,817	($590)	[1]	$309	[2]	'
Common Stock, Shares, Outstanding, beginning of period at Dec. 31, 2012		'	'	539,000,000	'	'	'		'		'
Increase (Decrease) in Stockholders' Equity [Roll Forward]		'	'	'	'	'	'		'		'
Net Income (Loss) Attributable to Parent		352	'	'	'	352	'		'		'
Other Comprehensive Income (Loss), Net of Tax		-124	'	'	'	'	'		-124	[2]	'
Dividends, Common Stock, Cash		-27	'	'	'	-27	'		'		'
Dividends, Preferred Stock, Cash	[3]	-9	'	'	'	-9	'		'		'
Share-based Compensation Arrangement by Share-based Payment Award, Options, Exercises in Period		'	'	'	'	'	'		'		0
Stock Issued During Period, Value, Stock Options Exercised		5	'	'	-8	'	13	[1]	'		'
Stock Issued During Period, Shares, Restricted Stock Award, Net of Forfeitures		'	'	'	'	'	'		'		1,000,000
Stock Issued During Period, Value, Restricted Stock Award, Net of Forfeitures		3	'	'	-33	'	36	[1]	'		'
Adjustments to Additional Paid in Capital, Share-based Compensation, Restricted Stock Unit or Restricted Stock Award, Requisite Service Period Recognition		7	'	'	'	'	7	[1]	'		'
Stock Issued During Period, Value, Employee Benefit Plan		2	'	'	-1	'	3	[1]	'		'
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, end of period at Mar. 31, 2013		21,194	725	550	9,132	11,133	-531	[1]	185	[2]	'
Common Stock, Shares, Outstanding, end of period at Mar. 31, 2013		'	'	540,000,000	'	'	'		'		'
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, beginning of period at Dec. 31, 2013		21,422	725	550	9,115	11,936	-615		-289	[2]	'
Common Stock, Shares, Outstanding, beginning of period at Dec. 31, 2013		536,097,000	'	536,000,000	'	'	'		'		'
Increase (Decrease) in Stockholders' Equity [Roll Forward]		'	'	'	'	'	'		'		'
Net Income (Loss) Attributable to Parent		405	'	'	'	405	'		'		'
Other Comprehensive Income (Loss), Net of Tax		89	'	'	'	'	'		89	[2]	'
Noncontrolling Interest, Period Increase (Decrease)		7	'	'	'	'	7	[1]	'		'
Dividends, Common Stock, Cash		-54	'	'	'	-54	'		'		'
Dividends, Preferred Stock, Cash	[3]	-9	'	'	'	-9	'		'		'
Treasury Stock, Shares, Acquired		'	'	'	'	'	'		'		-1,000,000
Treasury Stock, Value, Acquired, Cost Method		-50	'	'	'	'	-50	[1]	'		'
Share-based Compensation Arrangement by Share-based Payment Award, Options, Exercises in Period		'	'	'	'	'	'		'		0
Stock Issued During Period, Value, Stock Options Exercised		-1	'	'	-9	'	8	[1]	'		'
Stock Issued During Period, Shares, Restricted Stock Award, Net of Forfeitures		'	'	'	'	'	'		'		0
Stock Issued During Period, Value, Restricted Stock Award, Net of Forfeitures		4	'	'	7	'	-3	[1]	'		'
Adjustments to Additional Paid in Capital, Share-based Compensation, Restricted Stock Unit or Restricted Stock Award, Requisite Service Period Recognition		8	'	'	'	'	8	[1]	'		'
Stock Issued During Period, Value, Employee Benefit Plan		-4	'	'	-6	'	2	[1]	'		'
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, end of period at Mar. 31, 2014		$21,817	$725	$550	$9,107	$12,278	($643)		($200)	[2]	'
Common Stock, Shares, Outstanding, end of period at Mar. 31, 2014		534,780,000	'	535,000,000	'	'	'		'		'
[1]	At March 31, 2014, includes ($727) million for treasury stock, ($42) million for compensation element of restricted stock, and $126 million for noncontrolling interest.At March 31, 2013, includes ($569) million for treasury stock, ($76) million for compensation element of restricted stock, and $114 million for noncontrolling interest.
[2]	At March 31, 2014, includes $31 million in unrealized net gains on AFS securities, $229 million in unrealized net gains on derivative financial instruments, and ($460) million related to employee benefit plans. At March 31, 2013, includes $447 million in unrealized net gains on AFS securities, $461 million in unrealized net gains on derivative financial instruments, and ($723) million related to employee benefit plans.
[3]	For the three months ended March 31, 2014, dividends were $1,000 per share for both Perpetual Preferred Stock Series A and B and $1,469 per share for Perpetual Preferred Stock Series E.For the three months ended March 31, 2013, dividends were $1,000 per share for both Perpetual Preferred Stock Series A and B and $1,387 per share for Perpetual Preferred Stock Series E.

Consolidated_Statements_of_Sha1

Consolidated Statements of Shareholders' Equity (Parenthetical) (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Common stock dividends, per share	$0.10		$0.05
Treasury Stock, Value	($643)	[1]	'
Accumulated Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	31		447
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax	229		461
Accumulated Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net of Tax	-460		-723
Treasury Stock and Other	'		'
Treasury Stock, Value	-727		-569
Deferred Compensation Equity	-42		-76
Stockholders' Equity Attributable to Noncontrolling Interest	$126		$114
Series A Preferred Stock [Member]	'		'
Preferred Stock, Dividends, Per Share, Cash Paid	$1,000		$1,000
Series B Preferred Stock [Member]	'		'
Preferred Stock, Dividends, Per Share, Cash Paid	$1,000		$1,000
Series E Preferred Stock [Member]	'		'
Preferred Stock, Dividends, Per Share, Cash Paid	$1,469		$1,387
[1]	Includes noncontrolling interest of $126 million and $119 million at March 31, 2014 and December 31, 2013, respectively.

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Cash Flows from Operating Activities:	'		'
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	$411		$358
Adjustments to reconcile net income/(loss) to net cash provided by operating activities:	'		'
Depreciation, Amortization and Accretion, Net	163		184
Origination of Mortgage Servicing Rights (MSRs)	-32		-110
Provisions for credit losses and foreclosed property	104		228
Mortgage repurchase provision	5		14
Stock Option Compensation And Amortization Of Restricted Stock Compensation	3		8
Excess Tax Benefit from Share-based Compensation, Operating Activities	-3		0
Gain (Loss) on Sale of Securities, Net	-1	[1]	2	[1]
Net gain on sale of assets	-70		-198
Net decrease/(increase) in loans held for sale	353		404
Net (increase)/decrease in other assets	117		-437
Increase (Decrease) in Other Operating Liabilities	-222		172
Net Cash Provided by (Used in) Operating Activities	830		621
Cash Flows from Investing Activities:	'		'
Proceeds from Maturities, Prepayments and Calls of Available-for-sale Securities	762		1,614
Proceeds from sales of securities available for sale	69		33
Purchases of securities available for sale	-1,436		-3,678
Proceeds from sales of trading securities	59		0
Proceeds from (payments for) Originations and Purchases of Loans Held-for-investment	-1,667		-167
Proceeds from sales of loans	94		494
Capital expenditures	-34		-28
Payments related to acquisitions, including contingent consideration	8		0
Proceeds from Sale of Other Real Estate	96		145
Net cash (used in)/provided by investing activities	-2,065		-1,587
Cash Flows from Financing Activities:	'		'
Net (decrease)/increase in total deposits	3,197		-2,401
Net increase/(decrease) in funds purchased, securities sold under agreements to repurchase, and other short-term borrowings	-60		1,134
Proceeds from Issuance of Long-term Debt	876		12
Repayment of long-term debt	-28		-44
Payments for Repurchase of Common Stock	-50		0
Common and preferred dividends paid	-63		-36
Stock option activity	7		6
Net cash provided by/(used in) financing activities	3,879		-1,329
Net (decrease)/increase in cash and cash equivalents	2,644		-2,295
Cash and cash equivalents at beginning of period	5,263		8,257
Cash and cash equivalents at end of period	7,907		5,962
Supplemental Disclosures:	'		'
Transfer of Loans Held-for-sale to Portfolio Loans	17		12
Loans transferred from loans to loans held for sale	115		57
Transfer to Other Real Estate	$42		$66
[1]	Total OTTI was $0 for the three months ended March 31, 2014 and 2013. Of total OTTI, losses of $0 and $1 million were recognized in earnings, and gains of $0 and $1 million were recognized as non-credit-related OTTI in OCI for the three months ended March 31, 2014 and 2013, respectively.

Significant_Accounting_Policie

Significant Accounting Policies	3 Months Ended
	Mar. 31, 2014
Accounting Policies [Abstract]	'
Significant Accounting Policies [Text Block]	'
	NOTE 1 – SIGNIFICANT ACCOUNTING POLICIES
	Principles of Consolidation and Basis of Presentation
	The unaudited consolidated financial statements have been prepared in accordance with U.S. GAAP for interim financial information. Accordingly, they do not include all of the information and footnotes required by U.S. GAAP for complete consolidated financial statements. In the opinion of management, all adjustments, consisting only of normal recurring adjustments, which are necessary for a fair presentation of the results of operations in these financial statements, have been made.
	The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the amounts reported in the financial statements and accompanying notes. Actual results could vary from these estimates. Certain reclassifications have been made to prior period amounts to conform to the current period presentation.
	The Company evaluated subsequent events through the date its financial statements were issued.
	These financial statements should be read in conjunction with the Company’s 2013 Annual Report on Form 10-K. There have been no significant changes to the Company’s accounting policies as disclosed in the Company’s 2013 Annual Report on Form 10-K.
	Accounting Policies Recently Adopted and Pending Accounting Pronouncements
	In March 2013, the FASB issued ASU 2013-04, "Liabilities (Topic 405): Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation Is Fixed at the Reporting Date (a consensus of the FASB Emerging Issues Task Force)." The ASU requires additional disclosures about joint and several liability arrangements and requires the Company to measure obligations resulting from joint and several liability arrangements as the sum of the amount the Company agreed to pay on the basis of its arrangement among its co-obligors and any additional amount the Company expects to pay on behalf of its co-obligors. The ASU is effective for the fiscal years and interim periods beginning after December 15, 2013. The Company adopted the ASU at January 1, 2014 and the adoption did not have an impact on the Company's financial position, results of operations, or EPS.
	In June 2013, the FASB issued ASU 2013-08, "Financial Services—Investment Companies (Topic 946): Amendments to the Scope, Measurement, and Disclosure Requirements." The ASU clarifies the characteristics of an investment company and requires an investment company to measure noncontrolling ownership interests in other investment companies at fair value rather than using the equity method of accounting. The ASU is effective for fiscal years and interim periods beginning after December 15, 2013. The Company adopted the ASU at January 1, 2014 and the adoption did not have an impact on the Company's financial position, results of operations, or EPS.
	In January 2014, the FASB issued ASU 2014-01, "Investments - Equity Method and Joint Ventures (Topic 323): Accounting for Investments in Qualified Affordable Housing Projects (a consensus of the FASB Emerging Issues Task Force)." The ASU allows for use of the proportional amortization method for investments in qualified affordable housing projects if certain conditions are met. Under the proportional amortization method, the initial cost of the investment is amortized in proportion to the tax credits and other tax benefits received and the net investment performance is recognized in the income statement as a component of income tax expense. The ASU provides for a practical expedient, which allows for amortization of the investment in proportion to only the tax credits if it produces a measurement that is substantially similar to the measurement that would result from using both tax credits and other tax benefits. The ASU is effective for fiscal years and interim periods beginning after December 15, 2014. As early adoption is permitted, the Company adopted this ASU effective January 1, 2014, utilizing the practical expedient method. During the three months ended March 31, 2014, $13 million of investment amortization expense has been recognized on a net basis with tax credits received as a component of income tax expense. The standard is required to be applied retrospectively; therefore prior period amounts included in noninterest expense prior to adoption have been reclassified. During the three months ended March 31, 2013, $10 million of investment amortization expense was included in other noninterest expense in the Consolidated Statements of Income which was reclassified to income tax expense upon adoption. No other impact is expected on the Company's financial position, results of operations, or EPS.
	In January 2014, the FASB issued ASU 2014-04, "Receivables—Troubled Debt Restructurings by Creditors (Subtopic 310-40): Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure (a consensus of the FASB Emerging Issues Task Force)." The update clarifies that an in substance repossession or foreclosure occurs, and a creditor is considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan, upon either (1) the creditor obtaining legal title to the residential real estate property upon completion of a foreclosure or (2) the borrower conveying all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed in lieu of foreclosure or through a similar legal agreement. The ASU is effective for fiscal years and interim periods beginning after December 15, 2014. The adoption of this ASU is not expected to have a significant impact on the Company's financial position, results of operations, or EPS.
	In April 2014, the FASB issued ASU 2014-08, "Presentation of Financial Statements (Topic 205) and Property, Plant, and Equipment (Topic 360):  Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity." The update changes the requirements for reporting discontinued operations in Subtopic 205-20. The ASU is effective for fiscal years and interim periods beginning after December 15, 2014. Early adoption is permitted only for disposals (or classifications as held for sale) that have not been reported in financial statements previously issued. The Company adopted the ASU upon issuance for prospective transactions not previously reported. The adoption is not expected to have an impact on the Company's financial position, results of operations, or EPS.

Federal_Funds_Sold_and_Securit

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell	3 Months Ended
	Mar. 31, 2014
Securities Purchased under Agreements to Resell [Abstract]	'
Repurchase Agreements, Resale Agreements, Securities Borrowed, and Securities Loaned Disclosure [Text Block]	'
	NOTE 2 - FEDERAL FUNDS SOLD AND SECURITIES BORROWED OR PURCHASED UNDER AGREEMENTS TO RESELL AND SECURITIES SOLD UNDER AGREEMENTS TO REPURCHASE
	Fed funds sold and securities borrowed or purchased under agreements to resell were as follows:
	(Dollars in millions)	31-Mar-14		31-Dec-13
	Fed funds sold		$—		$75
	Securities borrowed	308		184
	Resell agreements	599		724
	Total fed funds sold and securities borrowed or purchased under agreements to resell		$907		$983
	Securities purchased under agreements to resell are primarily collateralized by U.S. government or agency securities and are carried at the amounts at which securities will be subsequently resold. Securities borrowed are primarily collateralized by corporate securities. The Company takes possession of all securities purchased under agreements to resell and securities borrowed and performs the appropriate margin evaluation on the acquisition date based on market volatility, as necessary. It is the Company's policy to obtain possession of collateral with a fair value between 95% to 110% of the principal amount loaned under resale and securities borrowing agreements. The total market value of the collateral held was $909 million and $913 million at March 31, 2014 and December 31, 2013, respectively, of which $251 million and $234 million was repledged, respectively.
	The Company has pledged $585 million and $731 million of trading assets to secure $605 million and $717 million of repurchase agreements at March 31, 2014 and December 31, 2013, respectively.
	Netting of Securities - Repurchase and Resell Agreements
	The Company has various financial assets and financial liabilities that are subject to enforceable master netting agreements or similar agreements. The Company's derivatives that are subject to enforceable master netting agreements or similar agreements are discussed in Note 11, "Derivative Financial Instruments." Securities purchased under agreements to resell and securities sold under agreements to repurchase are governed by a MRA. Under the terms of the MRA, all transactions between the Company and the counterparty constitute a single business relationship such that in the event of default, the nondefaulting party is entitled to set off claims and apply property held by that party in respect of any transaction against obligations owed. Any payments, deliveries, or other transfers may be applied against each other and netted. These amounts are limited to the contract asset/liability balance, and accordingly, do not include excess collateral received/pledged.
	The following table presents the Company's eligible securities borrowed or purchased under agreements to resell and securities sold under agreements to repurchase at March 31, 2014 and December 31, 2013:
	(Dollars in millions)	Gross		Amount		Net Amount			Held/Pledged Financial Instruments		Net
		Amount		Offset		Presented in					Amount
						Consolidated
						Balance Sheets
	March 31, 2014
	Financial assets:
	Securities borrowed or purchased under agreements to resell		$907		$—		$907	1		$896		$11
	Financial liabilities:
	Securities sold under agreements to repurchase	2,133		—		2,133		1	2,133		—
	December 31, 2013
	Financial assets:
	Securities borrowed or purchased under agreements to resell		$908		$—		$908	1,2		$899		$9
	Financial liabilities:
	Securities sold under agreements to repurchase	1,759		—		1,759		1	1,759		—
	1 None of the Company's repurchase and reverse repurchase transactions met the right of setoff criteria for net balance sheet presentation at March 31, 2014 and December 31, 2013.
	2 Excludes $75 million of Fed funds sold which are not subject to a master netting agreement at December 31, 2013

Securities_Available_for_Sale

Securities Available for Sale	3 Months Ended
	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]	'
Securities Available for Sale	'
	NOTE 3 – SECURITIES AVAILABLE FOR SALE
	Securities Portfolio Composition
		March 31, 2014
	(Dollars in millions)	Amortized			Unrealized			Unrealized			Fair
		Cost			Gains			Losses			Value
	U.S. Treasury securities		$1,582			$7			$32			$1,557
	Federal agency securities	1,015			15			43			987
	U.S. states and political subdivisions	281			6			—			287
	MBS - agency	19,317			447			317			19,447
	MBS - private	147			2			—			149
	ABS	65			3			1			67
	Corporate and other debt securities	39			3			—			42
	Other equity securities 1	765			1			—			766
	Total securities AFS		$23,211			$484			$393			$23,302
		December 31, 2013
	(Dollars in millions)	Amortized			Unrealized			Unrealized			Fair
		Cost			Gains			Losses			Value
	U.S. Treasury securities		$1,334			$6			$47			$1,293
	Federal agency securities	1,028			13			57			984
	U.S. states and political subdivisions	232			7			2			237
	MBS - agency	18,915			421			425			18,911
	MBS - private	155			1			2			154
	ABS	78			2			1			79
	Corporate and other debt securities	39			3			—			42
	Other equity securities 1	841			1			—			842
	Total securities AFS		$22,622			$454			$534			$22,542
	1 At March 31, 2014, other equity securities was comprised of the following: $308 million in FHLB of Atlanta stock, $402 million in Federal Reserve Bank stock, $54 million in mutual fund investments, and $2 million of other. At December 31, 2013, other equity securities was comprised of the following: $336 million in FHLB of Atlanta stock, $402 million in Federal Reserve Bank stock, $103 million in mutual fund investments, and $1 million of other.
	The following table presents interest and dividends on securities AFS:
		Three Months Ended March 31
	(Dollars in millions)	2014			2013
	Taxable interest		$141			$132
	Tax-exempt interest	3			3
	Dividends	9			8
	Total interest and dividends		$153			$143
	Securities AFS that were pledged to secure public deposits, repurchase agreements, trusts, and other funds had a fair value of $10.8 billion and $11.0 billion at March 31, 2014 and December 31, 2013, respectively. At March 31, 2014, there was $625 million of securities AFS pledged against repurchase arrangements under which the secured party has possession of the collateral and has the right to sell or repledge that collateral. At December 31, 2013, no securities AFS were pledged under such secured borrowing arrangements.
	The amortized cost and fair value of investments in debt securities at March 31, 2014, by estimated average life, are shown below. Actual cash flows may differ from estimated average lives and contractual maturities because borrowers may have the right to call or prepay obligations with or without penalties.
		Distribution of Maturities
	(Dollars in millions)	1 Year			5-Jan			10-May			After 10			Total
		or Less			Years			Years			Years
	Amortized Cost:
	U.S. Treasury securities		$1			$893			$688			$—			$1,582
	Federal agency securities	71			253			544			147			1,015
	U.S. states and political subdivisions	97			57			94			33			281
	MBS - agency	1,722			6,093			7,415			4,087			19,317
	MBS - private	—			147			—			—			147
	ABS	44			19			2			—			65
	Corporate and other debt securities	—			22			17			—			39
	Total debt securities		$1,935			$7,484			$8,760			$4,267			$22,446
	Fair Value:
	U.S. Treasury securities		$1			$896			$660			$—			$1,557
	Federal agency securities	71			264			509			143			987
	U.S. states and political subdivisions	98			60			95			34			287
	MBS - agency	1,825			6,252			7,456			3,914			19,447
	MBS - private	—			149			—			—			149
	ABS	44			21			2			—			67
	Corporate and other debt securities	—			25			17			—			42
	Total debt securities		$2,039			$7,667			$8,739			$4,091			$22,536
	Weighted average yield 1	2.93		%	2.51		%	2.88		%	2.92		%	2.77		%
	1Average yields are based on amortized cost and presented on a FTE basis.
	Securities in an Unrealized Loss Position
	The Company held certain investment securities where amortized cost exceeded fair market value, resulting in unrealized loss positions. Market changes in interest rates and credit spreads may result in temporary unrealized losses as the market price of securities fluctuates. At March 31, 2014, the Company did not intend to sell these securities nor was it more-likely-than-not that the Company would be required to sell these securities before their anticipated recovery or maturity. The Company has reviewed its portfolio for OTTI in accordance with the accounting policies described in the Company's 2013 Annual Report on Form 10-K.
		March 31, 2014
		Less than twelve months						Twelve months or longer						Total
(Dollars in millions)	Fair			Unrealized			Fair			Unrealized			Fair			Unrealized
	Value			Losses			Value			Losses			Value			Losses
Temporarily impaired securities:
U.S. Treasury securities		$1,252			$32			$—			$—			$1,252			$32
Federal agency securities	352			21			269			22			621			43
U.S. states and political subdivisions	11			—			—			—			11			—
MBS - agency	8,269			262			633			55			8,902			317
ABS	—			—			13			1			13			1
Total temporarily impaired securities	9,884			315			915			78			10,799			393
OTTI securities 1:
MBS - private	51			—			—			—			51			—
Total OTTI securities	51			—			—			—			51			—
Total impaired securities		$9,935			$315			$915			$78			$10,850			$393
	December 31, 2013
	Less than twelve months						Twelve months or longer						Total
(Dollars in millions)	Fair			Unrealized			Fair			Unrealized			Fair			Unrealized
	Value			Losses			Value			Losses			Value			Losses
Temporarily impaired securities:
U.S. Treasury securities		$1,036			$47			$—			$—			$1,036			$47
Federal agency securities	398			29			264			28			662			57
U.S. states and political subdivisions	12			—			20			2			32			2
MBS - agency	9,173			358			618			67			9,791			425
ABS	—			—			13			1			13			1
Total temporarily impaired securities	10,619			434			915			98			11,534			532
OTTI securities 1:
MBS - private	105			2			—			—			105			2
Total OTTI securities	105			2			—			—			105			2
Total impaired securities		$10,724			$436			$915			$98			$11,639			$534
1Includes OTTI securities for which credit losses have been recorded in earnings in current or prior periods.
Unrealized losses on securities that have been in a temporarily impaired position for longer than twelve months at March 31, 2014, included federal agency securities, agency MBS, and one ABS collateralized by 2004 vintage home equity loans. The fair value of federal agency and agency MBS securities has declined due to the increase in market interest rates. The ABS continues to receive timely principal and interest payments, and is evaluated quarterly for credit impairment. Cash flow analysis shows that the underlying collateral can withstand highly stressed loss assumptions without incurring a credit loss.
The portion of unrealized losses on securities that have been OTTI that relates to factors other than credit is recorded in AOCI. Losses related to credit impairment on these securities are determined through estimated cash flow analyses and have been recorded in earnings in prior periods.
Realized Gains and Losses and Other-than-Temporarily Impaired Securities
	Three Months Ended March 31
(Dollars in millions)	2014			2013
Gross realized gains		$—			$3
Gross realized losses	(1		)	—
OTTI	—			(1		)
Net securities (losses)/gains		($1	)		$2
Credit impairment that is determined through the use of models is estimated using cash flows on security specific collateral and the transaction structure. Future expected credit losses are determined by using various assumptions, the most significant of which include default rates, prepayment rates, and loss severities. If, based on this analysis, the security is in an unrealized loss position and the Company does not expect to recover the entire amortized cost basis of the security, the expected cash flows are then discounted at the security’s initial effective interest rate to arrive at a present value amount. OTTI credit losses reflect the difference between the present value of cash flows expected to be collected and the amortized cost basis of these securities. During the three months ended March 31, 2013, all OTTI recognized in earnings related to private MBS that have underlying collateral of residential mortgage loans securitized in 2007 or ABS collateralized by 2004 vintage home equity loans.
The Company continues to reduce existing exposure primarily through paydowns. In certain instances, the amount of impairment losses recognized in earnings includes credit losses on debt securities that exceeds the total unrealized losses, and as a result, the securities may have unrealized gains in AOCI relating to factors other than credit.
The securities that gave rise to credit impairments recognized during the three months ended March 31, 2013, as shown in the table below, consisted of private MBS and ABS with a combined fair value of approximately $2 million at March 31, 2013.
(Dollars in millions)	2014			2013
OTTI 1		$—			$—
Portion of gains recognized in OCI (before taxes)	—			1
Net impairment losses recognized in earnings		$—			$1
1 The initial OTTI amount represents the excess of the amortized cost over the fair value of AFS debt securities. For subsequent impairments of the same security, amount includes additional declines in the fair value subsequent to the previously recorded OTTI, if applicable, until such time the security is no longer in an unrealized loss position.
The following is a rollforward of credit losses recognized in earnings for the three months ended March 31, 2014 and 2013, related to securities for which the Company does not intend to sell and it is not more-likely-than-not that the Company will be required to sell as of the end of each period presented. Subsequent credit losses may be recorded on securities without a corresponding further decline in fair value when there has been a decline in expected cash flows.
(Dollars in millions)	2014			2013
Balance, beginning of period		$25			$31
Additions:
OTTI credit losses on previously impaired securities	—			1
Balance, end of period		$25			$32
The following table presents a summary of the significant inputs used in determining the measurement of credit losses recognized in earnings for private MBS and ABS for the three months ended March 31:
	2014 1		2013
Default rate	N/A		6 - 9%
Prepayment rate	N/A		7 - 8%
Loss severity	N/A		61 - 74%
1 "N/A" - Not applicable
Assumption ranges represent the lowest and highest lifetime average estimates of each security for which credit losses were recognized in earnings. Ranges may vary from period to period as the securities for which credit losses are recognized vary. Additionally, severity may vary widely when losses are few and large.

Loans

Loans	3 Months Ended
	Mar. 31, 2014
Receivables [Abstract]	'
Loans	'
	NOTE 4 - LOANS
	Composition of Loan Portfolio
	The composition of the Company's loan portfolio is shown in the following table:
	(Dollars in millions)	March 31,				December 31, 2013
		2014
	Commercial loans:
	C&I		$58,828				$57,974
	CRE	5,961				5,481
	Commercial construction	920				855
	Total commercial loans	65,709				64,310
	Residential loans:
	Residential mortgages - guaranteed	3,295				3,416
	Residential mortgages - nonguaranteed 1	24,331				24,412
	Home equity products	14,637				14,809
	Residential construction	532				553
	Total residential loans	42,795				43,190
	Consumer loans:
	Guaranteed student loans	5,533				5,545
	Other direct	3,109				2,829
	Indirect	11,339				11,272
	Credit cards	711				731
	Total consumer loans	20,692				20,377
	LHFI		$129,196				$127,877
	LHFS		$1,488				$1,699
	1 Includes $299 million and $302 million of loans carried at fair value at March 31, 2014 and December 31, 2013, respectively.
	At March 31, 2014 and December 31, 2013, the Company had $57.1 billion and $56.4 billion, respectively, of net eligible loan collateral pledged to the Federal Reserve Discount Window or the FHLB of Atlanta to support available borrowing capacity.
	During the three months ended March 31, 2014 and 2013, the Company transferred $115 million and $57 million in LHFI to LHFS, and $17 million and $12 million in LHFS to LHFI, respectively. Additionally, during the three months ended March 31, 2014 and 2013, the Company sold $85 million and $503 million in loans and leases for a gain of $9 million and a gain of $4 million, respectively.
	Credit Quality Evaluation
	The Company evaluates the credit quality of its loan portfolio by employing a dual internal risk rating system, which assigns both PD and LGD ratings to derive expected losses. Assignment of PD and LGD ratings are predicated upon numerous factors, including consumer credit risk scores, rating agency information, borrower/guarantor financial capacity, LTV ratios, collateral type, debt service coverage ratios, collection experience, other internal metrics/analysis, and qualitative assessments.
	For the commercial portfolio, the Company believes that the most appropriate credit quality indicator is an individual loan’s risk assessment expressed according to the broad regulatory agency classifications of Pass or Criticized. The Company's risk rating system is granular, with multiple risk ratings in both the Pass and Criticized categories. Pass ratings reflect relatively low PDs; whereas, Criticized assets have a higher PD. The granularity in Pass ratings assists in the establishment of pricing, loan structures, approval requirements, reserves, and ongoing credit management requirements. The Company conforms to the following regulatory classifications for Criticized assets: Other Assets Especially Mentioned (or Special Mention), Adversely Classified, Doubtful, and Loss. However, for the purposes of disclosure, management believes the most meaningful distinction within the Criticized categories is between Accruing Criticized (which includes Special Mention and a portion of Adversely Classified) and Nonaccruing Criticized (which includes a portion of Adversely Classified and Doubtful and Loss). This distinction identifies those relatively higher risk loans for which there is a basis to believe that the Company will collect all amounts due from those where full collection is less certain.
	Risk ratings are refreshed at least annually, or more frequently as appropriate, based upon considerations such as market conditions, loan characteristics, and portfolio trends. Additionally, management routinely reviews portfolio risk ratings, trends, and concentrations to support risk identification and mitigation activities.
	For consumer and residential loans, the Company monitors credit risk based on indicators such as delinquencies and FICO scores. The Company believes that consumer credit risk, as assessed by the industry-wide FICO scoring method, is a relevant credit quality indicator. Borrower-specific FICO scores are obtained at origination as part of the Company’s formal underwriting process, and refreshed FICO scores are obtained by the Company at least quarterly.
	For government-guaranteed loans, the Company monitors the credit quality based primarily on delinquency status, as it is a more relevant indicator of credit quality due to the government guarantee. At March 31, 2014 and December 31, 2013, 83% and 82%, respectively, of the guaranteed residential loan portfolio was current with respect to payments. At March 31, 2014 and December 31, 2013, 82% and 81%, respectively, of the guaranteed student loan portfolio was current with respect to payments. Loss exposure to the Company on these loans is mitigated by the government guarantee.
	LHFI by credit quality indicator are shown in the tables below:
		Commercial Loans
		C&I								CRE						Commercial construction
	(Dollars in millions)	March 31,				December 31, 2013				March 31,				December 31, 2013		March 31,		December 31, 2013
		2014								2014						2014
	Credit rating:
	Pass		$57,182				$56,443				$5,742				$5,245		$879		$798
	Criticized accruing	1,469				1,335				178				197		30		45
	Criticized nonaccruing	177				196				41				39		11		12
	Total		$58,828				$57,974				$5,961				$5,481		$920		$855
		Residential Loans 1
		Residential mortgages -								Home equity products						Residential construction
		nonguaranteed
	(Dollars in millions)	March 31,				December 31, 2013				March 31,				December 31, 2013		March 31,		December 31, 2013
		2014								2014						2014
	Current FICO score range:
	700 and above		$18,983				$19,100				$11,537				$11,661		$413		$423
	620 - 699	3,740				3,652				2,159				2,186		82		90
	Below 620 2	1,608				1,660				941				962		37		40
	Total		$24,331				$24,412				$14,637				$14,809		$532		$553
		Consumer Loans 3
		Other direct								Indirect						Credit cards
	(Dollars in millions)	March 31,				December 31, 2013				March 31,				December 31, 2013		March 31,		December 31, 2013
		2014								2014						2014
	Current FICO score range:
	700 and above		$2,648				$2,370				$8,390				$8,420		$489		$512
	620 - 699	401				397				2,286				2,228		178		176
	Below 620 2	60				62				663				624		44		43
	Total		$3,109				$2,829				$11,339				$11,272		$711		$731
	1 Excludes $3.3 billion and $3.4 billion at March 31, 2014 and December 31, 2013, respectively, of guaranteed residential loans. At March 31, 2014 and December 31, 2013, the majority of these loans had FICO scores of 700 and above.
2 For substantially all loans with refreshed FICO scores below 620, the borrower’s FICO score at the time of origination exceeded 620 but has since deteriorated as the loan has seasoned.
3 Excludes $5.5 billion of guaranteed student loans at March 31, 2014 and December 31, 2013.
The payment status for the LHFI portfolio is shown in the tables below:
	31-Mar-14
(Dollars in millions)	Accruing				Accruing				Accruing				Nonaccruing 2		Total
	Current				30-89 Days				90+ Days
					Past Due				Past Due
Commercial loans:
C&I		$58,576				$56				$19				$177		$58,828
CRE	5,914				6				—				41		5,961
Commercial construction	907				2				—				11		920
Total commercial loans	65,397				64				19				229		65,709
Residential loans:
Residential mortgages - guaranteed	2,731				38				526				—		3,295
Residential mortgages - nonguaranteed1	23,770				121				14				426		24,331
Home equity products	14,323				107				—				207		14,637
Residential construction	472				9				—				51		532
Total residential loans	41,296				275				540				684		42,795
Consumer loans:
Guaranteed student loans	4,520				444				569				—		5,533
Other direct	3,086				15				2				6		3,109
Indirect	11,268				64				1				6		11,339
Credit cards	699				6				6				—		711
Total consumer loans	19,573				529				578				12		20,692
Total LHFI		$126,266				$868				$1,137				$925		$129,196
1 Includes $299 million of loans carried at fair value, the majority of which were accruing current.
2 Nonaccruing loans past due 90 days or more totaled $635 million. Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDRs and performing second lien loans which are classified as nonaccrual when the first lien loan is nonperforming.
	December 31, 2013
(Dollars in millions)	Accruing				Accruing				Accruing				Nonaccruing 2		Total
	Current				30-89 Days				90+ Days
					Past Due				Past Due
Commercial loans:
C&I		$57,713				$47				$18				$196		$57,974
CRE	5,430				5				7				39		5,481
Commercial construction	842				1				—				12		855
Total commercial loans	63,985				53				25				247		64,310
Residential loans:
Residential mortgages - guaranteed	2,787				58				571				—		3,416
Residential mortgages - nonguaranteed1	23,808				150				13				441		24,412
Home equity products	14,480				119				—				210		14,809
Residential construction	488				4				—				61		553
Total residential loans	41,563				331				584				712		43,190
Consumer loans:
Guaranteed student loans	4,475				461				609				—		5,545
Other direct	2,803				18				3				5		2,829
Indirect	11,189				75				1				7		11,272
Credit cards	718				7				6				—		731
Total consumer loans	19,185				561				619				12		20,377
Total LHFI		$124,733				$945				$1,228				$971		$127,877
1 Includes $302 million of loans carried at fair value, the majority of which were accruing current.
2 Nonaccruing loans past due 90 days or more totaled $653 million. Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDRs and performing second lien loans which are classified as nonaccrual when the first lien loan is nonperforming.
Impaired Loans
A loan is considered impaired when it is probable that the Company will be unable to collect all amounts due, including principal and interest, according to the contractual terms of the agreement. Commercial nonaccrual loans greater than $3 million and certain consumer, residential, and commercial loans whose terms have been modified in a TDR are individually evaluated for impairment. Smaller-balance homogeneous loans that are collectively evaluated for impairment are not included in the following tables. Additionally, the tables below exclude guaranteed student loans and guaranteed residential mortgages for which there was nominal risk of principal loss.
	31-Mar-14												December 31, 2013
(Dollars in millions)	Unpaid				Amortized				Related				Unpaid		Amortized		Related
	Principal				Cost1				Allowance				Principal		Cost1		Allowance
	Balance												Balance
Impaired loans with no related allowance recorded:
Commercial loans:
C&I		$65				$52				$—				$81		$56		$—
CRE	12				11				—				61		60		—
Commercial construction	6				3				—				—		—		—
Total commercial loans	83				66				—				142		116		—
Impaired loans with an allowance recorded:
Commercial loans:
C&I	64				59				14				51		49		10
CRE	18				12				1				8		3		—
Commercial construction	6				4				—				6		3		—
Total commercial loans	88				75				15				65		55		10
Residential loans:
Residential mortgages - nonguaranteed	2,328				2,031				242				2,357		2,051		226
Home equity products	706				631				92				710		638		96
Residential construction	225				181				23				241		189		23
Total residential loans	3,259				2,843				357				3,308		2,878		345
Consumer loans:
Other direct	14				14				1				14		14		—
Indirect	91				91				5				83		83		5
Credit cards	11				11				2				13		13		3
Total consumer loans	116				116				8				110		110		8
Total impaired loans		$3,546				$3,100				$380				$3,625		$3,159		$363
1 Amortized cost reflects charge-offs that have been recognized plus other amounts that have been applied to reduce the net book balance.
Included in the impaired loan balances above were $2.7 billion of accruing TDRs at amortized cost, at both March 31, 2014 and December 31, 2013, of which 96% were current. See Note 1, “Significant Accounting Policies,” to the Company's 2013 Annual Report on Form 10-K for further information regarding the Company’s loan impairment policy.
	Three Months Ended March 31
	2014								2013
(Dollars in millions)	Average				Interest				Average				Interest
	Amortized				Income				Amortized				Income
	Cost				Recognized1				Cost				Recognized1
Impaired loans with no related allowance recorded:
Commercial loans:
C&I		$52				$1				$49				$—
CRE	11				—				9				—
Commercial construction	5				—				45				1
Total commercial loans	68				1				103				1
Impaired loans with an allowance recorded:
Commercial loans:
C&I	63				—				29				—
CRE	12				—				10				—
Commercial construction	4				—				5				—
Total commercial loans	79				—				44				—
Residential loans:
Residential mortgages - nonguaranteed	2,031				25				2,020				22
Home equity products	637				7				629				5
Residential construction	182				2				206				2
Total residential loans	2,850				34				2,855				29
Consumer loans:
Other direct	14				—				15				—
Indirect	93				1				60				1
Credit cards	12				—				20				—
Total consumer loans	119				1				95				1
Total impaired loans		$3,116				$36				$3,097				$31
1 Of the interest income recognized during the three months ended March 31, 2014, and 2013, cash basis interest income was $1 million and $4 million, respectively.
NPAs are shown in the following table:
(Dollars in millions)	March 31, 2014				December 31, 2013
Nonaccrual/NPLs:
Commercial loans:
C&I		$177				$196
CRE	41				39
Commercial construction	11				12
Residential loans:
Residential mortgages - nonguaranteed	426				441
Home equity products	207				210
Residential construction	51				61
Consumer loans:
Other direct	6				5
Indirect	6				7
Total nonaccrual/NPLs1	925				971
OREO2	151				170
Other repossessed assets	7				7
Nonperforming LHFS	12				17
Total NPAs		$1,095				$1,165
1 Nonaccruing restructured loans are included in total nonaccrual/NPLs.
2 Does not include foreclosed real estate related to loans insured by the FHA or the VA. Proceeds due from the FHA and the VA are recorded as a receivable in other assets in the Consolidated Balance Sheets until the funds are received and the property is conveyed. The receivable amount related to proceeds due from the FHA or the VA totaled $81 million and $88 million at March 31, 2014 and December 31, 2013, respectively.
Restructured Loans
TDRs are loans in which the borrower is experiencing financial difficulty and the Company has granted an economic concession to the borrower that the Company would not otherwise consider. When loans are modified under the terms of a TDR, the Company typically offers the borrower an extension of the loan maturity date and/or a reduction in the original contractual interest rate. In certain situations, the Company may offer to restructure a loan in a manner that ultimately results in the forgiveness of contractually specified principal balances.
At both March 31, 2014 and December 31, 2013, the Company had $8 million in commitments to lend additional funds to debtors whose terms have been modified in a TDR.
The number and amortized cost of loans modified under the terms of a TDR by type of modification are shown in the following tables:
	Three Months Ended March 31, 20141
(Dollars in millions)	Number of Loans Modified		Rate				Term Extension and/or Other Concessions				Total
			Modification 2
Commercial loans:
C&I	16			$—				$2				$2
CRE	2		—				3				3
Residential loans:
Residential mortgages - nonguaranteed	313		43				18				61
Home equity products	433		3				18				21
Residential construction	6		—				—				—
Consumer loans:
Other direct	17		—				—				—
Indirect	839		—				16				16
Credit cards	97		1				—				1
Total TDRs	1,723			$47				$57				$104
1 Includes loans modified under the terms of a TDR that were charged-off during the period.
2 Restructured loans which had a modification of the loan's contractual interest rate may also have had an extension of the loan's contractual maturity date and/or other concessions. The financial effect of modifying the interest rate on the loans modified as a TDR was immaterial to the financial statements during the three months ended March 31, 2014.
	Three Months Ended March 31, 20131
(Dollars in millions)	Number of Loans Modified		Rate				Term Extension and/or Other Concessions				Total
			Modification 2
Commercial loans:
C&I	67			$2				$35				$37
CRE	4		3				—				3
Residential loans:
Residential mortgages - nonguaranteed	276		25				17				42
Home equity products	683		19				18				37
Residential construction	113		12				1				13
Consumer loans:
Other direct	48		—				1				1
Indirect	903		—				17				17
Credit cards	231		1				—				1
Total TDRs	2,325			$62				$89				$151
1 Includes loans modified under the terms of a TDR that were charged-off during the period.
2 Restructured loans which had a modification of the loan's contractual interest rate may also have had an extension of the loan's contractual maturity date and/or other concessions. The financial effect of modifying the interest rate on the loans modified as a TDR was immaterial to the financial statements during the three months ended March 31, 2013.
For the three months ended March 31, 2014, the table below represents defaults on loans that were first modified between the periods January 1, 2013 and March 31, 2014 that became 90 days or more delinquent or were charged-off during the period.
	Three Months Ended March 31, 2014
(Dollars in millions)	Number of Loans			Amortized Cost
Commercial loans:
C&I	25				$1
CRE	—			—
Commercial construction	—			—
Residential loans:
Residential mortgages	49			4
Home equity products	23			1
Residential construction	4			—
Consumer loans:
Other direct	5			—
Indirect	43			1
Credit cards	20			—
Total TDRs	169				$7
For the three months ended March 31, 2013, the table below represents defaults on loans that were first modified between the periods January 1, 2012 and March 31, 2013 that became 90 days or more delinquent or were charged-off during the period.
	Three Months Ended March 31, 2013
(Dollars in millions)	Number of Loans		Amortized Cost
Commercial loans:
C&I	23			$—
CRE	1		3
Commercial construction	1		—
Residential loans:
Residential mortgages	76		4
Home equity products	49		3
Residential construction	6		1
Consumer loans:
Other direct	7		—
Indirect	39		1
Credit cards	44		1
Total TDRs	246			$13
The majority of loans that were modified and subsequently became 90 days or more delinquent have remained on nonaccrual status since the time of modification.
Concentrations of Credit Risk
The Company does not have a significant concentration of risk to any individual client except for the U.S. government and its agencies. However, a geographic concentration arises because the Company operates primarily in the Southeastern and Mid-Atlantic regions of the U.S. The Company engages in limited international banking activities. The Company’s total cross-border outstanding loans were $1.1 billion and $1.0 billion at March 31, 2014 and December 31, 2013, respectively.
The major concentrations of credit risk for the Company arise by collateral type in relation to loans and credit commitments. The only significant concentration that exists is in loans secured by residential real estate. At March 31, 2014, the Company owned $42.8 billion in residential loans, representing 33% of total LHFI, and had $11.1 billion in commitments to extend credit on home equity lines and $2.8 billion in mortgage loan commitments. At December 31, 2013, the Company owned $43.2 billion in residential loans, representing 34% of total LHFI, and had $11.2 billion in commitments to extend credit on home equity lines and $2.7 billion in mortgage loan commitments. Of the residential loans owned at March 31, 2014 and December 31, 2013, 8% were guaranteed by a federal agency or a GSE.
Included in the residential mortgage portfolio were $12.2 billion and $12.4 billion of mortgage loans at March 31, 2014 and December 31, 2013, respectively, that included terms such as an interest only feature, a high original LTV ratio, or a second lien position that may increase the Company’s exposure to credit risk and result in a concentration of credit risk. Of these mortgage loans, $5.2 billion and $5.5 billion, respectively, were interest only loans, primarily with a ten year interest only period. Approximately $1.1 billion of those interest only loans at March 31, 2014 and December 31, 2013, respectively, were loans with no MI and were either first liens with combined original LTV ratios in excess of 80% or were second liens. Additionally, the Company owned approximately $7.0 billion and $6.9 billion of amortizing loans with no MI at March 31, 2014 and December 31, 2013, respectively, comprised of first liens with combined original LTV ratios in excess of 80% and second liens. Despite changes in underwriting guidelines that have curtailed the origination of high LTV loans, the balances of such loans have increased due to lending to high credit quality clients.

Allowance_for_Credit_Losses

Allowance for Credit Losses	3 Months Ended
	Mar. 31, 2014
Allowance for Credit Losses [Abstract]	'
Allowance for Credit Losses	'
	NOTE 5 - ALLOWANCE FOR CREDIT LOSSES
	The allowance for credit losses consists of the ALLL and the reserve for unfunded commitments. Activity in the allowance for credit losses is summarized in the table below:
		Three Months Ended March 31
	(Dollars in millions)	2014			2013
	Balance at beginning of period		$2,094			$2,219
	Provision for loan losses	106			204
	(Benefit)/provision for unfunded commitments	(4		)	8
	Loan charge-offs	(151		)	(273		)
	Loan recoveries	41			47
	Balance at end of period		$2,086			$2,205
	Components:
	ALLL		$2,040			$2,152
	Unfunded commitments reserve1	46			53
	Allowance for credit losses		$2,086			$2,205
	1 The unfunded commitments reserve is recorded in other liabilities in the Consolidated Balance Sheets.
	Activity in the ALLL by segment for the three months ended March 31, 2014 and 2013 is presented in the tables below:
		Three Months Ended March 31, 2014
	(Dollars in millions)	Commercial			Residential			Consumer			Total
	Balance at beginning of period		$946			$930			$168			$2,044
	Provision for loan losses	39			48			19			106
	Loan charge-offs	(33		)	(85		)	(33		)	(151		)
	Loan recoveries	14			17			10			41
	Balance at end of period		$966			$910			$164			$2,040
		Three Months Ended March 31, 2013
	(Dollars in millions)	Commercial			Residential			Consumer			Total
	Balance at beginning of period		$902			$1,131			$141			$2,174
	Provision for loan losses	64			112			28			204
	Loan charge-offs	(60		)	(178		)	(35		)	(273		)
	Loan recoveries	15			22			10			47
	Balance at end of period		$921			$1,087			$144			$2,152
	As discussed in Note 1, “Significant Accounting Policies,” to the Company's 2013 Annual Report on Form 10-K, the ALLL is composed of both specific allowances for certain nonaccrual loans and TDRs and general allowances grouped into loan pools based on similar characteristics. No allowance is required for loans carried at fair value. Additionally, the Company records an immaterial allowance for loan products that are guaranteed by government agencies, as there is nominal risk of principal loss.
	The Company’s LHFI portfolio and related ALLL is shown in the tables below:
		31-Mar-14
		Commercial						Residential						Consumer				Total
	(Dollars in millions)	Carrying			Associated			Carrying			Associated			Carrying		Associated		Carrying		Associated
		Value			ALLL			Value			ALLL			Value		ALLL		Value		ALLL
	Individually evaluated		$141			$15			$2,843			$357			$116		$8		$3,100		$380
	Collectively evaluated	65,568			951			39,653			553			20,576		156		125,797		1,660
	Total evaluated	65,709			966			42,496			910			20,692		164		128,897		2,040
	LHFI at fair value	—			—			299			—			—		—		299		—
	Total LHFI		$65,709			$966			$42,795			$910			$20,692		$164		$129,196		$2,040
		December 31, 2013
		Commercial						Residential						Consumer				Total
	(Dollars in millions)	Carrying			Associated			Carrying			Associated			Carrying		Associated		Carrying		Associated
		Value			ALLL			Value			ALLL			Value		ALLL		Value		ALLL
	Individually evaluated		$171			$10			$2,878			$345			$110		$8		$3,159		$363
	Collectively evaluated	64,139			936			40,010			585			20,267		160		124,416		1,681
	Total evaluated	64,310			946			42,888			930			20,377		168		127,575		2,044
	LHFI at fair value	—			—			302			—			—		—		302		—
	Total LHFI		$64,310			$946			$43,190			$930			$20,377		$168		$127,877		$2,044

Goodwill_and_Other_Intangible_

Goodwill and Other Intangible Assets	3 Months Ended
	Mar. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Goodwill and Other Intangible Assets	'
	NOTE 6 – GOODWILL AND OTHER INTANGIBLE ASSETS
	Goodwill
	Goodwill is required to be tested for impairment on an annual basis, which is performed by the Company during the third quarter, or as events occur or circumstances change that would more likely than not reduce the fair value of a reporting unit below its carrying amount or indicate that it is more likely than not that a goodwill impairment exists when the carrying amount of a reporting unit is zero or negative. The Company monitored events and circumstances during the first quarter of 2014 and did not observe any factors that would more likely than not reduce the fair value of a reporting unit below its respective carrying value. Accordingly, goodwill was not tested for impairment during the first quarter of 2014.
	There were no changes in the carrying amount of goodwill by reportable segment for the three months ended March 31, 2013. The changes in the carrying amount of goodwill by reportable segment for the three months ended March 31, 2014 are as follows:
	(Dollars in millions)	Consumer Banking and Private Wealth Management			Wholesale Banking			Total
	Balance, January 1, 2014		$4,262			$2,107			$6,369
	Acquisition of Lantana Oil and Gas Partners, Inc. 1	—			8			8
	Balance, March 31, 2014		$4,262			$2,115			$6,377
	1 Assets and liabilities obtained through the acquisition were immaterial to the financial statements at March 31, 2014.
	Other Intangible Assets
	Changes in the carrying amounts of other intangible assets for the three months ended March 31 are as follows:
	(Dollars in millions)	Core Deposit			MSRs -			Other			Total
		Intangibles			Fair Value
	Balance, January 1, 2014		$4			$1,300			$30			$1,334
	Amortization	(1		)	—			(2		)	(3		)
	MSRs originated	—			32			—			32
	Changes in fair value:
	Due to changes in inputs and assumptions 1	—			(46		)	—			(46		)
	Other changes in fair value 2	—			(35		)	—			(35		)
	Balance, March 31, 2014		$3			$1,251			$28			$1,282
	Balance, January 1, 2013		$17			$899			$40			$956
	Amortization	(3		)	—			(3		)	(6		)
	MSRs originated	—			110			—			110
	Changes in fair value:
	Due to changes in inputs and assumptions 1	—			90			—			90
	Other changes in fair value 2	—			(74		)	—			(74		)
	Balance, March 31, 2013		$14			$1,025			$37			$1,076
	1 Primarily reflects changes in discount rates and prepayment speed assumptions, due to changes in interest rates.
	2 Represents changes due to the collection of expected cash flows, net of accretion, due to the passage of time.
	Mortgage Servicing Rights
	The Company retains MSRs from certain of its sales or securitizations of residential mortgage loans. MSRs on residential mortgage loans are the only servicing assets capitalized by the Company and are classified within intangible assets on the Company's Consolidated Balance Sheets.
	Income earned by the Company on its MSRs is derived primarily from contractually specified mortgage servicing fees and late fees, net of curtailment costs. Such income earned for the three months ended March 31, 2014 and 2013 was $79 million and $76 million, respectively. These amounts are reported in mortgage servicing related income in the Consolidated Statements of Income.
	At March 31, 2014 and December 31, 2013, the total UPB of mortgage loans serviced was $135.2 billion and $136.7 billion, respectively. Included in these amounts were $105.7 billion and $106.8 billion at March 31, 2014 and December 31, 2013, respectively, of loans serviced for third parties. During the three months ended March 31, 2014 and 2013, the Company sold MSRs, at a price approximating their fair value, on residential loans with a UPB of $289 million and $324 million, respectively.
	At the end of each quarter, the Company determines the fair value of the MSRs using a valuation model that calculates the present value of the estimated future net servicing income. The model incorporates a number of assumptions as MSRs do not trade in an active and open market with readily observable prices. The Company determines fair value using market based prepayment rates, discount rates, and other assumptions that are compared to various sources of market data including independent third party valuations and industry surveys. Senior management and the STM valuation committee review all significant assumptions quarterly since many factors can affect the fair value of MSRs. Changes to the valuation model inputs and assumptions are reflected in the periods' results.
	A summary of the key characteristics, inputs, and economic assumptions used to estimate the fair value of the Company’s MSRs at March 31, 2014 and December 31, 2013, and the sensitivity of the fair values to immediate 10% and 20% adverse changes in those assumptions are shown in the table below. The overall change in MSRs during the three months ended March 31, 2014 was primarily due to a decrease in prevailing interest rates during the period.
	(Dollars in millions)	March 31, 2014			December 31, 2013
	Fair value of retained MSRs		$1,251			$1,300
	Prepayment rate assumption (annual)	8		%	8		%
	Decline in fair value from 10% adverse change		$42			$38
	Decline in fair value from 20% adverse change	81			74
	Discount rate (annual)	12		%	12		%
	Decline in fair value from 10% adverse change		$61			$66
	Decline in fair value from 20% adverse change	117			126
	Weighted-average life (in years)	7.3			7.7
	Weighted-average coupon	4.3		%	4.4		%
	The above sensitivities are hypothetical and should be used with caution. As the amounts indicate, changes in fair value based on variations in assumptions generally cannot be extrapolated because the relationship of the change in assumption to the change in fair value may not be linear. Also, in this table, the effect of a variation in a particular assumption on the fair value of the retained interest is calculated without changing any other assumption. In reality, changes in one factor may result in changes in another, which might magnify or counteract the sensitivities. Additionally, the sensitivities above do not include the effect of hedging activity undertaken by the Company to offset changes in the fair value of MSRs. See Note 11, “Derivative Financial Instruments,” for further information regarding these hedging activities.

Certain_Transfers_of_Financial

Certain Transfers of Financial Assets and Variable Interest Entities	3 Months Ended
	Mar. 31, 2014
Certain Transfers of Financial Assets and Variable Interest Entities [Abstract]	'
Transfers and Servicing of Financial Assets [Text Block]	'
	NOTE 7 - CERTAIN TRANSFERS OF FINANCIAL ASSETS AND VARIABLE INTEREST ENTITIES
	Certain Transfers of Financial Assets and related Variable Interest Entities
	As discussed in Note 10, "Certain Transfers of Financial Assets and Variable Interest Entities," to the Consolidated Financial Statements in the Company's 2013 Annual Report on Form 10-K, the Company has transferred loans and securities in sale or securitization transactions in which the Company has, or had, continuing involvement. Except as specifically noted herein, the Company is not required to provide additional financial support to any of the entities to which the Company has transferred financial assets, nor has the Company provided any support it was not otherwise obligated to provide. Further, during the three months ended March 31, 2014, the Company evaluated whether any of its previous conclusions regarding whether it is the primary beneficiary of the VIEs described below should be changed based upon events occurring during the period. These evaluations did not result in changes to previous consolidation conclusions. No events occurred during the three months ended March 31, 2014 that changed the Company’s sale accounting conclusion in regards to the residential mortgage loans, student loans, commercial and corporate loans, or CDO securities.
	When evaluating transfers and other transactions with VIEs for consolidation, the Company first determines if it has a VI in the VIE. A VI is typically in the form of securities representing retained interests in the transferred assets and, at times, servicing rights and collateral manager fees. If the Company has a VI in the entity, it then evaluates whether or not it has both (1) the power to direct the activities that most significantly impact the economic performance of the VIE, and (2) the obligation to absorb losses or the right to receive benefits that could potentially be significant to the VIE to determine if the Company should consolidate the VIE.
	Below is a summary of transfers of financial assets to VIEs for which the Company has retained some level of continuing involvement and supplements Note 10, "Certain Transfers of Financial Assets and Variable Interest Entities," to the Consolidated Financial Statements in the Company's 2013 Annual Report on Form 10-K.
	Residential Mortgage Loans
	The Company typically transfers first lien residential mortgage loans in conjunction with Ginnie Mae, Fannie Mae, and Freddie Mac securitization transactions whereby the loans are exchanged for cash or securities that are readily redeemable for cash proceeds and servicing rights. The Company sold residential mortgage loans to these entities, which resulted in pre-tax net gains of $43 million and $157 million, including servicing rights, for the three months ended March 31, 2014 and 2013, respectively. These net gains are included within mortgage production related income in the Consolidated Statements of Income. These net gains include the change in value of the loans as a result of changes in interest rates from the time the related IRLCs were issued to the borrowers but do not include the results of hedging activities initiated by the Company to mitigate this market risk. See Note 11, “Derivative Financial Instruments,” for further discussion of the Company’s hedging activities. As seller, the Company has made certain representations and warranties with respect to the originally transferred loans, including those transferred under Ginnie Mae, Fannie Mae, and Freddie Mac programs, and those representations and warranties are discussed in Note 12, “Guarantees.”
	In a limited number of securitizations, the Company has received securities representing retained interests in the transferred loans in addition to cash and servicing rights in exchange for the transferred loans. The received securities are carried at fair value as either trading assets or securities AFS. At March 31, 2014 and December 31, 2013, the fair value of securities received totaled $70 million and $71 million, respectively, and were valued using a third party pricing service.
	The Company evaluated these securitization transactions for consolidation under the VIE consolidation guidance. As servicer of the underlying loans, the Company is generally deemed to have power over the securitization. However, if a single party, such as the issuer or the master servicer, effectively controls the servicing activities or has the unilateral ability to terminate the Company as servicer without cause, then that party is deemed to have power over the securitization. In almost all of its securitization transactions, the Company does not have power over the VIE as a result of these rights held by the master servicer. In certain transactions, the Company does have power as the servicer; however, the Company does not also have an obligation to absorb losses or the right to receive benefits that could potentially be significant to the securitization. The absorption of losses and the receipt of benefits would generally manifest itself through the retention of senior or subordinated interests. Total assets at March 31, 2014 and December 31, 2013, of the unconsolidated trusts in which the Company has a VI are $336 million and $350 million, respectively.
	The Company’s maximum exposure to loss related to the unconsolidated VIEs in which it holds a VI is comprised of the loss of value of any interests it retains and any repurchase obligations it incurs as a result of a breach of its representations and warranties, which is discussed in Note 12, “Guarantees.”
	Commercial and Corporate Loans
	The Company has involvement with CLO entities that own commercial leveraged loans and bonds, certain of which were transferred by the Company to the CLOs. In addition to retaining certain securities issued by the CLOs, the Company also acts as collateral manager for these CLOs. The securities retained by the Company and the fees received as collateral manager represent a VI in the CLOs, which are considered to be VIEs. The Company has determined that it is the primary beneficiary of and, thus, has consolidated one of these CLOs as it has both the power to direct the activities that most significantly impact the entity’s economic performance and the obligation to absorb losses and the right to receive benefits from the entity that could potentially be significant to the CLO. The Company's involvement with the CLO includes receiving fees for its duties as collateral manager, including eligibility for performance fees, as well as ownership in one of the senior interests in the CLO and certain preference shares of the CLO. Substantially all of the assets and liabilities of the CLO are loans and issued debt, respectively. The loans are classified within LHFS at fair value and the debt is included within long-term debt at fair value on the Company’s Consolidated Balance Sheets. See Note 13, “Fair Value Election and Measurement,” for a discussion of the Company’s methodologies for estimating the fair values of these financial instruments. At March 31, 2014, the Company’s Consolidated Balance Sheets reflected $224 million of loans held by the CLO and $238 million of debt issued by the CLO. At December 31, 2013, the Company’s Consolidated Balance Sheets reflected $261 million of loans held by the CLO and $256 million of debt issued by the CLO. Although the Company consolidates the CLO, its creditors have no recourse to the general credit of the Company, as the liabilities of the CLO are paid only to the extent of available cash flows from the CLO’s assets.
	For the remaining CLOs, which are also considered to be VIEs, the Company has determined that it is not the primary beneficiary as it does not have an obligation to absorb losses or the right to receive benefits from the entities that could potentially be significant to the VIE. The Company's preference share exposure was valued at $3 million at March 31, 2014 and December 31, 2013. The Company’s only remaining involvement with these VIEs is through its collateral manager role. The Company receives fees for managing the assets of these vehicles; these fees are considered adequate compensation and are commensurate with the level of effort required to provide such services. The fees received by the Company from these entities are recorded as trust and investment management income in the Consolidated Statements of Income. Senior fees earned by the Company are generally not considered at risk; however, subordinate fees earned by the Company are subject to the availability of cash flows and to the priority of payments. At March 31, 2014 and December 31, 2013, these VIEs had $1.7 billion and $1.6 billion of estimated assets, respectively, and $1.6 billion of estimated liabilities, as of the same respective dates.
	Student Loans
	During 2006, the Company completed a securitization of government-guaranteed student loans through a transfer of loans to a securitization SPE, which previously qualified as a QSPE, and retained the related residual interest in the SPE. The Company concluded that this securitization of government-guaranteed student loans (the “Student Loan entity”) should be consolidated. At March 31, 2014 and December 31, 2013, the Company’s Consolidated Balance Sheets reflected $336 million and $344 million, respectively, of assets held by the Student Loan entity and $332 million and $341 million, respectively, of debt issued by the Student Loan entity.
	Payments from the assets in the SPE must first be used to settle the obligations of the SPE, with any remaining payments remitted to the Company as the owner of the residual interest. To the extent that losses occur on the SPE’s assets, the SPE has recourse to the federal government as the guarantor up to a maximum guarantee amount of 97%. Losses in excess of the government guarantee reduce the amount of available cash payable to the Company as the owner of the residual interest. To the extent that losses result from a breach of the master servicer’s servicing responsibilities, the SPE has recourse to the Company; the SPE may require the Company to repurchase the loan from the SPE at par value. If the breach was caused by the subservicer, the Company has recourse to seek reimbursement from the subservicer up to the guaranteed amount. The Company’s maximum exposure to loss related to the SPE is represented by the potential losses resulting from a breach of servicing responsibilities. To date, all loss claims filed with the guarantor that have been denied due to servicing errors have either been cured or reimbursement has been provided to the Company by the subservicer.
	CDO Securities
	The Company has transferred bank trust preferred securities in securitization transactions. The Company determined that it was not the primary beneficiary of any of these VIEs as the Company lacked the power to direct the significant activities of any of the VIEs. During the quarter ended March 31, 2014, the Company sold all remaining exposures to these VIEs. For further details on these VIEs refer to Note 10, "Certain Transfers of Financial Assets and Variable Interest Entities," to the Consolidated Financial Statements in the Company's 2013 Annual Report on Form 10-K.
	The following tables present certain information for the three months ended March 31, related to the Company’s asset transfers in which it has continuing economic involvement.
		Three Months Ended March 31,
	(Dollars in millions)	2014		2013
	Cash flows on interests held 1:
	Residential Mortgage Loans 2		$4		$6
	Servicing or management fees 1:
	Residential Mortgage Loans 2		$—		$1
	Commercial and Corporate Loans	2		2
	Total servicing or management fees		$2		$3
	1 The transfer activity is related to unconsolidated VIEs.
	2 Does not include GSE mortgage loan transfers
	Portfolio balances and delinquency balances based on accruing loans 90 days or more past due and all nonaccrual loans at March 31, 2014 and December 31, 2013, and net charge-offs related to managed portfolio loans (both those that are owned or consolidated by the Company and those that have been transferred) for the three months ended March 31, 2014 and 2013 are as follows:
		Portfolio Balance 1				Past Due and Nonaccrual 2						Net Charge-offs
		March 31, 2014		December 31, 2013		March 31, 2014			December 31, 2013			Three Months Ended March 31
	(Dollars in millions)											2014		2013
	Type of loan:
	Commercial		$65,709		$64,310		$248			$272			$19		$45
	Residential	42,795		43,190		1,224			1,296			68		156
	Consumer	20,692		20,377		590			631			23		25
	Total loan portfolio	129,196		127,877		2,062			2,199			110		226
	Managed securitized loans:
	Commercial	1,680		1,617		32			29			—		—
	Residential	99,919		100,695		385		3	493		3	4		8
	Total managed loans		$230,795		$230,189		$2,479			$2,721			$114		$234
	1 Excludes $1.5 billion and $1.7 billion of LHFS at March 31, 2014 and December 31, 2013, respectively.
	2 Excludes $13 million and $17 million of past due LHFS at March 31, 2014 and December 31, 2013, respectively.
	3 Excludes loans that have completed the foreclosure or short sale process (i.e. involuntary prepayments).
	Other Variable Interest Entities
	In addition to the Company’s involvement with certain VIEs related to transfers of financial assets, the Company also has involvement with VIEs from other business activities.
	Total Return Swaps
	The Company has involvement with various VIEs related to its TRS business. At March 31, 2014 and December 31, 2013, the Company had $1.4 billion and $1.5 billion, respectively, in senior financing outstanding to VIEs, which was classified within trading assets and derivatives on the Consolidated Balance Sheets and carried at fair value. These VIEs had entered into TRS contracts with the Company with outstanding notional amounts of $1.4 billion and $1.5 billion at March 31, 2014 and December 31, 2013, respectively, and the Company had entered into mirror TRS contracts with third parties with the same outstanding notional amounts. At March 31, 2014, the fair values of these TRS assets and liabilities were $25 million and $21 million, respectively, and at December 31, 2013, the fair values of these TRS assets and liabilities were $35 million and $31 million, respectively, reflecting the pass-through nature of these structures. The notional amounts of the TRS contracts with the VIEs represent the Company’s maximum exposure to loss, although such exposure to loss has been mitigated via the TRS contracts with third parties. For additional information on the Company’s TRS with these VIEs, see Note 11, “Derivative Financial Instruments,” as well as Note 10, “Certain Transfers of Financial Assets and Variable Interest Entities,” to the Company's 2013 Annual Report on Form 10-K.
	Community Development Investments
	As part of its community reinvestment initiatives, the Company invests primarily within its footprint in multi-family affordable housing developments and other community development entities as a limited and/or general partner and/or a debt provider. The Company receives tax credits for various investments. The Company has determined that the related partnerships are VIEs. For partnerships where the Company operates strictly as the general partner, the Company consolidates these partnerships on its Consolidated Balance Sheets. As the general partner, the Company typically guarantees the tax credits due to the limited partner and is responsible for funding construction and operating deficits. At March 31, 2014 and December 31, 2013, total assets, which consist primarily of fixed assets and cash attributable to the consolidated entities, and total liabilities were immaterial. While the obligations of the general partner are generally non-recourse to the Company, as the general partner, the Company may from time to time step in when needed to fund deficits. During the three months ended March 31, 2014 and 2013, the Company did not provide any significant amount of funding as the general partner or to cover any deficits the partnerships may have generated.
	For other partnerships, the Company acts only in a limited partnership capacity. The Company has determined that it is not the primary beneficiary of these partnerships and accounts for its interests in accordance with the accounting guidance for investments in affordable housing projects. The general partner or an affiliate of the general partner provides guarantees to the limited partner, which protects the Company from losses attributable to operating deficits, construction deficits, and tax credit allocation deficits. Partnership assets of $1.4 billion and $1.5 billion in these partnerships were not included in the Consolidated Balance Sheets at March 31, 2014 and December 31, 2013, respectively. The limited partner interests had carrying values of $249 million and $252 million at March 31, 2014 and December 31, 2013, respectively, and are recorded in other assets in the Company’s Consolidated Balance Sheets. The Company’s maximum exposure to loss for these investments totaled $725 million and $697 million at March 31, 2014 and December 31, 2013, respectively. The Company’s maximum exposure to loss would be borne by the loss of the equity investments along with $328 million and $303 million of loans, interest-rate swaps, or letters of credit issued by the Company to the entities at March 31, 2014 and December 31, 2013, respectively. The difference between the maximum exposure to loss and the investment and loan balances is primarily attributable to the unfunded equity commitments. Unfunded equity commitments are amounts that the Company has committed to the entities upon the entities meeting certain conditions. If these conditions are met, the Company will invest these additional amounts in the entities.
	The Company adopted ASU 2014-01 in the first quarter of 2014, which allowed amortization of qualified affordable housing investments within the scope of the ASU to be presented net of the income tax credits in the provision for income taxes. During the three months ended March 31, 2014 and 2013, the Company recognized $15 million of tax credits, and $13 million and $10 million of amortization expense, respectively, in the provision for income taxes. For community development investments not within the scope of ASU 2014-01, the Company continues to record amortization of the investment in noninterest expense.
	Additionally, the Company owns noncontrolling interests in funds whose purpose is to invest in community developments. At March 31, 2014 and December 31, 2013, the Company's investment in these funds totaled $150 million and $138 million, respectively, and the Company's maximum exposure to loss on its equity investments, which is comprised of its investments in the funds plus any additional unfunded equity commitments, was $241 million and $217 million, respectively.
	When the Company owns both the limited partner and general partner interests or acts as the indemnifying party, the Company consolidates the entities. At March 31, 2014 and December 31, 2013, total assets, which consist primarily of fixed assets and cash, attributable to the consolidated non-VIE partnerships were $110 million and $151 million, respectively, and total liabilities, excluding intercompany liabilities, primarily representing third party borrowings, were $56 million and $58 million, respectively.
	During the quarter ended March 31, 2014, the Company committed to a plan to sell certain consolidated affordable housing properties, and accordingly, recorded an impairment of $36 million to adjust the carrying values to the lower of their carrying value or estimated fair value less costs to sell. At March 31, 2014, the carrying value of properties held for sale was $65 million. Disposition of these properties is expected to be completed over the next twelve months.
	Registered and Unregistered Funds Advised by RidgeWorth
	RidgeWorth, a registered investment advisor and majority owned subsidiary of the Company, serves as the investment advisor for various private placement, common and collective funds, and registered mutual funds (collectively the “Funds”). The Company evaluates these Funds to determine if the Funds are VIEs. In February 2010, the FASB issued guidance that defers the application of the existing VIE consolidation guidance for investment funds meeting certain criteria. All of the registered and unregistered Funds advised by RidgeWorth meet the scope exception criteria, thus, are not evaluated for consolidation under the guidance. Accordingly, the Company continues to apply the consolidation guidance in effect prior to the issuance of the existing guidance to interests in funds that qualify for the deferral.
	The Company has concluded that some of the Funds are VIEs. However, the Company has determined that it is not the primary beneficiary of these funds as the Company does not absorb a majority of the expected losses nor expected returns of the funds. The Company’s exposure to loss is limited to the investment advisor and other administrative fees it earns and if applicable, any equity investments. The total unconsolidated assets of these funds at March 31, 2014 and December 31, 2013, were $230 million and $247 million, respectively.
	On December 11, 2013, it was publicly announced that the Company had reached a definitive agreement to sell RidgeWorth to an investor group led by a private equity fund managed by Lightyear Capital LLC. The sale is expected to close during the second quarter of 2014. See additional discussion of the planned sale in Note 15, "Business Segment Reporting."

Net_IncomeLoss_Per_Common_Shar

Net Income/(Loss) Per Common Share	3 Months Ended
	Mar. 31, 2014
Earnings Per Share [Abstract]	'
Net Income/(Loss) Per Share	'
	NOTE 8 – NET INCOME PER COMMON SHARE
	Equivalent shares of 16 million and 22 million related to common stock options and common stock warrants outstanding at March 31, 2014 and 2013, respectively, were excluded from the computations of diluted net income per average common share because they would have been anti-dilutive.
	Reconciliations of net income to net income available to common shareholders and the difference between average basic common shares outstanding and average diluted common shares outstanding for the three months ended March 31, 2014 and 2013 are included below.
	(In millions, except per share data)	2014			2013
	Net income		$405			$352
	Preferred dividends	(9		)	(9		)
	Dividends and undistributed earnings allocated to unvested shares	(3		)	(3		)
	Net income available to common shareholders		$393			$340
	Average basic common shares	531			536
	Effect of dilutive securities:
	Stock options	2			1
	Restricted stock and warrants	4			3
	Average diluted common shares	537			540
	Net income per average common share - diluted		$0.73			$0.63
	Net income per average common share - basic		$0.74			$0.64

Income_Taxes

Income Taxes	3 Months Ended
	Mar. 31, 2014
Income Tax Disclosure [Abstract]	'
Income Taxes	'
	NOTE 9 - INCOME TAXES
	The provision for income taxes was $125 million and $161 million for the three months ended March 31, 2014 and 2013, respectively, representing effective tax rates of 24% and 31%, respectively. The Company calculated the provision for income taxes by applying the estimated annual effective tax rate to year-to-date pre-tax income and adjusting for discrete items that occurred during the period.
	The Company adopted recently issued accounting guidance effective January 1, 2014, which allowed amortization expense related to qualified affordable housing investments to be presented net of the income tax credits in the provision for income taxes. Prior to the first quarter of 2014, these amortization expenses were recognized in other noninterest expense. The standard is required to be applied retrospectively; therefore, prior periods have been restated in accordance with GAAP. See Note 1, “Significant Accounting Policies,” for further information related to the new guidance.
	At March 31, 2014, the liability for UTBs was $271 million. It is reasonably possible that the liability for UTBs could decrease by as much as $180 million during the next 12 months due to the completion of tax authority examinations and expiration of statutes of limitations. It is uncertain how much, if any, of this decline will impact the Company’s effective tax rate.

Employee_Benefit_Plans

Employee Benefit Plans	3 Months Ended
	Mar. 31, 2014
Employee Benefit Plans [Abstract]	'
Employee Benefit Plans	'
	NOTE 10 - EMPLOYEE BENEFIT PLANS
	The Company sponsors various short-term incentive plans and LTI plans for eligible employees, which may be delivered through various incentive programs, such as RSUs, restricted stock, and LTI cash. AIP is the Company's short-term cash incentive plan for key employees that provides for potential annual cash awards based on the Company's performance and/or the achievement of business unit and individual performance objectives. Awards under the LTI cash plan generally cliff vest over a period of three years from the date of the award and are paid in cash. All incentive awards are subject to clawback provisions. Compensation expense for incentive plans with cash payouts was $45 million and $39 million for the three months ended March 31, 2014 and 2013, respectively.
	Stock-Based Compensation
	The Company provides stock-based awards through the 2009 Stock Plan (as amended and restated effective January 1, 2011) under which the Compensation Committee of the Board of Directors has the authority to grant stock options, restricted stock, and RSUs to key employees of the Company. Some awards may have performance or other conditions, such as vesting tied to the Company's total shareholder return relative to a peer group or vesting tied to the achievement of an absolute financial performance target. Under the 2009 Stock Plan, approximately 21 million shares of common stock are authorized and reserved for issuance, of which no more than 17 million shares may be issued as restricted stock or stock units. At March 31, 2014, approximately 17 million shares were available for grant, including approximately 6 million shares available to be issued as restricted stock or RSUs.
	On February 10 and 11, 2014, the Compensation Committee and Board of Directors approved, subject to shareholder approval, an amendment to the Plan to remove the sub-limit on full value shares. On April 22, 2014, the shareholders approved the amendment to the Plan. The shares, which are already in the Plan (and available for grant as stock options) and were previously approved by the shareholders, are now available for grant as full value shares. After giving effect to the amendment, all 17 million shares available for grant under the Plan may be granted as stock options, restricted stock, or RSUs.
	Stock options were granted at an exercise price that was no less than the fair market value of a share of SunTrust common stock on the grant date and were either tax-qualified incentive stock options or non-qualified stock options. Stock options typically vest pro-rata over three years and generally have a maximum contractual life of ten years. Upon exercise, shares are generally issued from treasury stock. No stock options were issued during the three months ended March 31, 2014, consistent with the Company's decision to discontinue the issuance of stock options in 2014. The weighted average fair value of options granted during the three months ended March 31, 2013 was $7.37 per share. The fair value of each option grant was estimated on the date of grant using the Black-Scholes option pricing model based on the following assumptions for the three months ended March 31, 2013:
	Dividend yield	1.28	%
	Expected stock price volatility	30.98
	Risk-free interest rate (weighted average)	1.02
	Expected life of options	6 years
	Stock-based compensation expense recognized in noninterest expense for the three months ended March 31 was as follows:
	(Dollars in millions)	2014			2013
	Stock-based compensation expense:
	Stock options		$1			$3
	Restricted stock	8			7
	RSUs	14			9
	Total stock-based compensation expense		$23			$19
	The recognized stock-based compensation tax benefit was $9 million and $8 million for the three months ended March 31, 2014 and 2013, respectively.
	Retirement Plans
	SunTrust did not contribute to either of its noncontributory qualified retirement plans ("Retirement Benefit Plans") during the three months ended March 31, 2014. The expected long-term rate of return on plan assets for the Retirement Benefit Plans is 7.0% for the SunTrust Retirement Plan and 6.5% for the NCF Retirement Plan for 2014.
	Anticipated employer contributions/benefit payments for 2014 are $7 million for the SERP. During the three months ended March 31, 2014, the actual contributions/benefit payments were $1 million.
	SunTrust contributed less than $1 million to the Postretirement Welfare Plan during the three months ended March 31, 2014. Additionally, SunTrust expects to receive a Medicare Part D Subsidy reimbursement for 2014 of less than $1 million. The expected pre-tax long-term rate of return on plan assets for the Postretirement Welfare Plan is 5.25% for 2014.
	Components of net periodic benefit for the three months ended March 31 were as follows:
		Pension Benefits						Other Postretirement Benefits
	(Dollars in millions)	2014			2013			2014			2013
	Interest cost		$31			$28			$1			$1
	Expected return on plan assets	(49		)	(46		)	(2		)	(1		)
	Recognized net actuarial loss/(gain)	4			6			(1		)	—
	Net periodic benefit		($14	)		($12	)		($2	)		$—

Derivative_Financial_Instrumen

Derivative Financial Instruments	3 Months Ended
	Mar. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative Financial Instruments	'
	NOTE 11 - DERIVATIVE FINANCIAL INSTRUMENTS
	The Company enters into various derivative financial instruments, both in a dealer capacity to facilitate client transactions and as an end user as a risk management tool. ALCO monitors all derivative activities. When derivatives have been entered into with clients, the Company generally manages the risk associated with these derivatives within the framework of its VAR approach that monitors total daily exposure and seeks to manage the exposure on an overall basis. Derivatives are also used as a risk management tool to hedge the Company’s balance sheet exposure to changes in identified cash flow and fair value risks, either economically or in accordance with hedge accounting provisions. The Company’s Corporate Treasury function is responsible for employing the various hedge accounting strategies to manage these objectives. Additionally, as a normal part of its operations, the Company enters into IRLCs on mortgage loans that are accounted for as freestanding derivatives and has certain contracts containing embedded derivatives that are carried, in their entirety, at fair value. All freestanding derivatives and any embedded derivatives that the Company bifurcates from the host contracts are carried at fair value in the Consolidated Balance Sheets in trading assets and derivatives and trading liabilities and derivatives. The associated gains and losses are either recognized in AOCI, net of tax, or within the Consolidated Statements of Income, depending upon the use and designation of the derivatives.
	Credit and Market Risk Associated with Derivatives
	Derivatives expose the Company to credit risk. The Company minimizes the credit risk of derivatives by entering into transactions with counterparties with defined exposure limits based on credit quality that are reviewed periodically by the Company’s Credit Risk Management division. The Company’s derivatives may also be governed by an ISDA or other master agreement, and depending on the nature of the derivative, bilateral collateral agreements are typically in place as well. In 2013, the Company became subject to OTC derivative clearing requirements as a registered swap dealer. As a result, certain derivatives are now required to be cleared through central clearing members in which the Company is required to post initial margin and, in addition, to further mitigate the risk of non-payment, variation margin is received or paid daily based on the net asset or liability position of the contracts. When the Company has more than one outstanding derivative transaction with a single counterparty and there exists a legal right of offset with that counterparty, the Company considers its exposure to the counterparty to be the net market value of its derivative positions with that counterparty if an asset, adjusted for held collateral. At March 31, 2014, these net derivative asset positions were $0.9 billion, representing the $1.3 billion of derivative net gains adjusted for cash and other collateral of $0.4 billion that the Company held in relation to these gain positions. At December 31, 2013, net derivative asset positions were $1.0 billion, representing $1.5 billion of derivative net gains, adjusted for cash and other collateral of $0.5 billion that the Company held in relation to these gain positions.
	Derivatives also expose the Company to market risk. Market risk is the adverse effect that a change in market factors, such as interest rates, currency rates, equity prices, or implied volatility, has on the value of a derivative. The Company manages the market risk associated with its derivatives by establishing and monitoring limits on the types and degree of risk that may be undertaken. The Company continually measures this risk associated with its derivatives designated as trading instruments using a VAR methodology.
	Derivative instruments are priced with observable market assumptions at a mid-market valuation point, with appropriate valuation adjustments for liquidity and credit risk. For purposes of valuation adjustments to its derivative positions, the Company has evaluated liquidity premiums that may be demanded by market participants, as well as the credit risk of its counterparties and its own credit. The Company has considered factors such as the likelihood of default by itself and its counterparties, its net exposures, and remaining maturities in determining the appropriate fair value adjustments to recognize. Generally, the expected loss of each counterparty is estimated using the Company’s internal risk rating system. The risk rating system utilizes counterparty-specific PD and LGD estimates to derive the expected loss. For counterparties that are rated by national rating agencies, those ratings are also considered in estimating the credit risk. Additionally, counterparty exposure is evaluated by offsetting positions that are subject to master netting arrangements, as well as by considering the amount of marketable collateral securing the position. All counterparties and defined exposure limits are explicitly approved. Counterparties are regularly reviewed and appropriate business action is taken to adjust the exposure to certain counterparties, as necessary. This approach is also used by the Company to estimate its own credit risk on derivative liability positions. The Company adjusted the net fair value of its derivative contracts for estimates of net counterparty credit risk by approximately $14 million and $16 million at March 31, 2014 and December 31, 2013, respectively.
	Currently the majority of the Company’s derivatives contain contingencies that relate to the creditworthiness of the Bank. These contingencies, which are contained in industry standard master netting agreements, may be considered events of default. Should the Bank be in default under any of these provisions, the Bank’s counterparties would be permitted to close-out net at amounts that would approximate the then-fair values of the derivatives resulting in a single sum due by one party to the other. The counterparties would have the right to apply any collateral posted by the Bank against any net amount owed by the Bank. Additionally, certain of the Company’s derivative liability positions, totaling $894 million in fair value at March 31, 2014 and $941 million at December 31, 2013, contain provisions conditioned on downgrades of the Bank’s credit rating. These provisions, if triggered, would either give rise to an ATE that permits the counterparties to close-out net and apply collateral or, where a CSA is present, require the Bank to post additional collateral. At March 31, 2014, the Bank carried senior long-term debt ratings of A3/BBB+ from three of the major ratings agencies. At the current rating level, ATEs have been triggered for approximately $5 million in fair value liabilities at March 31, 2014. For illustrative purposes, if the Bank were downgraded to BB+, ATEs would be triggered in derivative liability contracts that had a total fair value of $7 million at March 31, 2014; ATEs do not exist at lower ratings levels. At March 31, 2014, $889 million in fair value of derivative liabilities were subject to CSAs, against which the Bank has posted $843 million in collateral, primarily in the form of cash. If requested by the counterparty pursuant to the terms of the CSA, the Bank would be required to post estimated additional collateral against these contracts at March 31, 2014, of $8 million if the Bank were downgraded to Baa3/BBB-, and any further downgrades to Ba1/BB+ or below do not contain predetermined collateral posting levels.
	Notional and Fair Value of Derivative Positions
	The following tables present the Company’s derivative positions at March 31, 2014 and December 31, 2013. The notional amounts in the tables are presented on a gross basis and have been classified within Asset Derivatives or Liability Derivatives based on the estimated fair value of the individual contract at March 31, 2014 and December 31, 2013. Gross positive and gross negative fair value amounts associated with respective notional amounts are presented without consideration of any netting agreements, including collateral arrangements. Net fair value derivative amounts are adjusted on an aggregate basis, where applicable, to take into consideration the effects of legally enforceable master netting agreements, including any cash collateral received or paid, and are recognized in trading assets and derivatives or trading liabilities and derivatives on the Consolidated Balance Sheets. For contracts constituting a combination of options that contain a written option and a purchased option (such as a collar), the notional amount of each option is presented separately, with the purchased notional amount generally being presented as an Asset Derivative and the written notional amount being presented as a Liability Derivative. For contracts that contain a combination of options, the fair value is generally presented as a single value with the purchased notional amount if the combined fair value is positive, and with the written notional amount, if the combined fair value is negative.
		31-Mar-14
		Asset Derivatives									Liability Derivatives
	(Dollars in millions)		Notional				Fair				Notional				Fair
			Amounts				Value				Amounts				Value
	Derivatives designated in cash flow hedging relationships 1
	Interest rate contracts hedging floating rate loans			$17,600				$360				$500				$1
	Derivatives designated in fair value hedging relationships 2
	Interest rate contracts covering fixed rate debt		1,000				44				900				8
	Derivatives not designated as hedging instruments 3
	Interest rate contracts covering:
	Fixed rate debt		—				—				60				7
	MSRs		3,091				38				7,159				46
	LHFS, IRLCs 4		2,829				8				2,424				4
	Trading activity 5		59,949				2,563				67,558				2,387
	Foreign exchange rate contracts covering trading activity		3,286				54				3,046				46
	Credit contracts covering:
	Loans		—				—				492				5
	Trading activity 6		1,407				25				1,417				22
	Equity contracts - Trading activity 5		20,113				2,340				25,641				2,593
	Other contracts:
	IRLCs and other 7		1,455				14				509				3
	Commodities		245				17				244				17
	Total		92,375				5,059				108,550				5,130
	Total derivatives			$110,975				$5,463				$109,950				$5,139
	Total gross derivatives, before netting							$5,463								$5,139
	Less: Legally enforceable master netting agreements						(3,927		)						(3,927		)
	Less: Cash collateral received/paid						(355		)						(843		)
	Total derivatives, after netting							$1,181								$369
	1 See “Cash Flow Hedges” in this Note for further discussion.
	2 See “Fair Value Hedges” in this Note for further discussion.
	3 See “Economic Hedging and Trading Activities” in this Note for further discussion.
	4 Amount includes $875 million of notional amounts related to interest rate futures. These futures contracts settle in cash daily, one day in arrears. The derivative asset or liability associated with the one day lag is included in the fair value column of this table.
	5 Amounts include $13.8 billion and $0.5 billion of notional related to interest rate futures and equity futures, respectively. These futures contracts settle in cash daily, one day in arrears. The derivative assets/liabilities associated with the one day lag are included in the fair value column of this table.
	6 Asset and liability amounts include $4 million and $3 million, respectively, of notional from purchased and written credit risk participation agreements, respectively, whose notional is calculated as the notional of the derivative participated adjusted by the relevant RWA conversion factor.
	7 Includes a notional amount that is based on the number of Visa Class B shares, 3.2 million, the conversion ratio from Class B shares to Class A shares, and the Class A share price at the derivative inception date of May 28, 2009. This derivative was established upon the sale of Class B shares in the second quarter of 2009 as discussed in Note 12, “Guarantees.” The fair value of the derivative liability, which relates to a notional amount of $55 million, is immaterial and is recognized in trading assets and derivatives in the Consolidated Balance Sheets.
		December 31, 2013
		Asset Derivatives									Liability Derivatives
	(Dollars in millions)		Notional				Fair				Notional				Fair
			Amounts				Value				Amounts				Value
	Derivatives designated in cash flow hedging relationships 1
	Interest rate contracts hedging floating rate loans			$17,250				$471				$—				$—
	Derivatives designated in fair value hedging relationships 2
	Interest rate contracts covering fixed rate debt		2,000				52				900				24
	Derivatives not designated as hedging instruments 3
	Interest rate contracts covering:
	Fixed rate debt		—				—				60				7
	MSRs		1,425				27				6,898				79
	LHFS, IRLCs 4		4,561				30				1,317				5
	Trading activity 5		70,615				2,917				65,299				2,742
	Foreign exchange rate contracts covering trading activity		2,449				61				2,624				57
	Credit contracts covering:
	Loans		—				—				427				5
	Trading activity 6		1,568				37				1,579				34
	Equity contracts - Trading activity 5		19,595				2,504				24,712				2,702
Other contracts:
IRLCs and other 7		1,114				12				755				4
Commodities		241				14				228				14
Total		101,568				5,602				103,899				5,649
Total derivatives			$120,818				$6,125				$104,799				$5,673
Total gross derivatives, before netting							$6,125								$5,673
Less: Legally enforceable master netting agreements						(4,284		)						(4,284		)
Less: Cash collateral received/paid						(457		)						(864		)
Total derivatives, after netting							$1,384								$525
1 See “Cash Flow Hedges” in this Note for further discussion.
2 See “Fair Value Hedges” in this Note for further discussion.
3 See “Economic Hedging and Trading Activities” in this Note for further discussion.
4 Amount includes $885 million of notional amounts related to interest rate futures. These futures contracts settle in cash daily, one day in arrears. The derivative liability associated with the one day lag is included in the fair value column of this table.
5 Amounts include $15.2 billion and $0.2 billion of notional related to interest rate futures and equity futures, respectively. These futures contracts settle in cash daily, one day in arrears. The derivative asset associated with the one day lag is included in the fair value column of this table.
6 Asset and liability amounts each include $4 million and $5 million of notional from purchased and written interest rate swap risk participation agreements, respectively, whose notional is calculated as the notional of the interest rate swap participated adjusted by the relevant RWA conversion factor.
7 Includes a notional amount that is based on the number of Visa Class B shares, 3.2 million, the conversion ratio from Class B shares to Class A shares, and the Class A share price at the derivative inception date of May 28, 2009. This derivative was established upon the sale of Class B shares in the second quarter of 2009 as discussed in Note 12, “Guarantees.” The fair value of the derivative liability, which relates to a notional amount of $55 million, is immaterial and is recognized in other liabilities in the Consolidated Balance Sheets.
Impact of Derivatives on the Consolidated Statements of Income and Shareholders’ Equity
The impacts of derivatives on the Consolidated Statements of Income and the Consolidated Statements of Shareholders’ Equity for the three months ended March 31, 2014 are presented below. The impacts are segregated between those derivatives that are designated in hedging relationships and those that are used for economic hedging or trading purposes, with further identification of the underlying risks in the derivatives and the hedged items, where appropriate. The tables do not disclose the financial impact of the activities that these derivative instruments are intended to hedge.
	Three Months Ended March 31, 2014
(Dollars in millions)	Amount of pre-tax gain				Classification of gain		Amount of pre-tax gain
	recognized in				reclassified from		reclassified from
	OCI on Derivatives				AOCI into Income		AOCI into Income
	(Effective  Portion)				(Effective Portion)		(Effective Portion)
Derivatives in cash flow hedging relationships:
Interest rate contracts hedging floating rate loans1		$23			Interest and fees on loans			$76
1 During the three months ended March 31, 2014, the Company also reclassified $26 million pre-tax gains from AOCI into net interest income. These gains related to hedging relationships that have been previously terminated or de-designated and are reclassified into earnings in the same period in which the forecasted transaction occurs.
	Three Months Ended March 31, 2014
(Dollars in millions)	Amount of gain on Derivatives				Amount of loss on related Hedged Items				Amount of gain/(loss)
	recognized in Income				recognized in Income				recognized in
									Income on Hedges
									(Ineffective Portion)
Derivatives in fair value hedging relationships:
Interest rate contracts hedging fixed rate debt1		$9				($9	)			$—
1 Amounts are recognized in trading income in the Consolidated Statements of Income.
(Dollars in millions)	Classification of gain/(loss)		Amount of gain/(loss)
	recognized in Income on Derivatives		recognized in Income
			on Derivatives during the
			Three Months Ended March 31, 2014
Derivatives not designated as hedging instruments:
Interest rate contracts covering:
MSRs	Mortgage servicing related income			$55
LHFS, IRLCs	Mortgage production related income		(34		)
Trading activity	Trading income		14
Foreign exchange rate contracts covering:
Trading activity	Trading income		5
Credit contracts covering:
Trading activity	Trading income		4
Equity contracts - trading activity	Trading income		1
Other contracts - IRLCs	Mortgage production related income		60
Total				$105
The impacts of derivatives on the Consolidated Statements of Income and the Consolidated Statements of Shareholders' Equity for the three months ended March 31, 2013, are presented below:
	Three Months Ended March 31, 2013
(Dollars in millions)	Amount of pre-tax gain				Classification of gain		Amount of pre-tax gain
	recognized in				reclassified from		reclassified from
	OCI on Derivatives				AOCI into Income		AOCI into Income
	(Effective Portion)				(Effective Portion)		(Effective Portion)
Derivatives in cash flow hedging relationships:
Interest rate contracts hedging floating rate loans 1		$1			Interest and fees on loans			$87
1 During the three months ended March 31, 2013, the Company also reclassified $27 million pre-tax gains from AOCI into net interest income. These gains related to hedging relationships that have been previously terminated or de-designated and are reclassified into earnings in the same period in which the forecasted transaction occurs.
	Three Months Ended March 31, 2013
(Dollars in millions)	Amount of loss on Derivatives recognized in Income				Amount of gain on related Hedged Items				Amount of gain recognized in Income on Hedges (Ineffective Portion)
					recognized in Income
Derivatives in fair value hedging relationships:
Interest rate contracts hedging fixed rate debt 1		($5	)			$6				$1
1 Amounts are recognized in trading income in the Consolidated Statements of Income.
(Dollars in millions)	Classification of gain/(loss)		Amount of gain/(loss)
	recognized in Income on Derivatives		recognized in Income
			on Derivatives during the
			Three Months Ended March 31, 2013
Derivatives not designated as hedging instruments:
Interest rate contracts covering:
MSRs	Mortgage servicing related income			($56	)
LHFS, IRLCs	Mortgage production related income		35
Trading activity	Trading income		8
Foreign exchange rate contracts covering:
Commercial loans	Trading income		2
Trading activity	Trading income		12
Credit contracts covering:
Loans	Other noninterest income		(1		)
Trading activity	Trading income		5
Equity contracts - trading activity	Trading income		1
Other contracts - IRLCs	Mortgage production related income		102
Total				$108
Netting of Derivatives
The Company has various financial assets and financial liabilities that are subject to enforceable master netting agreements or similar agreements. The Company's securities borrowed or purchased under agreements to resell and securities sold under agreements to repurchase that are subject to enforceable master netting agreements or similar agreements are discussed in Note 2, "Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell." The Company enters into ISDA or other legally enforceable industry standard master netting arrangements with derivative counterparties. Under the terms of the master netting arrangements, all transactions between the Company and the counterparty constitute a single business relationship such that in the event of default, the nondefaulting party is entitled to set off claims and apply property held by that party in respect of any transaction against obligations owed. Any payments, deliveries, or other transfers may be applied against each other and netted.
The table below shows total gross derivative assets and liabilities which are adjusted on an aggregate basis, where applicable to take into consideration the effects of legally enforceable master netting agreements, including any cash collateral received or paid, for the net reported amount in the Consolidated Balance Sheets. Also included in the table is financial instrument collateral related to legally enforceable master netting agreements that represents securities collateral received or pledged and customer cash collateral held at third-party custodians. These amounts are not offset on the Consolidated Balance Sheets but are shown as a reduction to total derivative assets and liabilities in the table to derive net derivative assets and liabilities. These amounts are limited to the derivative asset/liability balance, and accordingly, do not include excess collateral received/pledged.
The following tables present the Company's gross derivative financial assets and liabilities at March 31, 2014 and December 31, 2013, and the related impact of enforceable master netting arrangements and cash collateral, where applicable:
(Dollars in millions)	Gross				Amount				Net Amount				Held/Pledged				Net
	Amount				Offset				Presented in				Financial				Amount
									Consolidated				Instruments
									Balance Sheets
31-Mar-14
Derivative financial assets:
Derivatives subject to master netting arrangement or similar arrangement		$4,733				$3,789				$944				$51				$893
Derivatives not subject to master netting arrangement or similar arrangement	14				—				14				—				14
Exchange traded derivatives	716				493				223				—				223
Total derivative financial assets		$5,463				$4,282				$1,181		1		$51				$1,130
Derivative financial liabilities:
Derivatives subject to master netting arrangement or similar arrangement		$4,468				$4,277				$191				$18				$173
Derivatives not subject to master netting arrangement or similar arrangement	178				—				178				—				178
Exchange traded derivatives	493				493				—				—				—
Total derivative financial liabilities		$5,139				$4,770				$369		2		$18				$351
December 31, 2013
Derivative financial assets:
Derivatives subject to master netting arrangement or similar arrangement		$5,285				$4,239				$1,046				$51				$995
Derivatives not subject to master netting arrangement or similar arrangement	12				—				12				—				12
Exchange traded derivatives	828				502				326				—				326
Total derivative financial assets		$6,125				$4,741				$1,384		1		$51				$1,333
Derivative financial liabilities:
Derivatives subject to master netting arrangement or similar arrangement		$4,982				$4,646				$336				$13				$323
Derivatives not subject to master netting arrangement or similar arrangement	189				—				189				—				189
Exchange traded derivatives	502				502				—				—				—
Total derivative financial liabilities		$5,673				$5,148				$525		2		$13				$512
1 At March 31, 2014, $1.2 billion, net of $355 million offsetting cash collateral, is recognized in trading assets and derivatives within the Company's Consolidated Balance Sheets. At December 31, 2013, $1.4 billion, net of $457 million offsetting cash collateral, is recognized in trading assets and derivatives within the Company's Consolidated Balance Sheets.
2 At March 31, 2014, $369 million, net of $843 million offsetting cash collateral, is recognized in trading liabilities and derivatives within the Company's Consolidated Balance Sheets. At December 31, 2013, $525 million, net of $864 million offsetting cash collateral, is recognized in trading liabilities and derivatives within the Company's Consolidated Balance Sheets.
Credit Derivatives
As part of its trading businesses, the Company enters into contracts that are, in form or substance, written guarantees: specifically, CDS, risk participations, and TRS. The Company accounts for these contracts as derivatives and, accordingly, recognizes these contracts at fair value, with changes in fair value recognized in trading income in the Consolidated Statements of Income.
The Company writes CDS, which are agreements under which the Company receives premium payments from its counterparty for protection against an event of default of a reference asset. In the event of default under the CDS, the Company would either net cash settle or make a cash payment to its counterparty and take delivery of the defaulted reference asset, from which the Company may recover all, a portion, or none of the credit loss, depending on the performance of the reference asset. Events of default, as defined in the CDS agreements, are generally triggered upon the failure to pay and similar events related to the issuer(s) of the reference asset. At March 31, 2014 and December 31, 2013, all written CDS contracts reference single name corporate credits or corporate credit indices. When the Company has written CDS, it has generally entered into offsetting CDS for the underlying reference asset, under which the Company paid a premium to its counterparty for protection against an event of default on the reference asset. The counterparties to these purchased CDS are generally of high creditworthiness and typically have ISDA master netting agreements in place that subject the CDS to master netting provisions, thereby, mitigating the risk of non-payment to the Company. As such, at March 31, 2014 the Company did not have any material risk of making a non-recoverable payment on any written CDS. During 2014 and 2013, the only instances of default on written CDS were driven by credit indices with constituent credit default. In all cases where the Company made resulting cash payments to settle, the Company collected like amounts from the counterparties to the offsetting purchased CDS. At March 31, 2014, there were no written CDS positions outstanding. The fair values of written CDS were $3 million at December 31, 2013. The maximum guarantees outstanding at December 31, 2013, as measured by the gross notional amounts of written CDS, were $60 million. At March 31, 2014 and December 31, 2013, the gross notional amounts of purchased CDS contracts, which represent benefits to rather than obligations of the Company, were $10 million and $70 million, respectively. The fair values of purchased CDS were less than $1 million and $3 million at March 31, 2014 and December 31, 2013, respectively.
The Company has also entered into TRS contracts on loans. The Company’s TRS business consists of matched trades, such that when the Company pays depreciation on one TRS, it receives the same amount on the matched TRS. To mitigate its credit risk, the Company typically receives initial cash collateral from the counterparty upon entering into the TRS and is entitled to additional collateral if the fair value of the underlying reference assets deteriorates. At March 31, 2014 and December 31, 2013, there were $1.4 billion and $1.5 billion of outstanding and offsetting TRS notional balances, respectively. The fair values of the TRS derivative assets and liabilities at March 31, 2014, were $25 million and $21 million, respectively, and related collateral held at March 31, 2014, was $194 million. The fair values of the TRS derivative assets and liabilities at December 31, 2013, were $35 million and $31 million, respectively, and related collateral held at December 31, 2013, was $228 million.
The Company writes risk participations, which are credit derivatives, whereby the Company has guaranteed payment to a dealer counterparty in the event that the counterparty experiences a loss on a derivative, such as an interest rate swap, due to a failure to pay by the counterparty’s customer (the “obligor”) on that derivative. The Company monitors its payment risk on its risk participations by monitoring the creditworthiness of the obligors, which is based on the normal credit review process the Company would have performed had it entered into the derivatives directly with the obligors. The obligors are all corporations or partnerships. However, the Company continues to monitor the creditworthiness of its obligors and the likelihood of payment could change at any time due to unforeseen circumstances. To date, no material losses have been incurred related to the Company’s written risk participations. At March 31, 2014, the remaining terms on these risk participations generally ranged from less than one year to nine years, with a weighted average on the maximum estimated exposure of 5.4 years. The Company’s maximum estimated exposure to written risk participations, as measured by projecting a maximum value of the guaranteed derivative instruments based on interest rate curve simulations and assuming 100% default by all obligors on the maximum values, was approximately $23 million and $33 million at March 31, 2014 and December 31, 2013, respectively. The fair values of the written risk participations were less than $1 million at March 31, 2014 and December 31, 2013. As part of its trading activities, the Company may enter into purchased risk participations to mitigate credit exposure to a derivative counterparty.
Cash Flow Hedges
The Company utilizes a comprehensive risk management strategy to monitor sensitivity of earnings to movements in interest rates. Specific types of funding and principal amounts hedged are determined based on prevailing market conditions and the shape of the yield curve. In conjunction with this strategy, the Company may employ various interest rate derivatives as risk management tools to hedge interest rate risk from recognized assets and liabilities or from forecasted transactions. The terms and notional amounts of derivatives are determined based on management’s assessment of future interest rates, as well as other factors.
Interest rate swaps have been designated as hedging the exposure to the benchmark interest rate risk associated with floating rate loans. At March 31, 2014, the range of hedge maturities for hedges of floating rate loans was between less than one year and five years, with the weighted average being 1.7 years. Ineffectiveness on these hedges was less than $1 million during the three months ended March 31, 2014 and 2013. At March 31, 2014, $322 million of the deferred net gains on derivatives that are recognized in AOCI are expected to be reclassified to net interest income over the next twelve months in connection with the recognition of interest income on these hedged items. The amount to be reclassified into income includes both active and terminated or de-designated cash flow hedges. The Company may choose to terminate or de-designate a hedging relationship in this program due to a change in the risk management objective for that specific hedge item, which may arise in conjunction with an overall balance sheet management strategy.
Fair Value Hedges
The Company enters into interest rate swap agreements as part of the Company’s risk management objectives for hedging its exposure to changes in fair value due to changes in interest rates. These hedging arrangements convert Company-issued fixed rate long-term debt to floating rates. Consistent with this objective, the Company reflects the accrued contractual interest on the hedged item and the related swaps as part of current period interest. There were no components of derivative gains or losses excluded in the Company’s assessment of hedge effectiveness related to the fair value hedges.
Economic Hedging and Trading Activities
In addition to designated hedging relationships, the Company also enters into derivatives as an end user as a risk management tool to economically hedge risks associated with certain non-derivative and derivative instruments, along with entering into derivatives in a trading capacity with its clients.
The primary risks that the Company economically hedges are interest rate risk, foreign exchange risk, and credit risk. Economic hedging objectives are accomplished by entering into offsetting derivatives either on an individual basis or collectively on a macro basis and generally accomplish the Company’s goal of mitigating the targeted risk. To the extent that specific derivatives are associated with specific hedged items, the notional amounts, fair values, and gains/(losses) on the derivatives are illustrated in the tables in this footnote.
•	The Company utilizes interest rate derivatives to mitigate exposures from various instruments.
◦	The Company is subject to interest rate risk on its fixed rate debt. As market interest rates move, the fair value of the Company’s debt is affected. To protect against this risk on certain debt issuances that the Company has elected to carry at fair value, the Company has entered into pay variable-receive fixed interest rate swaps that decrease in value in a rising rate environment and increase in value in a declining rate environment.
◦	The Company is exposed to risk on the returns of certain of its brokered deposits that are carried at fair value. To hedge against this risk, the Company has entered into interest rate derivatives that mirror the risk profile of the returns on these instruments.
◦	The Company is exposed to interest rate risk associated with MSRs, which the Company hedges with a combination of mortgage and interest rate derivatives, including forward and option contracts, futures, and forward rate agreements.
◦	The Company enters into mortgage and interest rate derivatives, including forward contracts, futures, and option contracts to mitigate interest rate risk associated with IRLCs and mortgage LHFS.
•	The Company is exposed to foreign exchange rate risk associated with certain commercial loans.
•	The Company enters into CDS to hedge credit risk associated with certain loans held within its Wholesale Banking segment. The Company accounts for these contracts as derivatives and, accordingly, recognizes these contracts at fair value, with changes in fair value recognized in other noninterest income in the Consolidated Statements of Income.
•	Trading activity, as illustrated in the tables within this footnote, primarily includes interest rate swaps, equity derivatives, CDS, futures, options, foreign currency contracts, and commodities. These derivatives are entered into in a dealer capacity to facilitate client transactions or are utilized as a risk management tool by the Company as an end user in certain macro-hedging strategies. The macro-hedging strategies are focused on managing the Company’s overall interest rate risk exposure that is not otherwise hedged by derivatives or in connection with specific hedges and, therefore, the Company does not specifically associate individual derivatives with specific assets or liabilities.

Guarantees

Guarantees	3 Months Ended
	Mar. 31, 2014
Guarantees [Abstract]	'
Guarantees	'
	NOTE 12 – GUARANTEES
	The Company has undertaken certain guarantee obligations in the ordinary course of business. The issuance of a guarantee imposes an obligation for the Company to stand ready to perform and make future payments should certain triggering events occur. Payments may be in the form of cash, financial instruments, other assets, shares of stock, or provisions of the Company’s services. The following is a discussion of the guarantees that the Company had issued at March 31, 2014. The Company has also entered into certain contracts that are similar to guarantees, but that are accounted for as derivatives as discussed in Note 11, “Derivative Financial Instruments.”
	Letters of Credit
	Letters of credit are conditional commitments issued by the Company, generally to guarantee the performance of a client to a third party in borrowing arrangements, such as CP, bond financing, and similar transactions. The credit risk involved in issuing letters of credit is essentially the same as that involved in extending loan facilities to clients and may be reduced by selling participations to third parties. The Company issues letters of credit that are classified as financial standby, performance standby, or commercial letters of credit.
	At March 31, 2014 and December 31, 2013, the maximum potential amount of the Company’s obligation were $3.3 billion for issued financial and performance standby letters of credit. The Company’s outstanding letters of credit generally have a term of less than one year but may extend longer. If a letter of credit is drawn upon, the Company may seek recourse through the client’s underlying obligation. If the client’s line of credit is also in default, the Company may take possession of the collateral securing the line of credit, where applicable. The Company monitors its credit exposure under standby letters of credit in the same manner as it monitors other extensions of credit in accordance with its credit policies. Some standby letters of credit are designed to be drawn upon and others are drawn upon only under circumstances of dispute or default in the underlying transaction to which the Company is not a party. In all cases, the Company holds the right to reimbursement from the applicant and may or may not also hold collateral to secure that right. An internal assessment of the PD and loss severity in the event of default is performed consistent with the methodologies used for all commercial borrowers. The management of credit risk regarding letters of credit leverages the risk rating process to focus higher visibility on the higher risk and/or higher dollar letters of credit. The associated reserve is a component of the unfunded commitments reserve recorded in other liabilities in the Consolidated Balance Sheets and included in the allowance for credit losses as disclosed in Note 5, “Allowance for Credit Losses.” Additionally, unearned fees relating to letters of credit are recorded in other liabilities. The net carrying amount of unearned fees was immaterial at March 31, 2014 and December 31, 2013.
	Loan Sales
	STM, a consolidated subsidiary of the Company, originates and purchases residential mortgage loans, a portion of which are sold to outside investors in the normal course of business, through a combination of whole loan sales to GSEs, Ginnie Mae, and non-agency investors. Prior to 2008, the Company also sold loans through a limited number of Company-sponsored securitizations. When mortgage loans are sold, representations and warranties regarding certain attributes of the loans sold are made to these third party purchasers. Subsequent to the sale, if a material underwriting deficiency or documentation defect is discovered, STM may be obligated to repurchase the mortgage loan or to reimburse the investor for losses incurred (make whole requests) if such deficiency or defect cannot be cured by STM within the specified period following discovery. Additionally, defects in the securitization process or breaches of underwriting and servicing representations and warranties can result in loan repurchases, as well as adversely affect the valuation of MSRs, servicing advances, or other mortgage loan-related exposures, such as OREO. These representations and warranties may extend through the life of the mortgage loan. STM’s risk of loss under its representations and warranties is largely driven by borrower payment performance since investors will perform extensive reviews of delinquent loans as a means of mitigating losses.
	Loan repurchase requests generally arise from loans sold during the period from January 1, 2005 to March 31, 2014, which totaled $298.2 billion at the time of sale, consisting of $233.2 billion and $30.3 billion of agency and non-agency loans, respectively, as well as $34.7 billion of loans sold to Ginnie Mae. The composition of the remaining outstanding balance by vintage and type of buyer at March 31, 2014, is shown in the following table:
		Remaining Outstanding Balance by Year of Sale
	(Dollars in billions)	2005		2006			2007		2008		2009		2010		2011		2012		2013		2014		Total
	GSE1		$1.80		$1.90			$3.60		$3.40		$10.60		$7.00		$7.90		$17.30		$20.90		$2.30		$76.70
	Ginnie Mae1	0.4		0.2			0.2		1.1		3		2.4		2		3.8		3.5		0.4		17
	Non-agency	3.1		4.7			3		—		—		—		—		—		—		—		10.8
	Total		$5.30		$6.80			$6.80		$4.50		$13.60		$9.40		$9.90		$21.10		$24.40		$2.70		$104.50
	1 Balances based on loans currently serviced by the Company and excludes loans serviced by others and certain loans in foreclosure.
	Non-agency loan sales include whole loans and loans sold in private securitization transactions. While representations and warranties have been made related to these sales, they can differ in many cases from those made in connection with loans sold to the GSEs in that non-agency loans may not be required to meet the same underwriting standards and non-agency investors may be required to demonstrate that the alleged breach was material and caused the investors' loss. Loans sold to Ginnie Mae are insured by either the FHA or VA. As servicer, we may elect to repurchase delinquent loans in accordance with Ginnie Mae guidelines; however, the loans continue to be insured. We indemnify the FHA and VA for losses related to loans not originated in accordance with their guidelines. See Note 14, "Contingencies," for additional information on current legal matters related to representations and warranties made in connection with loan sales (Residential Funding Company, LLC matter) and the HUD Investigation regarding origination practices for FHA loans.
	Repurchase requests from GSEs, Ginnie Mae, and non-agency investors, for all vintages, were $70 million during the three months ended March 31, 2014, $1.5 billion during the year ended December 31, 2013, and $1.7 billion during the years ended 2012 and 2011, respectively, and requests received since 2005 on a cumulative basis for all vintages totaled $8.5 billion. The majority of these requests were from GSEs, with a limited number of requests from non-agency investors. Repurchase requests from non-agency investors were less than $1 million during the three months ended March 31, 2014, and were $18 million, $22 million, and $50 million during the years ended 2013, 2012 and 2011, respectively. Additionally, loans originated during 2006 - 2008 have consistently comprised the vast majority of total repurchase requests during the past three years.
	The repurchase and make whole requests received have been primarily due to alleged material breaches of representations related to compliance with the applicable underwriting standards, including borrower misrepresentation and appraisal issues. STM performs a loan by loan review of all requests and contests demands to the extent they are not considered valid.
	At March 31, 2014, the original UPB of loans related to unresolved requests previously received from investors was $155 million, comprised of $152 million from the GSEs and $3 million from non-agency investors. Comparable amounts at December 31, 2013, were $126 million, comprised of $122 million from the GSEs and $4 million from non-agency investors.
	During the third quarter of 2013, the Company reached agreements with Freddie Mac and Fannie Mae under which they released the Company from certain existing and future repurchase obligations for loans funded by Freddie Mac between 2000 and 2008 and Fannie Mae between 2000 and 2012. The Company recorded $5 million of provision expenses during the three months ended March 31, 2014, resulting in a reserve balance of $83 million at March 31, 2014.
	A significant degree of judgment is used to estimate the mortgage repurchase liability as the estimation process is inherently uncertain and subject to imprecision. The Company believes that its reserve appropriately estimates incurred losses based on its current analysis and assumptions, inclusive of the Freddie Mac and Fannie Mae settlement agreements, GSE owned loans serviced by third party servicers, loans sold to private investors, and future indemnifications. At March 31, 2014 and December 31, 2013, the Company's estimate of the liability for incurred losses related to all vintages of mortgage loans sold totaled $83 million and $78 million, respectively. However, the 2013 agreements with Fannie Mae and Freddie Mac settling certain aspects of the Company's repurchase obligations preserve their right to require repurchases arising from certain types of events, and that preservation of rights can impact future losses of the Company. While the repurchase reserve includes the estimated cost of settling claims related to required repurchases, the Company's estimate of losses depends on its assumptions regarding GSE and other counterparty behavior, loan performance, home prices, and other factors. The liability is recorded in other liabilities in the Consolidated Balance Sheets, and the related repurchase provision is recognized in mortgage production related income in the Consolidated Statements of Income.
	The following table summarizes the changes in the Company’s reserve for mortgage loan repurchases:
		Three Months Ended March 31
	(Dollars in millions)	2014		2013
	Balance at beginning of period		$78		$632
	Repurchase provision	5		14
	Charge-offs	—		(133		)
	Balance at end of period		$83		$513
	During the three months ended March 31, 2014 and 2013, the Company repurchased or otherwise settled mortgages with original loan balances of $8 million and $249 million, respectively, related to investor demands. At March 31, 2014, the carrying value of outstanding repurchased mortgage LHFI, net of any allowance for loan losses, was $334 million, of which $62 million were nonperforming. At December 31, 2013, the carrying value of outstanding repurchased mortgage loans, net of any allowance for loan losses, was $339 million, comprised of $325 million LHFI and $14 million LHFS, respectively, of which $54 million LHFI and $14 million LHFS, were nonperforming.
	The Company normally retains servicing rights when loans are transferred. As servicer, the Company makes representations and warranties that it will service the loans in accordance with investor servicing guidelines and standards which may include (i) collection and remittance of principal and interest, (ii) administration of escrow for taxes and insurance, (iii) advancing principal, interest, taxes, insurance, and collection expenses on delinquent accounts, (iv) loss mitigation strategies including loan modifications, and (v) foreclosures. The Company recognizes a liability for contingent losses when MSRs are sold, which totaled $27 million and $21 million at March 31, 2014 and December 31, 2013, respectively.
	Contingent Consideration
	The Company has contingent payment obligations related to certain business combination transactions. Payments are calculated using certain post-acquisition performance criteria. The potential obligation and amount recorded as an other liability representing the fair value of the contingent payments were $26 million at both March 31, 2014 and December 31, 2013. If required, these contingent payments will be payable within the next two years.
	Visa
	The Company issues credit and debit transactions through Visa and MasterCard International. The Company is a defendant, along with Visa and MasterCard International (the “Card Associations”), as well as several other banks, in one of several antitrust lawsuits challenging the practices of the Card Associations (the “Litigation”). The Company entered into judgment and loss sharing agreements with Visa and certain other banks in order to apportion financial responsibilities arising from any potential adverse judgment or negotiated settlements related to the Litigation. Additionally, in connection with Visa's restructuring in 2007, a provision of the original Visa By-Laws, Section 2.05j, was restated in Visa's certificate of incorporation. Section 2.05j contains a general indemnification provision between a Visa member and Visa, and explicitly provides that after the closing of the restructuring, each member's indemnification obligation is limited to losses arising from its own conduct and the specifically defined Litigation.
	Agreements associated with Visa's IPO have provisions that Visa will fund a litigation escrow account, established for the purpose of funding judgments in, or settlements of, the Litigation. Since inception of the escrow account, Visa has funded over $8.5 billion into the escrow account, approximately $4.1 billion of which has been paid out in Litigation settlements and another $4.4 billion which was paid into a settlement fund during 2012. If the escrow account is insufficient to cover the Litigation losses, then Visa will issue additional Class A shares (“loss shares”). The proceeds from the sale of the loss shares would then be deposited in the escrow account. The issuance of the loss shares will cause a dilution of Visa's Class B shares as a result of an adjustment to lower the conversion factor of the Class B shares to Class A shares. Visa U.S.A.'s members are responsible for any portion of the settlement or loss on the Litigation after the escrow account is depleted and the value of the Class B shares is fully-diluted. In May 2009, the Company sold its 3.2 million Class B shares to the Visa Counterparty and entered into a derivative with the Visa Counterparty. The Company received $112 million and recognized a gain of $112 million in connection with these transactions. Under the derivative, the Visa Counterparty is compensated by the Company for any decline in the conversion factor as a result of the outcome of the Litigation. Conversely, the Company is compensated by the Visa Counterparty for any increase in the conversion factor. The amount of payments made or received under the derivative is a function of the 3.2 million shares sold to the Visa Counterparty, the change in conversion rate, and Visa’s share price. The Visa Counterparty, as a result of its ownership of the Class B shares, is impacted by dilutive adjustments to the conversion factor of the Class B shares caused by the Litigation losses. The conversion factor at the inception of the derivative in May 2009 was 0.6296 and at March 31, 2014 the conversion factor was 0.4206 due to Visa’s funding of the litigation escrow account since 2009. There were no changes to the conversion factor during the three months ended March 31, 2014 and 2013; therefore, no payments were made by the Company to the Visa Counterparty, other than certain fixed payment charges which were less than $1 million for both the three months ended March 31, 2014 and 2013.
	During 2012, the Card Associations and defendants signed a memorandum of understanding to enter into a settlement agreement to resolve the plaintiffs' claims in the Litigation. Visa's share of the claims represents approximately $4.4 billion, which was paid from the escrow account into a settlement fund during 2012. During 2013, various members of the putative class elected to opt out of the settlement. This will result in a proportional decrease in the amount of the settlement. While the estimated fair value of the derivative liability was immaterial at March 31, 2014 and December 31, 2013, the ultimate impact to the Company could be significantly different if the settlement is not approved and/or based on the ultimate resolution with the plaintiffs that opted out of the settlement.
	Tax Credit Investments Sold
	SunTrust Community Capital, one of the Company's subsidiaries, previously obtained state and federal tax credits through the construction and development of affordable housing properties and continues to obtain state and federal tax credits through investments in affordable housing developments. SunTrust Community Capital or its subsidiaries are limited and/or general partners in various partnerships established for the properties. Some of the investments that generate state tax credits may be sold to outside investors. At March 31, 2014, SunTrust Community Capital has completed six sales containing guarantee provisions stating that SunTrust Community Capital will make payment to the outside investors if the tax credits become ineligible. SunTrust Community Capital also guarantees that the general partner under the transaction will perform on the delivery of the credits. The guarantees are expected to expire within a fifteen year period from inception. At March 31, 2014, the maximum potential amount that SunTrust Community Capital could be obligated to pay under these guarantees is $19 million; however, SunTrust Community Capital can seek recourse against the general partner. Additionally, SunTrust Community Capital can seek reimbursement from cash flow and residual values of the underlying affordable housing properties provided that the properties retain value. At March 31, 2014 and December 31, 2013, $1 million was accrued for the remainder of tax credits to be delivered, and was recorded in other liabilities in the Consolidated Balance Sheets.

Fair_Value_Election_and_Measur

Fair Value Election and Measurement	3 Months Ended
	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
Fair Value Election and Measurement	'
	NOTE 13 - FAIR VALUE ELECTION AND MEASUREMENT
	The Company carries certain assets and liabilities at fair value on a recurring basis and appropriately classifies them as level 1, 2, or 3 within the fair value hierarchy. The Company’s recurring fair value measurements are based on a requirement to carry such assets and liabilities at fair value or the Company’s election to carry certain financial assets and liabilities at fair value. Assets and liabilities that are required to be carried at fair value on a recurring basis include trading securities, securities AFS, and derivative financial instruments. Assets and liabilities that the Company has elected to carry at fair value on a recurring basis include certain trading loans, LHFS and LHFI, MSRs, certain brokered time deposits, and certain issuances of fixed rate debt.
	In certain circumstances, fair value enables a company to more accurately align its financial performance with the economic value of actively traded or hedged assets or liabilities. Fair value also enables a company to mitigate the non-economic earnings volatility caused from financial assets and liabilities being carried at different bases of accounting, as well as, to more accurately portray the active and dynamic management of a company’s balance sheet.
	Depending on the nature of the asset or liability, the Company uses various valuation techniques and assumptions in estimating fair value. The assumptions used to estimate the value of an instrument have varying degrees of impact to the overall fair value of the asset or liability. This process involves the gathering of multiple sources of information, including broker quotes, values provided by pricing services, trading activity in other similar securities, market indices, pricing matrices along with employing various modeling techniques, such as discounted cash flow analyses, in arriving at the best estimate of fair value. Any model used to produce material financial reporting information is required to have a satisfactory independent review performed on an annual basis, or more frequently, when significant modifications to the functionality of the model are made. This review is performed by an internal group that separately reports to the Corporate Risk Function.
	The Company has formal processes and controls in place to ensure the appropriateness of all fair value estimates. For fair values obtained from a third party or those that include certain trader estimates of fair value, there is an internal independent price validation function within the Finance organization that provides oversight for fair value estimates. For level 2 instruments and certain level 3 instruments, the validation generally involves evaluating pricing received from two or more other third party pricing sources that are widely used by market participants. The Company reviews pricing validation information from both a qualitative and quantitative perspective and determines whether pricing differences exceed acceptable thresholds. If the pricing differences exceed acceptable thresholds, then the Company reviews differences in valuation approaches used, which may include contacting a pricing service to gain further information on the valuation of a particular security or class of securities to determine the ultimate resolution of the pricing variance, which could include an adjustment to the price used for financial reporting purposes.
	The Company classifies instruments as level 2 in the fair value hierarchy if it is able to determine that external pricing sources are using similar instruments trading in the markets as the basis for estimating fair value. One way the Company determines this is by the number of pricing services that will provide a quote on the instrument along with the range of values provided by those pricing services. A wide range of quoted values may indicate that significant adjustments to the trades in the market are being made by the pricing services.
	The classification of an instrument as level 3 involves judgment and is based on a variety of subjective factors. These factors are used in the assessment of whether a market is inactive, resulting in the application of significant unobservable assumptions in the valuation of a financial instrument. A market is considered inactive if significant decreases in the volume and level of activity for the asset or liability have been observed. In determining whether a market is inactive, the Company evaluates such factors as the number of recent transactions in either the primary or secondary markets, whether price quotations are current, the nature of the market participants, the variability of price quotations, the significance of bid/ask spreads, declines in (or the absence of) new issuances, and the availability of public information. Inactive markets necessitate the use of additional judgment in valuing financial instruments, such as pricing matrices, cash flow modeling, and the selection of an appropriate discount rate. The assumptions used to estimate the value of an instrument where the market was inactive are based on the Company’s assessment of the assumptions a market participant would use to value the instrument in an orderly transaction and includes consideration of illiquidity in the current market environment.
	Recurring Fair Value Measurements
	The following tables present certain information regarding assets and liabilities measured at fair value on a recurring basis and the changes in fair value for those specific financial instruments in which fair value has been elected.
		31-Mar-14
		Fair Value Measurements
	(Dollars in millions)	Level 1				Level 2				Level 3				Netting			Assets/Liabilities
														Adjustments 1			at Fair Value
	Assets
	Trading assets and derivatives:
	U.S. Treasury securities		$201				$—				$—				$—			$201
	Federal agency securities	—				288				—				—			288
	U.S. states and political subdivisions	—				78				—				—			78
	MBS - agency	—				396				—				—			396
	CLO securities	—				3				—				—			3
	Corporate and other debt securities	—				617				—				—			617
	CP	—				147				—				—			147
	Equity securities	60				—				—				—			60
	Derivative contracts	717				4,732				14				(4,282		)	1,181
	Trading loans	—				1,877				—				—			1,877
	Total trading assets and derivatives	978				8,138				14				(4,282		)	4,848
	Securities AFS:
	U.S. Treasury securities	1,557				—				—				—			1,557
	Federal agency securities	—				987				—				—			987
	U.S. states and political subdivisions	—				274				13				—			287
	MBS - agency	—				19,447				—				—			19,447
	MBS - private	—				—				149				—			149
	ABS	—				46				21				—			67
	Corporate and other debt securities	—				37				5				—			42
	Other equity securities 2	54				—				712				—			766
	Total securities AFS	1,611				20,791				900				—			23,302
	LHFS:
	Residential loans	—				1,007				2				—			1,009
	Corporate and other loans	—				224				—				—			224
	Total LHFS	—				1,231				2				—			1,233
	LHFI	—				—				299				—			299
	MSRs	—				—				1,251				—			1,251
	Liabilities
	Trading liabilities and derivatives:
	U.S. Treasury securities	370				—				—				—			370
	Corporate and other debt securities	—				297				—				—			297
	Equity securities	5				—				—				—			5
	Derivative contracts	493				4,643				3				(4,770		)	369
	Total trading liabilities and derivatives	868				4,940				3				(4,770		)	1,041
	Brokered time deposits	—				759				—				—			759
	Long-term debt	—				1,545				—				—			1,545
	Other liabilities 3	—				—				26				—			26
	1 Amounts represent offsetting cash collateral received from and paid to the same derivative counterparties and the impact of netting derivative assets and derivative liabilities when a legally enforceable master netting agreement or similar agreement exists.
	2 Includes $308 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank stock, $54 million in mutual fund investments, and $2 million of other.
	3 Includes contingent consideration obligations related to acquisitions.
		December 31, 2013
		Fair Value Measurements
	(Dollars in millions)	Level 1				Level 2				Level 3				Netting			Assets/Liabilities
														Adjustments 1			at Fair Value
	Assets
	Trading assets and derivatives:
	U.S. Treasury securities		$219				$—				$—				$—			$219
	Federal agency securities	—				426				—				—			426
U.S. states and political subdivisions	—				65				—				—			65
MBS - agency	—				323				—				—			323
CDO/CLO securities	—				3				54				—			57
ABS	—				—				6				—			6
Corporate and other debt securities	—				534				—				—			534
CP	—				29				—				—			29
Equity securities	109				—				—				—			109
Derivative contracts	828				5,285				12				(4,741		)	1,384
Trading loans	—				1,888				—				—			1,888
Total trading assets and derivatives	1,156				8,553				72				(4,741		)	5,040
Securities AFS:
U.S. Treasury securities	1,293				—				—				—			1,293
Federal agency securities	—				984				—				—			984
U.S. states and political subdivisions	—				203				34				—			237
MBS - agency	—				18,911				—				—			18,911
MBS - private	—				—				154				—			154
ABS	—				58				21				—			79
Corporate and other debt securities	—				37				5				—			42
Other equity securities 2	103				—				739				—			842
Total securities AFS	1,396				20,193				953				—			22,542
LHFS:
Residential loans	—				1,114				3				—			1,117
Corporate and other loans	—				261				—				—			261
Total LHFS	—				1,375				3				—			1,378
LHFI	—				—				302				—			302
MSRs	—				—				1,300				—			1,300
Liabilities
Trading liabilities and derivatives:
U.S. Treasury securities	472				—				—				—			472
Corporate and other debt securities	—				179				—				—			179
Equity securities	5				—				—				—			5
Derivative contracts	502				5,167				4				(5,148		)	525
Total trading liabilities and derivatives	979				5,346				4				(5,148		)	1,181
Brokered time deposits	—				764				—				—			764
Long-term debt	—				1,556				—				—			1,556
Other liabilities 3	—				—				29				—			29
1 Amounts represent offsetting cash collateral received from and paid to the same derivative counterparties and the impact of netting derivative assets and derivative liabilities when a legally enforceable master netting agreement or similar agreement exists.
2 Includes $336 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank stock, $103 million in mutual fund investments, and $1 million of other.
3 Includes contingent consideration obligations related to acquisitions, as well as the derivative associated with the Company's sale of Visa shares during the year ended December 31, 2009.
The following tables present the difference between the aggregate fair value and the UPB of trading loans, LHFS, LHFI, brokered time deposits, and long-term debt instruments for which the FVO has been elected. For LHFS and LHFI for which the FVO has been elected, the tables also include the difference between aggregate fair value and the UPB of loans that are 90 days or more past due, as well as loans in nonaccrual status.
(Dollars in millions)	Aggregate Fair Value at				Aggregate Unpaid Principal				Fair Value
	31-Mar-14				Balance under FVO at				Over/(Under)
					31-Mar-14				Unpaid Principal
Assets:
Trading loans		$1,877				$1,840				$37
LHFS	1,231				1,203				28
Nonaccrual	2				15				(13		)
LHFI	290				308				(18		)
Nonaccrual	9				14				(5		)
Liabilities:
Brokered time deposits	759				757				2
Long-term debt	1,545				1,413				132
(Dollars in millions)	Aggregate Fair Value at				Aggregate Unpaid Principal				Fair Value
	31-Dec-13				Balance under FVO at				Over/(Under)
					31-Dec-13				Unpaid Principal
Assets:
Trading loans		$1,888				$1,858				$30
LHFS	1,375				1,359				16
Past due 90 days or more	1				2				(1		)
Nonaccrual	2				15				(13		)
LHFI	294				317				(23		)
Nonaccrual	8				12				(4		)
Liabilities:
Brokered time deposits	764				761				3
Long-term debt	1,556				1,432				124
The following tables present the change in fair value during the three months ended March 31, 2014 and 2013, of financial instruments for which the FVO has been elected, as well as MSRs. The tables do not reflect the change in fair value attributable to the related economic hedges the Company used to mitigate the market-related risks associated with the financial instruments. Generally, the changes in the fair value of economic hedges are also recognized in trading income, mortgage production related income, or mortgage servicing related income, as appropriate, and are designed to partially offset the change in fair value of the financial instruments referenced in the tables below. The Company’s economic hedging activities are deployed at both the instrument and portfolio level.
	Fair Value Gain/(Loss) for the Three Months Ended
	March 31, 2014, for Items Measured at Fair Value
	Pursuant to Election of the FVO
(Dollars in millions)	Trading				Mortgage				Mortgage				Total Changes
	Income				Production				Servicing				in Fair Values
					Related				Related				Included in
					Income 1				Income				Current Period
													Earnings 2
Assets:
Trading loans		$6				$—				$—				$6
LHFS	—				(1		)		—				(1		)
LHFI	—				4				—				4
MSRs	—				—				(81		)		(81		)
Liabilities:
Brokered time deposits	3				—				—				3
Long-term debt	(8		)		—				—				(8		)
1 Income related to LHFS does not include income from IRLCs. For the three months ended March 31, 2014, income related to MSRs includes MSRs recognized upon the sale of loans reported at LOCOM.
2 Changes in fair value for the three months ended March 31, 2014 exclude accrued interest for the period then ended. Interest income or interest expense on trading loans, LHFS, LHFI, brokered time deposits, and long-term debt that have been elected to be carried at fair value are recognized in interest income or interest expense in the Consolidated Statements of Income.
	Fair Value Gain/(Loss) for the Three Months Ended
	March 31, 2013, for Items Measured at Fair Value
	Pursuant to Election of the FVO
(Dollars in millions)	Trading				Mortgage				Mortgage				Total Changes
	Income				Production				Servicing				in Fair Values
					Related				Related				Included in
					Income 1				Income				Current
													Period
													Earnings 2
Assets:
Trading loans		$4				$—				$—				$4
LHFS	2				(21		)		—				(19		)
LHFI	—				(3		)		—				(3		)
MSRs	—				1				17				18
Liabilities:
Brokered time deposits	2				—				—				2
Long-term debt	(10		)		—				—				(10		)
1 Income related to LHFS does not include income from IRLCs. For the three months ended March 31, 2013, income related to MSRs includes MSRs recognized upon the sale of loans reported at LOCOM.
2 Changes in fair value for the three months ended March 31, 2013 exclude accrued interest for the period then ended. Interest income or interest expense on trading loans, LHFS, LHFI, brokered time deposits, and long-term debt that have been elected to be carried at fair value are recognized in interest income or interest expense in the Consolidated Statements of Income.
The following is a discussion of the valuation techniques and inputs used in developing fair value measurements for assets and liabilities classified as level 2 or 3 that are measured at fair value on a recurring basis, based on the class of asset or liability as determined by the nature and risks of the instrument.
Trading Assets and Derivatives and Securities Available for Sale
Unless otherwise indicated, trading assets are priced by the trading desk and securities AFS are valued by an independent third party pricing service.
Federal agency securities
The Company includes in this classification securities issued by federal agencies and GSEs. Agency securities consist of debt obligations issued by HUD, FHLB, and other agencies or collateralized by loans that are guaranteed by the SBA and are, therefore, backed by the full faith and credit of the U.S. government. For SBA instruments, the Company estimated fair value based on pricing from observable trading activity for similar securities or obtained fair values from a third party pricing service; accordingly, the Company has classified these instruments as level 2.
U.S. states and political subdivisions
The Company’s investments in U.S. states and political subdivisions (collectively “municipals”) include obligations of county and municipal authorities and agency bonds, which are general obligations of the municipality or are supported by a specified revenue source. Holdings were geographically dispersed, with no significant concentrations in any one state or municipality. Additionally, all but an immaterial amount of AFS municipal obligations classified as level 2 are highly rated or are otherwise collateralized by securities backed by the full faith and credit of the federal government.
Level 3 AFS municipal securities includes bonds that are only redeemable with the issuer at par and cannot be traded in the market. As such, no significant observable market data for these instruments is available.
MBS – agency
Agency MBS includes pass-through securities and collateralized mortgage obligations issued by GSEs and U.S. government agencies, such as Fannie Mae, Freddie Mac, and Ginnie Mae. Each security contains a guarantee by the issuing GSE or agency. For agency MBS, the Company estimated fair value based on pricing from observable trading activity for similar securities or obtained fair values from a third party pricing service; accordingly, the Company has classified these instruments as level 2.
MBS – private
Private MBS includes purchased interests in third party securitizations, as well as retained interests in Company-sponsored securitizations of 2006 and 2007 vintage residential mortgages; including both prime jumbo fixed rate collateral and floating rate collateral. At the time of purchase or origination, these securities had high investment grade ratings; however, through the credit crisis, they have experienced a deterioration in credit quality leading to downgrades to non-investment grade levels. Generally, the Company obtains pricing for its securities from an independent pricing service. The Company evaluates third party pricing to determine the reasonableness of the information relative to changes in market data, such as any recent trades, market information received from outside market participants and analysts, and/or changes in the underlying collateral performance. Even though third party pricing has been available, the Company continued to classify private MBS as level 3, as the Company believes that this third party pricing relies on significant unobservable assumptions, as evidenced by a persistently wide bid-ask price range and variability in pricing from the pricing services, particularly for the vintage and exposures held by the Company.
Securities that are classified as AFS and are in an unrealized loss position are included as part of the Company's quarterly OTTI evaluation process. See Note 3, “Securities Available for Sale,” for details regarding assumptions used to assess impairment and impairment amounts recognized through earnings on private MBS.
CLO securities
The Company has CLO preference share exposure valued at $3 million at March 31, 2014. The Company estimated fair value based on pricing from observable trading activity for similar securities. Accordingly, the Company has classified these instruments as level 2.
Asset-Backed Securities
Level 2 ABS classified as securities AFS are primarily interests collateralized by third party securitizations of 2009 through 2011 vintage auto loans. These ABS are either publicly traded or are 144A privately placed bonds. The Company utilizes an independent pricing service to obtain fair values for publicly traded securities and similar securities for estimating the fair value of the privately placed bonds. No significant unobservable assumptions were used in pricing the auto loan ABS; therefore, the Company classified these bonds as level 2. Level 3 ABS classified as securities AFS are valued based on third party pricing with significant unobservable assumptions.
Corporate and other debt securities
Corporate debt securities are predominantly comprised of senior and subordinate debt obligations of domestic corporations and are classified as level 2. Other debt securities in level 3 primarily include bonds that are redeemable with the issuer at par and cannot be traded in the market; as such, no significant observable market data for these instruments is available.
Commercial Paper
From time to time, the Company trades third party CP that is generally short-term in nature (less than 30 days) and highly rated. The Company estimates the fair value of this CP based on observable pricing from executed trades of similar instruments; thus, CP is classified as level 2.
Equity securities
Level 3 equity securities classified as securities AFS include FHLB stock and Federal Reserve Bank stock, which are redeemable with the issuer at cost and cannot be traded in the market. As such, no significant observable market data for these instruments is available. The Company accounts for the stock based on industry guidance that requires these investments be carried at cost and evaluated for impairment based on the ultimate recovery of cost.
Derivative contracts
The Company holds derivative instruments used for both trading purposes and risk management purposes.
Level 1 derivative contracts generally include exchange-traded futures or option contracts for which pricing is readily available. The Company’s level 2 instruments are predominantly standard OTC swaps, options, and forwards, with underlying market variables of interest rates, foreign exchange, equity, and credit. Because fair values for OTC contracts are not readily available, the Company estimates fair values using internal, but standard, valuation models that incorporate market-observable inputs. The valuation model is driven by the type of contract: for option-based products, the Company uses an appropriate option pricing model, such as Black-Scholes; for forward-based products, the Company’s valuation methodology is generally a discounted cash flow approach. The primary drivers of the fair values of derivative instruments are the underlying variables, such as interest rates, exchange rates, equity, or credit. As such, the Company uses market-based assumptions for all of its significant inputs, such as interest rate yield curves, quoted exchange rates and spot prices, market implied volatilities, and credit curves.
Level 2 derivative instruments are primarily transacted in the institutional dealer market and priced with observable market assumptions at a mid-market valuation point, with appropriate valuation adjustments for liquidity and credit risk. For purposes of valuation adjustments to its derivative positions, the Company has evaluated liquidity premiums that may be demanded by market participants, as well as the credit risk of its counterparties and its own credit. The Company has considered factors such as the likelihood of default by itself and its counterparties, its net exposures, and remaining maturities in determining the appropriate fair value adjustments to record. Generally, the expected loss of each counterparty is estimated using the Company's proprietary internal risk rating system. The risk rating system utilizes counterparty-specific PD and LGD estimates to derive the expected loss. For counterparties that are rated by national rating agencies, those ratings are also considered in estimating the credit risk. In addition, counterparty exposure is evaluated by netting positions that are subject to master netting arrangements, as well as considering the amount of marketable collateral securing the position. Specifically approved counterparties and exposure limits are defined. Creditworthiness of the approved counterparties is regularly reviewed and appropriate business action is taken to adjust the exposure to certain counterparties, as necessary. This approach used to estimate exposures to counterparties is also used by the Company to estimate its own credit risk on derivative liability positions. See Note 11, “Derivative Financial Instruments,” for additional information on the Company's derivative contracts.
The Company's level 3 derivatives include IRLCs that satisfy the criteria to be treated as derivative financial instruments. The fair value of IRLCs on residential LHFS, while based on interest rates observable in the market, is highly dependent on the ultimate closing of the loans. These “pull-through” rates are based on the Company’s historical data and reflect the Company’s best estimate of the likelihood that a commitment will ultimately result in a closed loan. As pull-through rates increase, the fair value of IRLCs also increases. Servicing value is included in the fair value of IRLCs, and the fair value of servicing is determined by projecting cash flows, which are then discounted to estimate an expected fair value. The fair value of servicing is impacted by a variety of factors, including prepayment assumptions, discount rates, delinquency rates, contractually specified servicing fees, servicing costs, and underlying portfolio characteristics. Because these inputs are not transparent in market trades, IRLCs are considered to be level 3 assets. During the three months ended March 31, 2014 and 2013, the Company transferred $55 million and $135 million, respectively, of IRLCs out of level 3 as the associated loans were closed.
During the second quarter of 2009, in connection with its sale of Visa Class B shares, the Company entered into a derivative contract whereby the ultimate cash payments received or paid, if any, under the contract are based on the ultimate resolution of litigation involving Visa. The value of the derivative was estimated based on the Company’s expectations regarding the ultimate resolution of that litigation, which involved a high degree of judgment and subjectivity. Accordingly, the value of the derivative liability is classified as a level 3 instrument. See Note 12, "Guarantees," for a discussion of the valuation assumptions.
Trading loans
The Company engages in certain businesses whereby the election to carry loans at fair value for financial reporting aligns with the underlying business purpose. Specifically, the loans that are included within this classification are: (i) loans made or acquired in connection with the Company’s TRS business (see Note 7, "Certain Transfers of Financial Assets and Variable Interest Entities," and Note 11, “Derivative Financial Instruments,” for further discussion of this business), (ii) loans backed by the SBA, and (iii) the loan sales and trading business within the Company’s Wholesale Banking segment. All of these loans are classified as level 2, due to the market data that the Company uses in the estimate of fair value.
The loans made in connection with the Company’s TRS business are short-term, demand loans, whereby the repayment is senior in priority and whose value is collateralized. While these loans do not trade in the market, the Company believes that the par amount of the loans approximates fair value and no unobservable assumptions are made by the Company to arrive at this conclusion. At March 31, 2014 and December 31, 2013, the Company had outstanding $1.4 billion and $1.5 billion, respectively, of such short-term loans carried at fair value.
SBA loans are similar to SBA securities discussed herein under “Federal agency securities,” except for their legal form. In both cases, the Company trades instruments that are fully guaranteed by the U.S. government as to contractual principal and interest and there is sufficient observable trading activity upon which to base the estimate of fair value. As these SBA loans are fully guaranteed, the changes in fair value are attributable to factors other than instrument-specific credit risk.
The loans from the Company’s sales and trading business are commercial and corporate leveraged loans that are either traded in the market or for which similar loans trade. The Company elected to carry these loans at fair value since they are actively traded. For both the three months ended March 31, 2014 and 2013, the Company recognized gains in the Consolidated Statements of Income of $2 million in fair value attributable to instrument-specific credit risk. The Company is able to obtain fair value estimates for substantially all of these loans through a third party valuation service that is broadly used by market participants. While most of the loans are traded in the market, the Company does not believe that trading activity qualifies the loans as level 1 instruments, as the volume and level of trading activity is subject to variability and the loans are not exchange-traded, such that the Company believes that level 2 is a more appropriate presentation of the underlying market activity for the loans. At March 31, 2014 and December 31, 2013, $406 million and $313 million, respectively, of loans related to the Company’s trading business were held in inventory.
Loans Held for Sale and Loans Held for Investment
Residential LHFS
The Company values certain newly-originated mortgage LHFS predominantly at fair value based upon defined product criteria. The Company chooses to fair value these mortgage LHFS to eliminate the complexities and inherent difficulties of achieving hedge accounting and to better align reported results with the underlying economic changes in value of the loans and related hedge instruments. Origination fees and costs are recognized in earnings when earned or incurred. The servicing value is included in the fair value of the loan and initially recognized at the time the Company enters into IRLCs with borrowers. The Company uses derivatives to economically hedge changes in interest rates and servicing value in the fair value of the loan. The mark-to-market adjustments related to LHFS and the associated economic hedges are captured in mortgage production related income.
Level 2 LHFS are primarily agency loans which trade in active secondary markets and are priced using current market pricing for similar securities adjusted for servicing, interest rate risk, and credit risk. Non-agency residential mortgages are also included in level 2 LHFS. Transfers of certain mortgage LHFS into level 3 during the three months ended March 31, 2014 and 2013 were not due to using alternative valuation approaches, but were largely due to borrower defaults or the identification of other loan defects impacting the marketability of the loans.
For residential loans that the Company has elected to carry at fair value, the Company considers the component of the fair value changes due to instrument-specific credit risk, which is intended to be an approximation of the fair value change attributable to changes in borrower-specific credit risk. For the three months ended March 31, 2014, the Company recognized gains of $1 million due to changes in fair value attributable to borrower-specific credit risk in the Consolidated Statements of Income. For the three months ended March 31, 2013, the Company recognized no change in fair value attributable to borrower-specific credit risk in the Consolidated Statements of Income. In addition to borrower-specific credit risk, there are other, more significant, variables that drive changes in the fair values of the loans, including interest rates and general conditions in the principal markets for the loans.
Corporate and other LHFS
As discussed in Note 7, “Certain Transfers of Financial Assets and Variable Interest Entities,” the Company has determined that it is the primary beneficiary of a CLO vehicle, which resulted in the Company consolidating the loans of that vehicle. Because the CLO trades its loans from time to time and to fairly present the economics of the CLO, the Company elected to carry the loans of the CLO at fair value. For the three months ended March 31, 2014, the Company recognized no change due to changes in fair value attributable to borrower-specific credit risk in the Consolidated Statements of Income. For the three months ended March 31, 2013, the Company recognized $2 million due to changes in fair value attributable to borrower-specific credit risk in the Consolidated Statements of Income. The Company obtains fair value estimates for substantially all of these loans using a third party valuation service that is broadly used by market participants. While most of the loans are traded in the markets, the Company does not believe the loans qualify as level 1 instruments, as the volume and level of trading activity is subject to variability and the loans are not exchange-traded, such that the Company believes that level 2 is more representative of the general market activity for the loans.
LHFI
Level 3 LHFI predominantly includes mortgage loans that are deemed not marketable, largely due to the identification of loan defects. The Company values these loans using a discounted cash flow approach based on assumptions that are generally not observable in the current markets, such as prepayment speeds, default rates, loss severity rates, and discount rates. These assumptions have an inverse relationship to the overall fair value. Level 3 LHFI also includes mortgage loans that are valued using collateral based pricing. Changes in the applicable housing price index since the time of the loan origination are considered and applied to the loan's collateral value. An additional discount representing the return that a buyer would require is also considered in the overall fair value.
Other Intangible Assets
Other intangible assets that the Company records at fair value are the Company’s MSR assets. The fair values of MSRs are determined by projecting cash flows, which are then discounted to estimate an expected fair value. The fair values of MSRs are impacted by a variety of factors, including prepayment assumptions, discount rates, delinquency rates, contractually specified servicing fees, servicing costs, and underlying portfolio characteristics. For additional information, see Note 6, "Goodwill and Other Intangible Assets." The underlying assumptions and estimated values are corroborated by values received from independent third parties based on their review of the servicing portfolio. Because these inputs are not transparent in market trades, MSRs are considered to be level 3 assets.
Liabilities
Trading liabilities and derivatives
Trading liabilities are primarily comprised of derivative contracts, but also include various contracts involving U.S. Treasury securities, equity securities, and corporate and other debt securities that the Company uses in certain of its trading businesses. The Company employs the same valuation methodologies for these derivative contracts and securities as are discussed within the corresponding sections herein under “Trading Assets and Derivatives and Securities Available for Sale.”
Brokered time deposits
The Company has elected to measure certain CDs at fair value. These debt instruments include embedded derivatives that are generally based on underlying equity securities or equity indices, but may be based on other underlyings that may or may not be clearly and closely related to the host debt instrument. The Company elected to carry certain of these instruments at fair value to better align the economics of the CDs with the Company’s risk management strategies. The Company evaluated, on an instrument by instrument basis, whether a new issuance would be carried at fair value.
The Company classified these CDs as level 2 instruments due to the Company’s ability to reasonably measure all significant inputs based on observable market variables. The Company employs a discounted cash flow approach to the host debt component of the CD, based on observable market interest rates for the term of the CD and an estimate of the Bank’s credit risk. For the embedded derivative features, the Company uses the same valuation methodologies as if the derivative were a standalone derivative, as discussed herein under “Derivative contracts.”
For brokered time deposits carried at fair value, the Company estimated credit spreads above LIBOR, based on credit spreads from actual or estimated trading levels of the debt or other relevant market data. For the three months ended March 31, 2014 and 2013, the Company recognized losses of less than $1 million and $1 million, respectively, due to changes in its own credit spread on its brokered time deposits carried at fair value.
Long-term debt
The Company has elected to carry at fair value certain fixed rate debt issuances of public debt which are valued by obtaining quotes from a third party pricing service and utilizing broker quotes to corroborate the reasonableness of those marks. Additionally, information from market data of recent observable trades and indications from buy side investors, if available, are taken into consideration as additional support for the value. Due to the availability of this information, the Company determined that the appropriate classification for the debt is level 2. The election to fair value the debt was made to align the accounting for the debt with the accounting for the derivatives without having to account for the debt under hedge accounting, thus avoiding the complex and time consuming fair value hedge accounting requirements.
The Company’s public debt carried at fair value impacts earnings predominantly through changes in the Company’s credit spreads as the Company has entered into derivative financial instruments that economically convert the interest rate on the debt from fixed to floating. The estimated earnings impact from changes in credit spreads above U.S. Treasury rates were losses of $17 million and $21 million for the three months ended March 31, 2014 and 2013, respectively.
The Company also carries approximately $238 million of issued securities contained in a consolidated CLO at fair value to recognize the nonrecourse nature of these liabilities to the Company. Specifically, the holders of the liabilities are only paid interest and principal to the extent of the cash flows from the assets of the vehicle, and the Company has no current or future obligations to fund any of the CLO vehicle’s liabilities. The Company classified these securities as level 2, as the primary driver of their fair values are the loans owned by the CLO, which the Company also elected to carry at fair value, as discussed herein under “Loans Held for Sale and Loans Held for Investment–Corporate and other LHFS.”
Other liabilities
The Company’s other liabilities that are carried at fair value on a recurring basis include contingent consideration obligations related to acquisitions. Contingent consideration associated with acquisitions is adjusted to fair value until settled. As the assumptions used to measure fair value are based on internal metrics that are not market observable, the earn-out is considered a level 3 liability.
The valuation technique and range, including weighted average, of the unobservable inputs associated with the Company's level 3 assets and liabilities are as follows:
	Level 3 Significant Unobservable Input Assumptions
(Dollars in millions)	Fair value			Valuation Technique		Unobservable Input 1		Range
	31-Mar-14							(weighted average)
Assets
Trading assets and derivatives:
Derivative contracts, net 2	11			Internal model		Pull through rate		9-100% (71%)
						MSR value		44-209 bps (106 bps)
Securities AFS:
U.S. states and political subdivisions	13			Cost		N/A
MBS - private	149			Third party pricing		N/A
ABS	21			Third party pricing		N/A
Corporate and other debt securities	5			Cost		N/A
Other equity securities	712			Cost		N/A
Residential LHFS	2			Monte Carlo/Discounted cash flow		Option adjusted spread		225-675 bps (290 bps)
						Conditional prepayment rate		2-22 CPR (9 CPR)
						Conditional default rate		0-4 CDR (0.5 CDR)
LHFI	290			Monte Carlo/Discounted cash flow		Option adjusted spread		0-675 bps (311 bps)
						Conditional prepayment rate		1-30 CPR (14 CPR)
						Conditional default rate		0-7 CDR (2.5 CDR)
	9			Collateral based pricing		Appraised value		NM 3
MSRs	1,251			Discounted cash flow		Conditional prepayment rate		6-16 CPR (8 CPR)
						Discount rate		8-24% (10%)
Liabilities
Other liabilities 4	23			Internal model		Loan production volume		0-150% (92%)
	3			Internal model		Revenue run rate		NM 3
1 For certain assets and liabilities that the Company utilizes third party pricing, the unobservable inputs and their ranges are not reasonably available to the Company, and therefore, have been noted as not applicable, "N/A."
2 Represents the net of IRLC assets and liabilities entered into by the Mortgage Banking business to hedge its interest rate risk.
3 Not meaningful.
4 Input assumptions relate to the Company's contingent consideration obligations related to acquisitions. See Note 12, "Guarantees," for additional information.
	Level 3 Significant Unobservable Input Assumptions
(Dollars in millions)	Fair value				Valuation Technique		Unobservable Input 1		Range
	31-Dec-13								(weighted average)
Assets
Trading assets and derivatives:
CDO/CLO securities		$54			Matrix pricing/Discounted cash flow		Indicative pricing based on overcollateralization ratio		$50-$60 ($54)
							Discount margin		4-6% (5%)
ABS	6				Matrix pricing		Indicative pricing		$55 ($55)
Derivative contracts, net 2	8				Internal model		Pull through rate		1-99% (74%)
							MSR value		42-222 bps (111 bps)
Securities AFS:
U.S. states and political subdivisions	34				Matrix pricing		Indicative pricing		$80-$111 ($95)
MBS - private	154				Third party pricing		N/A
ABS	21				Third party pricing		N/A
Corporate and other debt securities	5				Cost		N/A
Other equity securities	739				Cost		N/A
Residential LHFS	3				Monte Carlo/Discounted cash flow		Option adjusted spread		250-675 bps (277 bps)
							Conditional prepayment rate		2-10 CPR (7 CPR)
							Conditional default rate		0-4 CDR (0.5 CDR)
LHFI	292				Monte Carlo/Discounted cash flow		Option adjusted spread		0-675 bps (307 bps)
							Conditional prepayment rate		1-30 CPR (13 CPR)
							Conditional default rate		0-7 CDR (2.5 CDR)
	10				Collateral based pricing		Appraised value		NM 3
MSRs	1,300				Discounted cash flow		Conditional prepayment rate		4-25 CPR (8 CPR)
							Discount rate		9-28% (12%)
Liabilities
Other liabilities 4	23				Internal model		Loan production volume		0-150% (92%)
	3				Internal model		Revenue run rate		NM 3
1 For certain assets and liabilities that the Company utilizes third party pricing, the unobservable inputs and their ranges are not reasonably available to the Company, and therefore, have been noted as not applicable, "N/A."
2 Represents the net of IRLC assets and liabilities entered into by the Mortgage Banking segment to hedge its interest rate risk.
3 Not meaningful.
4 Input assumptions relate to the Company's contingent consideration obligations related to acquisitions. Excludes $3 million of Other Liabilities. See Note 12, "Guarantees," for additional information.
The following tables present a reconciliation of the beginning and ending balances for assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (other than MSRs which are disclosed in Note 6, “Goodwill and Other Intangible Assets”). Transfers into and out of the fair value hierarchy levels are assumed to be as of the end of the quarter in which the transfer occurred. None of the transfers into or out of level 3 have been the result of using alternative valuation approaches to estimate fair values. There were no transfers between level 1 and 2 during the three months ended March 31, 2014 and 2013.
	Fair Value Measurements
	Using Significant Unobservable Inputs
(Dollars in millions)	Beginning				Included				OCI				Purchases			Sales				Settlements			Transfers			Transfers		Transfers			Fair value		Included in earnings (held at March 31, 2014) 1
	balance				in																		to/from			into		out of			March 31,
	January 1,				earnings																		other			Level 3		Level 3			2014
	2014																						balance sheet
																							line items
Assets
Trading assets and derivatives:
CDO/CLO securities		$54				$11		3		$—				$—			($65	)			$—			$—			$—		$—			$—		$—
ABS	6				1			3	—				—			(7		)		—			—			—		—			—		—
Derivative contracts, net	8				60			2	—				—			—				1			(58		)	—		—			11		—
Total trading assets and derivatives	68				72				—				—			(72		)		1			(58		)	—		—			11		—
Securities AFS:
U.S. states and political subdivisions	34				(2		)		1				—			(20		)		—			—			—		—			13		—
MBS - private	154				—				3				—			—				(8		)	—			—		—			149		—
ABS	21				—				—				—			—				—			—			—		—			21		—
Corporate and other debt securities	5				—				—				—			—				—			—			—		—			5		—
Other equity securities	739				—				—				—			—				(27		)	—			—		—			712		—
Total securities AFS	953				(2		)	4	4			5	—			(20		)		(35		)	—			—		—			900		—
Residential LHFS	3				—				—				—			(2		)		—			(4		)	5		—			2		—
LHFI	302				4			6	—				—			—				(11		)	4			—		—			299		3			6
Liabilities
Other liabilities	29				—				—				—			—				—			(3		)	—		—			26		—
1 Change in unrealized gains/(losses) included in earnings during the period related to financial assets still held at March 31, 2014.
2 Amounts included in earnings are net of issuances, fair value changes, and expirations and are recognized in mortgage production related income.
3 Amounts included in earnings are recognized in trading income.
4 Amounts included in earnings are recognized in net securities (losses)/gains.
5 Amount recognized in OCI is recognized in change in unrealized gains/(losses) on AFS securities.
6 Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in trading income.
	Fair Value Measurements
	Using Significant Unobservable Inputs
(Dollars in millions)	Beginning				Included				OCI				Purchases			Sales				Settlements			Transfers			Transfers		Transfers			Fair value		Included in earnings (held at March 31,
	balance				in																		to/from other			into		out of			March 31,		2013) 1
	January 1,				earnings																		balance sheet			Level 3		Level 3			2013
	2013																						line items
Assets
Trading assets and derivatives:
CDO/CLO securities		$52				$9		3		$—				$—			$—				$—			$—			$—		$—			$61		$9
ABS	5				—				—				—			—				—			—			—		—			5		—
Derivative contracts, net	132				102			2	—				—			—				—			(135		)	—		—			99		—
Corporate and other debt securities	1				—				—				—			—				—			—			—		—			1		—
Total trading assets and derivatives	190				111				—				—			—				—			(135		)	—		—			166		9			3
Securities AFS:
U.S. states and political subdivisions	46				—				2				—			(1		)		—			—			—		—			47		—
MBS - private	209				—				2				—			—				(9		)	—			—		—			202		—
ABS	21				(1		)		3				—			—				—			—			—		—			23		(1		)
Corporate and other debt securities	5				—				—				—			—				—			—			—		—			5		—
Other equity securities	633				—				—				45			—				(6		)	—			—		—			672		—
Total securities AFS	914				(1		)	4	7			5	45			(1		)		(15		)	—			—		—			949		(1		)	4
Residential LHFS	8				—				—				—			(10		)		—			(2		)	11		(1		)	6		—
LHFI	379				(5		)	6	—				—			—				(16		)	2			—		—			360		(4		)	6
Liabilities
Other liabilities	31				—				—				—			—				—			—			—		—			31		—
1 Change in unrealized gains/(losses) included in earnings for the period related to financial assets still held at March 31, 2013.
2 Amounts included in earnings are net of issuances, fair value changes, and expirations and are recognized in mortgage production related income.
3 Amounts included in earnings are recognized in trading income.
4 Amounts included in earnings are generally recognized in net securities (losses)/gains; however, any related hedge ineffectiveness is recognized in trading income.
5 Amounts recognized in OCI are recognized in change in unrealized gains/(losses) on AFS securities.
6 Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in trading income.
Non-recurring Fair Value Measurements
The following tables present those assets measured at fair value on a non-recurring basis at March 31, 2014 and December 31, 2013, as well as corresponding gains/(losses) recognized during the three months ended March 31, 2014 and the year ended December 31, 2013. The changes in fair value when comparing balances at March 31, 2014 to those at December 31, 2013, generally result from the application of LOCOM or through write-downs of individual assets. The table does not reflect the change in fair value attributable to any related economic hedges the Company may have used to mitigate the interest rate risk associated with LHFS and MSRs.
(Dollars in millions)	31-Mar-14				Quoted Prices in				Significant				Significant			Gains/(Losses) for the
					Active Markets				Other				Unobservable			Three Months Ended
					for Identical				Observable				Inputs			31-Mar-14
					Assets/Liabilities				Inputs				(Level 3)
					(Level 1)				(Level 2)
LHFS		$28				$—				$27				$1			$1
LHFI	10				—				—				10			—
OREO	31				—				1				30			(4		)
Affordable Housing	63				—				—				63			(36		)
Other Assets	49				—				49				—			(7		)
(Dollars in millions)	December 31, 2013				Quoted Prices in				Significant				Significant			Losses for the
					Active Markets				Other				Unobservable			Year Ended
					for Identical				Observable				Inputs			31-Dec-13
					Assets/Liabilities				Inputs				(Level 3)
					(Level 1)				(Level 2)
LHFS		$278				$—				$278				$—			($3	)
LHFI	75				—				—				75			—
OREO	49				—				1				48			(10		)
Affordable Housing	7				—				—				7			(3		)
Other Assets	171				—				158				13			(61		)
The following is a discussion of the valuation techniques and inputs used in developing fair value measurements for assets classified as level 2 or 3 that are measured at fair value on a non-recurring basis, as determined by the nature and risks of the instrument.
Loans Held for Sale
At March 31, 2014 and December 31, 2013, level 2 LHFS consisted primarily of agency and non-agency residential mortgages, which were measured using observable collateral valuations, and corporate loans that are accounted for at LOCOM. These loans were valued consistent with the methodology discussed in the Recurring Fair Value Measurement section of this footnote.
During the three months ended March 31, 2014, there were no sales of NPLs. During three months ended March 31, 2013, the Company transferred $7 million of residential mortgage NPLs to LHFS, as the Company elected to actively market these loans for sale. These loans were predominantly reported at amortized cost prior to transferring to LHFS; however, a portion of the NPLs was carried at fair value. As a result of transferring the loans to LHFS, the Company recognized a $1 million charge-off to reflect the loans' estimated market value. The Company also sold an additional $17 million of residential mortgage NPLs which had either been transferred to LHFS in a prior period or repurchased into LHFS directly. These additional loans were sold at a gain of approximately $3 million.
Loans Held for Investment
At March 31, 2014 and December 31, 2013, LHFI consisted primarily of consumer and residential real estate loans discharged in Chapter 7 bankruptcy that had not been reaffirmed by the borrower. At December 31, 2013, LHFI also included nonperforming CRE loans for which specific reserves had been recognized. As these loans have been classified as nonperforming, cash proceeds from the sale of the underlying collateral is the expected source of repayment for a majority of these loans. Accordingly, the fair value of these loans is derived from the estimated fair value of the underlying collateral, incorporating market data if available. There were no gains or losses during the three months ended March 31, 2014 and 2013 as the charge-offs related to these loans are a component of the ALLL. Due to the lack of market data for similar assets, all of these loans are considered level 3.
OREO
OREO is measured at the lower of cost or its fair value less costs to sell. Level 2 OREO consists primarily of residential homes, commercial properties, and vacant lots and land for which binding purchase agreements exist. Level 3 OREO consists primarily of residential homes, commercial properties, and vacant lots and land for which initial valuations are based on property-specific appraisals, broker pricing opinions, or other available market information. Updated value estimates are received regularly on level 3 OREO.
Affordable Housing
The Company evaluates its consolidated affordable housing properties for impairment whenever events or changes in circumstances indicate that the carrying amount may not be recoverable. An impairment is recognized if the carrying amount of the property exceeds its fair value. Fair value measurements for affordable housing properties are derived from internal analyses using market assumptions if available. Significant assumptions utilized in these analyses include cash flows, market capitalization rates, and tax credit market pricing. Due to the lack of comparable sales in the marketplace, these valuations are considered level 3. During the first quarter of 2014, the Company decided to actively market for sale certain consolidated affordable housing properties, and accordingly, recognized an impairment charge of $36 million to adjust the carrying values of these properties to their estimated net realizable values obtained from a third party broker opinion. Properties are expected to be sold over the next twelve months.
Other Assets
Other assets consist of private equity and other equity method investments, other repossessed assets, assets under operating leases where the Company is the lessor, and land held for sale.
Other repossessed assets consist of repossessed personal property that is measured at fair value less cost to sell. These assets are considered level 2 as their fair value is determined based on market comparables and broker opinions. During the three months ended March 31, 2014 and 2013, the Company recognized impairment charges of $5 million and $4 million, respectively, on other repossessed assets.
The Company monitors the fair value of assets under operating leases where the Company is the lessor and recognizes impairment to the extent the carrying value is not recoverable and the fair value is less than its carrying value. Fair value is determined using collateral specific pricing digests, external appraisals, broker opinions, and recent sales data from industry equipment dealers as well as the discounted cash flows derived from the underlying lease agreement. As market data for similar assets and lease arrangements is available and used in the valuation, these assets are considered level 2. During the three months ended March 31, 2014, the Company recognized impairment charges of $2 million attributable to the fair value of various personal property under operating leases. During the three months ended March 31, 2013, the Company recognized an immaterial amount of impairment charges attributable to the fair value of various personal property under operating leases.
Fair Value of Financial Instruments
The carrying amounts and fair values of the Company’s financial instruments are as follows:
	March 31, 2014								Fair Value Measurement Using
(Dollars in millions)	Carrying				Fair				Quoted Prices in				Significant			Significant
	Amount				Value				Active Markets				Other			Unobservable
									for Identical				Observable			Inputs
									Assets/Liabilities				Inputs			(Level 3)
									(Level 1)				(Level 2)
Financial assets:
Cash and cash equivalents		$7,907				$7,907				$7,907				$—			$—		(a)
Trading assets and derivatives	4,848				4,848				978				3,856			14			(b)
Securities AFS	23,302				23,302				1,611				20,791			900			(b)
LHFS	1,488				1,497				—				1,399			98			(c)
LHFI, net	127,156				123,122				—				2,844			120,278			(d)
Financial liabilities:
Deposits	132,956				132,979				—				132,979			—			(e)
Short-term borrowings	8,679				8,679				—				8,679			—			(f)
Long-term debt	11,565				11,594				—				10,975			619			(f)
Trading liabilities and derivatives	1,041				1,041				868				170			3			(b)
	December 31, 2013								Fair Value Measurement Using
(Dollars in millions)	Carrying				Fair				Quoted Prices in				Significant			Significant
	Amount				Value				Active Markets				Other			Unobservable
									for Identical				Observable			Inputs
									Assets/Liabilities				Inputs			(Level 3)
									(Level 1)				(Level 2)
Financial assets:
Cash and cash equivalents		$5,263				$5,263				$5,263				$—			$—		(a)
Trading assets and derivatives	5,040				5,040				1,156				3,812			72			(b)
Securities AFS	22,542				22,542				1,396				20,193			953			(b)
LHFS	1,699				1,700				—				1,666			34			(c)
LHFI, net	125,833				121,341				—				2,860			118,481			(d)
Financial liabilities:
Deposits	129,759				129,801				—				129,801			—			(e)
Short-term borrowings	8,739				8,739				—				8,739			—			(f)
Long-term debt	10,700				10,678				—				10,086			592			(f)
Trading liabilities and derivatives	1,181				1,181				979				198			4			(b)
The following methods and assumptions were used by the Company in estimating the fair value of financial instruments:
(a)	Cash and cash equivalents are valued at their carrying amounts reported in the balance sheet, which are reasonable estimates of fair value due to the relatively short period to maturity of the instruments.
(b)	Securities AFS, trading assets and derivatives, and trading liabilities and derivatives that are classified as level 1 are valued based on quoted market prices. For those instruments classified as level 2 or 3, refer to the respective valuation discussions within this footnote.
(c)	LHFS are generally valued based on observable current market prices or, if quoted market prices are not available, on quoted market prices of similar instruments. Refer to the LHFS section within this footnote for further discussion of the LHFS carried at fair value. In instances for which significant valuation assumptions are not readily observable in the market, instruments are valued based on the best available data to approximate fair value. This data may be internally-developed and considers risk premiums that a market participant would require under then-current market conditions.
(d)	LHFI fair values are based on a hypothetical exit price, which does not represent the estimated intrinsic value of the loan if held for investment. The assumptions used are expected to approximate those that a market participant purchasing the loans would use to value the loans, including a market risk premium and liquidity discount. Estimating the fair value of the loan portfolio when loan sales and trading markets are illiquid, or for certain loan types, nonexistent, requires significant judgment. Therefore, the estimated fair value can vary significantly depending on a market participant’s ultimate considerations and assumptions. The final value yields a market participant’s expected return on investment that is indicative of the current market conditions, but it does not take into consideration the Company’s estimated value from continuing to hold these loans or its lack of willingness to transact at these estimated values.
The Company generally estimated fair value for LHFI based on estimated future cash flows discounted, initially, at current origination rates for loans with similar terms and credit quality, which derived an estimated value of 100% and 99% on the loan portfolio’s net carrying value at March 31, 2014 and December 31, 2013, respectively. The value derived from origination rates likely does not represent an exit price; therefore, an incremental market risk and liquidity discount was subtracted from the initial value at March 31, 2014 and December 31, 2013. The discounted value is a function of a market participant’s required yield in the current environment and is not a reflection of the expected cumulative losses on the loans. Loan prepayments are used to adjust future cash flows based on historical experience and prepayment model forecasts. The value of related accrued interest on loans approximates fair value; however, it is not included in the carrying amount or fair value of loans. The value of long-term customer relationships is not permitted under current U.S. GAAP to be included in the estimated fair value.
(e)	Deposit liabilities with no defined maturity such as DDAs, NOW/money market accounts, and savings accounts have a fair value equal to the amount payable on demand at the reporting date (i.e., their carrying amounts). Fair values for CDs are estimated using a discounted cash flow measurement that applies current interest rates to a schedule of aggregated expected maturities. The assumptions used in the discounted cash flow analysis are expected to approximate those that market participants would use in valuing deposits. The value of long-term relationships with depositors is not taken into account in estimating fair values. For valuation of brokered time deposits that the Company carries at fair value as well as those that are carried at amortized cost, refer to the respective valuation section within this footnote.
(f)	Fair values for short-term borrowings and certain long-term debt are based on quoted market prices for similar instruments or estimated using discounted cash flow analysis and the Company’s current incremental borrowing rates for similar types of instruments. For long-term debt that the Company carries at fair value, refer to the respective valuation section within this footnote. For level 3 debt, the terms are unique in nature or there are otherwise no similar instruments that can be used to value the instrument without using significant unobservable assumptions. In this situation, we look at current borrowing rates along with the collateral levels that secure the debt in determining an appropriate fair value adjustment.
Unfunded loan commitments and letters of credit are not included in the table above. At March 31, 2014 and December 31, 2013, the Company had $50.9 billion and $48.9 billion, respectively, of unfunded commercial loan commitments and letters of credit. A reasonable estimate of the fair value of these instruments is the carrying value of deferred fees plus the related unfunded commitments reserve, which was a combined $49 million and $53 million at March 31, 2014 and December 31, 2013, respectively. No active trading market exists for these instruments, and the estimated fair value does not include any value associated with the borrower relationship. The Company does not estimate the fair values of consumer unfunded lending commitments which can generally be canceled by providing notice to the borrower.

Contingencies

Contingencies	3 Months Ended
	Mar. 31, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Contingencies	'
	NOTE 14 – CONTINGENCIES
	Litigation and Regulatory Matters
	In the ordinary course of business, the Company and its subsidiaries are parties to numerous civil claims and lawsuits and subject to regulatory examinations, investigations, and requests for information. Some of these matters involve claims for substantial amounts. The Company’s experience has shown that the damages alleged by plaintiffs or claimants are often overstated, based on novel or unsubstantiated legal theories, unsupported by facts, and/or bear no relation to the ultimate award that a court might grant. Additionally, the outcome of litigation and regulatory matters and the timing of ultimate resolution are inherently difficult to predict. Because of these factors, the Company typically cannot provide a meaningful estimate of the range of reasonably possible outcomes of claims in the aggregate or by individual claim. However, on a case-by-case basis, reserves are established for those legal claims in which it is probable that a loss will be incurred and the amount of such loss can be reasonably estimated. The actual costs of resolving these claims may be substantially higher or lower than the amounts reserved.
	For a limited number of legal matters in which the Company is involved, the Company is able to estimate a range of reasonably possible losses. For other matters for which a loss is probable or reasonably possible, such an estimate is not possible. For those matters where a loss is both estimable and reasonably possible, management currently estimates the aggregate range of reasonably possible losses as $0 to approximately $350 million in excess of the reserves, if any, related to those matters. This estimated range of reasonably possible losses represents the estimated possible losses over the life of such legal matters, which may span a currently indeterminable number of years, and is based on information currently available at March 31, 2014. The matters underlying the estimated range will change from time to time, and actual results may vary significantly from this estimate. Those matters for which an estimate is not possible are not included within this estimated range; therefore, this estimated range does not represent the Company’s maximum loss exposure. Based on current knowledge, it is the opinion of management that liabilities arising from legal claims in excess of the amounts currently reserved, if any, will not have a material impact on the Company’s financial condition, results of operations, or cash flows. However, in light of the significant uncertainties involved in these matters and the large or indeterminate damages sought in some of these matters, an adverse outcome in one or more of these matters could be material to the Company’s financial condition, results, or cash flows for any given reporting period.
	The following is a description of certain litigation and regulatory matters:
	Card Association Antitrust Litigation
	The Company is a defendant, along with Visa U.S.A. and MasterCard International, as well as several other banks, in several antitrust lawsuits challenging their practices. For a discussion regarding the Company’s involvement in this litigation matter, see Note 12, “Guarantees.”
	Lehman Brothers Holdings, Inc. Litigation
	Beginning in October 2008, STRH, along with other underwriters and individuals, were named as defendants in several individual and putative class action complaints filed in the U.S. District Court for the Southern District of New York and state and federal courts in Arkansas, California, Texas, and Washington. Plaintiffs alleged violations of Sections 11 and 12 of the Securities Act of 1933 and/or state law for allegedly false and misleading disclosures in connection with various debt and preferred stock offerings of Lehman Brothers Holdings, Inc. ("Lehman Brothers") and sought unspecified damages. All cases were transferred for coordination to the multi-district litigation captioned In re Lehman Brothers Equity/Debt Securities Litigation pending in the U.S. District Court for the Southern District of New York. Defendants filed a motion to dismiss all claims asserted in the class action. On July 27, 2011, the District Court granted in part and denied in part the motion to dismiss the claims against STRH and the other underwriter defendants in the class action. A settlement with the class plaintiffs was approved by the Court and the class settlement approval process was completed. A number of individual lawsuits and smaller putative class actions remained following the class settlement. STRH settled two such individual actions. The other individual lawsuits were dismissed. The appeal period for two of the individual actions will not expire until the plaintiffs' claims against a third party have been resolved.
	Colonial BancGroup Securities Litigation
	Beginning in July 2009, STRH, certain other underwriters, the Colonial BancGroup, Inc. (“Colonial BancGroup”) and certain officers and directors of Colonial BancGroup were named as defendants in a putative class action filed in the U.S. District Court for the Middle District of Alabama entitled In re Colonial BancGroup, Inc. Securities Litigation. The complaint was brought by purchasers of certain debt and equity securities of Colonial BancGroup and seeks unspecified damages. Plaintiffs allege violations of Sections 11 and 12 of the Securities Act of 1933 due to allegedly false and misleading disclosures in the relevant registration statement and prospectus relating to Colonial BancGroup’s goodwill impairment, mortgage underwriting standards, and credit quality. On August 28, 2009, the Colonial BancGroup filed for bankruptcy. The defendants’ motion to dismiss was denied in May 2010, but the Court subsequently ordered Plaintiffs to file an amended complaint. This amended complaint was filed and the defendants filed a motion to dismiss. In October 2013, the Court granted in part and denied in part this motion.
	Bickerstaff v. SunTrust Bank
	This case was filed in the Fulton County State Court on July 12, 2010, and an amended complaint was filed on August 9, 2010. Plaintiff asserts that all overdraft fees charged to his account which related to debit card and ATM transactions are actually interest charges and therefore subject to the usury laws of Georgia. Plaintiff has brought claims for violations of civil and criminal usury laws, conversion, and money had and received, and purports to bring the action on behalf of all Georgia citizens who have incurred such overdraft fees within the last four years where the overdraft fee resulted in an interest rate being charged in excess of the usury rate. SunTrust filed a motion to compel arbitration and on March 16, 2012, the Court entered an order holding that SunTrust's arbitration provision is enforceable but that the named plaintiff in the case had opted out of that provision pursuant to its terms. The Court explicitly stated that it was not ruling at that time on the question of whether the named plaintiff could have opted out for the putative class members. SunTrust filed an appeal of this decision, but this appeal was dismissed based on a finding that the appeal was prematurely granted. On April 8, 2013, the plaintiff filed a motion for class certification and that motion was denied on February 19, 2014. Plaintiff appealed the denial of class certification on February 26, 2014.
	Putative ERISA Class Actions
	Company Stock Class Action
	Beginning in July 2008, the Company and certain officers, directors, and employees of the Company were named in a putative class action alleging that they breached their fiduciary duties under ERISA by offering the Company's common stock as an investment option in the SunTrust Banks, Inc. 401(k) Plan (the “Plan”). The plaintiffs purport to represent all current and former Plan participants who held the Company stock in their Plan accounts from May 2007 to the present and seek to recover alleged losses these participants supposedly incurred as a result of their investment in Company stock.
	The Company Stock Class Action was originally filed in the U.S. District Court for the Southern District of Florida but was transferred to the U.S. District Court for the Northern District of Georgia, Atlanta Division, (the “District Court”) in November 2008.
	On October 26, 2009, an amended complaint was filed. On December 9, 2009, defendants filed a motion to dismiss the amended complaint. On October 25, 2010, the District Court granted in part and denied in part defendants' motion to dismiss the amended complaint. Defendants and plaintiffs filed separate motions for the District Court to certify its October 25, 2010 order for immediate interlocutory appeal. On January 3, 2011, the District Court granted both motions.
	On January 13, 2011, defendants and plaintiffs filed separate petitions seeking permission to pursue interlocutory appeals with the U.S. Court of Appeals for the Eleventh Circuit (“the Circuit Court”). On April 14, 2011, the Circuit Court granted defendants and plaintiffs permission to pursue interlocutory review in separate appeals. The Circuit Court subsequently stayed these appeals pending decision of a separate appeal involving The Home Depot in which substantially similar issues are presented. On May 8, 2012, the Circuit Court decided this appeal in favor of The Home Depot. On March 5, 2013, the Circuit Court issued an order remanding the case to the District Court for further proceedings in light of its decision in The Home Depot case. On September 26, 2013, the District Court granted the defendants' motion to dismiss plaintiffs' claims. Plaintiffs have filed an appeal of this decision in the Circuit Court.
	Mutual Funds Class Action
	On March 11, 2011, the Company and certain officers, directors, and employees of the Company were named in a putative class action alleging that they breached their fiduciary duties under ERISA by offering certain STI Classic Mutual Funds as investment options in the Plan. The plaintiff purports to represent all current and former Plan participants who held the STI Classic Mutual Funds in their Plan accounts from April 2002 through December 2010 and seeks to recover alleged losses these Plan participants supposedly incurred as a result of their investment in the STI Classic Mutual Funds. This action was pending in the U.S. District Court for the Northern District of Georgia, Atlanta Division (the “District Court”). On June 6, 2011, plaintiff filed an amended complaint, and, on June 20, 2011, defendants filed a motion to dismiss the amended complaint. On March 12, 2012, the Court granted in part and denied in part the motion to dismiss. The Company filed a subsequent motion to dismiss the remainder of the case on the ground that the Court lacked subject matter jurisdiction over the remaining claims. On October 30, 2012, the Court dismissed all claims in this action. Immediately thereafter, plaintiffs' counsel initiated a substantially similar lawsuit against the Company substituting two new plaintiffs and also filed an appeal of the dismissal with the U.S. Court of Appeals for the Eleventh Circuit. SunTrust filed a motion to dismiss in the new action and this motion was granted. On February 26, 2014, the U.S. Court of Appeals for the Eleventh Circuit upheld the District Court's dismissal. On March 18, 2014, the Plaintiff's counsel filed a motion for reconsideration with the Eleventh Circuit.
	Consent Order with the Federal Reserve
	On April 13, 2011, SunTrust Banks, Inc., SunTrust Bank, and STM entered into a Consent Order with the FRB in which SunTrust Banks, Inc., SunTrust Bank, and STM agreed to strengthen oversight of, and improve risk management, internal audit, and compliance programs concerning, the residential mortgage loan servicing, loss mitigation, and foreclosure activities of STM. Under the terms of the Consent Order, SunTrust Bank and STM agreed, among other things, to: (a) strengthen the coordination of communications between borrowers and STM concerning ongoing loss mitigation and foreclosure activities; (b) submit a plan to enhance processes for oversight and management of third party vendors used in connection with residential mortgage servicing, loss mitigation and foreclosure activities; (c) enhance and strengthen the enterprise-wide compliance program with respect to oversight of residential mortgage loan servicing, loss mitigation and foreclosure activities; (d) ensure appropriate oversight of STM's activities with respect to the Mortgage Electronic Registration System; (e) review and remediate, if necessary, STM's management information systems for its residential mortgage loan servicing, loss mitigation, and foreclosure activities; (f) improve the training of STM officers and staff concerning applicable law, supervisory guidance and internal procedures concerning residential mortgage loan servicing, loss mitigation and foreclosure activities, including the single point of contact for foreclosure and loss mitigation; (g) retain an independent consultant to conduct a comprehensive assessment of STM's risks, including, but not limited to, operational, compliance, transaction, legal, and reputational risks particularly in the areas of residential mortgage loan servicing, loss mitigation and foreclosure; (h) enhance and strengthen the enterprise-wide risk management program with respect to oversight of residential mortgage loan servicing, loss mitigation and foreclosure activities; and (i) enhance and strengthen the internal audit program with respect to residential loan servicing, loss mitigation and foreclosure activities. The comprehensive third party risk assessment was completed in August 2011, action plans designed to complete the above enhancements were accepted by the FRB, and the Company has implemented enhancements consistent with such plans. During the second quarter of 2013, an independent third party consultant approved by the FRB completed its review and submitted to the FRB a validation report with respect to compliance with the aspects of the Consent Order referenced above. The Company continues its implementation of the recommendations noted in this report.
	Under the terms of the Consent Order, SunTrust Bank and STM also retained an independent foreclosure consultant approved by the FRB to conduct a review of residential foreclosure actions pending at any time during the period from January 1, 2009 through December 31, 2010, for loans serviced by STM, to identify any errors, misrepresentations, or deficiencies, determine whether any instances so identified resulted in financial injury, and prepare a written report detailing the findings. On January 7, 2013, the Company, as well as nine other mortgage servicers, entered into an amendment to the Consent Order with the OCC and the FRB to amend the 2011 Consent Order. This agreement ended the independent foreclosure review process created by the Consent Order, replacing it with an accelerated remediation program. As a result of the amendment, the Company is no longer incurring the consulting and legal costs of the independent third parties providing file review, borrower outreach, and legal services associated with the Consent Order foreclosure file review. Consistent with the provisions of the Consent Order, the Company satisfied its remaining financial commitments under the amendment to the Consent Order in April 2014 by making cash contributions to non-profit organizations focused on foreclosure prevention, borrower counseling and education, and neighborhood stabilization and revitalization, thereby satisfying its financial obligations under the amendment to the Consent Order. The Company's financial statements at March 31, 2014 reflect the costs of these cash contributions.
	As a result of the FRB's review of the Company's residential mortgage loan servicing and foreclosure processing practices that preceded the Consent Order, the FRB announced that it would impose a $160 million civil money penalty. The Company expects to satisfy this obligation by providing consumer relief and certain cash payments as contemplated by the settlement with the U.S. and the States Attorneys' General regarding certain mortgage servicing claims, which is discussed below at "United States Mortgage Servicing Settlement and HUD Investigation of Origination Practices (FHA).”
	United States Mortgage Servicing Settlement and HUD Investigation of Origination Practices (FHA)
	In January 2012, the Company commenced discussions related to a mortgage servicing settlement with the U.S., through the DOJ, and Attorneys General for several states regarding various potential claims primarily relating to the Company's mortgage servicing activities. Since that time, the parties continued discussions regarding potential resolution. In September 2013, the Company reached agreements in principle with the HUD and the DOJ to settle certain alleged civil claims regarding our mortgage servicing and origination practices as part of the National Mortgage Servicing Settlement.
	Separately, on April 25, 2012, the Company was informed of the commencement of an investigation by the HUD OIG relating to STM's origination practices for FHA loans. Since that time, STM has provided documents as part of the investigation. During the first quarter of 2013, the HUD OIG, together with the U.S. DOJ (collectively, the “Government”), advised STM of their preliminary investigation findings, including alleged violations of the False Claims Act. Throughout 2013, the Government and the Company engaged in discussions that accelerated in the third quarter and resulted in agreements in principle to resolve certain civil and administrative claims arising from FHA-insured mortgage loans originated by STM from January 1, 2006 through March 31, 2012. Pursuant to these two combined agreements in principle, the Company committed to provide $500 million of consumer relief, to make a $468 million cash payment, and to implement certain mortgage servicing standards. The financial statements at March 31, 2014 reflect the estimated cost of the anticipated requirements of fulfilling these commitments.
	The Company continues to negotiate definitive settlement terms for each of these matters and, therefore, the final terms of the consumer relief loss mitigation and lending offerings through which the Company will meet these consumer obligations could be subject to material changes or refinements. Even with the settlements, the Company faces the risk of being unable to meet certain consumer relief commitments, resulting in increased costs to resolve this matter. While the Company does not expect the consumer relief efforts or implementation of certain servicing standards associated with the settlements to have a material impact on its future financial results, this expectation is based on anticipated scope and requirements of the definitive agreements which the parties have not finalized. The parties also have not reached a definitive agreement regarding the scope of matters which might be excluded from the settlement and the Company cannot estimate its potential liability for such matters.
	DOJ Investigation of GSE Loan Origination Practices
	In January 2014, the DOJ notified STM of an investigation regarding the origination and underwriting of single family residential mortgage loans sold by STM to Fannie Mae and Freddie Mac. STM continues to cooperate with the investigation. The DOJ and STM have not yet engaged in any dialogue about how this matter may proceed and no allegations have been raised against STM.
	Mortgage Modification Investigation
	STM has been cooperating with the United States Attorney's Office for the Western District of Virginia and the Office of the Special Inspector General for the Troubled Asset Relief Program (collectively, the “Western District”) in their investigation of STM's administration of HAMP. More specifically, the Western District's investigation focuses on whether, during 2009 and 2010, STM harmed borrowers and violated civil or criminal laws by failing to properly process applications for modifications of certain mortgages owned by the GSEs by devoting insufficient resources to its loss mitigation function and making misrepresentations to borrowers about timelines and other features associated with the HAMP modification process. STM believes that it has substantial defenses to the asserted allegations. While no determinations have been made, the Western District and STM are engaged in dialogue about potential resolution of the matter, and the Western District has indicated that they may pursue some form of action to impose substantial penalties on STM. Settlement of the matter will depend on the parties reaching mutual agreement on the terms of resolution, and no assurances can be given at this time that an acceptable settlement agreement will be reached.
	Residential Funding Company, LLC v. SunTrust Mortgage, Inc.
	STM has been named as a defendant in a complaint filed December 17, 2013 in the Southern District of New York by Residential Funding Company, LLC. ("RFC"), a Chapter 11 debtor-affiliate of GMAC Mortgage, LLC., alleging breaches of representations and warranties made in connection with loan sales and seeking indemnification against losses allegedly suffered by RFC as a result of such alleged breaches. The Company filed a motion to dismiss, which is pending.
	SunTrust Mortgage Lender Placed Insurance Class Actions
	STM has been named in three putative class actions similar to those that other financial institutions are facing which allege that the Company acted improperly in connection with the practice of force placing homeowners’ insurance in certain instances. Generally, the plaintiffs in these actions allege that STM violated various duties by failing to properly negotiate pricing for force placed insurance and by receiving kickbacks or other improper benefits from the providers of such insurance. The first case, Timothy Smith v. SunTrust Mortgage, Inc. et al., is pending in the United States District Court for the Central District of California. STM filed a motion to dismiss this case and this motion was granted in part and denied in part. The second case, Carina Hamilton v. SunTrust Mortgage, Inc. et al., is pending in the U.S. District Court for the Southern District of Florida. The third case, Yaghoub Mahdavieh et al. v. SunTrust Mortgage, Inc. et al., was filed in the U.S. District Court for the Northern District of Georgia. STM has filed a motion to dismiss and a motion to transfer the case. The Court granted the motion to transfer this case to the Southern District of Florida.
	SunTrust Mortgage, Inc. v. United Guaranty Residential Insurance Company of North Carolina
	STM filed suit in the Eastern District of Virginia in July 2009 against United Guaranty Residential Insurance Company of North Carolina (“UGRIC”) seeking payment of denied MI claims on second lien mortgages. STM's claims were in two counts. Count One involved a common reason for denial of claims by UGRIC for a group of loans. Count Two involved a group of loans with individualized reasons for the claim denials asserted by UGRIC. UGRIC counterclaimed for declaratory relief involving interpretation of the insurance policy with respect to certain caps on the amount of claims covered and whether STM was obligated to continue to pay premiums after any caps were met. The Court granted STM's motion for summary judgment as to liability on Count One and, after a trial on damages, awarded STM $34 million along with $6 million in prejudgment interest on August 19, 2011. The Court stayed Count Two pending final resolution of Count One. On September 13, 2011, the Court awarded an additional $5 million to the Count One judgment for fees on certain issues. On UGRIC's counterclaim, the Court agreed that UGRIC's interpretation was correct regarding STM's continued obligations to pay premiums in the future after coverage caps are met. However, on August 19, 2011, the Court found for STM on its affirmative defense that UGRIC can no longer enforce the contract due to its prior breaches and, consequently, denied UGRIC's request for a declaration that it was entitled to continue to collect premiums after caps are met.
	On February 1, 2013, the Fourth Circuit Court of Appeals (i) upheld the judgment to STM of $45 million ($34 million in claims, $6 million in interest, and $5 million in additional fees); and (ii) vacated the ruling in STM's favor regarding the defense STM asserted to UGRIC's claim that STM owes continued premium after the caps are reached. On February 15, 2013, UGRIC filed a motion asking the Fourth Circuit Court of Appeals to re-hear its appeal. This request was denied on March 4, 2013. Upon return of the case, on March 13, 2014, the District Court denied UGRIC's counterclaim for a declaration that SunTrust continued to owe future premiums on the underlying insurance policy. UGRIC has filed an appeal of this decision in the Fourth Circuit Court of Appeals.
	SunTrust Mortgage Reinsurance Class Actions
	STM and Twin Rivers Insurance Company ("Twin Rivers") have been named as defendants in two putative class actions alleging that the companies entered into illegal “captive reinsurance” arrangements with private mortgage insurers. More specifically, plaintiffs allege that SunTrust’s selection of private mortgage insurers who agree to reinsure loans referred to them by SunTrust with Twin Rivers results in illegal “kickbacks” in the form of the insurance premiums paid to Twin Rivers. Plaintiffs contend that this arrangement violates the Real Estate Settlement Procedures Act (“RESPA”) and results in unjust enrichment to the detriment of borrowers. The first of these cases, Thurmond, Christopher, et al. v. SunTrust Banks, Inc. et al., was filed in February 2011 in the U.S. District Court for the Eastern District of Pennsylvania. This case was stayed by the Court pending the outcome of Edwards v. First American Financial Corporation, a captive reinsurance case that was pending before the U.S. Supreme Court at the time. The second of these cases, Acosta, Lemuel & Maria Ventrella et al. v. SunTrust Bank, SunTrust Mortgage, Inc., et al., was filed in the U.S. District Court for the Central District of California in December 2011. This case was stayed pending a decision in the Edwards case also. In June 2012, the U.S. Supreme Court withdrew its grant of certiorari in Edwards and, as a result, the stays in these cases were lifted. The plaintiffs in Acosta voluntarily dismissed this case. A motion to dismiss is pending in the Thurmond case.

Business_Segment_Reporting

Business Segment Reporting	3 Months Ended
	Mar. 31, 2014
Segment Reporting [Abstract]	'
Business Segment Reporting	'
	NOTE 15 - BUSINESS SEGMENT REPORTING
	The Company has three segments used to measure business activity: Consumer Banking and Private Wealth Management, Wholesale Banking, and Mortgage Banking, with the remainder in Corporate Other. The business segments are determined based on the products and services provided or the type of client served, and they reflect the manner in which financial information is evaluated by management. During the second quarter of 2013, branch-managed business banking clients were transferred from Wholesale Banking to Consumer Banking and Private Wealth Management, and all periods presented in the tables below reflect this transfer. The following is a description of the segments and their composition, which reflects the transfer of branch-managed business banking clients.
	The Consumer Banking and Private Wealth Management segment is made up of two primary businesses: Consumer Banking and Private Wealth Management.
	•	Consumer Banking provides services to consumers and branch-managed small business clients through an extensive network of traditional and in-store branches, ATMs, the internet (www.suntrust.com), mobile banking, and telephone (1-800-SUNTRUST). Financial products and services offered to consumers and small business clients include deposits, home equity lines and loans, credit lines, indirect auto, student lending, bank card, other lending products, and various fee-based services. Consumer Banking also serves as an entry point for clients and provides services for other lines of business.
	•	Private Wealth Management provides a full array of wealth management products and professional services to both individual and institutional clients including loans, deposits, brokerage, professional investment management, and trust services to clients seeking active management of their financial resources. Institutional clients are served by the IIS business. Discount/online and full service brokerage products are offered to individual clients through STIS. Private Wealth Management also includes GenSpring, which provides family office solutions to ultra high net worth individuals and their families. Utilizing teams of multi-disciplinary specialists with expertise in investments, tax, accounting, estate planning, and other wealth management disciplines, GenSpring helps families manage and sustain wealth across multiple generations.
	The Wholesale Banking segment includes the following five businesses:
	•	CIB delivers comprehensive capital markets, corporate and investment banking solutions, including advisory, capital raising, and financial risk management, to clients in the Wholesale Banking segment and Private Wealth Management business. Investment Banking and Corporate Banking teams within CIB serve clients across the nation, offering a full suite of traditional banking and investment banking products and services to companies with annual revenues typically greater than $100 million. Investment Banking serves select industry segments including consumer and retail, energy, financial services, healthcare, industrials, media and communications, real estate, and technology. Corporate Banking serves clients across diversified industry sectors based on size, complexity, and frequency of capital markets issuance. Also managed within CIB are the Equipment Finance Group, which provides lease financing solutions (through SunTrust Equipment Finance & Leasing), and Premium Assignment Corporation, which create corporate insurance premium financing solutions.
	•	Commercial & Business Banking offers an array of traditional banking products and investment banking services as needed by Commercial clients with annual revenues generally from $1 million to $150 million as well as the dealer services (financing dealer floor plan inventories) and not-for-profit and government sectors.
	•	Commercial Real Estate provides a full range of financial solutions for commercial real estate developers, owners and investors including construction, mini-perm, and permanent real estate financing as well as tailored financing and equity investment solutions via STRH primarily through the REIT group focused on Real Estate Investment Trusts. The Institutional Real Estate team targets relationships with institutional advisors, private funds, sovereign wealth funds, and insurance companies and the Regional team focuses on real estate owners and developers through a regional delivery structure. Commercial Real Estate also offers tailored financing and equity investment solutions for community development and affordable housing owners/developers projects through SunTrust Community Capital with special expertise in Low Income Housing Tax Credits and New Market Tax Credits.
	•	RidgeWorth, an SEC registered investment advisor, serves as investment manager for the RidgeWorth Funds as well as individual clients. RidgeWorth is also a holding company with ownership in other institutional asset management boutiques offering a wide array of equity and fixed income capabilities. These boutiques include Ceredex Value Advisors, Certium Asset Management, Seix Investment Advisors, Silvant Capital Management, StableRiver Capital Management, and Zevenbergen Capital Investments. On December 11, 2013, the Company announced that it had reached a definitive agreement to sell RidgeWorth to an investor group led by a private equity fund managed by Lightyear Capital LLC. The sale is expected to close during the second quarter of 2014. The sale is subject to various customary closing conditions including consents of certain RidgeWorth investment advisory clients. RidgeWorth results are included in the Wholesale Banking Segment and will continue to be reported as part of Wholesale Banking until the sale closes.
	•	Treasury & Payment Solutions provides all SunTrust business clients with services required to manage their payments and receipts combined with the ability to manage and optimize their deposits across all aspects of their business. Treasury & Payment Solutions operates all electronic and paper payment types, including card, wire transfer, ACH, check, and cash, plus provides clients the means to manage their accounts electronically online both domestically and internationally.
	Mortgage Banking offers residential mortgage products nationally through its retail and correspondent channels, as well as via the internet (www.suntrust.com) and by telephone (1-800-SUNTRUST). These products are either sold in the secondary market, primarily with servicing rights retained, or held in the Company’s loan portfolio. Mortgage Banking services loans for itself and for other investors and includes ValuTree Real Estate Services, LLC, a tax service subsidiary.
	Corporate Other includes management of the Company’s investment securities portfolio, long-term debt, end user derivative instruments, short-term liquidity and funding activities, balance sheet risk management, and most real estate assets. Additionally, it includes Enterprise Information Services, which is the primary information technology and operations group; Corporate Real Estate, Marketing, SunTrust Online, Human Resources, Finance, Corporate Risk Management, Legal and Compliance, Communications, Procurement, and Executive Management.
	Because the business segment results are presented based on management accounting practices, the transition to the consolidated results, which are prepared under U.S. GAAP, creates certain differences which are reflected in Reconciling Items.
	For business segment reporting purposes, the basis of presentation in the accompanying discussion includes the following:
	•	Net interest income – Net interest income is presented on a FTE basis to make tax-exempt assets comparable to other taxable products. The segments have also been matched maturity funds transfer priced, generating credits or charges based on the economic value or cost created by the assets and liabilities of each segment. The mismatch between funds credits and funds charges at the segment level resides in Reconciling Items. The change in the matched maturity funds mismatch is generally attributable to corporate balance sheet management strategies.
	•	Provision for credit losses – Represents net charge-offs by segment combined with an allocation to the segments of the provision attributable to each segment's quarterly change in the allowance for loan and lease losses and unfunded commitment reserve balances.
	•	Provision/(benefit) for income taxes – Calculated using a blended income tax rate for each segment. This calculation includes the impact of various income adjustments, such as the reversal of the FTE gross up on tax-exempt assets, tax adjustments, and credits that are unique to each segment. The difference between the calculated provision/(benefit) for income taxes at the segment level and the consolidated provision/(benefit) for income taxes is reported in Reconciling Items.
	The segment’s financial performance is comprised of direct financial results, as well as various allocations that for internal management reporting purposes provide an enhanced view of analyzing the segment’s financial performance. The internal allocations include the following:
	•	Operational Costs – Expenses are charged to the segments based on various statistical volumes multiplied by activity based cost rates. As a result of the activity based costing process, planned residual expenses are also allocated to the segments. The recoveries for the majority of these costs are in Corporate Other.
	•	Support and Overhead Costs – Expenses not directly attributable to a specific segment are allocated based on various drivers (e.g., number of full-time equivalent employees and volume of loans and deposits). The recoveries for these allocations are in Corporate Other.
	•	Sales and Referral Credits – Segments may compensate another segment for referring or selling certain products. The majority of the revenue resides in the segment where the product is ultimately managed.
	The application and development of management reporting methodologies is a dynamic process and is subject to periodic enhancements. The implementation of these enhancements to the internal management reporting methodology may materially affect the results disclosed for each segment with no impact on consolidated results. Whenever significant changes to management reporting methodologies take place, the impact of these changes is quantified and prior period information is reclassified wherever practicable. Prior year results have been restated to reflect the new provision for credit losses methodology.
		Three Months Ended March 31, 2014
	(Dollars in millions)	Consumer		Wholesale Banking		Mortgage Banking			Corporate Other			Reconciling			Consolidated
		Banking and										Items
		Private Wealth
		Management
	Balance Sheets:
	Average total assets		$46,943		$70,467		$31,550			$25,192			$2,819			$176,971
	Average total liabilities	85,374		49,091		2,435			18,400			(56		)	155,244
	Average total equity	—		—		—			—			21,727			21,727
	Statements of Income:
	Net interest income		$641		$403		$134			$74			($48	)		$1,204
	FTE adjustment	—		34		—			1			—			35
	Net interest income - FTE 1	641		437		134			75			(48		)	1,239
	Provision for credit losses 2	53		23		26			—			—			102
	Net interest income after provision for credit losses	588		414		108			75			(48		)	1,137
	Total noninterest income	361		322		100			12			(4		)	791
	Total noninterest expense	709		455		187			10			(4		)	1,357
	Income before provision/(benefit) for income taxes	240		281		21			77			(48		)	571
	Provision/(benefit) for income taxes 3	88		91		6			(1		)	(24		)	160
	Net income including income attributable to noncontrolling interest	152		190		15			78			(24		)	411
	Net income attributable to noncontrolling interest	—		1		—			5			—			6
	Net income		$152		$189		$15			$73			($24	)		$405
		Three Months Ended March 31, 2013
	(Dollars in millions)	Consumer		Wholesale Banking		Mortgage Banking			Corporate Other			Reconciling			Consolidated
		Banking and										Items
		Private Wealth
		Management
	Balance Sheets:
	Average total assets		$45,376		$65,407		$33,185			$26,272			$1,568			$171,808
	Average total liabilities	85,786		46,806		4,337			13,890			(128		)	150,691
	Average total equity	—		—		—			—			21,117			21,117
	Statements of Income/(loss):
	Net interest income		$649		$389		$127			$85			($29	)		$1,221
	FTE adjustment	—		29		—			1			—			30
	Net interest income - FTE 1	649		418		127			86			(29		)	1,251
	Provision for credit losses 2	92		56		64			(1		)	1			212
	Net interest income after provision for credit losses	557		362		63			87			(30		)	1,039
	Total noninterest income	357		306		198			4			(2		)	863
	Total noninterest expense	704		380		269			1			(1		)	1,353
	Income/(loss) before provision/(benefit) for income taxes	210		288		(8		)	90			(31		)	549
Provision/(benefit) for income taxes 3	77		93		(4		)	28			(3		)	191
Net income/(loss) including income attributable to noncontrolling interest	133		195		(4		)	62			(28		)	358
Net income attributable to noncontrolling interest	—		4		—			2			—			6
Net income/(loss)		$133		$191		($4	)		$60			($28	)		$352
1 Presented on a matched maturity funds transfer price basis for the segments.
2 Provision for credit losses represents net charge-offs by segment combined with an allocation to the segments of the provision attributable to quarterly changes in the allowance for loan and lease losses and unfunded commitment reserve balances.
3 Includes regular income tax provision/(benefit) and taxable-equivalent income adjustment reversal.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income	3 Months Ended
	Mar. 31, 2014
Accumulated Other Comprehensive Income Loss [Abstract]	'
Accumulated Other Comprehensive Income	'
	NOTE 16 - ACCUMULATED OTHER COMPREHENSIVE (LOSS)/INCOME
	AOCI was calculated as follows:
		Three Months Ended March 31
		2014											2013
	(Dollars in millions)	Pre-tax				Income Tax				After-tax			Pre-tax Amount			Income Tax (Expense)/Benefit			After-tax Amount
		Amount				(Expense)/				Amount
						Benefit
	AOCI, beginning balance		($442	)			$153				($289	)		$506			($197	)		$309
	Unrealized gains/(losses) on AFS securities:
	Unrealized net gains/(losses)	170				(63		)		107			(113		)	41			(72		)
	Less: Reclassification adjustment for realized net losses/(gains)	1				—				1			(2		)	1			(1		)
	Unrealized gains on cash flow hedges:
	Unrealized net gains	23				(9		)		14			1			(1		)	—
	Less: Reclassification adjustment for realized net gains	(102		)		38				(64		)	(114		)	43			(71		)
	Change related to employee benefit plans	49				(18		)		31			32			(12		)	20
	AOCI, ending balance		($301	)			$101				($200	)		$310			($125	)		$185
	The reclassification from AOCI consisted of the following:
	(Dollars in millions)		Three Months Ended March 31								Affected line item in the Consolidated Statements of Income
	Details about AOCI components		2014				2013
	Realized losses/(gains) on AFS securities:
				$1				($2	)		Net securities (losses)/gains
			—				1				Provision for income taxes
				$1				($1	)
	Gains on cash flow hedges:
				($102	)			($114	)		Interest and fees on loans
			38				43				Provision for income taxes
				($64	)			($71	)
	Change related to employee benefit plans:
	Amortization of actuarial losses			$3				$6			Employee benefits
			46				26				Other assets/other liabilities 1
			49				32
			(18		)		(12		)		Provision for income taxes
				$31				$20
	1 This AOCI component is recognized as an adjustment to the funded status of employee benefit plans in the Company's Consolidated Balance Sheets. (For additional information, see Note 10, "Employee Benefit Plans" to the Consolidated Financial Statements in the Company's 2013 Annual Report on Form 10-K).

Significant_Accounting_Policie1

Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2014
Accounting Policies [Abstract]	'
Consolidation, Variable Interest Entity, Policy [Policy Text Block]	'
	Principles of Consolidation and Basis of Presentation
	The unaudited consolidated financial statements have been prepared in accordance with U.S. GAAP for interim financial information. Accordingly, they do not include all of the information and footnotes required by U.S. GAAP for complete consolidated financial statements. In the opinion of management, all adjustments, consisting only of normal recurring adjustments, which are necessary for a fair presentation of the results of operations in these financial statements, have been made.
	The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the amounts reported in the financial statements and accompanying notes. Actual results could vary from these estimates. Certain reclassifications have been made to prior period amounts to conform to the current period presentation.
	The Company evaluated subsequent events through the date its financial statements were issued.
	These financial statements should be read in conjunction with the Company’s 2013 Annual Report on Form 10-K. There have been no significant changes to the Company’s accounting policies as disclosed in the Company’s 2013 Annual Report on Form 10-K.
Share-based Compensation, Option and Incentive Plans Policy [Policy Text Block]	'
	The Company sponsors various short-term incentive plans and LTI plans for eligible employees, which may be delivered through various incentive programs, such as RSUs, restricted stock, and LTI cash. AIP is the Company's short-term cash incentive plan for key employees that provides for potential annual cash awards based on the Company's performance and/or the achievement of business unit and individual performance objectives. Awards under the LTI cash plan generally cliff vest over a period of three years from the date of the award and are paid in cash. All incentive awards are subject to clawback provisions. Compensation expense for incentive plans with cash payouts was $45 million and $39 million for the three months ended March 31, 2014 and 2013, respectively.
	Stock-Based Compensation
	The Company provides stock-based awards through the 2009 Stock Plan (as amended and restated effective January 1, 2011) under which the Compensation Committee of the Board of Directors has the authority to grant stock options, restricted stock, and RSUs to key employees of the Company. Some awards may have performance or other conditions, such as vesting tied to the Company's total shareholder return relative to a peer group or vesting tied to the achievement of an absolute financial performance target. Under the 2009 Stock Plan, approximately 21 million shares of common stock are authorized and reserved for issuance, of which no more than 17 million shares may be issued as restricted stock or stock units. At March 31, 2014, approximately 17 million shares were available for grant, including approximately 6 million shares available to be issued as restricted stock or RSUs.
	On February 10 and 11, 2014, the Compensation Committee and Board of Directors approved, subject to shareholder approval, an amendment to the Plan to remove the sub-limit on full value shares. On April 22, 2014, the shareholders approved the amendment to the Plan. The shares, which are already in the Plan (and available for grant as stock options) and were previously approved by the shareholders, are now available for grant as full value shares. After giving effect to the amendment, all 17 million shares available for grant under the Plan may be granted as stock options, restricted stock, or RSUs.
	Stock options were granted at an exercise price that was no less than the fair market value of a share of SunTrust common stock on the grant date and were either tax-qualified incentive stock options or non-qualified stock options. Stock options typically vest pro-rata over three years and generally have a maximum contractual life of ten years. Upon exercise, shares are generally issued from treasury stock. No stock options were issued during the three months ended March 31, 2014, consistent with the Company's decision to discontinue the issuance of stock options in 2014. The weighted average fair value of options granted during the three months ended March 31, 2013 was $7.37 per share. The fair value of each option grant was estimated on the date of grant using the Black-Scholes option pricing model based on the following assumptions for the three months ended March 31, 2013:
	Dividend yield	1.28	%
	Expected stock price volatility	30.98
	Risk-free interest rate (weighted average)	1.02
	Expected life of options	6 years
Accounting Policies Recently Adopted and Pending Accounting Pronouncements	'
	Accounting Policies Recently Adopted and Pending Accounting Pronouncements
	In March 2013, the FASB issued ASU 2013-04, "Liabilities (Topic 405): Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation Is Fixed at the Reporting Date (a consensus of the FASB Emerging Issues Task Force)." The ASU requires additional disclosures about joint and several liability arrangements and requires the Company to measure obligations resulting from joint and several liability arrangements as the sum of the amount the Company agreed to pay on the basis of its arrangement among its co-obligors and any additional amount the Company expects to pay on behalf of its co-obligors. The ASU is effective for the fiscal years and interim periods beginning after December 15, 2013. The Company adopted the ASU at January 1, 2014 and the adoption did not have an impact on the Company's financial position, results of operations, or EPS.
	In June 2013, the FASB issued ASU 2013-08, "Financial Services—Investment Companies (Topic 946): Amendments to the Scope, Measurement, and Disclosure Requirements." The ASU clarifies the characteristics of an investment company and requires an investment company to measure noncontrolling ownership interests in other investment companies at fair value rather than using the equity method of accounting. The ASU is effective for fiscal years and interim periods beginning after December 15, 2013. The Company adopted the ASU at January 1, 2014 and the adoption did not have an impact on the Company's financial position, results of operations, or EPS.
	In January 2014, the FASB issued ASU 2014-01, "Investments - Equity Method and Joint Ventures (Topic 323): Accounting for Investments in Qualified Affordable Housing Projects (a consensus of the FASB Emerging Issues Task Force)." The ASU allows for use of the proportional amortization method for investments in qualified affordable housing projects if certain conditions are met. Under the proportional amortization method, the initial cost of the investment is amortized in proportion to the tax credits and other tax benefits received and the net investment performance is recognized in the income statement as a component of income tax expense. The ASU provides for a practical expedient, which allows for amortization of the investment in proportion to only the tax credits if it produces a measurement that is substantially similar to the measurement that would result from using both tax credits and other tax benefits. The ASU is effective for fiscal years and interim periods beginning after December 15, 2014. As early adoption is permitted, the Company adopted this ASU effective January 1, 2014, utilizing the practical expedient method. During the three months ended March 31, 2014, $13 million of investment amortization expense has been recognized on a net basis with tax credits received as a component of income tax expense. The standard is required to be applied retrospectively; therefore prior period amounts included in noninterest expense prior to adoption have been reclassified. During the three months ended March 31, 2013, $10 million of investment amortization expense was included in other noninterest expense in the Consolidated Statements of Income which was reclassified to income tax expense upon adoption. No other impact is expected on the Company's financial position, results of operations, or EPS.
	In January 2014, the FASB issued ASU 2014-04, "Receivables—Troubled Debt Restructurings by Creditors (Subtopic 310-40): Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure (a consensus of the FASB Emerging Issues Task Force)." The update clarifies that an in substance repossession or foreclosure occurs, and a creditor is considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan, upon either (1) the creditor obtaining legal title to the residential real estate property upon completion of a foreclosure or (2) the borrower conveying all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed in lieu of foreclosure or through a similar legal agreement. The ASU is effective for fiscal years and interim periods beginning after December 15, 2014. The adoption of this ASU is not expected to have a significant impact on the Company's financial position, results of operations, or EPS.
	In April 2014, the FASB issued ASU 2014-08, "Presentation of Financial Statements (Topic 205) and Property, Plant, and Equipment (Topic 360):  Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity." The update changes the requirements for reporting discontinued operations in Subtopic 205-20. The ASU is effective for fiscal years and interim periods beginning after December 15, 2014. Early adoption is permitted only for disposals (or classifications as held for sale) that have not been reported in financial statements previously issued. The Company adopted the ASU upon issuance for prospective transactions not previously reported. The adoption is not expected to have an impact on the Company's financial position, results of operations, or EPS.

Employee_Benefit_Plans_Employe

Employee Benefit Plans Employee Benefits - Policies (Policies)	3 Months Ended
	Mar. 31, 2014
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'
Share-based Compensation, Option and Incentive Plans Policy [Policy Text Block]	'
	The Company sponsors various short-term incentive plans and LTI plans for eligible employees, which may be delivered through various incentive programs, such as RSUs, restricted stock, and LTI cash. AIP is the Company's short-term cash incentive plan for key employees that provides for potential annual cash awards based on the Company's performance and/or the achievement of business unit and individual performance objectives. Awards under the LTI cash plan generally cliff vest over a period of three years from the date of the award and are paid in cash. All incentive awards are subject to clawback provisions. Compensation expense for incentive plans with cash payouts was $45 million and $39 million for the three months ended March 31, 2014 and 2013, respectively.
	Stock-Based Compensation
	The Company provides stock-based awards through the 2009 Stock Plan (as amended and restated effective January 1, 2011) under which the Compensation Committee of the Board of Directors has the authority to grant stock options, restricted stock, and RSUs to key employees of the Company. Some awards may have performance or other conditions, such as vesting tied to the Company's total shareholder return relative to a peer group or vesting tied to the achievement of an absolute financial performance target. Under the 2009 Stock Plan, approximately 21 million shares of common stock are authorized and reserved for issuance, of which no more than 17 million shares may be issued as restricted stock or stock units. At March 31, 2014, approximately 17 million shares were available for grant, including approximately 6 million shares available to be issued as restricted stock or RSUs.
	On February 10 and 11, 2014, the Compensation Committee and Board of Directors approved, subject to shareholder approval, an amendment to the Plan to remove the sub-limit on full value shares. On April 22, 2014, the shareholders approved the amendment to the Plan. The shares, which are already in the Plan (and available for grant as stock options) and were previously approved by the shareholders, are now available for grant as full value shares. After giving effect to the amendment, all 17 million shares available for grant under the Plan may be granted as stock options, restricted stock, or RSUs.
	Stock options were granted at an exercise price that was no less than the fair market value of a share of SunTrust common stock on the grant date and were either tax-qualified incentive stock options or non-qualified stock options. Stock options typically vest pro-rata over three years and generally have a maximum contractual life of ten years. Upon exercise, shares are generally issued from treasury stock. No stock options were issued during the three months ended March 31, 2014, consistent with the Company's decision to discontinue the issuance of stock options in 2014. The weighted average fair value of options granted during the three months ended March 31, 2013 was $7.37 per share. The fair value of each option grant was estimated on the date of grant using the Black-Scholes option pricing model based on the following assumptions for the three months ended March 31, 2013:
	Dividend yield	1.28	%
	Expected stock price volatility	30.98
	Risk-free interest rate (weighted average)	1.02
	Expected life of options	6 years

Federal_Funds_Sold_and_Securit1

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell (Tables)	3 Months Ended
	Mar. 31, 2014
Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell [Abstract]	'
Schedule of Resale Agreements [Table Text Block]	'
	(Dollars in millions)	31-Mar-14		31-Dec-13
	Fed funds sold		$—		$75
	Securities borrowed	308		184
	Resell agreements	599		724
	Total fed funds sold and securities borrowed or purchased under agreements to resell		$907		$983
Netting of Financial Instruments - Repurchase Agreements [Table Text Block]	'
	(Dollars in millions)	Gross		Amount		Net Amount			Held/Pledged Financial Instruments		Net
		Amount		Offset		Presented in					Amount
						Consolidated
						Balance Sheets
	March 31, 2014
	Financial assets:
	Securities borrowed or purchased under agreements to resell		$907		$—		$907	1		$896		$11
	Financial liabilities:
	Securities sold under agreements to repurchase	2,133		—		2,133		1	2,133		—
	December 31, 2013
	Financial assets:
	Securities borrowed or purchased under agreements to resell		$908		$—		$908	1,2		$899		$9
	Financial liabilities:
	Securities sold under agreements to repurchase	1,759		—		1,759		1	1,759		—
	1 None of the Company's repurchase and reverse repurchase transactions met the right of setoff criteria for net balance sheet presentation at March 31, 2014 and December 31, 2013.
	2 Excludes $75 million of Fed funds sold which are not subject to a master netting agreement at December 31, 2013

Securities_Available_for_Sale_

Securities Available for Sale (Tables)	3 Months Ended
	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]	'
Securities Portfolio Composition	'
		March 31, 2014
	(Dollars in millions)	Amortized			Unrealized			Unrealized			Fair
		Cost			Gains			Losses			Value
	U.S. Treasury securities		$1,582			$7			$32			$1,557
	Federal agency securities	1,015			15			43			987
	U.S. states and political subdivisions	281			6			—			287
	MBS - agency	19,317			447			317			19,447
	MBS - private	147			2			—			149
	ABS	65			3			1			67
	Corporate and other debt securities	39			3			—			42
	Other equity securities 1	765			1			—			766
	Total securities AFS		$23,211			$484			$393			$23,302
		December 31, 2013
	(Dollars in millions)	Amortized			Unrealized			Unrealized			Fair
		Cost			Gains			Losses			Value
	U.S. Treasury securities		$1,334			$6			$47			$1,293
	Federal agency securities	1,028			13			57			984
	U.S. states and political subdivisions	232			7			2			237
	MBS - agency	18,915			421			425			18,911
	MBS - private	155			1			2			154
	ABS	78			2			1			79
	Corporate and other debt securities	39			3			—			42
	Other equity securities 1	841			1			—			842
	Total securities AFS		$22,622			$454			$534			$22,542
	1 At March 31, 2014, other equity securities was comprised of the following: $308 million in FHLB of Atlanta stock, $402 million in Federal Reserve Bank stock, $54 million in mutual fund investments, and $2 million of other. At December 31, 2013, other equity securities was comprised of the following: $336 million in FHLB of Atlanta stock, $402 million in Federal Reserve Bank stock, $103 million in mutual fund investments, and $1 million of other.
Investment Income [Table Text Block]	'
		Three Months Ended March 31
	(Dollars in millions)	2014			2013
	Taxable interest		$141			$132
	Tax-exempt interest	3			3
	Dividends	9			8
	Total interest and dividends		$153			$143
Amortized Cost and Fair Value of Investments in Debt Securities by Estimated Average Life	'
		Distribution of Maturities
	(Dollars in millions)	1 Year			5-Jan			10-May			After 10			Total
		or Less			Years			Years			Years
	Amortized Cost:
	U.S. Treasury securities		$1			$893			$688			$—			$1,582
	Federal agency securities	71			253			544			147			1,015
	U.S. states and political subdivisions	97			57			94			33			281
	MBS - agency	1,722			6,093			7,415			4,087			19,317
	MBS - private	—			147			—			—			147
	ABS	44			19			2			—			65
	Corporate and other debt securities	—			22			17			—			39
	Total debt securities		$1,935			$7,484			$8,760			$4,267			$22,446
	Fair Value:
	U.S. Treasury securities		$1			$896			$660			$—			$1,557
	Federal agency securities	71			264			509			143			987
	U.S. states and political subdivisions	98			60			95			34			287
	MBS - agency	1,825			6,252			7,456			3,914			19,447
	MBS - private	—			149			—			—			149
	ABS	44			21			2			—			67
	Corporate and other debt securities	—			25			17			—			42
	Total debt securities		$2,039			$7,667			$8,739			$4,091			$22,536
	Weighted average yield 1	2.93		%	2.51		%	2.88		%	2.92		%	2.77		%
	1Average yields are based on amortized cost and presented on a FTE basis.
Securities in a Continuous Unrealized Loss Position	'
		March 31, 2014
		Less than twelve months						Twelve months or longer						Total
	(Dollars in millions)	Fair			Unrealized			Fair			Unrealized			Fair			Unrealized
		Value			Losses			Value			Losses			Value			Losses
	Temporarily impaired securities:
	U.S. Treasury securities		$1,252			$32			$—			$—			$1,252			$32
	Federal agency securities	352			21			269			22			621			43
	U.S. states and political subdivisions	11			—			—			—			11			—
	MBS - agency	8,269			262			633			55			8,902			317
	ABS	—			—			13			1			13			1
	Total temporarily impaired securities	9,884			315			915			78			10,799			393
	OTTI securities 1:
	MBS - private	51			—			—			—			51			—
	Total OTTI securities	51			—			—			—			51			—
	Total impaired securities		$9,935			$315			$915			$78			$10,850			$393
		December 31, 2013
		Less than twelve months						Twelve months or longer						Total
	(Dollars in millions)	Fair			Unrealized			Fair			Unrealized			Fair			Unrealized
		Value			Losses			Value			Losses			Value			Losses
	Temporarily impaired securities:
	U.S. Treasury securities		$1,036			$47			$—			$—			$1,036			$47
	Federal agency securities	398			29			264			28			662			57
	U.S. states and political subdivisions	12			—			20			2			32			2
	MBS - agency	9,173			358			618			67			9,791			425
	ABS	—			—			13			1			13			1
	Total temporarily impaired securities	10,619			434			915			98			11,534			532
	OTTI securities 1:
	MBS - private	105			2			—			—			105			2
	Total OTTI securities	105			2			—			—			105			2
	Total impaired securities		$10,724			$436			$915			$98			$11,639			$534
	1Includes OTTI securities for which credit losses have been recorded in earnings in current or prior periods.
Gross Realized Gains and Losses on Sales and OTTI on Securities AFS	'
		Three Months Ended March 31
	(Dollars in millions)	2014			2013
	Gross realized gains		$—			$3
	Gross realized losses	(1		)	—
	OTTI	—			(1		)
	Net securities (losses)/gains		($1	)		$2
Other Than Temporary Impairment Losses On Investment Securities [Table Text Block]	'
	(Dollars in millions)	2014			2013
	OTTI 1		$—			$—
	Portion of gains recognized in OCI (before taxes)	—			1
	Net impairment losses recognized in earnings		$—			$1
	1 The initial OTTI amount represents the excess of the amortized cost over the fair value of AFS debt securities. For subsequent impairments of the same security, amount includes additional declines in the fair value subsequent to the previously recorded OTTI, if applicable, until such time the security is no longer in an unrealized loss position.
Rollforward of Credit Losses Recognized in Earnings Related to Securities	'
	(Dollars in millions)	2014			2013
	Balance, beginning of period		$25			$31
	Additions:
	OTTI credit losses on previously impaired securities	—			1
	Balance, end of period		$25			$32
Measurement Of Investment Credit Losses Assumptions [Table Text Block]	'
		2014 1		2013
	Default rate	N/A		6 - 9%
	Prepayment rate	N/A		7 - 8%
	Loss severity	N/A		61 - 74%
	1 "N/A" - Not applicable

Loans_Tables

Loans (Tables)	3 Months Ended
	Mar. 31, 2014
Receivables [Abstract]	'
Composition of Loan Portfolio	'
	(Dollars in millions)	March 31,				December 31, 2013
		2014
	Commercial loans:
	C&I		$58,828				$57,974
	CRE	5,961				5,481
	Commercial construction	920				855
	Total commercial loans	65,709				64,310
	Residential loans:
	Residential mortgages - guaranteed	3,295				3,416
	Residential mortgages - nonguaranteed 1	24,331				24,412
	Home equity products	14,637				14,809
	Residential construction	532				553
	Total residential loans	42,795				43,190
	Consumer loans:
	Guaranteed student loans	5,533				5,545
	Other direct	3,109				2,829
	Indirect	11,339				11,272
	Credit cards	711				731
	Total consumer loans	20,692				20,377
	LHFI		$129,196				$127,877
	LHFS		$1,488				$1,699
	1 Includes $299 million and $302 million of loans carried at fair value at March 31, 2014 and December 31, 2013, respectively.
LHFI by Credit Quality Indicator	'
		Commercial Loans
		C&I								CRE						Commercial construction
	(Dollars in millions)	March 31,				December 31, 2013				March 31,				December 31, 2013		March 31,		December 31, 2013
		2014								2014						2014
	Credit rating:
	Pass		$57,182				$56,443				$5,742				$5,245		$879		$798
	Criticized accruing	1,469				1,335				178				197		30		45
	Criticized nonaccruing	177				196				41				39		11		12
	Total		$58,828				$57,974				$5,961				$5,481		$920		$855
		Residential Loans 1
		Residential mortgages -								Home equity products						Residential construction
		nonguaranteed
	(Dollars in millions)	March 31,				December 31, 2013				March 31,				December 31, 2013		March 31,		December 31, 2013
		2014								2014						2014
	Current FICO score range:
	700 and above		$18,983				$19,100				$11,537				$11,661		$413		$423
	620 - 699	3,740				3,652				2,159				2,186		82		90
	Below 620 2	1,608				1,660				941				962		37		40
	Total		$24,331				$24,412				$14,637				$14,809		$532		$553
		Consumer Loans 3
		Other direct								Indirect						Credit cards
	(Dollars in millions)	March 31,				December 31, 2013				March 31,				December 31, 2013		March 31,		December 31, 2013
		2014								2014						2014
	Current FICO score range:
	700 and above		$2,648				$2,370				$8,390				$8,420		$489		$512
	620 - 699	401				397				2,286				2,228		178		176
	Below 620 2	60				62				663				624		44		43
	Total		$3,109				$2,829				$11,339				$11,272		$711		$731
	1 Excludes $3.3 billion and $3.4 billion at March 31, 2014 and December 31, 2013, respectively, of guaranteed residential loans. At March 31, 2014 and December 31, 2013, the majority of these loans had FICO scores of 700 and above.
	2 For substantially all loans with refreshed FICO scores below 620, the borrower’s FICO score at the time of origination exceeded 620 but has since deteriorated as the loan has seasoned.
	3 Excludes $5.5 billion of guaranteed student loans at March 31, 2014 and December 31, 2013
Payment Status for the LHFI Portfolio	'
		31-Mar-14
	(Dollars in millions)	Accruing				Accruing				Accruing				Nonaccruing 2		Total
		Current				30-89 Days				90+ Days
						Past Due				Past Due
	Commercial loans:
	C&I		$58,576				$56				$19				$177		$58,828
	CRE	5,914				6				—				41		5,961
	Commercial construction	907				2				—				11		920
	Total commercial loans	65,397				64				19				229		65,709
	Residential loans:
	Residential mortgages - guaranteed	2,731				38				526				—		3,295
	Residential mortgages - nonguaranteed1	23,770				121				14				426		24,331
	Home equity products	14,323				107				—				207		14,637
	Residential construction	472				9				—				51		532
	Total residential loans	41,296				275				540				684		42,795
	Consumer loans:
	Guaranteed student loans	4,520				444				569				—		5,533
	Other direct	3,086				15				2				6		3,109
	Indirect	11,268				64				1				6		11,339
	Credit cards	699				6				6				—		711
	Total consumer loans	19,573				529				578				12		20,692
	Total LHFI		$126,266				$868				$1,137				$925		$129,196
	1 Includes $299 million of loans carried at fair value, the majority of which were accruing current.
	2 Nonaccruing loans past due 90 days or more totaled $635 million. Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDRs and performing second lien loans which are classified as nonaccrual when the first lien loan is nonperforming.
		December 31, 2013
	(Dollars in millions)	Accruing				Accruing				Accruing				Nonaccruing 2		Total
		Current				30-89 Days				90+ Days
						Past Due				Past Due
	Commercial loans:
	C&I		$57,713				$47				$18				$196		$57,974
	CRE	5,430				5				7				39		5,481
	Commercial construction	842				1				—				12		855
	Total commercial loans	63,985				53				25				247		64,310
	Residential loans:
	Residential mortgages - guaranteed	2,787				58				571				—		3,416
	Residential mortgages - nonguaranteed1	23,808				150				13				441		24,412
	Home equity products	14,480				119				—				210		14,809
	Residential construction	488				4				—				61		553
	Total residential loans	41,563				331				584				712		43,190
	Consumer loans:
	Guaranteed student loans	4,475				461				609				—		5,545
	Other direct	2,803				18				3				5		2,829
	Indirect	11,189				75				1				7		11,272
	Credit cards	718				7				6				—		731
	Total consumer loans	19,185				561				619				12		20,377
	Total LHFI		$124,733				$945				$1,228				$971		$127,877
	1 Includes $302 million of loans carried at fair value, the majority of which were accruing current.
	2 Nonaccruing loans past due 90 days or more totaled $653 million. Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDRs and performing second lien loans which are classified as nonaccrual when the first lien loan is nonperforming.
LHFI Considered Impaired	'
		31-Mar-14												December 31, 2013
	(Dollars in millions)	Unpaid				Amortized				Related				Unpaid		Amortized		Related
		Principal				Cost1				Allowance				Principal		Cost1		Allowance
		Balance												Balance
	Impaired loans with no related allowance recorded:
	Commercial loans:
	C&I		$65				$52				$—				$81		$56		$—
	CRE	12				11				—				61		60		—
	Commercial construction	6				3				—				—		—		—
	Total commercial loans	83				66				—				142		116		—
	Impaired loans with an allowance recorded:
	Commercial loans:
	C&I	64				59				14				51		49		10
	CRE	18				12				1				8		3		—
	Commercial construction	6				4				—				6		3		—
	Total commercial loans	88				75				15				65		55		10
	Residential loans:
	Residential mortgages - nonguaranteed	2,328				2,031				242				2,357		2,051		226
	Home equity products	706				631				92				710		638		96
	Residential construction	225				181				23				241		189		23
	Total residential loans	3,259				2,843				357				3,308		2,878		345
	Consumer loans:
	Other direct	14				14				1				14		14		—
	Indirect	91				91				5				83		83		5
	Credit cards	11				11				2				13		13		3
	Total consumer loans	116				116				8				110		110		8
	Total impaired loans		$3,546				$3,100				$380				$3,625		$3,159		$363
	1 Amortized cost reflects charge-offs that have been recognized plus other amounts that have been applied to reduce the net book balance.
	Included in the impaired loan balances above were $2.7 billion of accruing TDRs at amortized cost, at both March 31, 2014 and December 31, 2013, of which 96% were current. See Note 1, “Significant Accounting Policies,” to the Company's 2013 Annual Report on Form 10-K for further information regarding the Company’s loan impairment policy.
		Three Months Ended March 31
		2014								2013
	(Dollars in millions)	Average				Interest				Average				Interest
		Amortized				Income				Amortized				Income
		Cost				Recognized1				Cost				Recognized1
	Impaired loans with no related allowance recorded:
	Commercial loans:
	C&I		$52				$1				$49				$—
	CRE	11				—				9				—
	Commercial construction	5				—				45				1
	Total commercial loans	68				1				103				1
	Impaired loans with an allowance recorded:
	Commercial loans:
	C&I	63				—				29				—
	CRE	12				—				10				—
	Commercial construction	4				—				5				—
	Total commercial loans	79				—				44				—
	Residential loans:
	Residential mortgages - nonguaranteed	2,031				25				2,020				22
	Home equity products	637				7				629				5
	Residential construction	182				2				206				2
	Total residential loans	2,850				34				2,855				29
	Consumer loans:
	Other direct	14				—				15				—
	Indirect	93				1				60				1
	Credit cards	12				—				20				—
	Total consumer loans	119				1				95				1
	Total impaired loans		$3,116				$36				$3,097				$31
	1 Of the interest income recognized during the three months ended March 31, 2014, and 2013, cash basis interest income was $1 million and $4 million, respectively.
Nonperforming Assets	'
	(Dollars in millions)	March 31, 2014				December 31, 2013
	Nonaccrual/NPLs:
	Commercial loans:
	C&I		$177				$196
	CRE	41				39
	Commercial construction	11				12
	Residential loans:
	Residential mortgages - nonguaranteed	426				441
	Home equity products	207				210
	Residential construction	51				61
	Consumer loans:
	Other direct	6				5
	Indirect	6				7
	Total nonaccrual/NPLs1	925				971
	OREO2	151				170
	Other repossessed assets	7				7
	Nonperforming LHFS	12				17
	Total NPAs		$1,095				$1,165
	1 Nonaccruing restructured loans are included in total nonaccrual/NPLs.
	2 Does not include foreclosed real estate related to loans insured by the FHA or the VA. Proceeds due from the FHA and the VA are recorded as a receivable in other assets in the Consolidated Balance Sheets until the funds are received and the property is conveyed. The receivable amount related to proceeds due from the FHA or the VA totaled $81 million and $88 million at March 31, 2014 and December 31, 2013, respectively.
Troubled Debt Restructurings on Financing Receivables [Table Text Block]	'
		Three Months Ended March 31, 20141
	(Dollars in millions)	Number of Loans Modified		Rate				Term Extension and/or Other Concessions				Total
				Modification 2
	Commercial loans:
	C&I	16			$—				$2				$2
	CRE	2		—				3				3
	Residential loans:
	Residential mortgages - nonguaranteed	313		43				18				61
	Home equity products	433		3				18				21
	Residential construction	6		—				—				—
	Consumer loans:
	Other direct	17		—				—				—
	Indirect	839		—				16				16
	Credit cards	97		1				—				1
	Total TDRs	1,723			$47				$57				$104
	1 Includes loans modified under the terms of a TDR that were charged-off during the period.
	2 Restructured loans which had a modification of the loan's contractual interest rate may also have had an extension of the loan's contractual maturity date and/or other concessions. The financial effect of modifying the interest rate on the loans modified as a TDR was immaterial to the financial statements during the three months ended March 31, 2014.
		Three Months Ended March 31, 20131
	(Dollars in millions)	Number of Loans Modified		Rate				Term Extension and/or Other Concessions				Total
				Modification 2
	Commercial loans:
	C&I	67			$2				$35				$37
	CRE	4		3				—				3
	Residential loans:
	Residential mortgages - nonguaranteed	276		25				17				42
	Home equity products	683		19				18				37
	Residential construction	113		12				1				13
	Consumer loans:
	Other direct	48		—				1				1
	Indirect	903		—				17				17
	Credit cards	231		1				—				1
	Total TDRs	2,325			$62				$89				$151
	1 Includes loans modified under the terms of a TDR that were charged-off during the period.
	2 Restructured loans which had a modification of the loan's contractual interest rate may also have had an extension of the loan's contractual maturity date and/or other concessions. The financial effect of modifying the interest rate on the loans modified as a TDR was immaterial to the financial statements during the three months ended March 31, 2013.
TroubledDebtRestructuingDefault [Table Text Block]	'
	For the three months ended March 31, 2014, the table below represents defaults on loans that were first modified between the periods January 1, 2013 and March 31, 2014 that became 90 days or more delinquent or were charged-off during the period.
		Three Months Ended March 31, 2014
	(Dollars in millions)	Number of Loans			Amortized Cost
	Commercial loans:
	C&I	25				$1
	CRE	—			—
	Commercial construction	—			—
	Residential loans:
	Residential mortgages	49			4
	Home equity products	23			1
	Residential construction	4			—
	Consumer loans:
	Other direct	5			—
	Indirect	43			1
	Credit cards	20			—
	Total TDRs	169				$7
	For the three months ended March 31, 2013, the table below represents defaults on loans that were first modified between the periods January 1, 2012 and March 31, 2013 that became 90 days or more delinquent or were charged-off during the period.
		Three Months Ended March 31, 2013
	(Dollars in millions)	Number of Loans		Amortized Cost
	Commercial loans:
	C&I	23			$—
	CRE	1		3
	Commercial construction	1		—
	Residential loans:
	Residential mortgages	76		4
	Home equity products	49		3
	Residential construction	6		1
	Consumer loans:
	Other direct	7		—
	Indirect	39		1
	Credit cards	44		1
	Total TDRs	246			$13

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	3 Months Ended
	Mar. 31, 2014
Allowance for Credit Losses [Abstract]	'
Activity in the Allowance for Credit Losses	'
		Three Months Ended March 31
	(Dollars in millions)	2014			2013
	Balance at beginning of period		$2,094			$2,219
	Provision for loan losses	106			204
	(Benefit)/provision for unfunded commitments	(4		)	8
	Loan charge-offs	(151		)	(273		)
	Loan recoveries	41			47
	Balance at end of period		$2,086			$2,205
	Components:
	ALLL		$2,040			$2,152
	Unfunded commitments reserve1	46			53
	Allowance for credit losses		$2,086			$2,205
	1 The unfunded commitments reserve is recorded in other liabilities in the Consolidated Balance Sheets.
Activity in the ALLL by Segment	'
		Three Months Ended March 31, 2014
	(Dollars in millions)	Commercial			Residential			Consumer			Total
	Balance at beginning of period		$946			$930			$168			$2,044
	Provision for loan losses	39			48			19			106
	Loan charge-offs	(33		)	(85		)	(33		)	(151		)
	Loan recoveries	14			17			10			41
	Balance at end of period		$966			$910			$164			$2,040
		Three Months Ended March 31, 2013
	(Dollars in millions)	Commercial			Residential			Consumer			Total
	Balance at beginning of period		$902			$1,131			$141			$2,174
	Provision for loan losses	64			112			28			204
	Loan charge-offs	(60		)	(178		)	(35		)	(273		)
	Loan recoveries	15			22			10			47
	Balance at end of period		$921			$1,087			$144			$2,152
Loans Held for Investment portfolio and Related Allowance for Loan and Lease Losses	'
		31-Mar-14
		Commercial						Residential						Consumer				Total
	(Dollars in millions)	Carrying			Associated			Carrying			Associated			Carrying		Associated		Carrying		Associated
		Value			ALLL			Value			ALLL			Value		ALLL		Value		ALLL
	Individually evaluated		$141			$15			$2,843			$357			$116		$8		$3,100		$380
	Collectively evaluated	65,568			951			39,653			553			20,576		156		125,797		1,660
	Total evaluated	65,709			966			42,496			910			20,692		164		128,897		2,040
	LHFI at fair value	—			—			299			—			—		—		299		—
	Total LHFI		$65,709			$966			$42,795			$910			$20,692		$164		$129,196		$2,040
		December 31, 2013
		Commercial						Residential						Consumer				Total
	(Dollars in millions)	Carrying			Associated			Carrying			Associated			Carrying		Associated		Carrying		Associated
		Value			ALLL			Value			ALLL			Value		ALLL		Value		ALLL
	Individually evaluated		$171			$10			$2,878			$345			$110		$8		$3,159		$363
	Collectively evaluated	64,139			936			40,010			585			20,267		160		124,416		1,681
	Total evaluated	64,310			946			42,888			930			20,377		168		127,575		2,044
	LHFI at fair value	—			—			302			—			—		—		302		—
	Total LHFI		$64,310			$946			$43,190			$930			$20,377		$168		$127,877		$2,044

Goodwill_and_Other_Intangible_1

Goodwill and Other Intangible Assets (Tables)	3 Months Ended
	Mar. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Schedule of Goodwill [Table Text Block]	'
	(Dollars in millions)	Consumer Banking and Private Wealth Management			Wholesale Banking			Total
	Balance, January 1, 2014		$4,262			$2,107			$6,369
	Acquisition of Lantana Oil and Gas Partners, Inc. 1	—			8			8
	Balance, March 31, 2014		$4,262			$2,115			$6,377
	1 Assets and liabilities obtained through the acquisition were immaterial to the financial statements at March 31, 2014.
Schedule of Finite-Lived Intangible Assets by Major Class [Table Text Block]	'
	(Dollars in millions)	Core Deposit			MSRs -			Other			Total
		Intangibles			Fair Value
	Balance, January 1, 2014		$4			$1,300			$30			$1,334
	Amortization	(1		)	—			(2		)	(3		)
	MSRs originated	—			32			—			32
	Changes in fair value:
	Due to changes in inputs and assumptions 1	—			(46		)	—			(46		)
	Other changes in fair value 2	—			(35		)	—			(35		)
	Balance, March 31, 2014		$3			$1,251			$28			$1,282
	Balance, January 1, 2013		$17			$899			$40			$956
	Amortization	(3		)	—			(3		)	(6		)
	MSRs originated	—			110			—			110
	Changes in fair value:
	Due to changes in inputs and assumptions 1	—			90			—			90
	Other changes in fair value 2	—			(74		)	—			(74		)
	Balance, March 31, 2013		$14			$1,025			$37			$1,076
	1 Primarily reflects changes in discount rates and prepayment speed assumptions, due to changes in interest rates.
	2 Represents changes due to the collection of expected cash flows, net of accretion, due to the passage of time.
Key Characteristics, Inputs, and Economic Assumptions Used to Estimate the Fair Value of the Company's MSRs	'
	(Dollars in millions)	March 31, 2014			December 31, 2013
	Fair value of retained MSRs		$1,251			$1,300
	Prepayment rate assumption (annual)	8		%	8		%
	Decline in fair value from 10% adverse change		$42			$38
	Decline in fair value from 20% adverse change	81			74
	Discount rate (annual)	12		%	12		%
	Decline in fair value from 10% adverse change		$61			$66
	Decline in fair value from 20% adverse change	117			126
	Weighted-average life (in years)	7.3			7.7
	Weighted-average coupon	4.3		%	4.4		%

Certain_Transfers_of_Financial1

Certain Transfers of Financial Assets and Variable Interest Entities (Tables)	3 Months Ended
	Mar. 31, 2014
Certain Transfers of Financial Assets and Variable Interest Entities [Abstract]	'
Asset Transfers in Which the Company has Continuing Economic Involvement	'
		Three Months Ended March 31,
	(Dollars in millions)	2014		2013
	Cash flows on interests held 1:
	Residential Mortgage Loans 2		$4		$6
	Servicing or management fees 1:
	Residential Mortgage Loans 2		$—		$1
	Commercial and Corporate Loans	2		2
	Total servicing or management fees		$2		$3
	1 The transfer activity is related to unconsolidated VIEs.
	2 Does not include GSE mortgage loan transfers
Portfolio Balances and Delinquency Balances Based on 90 Days or More Past Due and Net Charge-offs Related to Managed Portfolio Loans	'
		Portfolio Balance 1				Past Due and Nonaccrual 2						Net Charge-offs
		March 31, 2014		December 31, 2013		March 31, 2014			December 31, 2013			Three Months Ended March 31
	(Dollars in millions)											2014		2013
	Type of loan:
	Commercial		$65,709		$64,310		$248			$272			$19		$45
	Residential	42,795		43,190		1,224			1,296			68		156
	Consumer	20,692		20,377		590			631			23		25
	Total loan portfolio	129,196		127,877		2,062			2,199			110		226
	Managed securitized loans:
	Commercial	1,680		1,617		32			29			—		—
	Residential	99,919		100,695		385		3	493		3	4		8
	Total managed loans		$230,795		$230,189		$2,479			$2,721			$114		$234
	1 Excludes $1.5 billion and $1.7 billion of LHFS at March 31, 2014 and December 31, 2013, respectively.
	2 Excludes $13 million and $17 million of past due LHFS at March 31, 2014 and December 31, 2013, respectively.
	3 Excludes loans that have completed the foreclosure or short sale process (i.e. involuntary prepayments).

Net_IncomeLoss_Per_Common_Shar1

Net Income/(Loss) Per Common Share (Tables)	3 Months Ended
	Mar. 31, 2014
Earnings Per Share [Abstract]	'
Reconciliation of Net Income/(Loss) to Net Income/(Loss) Available to Common Shareholders	'
	(In millions, except per share data)	2014			2013
	Net income		$405			$352
	Preferred dividends	(9		)	(9		)
	Dividends and undistributed earnings allocated to unvested shares	(3		)	(3		)
	Net income available to common shareholders		$393			$340
	Average basic common shares	531			536
	Effect of dilutive securities:
	Stock options	2			1
	Restricted stock and warrants	4			3
	Average diluted common shares	537			540
	Net income per average common share - diluted		$0.73			$0.63
	Net income per average common share - basic		$0.74			$0.64

Employee_Benefit_Plans_Tables

Employee Benefit Plans (Tables)	3 Months Ended
	Mar. 31, 2014
Employee Benefit Plans [Abstract]	'
Schedule of Share-based Payment Award, Stock Options, Valuation Assumptions [Table Text Block]	'
	Dividend yield	1.28	%
	Expected stock price volatility	30.98
	Risk-free interest rate (weighted average)	1.02
	Expected life of options	6 years
Stock-Based Compensation Expense Recognized in Noninterest Expense	'
	(Dollars in millions)	2014			2013
	Stock-based compensation expense:
	Stock options		$1			$3
	Restricted stock	8			7
	RSUs	14			9
	Total stock-based compensation expense		$23			$19
Schedule of Net Benefit Costs [Table Text Block]	'
		Pension Benefits						Other Postretirement Benefits
	(Dollars in millions)	2014			2013			2014			2013
	Interest cost		$31			$28			$1			$1
	Expected return on plan assets	(49		)	(46		)	(2		)	(1		)
	Recognized net actuarial loss/(gain)	4			6			(1		)	—
	Net periodic benefit		($14	)		($12	)		($2	)		$—

Derivative_Financial_Instrumen1

Derivative Financial Instruments (Tables)	3 Months Ended
	Mar. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative Positions	'																			[1]
		31-Mar-14
		Asset Derivatives									Liability Derivatives
	(Dollars in millions)		Notional				Fair				Notional				Fair
			Amounts				Value				Amounts				Value
	Derivatives designated in cash flow hedging relationships 1
	Interest rate contracts hedging floating rate loans			$17,600				$360				$500				$1
	Derivatives designated in fair value hedging relationships 2
	Interest rate contracts covering fixed rate debt		1,000				44				900				8
	Derivatives not designated as hedging instruments 3
	Interest rate contracts covering:
	Fixed rate debt		—				—				60				7
	MSRs		3,091				38				7,159				46
	LHFS, IRLCs 4		2,829				8				2,424				4
	Trading activity 5		59,949				2,563				67,558				2,387
	Foreign exchange rate contracts covering trading activity		3,286				54				3,046				46
	Credit contracts covering:
	Loans		—				—				492				5
	Trading activity 6		1,407				25				1,417				22
	Equity contracts - Trading activity 5		20,113				2,340				25,641				2,593
	Other contracts:
	IRLCs and other 7		1,455				14				509				3
	Commodities		245				17				244				17
	Total		92,375				5,059				108,550				5,130
	Total derivatives			$110,975				$5,463				$109,950				$5,139
	Total gross derivatives, before netting							$5,463								$5,139
	Less: Legally enforceable master netting agreements						(3,927		)						(3,927		)
	Less: Cash collateral received/paid						(355		)						(843		)
	Total derivatives, after netting							$1,181								$369
	1 See “Cash Flow Hedges” in this Note for further discussion.
	2 See “Fair Value Hedges” in this Note for further discussion.
	3 See “Economic Hedging and Trading Activities” in this Note for further discussion.
	4 Amount includes $875 million of notional amounts related to interest rate futures. These futures contracts settle in cash daily, one day in arrears. The derivative asset or liability associated with the one day lag is included in the fair value column of this table.
	5 Amounts include $13.8 billion and $0.5 billion of notional related to interest rate futures and equity futures, respectively. These futures contracts settle in cash daily, one day in arrears. The derivative assets/liabilities associated with the one day lag are included in the fair value column of this table.
	6 Asset and liability amounts include $4 million and $3 million, respectively, of notional from purchased and written credit risk participation agreements, respectively, whose notional is calculated as the notional of the derivative participated adjusted by the relevant RWA conversion factor.
	7 Includes a notional amount that is based on the number of Visa Class B shares, 3.2 million, the conversion ratio from Class B shares to Class A shares, and the Class A share price at the derivative inception date of May 28, 2009. This derivative was established upon the sale of Class B shares in the second quarter of 2009 as discussed in Note 12, “Guarantees.” The fair value of the derivative liability, which relates to a notional amount of $55 million, is immaterial and is recognized in trading assets and derivatives in the Consolidated Balance Sheets.
		December 31, 2013
		Asset Derivatives									Liability Derivatives
	(Dollars in millions)		Notional				Fair				Notional				Fair
			Amounts				Value				Amounts				Value
	Derivatives designated in cash flow hedging relationships 1
	Interest rate contracts hedging floating rate loans			$17,250				$471				$—				$—
	Derivatives designated in fair value hedging relationships 2
	Interest rate contracts covering fixed rate debt		2,000				52				900				24
	Derivatives not designated as hedging instruments 3
	Interest rate contracts covering:
	Fixed rate debt		—				—				60				7
	MSRs		1,425				27				6,898				79
	LHFS, IRLCs 4		4,561				30				1,317				5
	Trading activity 5		70,615				2,917				65,299				2,742
	Foreign exchange rate contracts covering trading activity		2,449				61				2,624				57
	Credit contracts covering:
	Loans		—				—				427				5
	Trading activity 6		1,568				37				1,579				34
	Equity contracts - Trading activity 5		19,595				2,504				24,712				2,702
	Other contracts:
	IRLCs and other 7		1,114				12				755				4
	Commodities		241				14				228				14
	Total		101,568				5,602				103,899				5,649
	Total derivatives			$120,818				$6,125				$104,799				$5,673
	Total gross derivatives, before netting							$6,125								$5,673
	Less: Legally enforceable master netting agreements						(4,284		)						(4,284		)
	Less: Cash collateral received/paid						(457		)						(864		)
	Total derivatives, after netting							$1,384								$525
1 See “Cash Flow Hedges” in this Note for further discussion.
2 See “Fair Value Hedges” in this Note for further discussion.
3 See “Economic Hedging and Trading Activities” in this Note for further discussion.
4 Amount includes $885 million of notional amounts related to interest rate futures. These futures contracts settle in cash daily, one day in arrears. The derivative liability associated with the one day lag is included in the fair value column of this table.
5 Amounts include $15.2 billion and $0.2 billion of notional related to interest rate futures and equity futures, respectively. These futures contracts settle in cash daily, one day in arrears. The derivative asset associated with the one day lag is included in the fair value column of this table.
6 Asset and liability amounts each include $4 million and $5 million of notional from purchased and written interest rate swap risk participation agreements, respectively, whose notional is calculated as the notional of the interest rate swap participated adjusted by the relevant RWA conversion factor.
7 Includes a notional amount that is based on the number of Visa Class B shares, 3.2 million, the conversion ratio from Class B shares to Class A shares, and the Class A share price at the derivative inception date of May 28, 2009. This derivative was established upon the sale of Class B shares in the second quarter of 2009 as discussed in Note 12, “Guarantees.” The fair value of the derivative liability, which relates to a notional amount of $55 million, is immaterial and is recognized in other liabilities in the Consolidated Balance Sheets.
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]	'																			[2]
		Three Months Ended March 31, 2014
	(Dollars in millions)	Amount of pre-tax gain				Classification of gain		Amount of pre-tax gain
		recognized in				reclassified from		reclassified from
		OCI on Derivatives				AOCI into Income		AOCI into Income
		(Effective  Portion)				(Effective Portion)		(Effective Portion)
	Derivatives in cash flow hedging relationships:
	Interest rate contracts hedging floating rate loans1		$23			Interest and fees on loans			$76
	1 During the three months ended March 31, 2014, the Company also reclassified $26 million pre-tax gains from AOCI into net interest income. These gains related to hedging relationships that have been previously terminated or de-designated and are reclassified into earnings in the same period in which the forecasted transaction occurs.
		Three Months Ended March 31, 2014
	(Dollars in millions)	Amount of gain on Derivatives				Amount of loss on related Hedged Items				Amount of gain/(loss)
		recognized in Income				recognized in Income				recognized in
										Income on Hedges
										(Ineffective Portion)
	Derivatives in fair value hedging relationships:
	Interest rate contracts hedging fixed rate debt1		$9				($9	)			$—
	1 Amounts are recognized in trading income in the Consolidated Statements of Income.
	(Dollars in millions)	Classification of gain/(loss)		Amount of gain/(loss)
		recognized in Income on Derivatives		recognized in Income
				on Derivatives during the
				Three Months Ended March 31, 2014
	Derivatives not designated as hedging instruments:
	Interest rate contracts covering:
	MSRs	Mortgage servicing related income			$55
	LHFS, IRLCs	Mortgage production related income		(34		)
	Trading activity	Trading income		14
	Foreign exchange rate contracts covering:
	Trading activity	Trading income		5
	Credit contracts covering:
	Trading activity	Trading income		4
	Equity contracts - trading activity	Trading income		1
	Other contracts - IRLCs	Mortgage production related income		60
	Total				$105
	The impacts of derivatives on the Consolidated Statements of Income and the Consolidated Statements of Shareholders' Equity for the three months ended March 31, 2013, are presented below:
		Three Months Ended March 31, 2013
	(Dollars in millions)	Amount of pre-tax gain				Classification of gain		Amount of pre-tax gain
		recognized in				reclassified from		reclassified from
		OCI on Derivatives				AOCI into Income		AOCI into Income
		(Effective Portion)				(Effective Portion)		(Effective Portion)
	Derivatives in cash flow hedging relationships:
	Interest rate contracts hedging floating rate loans 1		$1			Interest and fees on loans			$87
	1 During the three months ended March 31, 2013, the Company also reclassified $27 million pre-tax gains from AOCI into net interest income. These gains related to hedging relationships that have been previously terminated or de-designated and are reclassified into earnings in the same period in which the forecasted transaction occurs.
		Three Months Ended March 31, 2013
	(Dollars in millions)	Amount of loss on Derivatives recognized in Income				Amount of gain on related Hedged Items				Amount of gain recognized in Income on Hedges (Ineffective Portion)
						recognized in Income
	Derivatives in fair value hedging relationships:
	Interest rate contracts hedging fixed rate debt 1		($5	)			$6				$1
	1 Amounts are recognized in trading income in the Consolidated Statements of Income.
	(Dollars in millions)	Classification of gain/(loss)		Amount of gain/(loss)
		recognized in Income on Derivatives		recognized in Income
				on Derivatives during the
				Three Months Ended March 31, 2013
	Derivatives not designated as hedging instruments:
	Interest rate contracts covering:
	MSRs	Mortgage servicing related income			($56	)
	LHFS, IRLCs	Mortgage production related income		35
	Trading activity	Trading income		8
	Foreign exchange rate contracts covering:
	Commercial loans	Trading income		2
	Trading activity	Trading income		12
	Credit contracts covering:
	Loans	Other noninterest income		(1		)
	Trading activity	Trading income		5
	Equity contracts - trading activity	Trading income		1
Other contracts - IRLCs	Mortgage production related income		102
Total				$108
Netting of financial instruments - derivatives [Table Text Block]	'
	(Dollars in millions)	Gross				Amount				Net Amount				Held/Pledged				Net
		Amount				Offset				Presented in				Financial				Amount
										Consolidated				Instruments
										Balance Sheets
	31-Mar-14
	Derivative financial assets:
	Derivatives subject to master netting arrangement or similar arrangement		$4,733				$3,789				$944				$51				$893
	Derivatives not subject to master netting arrangement or similar arrangement	14				—				14				—				14
	Exchange traded derivatives	716				493				223				—				223
	Total derivative financial assets		$5,463				$4,282				$1,181		1		$51				$1,130
	Derivative financial liabilities:
	Derivatives subject to master netting arrangement or similar arrangement		$4,468				$4,277				$191				$18				$173
	Derivatives not subject to master netting arrangement or similar arrangement	178				—				178				—				178
	Exchange traded derivatives	493				493				—				—				—
	Total derivative financial liabilities		$5,139				$4,770				$369		2		$18				$351
	December 31, 2013
	Derivative financial assets:
	Derivatives subject to master netting arrangement or similar arrangement		$5,285				$4,239				$1,046				$51				$995
	Derivatives not subject to master netting arrangement or similar arrangement	12				—				12				—				12
	Exchange traded derivatives	828				502				326				—				326
	Total derivative financial assets		$6,125				$4,741				$1,384		1		$51				$1,333
	Derivative financial liabilities:
	Derivatives subject to master netting arrangement or similar arrangement		$4,982				$4,646				$336				$13				$323
	Derivatives not subject to master netting arrangement or similar arrangement	189				—				189				—				189
	Exchange traded derivatives	502				502				—				—				—
	Total derivative financial liabilities		$5,673				$5,148				$525		2		$13				$512
	1 At March 31, 2014, $1.2 billion, net of $355 million offsetting cash collateral, is recognized in trading assets and derivatives within the Company's Consolidated Balance Sheets. At December 31, 2013, $1.4 billion, net of $457 million offsetting cash collateral, is recognized in trading assets and derivatives within the Company's Consolidated Balance Sheets.
	2 At March 31, 2014, $369 million, net of $843 million offsetting cash collateral, is recognized in trading liabilities and derivatives within the Company's Consolidated Balance Sheets. At December 31, 2013, $525 million, net of $864 million offsetting cash collateral, is recognized in trading liabilities and derivatives within the Company's Consolidated Balance Sheets.
[1]	Amounts are recognized in trading income in the Consolidated Statements of Income.
[2]	During the three months ended March 31, 2013, the Company also reclassified $27 million pre-tax gains from AOCI into net interest income. These gains related to hedging relationships that have been previously terminated or de-designated and are reclassified into earnings in the same period in which the forecasted transaction occurs.

Guarantees_Tables

Guarantees (Tables)	3 Months Ended
	Mar. 31, 2014
Guarantees [Abstract]	'
Schedule Of Remaining Outstanding Balance Of Loans Sold [Table Text Block]	'
		Remaining Outstanding Balance by Year of Sale
	(Dollars in billions)	2005		2006			2007		2008		2009		2010		2011		2012		2013		2014		Total
	GSE1		$1.80		$1.90			$3.60		$3.40		$10.60		$7.00		$7.90		$17.30		$20.90		$2.30		$76.70
	Ginnie Mae1	0.4		0.2			0.2		1.1		3		2.4		2		3.8		3.5		0.4		17
	Non-agency	3.1		4.7			3		—		—		—		—		—		—		—		10.8
	Total		$5.30		$6.80			$6.80		$4.50		$13.60		$9.40		$9.90		$21.10		$24.40		$2.70		$104.50
	1 Balances based on loans currently serviced by the Company and excludes loans serviced by others and certain loans in foreclosure.
Mortgage Loan Repurchase Losses	'
		Three Months Ended March 31
	(Dollars in millions)	2014		2013
	Balance at beginning of period		$78		$632
	Repurchase provision	5		14
	Charge-offs	—		(133		)
	Balance at end of period		$83		$513

Fair_Value_Election_and_Measur1

Fair Value Election and Measurement (Tables)	3 Months Ended
	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
Assets and Liabilities Measured at Fair Value on a Recurring Basis	'
	Recurring Fair Value Measurements
	The following tables present certain information regarding assets and liabilities measured at fair value on a recurring basis and the changes in fair value for those specific financial instruments in which fair value has been elected.
		31-Mar-14
		Fair Value Measurements
	(Dollars in millions)	Level 1				Level 2				Level 3				Netting			Assets/Liabilities
														Adjustments 1			at Fair Value
	Assets
	Trading assets and derivatives:
	U.S. Treasury securities		$201				$—				$—				$—			$201
	Federal agency securities	—				288				—				—			288
	U.S. states and political subdivisions	—				78				—				—			78
	MBS - agency	—				396				—				—			396
	CLO securities	—				3				—				—			3
	Corporate and other debt securities	—				617				—				—			617
	CP	—				147				—				—			147
	Equity securities	60				—				—				—			60
	Derivative contracts	717				4,732				14				(4,282		)	1,181
	Trading loans	—				1,877				—				—			1,877
	Total trading assets and derivatives	978				8,138				14				(4,282		)	4,848
	Securities AFS:
	U.S. Treasury securities	1,557				—				—				—			1,557
	Federal agency securities	—				987				—				—			987
	U.S. states and political subdivisions	—				274				13				—			287
	MBS - agency	—				19,447				—				—			19,447
	MBS - private	—				—				149				—			149
	ABS	—				46				21				—			67
	Corporate and other debt securities	—				37				5				—			42
	Other equity securities 2	54				—				712				—			766
	Total securities AFS	1,611				20,791				900				—			23,302
	LHFS:
	Residential loans	—				1,007				2				—			1,009
	Corporate and other loans	—				224				—				—			224
	Total LHFS	—				1,231				2				—			1,233
	LHFI	—				—				299				—			299
	MSRs	—				—				1,251				—			1,251
	Liabilities
	Trading liabilities and derivatives:
	U.S. Treasury securities	370				—				—				—			370
	Corporate and other debt securities	—				297				—				—			297
	Equity securities	5				—				—				—			5
	Derivative contracts	493				4,643				3				(4,770		)	369
	Total trading liabilities and derivatives	868				4,940				3				(4,770		)	1,041
	Brokered time deposits	—				759				—				—			759
	Long-term debt	—				1,545				—				—			1,545
	Other liabilities 3	—				—				26				—			26
	1 Amounts represent offsetting cash collateral received from and paid to the same derivative counterparties and the impact of netting derivative assets and derivative liabilities when a legally enforceable master netting agreement or similar agreement exists.
	2 Includes $308 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank stock, $54 million in mutual fund investments, and $2 million of other.
	3 Includes contingent consideration obligations related to acquisitions.
		December 31, 2013
		Fair Value Measurements
	(Dollars in millions)	Level 1				Level 2				Level 3				Netting			Assets/Liabilities
														Adjustments 1			at Fair Value
	Assets
	Trading assets and derivatives:
	U.S. Treasury securities		$219				$—				$—				$—			$219
	Federal agency securities	—				426				—				—			426
	U.S. states and political subdivisions	—				65				—				—			65
	MBS - agency	—				323				—				—			323
	CDO/CLO securities	—				3				54				—			57
	ABS	—				—				6				—			6
	Corporate and other debt securities	—				534				—				—			534
	CP	—				29				—				—			29
	Equity securities	109				—				—				—			109
Derivative contracts	828				5,285				12				(4,741		)	1,384
Trading loans	—				1,888				—				—			1,888
Total trading assets and derivatives	1,156				8,553				72				(4,741		)	5,040
Securities AFS:
U.S. Treasury securities	1,293				—				—				—			1,293
Federal agency securities	—				984				—				—			984
U.S. states and political subdivisions	—				203				34				—			237
MBS - agency	—				18,911				—				—			18,911
MBS - private	—				—				154				—			154
ABS	—				58				21				—			79
Corporate and other debt securities	—				37				5				—			42
Other equity securities 2	103				—				739				—			842
Total securities AFS	1,396				20,193				953				—			22,542
LHFS:
Residential loans	—				1,114				3				—			1,117
Corporate and other loans	—				261				—				—			261
Total LHFS	—				1,375				3				—			1,378
LHFI	—				—				302				—			302
MSRs	—				—				1,300				—			1,300
Liabilities
Trading liabilities and derivatives:
U.S. Treasury securities	472				—				—				—			472
Corporate and other debt securities	—				179				—				—			179
Equity securities	5				—				—				—			5
Derivative contracts	502				5,167				4				(5,148		)	525
Total trading liabilities and derivatives	979				5,346				4				(5,148		)	1,181
Brokered time deposits	—				764				—				—			764
Long-term debt	—				1,556				—				—			1,556
Other liabilities 3	—				—				29				—			29
1 Amounts represent offsetting cash collateral received from and paid to the same derivative counterparties and the impact of netting derivative assets and derivative liabilities when a legally enforceable master netting agreement or similar agreement exists.
2 Includes $336 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank stock, $103 million in mutual fund investments, and $1 million of other.
3 Includes contingent consideration obligations related to acquisitions, as well as the derivative associated with the Company's sale of Visa shares during the year ended December 31, 2009.
Fair Value Option Elected, Difference Between the Aggregate Fair Value and the Aggregate Unpaid Principal Balance	'
	(Dollars in millions)	Aggregate Fair Value at				Aggregate Unpaid Principal				Fair Value
		31-Mar-14				Balance under FVO at				Over/(Under)
						31-Mar-14				Unpaid Principal
	Assets:
	Trading loans		$1,877				$1,840				$37
	LHFS	1,231				1,203				28
	Nonaccrual	2				15				(13		)
	LHFI	290				308				(18		)
	Nonaccrual	9				14				(5		)
	Liabilities:
	Brokered time deposits	759				757				2
	Long-term debt	1,545				1,413				132
	(Dollars in millions)	Aggregate Fair Value at				Aggregate Unpaid Principal				Fair Value
		31-Dec-13				Balance under FVO at				Over/(Under)
						31-Dec-13				Unpaid Principal
	Assets:
	Trading loans		$1,888				$1,858				$30
	LHFS	1,375				1,359				16
	Past due 90 days or more	1				2				(1		)
	Nonaccrual	2				15				(13		)
	LHFI	294				317				(23		)
	Nonaccrual	8				12				(4		)
	Liabilities:
	Brokered time deposits	764				761				3
	Long-term debt	1,556				1,432				124
Change in Fair Value of Financial Instruments for which the FVO has been Elected	'
		Fair Value Gain/(Loss) for the Three Months Ended
		March 31, 2014, for Items Measured at Fair Value
		Pursuant to Election of the FVO
	(Dollars in millions)	Trading				Mortgage				Mortgage				Total Changes
		Income				Production				Servicing				in Fair Values
						Related				Related				Included in
						Income 1				Income				Current Period
														Earnings 2
	Assets:
	Trading loans		$6				$—				$—				$6
	LHFS	—				(1		)		—				(1		)
	LHFI	—				4				—				4
	MSRs	—				—				(81		)		(81		)
	Liabilities:
	Brokered time deposits	3				—				—				3
	Long-term debt	(8		)		—				—				(8		)
	1 Income related to LHFS does not include income from IRLCs. For the three months ended March 31, 2014, income related to MSRs includes MSRs recognized upon the sale of loans reported at LOCOM.
	2 Changes in fair value for the three months ended March 31, 2014 exclude accrued interest for the period then ended. Interest income or interest expense on trading loans, LHFS, LHFI, brokered time deposits, and long-term debt that have been elected to be carried at fair value are recognized in interest income or interest expense in the Consolidated Statements of Income.
		Fair Value Gain/(Loss) for the Three Months Ended
		March 31, 2013, for Items Measured at Fair Value
		Pursuant to Election of the FVO
	(Dollars in millions)	Trading				Mortgage				Mortgage				Total Changes
		Income				Production				Servicing				in Fair Values
						Related				Related				Included in
						Income 1				Income				Current
														Period
														Earnings 2
	Assets:
	Trading loans		$4				$—				$—				$4
	LHFS	2				(21		)		—				(19		)
	LHFI	—				(3		)		—				(3		)
	MSRs	—				1				17				18
	Liabilities:
	Brokered time deposits	2				—				—				2
	Long-term debt	(10		)		—				—				(10		)
	1 Income related to LHFS does not include income from IRLCs. For the three months ended March 31, 2013, income related to MSRs includes MSRs recognized upon the sale of loans reported at LOCOM.
	2 Changes in fair value for the three months ended March 31, 2013 exclude accrued interest for the period then ended. Interest income or interest expense on trading loans, LHFS, LHFI, brokered time deposits, and long-term debt that have been elected to be carried at fair value are recognized in interest income or interest expense in the Consolidated Statements of Income.
Fair Value Level 3 Significant Unobservable Input Assumptions [Table Text Block]	'
		Level 3 Significant Unobservable Input Assumptions
	(Dollars in millions)	Fair value			Valuation Technique		Unobservable Input 1		Range
		31-Mar-14							(weighted average)
	Assets
	Trading assets and derivatives:
	Derivative contracts, net 2	11			Internal model		Pull through rate		9-100% (71%)
							MSR value		44-209 bps (106 bps)
	Securities AFS:
	U.S. states and political subdivisions	13			Cost		N/A
	MBS - private	149			Third party pricing		N/A
	ABS	21			Third party pricing		N/A
	Corporate and other debt securities	5			Cost		N/A
	Other equity securities	712			Cost		N/A
	Residential LHFS	2			Monte Carlo/Discounted cash flow		Option adjusted spread		225-675 bps (290 bps)
							Conditional prepayment rate		2-22 CPR (9 CPR)
							Conditional default rate		0-4 CDR (0.5 CDR)
	LHFI	290			Monte Carlo/Discounted cash flow		Option adjusted spread		0-675 bps (311 bps)
							Conditional prepayment rate		1-30 CPR (14 CPR)
							Conditional default rate		0-7 CDR (2.5 CDR)
		9			Collateral based pricing		Appraised value		NM 3
	MSRs	1,251			Discounted cash flow		Conditional prepayment rate		6-16 CPR (8 CPR)
							Discount rate		8-24% (10%)
	Liabilities
	Other liabilities 4	23			Internal model		Loan production volume		0-150% (92%)
		3			Internal model		Revenue run rate		NM 3
	1 For certain assets and liabilities that the Company utilizes third party pricing, the unobservable inputs and their ranges are not reasonably available to the Company, and therefore, have been noted as not applicable, "N/A."
	2 Represents the net of IRLC assets and liabilities entered into by the Mortgage Banking business to hedge its interest rate risk.
	3 Not meaningful.
	4 Input assumptions relate to the Company's contingent consideration obligations related to acquisitions. See Note 12, "Guarantees," for additional information.
		Level 3 Significant Unobservable Input Assumptions
	(Dollars in millions)	Fair value				Valuation Technique		Unobservable Input 1		Range
		31-Dec-13								(weighted average)
	Assets
	Trading assets and derivatives:
	CDO/CLO securities		$54			Matrix pricing/Discounted cash flow		Indicative pricing based on overcollateralization ratio		$50-$60 ($54)
								Discount margin		4-6% (5%)
	ABS	6				Matrix pricing		Indicative pricing		$55 ($55)
	Derivative contracts, net 2	8				Internal model		Pull through rate		1-99% (74%)
								MSR value		42-222 bps (111 bps)
	Securities AFS:
	U.S. states and political subdivisions	34				Matrix pricing		Indicative pricing		$80-$111 ($95)
	MBS - private	154				Third party pricing		N/A
	ABS	21				Third party pricing		N/A
	Corporate and other debt securities	5				Cost		N/A
	Other equity securities	739				Cost		N/A
	Residential LHFS	3				Monte Carlo/Discounted cash flow		Option adjusted spread		250-675 bps (277 bps)
								Conditional prepayment rate		2-10 CPR (7 CPR)
								Conditional default rate		0-4 CDR (0.5 CDR)
	LHFI	292				Monte Carlo/Discounted cash flow		Option adjusted spread		0-675 bps (307 bps)
								Conditional prepayment rate		1-30 CPR (13 CPR)
								Conditional default rate		0-7 CDR (2.5 CDR)
		10				Collateral based pricing		Appraised value		NM 3
	MSRs	1,300				Discounted cash flow		Conditional prepayment rate		4-25 CPR (8 CPR)
								Discount rate		9-28% (12%)
	Liabilities
	Other liabilities 4	23				Internal model		Loan production volume		0-150% (92%)
		3				Internal model		Revenue run rate		NM 3
	1 For certain assets and liabilities that the Company utilizes third party pricing, the unobservable inputs and their ranges are not reasonably available to the Company, and therefore, have been noted as not applicable, "N/A."
	2 Represents the net of IRLC assets and liabilities entered into by the Mortgage Banking segment to hedge its interest rate risk.
	3 Not meaningful.
	4 Input assumptions relate to the Company's contingent consideration obligations related to acquisitions. Excludes $3 million of Other Liabilities. See Note 12, "Guarantees," for additional information.
Reconciliation of the Beginning and Ending Balances for Fair Valued Assets and Liabilities Measured on a Recurring Basis Using Significant Unobservable Inputs	'
		Fair Value Measurements
		Using Significant Unobservable Inputs
	(Dollars in millions)	Beginning				Included				OCI				Purchases			Sales				Settlements			Transfers			Transfers		Transfers			Fair value		Included in earnings (held at March 31, 2014) 1
		balance				in																		to/from			into		out of			March 31,
		January 1,				earnings																		other			Level 3		Level 3			2014
		2014																						balance sheet
																								line items
	Assets
	Trading assets and derivatives:
	CDO/CLO securities		$54				$11		3		$—				$—			($65	)			$—			$—			$—		$—			$—		$—
	ABS	6				1			3	—				—			(7		)		—			—			—		—			—		—
	Derivative contracts, net	8				60			2	—				—			—				1			(58		)	—		—			11		—
	Total trading assets and derivatives	68				72				—				—			(72		)		1			(58		)	—		—			11		—
	Securities AFS:
	U.S. states and political subdivisions	34				(2		)		1				—			(20		)		—			—			—		—			13		—
	MBS - private	154				—				3				—			—				(8		)	—			—		—			149		—
	ABS	21				—				—				—			—				—			—			—		—			21		—
	Corporate and other debt securities	5				—				—				—			—				—			—			—		—			5		—
	Other equity securities	739				—				—				—			—				(27		)	—			—		—			712		—
	Total securities AFS	953				(2		)	4	4			5	—			(20		)		(35		)	—			—		—			900		—
	Residential LHFS	3				—				—				—			(2		)		—			(4		)	5		—			2		—
	LHFI	302				4			6	—				—			—				(11		)	4			—		—			299		3			6
	Liabilities
	Other liabilities	29				—				—				—			—				—			(3		)	—		—			26		—
	1 Change in unrealized gains/(losses) included in earnings during the period related to financial assets still held at March 31, 2014.
	2 Amounts included in earnings are net of issuances, fair value changes, and expirations and are recognized in mortgage production related income.
	3 Amounts included in earnings are recognized in trading income.
	4 Amounts included in earnings are recognized in net securities (losses)/gains.
	5 Amount recognized in OCI is recognized in change in unrealized gains/(losses) on AFS securities.
	6 Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in trading income.
		Fair Value Measurements
		Using Significant Unobservable Inputs
	(Dollars in millions)	Beginning				Included				OCI				Purchases			Sales				Settlements			Transfers			Transfers		Transfers			Fair value		Included in earnings (held at March 31,
		balance				in																		to/from other			into		out of			March 31,		2013) 1
		January 1,				earnings																		balance sheet			Level 3		Level 3			2013
		2013																						line items
	Assets
	Trading assets and derivatives:
	CDO/CLO securities		$52				$9		3		$—				$—			$—				$—			$—			$—		$—			$61		$9
	ABS	5				—				—				—			—				—			—			—		—			5		—
	Derivative contracts, net	132				102			2	—				—			—				—			(135		)	—		—			99		—
	Corporate and other debt securities	1				—				—				—			—				—			—			—		—			1		—
	Total trading assets and derivatives	190				111				—				—			—				—			(135		)	—		—			166		9			3
	Securities AFS:
	U.S. states and political subdivisions	46				—				2				—			(1		)		—			—			—		—			47		—
	MBS - private	209				—				2				—			—				(9		)	—			—		—			202		—
	ABS	21				(1		)		3				—			—				—			—			—		—			23		(1		)
	Corporate and other debt securities	5				—				—				—			—				—			—			—		—			5		—
	Other equity securities	633				—				—				45			—				(6		)	—			—		—			672		—
	Total securities AFS	914				(1		)	4	7			5	45			(1		)		(15		)	—			—		—			949		(1		)	4
	Residential LHFS	8				—				—				—			(10		)		—			(2		)	11		(1		)	6		—
	LHFI	379				(5		)	6	—				—			—				(16		)	2			—		—			360		(4		)	6
	Liabilities
	Other liabilities	31				—				—				—			—				—			—			—		—			31		—
	1 Change in unrealized gains/(losses) included in earnings for the period related to financial assets still held at March 31, 2013.
	2 Amounts included in earnings are net of issuances, fair value changes, and expirations and are recognized in mortgage production related income.
	3 Amounts included in earnings are recognized in trading income.
	4 Amounts included in earnings are generally recognized in net securities (losses)/gains; however, any related hedge ineffectiveness is recognized in trading income.
	5 Amounts recognized in OCI are recognized in change in unrealized gains/(losses) on AFS securities.
	6 Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in trading income.
Change in Carrying Value of Assets Measured at Fair Value on a Non-Recurring Basis	'
	(Dollars in millions)	31-Mar-14				Quoted Prices in				Significant				Significant			Gains/(Losses) for the
						Active Markets				Other				Unobservable			Three Months Ended
						for Identical				Observable				Inputs			31-Mar-14
						Assets/Liabilities				Inputs				(Level 3)
						(Level 1)				(Level 2)
	LHFS		$28				$—				$27				$1			$1
	LHFI	10				—				—				10			—
	OREO	31				—				1				30			(4		)
	Affordable Housing	63				—				—				63			(36		)
	Other Assets	49				—				49				—			(7		)
	(Dollars in millions)	December 31, 2013				Quoted Prices in				Significant				Significant			Losses for the
						Active Markets				Other				Unobservable			Year Ended
						for Identical				Observable				Inputs			31-Dec-13
						Assets/Liabilities				Inputs				(Level 3)
						(Level 1)				(Level 2)
	LHFS		$278				$—				$278				$—			($3	)
	LHFI	75				—				—				75			—
	OREO	49				—				1				48			(10		)
	Affordable Housing	7				—				—				7			(3		)
	Other Assets	171				—				158				13			(61		)
Carrying Amounts and Fair Values of the Company's Financial Instruments	'
	The carrying amounts and fair values of the Company’s financial instruments are as follows:
		March 31, 2014								Fair Value Measurement Using
	(Dollars in millions)	Carrying				Fair				Quoted Prices in				Significant			Significant
		Amount				Value				Active Markets				Other			Unobservable
										for Identical				Observable			Inputs
										Assets/Liabilities				Inputs			(Level 3)
										(Level 1)				(Level 2)
	Financial assets:
	Cash and cash equivalents		$7,907				$7,907				$7,907				$—			$—		(a)
	Trading assets and derivatives	4,848				4,848				978				3,856			14			(b)
	Securities AFS	23,302				23,302				1,611				20,791			900			(b)
	LHFS	1,488				1,497				—				1,399			98			(c)
	LHFI, net	127,156				123,122				—				2,844			120,278			(d)
	Financial liabilities:
	Deposits	132,956				132,979				—				132,979			—			(e)
	Short-term borrowings	8,679				8,679				—				8,679			—			(f)
	Long-term debt	11,565				11,594				—				10,975			619			(f)
	Trading liabilities and derivatives	1,041				1,041				868				170			3			(b)
		December 31, 2013								Fair Value Measurement Using
	(Dollars in millions)	Carrying				Fair				Quoted Prices in				Significant			Significant
		Amount				Value				Active Markets				Other			Unobservable
										for Identical				Observable			Inputs
										Assets/Liabilities				Inputs			(Level 3)
										(Level 1)				(Level 2)
	Financial assets:
	Cash and cash equivalents		$5,263				$5,263				$5,263				$—			$—		(a)
	Trading assets and derivatives	5,040				5,040				1,156				3,812			72			(b)
	Securities AFS	22,542				22,542				1,396				20,193			953			(b)
	LHFS	1,699				1,700				—				1,666			34			(c)
	LHFI, net	125,833				121,341				—				2,860			118,481			(d)
	Financial liabilities:
	Deposits	129,759				129,801				—				129,801			—			(e)
	Short-term borrowings	8,739				8,739				—				8,739			—			(f)
	Long-term debt	10,700				10,678				—				10,086			592			(f)
	Trading liabilities and derivatives	1,181				1,181				979				198			4			(b)
	The following methods and assumptions were used by the Company in estimating the fair value of financial instruments:
	(a)	Cash and cash equivalents are valued at their carrying amounts reported in the balance sheet, which are reasonable estimates of fair value due to the relatively short period to maturity of the instruments.
	(b)	Securities AFS, trading assets and derivatives, and trading liabilities and derivatives that are classified as level 1 are valued based on quoted market prices. For those instruments classified as level 2 or 3, refer to the respective valuation discussions within this footnote.
	(c)	LHFS are generally valued based on observable current market prices or, if quoted market prices are not available, on quoted market prices of similar instruments. Refer to the LHFS section within this footnote for further discussion of the LHFS carried at fair value. In instances for which significant valuation assumptions are not readily observable in the market, instruments are valued based on the best available data to approximate fair value. This data may be internally-developed and considers risk premiums that a market participant would require under then-current market conditions.
	(d)	LHFI fair values are based on a hypothetical exit price, which does not represent the estimated intrinsic value of the loan if held for investment. The assumptions used are expected to approximate those that a market participant purchasing the loans would use to value the loans, including a market risk premium and liquidity discount. Estimating the fair value of the loan portfolio when loan sales and trading markets are illiquid, or for certain loan types, nonexistent, requires significant judgment. Therefore, the estimated fair value can vary significantly depending on a market participant’s ultimate considerations and assumptions. The final value yields a market participant’s expected return on investment that is indicative of the current market conditions, but it does not take into consideration the Company’s estimated value from continuing to hold these loans or its lack of willingness to transact at these estimated values.
	The Company generally estimated fair value for LHFI based on estimated future cash flows discounted, initially, at current origination rates for loans with similar terms and credit quality, which derived an estimated value of 100% and 99% on the loan portfolio’s net carrying value at March 31, 2014 and December 31, 2013, respectively. The value derived from origination rates likely does not represent an exit price; therefore, an incremental market risk and liquidity discount was subtracted from the initial value at March 31, 2014 and December 31, 2013. The discounted value is a function of a market participant’s required yield in the current environment and is not a reflection of the expected cumulative losses on the loans. Loan prepayments are used to adjust future cash flows based on historical experience and prepayment model forecasts. The value of related accrued interest on loans approximates fair value; however, it is not included in the carrying amount or fair value of loans. The value of long-term customer relationships is not permitted under current U.S. GAAP to be included in the estimated fair value.
	(e)	Deposit liabilities with no defined maturity such as DDAs, NOW/money market accounts, and savings accounts have a fair value equal to the amount payable on demand at the reporting date (i.e., their carrying amounts). Fair values for CDs are estimated using a discounted cash flow measurement that applies current interest rates to a schedule of aggregated expected maturities. The assumptions used in the discounted cash flow analysis are expected to approximate those that market participants would use in valuing deposits. The value of long-term relationships with depositors is not taken into account in estimating fair values. For valuation of brokered time deposits that the Company carries at fair value as well as those that are carried at amortized cost, refer to the respective valuation section within this footnote.
	(f)	Fair values for short-term borrowings and certain long-term debt are based on quoted market prices for similar instruments or estimated using discounted cash flow analysis and the Company’s current incremental borrowing rates for similar types of instruments. For long-term debt that the Company carries at fair value, refer to the respective valuation section within this footnote. For level 3 debt, the terms are unique in nature or there are otherwise no similar instruments that can be used to value the instrument without using significant unobservable assumptions. In this situation, we look at current borrowing rates along with the collateral levels that secure the debt in determining an appropriate fair value adjustment.

Business_Segment_Reporting_Tab

Business Segment Reporting (Tables)	3 Months Ended
	Mar. 31, 2014
Segment Reporting [Abstract]	'
Business Segment Reporting	'
		Three Months Ended March 31, 2014
	(Dollars in millions)	Consumer		Wholesale Banking		Mortgage Banking			Corporate Other			Reconciling			Consolidated
		Banking and										Items
		Private Wealth
		Management
	Balance Sheets:
	Average total assets		$46,943		$70,467		$31,550			$25,192			$2,819			$176,971
	Average total liabilities	85,374		49,091		2,435			18,400			(56		)	155,244
	Average total equity	—		—		—			—			21,727			21,727
	Statements of Income:
	Net interest income		$641		$403		$134			$74			($48	)		$1,204
	FTE adjustment	—		34		—			1			—			35
	Net interest income - FTE 1	641		437		134			75			(48		)	1,239
	Provision for credit losses 2	53		23		26			—			—			102
	Net interest income after provision for credit losses	588		414		108			75			(48		)	1,137
	Total noninterest income	361		322		100			12			(4		)	791
	Total noninterest expense	709		455		187			10			(4		)	1,357
	Income before provision/(benefit) for income taxes	240		281		21			77			(48		)	571
	Provision/(benefit) for income taxes 3	88		91		6			(1		)	(24		)	160
	Net income including income attributable to noncontrolling interest	152		190		15			78			(24		)	411
	Net income attributable to noncontrolling interest	—		1		—			5			—			6
	Net income		$152		$189		$15			$73			($24	)		$405
		Three Months Ended March 31, 2013
	(Dollars in millions)	Consumer		Wholesale Banking		Mortgage Banking			Corporate Other			Reconciling			Consolidated
		Banking and										Items
		Private Wealth
		Management
	Balance Sheets:
	Average total assets		$45,376		$65,407		$33,185			$26,272			$1,568			$171,808
	Average total liabilities	85,786		46,806		4,337			13,890			(128		)	150,691
	Average total equity	—		—		—			—			21,117			21,117
	Statements of Income/(loss):
	Net interest income		$649		$389		$127			$85			($29	)		$1,221
	FTE adjustment	—		29		—			1			—			30
	Net interest income - FTE 1	649		418		127			86			(29		)	1,251
	Provision for credit losses 2	92		56		64			(1		)	1			212
	Net interest income after provision for credit losses	557		362		63			87			(30		)	1,039
	Total noninterest income	357		306		198			4			(2		)	863
	Total noninterest expense	704		380		269			1			(1		)	1,353
	Income/(loss) before provision/(benefit) for income taxes	210		288		(8		)	90			(31		)	549
	Provision/(benefit) for income taxes 3	77		93		(4		)	28			(3		)	191
	Net income/(loss) including income attributable to noncontrolling interest	133		195		(4		)	62			(28		)	358
	Net income attributable to noncontrolling interest	—		4		—			2			—			6
	Net income/(loss)		$133		$191		($4	)		$60			($28	)		$352

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Tables)	3 Months Ended
	Mar. 31, 2014
Accumulated Other Comprehensive Income Loss Tax [Abstract]	'
Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]	'
		Three Months Ended March 31
		2014											2013
	(Dollars in millions)	Pre-tax				Income Tax				After-tax			Pre-tax Amount			Income Tax (Expense)/Benefit			After-tax Amount
		Amount				(Expense)/				Amount
						Benefit
	AOCI, beginning balance		($442	)			$153				($289	)		$506			($197	)		$309
	Unrealized gains/(losses) on AFS securities:
	Unrealized net gains/(losses)	170				(63		)		107			(113		)	41			(72		)
	Less: Reclassification adjustment for realized net losses/(gains)	1				—				1			(2		)	1			(1		)
	Unrealized gains on cash flow hedges:
	Unrealized net gains	23				(9		)		14			1			(1		)	—
	Less: Reclassification adjustment for realized net gains	(102		)		38				(64		)	(114		)	43			(71		)
	Change related to employee benefit plans	49				(18		)		31			32			(12		)	20
	AOCI, ending balance		($301	)			$101				($200	)		$310			($125	)		$185
schedule of reclassifications from AOCI [Table Text Block]	'
	(Dollars in millions)		Three Months Ended March 31								Affected line item in the Consolidated Statements of Income
	Details about AOCI components		2014				2013
	Realized losses/(gains) on AFS securities:
				$1				($2	)		Net securities (losses)/gains
			—				1				Provision for income taxes
				$1				($1	)
	Gains on cash flow hedges:
				($102	)			($114	)		Interest and fees on loans
			38				43				Provision for income taxes
				($64	)			($71	)
	Change related to employee benefit plans:
	Amortization of actuarial losses			$3				$6			Employee benefits
			46				26				Other assets/other liabilities 1
			49				32
			(18		)		(12		)		Provision for income taxes
				$31				$20
	1 This AOCI component is recognized as an adjustment to the funded status of employee benefit plans in the Company's Consolidated Balance Sheets. (For additional information, see Note 10, "Employee Benefit Plans" to the Consolidated Financial Statements in the Company's 2013 Annual Report on Form 10-K).

Significant_Accounting_Policie2

Significant Accounting Policies Significant Accounting Policies - additional information (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'		'
Other Noninterest Expense	$137	[1]	$105	[1]
provision for income taxes [Member]	'		'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'		'
Other Depreciation and Amortization	$13		$10
[1]	Amortization expense related to qualified affordable housing investment costs is recognized in provision for income taxes for each of the periods presented as allowed by a recently adopted accounting standard. Prior to the first quarter of 2014, these amounts were recognized in other noninterest expense.

Federal_Funds_Sold_and_Securit2

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets Sold under Agreements to Repurchase [Line Items]	'	'
Federal Funds Sold	$0	$75
Securities Borrowed	308	184
Securities Purchased under Agreements to Resell	599	724
Federal Funds Sold and Securities Purchased under Agreements to Resell	$907	$983

Federal_Funds_Sold_and_Securit3

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell - Additional Information (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets Sold under Agreements to Repurchase [Line Items]	'	'
Collateral Requirements Minimum Percentage Collateral To Fair Value Of Securities Purchased Under Repurchase Agreements	95.00%	'
Collateral Requirements Maximum Percentage Collateral To Fair Value Of Securities Purchased Under Repurchase Agreements	110.00%	'
Fair Value of Securities Received as Collateral that Can be Resold or Repledged	$909	$913
Fair Value of Securities Received as Collateral that Have Been Resold or Repledged	251	234
Amount of Repurchase Agreements Secured by Trading Assets	605	717
Repurchase Agreements [Member]	'	'
Assets Sold under Agreements to Repurchase [Line Items]	'	'
Trading Securities Pledged as Collateral	$585	$731

Federal_Funds_Sold_and_Securit4

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell Netting of financial instruments - repurchase agreements (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Assets Sold under Agreements to Repurchase [Line Items]	'		'
Carrying Value of Securities Purchased under Agreements to Resell and Deposits Paid for Securities Borrowed	$907		$908
Securities Purchased under Agreements to Resell, Amount Offset Against Collateral	0		0
Federal Funds Sold and Securities Borrowed or Purchased under Agreements to Resell, Fair Value Disclosure	907	[1]	908	[1],[2]
Held Financial Instruments, Not Separately Reported, Securities for Reverse Repurchase Agreements	896		899
Securities Borrowed or Purchased Under Agreements to Resell, Amount Not Offset Against Collateral	11		9
Carrying Value of Securities Sold under Repurchase Agreements and Deposits Received for Securities Loaned	2,133		1,759
Securities Sold Under Agreements to Repurchase, Amount Offset Against Collateral	0		0
Securities Sold under Agreements to Repurchase	2,133	[1]	1,759	[1]
Pledged Financial Instruments, Not Separately Reported, Securities for Repurchase Agreements	2,133		1,759
Securities Sold Under Agreements to Repurchase, Amount Not Offset Against Collateral	$0		$0
[1]	None of the Company's repurchase and reverse repurchase transactions met the right of setoff criteria for net balance sheet presentation at March 31, 2014 and December 31, 2013.
[2]	Excludes $75 million of Fed funds sold which are not subject to a master netting agreement at December 31, 2013

Federal_Funds_Sold_and_Securit5

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell Netting of financial instruments - repurchase agreements (parenthetical) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets Sold under Agreements to Repurchase [Line Items]	'	'
Federal Funds Sold	$0	$75

Securities_Available_for_Sale_1

Securities Available for Sale (Detail) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	$23,211		$22,622
Unrealized Gains	484		454
Unrealized Losses	393		534
Available-for-sale Securities	23,302		22,542
US Treasury Securities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	1,582		1,334
Unrealized Gains	7		6
Unrealized Losses	32		47
Available-for-sale Securities	1,557		1,293
US Government Agencies Debt Securities	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	1,015		1,028
Unrealized Gains	15		13
Unrealized Losses	43		57
Available-for-sale Securities	987		984
US States and Political Subdivisions Debt Securities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	281		232
Unrealized Gains	6		7
Unrealized Losses	0		2
Available-for-sale Securities	287		237
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	19,317		18,915
Unrealized Gains	447		421
Unrealized Losses	317		425
Available-for-sale Securities	19,447		18,911
Mortgage-backed Securities, Issued by Private Enterprises [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	147		155
Unrealized Gains	2		1
Unrealized Losses	0		2
Available-for-sale Securities	149		154
Asset-backed Securities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	65		78
Unrealized Gains	3		2
Unrealized Losses	1		1
Available-for-sale Securities	67		79
Other Debt Obligations [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	39		39
Unrealized Gains	3		3
Unrealized Losses	0		0
Available-for-sale Securities	42		42
Equity Securities	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	765	[1]	841	[1]
Unrealized Gains	1	[1]	1	[1]
Unrealized Losses	0		0
Available-for-sale Securities	$766	[1]	$842	[1]
[1]	At March 31, 2014, other equity securities was comprised of the following: $308 million in FHLB of Atlanta stock, $402 million in Federal Reserve Bank stock, $54 million in mutual fund investments, and $2 million of other. At December 31, 2013, other equity securities was comprised of the following: $336 million in FHLB of Atlanta stock, $402 million in Federal Reserve Bank stock, $103 million in mutual fund investments, and $1 million of other.

Securities_Available_for_Sale_2

Securities Available for Sale (Parenthetical) (Detail) (Equity Securities, USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'	'
Federal Home Loan Bank (FHLB) of Atlanta stock (par value)	$308	$336
Federal Reserve Bank Stock	402	402
Mutual fund investments (par value)	54	103
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Investments, Fair Value Disclosure	$2	$1

Interest_and_dividends_on_SAFS

Interest and dividends on SAFS (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Schedule of Available-for-sale Securities [Line Items]	'	'
Interest Income, Securities, Taxable	$141	$132
Interest Income, Securities, Tax Exempt	3	3
Dividend Income, Operating	9	8
Interest and Dividend Income, Securities, Available-for-sale	$153	$143

Securities_Available_for_Sale_3

Securities Available for Sale - Additional Information (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013
			Mortgage-backed Securities, Issued by Private Enterprises [Member]	Mortgage-backed Securities, Issued by Private Enterprises [Member]	Other Than Temporarily Impaired Securities [Member]
					Mortgage-backed Securities, Issued by Private Enterprises [Member]
Schedule of Available-for-sale Securities [Line Items]	'	'	'	'	'
Available-for-sale Securities Pledged as Collateral	$10,800,000,000	$11,000,000,000	'	'	'
Securities AFS Pledged Transferee Can Transfer	625,000,000	0	'	'	'
Available-for-sale Securities	$23,302,000,000	$22,542,000,000	$149,000,000	$154,000,000	$2,000,000

Amortized_Cost_and_Fair_Value_

Amortized Cost and Fair Value of Investments in Debt Securities by Estimated Average Life (Detail) (USD $)	Mar. 31, 2014
In Millions, unless otherwise specified
Distribution of Maturities: Amortized Cost, 1 Year or Less	$1,935
Distribution of Maturities: Amortized Cost, 1-5 Years	7,484
Distribution of Maturities: Amortized Cost, 5-10 Years	8,760
Distribution of Maturities: Amortized Cost, After 10 Years	4,267
Distribution of Maturities: Amortized Cost, Total	22,446
Distribution of Maturities: Fair Value, 1 Year or Less	2,039
Distribution of Maturities: Fair Value, 1-5 Years	7,667
Distribution of Maturities: Fair Value, 5-10 Years	8,739
Distribution of Maturities: Fair Value, After 10 Years	4,091
Distribution of Maturities: Fair Value, Total	22,536
Available For Sale Securities Debt Maturities, Yield, One Year Or Less	2.93%	[1]
Available For Sale Securities Debt Maturities, Yield, After One Through Five Years	2.51%	[1]
Available For Sale Securities Debt Maturities, Yield, After Five Through Ten Years	2.88%	[1]
Available For Sale Securities Debt Maturities, Yield, After Ten Years	2.92%	[1]
Available For Sale Securities Debt Maturities, Yield	2.77%	[1]
US Treasury Securities [Member]	'
Distribution of Maturities: Amortized Cost, 1 Year or Less	1
Distribution of Maturities: Amortized Cost, 1-5 Years	893
Distribution of Maturities: Amortized Cost, 5-10 Years	688
Distribution of Maturities: Amortized Cost, After 10 Years	0
Distribution of Maturities: Amortized Cost, Total	1,582
Distribution of Maturities: Fair Value, 1 Year or Less	1
Distribution of Maturities: Fair Value, 1-5 Years	896
Distribution of Maturities: Fair Value, 5-10 Years	660
Distribution of Maturities: Fair Value, After 10 Years	0
Distribution of Maturities: Fair Value, Total	1,557
US Government Agencies Debt Securities	'
Distribution of Maturities: Amortized Cost, 1 Year or Less	71
Distribution of Maturities: Amortized Cost, 1-5 Years	253
Distribution of Maturities: Amortized Cost, 5-10 Years	544
Distribution of Maturities: Amortized Cost, After 10 Years	147
Distribution of Maturities: Amortized Cost, Total	1,015
Distribution of Maturities: Fair Value, 1 Year or Less	71
Distribution of Maturities: Fair Value, 1-5 Years	264
Distribution of Maturities: Fair Value, 5-10 Years	509
Distribution of Maturities: Fair Value, After 10 Years	143
Distribution of Maturities: Fair Value, Total	987
US States and Political Subdivisions Debt Securities [Member]	'
Distribution of Maturities: Amortized Cost, 1 Year or Less	97
Distribution of Maturities: Amortized Cost, 1-5 Years	57
Distribution of Maturities: Amortized Cost, 5-10 Years	94
Distribution of Maturities: Amortized Cost, After 10 Years	33
Distribution of Maturities: Amortized Cost, Total	281
Distribution of Maturities: Fair Value, 1 Year or Less	98
Distribution of Maturities: Fair Value, 1-5 Years	60
Distribution of Maturities: Fair Value, 5-10 Years	95
Distribution of Maturities: Fair Value, After 10 Years	34
Distribution of Maturities: Fair Value, Total	287
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises	'
Distribution of Maturities: Amortized Cost, 1 Year or Less	1,722
Distribution of Maturities: Amortized Cost, 1-5 Years	6,093
Distribution of Maturities: Amortized Cost, 5-10 Years	7,415
Distribution of Maturities: Amortized Cost, After 10 Years	4,087
Distribution of Maturities: Amortized Cost, Total	19,317
Distribution of Maturities: Fair Value, 1 Year or Less	1,825
Distribution of Maturities: Fair Value, 1-5 Years	6,252
Distribution of Maturities: Fair Value, 5-10 Years	7,456
Distribution of Maturities: Fair Value, After 10 Years	3,914
Distribution of Maturities: Fair Value, Total	19,447
Mortgage-backed Securities, Issued by Private Enterprises [Member]	'
Distribution of Maturities: Amortized Cost, 1 Year or Less	0
Distribution of Maturities: Amortized Cost, 1-5 Years	147
Distribution of Maturities: Amortized Cost, 5-10 Years	0
Distribution of Maturities: Amortized Cost, After 10 Years	0
Distribution of Maturities: Amortized Cost, Total	147
Distribution of Maturities: Fair Value, 1 Year or Less	0
Distribution of Maturities: Fair Value, 1-5 Years	149
Distribution of Maturities: Fair Value, 5-10 Years	0
Distribution of Maturities: Fair Value, After 10 Years	0
Distribution of Maturities: Fair Value, Total	149
Asset-backed Securities [Member]	'
Distribution of Maturities: Amortized Cost, 1 Year or Less	44
Distribution of Maturities: Amortized Cost, 1-5 Years	19
Distribution of Maturities: Amortized Cost, 5-10 Years	2
Distribution of Maturities: Amortized Cost, After 10 Years	0
Distribution of Maturities: Amortized Cost, Total	65
Distribution of Maturities: Fair Value, 1 Year or Less	44
Distribution of Maturities: Fair Value, 1-5 Years	21
Distribution of Maturities: Fair Value, 5-10 Years	2
Distribution of Maturities: Fair Value, After 10 Years	0
Distribution of Maturities: Fair Value, Total	67
Other Debt Obligations [Member]	'
Distribution of Maturities: Amortized Cost, 1 Year or Less	0
Distribution of Maturities: Amortized Cost, 1-5 Years	22
Distribution of Maturities: Amortized Cost, 5-10 Years	17
Distribution of Maturities: Amortized Cost, After 10 Years	0
Distribution of Maturities: Amortized Cost, Total	39
Distribution of Maturities: Fair Value, 1 Year or Less	0
Distribution of Maturities: Fair Value, 1-5 Years	25
Distribution of Maturities: Fair Value, 5-10 Years	17
Distribution of Maturities: Fair Value, After 10 Years	0
Distribution of Maturities: Fair Value, Total	$42
[1]	Average yields are based on amortized cost and presented on a FTE basis.

Securities_with_Unrealized_Los

Securities with Unrealized Losses (Detail) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Investments, Unrealized Loss Position [Line Items]	'		'
Less than twelve months, Fair Value	$9,935		$10,724
Less than twelve months, Unrealized Losses	315		436
Twelve months or longer, Fair Value	915		915
Twelve months or longer, Unrealized Losses	78		98
Total, Fair Value	10,850		11,639
Total, Unrealized Losses	393		534
Temporarily Impaired Securities	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than twelve months, Fair Value	9,884		10,619
Less than twelve months, Unrealized Losses	315		434
Twelve months or longer, Fair Value	915		915
Twelve months or longer, Unrealized Losses	78		98
Total, Fair Value	10,799		11,534
Total, Unrealized Losses	393		532
Temporarily Impaired Securities | US Treasury Securities [Member]	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than twelve months, Fair Value	1,252		1,036
Less than twelve months, Unrealized Losses	32		47
Twelve months or longer, Fair Value	0		0
Twelve months or longer, Unrealized Losses	0		0
Total, Fair Value	1,252		1,036
Total, Unrealized Losses	32		47
Temporarily Impaired Securities | US Government Agencies Debt Securities	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than twelve months, Fair Value	352		398
Less than twelve months, Unrealized Losses	21		29
Twelve months or longer, Fair Value	269		264
Twelve months or longer, Unrealized Losses	22		28
Total, Fair Value	621		662
Total, Unrealized Losses	43		57
Temporarily Impaired Securities | US States and Political Subdivisions Debt Securities [Member]	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than twelve months, Fair Value	11		12
Less than twelve months, Unrealized Losses	0		0
Twelve months or longer, Fair Value	0		20
Twelve months or longer, Unrealized Losses	0		2
Total, Fair Value	11		32
Total, Unrealized Losses	0		2
Temporarily Impaired Securities | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than twelve months, Fair Value	8,269		9,173
Less than twelve months, Unrealized Losses	262		358
Twelve months or longer, Fair Value	633		618
Twelve months or longer, Unrealized Losses	55		67
Total, Fair Value	8,902		9,791
Total, Unrealized Losses	317		425
Temporarily Impaired Securities | Asset-backed Securities [Member]	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than twelve months, Fair Value	0		0
Less than twelve months, Unrealized Losses	0		0
Twelve months or longer, Fair Value	13		13
Twelve months or longer, Unrealized Losses	1		1
Total, Fair Value	13		13
Total, Unrealized Losses	1		1
Other Than Temporarily Impaired Securities [Member]	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than twelve months, Fair Value	51	[1]	105	[1]
Less than twelve months, Unrealized Losses	0		2	[1]
Twelve months or longer, Fair Value	0		0
Twelve months or longer, Unrealized Losses	0		0
Total, Fair Value	51	[1]	105	[1]
Total, Unrealized Losses	0		2	[1]
Other Than Temporarily Impaired Securities [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]	'		'
Investments, Unrealized Loss Position [Line Items]	'		'
Less than twelve months, Fair Value	51	[1]	105	[1]
Less than twelve months, Unrealized Losses	0		2	[1]
Twelve months or longer, Fair Value	0		0
Twelve months or longer, Unrealized Losses	0		0
Total, Fair Value	51	[1]	105	[1]
Total, Unrealized Losses	$0		$2	[1]
[1]	Includes OTTI securities for which credit losses have been recorded in earnings in current or prior periods.

Gross_Realized_Gains_and_Losse

Gross Realized Gains and Losses on Sales and OTTI on Securities Available for Sale (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Gross realized gains	$0		$3
Available-for-sale Securities, Gross Realized Losses	-1		0
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	0		-1
Gain (Loss) on Sale of Securities, Net	($1)	[1]	$2	[1]
[1]	Total OTTI was $0 for the three months ended March 31, 2014 and 2013. Of total OTTI, losses of $0 and $1 million were recognized in earnings, and gains of $0 and $1 million were recognized as non-credit-related OTTI in OCI for the three months ended March 31, 2014 and 2013, respectively.

OTTI_Losses_on_Available_for_S

OTTI Losses on Available for Sale Securities (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	$0		$1
Mortgage-backed Securities, Issued by Private Enterprises [Member]	'		'
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities	0		0
Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, before Tax, Including Portion Attributable to Noncontrolling Interest, Available-for-sale Securities	0		1	[1]
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	$0	[2]	$1	[2]
[1]	The initial OTTI amount represents the excess of the amortized cost over the fair value of AFS debt securities. For subsequent impairments of the same security, amount includes additional declines in the fair value subsequent to the previously recorded OTTI, if applicable, until such time the security is no longer in an unrealized loss position.
[2]	Total OTTI was $0 for the three months ended March 31, 2014 and 2013. Of total OTTI, losses of $0 and $1 million were recognized in earnings, and gains of $0 and $1 million were recognized as non-credit-related OTTI in OCI for the three months ended March 31, 2014 and 2013, respectively.

Rollforward_of_Credit_Losses_R

Rollforward of Credit Losses Recognized in Earnings Related to Securities (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Schedule of Available-for-sale Securities [Line Items]	'	'
Beginning balance	$25	$31
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, Additional Credit Losses	0	1
Ending balance	$25	$32

Significant_Inputs_Considered_

Significant Inputs Considered in Determining the Measurement of Credit Losses Recognized in Earnings for Securities (Detail)	3 Months Ended
	Mar. 31, 2013
Minimum [Member]	'
Schedule of Available-for-sale Securities [Line Items]	'
Current default rate	6.00%
Prepayment rate	7.00%
Inputs Considered In Determining Measurement Of Credit Losses Loss Severity	61.00%
Maximum [Member]	'
Schedule of Available-for-sale Securities [Line Items]	'
Current default rate	9.00%
Prepayment rate	8.00%
Inputs Considered In Determining Measurement Of Credit Losses Loss Severity	74.00%

Loans_Additional_Information_D

Loans - Additional Information (Detail) (USD $)	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013	Dec. 31, 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Federal Home Loan Bank, Advances, General Debt Obligations, Disclosures, Collateral Pledged	$57,100,000,000		'	$56,400,000,000
Value of loans transferred from LHFI to LHFS	-115,000,000		-57,000,000	'
Transfer of Loans Held-for-sale to Portfolio Loans	17,000,000		12,000,000	'
Loans held for investment sold	85,000,000		503,000,000	'
Gain (Loss) on Sales of Loans, Net	9,000,000		4,000,000	'
Loans and Leases Receivable, Impaired, Commitment to Lend	8,000,000		'	8,000,000
Loans held for investment	129,196,000,000	[1]	'	127,877,000,000	[1]
Accrual Loans [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Financing Receivable, Modifications, Recorded Investment	2,728,000,000		'	2,700,000,000
Accruing TDRs current	96.00%		'	96.00%
Commercial Portfolio Segment [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Loans held for investment	65,709,000,000		'	64,310,000,000
Federally Guaranteed Student Loans [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Percentage of Loan Portfolio Current	82.00%		'	81.00%
Loans held for investment	5,533,000,000		'	5,545,000,000
Residential Guaranteed [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Percentage of Loan Portfolio Current	83.00%		'	82.00%
Loans held for investment	3,295,000,000		'	3,416,000,000
Residential Portfolio Segment [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Loans held for investment	42,795,000,000		'	43,190,000,000
Home Equity Line of Credit [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Loans held for investment	14,637,000,000	[2]	'	14,809,000,000	[2]
Minimum [Member] | Commercial Portfolio Segment [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Loans And Leases Receivable Individually Evaluated For Impairment	3,000,000		'	'
Cross-Border Outstanding Loans	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Loans and Leases Receivable, Gross, Foreign	1,100,000,000		'	1,000,000,000
Credit Concentration Risk [Member] | Residential Portfolio Segment [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Loans held for investment	42,800,000,000		'	43,200,000,000
ResidentialLoansInterestOnlyHighOriginalLTVAndOrSecondLien	12,200,000,000		'	12,400,000,000
Residential Portfolio Segment [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Loan subcategory as a percent of total loans	33.00%		'	34.00%
Government guaranteed percent	8.00%		'	8.00%
Home Equity Line of Credit [Member] | Credit Concentration Risk [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Unused Commitments to Extend Credit	11,100,000,000		'	11,200,000,000
Mortgage Loans on Real Estate [Member] | Credit Concentration Risk [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
Unused Commitments to Extend Credit	2,800,000,000		'	2,700,000,000
Residential Mortgage Interest Only Loans [Member] | Credit Concentration Risk [Member] | Residential Portfolio Segment [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
ResidentialLoansInterestOnlyHighOriginalLTVAndOrSecondLien	5,200,000,000		'	5,500,000,000
LoansWithNoMortgageInsuranceAndFirstLienHighOriginalLTVOrSecondLien [Member] | Residential Mortgage Interest Only Loans [Member] | Credit Concentration Risk [Member] | Residential Portfolio Segment [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
ResidentialLoansInterestOnlyHighOriginalLTVAndOrSecondLien	1,073,000,000		'	1,100,000,000
LoansWithNoMortgageInsuranceAndFirstLienHighOriginalLTVOrSecondLien [Member] | Residential Mortgage Amortizing Loans [Member] | Credit Concentration Risk [Member] | Residential Portfolio Segment [Member]	'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'	'
ResidentialLoansInterestOnlyHighOriginalLTVAndOrSecondLien	$7,000,000,000		'	$6,900,000,000
[1]	Includes loans of consolidated VIEs of $318 million and $327 million at March 31, 2014 and December 31, 2013, respectively.
[2]	Excludes $3.3 billion and $3.4 billion at March 31, 2014 and December 31, 2013, respectively, of guaranteed residential loans. At March 31, 2014 and December 31, 2013, the majority of these loans had FICO scores of 700 and above.

Composition_of_the_Companys_Lo

Composition of the Company's Loan Portfolio (Detail) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	$129,196	[1]	$127,877	[1]
Loans Held for Sale	1,488	[2]	1,699	[2]
Commercial Portfolio Segment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	65,709		64,310
Residential Portfolio Segment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	42,795		43,190
Consumer Portfolio Segment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	20,692		20,377
Commercial and Industrial [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	58,828		57,974
Commercial Real Estate [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	5,961		5,481
Commercial Construction [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	920		855
Residential Guaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	3,295		3,416
Residential Nonguaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	24,331	[3],[4]	24,412	[3],[5]
Home Equity Line of Credit [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	14,637	[3]	14,809	[3]
Residential Construction [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	532	[3]	553	[3]
Federally Guaranteed Student Loans [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	5,533		5,545
Consumer Other Direct [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	3,109	[6]	2,829	[6]
Consumer Indirect [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	11,339	[6]	11,272	[6]
Consumer Credit Card Financing Receivable [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	711	[6]	731	[6]
Loans Held For Investment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	129,196		127,877
Loans Held For Investment [Member] | Commercial and Industrial [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	58,828		57,974
Loans Held For Investment [Member] | Commercial Real Estate [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	5,961		5,481
Loans Held For Investment [Member] | Commercial Construction [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	920		855
Loans Held For Investment [Member] | Residential Guaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	3,295		3,416
Loans Held For Investment [Member] | Residential Nonguaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	24,331	[7]	24,412	[7]
Loans Held For Investment [Member] | Home Equity Line of Credit [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	14,637		14,809
Loans Held For Investment [Member] | Residential Construction [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	532		553
Loans Held For Investment [Member] | Federally Guaranteed Student Loans [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	5,533		5,545
Loans Held For Investment [Member] | Consumer Other Direct [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	3,109		2,829
Loans Held For Investment [Member] | Consumer Indirect [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	11,339		11,272
Loans Held For Investment [Member] | Consumer Credit Card Financing Receivable [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	711		731
Commercial Portfolio Segment [Member] | Loans | Loans Held For Investment [Member] | Commercial Portfolio Segment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	65,709		64,310
Residential Portfolio Segment [Member] | Loans | Loans Held For Investment [Member] | Residential Portfolio Segment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	42,795		43,190
Consumer Portfolio Segment [Member] | Loans | Loans Held For Investment [Member] | Consumer Portfolio Segment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	$20,692		$20,377
[1]	Includes loans of consolidated VIEs of $318 million and $327 million at March 31, 2014 and December 31, 2013, respectively.
[2]	Includes loans held for sale, at fair value, of consolidated VIEs of $224 million and $261 million at March 31, 2014 and December 31, 2013, respectively.
[3]	Excludes $3.3 billion and $3.4 billion at March 31, 2014 and December 31, 2013, respectively, of guaranteed residential loans. At March 31, 2014 and December 31, 2013, the majority of these loans had FICO scores of 700 and above.
[4]	Includes $299 million of loans carried at fair value, the majority of which were accruing current.
[5]	Includes $302 million of loans carried at fair value, the majority of which were accruing current.
[6]	Excludes $5.5 billion of guaranteed student loans at March 31, 2014 and December 31, 2013
[7]	Includes $299 million and $302 million of loans carried at fair value at March 31, 2014 and December 31, 2013, respectively.

Composition_of_the_Companys_Lo1

Composition of the Company's Loan Portfolio (Parenthetical) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Loans Receivable, Fair Value Disclosure	$299	$302
Residential Portfolio Segment [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Loans Receivable, Fair Value Disclosure	$299	$302

LHFI_by_Credit_Quality_Indicat

LHFI by Credit Quality Indicator (Detail) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	$129,196	[1]	$127,877	[1]
Commercial and Industrial [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	58,828		57,974
Commercial Real Estate [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	5,961		5,481
Commercial Construction [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	920		855
Residential Nonguaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	24,331	[2],[3]	24,412	[2],[4]
Home Equity Line of Credit [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	14,637	[2]	14,809	[2]
Residential Construction [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	532	[2]	553	[2]
Consumer Other Direct [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	3,109	[5]	2,829	[5]
Consumer Indirect [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	11,339	[5]	11,272	[5]
Consumer Credit Card Financing Receivable [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	711	[5]	731	[5]
Pass | Commercial and Industrial [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	57,182		56,443
Pass | Commercial Real Estate [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	5,742		5,245
Pass | Commercial Construction [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	879		798
Criticized Accruing | Commercial and Industrial [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	1,469		1,335
Criticized Accruing | Commercial Real Estate [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	178		197
Criticized Accruing | Commercial Construction [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	30		45
Criticized Nonaccruing | Commercial and Industrial [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	177		196
Criticized Nonaccruing | Commercial Real Estate [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	41		39
Criticized Nonaccruing | Commercial Construction [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	11		12
FICO Score 700 and Above [Member] | Residential Nonguaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	18,983	[2]	19,100	[2]
FICO Score 700 and Above [Member] | Home Equity Line of Credit [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	11,537	[2]	11,661	[2]
FICO Score 700 and Above [Member] | Residential Construction [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	413	[2]	423	[2]
FICO Score 700 and Above [Member] | Consumer Other Direct [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	2,648	[5]	2,370	[5]
FICO Score 700 and Above [Member] | Consumer Indirect [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	8,390	[5]	8,420	[5]
FICO Score 700 and Above [Member] | Consumer Credit Card Financing Receivable [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	489	[5]	512	[5]
FICO Score Between 620 and 699 | Residential Nonguaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	3,740	[2]	3,652	[2]
FICO Score Between 620 and 699 | Home Equity Line of Credit [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	2,159	[2]	2,186	[2]
FICO Score Between 620 and 699 | Residential Construction [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	82	[2]	90	[2]
FICO Score Between 620 and 699 | Consumer Other Direct [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	401	[5]	397	[5]
FICO Score Between 620 and 699 | Consumer Indirect [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	2,286	[5]	2,228	[5]
FICO Score Between 620 and 699 | Consumer Credit Card Financing Receivable [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	178	[5]	176	[5]
FICO Score Below 620 | Residential Nonguaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	1,608	[2],[6]	1,660	[2],[6]
FICO Score Below 620 | Home Equity Line of Credit [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	941	[2],[6]	962	[2],[6]
FICO Score Below 620 | Residential Construction [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	37	[2],[6]	40	[2],[6]
FICO Score Below 620 | Consumer Other Direct [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	60	[5],[6]	62	[5],[6]
FICO Score Below 620 | Consumer Indirect [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	663	[5],[6]	624	[5],[6]
FICO Score Below 620 | Consumer Credit Card Financing Receivable [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	$44	[5],[6]	$43	[5],[6]
[1]	Includes loans of consolidated VIEs of $318 million and $327 million at March 31, 2014 and December 31, 2013, respectively.
[2]	Excludes $3.3 billion and $3.4 billion at March 31, 2014 and December 31, 2013, respectively, of guaranteed residential loans. At March 31, 2014 and December 31, 2013, the majority of these loans had FICO scores of 700 and above.
[3]	Includes $299 million of loans carried at fair value, the majority of which were accruing current.
[4]	Includes $302 million of loans carried at fair value, the majority of which were accruing current.
[5]	Excludes $5.5 billion of guaranteed student loans at March 31, 2014 and December 31, 2013
[6]	For substantially all loans with refreshed FICO scores below 620, the borrower’s FICO score at the time of origination exceeded 620 but has since deteriorated as the loan has seasoned.

LHFI_by_Credit_Quality_Indicat1

LHFI by Credit Quality Indicator (Parenthetical) (Detail) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	$129,196	[1]	$127,877	[1]
Loans and Leases Receivable, Impaired, Commitment to Lend	8		8
Residential Portfolio Segment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	42,795		43,190
Residential Guaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	3,295		3,416
Residential Nonguaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	24,331	[2],[3]	24,412	[2],[4]
Federally Guaranteed Student Loans [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	5,533		5,545
FICO Score 700 and Above [Member] | Residential Guaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	3,300		3,400
FICO Score 700 and Above [Member] | Residential Nonguaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	18,983	[2]	19,100	[2]
Loans Held For Investment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	129,196		127,877
Loans Held For Investment [Member] | Residential Guaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	3,295		3,416
Loans Held For Investment [Member] | Residential Nonguaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	24,331	[5]	24,412	[5]
Loans Held For Investment [Member] | Federally Guaranteed Student Loans [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	5,533		5,545
Residential Portfolio Segment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Government guaranteed percent	8.00%		8.00%
Credit Concentration Risk [Member] | Residential Portfolio Segment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Loans held for investment	42,800		43,200
ResidentialLoansInterestOnlyHighOriginalLTVAndOrSecondLien	12,200		12,400
Residential Mortgage Interest Only Loans [Member] | Credit Concentration Risk [Member] | Residential Portfolio Segment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
ResidentialLoansInterestOnlyHighOriginalLTVAndOrSecondLien	5,200		5,500
LoansWithNoMortgageInsuranceAndFirstLienHighOriginalLTVOrSecondLien [Member] | Residential Mortgage Interest Only Loans [Member] | Credit Concentration Risk [Member] | Residential Portfolio Segment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
ResidentialLoansInterestOnlyHighOriginalLTVAndOrSecondLien	$1,073		$1,100
[1]	Includes loans of consolidated VIEs of $318 million and $327 million at March 31, 2014 and December 31, 2013, respectively.
[2]	Excludes $3.3 billion and $3.4 billion at March 31, 2014 and December 31, 2013, respectively, of guaranteed residential loans. At March 31, 2014 and December 31, 2013, the majority of these loans had FICO scores of 700 and above.
[3]	Includes $299 million of loans carried at fair value, the majority of which were accruing current.
[4]	Includes $302 million of loans carried at fair value, the majority of which were accruing current.
[5]	Includes $299 million and $302 million of loans carried at fair value at March 31, 2014 and December 31, 2013, respectively.

Payment_Status_for_the_LHFI_Po

Payment Status for the LHFI Portfolio (Detail) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Accruing Current	$126,266		$124,733
Accruing 30-89 Days Past Due	868		945
Accruing 90+ Days Past Due	1,137		1,228
Nonaccruing	925	[1],[2]	971	[1],[3]
Total	129,196	[4]	127,877	[4]
Commercial Portfolio Segment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Accruing Current	65,397		63,985
Accruing 30-89 Days Past Due	64		53
Accruing 90+ Days Past Due	19		25
Nonaccruing	229	[2]	247	[3]
Total	65,709		64,310
Residential Portfolio Segment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Accruing Current	41,296		41,563
Accruing 30-89 Days Past Due	275		331
Accruing 90+ Days Past Due	540		584
Nonaccruing	684	[2]	712	[3]
Total	42,795		43,190
Consumer Portfolio Segment [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Accruing Current	19,573		19,185
Accruing 30-89 Days Past Due	529		561
Accruing 90+ Days Past Due	578		619
Nonaccruing	12	[2]	12	[3]
Total	20,692		20,377
Commercial and Industrial [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Accruing Current	58,576		57,713
Accruing 30-89 Days Past Due	56		47
Accruing 90+ Days Past Due	19		18
Nonaccruing	177	[2]	196	[3]
Total	58,828		57,974
Commercial Real Estate [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Accruing Current	5,914		5,430
Accruing 30-89 Days Past Due	6		5
Accruing 90+ Days Past Due	0		7
Nonaccruing	41	[2]	39	[3]
Total	5,961		5,481
Commercial Construction [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Accruing Current	907		842
Accruing 30-89 Days Past Due	2		1
Accruing 90+ Days Past Due	0		0
Nonaccruing	11	[2]	12	[3]
Total	920		855
Residential Guaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Accruing Current	2,731		2,787
Accruing 30-89 Days Past Due	38		58
Accruing 90+ Days Past Due	526		571
Nonaccruing	0		0
Total	3,295		3,416
Residential Nonguaranteed [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Accruing Current	23,770	[5]	23,808	[6]
Accruing 30-89 Days Past Due	121	[5]	150	[6]
Accruing 90+ Days Past Due	14	[5]	13	[6]
Nonaccruing	426	[2],[5]	441	[3],[6]
Total	24,331	[5],[7]	24,412	[6],[7]
Home Equity Line of Credit [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Accruing Current	14,323		14,480
Accruing 30-89 Days Past Due	107		119
Accruing 90+ Days Past Due	0		0
Nonaccruing	207	[2]	210	[3]
Total	14,637	[7]	14,809	[7]
Residential Construction [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Accruing Current	472		488
Accruing 30-89 Days Past Due	9		4
Accruing 90+ Days Past Due	0		0
Nonaccruing	51	[2]	61	[3]
Total	532	[7]	553	[7]
Federally Guaranteed Student Loans [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Accruing Current	4,520		4,475
Accruing 30-89 Days Past Due	444		461
Accruing 90+ Days Past Due	569		609
Nonaccruing	0		0
Total	5,533		5,545
Consumer Other Direct [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Accruing Current	3,086		2,803
Accruing 30-89 Days Past Due	15		18
Accruing 90+ Days Past Due	2		3
Nonaccruing	6	[2]	5	[3]
Total	3,109	[8]	2,829	[8]
Consumer Indirect [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Accruing Current	11,268		11,189
Accruing 30-89 Days Past Due	64		75
Accruing 90+ Days Past Due	1		1
Nonaccruing	6	[2]	7	[3]
Total	11,339	[8]	11,272	[8]
Consumer Credit Card Financing Receivable [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Accruing Current	699		718
Accruing 30-89 Days Past Due	6		7
Accruing 90+ Days Past Due	6		6
Nonaccruing	0		0
Total	$711	[8]	$731	[8]
[1]	Does not include foreclosed real estate related to loans insured by the FHA or the VA. Proceeds due from the FHA and the VA are recorded as a receivable in other assets in the Consolidated Balance Sheets until the funds are received and the property is conveyed. The receivable amount related to proceeds due from the FHA or the VA totaled $81 million and $88 million at March 31, 2014 and December 31, 2013, respectively.
[2]	Nonaccruing loans past due 90 days or more totaled $635 million. Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDRs and performing second lien loans which are classified as nonaccrual when the first lien loan is nonperforming.
[3]	Nonaccruing loans past due 90 days or more totaled $653 million. Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDRs and performing second lien loans which are classified as nonaccrual when the first lien loan is nonperforming.
[4]	Includes loans of consolidated VIEs of $318 million and $327 million at March 31, 2014 and December 31, 2013, respectively.
[5]	Includes $299 million of loans carried at fair value, the majority of which were accruing current.
[6]	Includes $302 million of loans carried at fair value, the majority of which were accruing current.
[7]	Excludes $3.3 billion and $3.4 billion at March 31, 2014 and December 31, 2013, respectively, of guaranteed residential loans. At March 31, 2014 and December 31, 2013, the majority of these loans had FICO scores of 700 and above.
[8]	Excludes $5.5 billion of guaranteed student loans at March 31, 2014 and December 31, 2013

Payment_Status_for_the_LHFI_Po1

Payment Status for the LHFI Portfolio (Parenthetical) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Financing Receivable, Impaired [Line Items]	'	'
Loans Receivable, Fair Value Disclosure	$299	$302
Nonaccruing 90 Plus Days Past Due	635	653
Residential Portfolio Segment [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Loans Receivable, Fair Value Disclosure	$299	$302

LHFI_Considered_Impaired_Detai

LHFI Considered Impaired (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013		Dec. 31, 2013
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, Unpaid Principal Balance	$3,546		'		$3,625
Impaired Financing Receivable, Recorded Investment	3,100	[1]	'		3,159	[1]
Impaired Financing Receivable, Related Allowance	380		'		363
Impaired Financing Receivable, Interest Income, Cash Basis Method	1		4		'
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	3,116		3,097		'
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	36	[2]	31	[2]	'
Commercial Portfolio Segment [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	83		'		142
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	66	[1]	'		116	[1]
Impaired Financing Receivable, Unpaid Principal Balance	88		'		65
Impaired Financing Receivable, Recorded Investment	75	[1]	'		55	[1]
Impaired Financing Receivable, Related Allowance	15		'		10
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	68		103		'
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	1	[2]	1	[2]	'
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	79		44		'
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	0		0		'
Residential Portfolio Segment [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, Unpaid Principal Balance	3,259		'		3,308
Impaired Financing Receivable, Recorded Investment	2,843	[1]	'		2,878	[1]
Impaired Financing Receivable, Related Allowance	357		'		345
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	2,850		2,855		'
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	34	[2]	29	[2]	'
Consumer Portfolio Segment [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, Unpaid Principal Balance	116		'		110
Impaired Financing Receivable, Recorded Investment	116	[1]	'		110	[1]
Impaired Financing Receivable, Related Allowance	8		'		8
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	119		95		'
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	1	[2]	1	[2]	'
Commercial and Industrial [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	65		'		81
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	52	[1]	'		56	[1]
Impaired Financing Receivable, Unpaid Principal Balance	64		'		51
Impaired Financing Receivable, Recorded Investment	59	[1]	'		49	[1]
Impaired Financing Receivable, Related Allowance	14		'		10
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	52		49		'
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	1	[2]	0		'
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	63		29		'
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	0		0		'
Commercial Real Estate [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	12		'		61
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	11	[1]	'		60	[1]
Impaired Financing Receivable, Unpaid Principal Balance	18		'		8
Impaired Financing Receivable, Recorded Investment	12	[1]	'		3	[1]
Impaired Financing Receivable, Related Allowance	1		'		0
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	11		9		'
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	0		0		'
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	12		10		'
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	0		0		'
Commercial Construction [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	6		'		0
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	3	[1]	'		0
Impaired Financing Receivable, Unpaid Principal Balance	6		'		6
Impaired Financing Receivable, Recorded Investment	4	[1]	'		3	[1]
Impaired Financing Receivable, Related Allowance	0		'		0
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	5		45		'
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	0		1	[2]	'
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	4		5		'
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	0		0		'
Residential Nonguaranteed [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, Unpaid Principal Balance	2,328		'		2,357
Impaired Financing Receivable, Recorded Investment	2,031	[1]	'		2,051	[1]
Impaired Financing Receivable, Related Allowance	242		'		226
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	2,031		2,020		'
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	25	[2]	22	[2]	'
Home Equity Line of Credit [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, Unpaid Principal Balance	706		'		710
Impaired Financing Receivable, Recorded Investment	631	[1]	'		638	[1]
Impaired Financing Receivable, Related Allowance	92		'		96
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	637		629		'
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	7	[2]	5	[2]	'
Residential Construction [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, Unpaid Principal Balance	225		'		241
Impaired Financing Receivable, Recorded Investment	181	[1]	'		189	[1]
Impaired Financing Receivable, Related Allowance	23		'		23
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	182		206		'
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	2	[2]	2	[2]	'
Consumer Other Direct [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, Unpaid Principal Balance	14		'		14
Impaired Financing Receivable, Recorded Investment	14	[1]	'		14	[1]
Impaired Financing Receivable, Related Allowance	1		'		0
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	14		15		'
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	0		0		'
Consumer Indirect [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, Unpaid Principal Balance	91		'		83
Impaired Financing Receivable, Recorded Investment	91	[1]	'		83	[1]
Impaired Financing Receivable, Related Allowance	5		'		5
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	93		60		'
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	1	[2]	1	[2]	'
Consumer Credit Card Financing Receivable [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, Unpaid Principal Balance	11		'		13
Impaired Financing Receivable, Recorded Investment	11	[1]	'		13	[1]
Impaired Financing Receivable, Related Allowance	2		'		3
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	12		20		'
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	0		0		'
Impaired Financing Receivables With No Related Allowance [Member] | Commercial Portfolio Segment [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, Related Allowance	0		'		0
Impaired Financing Receivables With No Related Allowance [Member] | Commercial and Industrial [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, Related Allowance	0		'		0
Impaired Financing Receivables With No Related Allowance [Member] | Commercial Real Estate [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, Related Allowance	0		'		0
Impaired Financing Receivables With No Related Allowance [Member] | Commercial Construction [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Impaired Financing Receivable, Related Allowance	$0		'		$0
[1]	Amortized cost reflects charge-offs that have been recognized plus other amounts that have been applied to reduce the net book balance.
[2]	Of the interest income recognized during the three months ended March 31, 2014, and 2013, cash basis interest income was $1 million and $4 million, respectively.

LHFI_Considered_Impaired_Paren

LHFI Considered Impaired (Parenthetical) (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Financing Receivable, Impaired [Line Items]	'	'
Impaired Financing Receivable, Interest Income, Cash Basis Method	$1	$4

Nonperforming_Assets_Detail

Nonperforming Assets (Detail) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Nonaccrual/NPLs	$925	[1],[2]	$971	[1],[3]
OREO	151	[4]	170	[4]
Other repossessed assets	7		7
Loans Held-for-sale, Other	12		17
Total nonperforming assets	1,095		1,165
Commercial and Industrial [Member]	'		'
Nonaccrual/NPLs	177	[2]	196	[3]
Commercial Real Estate [Member]	'		'
Nonaccrual/NPLs	41	[2]	39	[3]
Commercial Construction [Member]	'		'
Nonaccrual/NPLs	11	[2]	12	[3]
Residential Nonguaranteed [Member]	'		'
Nonaccrual/NPLs	426	[2],[5]	441	[3],[6]
Home Equity Line of Credit [Member]	'		'
Nonaccrual/NPLs	207	[2]	210	[3]
Residential Construction [Member]	'		'
Nonaccrual/NPLs	51	[2]	61	[3]
Consumer Other Direct [Member]	'		'
Nonaccrual/NPLs	6	[2]	5	[3]
Consumer Indirect [Member]	'		'
Nonaccrual/NPLs	$6	[2]	$7	[3]
[1]	Does not include foreclosed real estate related to loans insured by the FHA or the VA. Proceeds due from the FHA and the VA are recorded as a receivable in other assets in the Consolidated Balance Sheets until the funds are received and the property is conveyed. The receivable amount related to proceeds due from the FHA or the VA totaled $81 million and $88 million at March 31, 2014 and December 31, 2013, respectively.
[2]	Nonaccruing loans past due 90 days or more totaled $635 million. Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDRs and performing second lien loans which are classified as nonaccrual when the first lien loan is nonperforming.
[3]	Nonaccruing loans past due 90 days or more totaled $653 million. Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDRs and performing second lien loans which are classified as nonaccrual when the first lien loan is nonperforming.
[4]	Nonaccruing restructured loans are included in total nonaccrual/NPLs.
[5]	Includes $299 million of loans carried at fair value, the majority of which were accruing current.
[6]	Includes $302 million of loans carried at fair value, the majority of which were accruing current.

Nonperforming_Assets_Parenthet

Nonperforming Assets (Parenthetical) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Receivables on federally insured FHA/VA foreclosures	$81	$88

Loans_TDR_Modifications_Detail

Loans TDR Modifications (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
	contracts		contracts
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Restructured During Period, Number Of Contracts	1,723	[1]	2,325	[1]
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	$47	[1],[2]	$62	[1],[3]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted	57	[1]	89	[1]
Financing Receivable, Amount Restructured During Period	104	[1]	151	[1]
Consumer Indirect [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Restructured During Period, Number Of Contracts	839	[1]	903	[1]
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	0		0
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted	16	[1]	17	[1]
Financing Receivable, Amount Restructured During Period	16	[1]	17	[1]
Commercial and Industrial [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Restructured During Period, Number Of Contracts	16	[1]	67	[1]
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	0		2	[1],[3]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted	2	[1]	35	[1]
Financing Receivable, Amount Restructured During Period	2	[1]	37	[1]
Commercial Real Estate [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Restructured During Period, Number Of Contracts	2	[1]	4	[1]
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	0		3	[1],[3]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted	3	[1]	0
Financing Receivable, Amount Restructured During Period	3	[1]	3	[1]
Residential Nonguaranteed [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Restructured During Period, Number Of Contracts	313	[1]	276	[1]
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	43	[1],[2]	25	[1],[3]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted	18	[1]	17	[1]
Financing Receivable, Amount Restructured During Period	61	[1]	42	[1]
Home Equity Line of Credit [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Restructured During Period, Number Of Contracts	433	[1]	683	[1]
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	3	[1],[2]	19	[1],[3]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted	18	[1]	18	[1]
Financing Receivable, Amount Restructured During Period	21	[1]	37	[1]
Residential Construction [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Restructured During Period, Number Of Contracts	6	[1]	113	[1]
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	0		12	[1],[3]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted	0		1	[1]
Financing Receivable, Amount Restructured During Period	0		13	[1]
Consumer Other Direct [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Restructured During Period, Number Of Contracts	17	[1]	48	[1]
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	0		0
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted	0		1	[1]
Financing Receivable, Amount Restructured During Period	0		1	[1]
Consumer Credit Card Financing Receivable [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Restructured During Period, Number Of Contracts	97	[1]	231	[1]
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	1	[1],[2]	1	[1],[3]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted	0		0
Financing Receivable, Amount Restructured During Period	$1	[1]	$1	[1]
[1]	Includes loans modified under the terms of a TDR that were charged-off during the period.
[2]	Restructured loans which had a modification of the loan's contractual interest rate may also have had an extension of the loan's contractual maturity date and/or other concessions. The financial effect of modifying the interest rate on the loans modified as a TDR was immaterial to the financial statements during the three months ended March 31, 2014.
[3]	Restructured loans which had a modification of the loan's contractual interest rate may also have had an extension of the loan's contractual maturity date and/or other concessions. The financial effect of modifying the interest rate on the loans modified as a TDR was immaterial to the financial statements during the three months ended March 31, 2013.

Loans_Troubled_Debt_Restructur

Loans Troubled Debt Restructurings (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
	contracts	contracts
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts	169	246
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	$7	$13
Commercial and Industrial [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts	25	23
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	1	0
Commercial Real Estate [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts	0	1
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	0	3
Commercial Construction [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts	0	1
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	0	0
Residential Nonguaranteed [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts	49	76
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	4	4
Home Equity Line of Credit [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts	23	49
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	1	3
Residential Construction [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts	4	6
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	0	1
Consumer Other Direct [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts	5	7
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	0	0
Consumer Indirect [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts	43	39
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	1	1
Consumer Credit Card Financing Receivable [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts	20	44
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	$0	$1

Activity_in_the_Allowance_for_

Activity in the Allowance for Credit Losses (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013		Dec. 31, 2013	Dec. 31, 2012
Components:	'		'		'	'
Balance at beginning of period	$2,094		$2,219		'	'
Provision for loan losses	106		204		'	'
Provision(Benefit) for unfunded commitments	-4		8		'	'
Loan charge-offs	-151		-273		'	'
Loan recoveries	41		47		'	'
Balance at end of period	2,086		2,205		'	'
Loans and Leases Receivable, Allowance	2,040		2,152		2,044	2,174
Unfunded commitments reserve	46	[1]	53	[1]	'	'
Allowance for credit losses	$2,086		$2,205		'	'
[1]	The unfunded commitments reserve is recorded in other liabilities in the Consolidated Balance Sheets.

Activity_in_the_ALLL_by_segmen

Activity in the ALLL by segment (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Allowance for Loan and Lease Losses [Roll Forward]	'	'
Balance at beginning of period	$2,044	$2,174
Provision for loan losses	106	204
Loan charge-offs	-151	-273
Loan recoveries	41	47
Balance at end of period	2,040	2,152
Commercial Portfolio Segment [Member]	'	'
Allowance for Loan and Lease Losses [Roll Forward]	'	'
Balance at beginning of period	946	902
Provision for loan losses	39	64
Loan charge-offs	-33	-60
Loan recoveries	14	15
Balance at end of period	966	921
Residential Portfolio Segment [Member]	'	'
Allowance for Loan and Lease Losses [Roll Forward]	'	'
Balance at beginning of period	930	1,131
Provision for loan losses	48	112
Loan charge-offs	-85	-178
Loan recoveries	17	22
Balance at end of period	910	1,087
Consumer Portfolio Segment [Member]	'	'
Allowance for Loan and Lease Losses [Roll Forward]	'	'
Balance at beginning of period	168	141
Provision for loan losses	19	28
Loan charge-offs	-33	-35
Loan recoveries	10	10
Balance at end of period	$164	$144

Loans_Held_for_Investment_port

Loans Held for Investment portfolio and Related Allowance for Loan and Lease Losses (Detail) (USD $)	Mar. 31, 2014		Dec. 31, 2013		Mar. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Individually evaluated	$3,100		$3,159		'	'
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	380		363		'	'
Collectively evaluated	125,797		124,416		'	'
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment	1,660		1,681		'	'
Total evaluated	128,897		127,575		'	'
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans	2,040		2,044		'	'
Loans Receivable, Fair Value Disclosure	299		302		'	'
Total	129,196	[1]	127,877	[1]	'	'
Loans and Leases Receivable, Allowance	2,040		2,044		2,152	2,174
Commercial Portfolio Segment [Member]	'		'		'	'
Individually evaluated	141		171		'	'
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	15		10		'	'
Collectively evaluated	65,568		64,139		'	'
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment	951		936		'	'
Total evaluated	65,709		64,310		'	'
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans	966		946		'	'
Loans Receivable, Fair Value Disclosure	0		0		'	'
Total	65,709		64,310		'	'
Loans and Leases Receivable, Allowance	966		946		921	902
Residential Portfolio Segment [Member]	'		'		'	'
Individually evaluated	2,843		2,878		'	'
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	357		345		'	'
Collectively evaluated	39,653		40,010		'	'
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment	553		585		'	'
Total evaluated	42,496		42,888		'	'
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans	910		930		'	'
Loans Receivable, Fair Value Disclosure	299		302		'	'
Total	42,795		43,190		'	'
Loans and Leases Receivable, Allowance	910		930		1,087	1,131
Consumer Portfolio Segment [Member]	'		'		'	'
Individually evaluated	116		110		'	'
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	8		8		'	'
Collectively evaluated	20,576		20,267		'	'
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment	156		160		'	'
Total evaluated	20,692		20,377		'	'
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans	164		168		'	'
Loans Receivable, Fair Value Disclosure	0		0		'	'
Total	20,692		20,377		'	'
Loans and Leases Receivable, Allowance	$164		$168		$144	$141
[1]	Includes loans of consolidated VIEs of $318 million and $327 million at March 31, 2014 and December 31, 2013, respectively.

Goodwill_and_Intangible_Assets

Goodwill and Intangible Assets - Additional Information (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Bank Servicing Fees	$54	$38	'
Mortgage Servicing Rights, Fair Value [Member]	'	'	'
Bank Servicing Fees	79	76	'
Qualitative and Quantitative Information, Transferor's Continuing Involvement, Principal Amount Outstanding	135,200	'	136,700
Principal Amount Outstanding of Loans Serviced For Third Parties	105,700	'	106,800
Loan Principal Amount Outstanding Underlying Mortgage Servicing Rights Sold	$289	$324	'

Goodwill_and_Other_Intangible_2

Goodwill and Other Intangible Assets - Changes in the Carrying Amount of Goodwill by Reportable Segment (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Goodwill [Line Items]	'		'
Goodwill	$6,377		$6,369
Goodwill, Acquired During Period	8	[1]	'
Consumer Banking and Private Wealth Management [Member]	'		'
Goodwill [Line Items]	'		'
Goodwill	4,262		4,262
Goodwill, Acquired During Period	0		'
Wholesale Banking [Member]	'		'
Goodwill [Line Items]	'		'
Goodwill	2,115		2,107
Goodwill, Acquired During Period	$8	[1]	'
[1]	Assets and liabilities obtained through the acquisition were immaterial to the financial statements at March 31, 2014.

Goodwill_and_Other_Intangible_3

Goodwill and Other Intangible Assets - Changes in the Carrying Amounts of Other Intangible Assets (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013		Dec. 31, 2013	Dec. 31, 2012
Servicing Asset at Fair Value, Amount	$1,251		'		$1,300	'
Amortization	-3		-6		'	'
Origination of Mortgage Servicing Rights (MSRs)	32		110		'	'
Due to changes in inputs or assumptions	-46	[1]	90	[1]	'	'
Servicing Asset at Fair Value, Other Changes in Fair Value	-35	[2]	-74	[2]	'	'
Ending Balance	1,282		1,076		1,334	956
Mortgage Servicing Rights, Fair Value [Member]	'		'		'	'
Servicing Asset at Fair Value, Amount	1,251		1,025		1,300	899
Amortization	0		0		'	'
Origination of Mortgage Servicing Rights (MSRs)	32		110		'	'
Due to changes in inputs or assumptions	-46	[1]	90	[1]	'	'
Servicing Asset at Fair Value, Other Changes in Fair Value	-35	[2]	-74	[2]	'	'
Other Intangible Assets [Member]	'		'		'	'
Amortization	-2		-3		'	'
Origination of Mortgage Servicing Rights (MSRs)	0		0		'	'
Due to changes in inputs or assumptions	0		0		'	'
Servicing Asset at Fair Value, Other Changes in Fair Value	0		0		'	'
Ending Balance	28		37		30	40
Core Deposits [Member]	'		'		'	'
Amortization	-1		-3		'	'
Origination of Mortgage Servicing Rights (MSRs)	0		0		'	'
Due to changes in inputs or assumptions	0		0		'	'
Servicing Asset at Fair Value, Other Changes in Fair Value	0		0		'	'
Ending Balance	$3		$14		$4	$17
[1]	Primarily reflects changes in discount rates and prepayment speed assumptions, due to changes in interest rates.
[2]	Represents changes due to the collection of expected cash flows, net of accretion, due to the passage of time.

Goodwill_and_Other_Intangible_4

Goodwill and Other Intangible Assets - Summary of the Key Characteristics, Inputs, and Economic Assumptions Used to Estimate the Fair Value of the Company's MSRs (Detail) (USD $)	3 Months Ended			3 Months Ended	12 Months Ended	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013	Dec. 31, 2012
				Mortgage Servicing Rights, Fair Value [Member]	Mortgage Servicing Rights, Fair Value [Member]	Mortgage Servicing Rights, Fair Value [Member]	Mortgage Servicing Rights, Fair Value [Member]	Mortgage Servicing Rights, Fair Value [Member]	Mortgage Servicing Rights, Fair Value [Member]
Bank Servicing Fees	$54	$38	'	'	'	$79	$76	'	'
Servicing Asset at Fair Value, Amount	1,251	'	1,300	'	'	1,251	1,025	1,300	899
Prepayment rate assumption (annual)	'	'	'	8.00%	8.00%	'	'	'	'
Decline in fair value from 10% adverse change	'	'	'	42	38	'	'	'	'
Decline in fair value from 20% adverse change	'	'	'	81	74	'	'	'	'
Discount rate (annual)	'	'	'	12.00%	12.00%	'	'	'	'
Decline in fair value from 10% adverse change	'	'	'	61	66	'	'	'	'
Decline in fair value from 20% adverse change	'	'	'	$117	$126	'	'	'	'
Weighted-average life (in years)	'	'	'	'7 years 3 months	'7 years 8 months	'	'	'	'
Weighted-average coupon	'	'	'	4.30%	4.40%	'	'	'	'

Certain_Transfers_of_Financial2

Certain Transfers of Financial Assets and Variable Interest Entities - Additional Information (Detail) (USD $)

3 Months Ended

3 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

In Millions, unless otherwise specified

Mar. 31, 2014

Mar. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Affordable Housing Investment [Member]

Variable Interest Entity, Primary Beneficiary [Member]

Variable Interest Entity, Primary Beneficiary [Member]

Residential Mortgage

Residential Mortgage

Commercial and Corporate Loans [Member]

Commercial and Corporate Loans [Member]

Commercial and Corporate Loans [Member]

Commercial and Corporate Loans [Member]

Commercial and Corporate Loans [Member]

Commercial and Corporate Loans [Member]

Student Loans [Member]

Student Loans [Member]

Student Loans [Member]

Student Loans [Member]

Total Return Swap

Total Return Swap

Community Development Investments [Member]

Community Development Investments [Member]

Ridgeworth Capital Management [Member]

Ridgeworth Capital Management [Member]

Limited Partner [Member]

Limited Partner [Member]

Partnership [Member]

Partnership [Member]

provision for income taxes [Member]

provision for income taxes [Member]

Portion at Fair Value Measurement [Member]

Portion at Fair Value Measurement [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Variable Interest Entity, Primary Beneficiary [Member]

Variable Interest Entity, Primary Beneficiary [Member]

Variable Interest Entity, Primary Beneficiary [Member]

Variable Interest Entity, Primary Beneficiary [Member]

Variable Interest Entity, Primary Beneficiary [Member]

Variable Interest Entity, Primary Beneficiary [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Community Development Investments [Member]

Community Development Investments [Member]

Community Development Investments [Member]

Community Development Investments [Member]

Variable Interest Entity, Primary Beneficiary [Member]

Variable Interest Entity, Primary Beneficiary [Member]

Preference Shares [Member]

Preference Shares [Member]

Maximum [Member]

Maximum [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Loans and Leases Receivable, Gain (Loss) on Sales, Net

'

'

'

'

'

'

$43

$157

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Transferor's Interests in Transferred Financial Assets, Fair Value

'

'

'

'

'

'

70

71

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total assets

179,542

'

175,335

'

'

'

336

350

1,700

1,600

3

3

'

'

'

'

'

'

'

'

1,400

1,500

230

247

'

'

110

151

'

'

'

'

Disclosure of Long Lived Assets Held-for-sale [Table Text Block]

'

'

'

65

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans Receivable Held-for-sale, Net

1,488

[1]

'

1,699

[1]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

224

261

Long-term Debt

11,565

[2]

'

10,700

[2]

'

570

597

'

'

'

'

'

'

238

256

332

341

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total liabilities

157,725

'

153,913

'

'

'

'

'

1,600

1,600

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

56

58

'

'

'

'

Loans Receivable, Net

'

'

'

'

'

'

'

'

'

'

'

'

'

'

336

344

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Government guaranteed percent

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

97.00%

97.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Trading assets

4,848

'

5,040

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,400

1,500

'

'

'

'

'

'

'

'

'

'

'

'

Derivative, Notional Amount

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,400

1,500

'

'

'

'

'

'

'

'

'

'

'

'

Derivative Asset, Fair Value, Gross Asset

5,463

'

6,125

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

25

35

'

'

'

'

'

'

'

'

'

'

'

'

Derivative Liability, Fair Value, Gross Liability

5,139

'

5,673

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

21

31

'

'

'

'

'

'

'

'

'

'

'

'

Other Assets

5,481

'

5,520

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

150

138

'

'

249

252

'

'

'

'

'

'

Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

241

217

'

'

725

697

'

'

'

'

'

'

Loans issued by the Company to the limited partnerships

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

328

303

'

'

'

'

'

'

Investment Tax Credit

15

15

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other Depreciation and Amortization

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

13

10

'

'

Noninterest Income

791

863

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Gain (Loss) on Sale of Properties

'

'

'

($36)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

[1]

Includes loans held for sale, at fair value, of consolidated VIEs of $224 million and $261 million at March 31, 2014 and December 31, 2013, respectively.

[2]

Includes debt of consolidated VIEs of $570 million and $597 million at March 31, 2014 and December 31, 2013, respectively, of which $238 and $256 are carried at fair value at March 31, 2014 and December 31, 2013, respectively.

Asset_Transfers_in_Which_the_C

Asset Transfers in Which the Company has Continuing Economic Involvement (Detail) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Servicing or management fees	$2		$3
Residential Mortgage	'		'
Cash flows on interests held	4	[1],[2]	6	[1],[2]
Servicing or management fees	0	[1],[2]	1	[1],[2]
Commercial and Corporate Loans [Member]	'		'
Servicing or management fees	$2	[1]	$2	[1]
[1]	The transfer activity is related to unconsolidated VIEs.
[2]	Does not include GSE mortgage loan transfers

Portfolio_Balances_and_Delinqu

Portfolio Balances and Delinquency Balances Based on 90 days or more Past Due and Net Charge-Offs Related to Managed Portfolio Loans (Detail) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	$230,795	[1]	$230,189	[1]
Past Due	2,479	[2]	2,721	[2]
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	114		234
Loans	'		'
Principal Balance	129,196	[1]	127,877	[1]
Past Due	2,062	[2]	2,199	[2]
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	110		226
Loans | Commercial Portfolio Segment [Member]	'		'
Principal Balance	65,709	[1]	64,310	[1]
Past Due	248	[2]	272	[2]
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	19		45
Loans | Residential Portfolio Segment [Member]	'		'
Principal Balance	42,795	[1]	43,190	[1]
Past Due	1,224	[2]	1,296	[2]
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	68		156
Loans | Consumer Portfolio Segment [Member]	'		'
Principal Balance	20,692	[1]	20,377	[1]
Past Due	590	[2]	631	[2]
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	23		25
Managed Securitized Loans | Commercial Portfolio Segment [Member]	'		'
Principal Amount Outstanding on Loans Securitized or Asset-backed Financing Arrangement	1,680	[1]	1,617	[1]
Past Due	32	[2]	29	[2]
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	0		0
Managed Securitized Loans | Residential Portfolio Segment [Member]	'		'
Principal Amount Outstanding on Loans Securitized or Asset-backed Financing Arrangement	99,919	[1]	100,695	[1]
Past Due	385	[2],[3]	493	[2],[3]
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	$4		$8
[1]	Excludes $1.5 billion and $1.7 billion of LHFS at March 31, 2014 and December 31, 2013, respectively.
[2]	Excludes $13 million and $17 million of past due LHFS at March 31, 2014 and December 31, 2013, respectively.
[3]	Excludes loans that have completed the foreclosure or short sale process (i.e. involuntary prepayments)

Certain_Transfers_of_Financial3

Certain Transfers of Financial Assets and Variable Interest Entities Portfolio Balances and Delinquency Balances Based on 90 days or more Past Due and Net Charge-Offs Related to Managed Portfolio Loans (parenthetical) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
Servicing Assets at Fair Value [Line Items]	'	'
LHFS excluded from managed loans disclosure	$1,500,000,000	$1,700,000,000
Loans Held For Sale [Member]	'	'
Servicing Assets at Fair Value [Line Items]	'	'
LHFS Accruing90OrMoreDaysPastDueAndNonaccruingExcludedFromManagedLoanDisclosure	$13,000,000	$17,000,000

Recovered_Sheet1

Net Income(loss) per common share - Additonal Information (Details)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]	'	'
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	16	22

Reconciliation_of_Net_IncomeLo

Reconciliation of Net Income/(Loss) to Net Income/(Loss) Available to Common Shareholders (Detail) (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Net Income (Loss) Attributable to Parent	$405		$352
Dividends, Preferred Stock, Cash	-9	[1]	-9	[1]
Undistributed Earnings Allocated to Participating Securities	-3		-3
Net Income (Loss) Available to Common Stockholders, Basic	$393		$340
Average basic common shares	531		536
Stock options	2		1
Restricted stock	4		3
Average diluted common shares	537		540
Net income/(loss) per average common share - diluted	$0.73		$0.63
Earnings Per Share, Basic	$0.74		$0.64
[1]	For the three months ended March 31, 2014, dividends were $1,000 per share for both Perpetual Preferred Stock Series A and B and $1,469 per share for Perpetual Preferred Stock Series E.For the three months ended March 31, 2013, dividends were $1,000 per share for both Perpetual Preferred Stock Series A and B and $1,387 per share for Perpetual Preferred Stock Series E.

Income_Taxes_Additional_Inform

Income Taxes - Additional Information (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Income Taxes Other Information [Line Items]	'		'
Income Tax Expense (Benefit)	$125	[1]	$161	[1]
Effective Income Tax Rate Reconciliation, Percent	24.00%		31.00%
Unrecognized Tax Benefits	271		'
Unrecognized Tax Benefits that Would Impact Effective Tax Rate	$180		'
[1]	Amortization expense related to qualified affordable housing investment costs is recognized in provision for income taxes for each of the periods presented as allowed by a recently adopted accounting standard. Prior to the first quarter of 2014, these amounts were recognized in other noninterest expense.

Employee_Benefit_Plans_Additio

Employee Benefit Plans - Additional Information (Detail) (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Long Term Incentive Deferred Cash Expense	$45	$39
Share-based Compensation Arrangement by Share-based Payment Award, Number of Shares Authorized	21	'
Share Based Compensation Arrangement By Share Based Payment Award Options Available For Additional Grant	17	'
Fair value of options granted per share	'	$7.37
Employee Service Share-based Compensation, Tax Benefit from Compensation Expense	9	8
Defined Benefit Plans, Estimated Future Employer Contributions in Current Fiscal Year	7	'
Defined Benefit Plan, Contributions by Employer	1	'
Contributed To Postretirement Welfare Plan	1	'
Expected Medicare Subsidy Reimbursement Amount	$1	'
Other Postretirement Benefit Plans, Defined Benefit	'	'
Defined Benefit Plan, Assumptions Used Calculating Benefit Obligation, Expected Long Term Return on Assets	5.25%	'
Suntrust Retirement Plan [Member] | Pension Plans, Defined Benefit	'	'
Defined Benefit Plan, Assumptions Used Calculating Benefit Obligation, Expected Long Term Return on Assets	7.00%	'
NCF Retirement Plan [Member] | Pension Plans, Defined Benefit	'	'
Defined Benefit Plan, Assumptions Used Calculating Benefit Obligation, Expected Long Term Return on Assets	6.50%	'
Restricted Stock [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award, Number of Shares Authorized	17	'
Share Based Compensation Arrangement By Share Based Payment Award Options Available For Additional Grant	6	'

Employee_Benefit_Plans_Assumpt

Employee Benefit Plans Assumptions Used in Estimating the Grant Date Fair Value of Options Using the Black-Scholes Option Pricing Model (Detail)	3 Months Ended
	Mar. 31, 2013
Dividend yield	1.28%
Expected stock price volatility	30.98%
Risk-free interest rate (weighted average)	1.02%
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Expected Term	'6 years

StockBased_Compensation_Expens

Stock-Based Compensation Expense Recognized in Noninterest Expense (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Stock-based compensation expense:	'	'
Stock options	$1	$3
Restricted Stock Expense	8	7
Restricted stock units	14	9
Total stock-based compensation expense	$23	$19

Components_of_Net_Periodic_Ben

Components of Net Periodic Benefit Cost (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Pension Plans, Defined Benefit	'	'
Defined Benefit Plan, Interest Cost	$31	$28
Defined Benefit Plan, Expected Return on Plan Assets	-49	-46
Defined Benefit Plan, Amortization of Gains (Losses)	4	6
Net periodic benefit cost	-14	-12
Other Postretirement Benefit Plans, Defined Benefit	'	'
Defined Benefit Plan, Interest Cost	1	1
Defined Benefit Plan, Expected Return on Plan Assets	-2	-1
Defined Benefit Plan, Amortization of Gains (Losses)	-1	0
Net periodic benefit cost	($2)	$0

Derivative_Financial_Instrumen2

Derivative Financial Instruments - Additional Information (Detail) (USD $)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Cash Flow Hedging

written risk participations [Member]

Credit and Market Risk

Credit and Market Risk

Credit and Market Risk

Credit and Market Risk

Credit and Market Risk

Credit and Market Risk

Credit Default Swap

Credit Default Swap

Credit Derivatives Swap Participation

Credit Derivatives Swap Participation

Cash Flow Derivatives Hedges [Member]

Cash Flow Derivatives Hedges [Member]

Total Return Swap

Total Return Swap

Derivatives Sold

Derivatives Sold

Additional Termination Event [Member]

Additional Termination Event [Member]

Credit Support Annex

Credit Support Annex

Credit Default Swap

Credit Default Swap

Credit Downgrade [Member]

Credit Downgrade [Member]

Derivative asset positions

'

'

'

'

$900,000,000

$1,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Net derivative asset positions to which the Company was exposed to risk of its counterparties, netted by counterparty where formal netting arrangements exist

'

'

'

'

1,300,000,000

1,500,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Collateral Held by The Company Against Derivative Asset Positions

'

'

'

'

400,000,000

500,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Adjusted the fair value of its net derivative asset position for estimates of counterparty credit risk

'

'

'

'

14,000,000

16,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative Liability, Fair Value, Gross Liability

5,139,000,000

5,673,000,000

'

'

894,000,000

941,000,000

5,000,000

7,000,000

889,000,000

'

'

'

'

'

'

'

21,000,000

31,000,000

'

'

Derivative Liability, Fair Value of Collateral

843,000,000

864,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Posted collateral

'

'

'

'

'

'

'

'

'

8,000,000

'

'

'

'

'

'

'

'

'

'

Minimum Term of Credit Risk Derivatives

'

'

'

'1 year

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Maximum Term of Credit Risk Derivatives

'

'

'

'9 years

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Maximum exposure

'

'

'

'

'

'

'

'

'

'

'

60,000,000

23,000,000

33,000,000

'

'

'

'

'

'

Derivative, Notional Amount

'

'

'

'

'

'

'

'

'

'

10,000,000

70,000,000

'

'

'

'

1,400,000,000

1,500,000,000

'

'

Credit Risk Derivatives, at Fair Value, Net

'

'

'

'

'

'

'

'

'

'

1,000,000

3,000,000

1,000,000

1,000,000

'

'

'

'

0

3,000,000

Derivative Asset, Fair Value, Gross Asset

5,463,000,000

6,125,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

25,000,000

35,000,000

'

'

Collateral held

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

194,000,000

228,000,000

'

'

Weighted Average Term of Credit Risk Derivatives

'

'

'

'5.4

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative, Lower Remaining Maturity Range

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'1 year

'

'

'

'

'

Derivative, Higher Remaining Maturity Range

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'5 years

'

'

'

'

'

Weighted Average of Maturities of Cash Flow Hedges

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'1.7

'

'

'

'

'

Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,000,000

1,000,000

'

'

'

'

Deferred net gains on derivatives that are recorded in AOCI are expected to be reclassified to net interest income over the next twelve months in connection with the recognition of interest income or interest expense on these hedged items

'

'

$322,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative_Positions_Detail

Derivative Positions (Detail) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivative Asset, Fair Value, Gross Asset	$5,463		$6,125
Derivative liability positions, fair value	5,139		5,673
Derivative Asset, Collateral, Obligation to Return Cash, Offset	-3,927		-4,284
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	-3,927		-4,284
Derivative Asset, Fair Value of Collateral	-355		-457
Derivative Liability, Fair Value of Collateral	-843		-864
Derivative Assets	1,181	[1]	1,384	[1]
Derivative Liabilities	369	[2]	525	[2]
Derivative Financial Instruments, Assets	'		'
Derivative Asset, Notional Amount	110,975		120,818
Derivative Asset, Fair Value, Gross Asset	5,463		6,125
Derivative Assets	1,181		1,384
Derivative Financial Instruments, Assets | Designated as Hedging Instrument | Cash Flow Hedging | Interest Rate Contract [Member] | Floating Rate Loans | Trading Account Assets [Member]	'		'
Derivative Asset, Notional Amount	17,600	[3]	17,250	[3]
Derivative Asset, Fair Value, Gross Asset	360	[3]	471	[3]
Derivative Financial Instruments, Assets | Designated as Hedging Instrument | Fair Value Hedging | Interest Rate Contract [Member] | Fixed Rate Debt | Trading Account Assets [Member]	'		'
Derivative Asset, Notional Amount	1,000	[4]	2,000	[4]
Derivative Asset, Fair Value, Gross Asset	44	[4]	52	[4]
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member]	'		'
Derivative Asset, Notional Amount	92,375	[5]	101,568	[5]
Derivative Asset, Fair Value, Gross Asset	5,059	[5]	5,602	[5]
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Fixed Rate Debt | Trading Account Assets [Member]	'		'
Derivative Asset, Notional Amount	0		0
Derivative Asset, Fair Value, Gross Asset	0		0
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Mortgage Servicing Rights [Member] | Trading Account Assets [Member]	'		'
Derivative Asset, Notional Amount	3,091	[5]	1,425	[5]
Derivative Asset, Fair Value, Gross Asset	38	[5]	27	[5]
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Loans | Trading Account Assets [Member]	'		'
Derivative Asset, Notional Amount	2,829	[5],[6]	4,561	[5],[7]
Derivative Asset, Fair Value, Gross Asset	8	[5],[6]	30	[5],[7]
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Trading Activity | Trading Account Assets [Member]	'		'
Derivative Asset, Notional Amount	59,949	[5],[8]	70,615	[5],[9]
Derivative Asset, Fair Value, Gross Asset	2,563	[5],[8]	2,917	[5],[9]
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Foreign Exchange Contract | Trading Activity | Trading Account Assets [Member]	'		'
Derivative Asset, Notional Amount	3,286	[5]	2,449	[5]
Derivative Asset, Fair Value, Gross Asset	54	[5]	61	[5]
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Credit Risk Contract [Member] | Loans | Other Assets [Member]	'		'
Derivative Asset, Notional Amount	0		0
Derivative Asset, Fair Value, Gross Asset	0		0
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Credit Risk Contract [Member] | Trading Activity | Trading Account Assets [Member]	'		'
Derivative Asset, Notional Amount	1,407	[10],[5]	1,568	[11],[5]
Derivative Asset, Fair Value, Gross Asset	25	[10],[5]	37	[11],[5]
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Equity Contract [Member] | Trading Activity | Trading Account Assets [Member]	'		'
Derivative Asset, Notional Amount	20,113	[5],[8]	19,595	[5],[9]
Derivative Asset, Fair Value, Gross Asset	2,340	[5],[8]	2,504	[5],[9]
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Other Contract | Loans | Trading Account Assets [Member]	'		'
Derivative Asset, Notional Amount	1,455	[12],[5]	1,114	[13],[5]
Derivative Asset, Fair Value, Gross Asset	14	[12],[5]	12	[13],[5]
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Other Contract | Trading Activity | Trading Account Assets [Member]	'		'
Derivative Asset, Notional Amount	245	[5]	241	[5]
Derivative Asset, Fair Value, Gross Asset	17	[5]	14	[5]
Derivative Financial Instruments, Liabilities [Member]	'		'
Derivative Liability, Notional Amount	109,950		104,799
Derivative liability positions, fair value	5,139		5,673
Derivative Liabilities	369		525
Derivative Financial Instruments, Liabilities [Member] | Designated as Hedging Instrument | Cash Flow Hedging | Interest Rate Contract [Member] | Floating Rate Loans | Trading Liabilities [Member]	'		'
Derivative Liability, Notional Amount	500	[3]	0
Derivative liability positions, fair value	1	[3]	0
Derivative Financial Instruments, Liabilities [Member] | Designated as Hedging Instrument | Fair Value Hedging | Interest Rate Contract [Member] | Fixed Rate Debt | Trading Liabilities [Member]	'		'
Derivative Liability, Notional Amount	900	[4]	900	[4]
Derivative liability positions, fair value	8	[4]	24	[4]
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member]	'		'
Derivative Liability, Notional Amount	108,550	[5]	103,899	[5]
Derivative liability positions, fair value	5,130	[5]	5,649	[5]
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Fixed Rate Debt | Trading Liabilities [Member]	'		'
Derivative Liability, Notional Amount	60	[5]	60	[5]
Derivative liability positions, fair value	7	[5]	7	[5]
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Mortgage Servicing Rights [Member] | Trading Liabilities [Member]	'		'
Derivative Liability, Notional Amount	7,159	[5]	6,898	[5]
Derivative liability positions, fair value	46	[5]	79	[5]
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Loans | Trading Liabilities [Member]	'		'
Derivative Liability, Notional Amount	2,424	[5],[6]	1,317	[5],[7]
Derivative liability positions, fair value	4	[5],[6]	5	[5],[7]
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Trading Activity | Trading Liabilities [Member]	'		'
Derivative Liability, Notional Amount	67,558	[5],[8]	65,299	[5],[9]
Derivative liability positions, fair value	2,387	[5],[8]	2,742	[5],[9]
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member] | Foreign Exchange Contract | Trading Activity | Trading Liabilities [Member]	'		'
Derivative Liability, Notional Amount	3,046	[5]	2,624	[5]
Derivative liability positions, fair value	46	[5]	57	[5]
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member] | Credit Risk Contract [Member] | Loans | Other Liabilities [Member]	'		'
Derivative Liability, Notional Amount	492	[5]	427	[5]
Derivative liability positions, fair value	5	[5]	5	[5]
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member] | Credit Risk Contract [Member] | Trading Activity | Trading Liabilities [Member]	'		'
Derivative Liability, Notional Amount	1,417	[10],[5]	1,579	[11],[5]
Derivative liability positions, fair value	22	[10],[5]	34	[11],[5]
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member] | Equity Contract [Member] | Trading Activity | Trading Liabilities [Member]	'		'
Derivative Liability, Notional Amount	25,641	[5],[8]	24,712	[5],[9]
Derivative liability positions, fair value	2,593	[5],[8]	2,702	[5],[9]
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member] | Other Contract | Loans | Trading Liabilities [Member]	'		'
Derivative Liability, Notional Amount	509	[12],[5]	755	[13],[5]
Derivative liability positions, fair value	3	[12],[5]	4	[13],[5]
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member] | Other Contract | Trading Activity | Trading Liabilities [Member]	'		'
Derivative Liability, Notional Amount	244	[5]	228	[5]
Derivative liability positions, fair value	$17	[5]	$14	[5]
[1]	At March 31, 2014, $1.2 billion, net of $355 million offsetting cash collateral, is recognized in trading assets and derivatives within the Company's Consolidated Balance Sheets. At December 31, 2013, $1.4 billion, net of $457 million offsetting cash collateral, is recognized in trading assets and derivatives within the Company's Consolidated Balance Sheets.
[2]	At March 31, 2014, $369 million, net of $843 million offsetting cash collateral, is recognized in trading liabilities and derivatives within the Company's Consolidated Balance Sheets. At December 31, 2013, $525 million, net of $864 million offsetting cash collateral, is recognized in trading liabilities and derivatives within the Company's Consolidated Balance Sheets.
[3]	See “Cash Flow Hedges” in this Note for further discussion.
[4]	See “Fair Value Hedges” in this Note for further discussion.
[5]	See “Economic Hedging and Trading Activities” in this Note for further discussion.
[6]	Amount includes $875 million of notional amounts related to interest rate futures. These futures contracts settle in cash daily, one day in arrears. The derivative asset or liability associated with the one day lag is included in the fair value column of this table.
[7]	Amount includes $885 million of notional amounts related to interest rate futures. These futures contracts settle in cash daily, one day in arrears. The derivative liability associated with the one day lag is included in the fair value column of this table.
[8]	Amounts include $13.8 billion and $0.5 billion of notional related to interest rate futures and equity futures, respectively. These futures contracts settle in cash daily, one day in arrears. The derivative assets/liabilities associated with the one day lag are included in the fair value column of this table.
[9]	Amounts include $15.2 billion and $0.2 billion of notional related to interest rate futures and equity futures, respectively. These futures contracts settle in cash daily, one day in arrears. The derivative asset associated with the one day lag is included in the fair value column of this table.
[10]	Asset and liability amounts include $4 million and $3 million, respectively, of notional from purchased and written credit risk participation agreements, respectively, whose notional is calculated as the notional of the derivative participated adjusted by the relevant RWA conversion factor.
[11]	Asset and liability amounts each include $4 million and $5 million of notional from purchased and written interest rate swap risk participation agreements, respectively, whose notional is calculated as the notional of the interest rate swap participated adjusted by the relevant RWA conversion factor.
[12]	Includes a notional amount that is based on the number of Visa Class B shares, 3.2 million, the conversion ratio from Class B shares to Class A shares, and the Class A share price at the derivative inception date of May 28, 2009. This derivative was established upon the sale of Class B shares in the second quarter of 2009 as discussed in Note 12, “Guarantees.” The fair value of the derivative liability, which relates to a notional amount of $55 million, is immaterial and is recognized in trading assets and derivatives in the Consolidated Balance Sheets.
[13]	Includes a notional amount that is based on the number of Visa Class B shares, 3.2 million, the conversion ratio from Class B shares to Class A shares, and the Class A share price at the derivative inception date of May 28, 2009. This derivative was established upon the sale of Class B shares in the second quarter of 2009 as discussed in Note 12, “Guarantees.” The fair value of the derivative liability, which relates to a notional amount of $55 million, is immaterial and is recognized in other liabilities in the Consolidated Balance Sheets.

Derivative_Positions_Parenthet

Derivative Positions (Parenthetical) (Detail) (Not Designated as Hedging Instrument [Member], USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	31-May-09
Share data in Millions, unless otherwise specified	Trading Activity	Trading Activity	Derivative Financial Instruments, Assets	Derivative Financial Instruments, Assets	Derivative Financial Instruments, Liabilities [Member]	Derivative Financial Instruments, Liabilities [Member]	Derivative Financial Instruments, Liabilities [Member]	Derivative Financial Instruments, Liabilities [Member]	Derivative Financial Instruments, Liabilities [Member]
			Trading Activity	Trading Activity			Future [Member]	Future [Member]	Visa Interest [Member]
Notional Amount Of Interest Rate Future Derivatives	'	'	$13,800,000,000	$15,200,000,000	'	'	$875,000,000	$885,000,000	'
Notional related to equity futures	'	'	500,000,000	200,000,000	'	'	'	'	'
Asset amount notional from purchased and written interest rate swap risk participation agreements	4,000,000	4,000,000	'	'	'	'	'	'	'
Notional Amount Liability Purchased And Written Interest Rate Swap Risk Participation Agreements	3,000,000	5,000,000	'	'	'	'	'	'	'
Number Of Shares Sold To Selected Financial Institutions	'	'	'	'	'	'	'	'	3.2
Notional Amount Derivative Liability Sale Of Shares	'	'	'	'	$55,000,000	$55,000,000	'	'	'

Impacts_of_Derivative_Financia

Impacts of Derivative Financial Instruments on the Consolidated Statements of Income/(Loss) and the Consolidated Statements of Shareholders' Equity (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Cash Flow Hedging | Interest Income, Interest and Fees on Loans | Interest Rate Contract [Member] | Floating Rate Loans	'		'
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	$23	[1]	$1	[2]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	76	[1]	87
Fair Value Hedging | Trading Account Profits And Commissions [Member] | Interest Rate Contract [Member] | Fixed Rate Debt	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	9	[3]	-5	[3]
Amount of gain on related Hedged Items recognized in Income	-9	[3]	6	[3]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	0	[3]	1	[3]
Not Designated as Hedging Instrument [Member]	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	105		108
Not Designated as Hedging Instrument [Member] | Trading Account Profits And Commissions [Member] | Interest Rate Contract [Member] | Trading Activity	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	14		8
Not Designated as Hedging Instrument [Member] | Trading Account Profits And Commissions [Member] | Foreign Exchange Contract | Trading Activity	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	5		12
Not Designated as Hedging Instrument [Member] | Trading Account Profits And Commissions [Member] | Foreign Exchange Contract | Foreign-Denominated Debt and Commercial Loans	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	'		2
Not Designated as Hedging Instrument [Member] | Trading Account Profits And Commissions [Member] | Credit Risk Contract [Member] | Trading Activity	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	4		5
Not Designated as Hedging Instrument [Member] | Trading Account Profits And Commissions [Member] | Equity Contract [Member] | Trading Activity	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	1		1
Not Designated as Hedging Instrument [Member] | Other Income [Member] | Credit Risk Contract [Member] | Loans	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	'		-1
Not Designated as Hedging Instrument [Member] | Mortgage Servicing Income [Member] | Interest Rate Contract [Member] | Mortgage Servicing Rights [Member]	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	55		-56
Not Designated as Hedging Instrument [Member] | Mortgage Production Income [Member] | Interest Rate Contract [Member] | Loans	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	-34		35
Not Designated as Hedging Instrument [Member] | Mortgage Production Income [Member] | Other Contract | Loans	'		'
Derivative Instruments, Gain (Loss) Recognized in Income, Net	$60		$102
[1]	During the three months ended March 31, 2014, the Company also reclassified $26 million pre-tax gains from AOCI into net interest income. These gains related to hedging relationships that have been previously terminated or de-designated and are reclassified into earnings in the same period in which the forecasted transaction occurs.
[2]	During the three months ended March 31, 2013, the Company also reclassified $27 million pre-tax gains from AOCI into net interest income. These gains related to hedging relationships that have been previously terminated or de-designated and are reclassified into earnings in the same period in which the forecasted transaction occurs.
[3]	Amounts are recognized in trading income in the Consolidated Statements of Income.

Impacts_of_Derivative_Financia1

Impacts of Derivative Financial Instruments on the Consolidated Statements of Income/(Loss) and the Consolidated Statements of Shareholders' Equity (Parenthetical) (Detail) (Interest Income (Expense), Net [Member], USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Interest Income (Expense), Net [Member]	'	'
Reclassified in pre-tax gains from AOCI into net interest income	$26	$27

Derivative_Financial_Instrumen3

Derivative Financial Instruments Netting of Financial Instruments - Derivatives (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivative [Line Items]	'		'
Derivative Asset, Fair Value, Gross Asset	$5,463		$6,125
Derivative Asset, Fair Value, Amount Offset Against Collateral	4,282		4,741
Derivative Assets	1,181	[1]	1,384	[1]
Collateral Held by The Company Against Derivative Asset Positions	51		51
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	1,130		1,333
Derivative Liability, Fair Value, Gross Liability	5,139		5,673
Derivative Liability, Fair Value, Amount Offset Against Collateral	4,770		5,148
Derivative Liabilities	369	[2]	525	[2]
Financial Instruments, Owned and Pledged as Collateral, at Fair Value	18		13
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	351		512
Derivatives Subject to Master Netting Arrangement or Similar Arrangement [Member]	'		'
Derivative [Line Items]	'		'
Derivative Asset, Fair Value, Gross Asset	4,733		5,285
Derivative Asset, Fair Value, Amount Offset Against Collateral	3,789		4,239
Derivative Assets	944		1,046
Collateral Held by The Company Against Derivative Asset Positions	51		51
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	893		995
Derivative Liability, Fair Value, Gross Liability	4,468		4,982
Derivative Liability, Fair Value, Amount Offset Against Collateral	4,277		4,646
Derivative Liabilities	191		336
Financial Instruments, Owned and Pledged as Collateral, at Fair Value	18		13
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	173		323
Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member] [Member]	'		'
Derivative [Line Items]	'		'
Derivative Asset, Fair Value, Gross Asset	14		12
Derivative Asset, Fair Value, Amount Offset Against Collateral	0		0
Derivative Assets	14		12
Collateral Held by The Company Against Derivative Asset Positions	0		0
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	14		12
Derivative Liability, Fair Value, Gross Liability	178		189
Derivative Liability, Fair Value, Amount Offset Against Collateral	0		0
Derivative Liabilities	178		189
Financial Instruments, Owned and Pledged as Collateral, at Fair Value	0		0
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	178		189
Exchange Traded [Member]	'		'
Derivative [Line Items]	'		'
Derivative Asset, Fair Value, Gross Asset	716		828
Derivative Asset, Fair Value, Amount Offset Against Collateral	493		502
Derivative Assets	223		326
Collateral Held by The Company Against Derivative Asset Positions	0		0
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	223		326
Derivative Liability, Fair Value, Gross Liability	493		502
Derivative Liability, Fair Value, Amount Offset Against Collateral	493		502
Derivative Liabilities	0		0
Financial Instruments, Owned and Pledged as Collateral, at Fair Value	0		0
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	$0		$0
[1]	At March 31, 2014, $1.2 billion, net of $355 million offsetting cash collateral, is recognized in trading assets and derivatives within the Company's Consolidated Balance Sheets. At December 31, 2013, $1.4 billion, net of $457 million offsetting cash collateral, is recognized in trading assets and derivatives within the Company's Consolidated Balance Sheets.
[2]	At March 31, 2014, $369 million, net of $843 million offsetting cash collateral, is recognized in trading liabilities and derivatives within the Company's Consolidated Balance Sheets. At December 31, 2013, $525 million, net of $864 million offsetting cash collateral, is recognized in trading liabilities and derivatives within the Company's Consolidated Balance Sheets.

Derivative_Financial_Instrumen4

Derivative Financial Instruments Netting of Financial Instruments - Derivatives (parenthetical) (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivative [Line Items]	'		'
Derivative Assets	$1,181	[1]	$1,384	[1]
Derivative Asset, Fair Value of Collateral	-355		-457
Derivative Liabilities	369	[2]	525	[2]
Derivative Liability, Fair Value of Collateral	-843		-864
Trading Liabilities [Member]	'		'
Derivative [Line Items]	'		'
Derivative Liabilities	369		525
Derivative Liability, Fair Value of Collateral	-843		-864
Trading Account Assets [Member]	'		'
Derivative [Line Items]	'		'
Derivative Assets	1,200		1,400
Derivative Asset, Fair Value of Collateral	($355)		($457)
[1]	At March 31, 2014, $1.2 billion, net of $355 million offsetting cash collateral, is recognized in trading assets and derivatives within the Company's Consolidated Balance Sheets. At December 31, 2013, $1.4 billion, net of $457 million offsetting cash collateral, is recognized in trading assets and derivatives within the Company's Consolidated Balance Sheets.
[2]	At March 31, 2014, $369 million, net of $843 million offsetting cash collateral, is recognized in trading liabilities and derivatives within the Company's Consolidated Balance Sheets. At December 31, 2013, $525 million, net of $864 million offsetting cash collateral, is recognized in trading liabilities and derivatives within the Company's Consolidated Balance Sheets.

Guarantees_Additional_Informat

Guarantees - Additional Information (Detail) (USD $)

3 Months Ended

12 Months Ended

108 Months Ended

108 Months Ended

3 Months Ended

12 Months Ended

108 Months Ended

3 Months Ended

1 Months Ended

Share data in Millions, unless otherwise specified

Mar. 31, 2014

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2009

Dec. 31, 2013

Mar. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

31-May-09

Mar. 31, 2014

Dec. 31, 2013

31-May-09

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Ginnie Mae [Member]

Non Government Sponsored Agency [Member]

Non Government Sponsored Agency [Member]

Non Government Sponsored Agency [Member]

Non Government Sponsored Agency [Member]

Non Government Sponsored Agency [Member]

US Government Sponsored Agency [Member]

US Government Sponsored Agency [Member]

Standby Letters of Credit

Standby Letters of Credit

Mortgage Servicing Rights [Member]

Mortgage Servicing Rights [Member]

Visa Interest [Member]

Visa Interest [Member]

Visa Interest [Member]

Tax Credit Sales [Member]

Tax Credit Sales [Member]

Not Designated as Hedging Instrument [Member]

Residential Mortgage, Loans Held For Sale [Member]

Residential Mortgage, Loans Held For Sale [Member]

Loans Held For Investment [Member]

Loans Held For Investment [Member]

Loans Held For Investment [Member]

Derivative Financial Instruments, Liabilities [Member]

Nonperforming Financing Receivable [Member]

Nonperforming Financing Receivable [Member]

Nonperforming Financing Receivable [Member]

Visa Interest [Member]

Maximum potential amount obligation

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$3,300,000,000

$3,300,000,000

'

'

'

'

'

$19,000,000

'

'

'

'

'

'

'

Loans sold from January 1, 2005 to September 30, 2011

'

'

'

'

'

298,200,000,000

'

34,700,000,000

'

'

'

'

30,300,000,000

233,200,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans Sold Repurchased Request Amount

70,000,000

1,500,000,000

1,700,000,000

1,700,000,000

'

8,500,000,000

'

'

1,000,000

18,000,000

22,000,000

50,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unpaid principal balance of loans related to unresolved requests previously received from investors

155,000,000

126,000,000

'

'

'

126,000,000

'

'

3,000,000

4,000,000

'

'

4,000,000

122,000,000

152,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Mortgage Repurchase Reserve, Provision for Mortgage Loan Repurchase Losses

5,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Reserve For Mortgage Loan Repurchase Losses

83,000,000

78,000,000

632,000,000

'

'

78,000,000

513,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Repurchased or otherwise settled mortgages

8,000,000

249,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Repurchased mortgage loans

334,000,000

339,000,000

'

'

'

339,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

14,000,000

14,000,000

325,000,000

62,000,000

54,000,000

Loss Contingency Accrual, at Carrying Value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

27,000,000

21,000,000

'

'

'

'

'

'

'

'

'

'

'

Business Combination, Contingent Consideration, Liability

26,000,000

26,000,000

'

'

'

26,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Third Party Escrow, Gross Funded Since Inception

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

8,500,000,000

'

'

'

'

'

'

'

'

'

'

Third Party Escrow, Amount Paid From Escrow

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4,100,000,000

'

'

'

'

'

'

'

'

'

'

Third Party litigation claims paid from escrow

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4,400,000,000

'

'

'

'

'

'

'

'

'

'

Number Of Shares Sold To Selected Financial Institutions

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3.2

'

'

'

'

'

Shares of Class B Visa Inc Common Stock Sold to Another FinancialIinstitution, Value

'

'

'

'

112,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Gain (Loss) on Sale of Other Investments

'

'

'

'

112,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Common stock conversion rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.4206

'

0.6296

'

'

'

'

'

'

'

'

Payments to derivative counterparty

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,000,000

1,000,000

'

'

'

'

'

'

'

'

'

Visa Share of Claims in Settlement Agreement Amount

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4,400,000,000

'

'

'

'

'

'

'

'

'

'

Tax Credits To Be Delivered

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$1,000,000

$1,000,000

'

'

'

'

'

'

Outstanding_Balance_of_Loans_S

Outstanding Balance of Loans Sold by Vintage and Type of Buyer (Detail) (USD $)	Mar. 31, 2014
In Billions, unless otherwise specified
Outstanding balance remaining of loans sold to outside investors	$104.50
US Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	76.7	[1]
Ginnie Mae [Member]	'
Outstanding balance remaining of loans sold to outside investors	17	[1]
Non Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	10.8
Vintage 2005	'
Outstanding balance remaining of loans sold to outside investors	5.3
Vintage 2005 | US Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	1.8	[1]
Vintage 2005 | Ginnie Mae [Member]	'
Outstanding balance remaining of loans sold to outside investors	0.4	[1]
Vintage 2005 | Non Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	3.1
Vintage 2006	'
Outstanding balance remaining of loans sold to outside investors	6.8
Vintage 2006 | US Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	1.9	[1]
Vintage 2006 | Ginnie Mae [Member]	'
Outstanding balance remaining of loans sold to outside investors	0.2	[1]
Vintage 2006 | Non Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	4.7
Vintage 2007	'
Outstanding balance remaining of loans sold to outside investors	6.8
Vintage 2007 | US Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	3.6	[1]
Vintage 2007 | Ginnie Mae [Member]	'
Outstanding balance remaining of loans sold to outside investors	0.2	[1]
Vintage 2007 | Non Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	3
Vintage 2008	'
Outstanding balance remaining of loans sold to outside investors	4.5
Vintage 2008 | US Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	3.4	[1]
Vintage 2008 | Ginnie Mae [Member]	'
Outstanding balance remaining of loans sold to outside investors	1.1	[1]
Vintage 2008 | Non Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	0
Vintage 2009	'
Outstanding balance remaining of loans sold to outside investors	13.6
Vintage 2009 | US Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	10.6	[1]
Vintage 2009 | Ginnie Mae [Member]	'
Outstanding balance remaining of loans sold to outside investors	3	[1]
Vintage 2009 | Non Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	0
Vintage 2010	'
Outstanding balance remaining of loans sold to outside investors	9.4
Vintage 2010 | US Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	7	[1]
Vintage 2010 | Ginnie Mae [Member]	'
Outstanding balance remaining of loans sold to outside investors	2.4	[1]
Vintage 2010 | Non Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	0
Vintage 2011	'
Outstanding balance remaining of loans sold to outside investors	9.9
Vintage 2011 | US Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	7.9	[1]
Vintage 2011 | Ginnie Mae [Member]	'
Outstanding balance remaining of loans sold to outside investors	2	[1]
Vintage 2011 | Non Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	0
Vintage 2012	'
Outstanding balance remaining of loans sold to outside investors	21.1
Vintage 2012 | US Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	17.3	[1]
Vintage 2012 | Ginnie Mae [Member]	'
Outstanding balance remaining of loans sold to outside investors	3.8	[1]
Vintage 2012 | Non Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	0
Vintage 2013	'
Outstanding balance remaining of loans sold to outside investors	24.4
Vintage 2013 | US Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	20.9	[1]
Vintage 2013 | Ginnie Mae [Member]	'
Outstanding balance remaining of loans sold to outside investors	3.5	[1]
Vintage 2013 | Non Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	0
Vintage 2014	'
Outstanding balance remaining of loans sold to outside investors	2.7
Vintage 2014 | US Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	2.3	[1]
Vintage 2014 | Ginnie Mae [Member]	'
Outstanding balance remaining of loans sold to outside investors	0.4	[1]
Vintage 2014 | Non Government Sponsored Agency [Member]	'
Outstanding balance remaining of loans sold to outside investors	$0
[1]	Balances based on loans currently serviced by the Company and excludes loans serviced by others and certain loans in foreclosure.

Mortgage_Loan_Repurchase_Losse

Mortgage Loan Repurchase Losses (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Reserve for mortgage loan repurchase losses	'	'
Balance at beginning of period	$78	$632
Repurchase provision	5	14
Charge-offs	0	-133
Balance at end of period	$83	$513

Assets_and_Liabilities_Measure

Assets and Liabilities Measured at Fair Value on a Recurring Basis (Detail) (USD $)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

In Millions, unless otherwise specified

Netting [Member]

Netting [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Trading Loans [Member]

Trading Loans [Member]

Trading Loans [Member]

Trading Loans [Member]

Trading Loans [Member]

Trading Loans [Member]

Trading Loans [Member]

Trading Loans [Member]

Equity Securities

Equity Securities

Equity Securities

Equity Securities

Equity Securities

Equity Securities

Equity Securities

Equity Securities

Derivative Financial Instruments, Assets

Derivative Financial Instruments, Assets

Derivative Financial Instruments, Assets

Derivative Financial Instruments, Assets

Derivative Financial Instruments, Assets

Derivative Financial Instruments, Assets

Commercial Paper [Member]

Commercial Paper [Member]

Commercial Paper [Member]

Commercial Paper [Member]

Commercial Paper [Member]

Commercial Paper [Member]

Commercial Paper [Member]

Commercial Paper [Member]

Other Debt Obligations [Member]

Other Debt Obligations [Member]

Other Debt Obligations [Member]

Other Debt Obligations [Member]

Other Debt Obligations [Member]

Other Debt Obligations [Member]

Other Debt Obligations [Member]

Other Debt Obligations [Member]

Asset-backed Securities [Member]

Asset-backed Securities [Member]

Asset-backed Securities [Member]

Asset-backed Securities [Member]

Asset-backed Securities [Member]

Asset-backed Securities [Member]

Asset-backed Securities [Member]

Asset-backed Securities [Member]

Collateralized Debt Obligations [Member]

Collateralized Debt Obligations [Member]

Collateralized Debt Obligations [Member]

Collateralized Debt Obligations [Member]

Collateralized Debt Obligations [Member]

Collateralized Debt Obligations [Member]

Collateralized Debt Obligations [Member]

Collateralized Debt Obligations [Member]

Mortgage-backed Securities, Issued by Private Enterprises [Member]

Mortgage-backed Securities, Issued by Private Enterprises [Member]

Mortgage-backed Securities, Issued by Private Enterprises [Member]

Mortgage-backed Securities, Issued by Private Enterprises [Member]

Mortgage-backed Securities, Issued by Private Enterprises [Member]

Mortgage-backed Securities, Issued by Private Enterprises [Member]

Mortgage-backed Securities, Issued by Private Enterprises [Member]

Mortgage-backed Securities, Issued by Private Enterprises [Member]

Mortgage-backed Securities, Issued by US Government Sponsored Enterprises

Mortgage-backed Securities, Issued by US Government Sponsored Enterprises

Mortgage-backed Securities, Issued by US Government Sponsored Enterprises

Mortgage-backed Securities, Issued by US Government Sponsored Enterprises

Mortgage-backed Securities, Issued by US Government Sponsored Enterprises

Mortgage-backed Securities, Issued by US Government Sponsored Enterprises

Mortgage-backed Securities, Issued by US Government Sponsored Enterprises

Mortgage-backed Securities, Issued by US Government Sponsored Enterprises

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US States and Political Subdivisions Debt Securities [Member]

US Government Agencies Debt Securities

US Government Agencies Debt Securities

US Government Agencies Debt Securities

US Government Agencies Debt Securities

US Government Agencies Debt Securities

US Government Agencies Debt Securities

US Government Agencies Debt Securities

US Government Agencies Debt Securities

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

Derivative Financial Instruments, Liabilities [Member]

Derivative Financial Instruments, Liabilities [Member]

Derivative Financial Instruments, Liabilities [Member]

Derivative Financial Instruments, Liabilities [Member]

Derivative Financial Instruments, Liabilities [Member]

Derivative Financial Instruments, Liabilities [Member]

Corporate and Other [Member]

Corporate and Other [Member]

Corporate and Other [Member]

Corporate and Other [Member]

Corporate and Other [Member]

Corporate and Other [Member]

Corporate and Other [Member]

Corporate and Other [Member]

Residential Mortgage, Loans Held For Sale [Member]

Residential Mortgage, Loans Held For Sale [Member]

Residential Mortgage, Loans Held For Sale [Member]

Residential Mortgage, Loans Held For Sale [Member]

Residential Mortgage, Loans Held For Sale [Member]

Residential Mortgage, Loans Held For Sale [Member]

Residential Mortgage, Loans Held For Sale [Member]

Residential Mortgage, Loans Held For Sale [Member]

Trading Account Assets [Member]

Derivative Financial Instruments, Assets

Derivative Financial Instruments, Assets

Other Trading [Member]

Other Trading [Member]

Brokered Deposits [Member]

Brokered Deposits [Member]

Residential Mortgage, Loans Held For Sale [Member]

Residential Mortgage, Loans Held For Sale [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

'

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Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3

'

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$0

'

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'

'

'

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Trading assets

4,848

5,040

-4,282

[1]

-4,741

[1]

'

'

978

1,156

8,138

8,553

14

72

1,877

1,888

0

0

1,877

1,888

0

0

60

109

60

109

0

0

0

0

717

828

4,732

5,285

14

12

147

29

0

0

147

29

0

0

617

534

0

0

617

534

0

0

'

6

'

0

'

0

'

6

3

57

0

0

3

3

0

54

'

'

'

'

'

'

'

'

396

323

0

0

396

323

0

0

78

65

0

0

78

65

0

0

288

426

0

0

288

426

0

0

201

219

201

219

0

0

0

0

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Derivative Assets

1,181

[2]

1,384

[2]

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'

1,181

1,384

1,181

1,384

'

'

'

'

Available-for-sale Securities

23,302

22,542

'

'

23,302

22,542

1,611

1,396

20,791

20,193

900

953

'

'

'

'

'

'

'

'

766

[3]

842

54

[3]

103

0

0

712

[3]

739

'

'

'

'

'

'

'

'

'

'

'

'

'

'

42

42

0

0

37

37

5

5

67

79

0

0

46

58

21

21

'

'

'

'

'

'

'

'

149

154

0

0

0

0

149

154

19,447

18,911

0

0

19,447

18,911

0

0

287

237

0

0

274

203

13

34

987

984

0

0

987

984

0

0

1,557

1,293

1,557

1,293

0

0

0

0

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'

'

'

'

'

Loans Held-for-sale, Fair Value Disclosure

1,233

1,378

'

'

1,233

1,378

0

0

1,231

1,375

2

3

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'

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'

'

'

'

224

261

0

0

224

261

0

0

1,009

1,117

0

0

1,007

1,114

2

3

'

'

'

'

'

'

'

'

'

Loans Receivable, Fair Value Disclosure

299

302

'

'

299

302

0

0

0

0

299

302

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Servicing Asset at Fair Value, Amount

1,251

1,300

'

'

1,251

1,300

0

0

0

0

1,251

1,300

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

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'

'

'

Trading Liabilities, Fair Value Disclosure

1,041

1,181

-4,770

[1]

-5,148

[1]

'

'

868

979

4,940

5,346

3

4

'

'

'

'

'

'

'

'

5

5

5

5

0

0

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

297

179

0

0

297

179

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

370

472

370

472

0

0

0

0

493

502

4,643

5,167

3

4

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative Liabilities

369

[4]

525

[4]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

369

525

'

'

'

'

Deposits, Fair Value Disclosure

759

764

'

'

759

764

0

0

759

764

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Long-term Debt, Fair Value

1,545

1,556

'

'

1,545

1,556

0

0

1,545

1,556

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

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'

'

'

'

'

'

'

'

Other Liabilities, Fair Value Disclosure

26

[5]

29

[6],[7]

0

[1],[5]

0

[1],[6],[7]

'

'

0

0

0

[5]

0

[6],[7]

26

[5]

29

[6],[7]

'

'

'

'

'

'

'

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'

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'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value, Option, Credit Risk, Gains (Losses) on Assets

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1

0

Fair Value, Option, Credit Risk, Gains (Losses) on Liabilities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

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'

'

'

'

'

'

($1)

($1)

'

'

[1]

1 Amounts represent offsetting cash collateral received from and paid to the same derivative counterparties and the impact of netting derivative assets and derivative liabilities when a legally enforceable master netting agreement or similar agreement exists.

[2]

At March 31, 2014, $1.2 billion, net of $355 million offsetting cash collateral, is recognized in trading assets and derivatives within the Company's Consolidated Balance Sheets. At December 31, 2013, $1.4 billion, net of $457 million offsetting cash collateral, is recognized in trading assets and derivatives within the Company's Consolidated Balance Sheets.

[3]

Includes $308 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank stock, $54 million in mutual fund investments, and $2 million of other.

[4]

At March 31, 2014, $369 million, net of $843 million offsetting cash collateral, is recognized in trading liabilities and derivatives within the Company's Consolidated Balance Sheets. At December 31, 2013, $525 million, net of $864 million offsetting cash collateral, is recognized in trading liabilities and derivatives within the Company's Consolidated Balance Sheets.

[5]

Includes contingent consideration obligations related to acquisitions.

[6]

Includes $336 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank stock, $103 million in mutual fund investments, and $1 million of other.

[7]

Includes contingent consideration obligations related to acquisitions, as well as the derivative associated with the Company's sale of Visa shares during the year ended December 31, 2009.

Assets_and_Liabilities_Measure1

Assets and Liabilities Measured at Fair Value on a Recurring Basis (Parenthetical) (Detail) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivative Assets	$1,181	[1]	$1,384	[1]
Derivative Liabilities	369	[2]	525	[2]
Equity Funds [Member] | Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Investments, Fair Value Disclosure	54		103
Federal Reserve Bank Stock [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Investments, Fair Value Disclosure	402		402
Investment in Federal Home Loan Bank Stock [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Investments, Fair Value Disclosure	$308		$336
[1]	At March 31, 2014, $1.2 billion, net of $355 million offsetting cash collateral, is recognized in trading assets and derivatives within the Company's Consolidated Balance Sheets. At December 31, 2013, $1.4 billion, net of $457 million offsetting cash collateral, is recognized in trading assets and derivatives within the Company's Consolidated Balance Sheets.
[2]	At March 31, 2014, $369 million, net of $843 million offsetting cash collateral, is recognized in trading liabilities and derivatives within the Company's Consolidated Balance Sheets. At December 31, 2013, $525 million, net of $864 million offsetting cash collateral, is recognized in trading liabilities and derivatives within the Company's Consolidated Balance Sheets.

Fair_Value_Option_Elected_Diff

Fair Value Option Elected, Difference Between the Aggregate Fair Value and the Aggregate Unpaid Principal Balance (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Trading assets	$4,848	$5,040
Loans Held-for-sale, Fair Value Disclosure	1,233	1,378
Deposits, Fair Value Disclosure	759	764
Loans Receivable, Fair Value Disclosure	299	302
Long-term Debt, Fair Value	1,545	1,556
Aggregate Fair Value Under Fair Value Option	'	'
Trading assets	1,877	1,888
Loans Held-for-sale, Fair Value Disclosure	1,231	1,375
Deposits, Fair Value Disclosure	759	764
Loans Receivable, Fair Value Disclosure	290	294
Long-term Debt, Fair Value	1,545	1,556
Aggregate Unpaid Principal Balance Under Fair Value Option	'	'
Trading assets	1,840	1,858
Loans Held-for-sale, Fair Value Disclosure	1,203	1,359
Deposits, Fair Value Disclosure	757	761
Loans Receivable, Fair Value Disclosure	308	317
Long-term Debt, Fair Value	1,413	1,432
Fair Value Over/(Under) Unpaid Principal	'	'
Trading assets	37	30
Loans Held-for-sale, Fair Value Disclosure	28	16
Deposits, Fair Value Disclosure	2	3
Loans Receivable, Fair Value Disclosure	-18	-23
Long-term Debt, Fair Value	132	124
Loans Held For Sale [Member] | Aggregate Fair Value Under Fair Value Option	'	'
Past due loans of 90 days or more	'	1
Nonaccrual loans	2	2
Loans Held For Sale [Member] | Aggregate Unpaid Principal Balance Under Fair Value Option	'	'
Past due loans of 90 days or more	'	2
Nonaccrual loans	15	15
Loans Held For Sale [Member] | Fair Value Over/(Under) Unpaid Principal	'	'
Past due loans of 90 days or more	'	-1
Nonaccrual loans	-13	-13
Loans Held For Investment [Member] | Aggregate Fair Value Under Fair Value Option	'	'
Nonaccrual loans	9	8
Loans Held For Investment [Member] | Aggregate Unpaid Principal Balance Under Fair Value Option	'	'
Nonaccrual loans	14	12
Loans Held For Investment [Member] | Fair Value Over/(Under) Unpaid Principal	'	'
Nonaccrual loans	($5)	($4)

Change_in_Fair_Value_of_Financ

Change in Fair Value of Financial Instruments for which the FVO has been Elected (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Trading Account Assets [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	$6	[1]	$4	[2]
Trading Account Assets [Member] | Trading Account Profits And Commissions [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	6		4
Trading Account Assets [Member] | Mortgage Production Income [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0		0
Trading Account Assets [Member] | Mortgage Servicing Income [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0		0
Loans Held For Sale [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	-1	[1]	-19	[2]
Loans Held For Sale [Member] | Trading Account Profits And Commissions [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0		2
Loans Held For Sale [Member] | Mortgage Production Income [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	-1	[3]	-21	[4]
Loans Held For Sale [Member] | Mortgage Servicing Income [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0		0
Loans Held For Investment [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	4	[1]	-3	[2]
Loans Held For Investment [Member] | Trading Account Profits And Commissions [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0		0
Loans Held For Investment [Member] | Mortgage Production Income [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	4	[3]	-3	[4]
Loans Held For Investment [Member] | Mortgage Servicing Income [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0		0
Mortgage Servicing Rights [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	-81	[1]	18	[2]
Mortgage Servicing Rights [Member] | Trading Account Profits And Commissions [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0		0
Mortgage Servicing Rights [Member] | Mortgage Production Income [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0	[3]	1	[4]
Mortgage Servicing Rights [Member] | Mortgage Servicing Income [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	-81		17
Brokered Deposits [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	3	[1]	2	[2]
Brokered Deposits [Member] | Trading Account Profits And Commissions [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	3		2
Brokered Deposits [Member] | Mortgage Production Income [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0		0
Brokered Deposits [Member] | Mortgage Servicing Income [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0		0
Long-term Debt [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	-8	[1]	-10	[2]
Long-term Debt [Member] | Trading Account Profits And Commissions [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	-8		-10
Long-term Debt [Member] | Mortgage Production Income [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0		0
Long-term Debt [Member] | Mortgage Servicing Income [Member]	'		'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	$0		$0
[1]	Changes in fair value for the three months ended March 31, 2014 exclude accrued interest for the period then ended. Interest income or interest expense on trading loans, LHFS, LHFI, brokered time deposits, and long-term debt that have been elected to be carried at fair value are recognized in interest income or interest expense in the Consolidated Statements of Income.
[2]	Changes in fair value for the three months ended March 31, 2013 exclude accrued interest for the period then ended. Interest income or interest expense on trading loans, LHFS, LHFI, brokered time deposits, and long-term debt that have been elected to be carried at fair value are recognized in interest income or interest expense in the Consolidated Statements of Income.
[3]	Income related to LHFS does not include income from IRLCs. For the three months ended March 31, 2014, income related to MSRs includes MSRs recognized upon the sale of loans reported at LOCOM.
[4]	1 Income related to LHFS does not include income from IRLCs. For the three months ended March 31, 2013, income related to MSRs includes MSRs recognized upon the sale of loans reported at LOCOM.

Change_in_Fair_Value_of_Financ1

Change in Fair Value of Financial Instruments for which the FVO has been Elected (Parenthetical) (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Income recognized upon the sale of loans	$9	$4

Fair_Value_Measurement_and_Ele

Fair Value Measurement and Election - Additional Information (Detail) (USD $)

3 Months Ended

3 Months Ended

3 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

Mar. 31, 2014

Mar. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Total Return Swap

Total Return Swap

Interest Rate Lock Commitments

Interest Rate Lock Commitments

Asset-backed Securities [Member]

Trading Account Assets [Member]

Trading Account Assets [Member]

Trading Account Assets [Member]

Residential Mortgage, Loans Held For Sale [Member]

Residential Mortgage, Loans Held For Sale [Member]

Residential Mortgage, Loans Held For Sale [Member]

Collateralized Loan Obligations [Member]

Collateralized Loan Obligations [Member]

Brokered Deposits [Member]

Brokered Deposits [Member]

Long-term Debt [Member]

Long-term Debt [Member]

Loans Held For Sale [Member]

Loans Held For Sale [Member]

Loans Held For Sale [Member]

Loans Held For Sale [Member]

Commercial and Corporate Loans [Member]

Commercial and Corporate Loans [Member]

Commercial and Corporate Loans [Member]

Commercial and Corporate Loans [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Collateralized Debt Obligations [Member]

Other Real Estate Owned [Member]

Other Real Estate Owned [Member]

Other Assets [Member]

Other Assets [Member]

Other Assets [Member]

Other Assets [Member]

Other Assets [Member]

Other Assets [Member]

Affordable Housing [Member]

Affordable Housing [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Student Loans [Member]

Commercial and Corporate Leveraged Loans [Member]

Commercial and Corporate Leveraged Loans [Member]

Commercial and Corporate Leveraged Loans [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Nonperforming Financing Receivable [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Nonperforming Financing Receivable [Member]

Nonperforming Financing Receivable [Member]

Residential Portfolio Segment [Member]

Nonperforming Residential Mortgages Transferred To Held For Sale During Period [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Variable Interest Entity, Not Primary Beneficiary [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Preference Shares [Member]

Preference Shares [Member]

Repossessed Personal Property [Member]

Repossessed Personal Property [Member]

Property Subject to Operating Lease [Member]

Private Equity Partnership Investments [Member]

Assets

$179,542,000,000

'

$175,335,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$1,700,000,000

$1,600,000,000

$3,000,000

$3,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Transfer of Loans Held-for-sale to Portfolio Loans

17,000,000

12,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Government guaranteed percent

'

'

'

'

'

'

'

97.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans Receivable, Fair Value Disclosure

299,000,000

'

302,000,000

1,400,000,000

1,500,000,000

'

'

'

406,000,000

'

313,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

299,000,000

302,000,000

'

'

'

'

'

'

'

'

'

'

'

Fair Value, Option, Credit Risk, Gains (Losses) on Assets

'

'

'

'

'

'

'

'

2,000,000

2,000,000

'

1,000,000

0

'

0

2,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3

'

'

'

'

'

55,000,000

135,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value, Option, Credit Risk, Gains (Losses) on Liabilities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-1,000,000

-1,000,000

-17,000,000

-21,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt Instrument, Fair Value Disclosure

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

238,000,000

'

'

'

'

'

'

'

'

'

'

Transfer Of Portfolio Loans And Leases To Held For Sale Net Of Impairment

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

7,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for Loan and Lease Losses, Write-offs

-151,000,000

-273,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-1,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held for investment sold

85,000,000

503,000,000

'

'

'

'

'

'

'

'

'

'

'

17,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Gain (Loss) on Sales of Loans, Net

9,000,000

4,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Asset Impairment Charges

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4,000,000

10,000,000

7,000,000

61,000,000

5,000,000

4,000,000

2,000,000

0

36,000,000

3,000,000

Unfunded loan commitments and letters of credit

50,900,000,000

'

48,900,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for unfunded loan commitments and letters of credit

$49,000,000

'

$53,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair_Value_Election_and_Measur2

Fair Value Election and Measurement Level 3 Significant Unobservable Input Assumptions (Details) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2014		Dec. 31, 2013
level 3 fair value assumptions [Line Items]	'		'
Trading assets	4,848,000,000		5,040,000,000
Available-for-sale Securities	23,302,000,000		22,542,000,000
Loans Held-for-sale, Fair Value Disclosure	1,233,000,000		1,378,000,000
Loans Receivable, Fair Value Disclosure	299,000,000		302,000,000
Servicing Asset at Fair Value, Amount	1,251,000,000		1,300,000,000
Other Liabilities, Fair Value Disclosure	26,000,000	[1]	29,000,000	[2],[3]
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Trading assets	14,000,000		72,000,000
Available-for-sale Securities	900,000,000		953,000,000
Loans Held-for-sale, Fair Value Disclosure	2,000,000		3,000,000
Loans Receivable, Fair Value Disclosure	299,000,000		302,000,000
Servicing Asset at Fair Value, Amount	1,251,000,000		1,300,000,000
Other Liabilities, Fair Value Disclosure	26,000,000	[1]	29,000,000	[2],[3]
Fair Value, Measurements, Recurring [Member] | Market Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Other Assets, Fair Value Disclosure	11,000,000		8,000,000
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Income Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
fair value inputs, loan production volume	0.00%		0.00%
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Income Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
fair value inputs, loan production volume	150.00%		150.00%
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Income Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
fair value inputs, loan production volume	92.00%		92.00%
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Income Approach Valuation Technique [Member] | Loan Production Volume [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Other Liabilities, Fair Value Disclosure	23,000,000	[4]	23,000,000	[5]
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Income Approach Valuation Technique [Member] | Revenue Run Rate [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Other Liabilities, Fair Value Disclosure	3,000,000	[4]	3,000,000	[5]
Fair Value, Measurements, Recurring [Member] | Equity Securities | Cost Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Available-for-sale Securities	712,000,000		739,000,000
Fair Value, Measurements, Recurring [Member] | Collateralized Debt Obligations [Member] | Market Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Trading assets	'		54,000,000
Fair Value, Measurements, Recurring [Member] | Collateralized Debt Obligations [Member] | Market Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, indicative pricing based on overcollateralization ratio	'		33,000,000
Fair Value Inputs, Estimated Collateral Losses	'		34.00%
Fair Value, Measurements, Recurring [Member] | Collateralized Debt Obligations [Member] | Market Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, indicative pricing based on overcollateralization ratio	'		45,000,000
Fair Value Inputs, Estimated Collateral Losses	'		45.00%
Fair Value, Measurements, Recurring [Member] | Collateralized Debt Obligations [Member] | Market Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, indicative pricing based on overcollateralization ratio	'		40,000,000
Fair Value Inputs, Estimated Collateral Losses	'		39.00%
Fair Value, Measurements, Recurring [Member] | Asset-backed Securities [Member] | Market Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Trading assets	'		6,000,000
Available-for-sale Securities	21,000,000		21,000,000
Fair Value, Measurements, Recurring [Member] | Asset-backed Securities [Member] | Market Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Indicative Pricing	'		45,000,000
Fair Value, Measurements, Recurring [Member] | Asset-backed Securities [Member] | Market Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Indicative Pricing	'		45,000,000
Fair Value, Measurements, Recurring [Member] | Asset-backed Securities [Member] | Market Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Indicative Pricing	'		45,000,000
Fair Value, Measurements, Recurring [Member] | Other Debt Obligations [Member] | Cost Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Available-for-sale Securities	5,000,000		5,000,000
Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member] | Market Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Available-for-sale Securities	13,000,000		34,000,000
Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member] | Market Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Indicative Pricing	80,000,000		72,000,000
Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member] | Market Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Indicative Pricing	108,000,000		115,000,000
Fair Value, Measurements, Recurring [Member] | US States and Political Subdivisions Debt Securities [Member] | Market Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Indicative Pricing	94,000,000		92,000,000
Fair Value, Measurements, Recurring [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member] | Market Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Available-for-sale Securities	149,000,000		154,000,000
Fair Value, Measurements, Recurring [Member] | Residential Mortgage, Loans Held For Sale [Member] | Income Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Loans Held-for-sale, Fair Value Disclosure	2,000,000		3,000,000
Fair Value, Measurements, Recurring [Member] | Residential Mortgage, Loans Held For Sale [Member] | Income Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Option Adjusted Spread	2.50%		0.00%
Fair Value Inputs, Conditional Prepayment Rate	2.00%		5.00%
Fair Value Inputs, Probability of Default	0.00%		0.00%
Fair Value, Measurements, Recurring [Member] | Residential Mortgage, Loans Held For Sale [Member] | Income Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Option Adjusted Spread	6.75%		6.22%
Fair Value Inputs, Conditional Prepayment Rate	11.00%		30.00%
Fair Value Inputs, Probability of Default	4.00%		20.00%
Fair Value, Measurements, Recurring [Member] | Residential Mortgage, Loans Held For Sale [Member] | Income Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Option Adjusted Spread	3.60%		2.51%
Fair Value Inputs, Conditional Prepayment Rate	6.00%		15.00%
Fair Value Inputs, Probability of Default	1.00%		3.50%
Fair Value, Measurements, Recurring [Member] | Loans Held For Investment [Member] | Market Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Loans Receivable, Fair Value Disclosure	9,000,000		10,000,000
Fair Value, Measurements, Recurring [Member] | Loans Held For Investment [Member] | Income Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Loans Receivable, Fair Value Disclosure	290,000,000		292,000,000
Fair Value, Measurements, Recurring [Member] | Loans Held For Investment [Member] | Income Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Option Adjusted Spread	0.00%		0.00%
Fair Value Inputs, Conditional Prepayment Rate	1.00%		5.00%
Fair Value Inputs, Probability of Default	0.00%		0.00%
Fair Value, Measurements, Recurring [Member] | Loans Held For Investment [Member] | Income Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Option Adjusted Spread	6.75%		6.22%
Fair Value Inputs, Conditional Prepayment Rate	35.00%		30.00%
Fair Value Inputs, Probability of Default	8.00%		20.00%
Fair Value, Measurements, Recurring [Member] | Loans Held For Investment [Member] | Income Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Option Adjusted Spread	3.01%		2.51%
Fair Value Inputs, Conditional Prepayment Rate	12.00%		15.00%
Fair Value Inputs, Probability of Default	3.00%		3.50%
Fair Value, Measurements, Recurring [Member] | Mortgage Servicing Rights [Member] | Income Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Servicing Asset at Fair Value, Amount	1,251,000,000		1,300,000,000
Fair Value, Measurements, Recurring [Member] | Mortgage Servicing Rights [Member] | Income Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Conditional Prepayment Rate	5.00%		6.00%
Fair Value Inputs, Discount Rate	8.00%		9.00%
Fair Value, Measurements, Recurring [Member] | Mortgage Servicing Rights [Member] | Income Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Conditional Prepayment Rate	26.00%		31.00%
Fair Value Inputs, Discount Rate	28.00%		28.00%
Fair Value, Measurements, Recurring [Member] | Mortgage Servicing Rights [Member] | Income Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Conditional Prepayment Rate	9.00%		16.00%
Fair Value Inputs, Discount Rate	12.00%		11.00%
Fair Value, Measurements, Recurring [Member] | Other Assets [Member] | Market Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Pull Through Rate	1.00%		9.00%
Fair Value Inputs, Msr Value	0.11%		0.06%
Fair Value, Measurements, Recurring [Member] | Other Assets [Member] | Market Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Pull Through Rate	99.00%		98.00%
Fair Value Inputs, Msr Value	2.33%		2.44%
Fair Value, Measurements, Recurring [Member] | Other Assets [Member] | Market Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
level 3 fair value assumptions [Line Items]	'		'
Fair Value Inputs, Pull Through Rate	73.00%		71.00%
Fair Value Inputs, Msr Value	1.04%		1.04%
[1]	Includes contingent consideration obligations related to acquisitions.
[2]	Includes $336 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank stock, $103 million in mutual fund investments, and $1 million of other.
[3]	Includes contingent consideration obligations related to acquisitions, as well as the derivative associated with the Company's sale of Visa shares during the year ended December 31, 2009.
[4]	Input assumptions relate to the Company's contingent consideration obligations related to acquisitions. See Note 12, "Guarantees," for additional information.
[5]	3 Not meaningful.

Fair_Value_Election_and_Measur3

Fair Value Election and Measurement Level 3 Significant Unobservable Input Assumptions (parenthetical) (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Other Liabilities, Fair Value Disclosure	$26	[1]	$29	[2],[3]
Not Designated as Hedging Instrument [Member] | Derivative Financial Instruments, Liabilities [Member] | Visa Interest [Member] | Other Liabilities [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'		'
Other Liabilities, Fair Value Disclosure	'		$3
[1]	Includes contingent consideration obligations related to acquisitions.
[2]	Includes $336 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank stock, $103 million in mutual fund investments, and $1 million of other.
[3]	Includes contingent consideration obligations related to acquisitions, as well as the derivative associated with the Company's sale of Visa shares during the year ended December 31, 2009.

Reconciliation_of_the_Beginnin

Reconciliation of the Beginning and Ending Balances for Fair Valued Assets and Liabilities Measured on a Recurring Basis Using Significant Unobservable Inputs (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013		Dec. 31, 2013	Dec. 31, 2012
Loans Held For Sale [Member] | Residential Mortgage, Loans Held For Sale [Member]	'		'		'	'
Included in earnings	$0		$0		'	'
OCI	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		0		'	'
Sales	-2		-10		'	'
Settlements	0		0		'	'
Transfers to other balance sheet line items	-4		-2		'	'
Transfers into Level 3	5		11		'	'
Transferred Out of Level 3 in The Fair Value Hierarchy	0		-1		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	2		6		3	8
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	0		0		'	'
Trading Account Assets [Member]	'		'		'	'
Included in earnings	'		111	[1]	'	'
OCI	'		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	'		0		'	'
Sales	'		0		'	'
Settlements	'		0		'	'
Transfers to other balance sheet line items	'		-135		'	'
Transfers into Level 3	'		0		'	'
Transferred Out of Level 3 in The Fair Value Hierarchy	'		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	'		166		'	190
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	'		9	[1],[2]	'	'
Trading Account Assets [Member] | Asset-backed Securities [Member]	'		'		'	'
Included in earnings	1	[1]	0		'	'
OCI	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		0		'	'
Sales	-7		0		'	'
Settlements	0		0		'	'
Transfers to other balance sheet line items	0		0		'	'
Transfers into Level 3	0		0		'	'
Transferred Out of Level 3 in The Fair Value Hierarchy	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	0		5		6	5
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	0	[1],[3]	0		'	'
Trading Account Assets [Member] | Other Debt Obligations [Member]	'		'		'	'
Included in earnings	'		0		'	'
OCI	'		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	'		0		'	'
Sales	'		0		'	'
Settlements	'		0		'	'
Transfers to other balance sheet line items	'		0		'	'
Transfers into Level 3	'		0		'	'
Transferred Out of Level 3 in The Fair Value Hierarchy	'		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	'		1		'	1
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	'		0		'	'
Trading Account Assets [Member] | Collateralized Debt Obligations [Member]	'		'		'	'
Included in earnings	11	[1]	9	[1]	'	'
OCI	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		0		'	'
Sales	-65		0		'	'
Settlements	0		0		'	'
Transfers to other balance sheet line items	0		0		'	'
Transfers into Level 3	0		0		'	'
Transferred Out of Level 3 in The Fair Value Hierarchy	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	0		61		54	52
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	0	[1],[3]	9	[1],[2]	'	'
Trading Assets [Member]	'		'		'	'
Included in earnings	72	[1]	'		'	'
OCI	0		'		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		'		'	'
Sales	-72		'		'	'
Settlements	1		'		'	'
Transfers to other balance sheet line items	-58		'		'	'
Transfers into Level 3	0		'		'	'
Transferred Out of Level 3 in The Fair Value Hierarchy	0		'		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	11		'		68	'
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	0	[1],[3]	'		'	'
Trading Assets [Member] | Derivative contracts, net [Member]	'		'		'	'
Included in earnings	60	[1]	102	[1]	'	'
OCI	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		0		'	'
Sales	0		0		'	'
Settlements	1		0		'	'
Transfers to other balance sheet line items	-58		-135		'	'
Transfers into Level 3	0		0		'	'
Transferred Out of Level 3 in The Fair Value Hierarchy	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	11		99		8	132
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	0	[1],[3]	0	[1],[3]	'	'
Available-for-sale Securities [Member]	'		'		'	'
Included in earnings	-2	[4]	-1	[4]	'	'
OCI	4		7	[5]	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		45		'	'
Sales	-20		-1		'	'
Settlements	-35		-15		'	'
Transfers to other balance sheet line items	0		0		'	'
Transfers into Level 3	0		0		'	'
Transferred Out of Level 3 in The Fair Value Hierarchy	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	900		949		953	914
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	0	[3],[4]	-1	[2],[4]	'	'
Available-for-sale Securities [Member] | US States and Political Subdivisions Debt Securities [Member]	'		'		'	'
Included in earnings	-2		0		'	'
OCI	1		2		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		0		'	'
Sales	-20		-1		'	'
Settlements	0		0		'	'
Transfers to other balance sheet line items	0		0		'	'
Transfers into Level 3	0		0		'	'
Transferred Out of Level 3 in The Fair Value Hierarchy	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	13		47		34	46
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	0		0		'	'
Available-for-sale Securities [Member] | Asset-backed Securities [Member]	'		'		'	'
Included in earnings	0	[4]	-1		'	'
OCI	0		3	[5]	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		0		'	'
Sales	0		0		'	'
Settlements	0		0		'	'
Transfers to other balance sheet line items	0		0		'	'
Transfers into Level 3	0		0		'	'
Transferred Out of Level 3 in The Fair Value Hierarchy	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	21		23		21	21
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	0	[3],[4]	-1		'	'
Available-for-sale Securities [Member] | Other Debt Obligations [Member]	'		'		'	'
Included in earnings	0		0		'	'
OCI	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		0		'	'
Sales	0		0		'	'
Settlements	0		0		'	'
Transfers to other balance sheet line items	0		0		'	'
Transfers into Level 3	0		0		'	'
Transferred Out of Level 3 in The Fair Value Hierarchy	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	5		5		5	5
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	0		0		'	'
Available-for-sale Securities [Member] | Equity Securities	'		'		'	'
Included in earnings	0		0		'	'
OCI	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		45		'	'
Sales	0		0		'	'
Settlements	-27		-6		'	'
Transfers to other balance sheet line items	0		0		'	'
Transfers into Level 3	0		0		'	'
Transferred Out of Level 3 in The Fair Value Hierarchy	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	712		672		739	633
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	0		0		'	'
Available-for-sale Securities [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]	'		'		'	'
Included in earnings	0		0	[4]	'	'
OCI	3		2	[5]	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		0		'	'
Sales	0		0		'	'
Settlements	-8		-9		'	'
Transfers to other balance sheet line items	0		0		'	'
Transfers into Level 3	0		0		'	'
Transferred Out of Level 3 in The Fair Value Hierarchy	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	149		202		154	209
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	0		0	[2],[4]	'	'
Loans Held For Investment [Member]	'		'		'	'
Included in earnings	4	[6]	-5	[7]	'	'
OCI	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		0		'	'
Sales	0		0		'	'
Settlements	-11		-16		'	'
Transfers to other balance sheet line items	4		2		'	'
Transfers into Level 3	0		0		'	'
Transferred Out of Level 3 in The Fair Value Hierarchy	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	299		360		302	379
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	3	[3],[6]	-4	[2],[7]	'	'
Other Liabilities [Member]	'		'		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Purchases	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Sales	0		0		'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements	0		0		'	'
Transfers to other balance sheet line items	-3		0		'	'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Liabilities Transfers Into Level 3	0		0		'	'
Fair Value Measurement With Unobservable Inputs Reconciliation, Recurring Basis, Liabilities Transfers Out Of Level 3	0		0		'	'
Change in unrealized gains / (losses) included in earnings for the period related to financial assets still held at the end of period	0	[3],[8]	0	[3],[8]	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	26		31		29	31
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	0	[8]	0	[8]	'	'
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)	$0		$0		'	'
[1]	2 Amounts included in earnings are net of issuances, fair value changes, and expirations and are recognized in mortgage production related income.
[2]	Change in unrealized gains/(losses) included in earnings for the period related to financial assets still held at March 31, 2013.
[3]	Change in unrealized gains/(losses) included in earnings during the period related to financial assets still held at March 31, 2014.
[4]	3 Amounts included in earnings are recognized in trading income.
[5]	6 Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in trading income.
[6]	4 Amounts included in earnings are recognized in net securities (losses)/gains.
[7]	4 Amounts included in earnings are generally recognized in net securities (losses)/gains; however, any related hedge ineffectiveness is recognized in trading income.
[8]	5 Amount recognized in OCI is recognized in change in unrealized gains/(losses) on AFS securities.

Carrying_Value_of_Those_Assets

Carrying Value of Those Assets Measured at Fair Value on a Non-Recurring Basis (Detail) (USD $)

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

In Millions, unless otherwise specified

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2013

Loans Held For Sale [Member]

Loans Held For Sale [Member]

Loans Held For Sale [Member]

Loans Held For Sale [Member]

Loans Held For Sale [Member]

Loans Held For Sale [Member]

Loans Held For Sale [Member]

Loans Held For Sale [Member]

Loans Held For Investment [Member]

Loans Held For Investment [Member]

Loans Held For Investment [Member]

Loans Held For Investment [Member]

Loans Held For Investment [Member]

Loans Held For Investment [Member]

Loans Held For Investment [Member]

Loans Held For Investment [Member]

Other Real Estate Owned [Member]

Other Real Estate Owned [Member]

Other Real Estate Owned [Member]

Other Real Estate Owned [Member]

Other Real Estate Owned [Member]

Other Real Estate Owned [Member]

Other Real Estate Owned [Member]

Other Real Estate Owned [Member]

Affordable Housing [Member]

Affordable Housing [Member]

Affordable Housing [Member]

Affordable Housing [Member]

Affordable Housing [Member]

Affordable Housing [Member]

Affordable Housing [Member]

Affordable Housing [Member]

Other Assets [Member]

Other Assets [Member]

Other Assets [Member]

Other Assets [Member]

Other Assets [Member]

Other Assets [Member]

Other Assets [Member]

Other Assets [Member]

Nonperforming Financing Receivable [Member]

Nonperforming Financing Receivable [Member]

Nonperforming Financing Receivable [Member]

Nonperforming Residential Mortgages Transferred To Held For Sale During A Prior Period [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Residential Mortgage, Loans Held For Sale [Member]

Loans Held For Sale [Member]

Loans Held For Sale [Member]

Loans Held For Sale [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 1 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Residential Mortgages Transferred To Held For Sale, Net Of Impairment

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$0

$7

'

Loans held for investment sold

85

503

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

17

'

'

'

Assets, Fair Value Disclosure

'

'

28

278

0

0

27

278

1

0

10

75

0

0

0

0

10

75

31

49

0

0

1

1

30

48

63

7

0

0

0

0

63

7

49

171

0

0

49

158

0

13

'

'

'

'

Asset Impairment Charges

'

'

-1

3

'

'

'

'

'

'

0

0

'

'

'

'

'

'

4

10

'

'

'

'

'

'

36

3

'

'

'

'

'

'

7

61

'

'

'

'

'

'

'

'

'

'

Gain (Loss) on Sales of Loans, Net

$9

$4

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$3

Carrying_Amounts_and_Fair_Valu

Carrying Amounts and Fair Values of the Company's Financial Instruments (Detail) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Financial assets	'		'
Trading assets	$4,848		$5,040
Available-for-sale Securities	23,302		22,542
Loans Held-for-sale, Fair Value Disclosure	1,233		1,378
Financial liabilities	'		'
Long-term Debt, Fair Value	1,545		1,556
Trading liabilities	1,041		1,181
Carrying (Reported) Amount, Fair Value Disclosure	'		'
Financial assets	'		'
Cash and cash equivalents	7,907		5,263
Trading assets	4,848		5,040
Available-for-sale Securities	23,302		22,542
Loans Held-for-sale, Fair Value Disclosure	1,488		1,699
Loans Net Fair Value Disclosure	127,156		125,833
Financial liabilities	'		'
Consumer and commercial deposits	132,956		129,759
Short-term borrowings	8,679		8,739
Long-term Debt, Fair Value	11,565		10,700
Trading liabilities	1,041		1,181
Estimate of Fair Value, Fair Value Disclosure [Member]	'		'
Financial assets	'		'
Cash and cash equivalents	7,907	[1]	5,263	[1]
Trading assets	4,848	[2]	5,040	[2]
Available-for-sale Securities	23,302	[2]	22,542	[2]
Loans Held-for-sale, Fair Value Disclosure	1,497	[3]	1,700	[3]
Loans Net Fair Value Disclosure	123,122	[4]	121,341	[4]
Financial liabilities	'		'
Consumer and commercial deposits	132,979	[5]	129,801	[5]
Short-term borrowings	8,679	[6]	8,739	[6]
Long-term Debt, Fair Value	11,594	[6]	10,678	[6]
Trading liabilities	1,041	[2]	1,181	[2]
Estimate of Fair Value, Fair Value Disclosure [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Financial assets	'		'
Cash and cash equivalents	7,907	[1]	5,263	[1]
Trading assets	978	[2]	1,156	[2]
Available-for-sale Securities	1,611	[2]	1,396	[2]
Loans Held-for-sale, Fair Value Disclosure	0		0
Loans Net Fair Value Disclosure	0		0
Financial liabilities	'		'
Consumer and commercial deposits	0		0
Short-term borrowings	0		0
Long-term Debt, Fair Value	0		0
Trading liabilities	868	[2]	979	[2]
Estimate of Fair Value, Fair Value Disclosure [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Financial assets	'		'
Cash and cash equivalents	0		0
Trading assets	3,856	[2]	3,812	[2]
Available-for-sale Securities	20,791	[2]	20,193	[2]
Loans Held-for-sale, Fair Value Disclosure	1,399	[3]	1,666	[3]
Loans Net Fair Value Disclosure	2,844	[4]	2,860	[4]
Financial liabilities	'		'
Consumer and commercial deposits	132,979	[5]	129,801	[5]
Short-term borrowings	8,679	[6]	8,739	[6]
Long-term Debt, Fair Value	10,975	[6]	10,086	[6]
Trading liabilities	170	[2]	198	[2]
Estimate of Fair Value, Fair Value Disclosure [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Financial assets	'		'
Cash and cash equivalents	0		0
Trading assets	14	[2]	72	[2]
Available-for-sale Securities	900	[2]	953	[2]
Loans Held-for-sale, Fair Value Disclosure	98	[3]	34	[3]
Loans Net Fair Value Disclosure	120,278	[4]	118,481	[4]
Financial liabilities	'		'
Consumer and commercial deposits	0		0
Short-term borrowings	0		0
Long-term Debt, Fair Value	619	[6]	592	[6]
Trading liabilities	$3		$4
[1]	Cash and cash equivalents are valued at their carrying amounts reported in the balance sheet, which are reasonable estimates of fair value due to the relatively short period to maturity of the instruments
[2]	Securities AFS, trading assets and derivatives, and trading liabilities and derivatives that are classified as level 1 are valued based on quoted market prices. For those instruments classified as level 2 or 3, refer to the respective valuation discussions within this footnote
[3]	LHFS are generally valued based on observable current market prices or, if quoted market prices are not available, on quoted market prices of similar instruments. Refer to the LHFS section within this footnote for further discussion of the LHFS carried at fair value. In instances for which significant valuation assumptions are not readily observable in the market, instruments are valued based on the best available data to approximate fair value. This data may be internally-developed and considers risk premiums that a market participant would require under then-current market conditions.
[4]	LHFI fair values are based on a hypothetical exit price, which does not represent the estimated intrinsic value of the loan if held for investment. The assumptions used are expected to approximate those that a market participant purchasing the loans would use to value the loans, including a market risk premium and liquidity discount. Estimating the fair value of the loan portfolio when loan sales and trading markets are illiquid, or for certain loan types, nonexistent, requires significant judgment. Therefore, the estimated fair value can vary significantly depending on a market participant’s ultimate considerations and assumptions. The final value yields a market participant’s expected return on investment that is indicative of the current market conditions, but it does not take into consideration the Company’s estimated value from continuing to hold these loans or its lack of willingness to transact at these estimated values.The Company generally estimated fair value for LHFI based on estimated future cash flows discounted, initially, at current origination rates for loans with similar terms and credit quality, which derived an estimated value of 100% and 99% on the loan portfolio’s net carrying value at March 31, 2014 and December 31, 2013, respectively. The value derived from origination rates likely does not represent an exit price; therefore, an incremental market risk and liquidity discount was subtracted from the initial value at March 31, 2014 and December 31, 2013. The discounted value is a function of a market participant’s required yield in the current environment and is not a reflection of the expected cumulative losses on the loans. Loan prepayments are used to adjust future cash flows based on historical experience and prepayment model forecasts. The value of related accrued interest on loans approximates fair value; however, it is not included in the carrying amount or fair value of loans. The value of long-term customer relationships is not permitted under current U.S. GAAP to be included in the estimated fair value
[5]	Deposit liabilities with no defined maturity such as DDAs, NOW/money market accounts, and savings accounts have a fair value equal to the amount payable on demand at the reporting date (i.e., their carrying amounts). Fair values for CDs are estimated using a discounted cash flow measurement that applies current interest rates to a schedule of aggregated expected maturities. The assumptions used in the discounted cash flow analysis are expected to approximate those that market participants would use in valuing deposits. The value of long-term relationships with depositors is not taken into account in estimating fair values. For valuation of brokered time deposits that the Company carries at fair value as well as those that are carried at amortized cost, refer to the respective valuation section within this footnote.
[6]	Fair values for short-term borrowings and certain long-term debt are based on quoted market prices for similar instruments or estimated using discounted cash flow analysis and the Company’s current incremental borrowing rates for similar types of instruments. For long-term debt that the Company carries at fair value, refer to the respective valuation section within this footnote. For level 3 debt, the terms are unique in nature or there are otherwise no similar instruments that can be used to value the instrument without using significant unobservable assumptions. In this situation, we look at current borrowing rates along with the collateral levels that secure the debt in determining an appropriate fair value adjustment.

Carrying_Amounts_and_Fair_Valu1

Carrying Amounts and Fair Values of the Company's Financial Instruments (Parenthetical) (Detail)	Mar. 31, 2014	Dec. 31, 2013
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'
Estimated Fair Value of Loan Portfolio's Net Carrying Value, Percentage	100.00%	99.00%

Contingencies_Additional_Infor

Contingencies - Additional Information (Detail) (USD $)	Mar. 31, 2014	Mar. 31, 2014	Aug. 19, 2011	Mar. 31, 2014	Mar. 31, 2014	Mar. 31, 2014
In Millions, unless otherwise specified	Minimum [Member]	Maximum [Member]	United Guaranty [Member]	Cash payment for litigation [Member]	Civil money penalty [Member]	Consumer relief obligation [Member]
				Potential Mortgage Servicing Settlement and Claims [Member]	Consent Order Foreclosure Actions [Member]	Potential Mortgage Servicing Settlement and Claims [Member]
Aggregate range of reasonably possible losses on legal matters in excess of the accrued liability	$0	$350	'	'	'	'
Loss Contingency, Damages Awarded, Value	'	'	'	468	160	500
Contingent Receipt, Judgement Award for Damages	'	'	34	'	'	'
Contingent Receipt, Judgement Interest Award	'	'	6	'	'	'
Contingent Receipt, Judgement Award for Claims Fees	'	'	5	'	'	'
Contingent Receipt, Total Judgment Award	'	'	$45	'	'	'

Business_Segment_Reporting_Det

Business Segment Reporting (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
	segments
Number of Operating Segments	3		'
Average total assets	$176,971		$171,808
Average total liabilities	155,244		150,691
Average total equity	21,727		21,117
Net, interest income	1,204		1,221
FTE adjustment	35		30
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	1,239	[1]	1,251	[1]
Provision for Loan, Lease, and Other Losses	102		212
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	1,137		1,039
Total noninterest income	791		863
Noninterest Expense	1,357		1,353
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	571		549
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	160	[2]	191	[2]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	411		358
Net Income (Loss) Attributable to Noncontrolling Interest	6		6
Net Income (Loss) Attributable to Parent	405		352
Consumer Banking and Private Wealth Management [Member]	'		'
Average total assets	46,943		45,376
Average total liabilities	85,374		85,786
Average total equity	0		0
Net, interest income	641		649
FTE adjustment	0		0
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	641	[1]	649	[1]
Provision for Loan, Lease, and Other Losses	53	[3]	92	[3]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	588		557
Total noninterest income	361		357
Noninterest Expense	709		704
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	240		210
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	88	[2]	77	[2]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	152		133
Net Income (Loss) Attributable to Noncontrolling Interest	0		0
Net Income (Loss) Attributable to Parent	152		133
Wholesale Banking [Member]	'		'
Average total assets	70,467		65,407
Average total liabilities	49,091		46,806
Average total equity	0		0
Net, interest income	403		389
FTE adjustment	34		29
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	437	[1]	418	[1]
Provision for Loan, Lease, and Other Losses	23	[3]	56	[3]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	414		362
Total noninterest income	322		306
Noninterest Expense	455		380
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	281		288
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	91	[2]	93	[2]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	190		195
Net Income (Loss) Attributable to Noncontrolling Interest	1		4
Net Income (Loss) Attributable to Parent	189		191
Mortgage Banking	'		'
Average total assets	31,550		33,185
Average total liabilities	2,435		4,337
Average total equity	0		0
Net, interest income	134		127
FTE adjustment	0		0
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	134	[1]	127	[1]
Provision for Loan, Lease, and Other Losses	26	[3]	64	[3]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	108		63
Total noninterest income	100		198
Noninterest Expense	187		269
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	21		-8
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	6	[2]	-4	[2]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	15		-4
Net Income (Loss) Attributable to Noncontrolling Interest	0		0
Net Income (Loss) Attributable to Parent	15		-4
Corporate Other	'		'
Average total assets	25,192		26,272
Average total liabilities	18,400		13,890
Average total equity	0		0
Net, interest income	74		85
FTE adjustment	1		1
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	75	[1]	86	[1]
Provision for Loan, Lease, and Other Losses	0	[3]	-1	[3]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	75		87
Total noninterest income	12		4
Noninterest Expense	10		1
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	77		90
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	-1	[2]	28	[2]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	78		62
Net Income (Loss) Attributable to Noncontrolling Interest	5		2
Net Income (Loss) Attributable to Parent	73		60
Reconciling Items	'		'
Average total assets	2,819		1,568
Average total liabilities	-56		-128
Average total equity	21,727		21,117
Net, interest income	-48		-29
FTE adjustment	0		0
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	-48	[1]	-29	[1]
Provision for Loan, Lease, and Other Losses	0	[3]	1	[3]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	-48		-30
Total noninterest income	-4		-2
Noninterest Expense	-4		-1
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	-48		-31
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	-24	[2]	-3	[2]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	-24		-28
Net Income (Loss) Attributable to Noncontrolling Interest	0		0
Net Income (Loss) Attributable to Parent	($24)		($28)
[1]	Presented on a matched maturity funds transfer price basis for the segments.
[2]	Includes regular income tax provision/(benefit) and taxable-equivalent income adjustment reversal.
[3]	Provision for credit losses represents net charge-offs by segment combined with an allocation to the segments of the provision attributable to quarterly changes in the allowance for loan and lease losses and unfunded commitment reserve balances.

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Accumulated Other Comprehensive Income Loss Before Tax [Abstract]	'	'
Accumulated Other Comprehensive Income (Loss), before Tax, beginning balance	($442)	$506
Unrealized net gain on securities	170	-113
Other Comprehensive Income (Loss), Reclassification Adjustment for Sale of Securities Included in Net Income, before Tax	1	-2
Unrealized net gain on derivatives	23	1
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, before Tax	-102	-114
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	49	32
Accumulated Other Comprehensive Income (Loss), before Tax, ending balance	-301	310
Accumulated Other Comprehensive Income Loss Tax [Abstract]	'	'
AOCI, beginning balance	153	-197
Unrealized net gain on securities	-63	41
Other Comprehensive Income (Loss), Reclassification Adjustment for Sale of Securities Included in Net Income, Tax	0	1
Unrealized net gain on derivatives	-9	-1
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, Tax	38	43
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Tax	-18	-12
AOCI, ending balance	101	-125
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'
AOCI, beginning balance	-289	309
Unrealized net gain on securities	107	-72
Other Comprehensive Income (Loss), Reclassification Adjustment for Sale of Securities Included in Net Income, Net of Tax	1	-1
Unrealized net gain on derivatives	14	0
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, Net of Tax	-64	-71
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, Net of Tax	31	20
AOCI, ending balance	($200)	$185

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income Reclassifications out of AOCI (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Other Comprehensive Income (Loss), Reclassification Adjustment for Sale of Securities Included in Net Income, before Tax	$1		($2)
Other Comprehensive Income (Loss), Reclassification Adjustment for Sale of Securities Included in Net Income, Tax	0		1
Other Comprehensive Income (Loss), Reclassification Adjustment for Sale of Securities Included in Net Income, Net of Tax	1		-1
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, before Tax	-102		-114
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, Tax	38		43
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, Net of Tax	-64		-71
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	49		32
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Tax	-18		-12
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, Net of Tax	31		20
Other Assets And Liabilities, Net [Member]	'		'
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	46	[1]	26	[1]
Net securities gains [Member]	'		'
Other Comprehensive Income (Loss), Reclassification Adjustment for Sale of Securities Included in Net Income, before Tax	1		-2
provision for income taxes [Member]	'		'
Other Comprehensive Income (Loss), Reclassification Adjustment for Sale of Securities Included in Net Income, Tax	0		1
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, Tax	38		43
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Tax	-18		-12
Interest Income, Interest and Fees on Loans	'		'
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, before Tax	-102		-114
employee benefits [Member]	'		'
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	$3		$6
[1]	This AOCI component is recognized as an adjustment to the funded status of employee benefit plans in the Company's Consolidated Balance Sheets. (For additional information, see Note 10, "Employee Benefit Plans" to the Consolidated Financial Statements in the Company's 2013 Annual Report on Form 10-K).