Suntrust Banks 10-Q 7 May 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2015	Apr. 30, 2015
Entity Registrant Name	SUNTRUST BANKS INC
Entity Central Index Key	750556
Current Fiscal Year End Date	-19
Entity Filer Category	Large Accelerated Filer
Document Type	10-Q
Document Period End Date	31-Mar-15
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q1
Amendment Flag	FALSE
Entity Common Stock, Shares Outstanding		516,219,400
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 Share data in Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Interest Income
Interest and fees on loans	$1,091	$1,151
Interest and fees on loans held for sale	22	15
Interest and Dividend Income, Securities, Available-for-sale	140	153
Trading account interest and other	19	17
Total interest income	1,272	1,336
Interest Expense
Interest on deposits	56	65
Interest Expense, Long-term Debt	68	58
Interest on other borrowings	8	9
Total interest expense	132	132
Net, interest income	1,140	1,204
Provision for Loan, Lease, and Other Losses	55	102
Interest Income (Expense), after Provision for Loan Loss	1,085	1,102
Noninterest Income
Service charges on deposit accounts	151	155
Fees and Commissions, Other	89	88
Fees and Commissions, Credit and Debit Cards	80	76
Investment Banking Revenue	97	88
Trading Gain (Loss)	55	49
Fees and Commissions, Fiduciary and Trust Activities	84	130
Investment Advisory, Management and Administrative Fees	72	71
Fees and Commissions, Mortgage Banking	83	43
Servicing Fees, Net	43	54
Gain (Loss) on Sale of Securities, Net	0	-1
Noninterest Income, Other Operating Income	63	38
Total noninterest income	817	791
Noninterest Expense
Employee compensation	633	659
Other Labor-related Expenses	138	141
Outside processing and software	189	170
Net occupancy expense	84	86
Equipment Expense	40	44
Federal Deposit Insurance Corporation Premium Expense	37	40
Marketing and Advertising Expense	27	25
Credit and collection services	18	22
Operating losses	14	21
Amortization of Intangible Assets and Impairment of Goodwill	7	3
Other Noninterest Expense	-93	-146
Noninterest Expense	1,280	1,357
Income (Loss) from Continuing Operations before Equity Method Investments, Income Taxes, Extraordinary Items, Noncontrolling Interest	622	536
Income Tax Expense (Benefit)	191	125
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	431	411
Net Income (Loss) Attributable to Noncontrolling Interest	2	6
Net Income (Loss) Attributable to Parent	429	405
Net Income (Loss) Available to Common Stockholders, Basic	$411	$393
Earnings Per Share, Diluted	$0.78	$0.73
Earnings Per Share, Basic	$0.79	$0.74
Common Stock, Dividends, Per Share, Declared	$0.20	$0.10
Weighted Average Number of Shares Outstanding, Diluted	526,837	536,992
Weighted Average Number of Shares Outstanding, Basic	521,020	531,162

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, 2015	Mar. 31, 2014
Statement of Comprehensive Income [Abstract]
Net Income (Loss) Attributable to Parent	$429	$405
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	86	108
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax	44	-50
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, Net of Tax	-73	31
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	57	89
Comprehensive Income (Loss), Net of Tax, Attributable to Parent	$486	$494

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, 2015	Mar. 31, 2014
Statement of Comprehensive Income [Abstract]
Other Comprehensive Income (Loss), Available-for-sale Securities, Tax	$53	$63
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Tax	27	-29
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, Tax	($43)	$18

Consolidated_Balance_Sheets

Consolidated Balance Sheets (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, except Share data in Thousands, unless otherwise specified
Assets
Cash and Due from Banks	$6,483		$7,047
Federal Funds Sold and Securities Purchased under Agreements to Resell	1,233		1,160
Interest-bearing Deposits in Banks and Other Financial Institutions	22		22
Cash and cash equivalents	7,738		8,229
Trading assets	6,595	[1]	6,202	[1]
Available-for-sale Securities	26,761	[2]	26,770	[2]
Loans Held for Sale	3,404	[3]	3,232	[3]
Loans held for investment	132,380	[4]	133,112	[4]
Loans and Leases Receivable, Allowance	-1,893		-1,937
Net loans	130,487		131,175
Premises and equipment	1,494		1,508
Goodwill	6,337		6,337
Intangible Assets, Net (Excluding Goodwill)	1,193		1,219
Other Assets	5,872		5,656
Total assets	189,881		190,328
Liabilities and Shareholders' Equity
Noninterest-bearing consumer and commercial deposits	42,376		41,096
Interest-bearing Deposit Liabilities	102,047		99,471
Total deposits	144,423		140,567
Funds purchased	1,299		1,276
Securities Sold under Agreements to Repurchase	1,845	[5]	2,276	[5]
Other Short-term Borrowings	1,438		5,634
Long-term Debt	13,012	[6]	13,022	[6]
Trading liabilities	1,459		1,227
Other Liabilities	3,145		3,321
Total liabilities	166,621		167,323
Preferred Stock, Value, Outstanding	1,225		1,225
Common Stock, Value, Outstanding	550		550
Additional paid in capital	9,074		9,089
Retained earnings	13,600		13,295
Treasury stock, at cost, and other	-1,124	[7]	-1,032	[7]
Accumulated Other Comprehensive Income (Loss), Net of Tax	-65		-122
Total shareholders' equity	23,260		23,005
Total liabilities and shareholders' equity	189,881		190,328
Common Stock, Shares, Outstanding	522,031	[8]	524,540	[8]
Common shares authorized	750,000		750,000
Preferred Stock, Shares Outstanding	12		12
Preferred Stock, Shares Authorized	50,000		50,000
Treasury shares of common stock	27,890		25,381
Treasury Stock and Other
Liabilities and Shareholders' Equity
Treasury stock, at cost, and other	1,215
Total shareholders' equity	-1,124	[9]	-1,032	[9]
Stockholders' Equity Attributable to Noncontrolling Interest	106		108
Variable Interest Entity, Primary Beneficiary [Member]
Assets
Loans held for investment	277		288
Liabilities and Shareholders' Equity
Long-term Debt	292		302
Restricted Stock [Member]
Liabilities and Shareholders' Equity
Common Stock, Shares, Outstanding	1,712		2,930
Trading Securities [Member]
Liabilities and Shareholders' Equity
Pledged Assets Separately Reported, Securities Pledged as Collateral, at Fair Value	1,207		1,316
Available-for-sale Securities [Member]
Liabilities and Shareholders' Equity
Pledged Assets Separately Reported, Securities Pledged as Collateral, at Fair Value	$0		$369
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,207 million and $1,316 million at March 31, 2015 and December 31, 2014, respectively
[2]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $0 million and $369 million at March 31, 2015 and December 31, 2014, respectively.
[3]	Includes $2.1 billion and $1.9 billion of LHFS carried at fair value at March 31, 2015 and December 31, 2014, respectively.
[4]	Includes loans of consolidated VIEs of $277 million and $288 million at March 31, 2015 and December 31, 2014, respectively.
[5]	None of the Company's repurchase or resell transactions met the right of setoff criteria for net balance sheet presentation at March 31, 2015 and December 31, 2014.
[6]	Includes debt of consolidated VIEs of $292 million and $302 million at March 31, 2015 and December 31, 2014, respectively.
[7]	Includes noncontrolling interest of $106 million and $108 million at March 31, 2015 and December 31, 2014, respectively.
[8]	Includes restricted shares of 1,712 thousand and 2,930 thousand at March 31, 2015 and December 31, 2014, respectively.
[9]	At March 31, 2015, includes ($1,215) million for treasury stock, ($15) million for compensation element of restricted stock, and $106 million for noncontrolling interest.At March 31, 2014, includes ($727) million for treasury stock, ($42) million for compensation element of restricted stock, and $126 million for noncontrolling interest.

Consolidated_Balance_Sheets_Pa

Consolidated Balance Sheets (Parenthetical) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, except Share data in Thousands, unless otherwise specified
Loans Held-for-sale, Fair Value Disclosure	$2,077		$1,892
Loans Receivable, Fair Value Disclosure	268		272
Servicing Asset at Fair Value, Amount	1,181		1,206
Long-term Debt, Fair Value	1,281		1,283
Common stock, par value	$1		$1
Loans Receivable Held-for-sale, Net	3,404	[1]	3,232	[1]
Loans held for investment	132,380	[2]	133,112	[2]
Long-term Debt	13,012	[3]	13,022	[3]
Common Stock, Shares, Outstanding	522,031	[4]	524,540	[4]
Variable Interest Entity, Primary Beneficiary [Member]
Loans held for investment	277		288
Long-term Debt	292		302
Treasury Stock and Other
Stockholders' Equity Attributable to Noncontrolling Interest	106		108
Residential Portfolio Segment [Member]
Loans Receivable, Fair Value Disclosure	268		272
Loans held for investment	38,445		38,775
Restricted Stock [Member]
Common Stock, Shares, Outstanding	1,712		2,930
Trading Securities [Member]
Pledged Assets Separately Reported, Securities Pledged as Collateral, at Fair Value	1,207		1,316
Available-for-sale Securities [Member]
Pledged Assets Separately Reported, Securities Pledged as Collateral, at Fair Value	$0		$369
[1]	Includes $2.1 billion and $1.9 billion of LHFS carried at fair value at March 31, 2015 and December 31, 2014, respectively.
[2]	Includes loans of consolidated VIEs of $277 million and $288 million at March 31, 2015 and December 31, 2014, respectively.
[3]	Includes debt of consolidated VIEs of $292 million and $302 million at March 31, 2015 and December 31, 2014, respectively.
[4]	Includes restricted shares of 1,712 thousand and 2,930 thousand at March 31, 2015 and December 31, 2014, 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, 2013		$21,422		$725	$550	$9,115	$11,936	($615)	[1]	($289)	[2]
Common Stock, Shares, Outstanding, beginning of period at Dec. 31, 2013					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, Shares, Employee Benefit Plan												0
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	[1]	-200	[2]
Common Stock, Shares, Outstanding, end of period at Mar. 31, 2014					535,000,000
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, beginning of period at Dec. 31, 2014		23,005		1,225	550	9,089	13,295	-1,032	[1]	-122	[2]
Common Stock, Shares, Outstanding, beginning of period at Dec. 31, 2014		524,540,000	[4]		525,000,000
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net Income (Loss) Attributable to Parent		429					429
Other Comprehensive Income (Loss), Net of Tax		57								57	[2]
Noncontrolling Interest, Period Increase (Decrease)		-2						-2	[1]
Dividends, Common Stock, Cash		-105					-105
Dividends, Preferred Stock, Cash	[3]	-17					-17
Treasury Stock, Shares, Acquired												-3,000,000
Treasury Stock, Value, Acquired, Cost Method		-115						-115	[1]
Share-based Compensation Arrangement by Share-based Payment Award, Options, Exercises in Period												0
Stock Issued During Period, Value, Stock Options Exercised		1				-10		11	[1]
Stock Issued During Period, Shares, Restricted Stock Award, Net of Forfeitures												0
Stock Issued During Period, Value, Restricted Stock Award, Net of Forfeitures		0				-5	-2	7	[1]
Adjustments to Additional Paid in Capital, Share-based Compensation, Restricted Stock Unit or Restricted Stock Award, Requisite Service Period Recognition		6						6	[1]
Stock Issued During Period, Shares, Employee Benefit Plan												0
Stock Issued During Period, Value, Employee Benefit Plan		1				0		1	[1]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, end of period at Mar. 31, 2015		$23,260		$1,225	$550	$9,074	$13,600	($1,124)	[1]	($65)	[2]
Common Stock, Shares, Outstanding, end of period at Mar. 31, 2015		522,031,000	[4]		522,000,000
[1]	At March 31, 2015, includes ($1,215) million for treasury stock, ($15) million for compensation element of restricted stock, and $106 million for noncontrolling interest.At March 31, 2014, includes ($727) million for treasury stock, ($42) million for compensation element of restricted stock, and $126 million for noncontrolling interest.
[2]	At March 31, 2015, includes $384 million in unrealized net gains on securities AFS, $141 million in unrealized net gains on derivative financial instruments, and ($590) million related to employee benefit plans. At March 31, 2014, includes $31 million in unrealized net gains on securities AFS, $229 million in unrealized net gains on derivative financial instruments, and ($460) million related to employee benefit plans.
[3]	For the three months ended March 31, 2015, dividends were $1,000 per share for both Perpetual Preferred Stock Series A and B, $1,469 per share for Perpetual Preferred Stock Series E, and $1,406 per share for Perpetual Preferred Stock Series F.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.
[4]	Includes restricted shares of 1,712 thousand and 2,930 thousand at March 31, 2015 and December 31, 2014, respectively.

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, 2015		Mar. 31, 2014
Treasury Stock, Value	$1,124	[1]
Common stock dividends, per share	$0.20		$0.10
Accumulated Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	384		31
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax	141		229
Accumulated Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net of Tax	-590		-460
Treasury Stock and Other
Treasury Stock, Value	-1,215		-727
Deferred Compensation Equity	-15		-42
Stockholders' Equity Attributable to Noncontrolling Interest	$106		$126
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		$1,469
Series F Preferred Stock [Member]
Preferred Stock, Dividends, Per Share, Cash Paid	$1,406		$0
[1]	Includes noncontrolling interest of $106 million and $108 million at March 31, 2015 and December 31, 2014, respectively.

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Cash Flows from Operating Activities:
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	$431	$411
Adjustments to reconcile net income/(loss) to net cash provided by operating activities:
Depreciation, Amortization and Accretion, Net	201	163
Origination of Mortgage Servicing Rights (MSRs)	-46	-32
Provisions for credit losses and foreclosed property	58	104
Stock Option Compensation And Amortization Of Restricted Stock Compensation	19	17
Excess Tax Benefit from Share-based Compensation, Operating Activities	16	3
Gain (Loss) on Sale of Securities, Net	0	1
Net gain on sale of assets	-102	-70
Net decrease/(increase) in loans held for sale	-108	353
Increase (Decrease) in Trading Securities	-322	53
Net (increase)/decrease in other assets	-340	64
Increase (Decrease) in Other Operating Liabilities	15	-231
Net Cash Provided by (Used in) Operating Activities	-210	830
Cash Flows from Investing Activities:
Proceeds from Maturities, Prepayments and Calls of Available-for-sale Securities	1,421	762
Proceeds from sales of securities available for sale	10	69
Purchases of securities available for sale	-1,344	-1,436
Proceeds from sales of trading securities	0	59
Proceeds from (payments for) Originations and Purchases of Loans Held-for-investment	212	-1,667
Proceeds from sales of loans	411	94
Servicing Assets at Fair Value, Purchased	-64	0
Capital expenditures	-33	-34
Payments related to acquisitions, including contingent consideration	-10	-8
Proceeds from Sale of Other Real Estate	86	96
Net cash (used in)/provided by investing activities	689	-2,065
Cash Flows from Financing Activities:
Net (decrease)/increase in total deposits	3,856	3,197
Net increase/(decrease) in funds purchased, securities sold under agreements to repurchase, and other short-term borrowings	-4,604	-60
Proceeds from Issuance of Long-term Debt	0	876
Repayment of long-term debt	-14	-28
Payments for Repurchase of Common Stock	-115	-50
Common and preferred dividends paid	-115	-63
Stock option activity	22	7
Net cash provided by/(used in) financing activities	-970	3,879
Net (decrease)/increase in cash and cash equivalents	-491	2,644
Cash and cash equivalents at beginning of period	8,229	5,263
Cash and cash equivalents at end of period	7,738	7,907
Supplemental Disclosures:
Transfer of Loans Held-for-sale to Portfolio Loans	11	17
Loans transferred from loans to loans held for sale	512	115
Transfer to Other Real Estate	$14	$42

Significant_Accounting_Policie

Significant Accounting Policies	3 Months Ended
	Mar. 31, 2015
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 2014 Annual Report on Form 10-K. There have been no significant changes to the Company’s accounting policies as disclosed in the 2014 Annual Report on Form 10-K.
	Pending Accounting Pronouncements
	The following table provides a brief description of recent accounting pronouncements that could have a material effect on the Company's financial statements:
	Standard	Description	Date of Adoption	Effect on the Financial Statements or Other Significant Matters
	Standards not yet adopted
	ASU 2014-09, Revenue from Contracts with Customers	The ASU supersedes the revenue recognition requirements in ASC Topic 605, Revenue Recognition, and most industry-specific guidance throughout the Industry Topics of the Codification. The core principle of the ASU is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. The ASU may be adopted either retrospectively or on a modified retrospective basis to new contracts and existing contracts with remaining performance obligations as of the effective date.	1-Jan-17	The Company is continuing to evaluate the alternative methods of adoption and the anticipated effects on the financial statements and related disclosures.
	ASU 2015-02, Amendments to the Consolidation Analysis	The ASU rescinds the indefinite deferral of previous amendments to ASC Topic 810 for certain entities and amends components of the consolidation analysis under ASC Topic 810 including evaluating limited partnerships and similar legal entities, evaluating fees paid to a decision maker or service provider as a variable interest, the effects of fee arrangements and/or related parties on the primary beneficiary determination and investment fund specific matters. The ASU may be adopted either retrospectively or on a modified retrospective basis and early adoption is permitted.	1-Jan-16	The Company is continuing to evaluate the impact of this ASU on the financial statements and related disclosures. The adoption is not expected to materially impact 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, 2015
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 FINANCING ACTIVITIES
	Federal Funds Sold and Securities Borrowed or Purchased
	Under Agreements to Resell
	Fed funds sold and securities borrowed or purchased under agreements to resell were as follows:
	(Dollars in millions)	31-Mar-15		December 31, 2014
	Fed funds sold		$—		$38
	Securities borrowed or purchased	262		290
	Resell agreements	971		832
	Total fed funds sold and securities borrowed or purchased under agreements to resell		$1,233		$1,160
	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 a 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 resell and securities borrowing agreements. At March 31, 2015 and December 31, 2014, the total market value of collateral held was $1.2 billion and $1.1 billion, of which $194 million and $222 million was repledged, respectively.
	Securities Sold Under Agreements to Repurchase
	Securities sold under agreements to repurchase are accounted for as secured borrowings. The following table presents the Company’s related activity, by collateral type and remaining contractual maturity:
		31-Mar-15		December 31, 2014
	(Dollars in millions)	Overnight and Continuous		Overnight and Continuous		Up to			Total
						30 days
	U.S. Treasury securities		$167		$376		$—			$376
	Federal agency securities	101		231		—			231
	MBS - agency	1,105		1,059		45			1,104
	CP	101		238		—			238
	Corporate and other debt securities	371		327		—			327
	Total securities sold under agreements to repurchase		$1,845		$2,231		$45			$2,276
	For these securities sold under agreements to repurchase, the Company would be obligated to provide additional collateral in the event of a significant decline in fair value of the collateral pledged. This risk is managed by monitoring the liquidity and credit quality of the collateral, as well as the maturity profile of the transactions.
	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 13, "Derivative Financial Instruments." The following table presents the Company's securities borrowed or purchased under agreements to resell and securities sold under agreements to repurchase subject to MRAs. Under the terms of the MRA, all transactions between the Company and a 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 against obligations owed. Any payments, deliveries, or other transfers may be applied against each other and presented net on the Company's Consolidated Balance Sheets, provided criteria are met that permit balance sheet netting. At March 31, 2015 and December 31, 2014, there were no such transactions subject to a legally enforceable MRA that were eligible for balance sheet netting.
	Financial instrument collateral received or pledged related to exposures subject to legally enforceable MRAs are not netted on the Consolidated Balance Sheets, but are presented in the following table as a reduction to the net amount presented in the Consolidated Balance Sheets to derive the aggregate collateral deficits by counterparty. These collateral amounts presented are limited to the related recognized asset/liability balance, and accordingly, do not include excess collateral received/pledged.
	(Dollars in millions)	Gross		Amount		Net Amount			Held/Pledged Financial		Net
		Amount		Offset		Presented in			Instruments 2		Amount
						Consolidated
						Balance Sheets 1
	March 31, 2015
	Financial assets:
	Securities borrowed or purchased under agreements to resell		$1,233		$—		$1,233			$1,225		$8
	Financial liabilities:
	Securities sold under agreements to repurchase	1,845		—		1,845			1,845		—
	December 31, 2014
	Financial assets:
	Securities borrowed or purchased under agreements to resell		$1,122		$—		$1,122	3		$1,112		$10
	Financial liabilities:
	Securities sold under agreements to repurchase	2,276		—		2,276			2,276		—
	1 None of the Company's repurchase or resell transactions met the right of setoff criteria for net balance sheet presentation at March 31, 2015 and December 31, 2014.
	2 Represents collateral received or pledged, limited for presentation purposes to the amount of the related recognized asset or liability for each counterparty, and therefore, may be less than the aggregate amount of collateral actually held/pledged.
	3 Excludes $38 million of Fed funds sold which are not subject to a master netting agreement at December 31, 2014.

Securities_Available_for_Sale

Securities Available for Sale	3 Months Ended
	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Securities Available for Sale	NOTE 4 – SECURITIES AVAILABLE FOR SALE
	Securities Portfolio Composition
		March 31, 2015
	(Dollars in millions)	Amortized			Unrealized			Unrealized			Fair
		Cost			Gains			Losses			Value
	U.S. Treasury securities		$2,110			$35			$—			$2,145
	Federal agency securities	461			16			1			476
	U.S. states and political subdivisions	183			9			—			192
	MBS - agency	22,366			614			28			22,952
	MBS - private	118			2			1			119
	ABS	19			2			—			21
	Corporate and other debt securities	37			2			—			39
	Other equity securities 1	815			2			—			817
	Total securities AFS		$26,109			$682			$30			$26,761
		December 31, 2014
	(Dollars in millions)	Amortized			Unrealized			Unrealized			Fair
		Cost			Gains			Losses			Value
	U.S. Treasury securities		$1,913			$9			$1			$1,921
	Federal agency securities	471			15			2			484
	U.S. states and political subdivisions	200			9			—			209
	MBS - agency	22,573			558			83			23,048
	MBS - private	122			2			1			123
	ABS	19			2			—			21
	Corporate and other debt securities	38			3			—			41
	Other equity securities 1	921			2			—			923
	Total securities AFS		$26,257			$600			$87			$26,770
	1 At March 31, 2015, the fair value of other equity securities was comprised of the following: $207 million in FHLB of Atlanta stock, $402 million in Federal Reserve Bank of Atlanta stock, $201 million in mutual fund investments, and $7 million of other. At December 31, 2014, other equity securities was comprised of the following: $376 million in FHLB of Atlanta stock, $402 million in Federal Reserve Bank of Atlanta stock, $138 million in mutual fund investments, and $7 million of other.
	The following table presents interest and dividends on securities AFS:
		Three Months Ended March 31
	(Dollars in millions)	2015			2014
	Taxable interest		$128			$141
	Tax-exempt interest	2			3
	Dividends	10			9
	Total interest and dividends		$140			$153
	Securities AFS pledged to secure public deposits, repurchase agreements, trusts, and other funds had a fair value of $3.1 billion and $2.6 billion at March 31, 2015 and December 31, 2014, respectively.
	The amortized cost and fair value of investments in debt securities at March 31, 2015, by estimated average life, are shown below. Receipt of 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		$200			$1,315			$595			$—			$2,110
	Federal agency securities	87			205			36			133			461
	U.S. states and political subdivisions	38			27			102			16			183
	MBS - agency	2,524			12,008			4,168			3,666			22,366
	MBS - private	—			118			—			—			118
	ABS	15			3			1			—			19
	Corporate and other debt securities	5			32			—			—			37
	Total debt securities		$2,869			$13,708			$4,902			$3,815			$25,294
	Fair Value:
	U.S. Treasury securities		$203			$1,335			$607			$—			$2,145
	Federal agency securities	88			215			38			135			476
	U.S. states and political subdivisions	38			28			109			17			192
	MBS - agency	2,679			12,343			4,249			3,681			22,952
	MBS - private	—			119			—			—			119
	ABS	14			5			2			—			21
	Corporate and other debt securities	5			34			—			—			39
	Total debt securities		$3,027			$14,079			$5,005			$3,833			$25,944
	Weighted average yield 1	1.67		%	2.26		%	2.69		%	2.81		%	2.43		%
	1Average yields are based on amortized cost and presented on an 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, 2015, 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 2014 Annual
	Report on Form 10-K.
		March 31, 2015
		Less than twelve months						Twelve months or longer						Total
(Dollars in millions)	Fair			Unrealized			Fair			Unrealized			Fair			Unrealized
	Value			Losses 2			Value			Losses 2			Value			Losses 2
Temporarily impaired securities:
Federal agency securities		$47			$—			$52			$1			$99			$1
MBS - agency	2,339			9			1,175			19			3,514			28
ABS	—			—			14			—			14			—
Total temporarily impaired securities	2,386			9			1,241			20			3,627			29
OTTI securities 1:
MBS - private	67			1			—			—			67			1
Total OTTI securities	67			1			—			—			67			1
Total impaired securities		$2,453			$10			$1,241			$20			$3,694			$30
	December 31, 2014
	Less than twelve months						Twelve months or longer						Total
(Dollars in millions)	Fair			Unrealized			Fair			Unrealized			Fair			Unrealized
	Value			Losses 2			Value			Losses 2			Value			Losses 2
Temporarily impaired securities:
U.S. Treasury securities		$150			$1			$—			$—			$150			$1
Federal agency securities	20			—			132			2			152			2
MBS - agency	2,347			6			4,911			77			7,258			83
ABS	—			—			14			—			14			—
Total temporarily impaired securities	2,517			7			5,057			79			7,574			86
OTTI securities 1:
MBS - private	69			1			—			—			69			1
Total OTTI securities	69			1			—			—			69			1
Total impaired securities		$2,586			$8			$5,057			$79			$7,643			$87
1 Includes OTTI securities for which credit losses have been recorded in earnings in current or prior periods.
2 Unrealized losses less than $0.5 million are shown as zero.
At March 31, 2015, unrealized losses on securities that have been in a temporarily impaired position for longer than twelve months included agency MBS, federal agency securities, and one ABS collateralized by 2004 vintage home equity loans. Unrealized losses on federal agency securities and agency MBS securities at March 31, 2015 were due to market interest rates being higher than the securities' stated yield. 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 OTTI securities 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 current or prior periods.
Realized Gains and Losses and Other-than-Temporarily Impaired Securities
Net securities losses are comprised of gross realized gains, gross realized losses, and OTTI losses recognized in earnings. For both the three months ended March 31, 2015 and 2014, gross realized gains and losses were immaterial and there were no OTTI losses recognized in earnings.
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.
The Company continues to reduce existing exposure on OTTI securities 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. 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.
During the three months ended March 31, 2015 and 2014, there was no credit impairment recognized on securities AFS still held at the end of each period. The accumulated balance of credit losses recognized in earnings on securities AFS held at period end for which a portion of OTTI was recognized in OCI was $25 million at both March 31, 2015 and 2014, all of which was recognized in prior periods. 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.

Loans

Loans	3 Months Ended
	Mar. 31, 2015
Receivables [Abstract]
Loans	NOTE 5 - LOANS
	Composition of Loan Portfolio
	The composition of the Company's loan portfolio is shown in the following table:
	(Dollars in millions)	31-Mar-15				December 31, 2014
	Commercial loans:
	C&I		$65,574				$65,440
	CRE	6,389				6,741
	Commercial construction	1,484				1,211
	Total commercial loans	73,447				73,392
	Residential loans:
	Residential mortgages - guaranteed	655				632
	Residential mortgages - nonguaranteed 1	23,419				23,443
	Home equity products	13,954				14,264
	Residential construction	417				436
	Total residential loans	38,445				38,775
	Consumer loans:
	Guaranteed student loans	4,337				4,827
	Other direct	4,937				4,573
	Indirect	10,336				10,644
	Credit cards	878				901
	Total consumer loans	20,488				20,945
	LHFI		$132,380				$133,112
	LHFS 2		$3,404				$3,232
	1 Includes $268 million and $272 million of LHFI carried at fair value at March 31, 2015 and December 31, 2014, respectively.
	2 Includes $2.1 billion and $1.9 billion of LHFS carried at fair value at March 31, 2015 and December 31, 2014, respectively.
	During the three months ended March 31, 2015 and 2014, the Company transferred $512 million and $115 million in LHFI to LHFS, and $11 million and $17 million in LHFS to LHFI, respectively. Additionally, during the three months ended March 31, 2015 and 2014, the Company sold $405 million and $85 million in loans and leases for gains of $6 million and $9 million, respectively.
	At March 31, 2015 and December 31, 2014, the Company had $25.2 billion and $26.5 billion of net eligible loan collateral pledged to the Federal Reserve discount window to support $17.5 billion and $18.4 billion of available, unused borrowing capacity, respectively.
	At March 31, 2015 and December 31, 2014, the Company had $31.0 billion and $31.2 billion of net eligible loan collateral pledged to the FHLB of Atlanta to support $24.5 billion and $24.3 billion of available borrowing capacity, respectively. The available FHLB borrowing capacity at March 31, 2015 was used to support $4.0 billion of long-term debt, $500 million of short-term debt, and $6.4 billion of letters of credit issued on the Company's behalf. At December 31, 2014, the available FHLB borrowing capacity was used to support $4.0 billion of long-term debt, $4.0 billion of short-term debt, and $7.9 billion of letters of credit issued on the Company's behalf.
	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/analyses, and/or 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 higher PDs. 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.    Commercial risk ratings are refreshed at least annually, or more frequently as appropriate, based upon considerations such as market conditions, borrower 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, 2015 and December 31, 2014, 30% and 28%, respectively, of the guaranteed residential loan portfolio was current with respect to payments. At March 31, 2015 and December 31, 2014, 80% and 79%, 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, 2014				March 31,				December 31, 2014				March 31,		December 31, 2014
		2015								2015								2015
	Risk rating:
	Pass		$64,295				$64,228				$6,265				$6,586				$1,468		$1,196
	Criticized accruing	1,139				1,061				100				134				15		14
	Criticized nonaccruing	140				151				24				21				1		1
	Total		$65,574				$65,440				$6,389				$6,741				$1,484		$1,211
		Residential Loans 1
		Residential mortgages -								Home equity products								Residential construction
		nonguaranteed
	(Dollars in millions)	March 31,				December 31, 2014				March 31,				December 31, 2014				March 31,		December 31, 2014
		2015								2015								2015
	Current FICO score range:
	700 and above		$18,752				$18,780				$11,245				$11,475				$327		$347
	620 - 699	3,411				3,369				1,932				1,991				71		70
	Below 620 2	1,256				1,294				777				798				19		19
	Total		$23,419				$23,443				$13,954				$14,264				$417		$436
		Consumer Loans 3
		Other direct								Indirect								Credit cards
	(Dollars in millions)	March 31,				December 31, 2014				March 31,				December 31, 2014				March 31,		December 31, 2014
		2015								2015								2015
	Current FICO score range:
	700 and above		$4,345				$4,023				$7,324				$7,661				$613		$639
	620 - 699	530				476				2,361				2,335				219		212
	Below 620 2	62				74				651				648				46		50
	Total		$4,937				$4,573				$10,336				$10,644				$878		$901
	1 Excludes $655 million and $632 million of guaranteed residential loans at March 31, 2015 and December 31, 2014, respectively.
	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 $4.3 billion and $4.8 billion of guaranteed student loans at March 31, 2015 and December 31, 2014, respectively.
The payment status for the LHFI portfolio is shown in the tables below:
	31-Mar-15
(Dollars in millions)	Accruing				Accruing				Accruing				Nonaccruing 2				Total
	Current				30-89 Days				90+ Days
					Past Due				Past Due
Commercial loans:
C&I		$65,369				$44				$21				$140				$65,574
CRE	6,362				3				—				24				6,389
Commercial construction	1,483				—				—				1				1,484
Total commercial loans	73,214				47				21				165				73,447
Residential loans:
Residential mortgages - guaranteed	195				34				426				—				655
Residential mortgages - nonguaranteed 1	23,058				95				12				254				23,419
Home equity products	13,705				84				—				165				13,954
Residential construction	388				6				—				23				417
Total residential loans	37,346				219				438				442				38,445
Consumer loans:
Guaranteed student loans	3,454				372				511				—				4,337
Other direct	4,912				18				3				4				4,937
Indirect	10,260				74				1				1				10,336
Credit cards	866				6				6				—				878
Total consumer loans	19,492				470				521				5				20,488
Total LHFI		$130,052				$736				$980				$612				$132,380
1 Includes $268 million of loans carried at fair value, the majority of which were accruing current.
2 Nonaccruing loans past due 90 days or more totaled $379 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, 2014
(Dollars in millions)	Accruing				Accruing				Accruing				Nonaccruing 2				Total
	Current				30-89 Days				90+ Days
					Past Due				Past Due
Commercial loans:
C&I		$65,246				$36				$7				$151				$65,440
CRE	6,716				3				1				21				6,741
Commercial construction	1,209				1				—				1				1,211
Total commercial loans	73,171				40				8				173				73,392
Residential loans:
Residential mortgages - guaranteed	176				34				422				—				632
Residential mortgages - nonguaranteed 1	23,067				108				14				254				23,443
Home equity products	13,989				101				—				174				14,264
Residential construction	402				7				—				27				436
Total residential loans	37,634				250				436				455				38,775
Consumer loans:
Guaranteed student loans	3,801				425				601				—				4,827
Other direct	4,545				19				3				6				4,573
Indirect	10,537				104				3				—				10,644
Credit cards	887				8				6				—				901
Total consumer loans	19,770				556				613				6				20,945
Total LHFI		$130,575				$846				$1,057				$634				$133,112
1 Includes $272 million of loans carried at fair value, the majority of which were accruing current.
2 Nonaccruing loans past due 90 days or more totaled $388 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 commercial, residential, and consumer 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-15												December 31, 2014
(Dollars in millions)	Unpaid				Amortized				Related				Unpaid				Amortized		Related
	Principal				Cost 1				Allowance				Principal				Cost 1		Allowance
	Balance												Balance
Impaired loans with no related allowance recorded:
Commercial loans:
C&I		$54				$39				$—				$70				$51		$—
CRE	11				10				—				12				11		—
Total commercial loans	65				49				—				82				62		—
Residential loans:
Residential mortgages - nonguaranteed	557				410				—				592				425		—
Residential construction	30				8				—				31				9		—
Total residential loans	587				418				—				623				434		—
Impaired loans with an allowance recorded:
Commercial loans:
C&I	34				28				5				27				26		7
CRE	3				3				1				4				4		4
Total commercial loans	37				31				6				31				30		11
Residential loans:
Residential mortgages - nonguaranteed	1,413				1,373				196				1,381				1,354		215
Home equity products	708				633				73				703				630		66
Residential construction	137				137				16				145				145		19
Total residential loans	2,258				2,143				285				2,229				2,129		300
Consumer loans:
Other direct	12				12				—				13				13		1
Indirect	107				106				5				105				105		5
Credit cards	8				8				2				8				8		2
Total consumer loans	127				126				7				126				126		8
Total impaired loans		$3,074				$2,767				$298				$3,091				$2,781		$319
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 at March 31, 2015 and December 31, 2014 were $2.6 billion and $2.5 billion of accruing TDRs at amortized cost, of which 97% and 96% were current, respectively. See Note 1, “Significant Accounting Policies,” to the Company's 2014 Annual Report on Form 10-K for further information regarding the Company’s loan impairment policy.
	Three Months Ended March 31
	2015								2014
(Dollars in millions)	Average				Interest				Average				Interest
	Amortized				Income				Amortized				Income
	Cost				Recognized 1				Cost				Recognized 1
Impaired loans with no related allowance recorded:
Commercial loans:
C&I		$41				$—				$52				$1
CRE	10				—				11				—
Commercial construction	—				—				5				—
Total commercial loans	51				—				68				1
Residential loans:
Residential mortgages - nonguaranteed	413				4				440				4
Residential construction	9				—				18				—
Total residential loans	422				4				458				4
Impaired loans with an allowance recorded:
Commercial loans:
C&I	38				1				63				—
CRE	3				—				12				—
Commercial construction	—				—				4				—
Total commercial loans	41				1				79				—
Residential loans:
Residential mortgages - nonguaranteed	1,374				17				1,591				21
Home equity products	636				7				637				7
Residential construction	137				2				164				2
Total residential loans	2,147				26				2,392				30
Consumer loans:
Other direct	13				—				14				—
Indirect	108				1				93				1
Credit cards	8				—				12				—
Total consumer loans	129				1				119				1
Total impaired loans		$2,790				$32				$3,116				$36
1 Of the interest income recognized during both the three months ended March 31, 2015 and 2014, cash basis interest income was $1 million.
NPAs are shown in the following table:
(Dollars in millions)	March 31, 2015				December 31, 2014
Nonaccrual/NPLs:
Commercial loans:
C&I		$140				$151
CRE	24				21
Commercial construction	1				1
Residential loans:
Residential mortgages - nonguaranteed	254				254
Home equity products	165				174
Residential construction	23				27
Consumer loans:
Other direct	4				6
Indirect	1				—
Total nonaccrual/NPLs 1	612				634
OREO 2	79				99
Other repossessed assets	5				9
Nonperforming LHFS	—				38
Total NPAs		$696				$780
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 $61 million and $57 million at March 31, 2015 and December 31, 2014, respectively.
Included in residential NPLs in the table above at March 31, 2015 and December 31, 2014 was $224 million and $251 million, respectively, of nonaccruing loans secured by residential real estate properties for which formal foreclosure proceedings are in process. The Company also had $199 million and $208 million of accruing loans secured by residential real estate properties for which formal foreclosure proceedings are in process, of which $177 million and $182 million were insured by the FHA or the VA, at March 31, 2015 and December 31, 2014, respectively.
At March 31, 2015 and December 31, 2014, OREO was comprised of $61 million and $75 million of foreclosed residential real estate properties and $13 million and $16 million of foreclosed commercial real estate properties, respectively, with the remainder related to land and other properties.
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 March 31, 2015 and December 31, 2014, the Company had $5 million and $1 million, respectively, 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, 2015 1
(Dollars in millions)	Number of Loans Modified		Principal				Rate				Term Extension and/or Other Concessions				Total
			Forgiveness 2				Modification 2, 3
Commercial loans:
C&I	22			$—				$—				$5				$5
Residential loans:
Residential mortgages - nonguaranteed	216		4				30				7				41
Home equity products	468		—				3				24				27
Residential construction	1		—				—				—				—
Consumer loans:
Other direct	17		—				—				—				—
Indirect	569		—				—				12				12
Credit cards	236		—				1				—				1
Total TDRs	1,529			$4				$34				$48				$86
1 Includes loans modified under the terms of a TDR that were charged-off during the period.
2 Restructured loans which had forgiveness of amounts contractually due under the terms of the loan typically have had multiple concessions including rate modifications and/or term extensions. The total amount of charge-offs associated with principal forgiveness during the three months ended March 31, 2015 was immaterial.
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, 2015.
	Three Months Ended March 31, 2014 1
(Dollars in millions)	Number of Loans Modified		Principal				Rate				Term Extension and/or Other Concessions				Total
			Forgiveness 2				Modification 2, 3
Commercial loans:
C&I	16			$—				$—				$2				$2
CRE	2		—				—				3				3
Residential loans:
Residential mortgages - nonguaranteed	313		3				39				19				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			$3				$43				$58				$104
1 Includes loans modified under the terms of a TDR that were charged-off during the period.
2 Restructured loans which had forgiveness of amounts contractually due under the terms of the loan typically have had multiple concessions including rate modifications and/or term extensions. The total amount of charge-offs associated with principal forgiveness during the three months ended March 31, 2014 was immaterial.
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, 2014.
For the three months ended March 31, 2015, the table below represents defaults on loans that were first modified between the periods January 1, 2014 and March 31, 2015 that became 90 days or more delinquent or were charged-off during the period.
	Three Months Ended March 31, 2015
(Dollars in millions)	Number of Loans			Amortized Cost
Commercial loans:
C&I	4				$1
Residential loans:
Residential mortgages	36			6
Home equity products	30			1
Consumer loans:
Other direct	1			—
Indirect	39			—
Credit cards	19			—
Total TDRs	129				$8
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
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
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 $1.5 billion and $1.3 billion at March 31, 2015 and December 31, 2014, 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, 2015, the Company owned $38.4 billion in residential loans, representing 29% of total LHFI, and had $10.9 billion in commitments to extend credit on home equity lines and $5.2 billion in mortgage loan commitments. At December 31, 2014, the Company owned $38.8 billion in residential loans, representing 29% of total LHFI, and had $10.9 billion in commitments to extend credit on home equity lines and $3.3 billion in mortgage loan commitments. At both March 31, 2015 and December 31, 2014, 2% of residential loans owned were guaranteed by a federal agency or a GSE.
The following table presents loans in the residential mortgage portfolio that included terms such as a high original LTV ratio (in excess of 80%), an interest only feature, or a second lien position that may increase the Company’s exposure to credit risk and result in a concentration of credit risk. At March 31, 2015 and December 31, 2014, borrowers' current weighted average FICO score on these loans was 738 and 754, respectively.
(Dollars in millions)	March 31, 2015				December 31, 2014
High LTV residential mortgages:
Interest only LHFI with no MI 1, 2		$817				$873
Interest only LHFI with MI 1	2,810				3,180
Total interest only residential mortgages	3,627				4,053
Amortizing loans with no MI 2	7,423				7,368
Total high LTV residential mortgages		$11,050				$11,421
1 Primarily with an initial 10 year interest only period.
2 Comprised of first liens with combined original LTV ratios in excess of 80% and/or second liens.

Allowance_for_Credit_Losses

Allowance for Credit Losses	3 Months Ended
	Mar. 31, 2015
Allowance for Credit Losses [Abstract]
Allowance for Credit Losses	NOTE 6 - ALLOWANCE FOR CREDIT LOSSES
	The allowance for credit losses consists of the ALLL and the unfunded commitments reserve. Activity in the allowance for credit losses is summarized in the table below:
		Three Months Ended March 31
	(Dollars in millions)	2015			2014
	Balance at beginning of period		$1,991			$2,094
	Provision for loan losses	55			106
	Provision/(benefit) for unfunded commitments	—			(4		)
	Loan charge-offs	(130		)	(151		)
	Loan recoveries	31			41
	Balance at end of period		$1,947			$2,086
	Components:
	ALLL		$1,893			$2,040
	Unfunded commitments reserve 1	54			46
	Allowance for credit losses		$1,947			$2,086
	1 The unfunded commitments reserve is recorded in other liabilities in the Consolidated Balance Sheets.
	Activity in the ALLL by loan segment for the three months ended March 31, 2015 and 2014 is presented in the tables below:
		Three Months Ended March 31, 2015
	(Dollars in millions)	Commercial			Residential			Consumer			Total
	Balance at beginning of period		$986			$777			$174			$1,937
	Provision for loan losses	7			25			23			55
	Loan charge-offs	(28		)	(68		)	(34		)	(130		)
	Loan recoveries	11			9			11			31
	Balance at end of period		$976			$743			$174			$1,893
		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
	As discussed in Note 1, “Significant Accounting Policies,” to the Company's 2014 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 presented in the following tables.
		31-Mar-15
		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		$80			$6			$2,561			$285			$126		$7		$2,767		$298
	Collectively evaluated	73,367			970			35,616			458			20,362		167		129,345		1,595
	Total evaluated	73,447			976			38,177			743			20,488		174		132,112		1,893
	LHFI at fair value	—			—			268			—			—		—		268		—
	Total LHFI		$73,447			$976			$38,445			$743			$20,488		$174		$132,380		$1,893
		December 31, 2014
		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		$92			$11			$2,563			$300			$126		$8		$2,781		$319
	Collectively evaluated	73,300			975			35,940			477			20,819		166		130,059		1,618
	Total evaluated	73,392			986			38,503			777			20,945		174		132,840		1,937
	LHFI at fair value	—			—			272			—			—		—		272		—
	Total LHFI		$73,392			$986			$38,775			$777			$20,945		$174		$133,112		$1,937

Goodwill_and_Other_Intangible_

Goodwill and Other Intangible Assets	3 Months Ended
	Mar. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and Other Intangible Assets	NOTE 7 – GOODWILL AND OTHER INTANGIBLE ASSETS
	Goodwill
	The Company evaluates goodwill for impairment each year as of September 30, 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.
	The fair value of a reporting unit is determined by using discounted cash flow analyses and, when applicable, guideline company information. The carrying value of a reporting unit is determined using an equity allocation methodology that allocates the total equity of the Company to each of its reporting units considering both regulatory risk-based capital and tangible equity relative to tangible assets. See Note 1, "Significant Accounting Policies" in the 2014 Annual Report on Form 10-K for additional information regarding the Company's goodwill accounting policy.
	The Company performed a qualitative goodwill assessment in the first quarter of 2015, considering changes in key assumptions and monitoring other events or changes in circumstances occurring since the most recent goodwill impairment analysis performed as of December 31, 2014. The Company concluded, based on the totality of factors observed, that it is not more likely than not that the fair values of its reporting units are less than their respective carrying values and accordingly, goodwill was not quantitatively tested for impairment during the three months ended March 31, 2015.
	There were no material changes in the carrying amount of goodwill by reportable segment for the three months ended March 31, 2015 and 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)	MSRs -			Other			Total
		Fair Value
	Balance, January 1, 2015		$1,206			$13			$1,219
	Amortization 1	—			(1		)	(1		)
	MSRs originated	46			—			46
	MSRs purchased	56			—			56
	Changes in fair value:
	Due to changes in inputs and assumptions 2	(78		)	—			(78		)
	Other changes in fair value 3	(48		)	—			(48		)
	Sale of MSRs	(1		)	—			(1		)
	Balance, March 31, 2015		$1,181			$12			$1,193
	Balance, January 1, 2014		$1,300			$34			$1,334
	Amortization 1	—			(3		)	(3		)
	MSRs originated	32			—			32
	Changes in fair value:
	Due to changes in inputs and assumptions 2	(46		)	—			(46		)
	Other changes in fair value 3	(35		)	—			(35		)
	Balance, March 31, 2014		$1,251			$31			$1,282
	1 Amortization of tax credits for non-qualified community development investments totaled $6 million reflected in amortization expense and $3 million reflected in other noninterest expense in the Company's Consolidated Statements of Income for the three months ended March 31, 2015 and 2014, respectively. See Note 8, "Certain Transfers of Financial Assets and Variable Interest Entities," for additional information.
	2 Primarily reflects changes in discount rates and prepayment speed assumptions, due to changes in interest rates.
	3 Represents changes due to the collection of expected cash flows, net of accretion, due to the passage of time.
	The Company's estimated future amortization of intangible assets is immaterial, based on amortizing asset balances at March 31, 2015.
	Mortgage Servicing Rights
	The Company retains servicing rights for 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, 2015 and 2014 was $82 million and $79 million, respectively. These amounts are reported in mortgage servicing related income in the Consolidated Statements of Income.
	At March 31, 2015 and December 31, 2014, the total UPB of mortgage loans serviced was $141.8 billion and $142.1 billion, respectively. Included in these amounts were $115.2 billion and $115.5 billion at March 31, 2015 and December 31, 2014, respectively, of loans serviced for third parties. Additionally, the Company purchased MSRs on residential loans with a UPB of $6.1 billion during the three months ended March 31, 2015; however, only $1.2 billion of these loans are reflected in the UPB amounts above as the transfer of servicing for the remainder is scheduled for the second quarter of 2015. No MSRs were purchased during the three months ended March 31, 2014. During the three months ended March 31, 2015 and 2014, the Company sold MSRs, at a price approximating their fair value, on residential loans with a UPB of $215 million and $289 million, respectively.
	The Company calculates the fair value of MSRs using a valuation model that calculates the present value of estimated future net servicing income using prepayment projections, spreads, and other assumptions. Senior management and the STM Valuation Committee review all significant assumptions at least quarterly, comparing these inputs to various sources of market data. Changes to valuation model inputs are reflected in the periods' results. See Note 14, “Fair Value Election and Measurement,” for further information regarding the Company's MSR valuation methodology.
	A summary of the key inputs used to estimate the fair value of the Company’s MSRs at March 31, 2015 and December 31, 2014, and the sensitivity of the fair values to immediate 10% and 20% adverse changes in those inputs, are presented in the following table.
	(Dollars in millions)	March 31, 2015			December 31, 2014
	Fair value of retained MSRs		$1,181			$1,206
	Prepayment rate assumption (annual)	11		%	11		%
	Decline in fair value from 10% adverse change		$46			$46
	Decline in fair value from 20% adverse change	89			88
	Option adjusted spread (annual)	9		%	10		%
	Decline in fair value from 10% adverse change		$51			$55
	Decline in fair value from 20% adverse change	98			105
	Weighted-average life (in years)	6.1			6.4
	Weighted-average coupon	4.2		%	4.2		%
	These MSR sensitivities are hypothetical and should be used with caution. Changes in fair value based on variations in assumptions generally cannot be extrapolated because (i) the relationship of the change in an assumption to the change in fair value may not be linear and (ii) changes in one assumption may result in changes in another, which might magnify or counteract the sensitivities. The sensitivities do not reflect the effect of hedging activity undertaken by the Company to offset changes in the fair value of MSRs. See Note 13, “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, 2015
Certain Transfers of Financial Assets and Variable Interest Entities [Abstract]
Transfers and Servicing of Financial Assets [Text Block]	NOTE 8 - CERTAIN TRANSFERS OF FINANCIAL ASSETS AND VARIABLE INTEREST ENTITIES
	Certain Transfers of Financial Assets and Related Variable
	Interest Entities
	The Company has transferred loans and securities in sale or securitization transactions in which the Company has, or had, continuing involvement such as owning certain beneficial interests and servicing responsibilities. Cash receipts on interests held were $4 million for both the three months ended March 31, 2015 and 2014. The servicing and management fees related to asset transfers were immaterial for the three months ended March 31, 2015 and 2014, respectively. 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.
	When a transfer or other transaction occurs with a VIE, 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 transferred assets and, at times, servicing rights and collateral manager fees. If the Company has a VI in an 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. If the entity is not consolidated, then an evaluation of whether the transfer is a sale or a secured borrowing is necessary.
	To determine whether a transfer should be accounted for as a sale, the Company evaluates the following three criteria: (i) the transferred assets are legally isolated, (ii) the transferee has the right to pledge or exchange the transferred assets, and (iii) the Company has relinquished effective control of the transferred assets. If these three criteria are met, then the transfer is accounted for as a sale.
	During the three months ended March 31, 2015, the Company evaluated whether any of its previous conclusions regarding whether it is the primary beneficiary of the VIEs described herein 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, 2015 that changed the Company’s sale accounting conclusion in regards to previously transferred residential mortgage loans, student loans, or commercial and corporate loans.
	Below is a summary of transfers of financial assets to VIEs for which the Company has retained some level of continuing involvement, which supplements Note 10, "Certain Transfers of Financial Assets and Variable Interest Entities," to the Consolidated Financial Statements in the Company's 2014 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 and servicing rights are retained.
	The Company sold residential mortgage loans to the GSEs noted above, including servicing rights, which resulted in pre-tax net gains of $77 million and $43 million for the three months ended March 31, 2015 and 2014, respectively. These net gains are included within mortgage production related income in the Consolidated Statements of Income. They reflect 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 13, “Derivative Financial Instruments,” for further discussion of the Company’s hedging activities. As the 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; these representations and warranties are discussed in Note 12, “Guarantees.”
	In a limited number of securitizations, the Company has received securities in addition to cash (while also retaining servicing rights) in exchange for the transferred loans. The securities received are measured at fair value and classified as securities AFS. At March 31, 2015 and December 31, 2014, the fair value of securities received totaled $52 million and $55 million, respectively, and were valued using a third party pricing service.
	The Company evaluated its securitization transactions for consolidation using VIE consolidation guidance. As servicer of the underlying loans, the Company is generally deemed to have power over the securitization entity. 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 entity. In almost all of its securitization transactions, the Company does not have power over the securitization trust 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. Total assets at March 31, 2015 and December 31, 2014, of the unconsolidated trusts in which the Company has a VI were $278 million and $288 million, respectively.
	The Company’s maximum exposure to loss related to the unconsolidated residential mortgage loan VIEs in which it holds a VI is comprised of the loss of value of any interests it retains, which are immaterial, and any repurchase obligations it incurs as a result of a breach of representations and warranties, discussed further in Note 12, “Guarantees.”
	Commercial and Corporate Loans
	The Company holds securities issued by CLO entities that own commercial leveraged loans and bonds, certain of which were transferred to the entities by the Company. The Company's holdings include preference share exposure valued at $3 million at both March 31, 2015 and December 31, 2014, and senior interest exposure valued at $16 million and $18 million at March 31, 2015 and December 31, 2014, respectively. The Company has determined that (i) the CLO entities are VIEs and that (ii) it is not the primary beneficiary of these entities because it does not possess the power to direct the activities that most significantly impact the economic performance of the entities. At March 31, 2015 and December 31, 2014, unconsolidated CLO VIEs that the Company had involvement with had $677 million and $704 million of estimated assets, respectively, and $628 million and $654 million of estimated liabilities, respectively.
	Student Loans
	During 2006, the Company transferred government-guaranteed student loans through a transfer of loans to a securitization SPE and retained the residual interest in the entity. The Company concluded that this entity should be consolidated since it (1) has the power to direct the activities that most significantly impact the economic performance of the VIE, and (2) has the obligation to absorb losses and the right to receive benefits that could potentially be significant. At March 31, 2015 and December 31, 2014, the Company’s Consolidated Balance Sheets reflected $295 million and $306 million, respectively, of assets held by the SPE and $292 million and $302 million, respectively, of debt issued by the entity.
	To the extent that losses are incurred on the SPE’s assets, the SPE has recourse to the federal government as the guarantor of the underlying loan, up to a maximum guarantee 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 servicing responsibilities, the SPE has recourse to the Company, which functions as the master servicer; the Company may be required to repurchase the defaulting loan(s) 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 or are in the process of being cured or reimbursement has been provided to the Company by the subservicer.
	The Company's managed loans, including portfolio loans by type as well as securitized loans, are presented in the following table by portfolio balance and delinquency balance (accruing loans 90 days or more past due and all nonaccrual loans) at March 31, 2015 and December 31, 2014, as well as related net charge-offs for the three months ended March 31, 2015 and 2014.
		Portfolio Balance 1				Past Due and Nonaccrual 2						Net Charge-offs
		March 31, 2015		December 31, 2014		March 31, 2015			December 31, 2014			Three Months Ended March 31
	(Dollars in millions)											2015		2014
	Type of loan:
	Commercial		$73,447		$73,392		$186			$181			$17		$19
	Residential	38,445		38,775		880			891			59		68
	Consumer	20,488		20,945		526			619			23		23
	Total loan portfolio	132,380		133,112		1,592			1,691			99		110
	Managed securitized loans:
	Residential	110,422		110,591		176		3	183		3	3		4
	Total managed loans		$242,802		$243,703		$1,768			$1,874			$102		$114
	1 Excludes $3.4 billion and $3.2 billion of LHFS at March 31, 2015 and December 31, 2014, respectively.
	2 Excludes $12 million and $39 million of past due LHFS at March 31, 2015 and December 31, 2014, respectively.
	3 Excludes loans that have completed the foreclosure or short sale process (i.e. involuntary prepayments).
	Other Variable Interest Entities
	In addition to exposure to VIEs arising from transfers of financial assets, the Company also has involvement with VIEs from other business activities.
	Total Return Swaps
	At both March 31, 2015 and December 31, 2014, the Company had $2.3 billion in senior financing outstanding to VIEs that entered into TRS contracts with the Company. These financings were classified within trading assets and derivatives on the Consolidated Balance Sheets and carried at fair value. The TRS contracts with the Company had outstanding notional amounts of $2.3 billion at both March 31, 2015 and December 31, 2014. The Company entered into mirror-image TRS contracts with third parties with the same outstanding notional amounts. At March 31, 2015, the fair values of these TRS assets and liabilities were $20 million and $15 million, respectively, and at December 31, 2014, the fair values of these TRS assets and liabilities were $19 million and $14 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 involvement with these VIEs, see Note 13, “Derivative Financial Instruments,” as well as Note 10, “Certain Transfers of Financial Assets and Variable Interest Entities,” to the Company's 2014 Annual Report on Form 10-K.
	Community Development Investments
	As part of its community reinvestment initiatives, the Company invests 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 its limited partner investments. The Company has determined that the vast majority of the related partnerships are VIEs.
	In limited circumstances, the Company owns both the limited partner and general partner interests, in which case the related partnerships are not considered VIEs and are consolidated by the Company. Properties with a carrying value of $63 million related to these consolidated partnerships were sold during the three months ended March 31, 2015 for a gain of $18 million. The remaining properties held for sale at March 31, 2015 were immaterial. No such properties were sold during the three months ended March 31, 2014.
	The Company has concluded that it is not the primary beneficiary of affordable housing partnerships when it invests as a limited partner and there is a third party general partner. It accounts for its interest in accordance with the accounting requirements for investments in affordable housing projects. The general partner or an affiliate of the general partner often provides guarantees to the limited partner, which protects the Company from losses attributable to operating deficits, construction deficits, and tax credit allocation deficits. Assets of $1.7 billion and $1.6 billion in these partnerships were not included in the Consolidated Balance Sheets at March 31, 2015 and December 31, 2014, respectively. The Company's limited partner interests had carrying values of $441 million and $363 million at March 31, 2015 and December 31, 2014, 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 $912 million and $910 million at March 31, 2015 and December 31, 2014, respectively. The Company’s maximum exposure to loss would result from the loss of its limited partner investments along with $379 million and $412 million of loans, interest-rate swap fair value exposures, or letters of credit issued by the Company to the entities at March 31, 2015 and December 31, 2014, 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 also owns noncontrolling interests in funds whose purpose is to invest in community developments. At March 31, 2015 and December 31, 2014, the Company's investment in these funds totaled $114 million and $113 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 $222 million and $236 million, respectively.
	During the three months ended March 31, 2015 and 2014, the Company recognized $14 million and $15 million of tax credits for qualified affordable housing projects, and $14 million and $13 million of amortization on qualified affordable housing projects in the provision for income taxes, respectively. During the three months ended March 31, 2015, the Company recorded $6 million of amortization expense (a component of noninterest expense) related to community development investments not within the scope of the accounting guidance for investments in qualified affordable housing projects. During the three months ended March 31, 2014, the Company recorded $3 million of amortization related to these non-qualified investments within other noninterest expense.

Net_IncomeLoss_Per_Common_Shar

Net Income/(Loss) Per Common Share	3 Months Ended
	Mar. 31, 2015
Earnings Per Share [Abstract]
Net Income/(Loss) Per Share	NOTE 9 – NET INCOME PER COMMON SHARE
	Equivalent shares of 14 million and 16 million related to common stock options and common stock warrants outstanding at March 31, 2015 and 2014, 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 are included below.
		Three Months Ended March 31
	(Dollars and shares in millions, except per share data)	2015			2014
	Net income		$429			$405
	Preferred dividends	(17		)	(9		)
	Dividends and undistributed earnings allocated to unvested shares	(1		)	(3		)
	Net income available to common shareholders		$411			$393
	Average basic common shares	521			531
	Effect of dilutive securities:
	Stock options	2			2
	Restricted stock and warrants	4			4
	Average diluted common shares	527			537
	Net income per average common share - diluted		$0.78			$0.73
	Net income per average common share - basic		$0.79			$0.74

Income_Taxes

Income Taxes	3 Months Ended
	Mar. 31, 2015
Income Tax Disclosure [Abstract]
Income Taxes	NOTE 10 - INCOME TAXES
	For the three months ended March 31, 2015 and 2014, the provision for income taxes was $191 million and $125 million, representing effective tax rates of 31% and 24%, respectively. The higher effective tax rate for the three months ended March 31, 2015, compared to the three months ended March 31, 2014, was primarily due to lower pre-tax income and the impact of favorable discrete items during the three months ended March 31, 2014.
	The provision for income taxes includes both federal and state income taxes and differs from the provision using statutory rates primarily due to favorable permanent tax items such as income from lending to tax exempt entities and federal tax credits from community reinvestment activities. The Company calculated the provision for income taxes for three months ended March 31, 2015 and 2014 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's liability for UTBs was $213 million and $210 million at March 31, 2015 and December 31, 2014, respectively. It is reasonably possible that the liability for UTBs could decrease by as much as $115 million during the next 12 months due to completion of tax authority examinations. It is uncertain how much, if any, of this potential decrease will impact the Company’s effective tax rate.

Employee_Benefit_Plans

Employee Benefit Plans	3 Months Ended
	Mar. 31, 2015
Employee Benefit Plans [Abstract]
Employee Benefit Plans	NOTE 11 - EMPLOYEE BENEFIT PLANS
	The Company sponsors incentive programs which are delivered through various plans, such as defined contribution, noncontributory pension, and other postretirement benefit plans, as well as through the issuance of RSUs, restricted stock, and LTI cash. See Note 15, “Employee Benefit Plans,” to the Company's 2014 Annual Report on Form 10-K for further information regarding the employee benefit plans.
	The following table summarizes stock-based compensation expense recognized in noninterest expense for the three months ended March 31:
	(Dollars in millions)	2015			2014
	Stock options		$—			$1
	Restricted stock	6			8
	RSUs	18			14
	Total stock-based compensation		$24			$23
	Stock-based compensation tax benefit		$9			$9
	The following table summarizes components of the net periodic benefit for pension and other postretirement benefits for the three months ended March 31:
		Pension Benefits 1						Other Postretirement Benefits
	(Dollars in millions)	2015			2014			2015			2014
	Service cost		$1			$1			$—			$—
	Interest cost	29			31			—			1
	Expected return on plan assets	(51		)	(50		)	(1		)	(2		)
	Amortization of actuarial loss/(gain)	5			4			—			(1		)
	Amortization of prior service credit	—			—			(1		)	—
	Net periodic benefit		($16	)		($14	)		($2	)		($2	)
	1 Administrative fees are recognized in service cost for each of the periods presented.

Guarantees

Guarantees	3 Months Ended
	Mar. 31, 2015
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 provision of the Company’s services. The following is a discussion of the guarantees that the Company has issued at March 31, 2015. The Company has also entered into certain contracts that are similar to guarantees, but that are accounted for as derivatives as discussed in Note 13, “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 both March 31, 2015 and December 31, 2014, the maximum potential amount of the Company’s obligation for issued financial and performance standby letters of credit was $3.0 billion. The Company’s outstanding letters of credit generally have a term of less than one year but may extend longer. Some standby letters of credit are designed to be drawn upon in the normal course of business and others are drawn upon only in circumstances of dispute or default in the underlying transaction to which the Company is not a party. In all cases, the Company is entitled to reimbursement from the applicant. If a letter of credit is drawn upon and reimbursement is not provided by the applicant, 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. 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 for letters of credit leverages the risk rating process to focus greater visibility on higher risk and/or higher dollar letters of credit. The allowance for credit losses associated with letters of credit is a component of the unfunded commitments reserve recorded in other liabilities in the Consolidated Balance Sheets and is included in the allowance for credit losses as disclosed in Note 6, “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, 2015 and December 31, 2014.
	Loan Sales and Servicing
	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 are made to 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 an 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 partially driven by borrower payment performance since investors will perform extensive reviews of delinquent loans as a means of mitigating losses.
	Non-agency loan sales include whole loan sales and loans sold in private securitization transactions. While representations and warranties have been made related to these sales, they differ 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 an alleged breach is material and caused the investors' loss.
	Loans sold to Ginnie Mae are insured by either the FHA or VA. As servicer, the Company may elect to repurchase delinquent loans in accordance with Ginnie Mae guidelines; however, the loans continue to be insured. The Company indemnifies the FHA and VA for losses related to loans not originated in accordance with their guidelines. See Note 15, "Contingencies," for additional information on current legal matters related to representations and warranties made in connection with loan sales and the final settlement of HUD's investigation of the Company's origination practices for FHA loans.
	The Company previously reached agreements in principle with Freddie Mac and Fannie Mae that relieve the Company of certain existing and future repurchase obligations related to 2000-2008 vintages for Freddie Mac and 2000-2012 vintages for Fannie Mae. Repurchase requests have declined significantly as a result of the settlements. Repurchase requests from GSEs, Ginnie Mae, and non-agency investors, for all vintages, are illustrated in the following table that summarizes demand activity for the three months ended March 31:
	(Dollars in millions)	2015			2014
	Beginning pending repurchase requests		$47			$126
	Repurchase requests received	20			70
	Repurchase requests resolved:
	Repurchased	(5		)	(6		)
	Cured	(14		)	(35		)
	Total resolved	(19		)	(41		)
	Ending pending repurchase requests 1		$48			$155
	Percent from non-agency investors:
	Pending repurchase requests	5.2		%	1.8		%
	Repurchase requests received	—			0.6
	1 Comprised of $45 million and $152 million from the GSEs, and $3 million from non-agency investors at both March 31, 2015 and 2014, respectively.
	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.
	The following table summarizes the changes in the Company’s reserve for mortgage loan repurchases:
		Three Months Ended March 31
	(Dollars in millions)	2015			2014
	Balance, at beginning of period		$85			$78
	Repurchase (benefit)/provision	(2		)	5
	Charge-offs, net of recoveries	(1		)	—
	Balance, at end of period		$82			$83
	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.
	Notwithstanding the aforementioned agreements with Freddie Mac and Fannie Mae settling certain aspects of the Company's repurchase obligations, those institutions 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/(benefit) is recognized in mortgage production related income in the Consolidated Statements of Income.
	The following table summarizes the carrying value of the Company's outstanding repurchased mortgage loans at March 31, 2015 and December 31, 2014:
	(Dollars in millions)	March 31, 2015			December 31, 2014
	Performing repurchased mortgage LHFI		$270			$271
	Nonperforming repurchased mortgage LHFI	29			29
	Nonperforming repurchased mortgage LHFS	—			12
	Total carrying value of outstanding repurchased mortgage loans, net of ALLL		$299			$312
	In addition to representations and warranties related to loan sales, 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 normally retains servicing rights when loans are transferred; however, servicing rights are occasionally sold to third parties. When MSRs are sold, the Company makes representations and warranties related to servicing standards and obligations, and recognizes a liability for contingent losses separate from the reserve for mortgage loan repurchases, which totaled $25 million at both March 31, 2015 and December 31, 2014.
	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 is recorded as an other liability, measured at the fair value of the contingent payments, which totaled $21 million and $27 million at March 31, 2015 and December 31, 2014, respectively.
	Visa
	The Company issues credit and debit transactions through Visa and MasterCard. The Company is a defendant, along with Visa and MasterCard (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, shares of Visa common stock were issued to its financial institution members and the Company received its proportionate number of shares of Visa Inc. common stock, which were subsequently converted to Class B shares of Visa Inc. upon completion of Visa’s IPO in 2008. A provision of the original Visa By-Laws, which was restated in Visa's certificate of incorporation, contains a general indemnification provision between a Visa member and Visa that explicitly provides that 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. 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. 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 fair value of the derivative liability was approximately $8 million and $5 million at March 31, 2015 and December 31, 2014, respectively; however, the ultimate impact to the Company could be significantly different based on the outcome of the Litigation.
	Tax Credit Investments Sold
	STCC, 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. STCC 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, 2015, STCC had four transactions outstanding that contain guarantee provisions stating that STCC will make payment to the outside investors if the tax credits become ineligible. STCC 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, 2015, the maximum potential amount that STCC could be obligated to pay under these guarantees is $19 million; however, STCC can seek recourse against the general partner. Additionally, STCC can seek reimbursement from cash flow and residual values of the underlying affordable housing properties, provided that the properties retain value. At March 31, 2015 and December 31, 2014, an immaterial amount was accrued related to the obligation to deliver tax credits, and was recorded in other liabilities in the Consolidated Balance Sheets.

Derivative_Financial_Instrumen

Derivative Financial Instruments	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Financial Instruments	NOTE 13 - 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 methodology 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 derivative instruments and trading liabilities and derivative instruments. 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 Derivative Instruments
	Derivatives expose the Company to counterparty credit risk if counterparties to the derivative contracts do not perform as expected. 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 legally enforceable industry standard master netting agreement, and depending on the nature of the derivative, bilateral collateral agreements. The Company and its subsidiaries are subject to OTC derivative clearing requirements, which require certain derivatives to be cleared through central clearing members in which the Company is required to post initial margin. 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 the net market value is positive, then the counterparty asset value also reflects held collateral. At March 31, 2015, these net derivative asset positions were $1.2 billion, representing the $1.8 billion of derivative net gains adjusted for cash and other collateral of $602 million that the Company held in relation to these gain positions. At December 31, 2014, net derivative asset positions were $1.1 billion, representing $1.5 billion of derivative net gains, adjusted for cash and other collateral of $386 million 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, commodity prices, or implied volatility, has on the value of a derivative. Under an established risk governance framework, the Company comprehensively 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. Other tools and risk measures are also used to actively manage derivatives risk including scenario analysis and stress testing.
	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 purposes of determining the CVA, the Company incorporates market-based views of counterparty default probabilities derived from observed credit spreads in the CDS market when data of acceptable quality was available. For purposes of estimating the Company’s own credit risk on derivative liability positions, the DVA, the Company utilizes market-based probabilities of default from observed credit spreads of Company-specific CDS. Additionally, counterparty exposure is evaluated by offsetting derivatives positions that are subject to legally enforceable master netting arrangements, as well as by considering the amount of marketable collateral securing the positions. All counterparties and defined exposure limits are explicitly approved under established internal policies and procedures. Counterparties are regularly reviewed and appropriate action is taken to adjust the exposure to certain counterparties as necessary. The Company adjusted the net fair value of its derivative contracts for estimates of net counterparty credit risk by approximately $3 million and $7 million at March 31, 2015 and December 31, 2014, 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 $1.2 billion and $1.1 billion in fair value at March 31, 2015 and December 31, 2014, respectively, 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, 2015, the Bank carried senior long-term debt ratings of A3/A-/BBB+ from Moody’s, S&P, and Fitch, respectively. At March 31, 2015, ATEs have been triggered for less than $1 million in fair value liabilities. The maximum additional liability that could be triggered from ATEs was approximately $29 million at March 31, 2015. At March 31, 2015, $1.2 billion in fair value of derivative liabilities were subject to CSAs, against which the Bank has posted $1.1 billion in collateral, primarily in the form of cash. At March 31, 2015, if requested by the counterparty pursuant to the terms of the CSA, the Bank would be required to post additional collateral of approximately $22 million against these contracts if the Bank were downgraded to Baa3/BBB-. 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, 2015 and December 31, 2014. 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, 2015 and December 31, 2014. 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 derivative instruments or trading liabilities and derivative instruments 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-15
		Asset Derivatives									Liability Derivatives
	(Dollars in millions)		Notional				Fair				Notional				Fair
			Amounts				Value				Amounts				Value
	Derivative instruments designated in cash flow hedging relationships 1
	Interest rate contracts hedging floating rate loans			$16,800				$173				$—				$—
	Derivative instruments designated in fair value hedging relationships 2
	Interest rate contracts hedging fixed rate debt		4,700				48				600				—
	Interest rate contracts hedging brokered CDs		30				—				—				—
	Total		4,730				48				600				—
	Derivative instruments not designated as hedging instruments 3
	Interest rate contracts hedging:
	MSRs		7,379				280				11,891				86
	LHFS, IRLCs 4		2,435				9				4,528				24
	Trading activity 5		62,171				2,554				62,002				2,371
	Foreign exchange rate contracts hedging trading activity		2,838				174				2,899				168
	Credit contracts hedging:
	Loans		—				—				310				4
	Trading activity 6		2,564				23				2,771				24
	Equity contracts hedging trading activity 5		21,462				2,671				27,822				2,953
	Other contracts:
	IRLCs and other 7		3,436				45				122				8
	Commodities		443				90				438				90
	Total		102,728				5,846				112,783				5,728
	Total derivative instruments			$124,258				$6,067				$113,383				$5,728
	Total gross derivative instruments, before netting							$6,067								$5,728
	Less: Legally enforceable master netting agreements						(4,062		)						(4,062		)
	Less: Cash collateral received/paid						(530		)						(1,114		)
	Total derivative instruments, after netting							$1,475								$552
	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 $576 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 $10.4 billion and $554 million of notional amounts related to interest rate futures and equity futures, respectively. These futures contracts settle in cash daily, one day in arrears. The derivative asset or liability associated with the one day lag are included in the fair value column of this table. Amounts also include notional amounts related to interest rate swaps hedging fixed rate debt.
	6 Asset and liability amounts each include $7 million and $4 million of notional amounts 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 $49 million 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. See Note 12, “Guarantees” for additional information.
		December 31, 2014
		Asset Derivatives									Liability Derivatives
	(Dollars in millions)		Notional				Fair				Notional				Fair
			Amounts				Value				Amounts				Value
	Derivative instruments designated in cash flow hedging relationships 1
	Interest rate contracts hedging floating rate loans			$18,150				$208				$2,850				$8
	Derivative instruments designated in fair value hedging relationships 2
	Interest rate contracts hedging fixed rate debt		2,700				30				2,600				1
	Interest rate contracts hedging brokered CDs		30				—				—				—
	Total		2,730				30				2,600				1
	Derivative instruments not designated as hedging instruments 3
	Interest rate contracts hedging:
	MSRs		5,172				163				8,807				30
	LHFS, IRLCs 4		1,840				4				4,923				23
	Trading activity 5		61,049				2,405				61,065				2,225
	Foreign exchange rate contracts hedging trading activity		2,429				104				2,414				100
	Credit contracts hedging:
	Loans		—				—				392				5
Trading activity 6		2,282				20				2,452				20
Equity contracts hedging trading activity 5		21,875				2,809				28,128				3,090
Other contracts:
IRLCs and other 7		2,231				25				139				5
Commodities		381				71				374				70
Total		97,259				5,601				108,694				5,568
Total derivative instruments			$118,139				$5,839				$114,144				$5,577
Total gross derivative instruments, before netting							$5,839								$5,577
Less: Legally enforceable master netting agreements						(4,083		)						(4,083		)
Less: Cash collateral received/paid						(449		)						(1,032		)
Total derivative instruments, after netting							$1,307								$462
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 $791 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 $10.3 billion and $563 million of notional amounts related to interest rate futures and equity futures, respectively. 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. Amounts also include notional amounts related to interest rate swaps hedging fixed rate debt.
6 Asset and liability amounts both include $4 million of notional amounts 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 $49 million 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. See Note 12, “Guarantees” for additional information.
Impact of Derivative Instruments 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 are presented below. The impacts are segregated between derivatives that are designated in hedge accounting 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, 2015
(Dollars in millions)	Amount of				Classification of gain		Amount of
	pre-tax gain				reclassified		pre-tax gain
	recognized in OCI on Derivatives				from AOCI into Income		reclassified from AOCI
	(Effective Portion)				(Effective Portion)		into Income
							(Effective Portion)
Derivative instruments in cash flow hedging relationships:
Interest rate contracts hedging floating rate loans 1		$125			Interest and fees on loans			$35
1 During the three months ended March 31, 2015, the Company also reclassified $19 million of 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 consistent with the pattern of net cash flows expected to be recognized.
	Three Months Ended March 31, 2015
(Dollars in millions)	Amount of gain				Amount of loss				Amount of gain/(loss)
	on Derivatives				on related Hedged Items				recognized in Income
	recognized in Income				recognized in Income				on Hedges
									(Ineffective Portion)
Derivative instruments in fair value hedging relationships:
Interest rate contracts hedging fixed rate debt 1		$14				($14	)			$—
Interest rate contracts hedging brokered CDs 1	—				—				—
Total		$14				($14	)			$—
1 Amounts are recognized in trading income in the Consolidated Statements of Income.
(Dollars in millions)	Classification of (loss)/gain		Amount of (loss)/gain
	recognized in Income on Derivatives		recognized in Income
			on Derivatives during the
			Three Months Ended March 31, 2015
Derivative instruments not designated as hedging instruments:
Interest rate contracts hedging:
MSRs	Mortgage servicing related income			$88
LHFS, IRLCs	Mortgage production related income		(43		)
Trading activity	Trading income		15
Foreign exchange rate contracts hedging trading activity	Trading income		56
Credit contracts hedging trading activity	Trading income		6
Equity contracts hedging trading activity	Trading income		3
Other contracts - IRLCs	Mortgage production related income		81
Total				$206
	Three Months Ended March 31, 2014
(Dollars in millions)	Amount of				Classification of gain		Amount of
	pre-tax gain				reclassified		pre-tax gain
	recognized in OCI				from AOCI into Income		reclassified from AOCI
	on Derivatives				(Effective Portion)		into Income
	(Effective Portion)						(Effective Portion)
Derivative instruments in cash flow hedging relationships:
Interest rate contracts hedging floating rate loans 1		$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 consistent with the pattern of net cash flows expected to be recognized.
	Three Months Ended March 31, 2014
(Dollars in millions)	Amount of gain on Derivatives recognized in Income				Amount of loss on related Hedged Items				Amount of gain/(loss )recognized in Income
					recognized in Income				on Hedges
									(Ineffective Portion)
Derivative instruments in fair value hedging relationships:
Interest rate contracts hedging fixed rate debt 1		$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
Derivative instruments not designated as hedging instruments:
Interest rate contracts hedging:
MSRs	Mortgage servicing related income			$55
LHFS, IRLCs	Mortgage production related income		(34		)
Trading activity	Trading income		14
Foreign exchange rate contracts hedging trading activity	Trading income		5
Credit contracts hedging trading activity	Trading income		4
Equity contracts hedging trading activity	Trading income		1
Other contracts - IRLCs	Mortgage production related income		60
Total				$105
Netting of Derivative Instruments
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 Financing Activities." The Company enters into ISDA or other legally enforceable industry standard master netting agreements with derivative counterparties. Under the terms of the master netting agreements, 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 following tables present total gross derivative instrument assets and liabilities at March 31, 2015 and December 31, 2014, which are adjusted to reflect the effects of legally enforceable master netting agreements and cash collateral received or paid on the net amount reported in the Consolidated Balance Sheets. Also included in the tables are 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 instrument assets and liabilities to derive net derivative instrument assets and liabilities. These amounts are limited to the derivative asset/liability balance, and accordingly, do not include excess collateral received/pledged.
(Dollars in millions)	Gross				Amount				Net Amount				Held/Pledged				Net
	Amount				Offset				Presented in				Financial				Amount
									Consolidated				Instruments
									Balance Sheets
31-Mar-15
Derivative instrument assets:
Derivatives subject to master netting arrangement or similar arrangement		$5,408				$4,172				$1,236				$72				$1,164
Derivatives not subject to master netting arrangement or similar arrangement	45				—				45				—				45
Exchange traded derivatives	614				420				194				—				194
Total derivative instrument assets		$6,067				$4,592				$1,475		1		$72				$1,403
Derivative instrument liabilities:
Derivatives subject to master netting arrangement or similar arrangement		$5,185				$4,756				$429				$27				$402
Derivatives not subject to master netting arrangement or similar arrangement	119				—				119				—				119
Exchange traded derivatives	424				420				4				—				4
Total derivative instrument liabilities		$5,728				$5,176				$552		2		$27				$525
December 31, 2014
Derivative instruments assets:
Derivatives subject to master netting arrangement or similar arrangement		$5,127				$4,095				$1,032				$63				$969
Derivatives not subject to master netting arrangement or similar arrangement	25				—				25				—				25
Exchange traded derivatives	687				437				250				—				250
Total derivative instrument assets		$5,839				$4,532				$1,307		1		$63				$1,244
Derivative instrument liabilities:
Derivatives subject to master netting arrangement or similar arrangement		$5,001				$4,678				$323				$12				$311
Derivatives not subject to master netting arrangement or similar arrangement	133				—				133				—				133
Exchange traded derivatives	443				437				6				—				6
Total derivative instrument liabilities		$5,577				$5,115				$462		2		$12				$450
1 At March 31, 2015, $1.5 billion, net of $530 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
At December 31, 2014, $1.3 billion, net of $449 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
2 At March 31, 2015, $552 million, net of $1.1 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2014, $462 million, net of $1.0 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets.
Credit Derivative Instruments
As part of SunTrust's 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 settle net cash 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, 2015 and December 31, 2014, 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, 2015, the Company did not have any material risk of making a non-recoverable payment on any written CDS. During 2015 and 2014, 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, 2015 and December 31, 2014, the written CDS had remaining terms of five years and four years, respectively. The fair values of written CDS were $3 million and $1 million at March 31, 2015 and December 31, 2014, respectively. The maximum guarantees outstanding at March 31, 2015 and December 31, 2014, as measured by the gross notional amounts of written CDS, were $284 million and $20 million, respectively, which represent the curtailment of a mirror purchase CDS positions. At March 31, 2015 and December 31, 2014, the gross notional amounts of purchased CDS contracts were $494 million and $190 million, respectively. The fair values of purchased CDS were $9 million and $5 million at March 31, 2015 and December 31, 2014, 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. There were $2.3 billion of outstanding TRS notional balances at both March 31, 2015 and December 31, 2014. The fair values of the TRS assets and liabilities at March 31, 2015 were $20 million and $15 million, respectively, and related collateral held at March 31, 2015 was $381 million. The fair values of the TRS assets and liabilities at December 31, 2014 were $19 million and $14 million, respectively, and related collateral held at December 31, 2014 was $373 million. For additional information on the Company's TRS contracts, see Note 8, "Certain Transfers of Financial Assets and Variable Interest Entities."
The Company writes risk participations, which are credit derivatives, whereby the Company has guaranteed payment to a dealer counterparty in the event 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 derivative directly with the obligors. The obligors are all corporations or partnerships. The Company continues to monitor the creditworthiness of the 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, 2015, the remaining terms on these risk participations generally ranged from zero to eight years, with a weighted average on the maximum estimated exposure of five 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 $31 million at both March 31, 2015 and December 31, 2014. The fair values of the written risk participations were immaterial at both March 31, 2015 and December 31, 2014. As part of its trading activities, the Company may enter into purchased risk participations to mitigate credit exposure to a derivative counterparty.
Cash Flow Hedging Instruments
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, 2015, the hedge maturities for hedges of floating rate loans ranged from zero to five years, with the weighted average being 2.5 years. Ineffectiveness on these hedges was immaterial for all periods presented. At March 31, 2015, $208 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 Hedging Instruments
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 expense. 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 Instruments and Trading Activities
In addition to designated hedge accounting relationships, the Company also enters into derivatives as an end user 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.
The Company utilizes interest rate derivatives to mitigate exposures from various instruments, including:
•	MSRs. The Company hedges these instruments with a combination of mortgage and interest rate derivatives, including forward and option contracts, futures, and forward rate agreements.
•	IRLCs and mortgage LHFS. The Company hedges these instruments using forward contracts, futures, and option contracts.
The Company is exposed to volatility and changes in foreign exchange rates associated with certain commercial loans. To hedge against this foreign exchange rate risk, the Company enters into foreign exchange rate contracts that provide for the future receipt and delivery of foreign currency at previously agreed-upon terms.
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 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 (predominantly 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.

Fair_Value_Election_and_Measur

Fair Value Election and Measurement	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Fair Value Election and Measurement	NOTE 14 - FAIR VALUE ELECTION AND MEASUREMENT
	The Company measures certain assets and liabilities at fair value, which are classified as level 1, 2, or 3 within the fair value hierarchy, as shown below, on the basis of whether the measurement employs observable or unobservable inputs. Observable inputs reflect market data obtained from independent sources, while unobservable inputs reflect the Company’s own assumptions taking into account information about market participant assumptions that is readily available.
	•	Level 1: Quoted prices for identical instruments in active markets.
	•	Level 2: Quoted prices for similar instruments in active markets; quoted prices for identical or similar instruments in markets that are not active; and model-derived valuations in which all significant inputs and significant value drivers are observable in active markets.
	•	Level 3: Valuations derived from valuation techniques in which one or more significant inputs or significant value drivers are unobservable.
	Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The Company’s recurring fair value measurements are based on a requirement to measure such assets and liabilities at fair value or the Company’s election to measure certain financial assets and liabilities at fair value. Assets and liabilities that are required to be measured 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 measure at fair value on a recurring basis include MSRs and certain LHFS, LHFI, trading loans, and issuances of fixed rate debt.
	The Company elects to measure certain assets and liabilities at fair value to more accurately align its financial performance with the economic value of actively traded or hedged assets or liabilities. The use of fair value also enables the Company to mitigate 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 the Company’s balance sheet.
	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 an 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 identical or similar securities, market indices, and pricing matrices. When observable market prices for the asset or liability are not available, the Company employs various modeling techniques, such as discounted cash flow analyses to estimate fair value. Models used to produce material financial reporting information are validated prior to use and following any material change in methodology. Their performance is monitored quarterly, and any material deterioration in model performance is addressed. This review is performed by an internal group that reports to the Corporate Risk Function.
	The Company has formal processes and controls in place to support the appropriateness of its fair value estimates. For fair values obtained from a third party, or those that include certain trader estimates of fair value, there is an independent price validation function that provides oversight for these 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 evaluates this pricing information from both a qualitative and quantitative perspective and determines whether any pricing differences exceed acceptable thresholds. If these thresholds are exceeded, the Company assesses differences in valuation approaches used, which may include contacting a pricing service to gain further insight into the valuation of a particular security or class of securities to resolve the pricing variance, which could include an adjustment to the price used for financial reporting purposes.
	The Company classifies instruments within level 2 in the fair value hierarchy when it determines that external pricing sources estimated fair value using prices for similar instruments trading in active markets. A wide range of quoted values from pricing sources may imply a reduced level of market activity and indicate that significant adjustments to price indications have been made. In such cases, the Company evaluates whether the asset or liability should be classified as level 3.
	Determining whether to classify an instrument as level 3 involves judgment and is based on a variety of subjective factors, including whether a market is inactive. A market is considered inactive if significant decreases in the volume and level of activity for the asset or liability have been observed. In making this determination the Company evaluates the number of recent transactions in either the primary or secondary market, whether price quotations are current, the nature of market participants, the variability of price quotations, the breadth of bid/ask spreads, declines in (or the absence of) new issuances, and the availability of public information. When a market is determined to be inactive, significant adjustments may be made to price indications when estimating fair value. In making these adjustments the Company seeks to employ assumptions a market participant would use to value the asset or liability, including consideration of illiquidity in the referenced market.
	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 for which fair value has been elected.
		31-Mar-15
		Fair Value Measurements
	(Dollars in millions)	Level 1			Level 2				Level 3				Netting			Assets/Liabilities
													Adjustments 1			at Fair Value
	Assets
	Trading assets and derivative instruments:
	U.S. Treasury securities		$451			$—				$—				$—			$451
	Federal agency securities	—			327				—				—			327
	U.S. states and political subdivisions	—			100				—				—			100
	MBS - agency	—			575				—				—			575
	CLO securities	—			3				—				—			3
	Corporate and other debt securities	—			646				—				—			646
	CP	—			239				—				—			239
	Equity securities	46			—				—				—			46
	Derivative instruments	615			5,407				45				(4,592		)	1,475
	Trading loans	—			2,733				—				—			2,733
	Total trading assets and derivative instruments	1,112			10,030				45				(4,592		)	6,595
	Securities AFS:
	U.S. Treasury securities	2,145			—				—				—			2,145
	Federal agency securities	—			476				—				—			476
	U.S. states and political subdivisions	—			186				6				—			192
	MBS - agency	—			22,952				—				—			22,952
	MBS - private	—			—				119				—			119
	ABS	—			—				21				—			21
	Corporate and other debt securities	—			34				5				—			39
	Other equity securities 2	201			—				616				—			817
	Total securities AFS	2,346			23,648				767				—			26,761
	Residential LHFS	—			2,073				4				—			2,077
	LHFI	—			—				268				—			268
	MSRs	—			—				1,181				—			1,181
	Liabilities
	Trading liabilities and derivative instruments:
	U.S. Treasury securities	614			—				—				—			614
	Federal agency securities	—			2				—				—			2
	MBS - agency	—			3				—				—			3
	Corporate and other debt securities	—			288				—				—			288
	Derivative instruments	425			5,295				8				(5,176		)	552
	Total trading liabilities and derivative instruments	1,039			5,588				8				(5,176		)	1,459
	Long-term debt	—			1,281				—				—			1,281
	Other liabilities 3	—			—				21				—			21
	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 $207 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $201 million in mutual fund investments, and $7 million of other.
	3 Includes contingent consideration obligations related to acquisitions.
		December 31, 2014
		Fair Value Measurements
	(Dollars in millions)	Level 1			Level 2				Level 3				Netting			Assets/Liabilities
													Adjustments 1			at Fair Value
	Assets
	Trading assets and derivative instruments:
	U.S. Treasury securities		$267			$—				$—				$—			$267
	Federal agency securities	—			547				—				—			547
U.S. states and political subdivisions	—			42				—				—			42
MBS - agency	—			545				—				—			545
CLO securities	—			3				—				—			3
Corporate and other debt securities	—			509				—				—			509
CP	—			327				—				—			327
Equity securities	45			—				—				—			45
Derivative instruments	688			5,126				25				(4,532		)	1,307
Trading loans	—			2,610				—				—			2,610
Total trading assets and derivative instruments	1,000			9,709				25				(4,532		)	6,202
Securities AFS:
U.S. Treasury securities	1,921			—				—				—			1,921
Federal agency securities	—			484				—				—			484
U.S. states and political subdivisions	—			197				12				—			209
MBS - agency	—			23,048				—				—			23,048
MBS - private	—			—				123				—			123
ABS	—			—				21				—			21
Corporate and other debt securities	—			36				5				—			41
Other equity securities 2	138			—				785				—			923
Total securities AFS	2,059			23,765				946				—			26,770
Residential LHFS	—			1,891				1				—			1,892
LHFI	—			—				272				—			272
MSRs	—			—				1,206				—			1,206
Liabilities
Trading liabilities and derivative instruments:
U.S. Treasury securities	485			—				—				—			485
MBS - agency	—			1				—				—			1
Corporate and other debt securities	—			279				—				—			279
Derivative instruments	444			5,128				5				(5,115		)	462
Total trading liabilities and derivative instruments	929			5,408				5				(5,115		)	1,227
Long-term debt	—			1,283				—				—			1,283
Other liabilities 3	—			—				27				—			27
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 $376 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $138 million in mutual fund investments, and $7 million of other.
3 Includes contingent consideration obligations related to acquisitions.
The following tables present the difference between the aggregate fair value and the UPB of trading loans, LHFS, LHFI, 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 in nonaccrual status.
(Dollars in millions)	Aggregate Fair Value at March 31, 2015			Aggregate UPB under FVO at March 31, 2015				Fair Value
								Over/(Under)
								Unpaid Principal
Assets:
Trading loans		$2,733			$2,686				$47
LHFS	2,077			2,005				72
LHFI	265			274				(9		)
Nonaccrual	3			4				(1		)
Liabilities:
Long-term debt	1,281			1,176				105
(Dollars in millions)	Aggregate Fair Value at December 31, 2014			Aggregate UPB under FVO at December 31, 2014				Fair Value
								Over/(Under)
								Unpaid Principal
Assets:
Trading loans		$2,610			$2,589				$21
LHFS	1,891			1,817				74
Nonaccrual	1			1				—
LHFI	269			281				(12		)
Nonaccrual	3			5				(2		)
Liabilities:
Long-term debt	1,283			1,176				107
The following tables present the change in fair value during the three months ended March 31, 2015 and 2014 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 uses to mitigate the market-related risks associated with the financial instruments. Generally, the changes in the fair value of economic hedges are 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, 2015 for Items Measured at Fair Value
	Pursuant to Election of the FVO
(Dollars in millions)	Trading			Mortgage Production Related				Mortgage				Total Changes
	Income			Income 1				Servicing				in Fair Values
								Related				Included in
								Income				Current
												Period
												Earnings 2
Assets:
Trading loans		$4			$—				$—				$4
LHFS	—			12				—				12
LHFI	—			2				—				2
MSRs	—			1				(126		)		(125		)
Liabilities:
Long-term debt	1			—				—				1
1 Income related to LHFS does not include income from IRLCs. For the three months ended March 31, 2015, income related to MSRs includes mortgage servicing income recognized upon the sale of loans reported at LOCOM.
2 Changes in fair value for the three months ended March 31, 2015 exclude accrued interest for the period then ended. Interest income or interest expense on trading loans, LHFS, LHFI, 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, 2014 for Items Measured at Fair Value
	Pursuant to Election of the FVO
(Dollars in millions)	Trading			Mortgage Production Related				Mortgage				Total Changes
	Income			Income 1				Servicing				in Fair Values
								Related				Included in
								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 mortgage servicing income 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.
The following is a discussion of the valuation techniques and inputs used in estimating fair value measurements for assets and liabilities measured at fair value on a recurring basis and classified as level 2 or 3.
Trading Assets and Derivative Instruments 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 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 at March 31, 2015 and December 31, 2014 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, therefore these securities are priced at par.
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 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, information received from market participants and analysts, and/or changes in the underlying collateral performance. The Company continued to classify private MBS as level 3, as the Company believes that available 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.
CLO securities
The Company has a CLO preference share exposure valued at $3 million at March 31, 2015 based on pricing from observable trading activity for similar securities. Accordingly, the Company has classified these instruments as level 2.
Asset-Backed Securities
Level 3 ABS classified as securities AFS includes purchased interests in third party securitizations collateralized by home equity loans and 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, observable market data for these instruments is not available.
Commercial Paper
From time to time, the Company acquires 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 of Atlanta stock and Federal Reserve Bank of Atlanta stock, which are redeemable with the issuer at cost and cannot be traded in the market. As such, observable market data for these instruments is not 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 instruments
The Company holds derivative instruments for both trading purposes and risk management purposes.
Level 1 derivative instruments generally include exchange-traded futures or option contracts for which pricing is readily available. The Company’s level 2 instruments are predominantly OTC swaps, options, and forwards, measured using observable market assumptions for 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. The selection of valuation models 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.
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. To this end, the Company has evaluated liquidity premiums required 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. See Note 13, “Derivative Financial Instruments,” for additional information on the Company's derivative instruments.
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, 2015 and 2014, the Company transferred $60 million and $55 million, respectively, of net IRLCs out of level 3 as the associated loans were closed.
Trading loans
The Company engages in certain businesses whereby the election to measure 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, (ii) loans backed by the SBA, and (iii) the loan sales and trading business within the Company’s Wholesale Banking segment. See Note 8, "Certain Transfers of Financial Assets and Variable Interest Entities," and Note 13, “Derivative Financial Instruments,” for further discussion of this business. 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 used by the Company to value these loans. At both March 31, 2015 and December 31, 2014, the Company had outstanding $2.3 billion 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 measure these loans at fair value since they are actively traded. For the three months ended March 31, 2015 and 2014, the Company recognized an immaterial amount of gains in the Consolidated Statements of Income due to changes 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. At March 31, 2015 and December 31, 2014, $394 million and $284 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, 2015 and 2014 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 measure 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, 2015 and 2014, gains or losses the Company recognized in the Consolidated Statements of Income due to changes in fair value attributable to borrower-specific credit risk were immaterial. 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 markets 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 chooses to fair value these mortgage LHFI 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. The Company values these loans using a discounted cash flow approach based on assumptions that are generally not observable in 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.
Mortgage Servicing Rights
The Company records MSR assets at fair value using a discounted cash flow approach. The fair values of MSRs are impacted by a variety of factors, including prepayment assumptions, spreads, delinquency rates, contractually specified servicing fees, servicing costs, and underlying portfolio characteristics. The underlying assumptions and estimated values are corroborated by values received from independent third parties based on their review of the servicing portfolio, and comparisons to market transactions. Because these inputs are not transparent in market trades, MSRs are classified as level 3 assets. For additional information see Note 7, "Goodwill and Other Intangible Assets."
Liabilities
Trading liabilities and derivative instruments
Trading liabilities are primarily comprised of derivative contracts, but also include various contracts (primarily U.S. Treasury securities, 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 Derivative Instruments and Securities Available for Sale.”
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.
Long-term debt
The Company has elected to measure 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 offsetting derivative positions without having to apply hedge accounting, thus avoiding the complex and time consuming fair value hedge accounting requirements.
The Company’s public debt measured 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 a fixed to a floating rate. The estimated earnings impact from changes in credit spreads above U.S. Treasury rates were losses of $4 million and $17 million for the three months ended March 31, 2015 and 2014, respectively.
Other liabilities
The Company’s other liabilities that are measured 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-15							(weighted average)
Assets
Trading assets and derivative instruments:
Derivative instruments, net 2		$37		Internal model		Pull through rate		38-100% (74%)
						MSR value		38-217 bps (115 bps)
Securities AFS:
U.S. states and political subdivisions	6			Cost		N/A
MBS - private	119			Third party pricing		N/A
ABS	21			Third party pricing		N/A
Corporate and other debt securities	5			Cost		N/A
Other equity securities	616			Cost		N/A
Residential LHFS	4			Monte Carlo/Discounted cash flow		Option adjusted spread		162-165 bps (165 bps)
						Conditional prepayment rate		2-20 CPR (13 CPR)
						Conditional default rate		0-2 CDR (0.50 CDR)
LHFI	264			Monte Carlo/Discounted cash flow		Option adjusted spread		0-450 bps (283 bps)
						Conditional prepayment rate		4-35 CPR (14.25 CPR)
						Conditional default rate		0-5 CDR (1.75 CDR)
	4			Collateral based pricing		Appraised value		NM 4
MSRs	1,181			Monte Carlo/Discounted cash flow		Conditional prepayment rate		2-21 CPR (11 CPR)
						Option adjusted spread		(4)-40% (9%)
Liabilities
Other liabilities 3	21			Internal model		Loan production volume		0-150% (142%)
1 For certain assets and liabilities where 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 and includes the derivative liability associated with the Company's sale of Visa shares.
3 Input assumptions relate to the Company's contingent consideration obligations related to acquisitions. See Note 12, "Guarantees," for additional information.
4 Not meaningful.
	Level 3 Significant Unobservable Input Assumptions
(Dollars in millions)	Fair value December 31, 2014			Valuation Technique		Unobservable Input 1		Range
								(weighted average)
Assets
Trading assets and derivative instruments:
Derivative instruments, net 2		$20		Internal model		Pull through rate		40-100% (75%)
						MSR value		39-218 bps (107 bps)
Securities AFS:
U.S. states and political subdivisions	12			Cost		N/A
MBS - private	123			Third party pricing		N/A
ABS	21			Third party pricing		N/A
Corporate and other debt securities	5			Cost		N/A
Other equity securities	785			Cost		N/A
Residential LHFS	1			Monte Carlo/Discounted cash flow		Option adjusted spread		145-225 bps (157 bps)
						Conditional prepayment rate		1-30 CPR (15 CPR)
						Conditional default rate		0-3 CDR (0.75 CDR)
LHFI	269			Monte Carlo/Discounted cash flow		Option adjusted spread		0-450 bps (286 bps)
						Conditional prepayment rate		4-30 CPR (13.75 CPR)
						Conditional default rate		0-7 CDR (1.75 CDR)
	3			Collateral based pricing		Appraised value		NM 4
MSRs	1,206			Monte Carlo/Discounted cash flow		Conditional prepayment rate		2-47 CPR (11 CPR)
						Option adjusted spread		(1)-122% (10%)
Liabilities
Other liabilities 3	27			Internal model		Loan production volume		0-150% (107%)
1 For certain assets and liabilities where 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 and includes the derivative liability associated with the Company's sale of Visa shares.
3 Input assumptions relate to the Company's contingent consideration obligations related to acquisitions. See Note 12, "Guarantees," for additional information.
4 Not meaningful.
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 7, “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, 2015 and 2014.
	Fair Value Measurements
	Using Significant Unobservable Inputs
(Dollars in millions)	Beginning			Included				OCI				Purchases			Sales				Settlements			Transfers			Transfers		Transfers		Fair value March 31, 2015		Included in earnings (held at March 31, 2015) 1
	balance			in																		to/from			into		out of
	January 1,			earnings																		other			Level 3		Level 3
	2015																					balance sheet
																						line items
Assets
Trading assets:
Derivative instruments, net		$20			$77		2		$—				$—			$—				$—			($60	)		$—		$—		$37		($4	)	2
Securities AFS:
U.S. states and political subdivisions	12			—				—				—			—				(6		)	—			—		—		6		—
MBS - private	123			—				1				—			—				(5		)	—			—		—		119		—
ABS	21			—				—				—			—				—			—			—		—		21		—
Corporate and other debt securities	5			—				—				—			—				—			—			—		—		5		—
Other equity securities	785			—				—				21			—				(190		)	—			—		—		616		—
Total securities AFS	946			—				1			3	21			—				(201		)	—			—		—		767		—
Residential LHFS	1			—				—				—			(3		)		—			—			6		—		4		—
LHFI	272			3			4	—				—			—				(9		)	—			2		—		268		2			4
Liabilities
Other liabilities	27			4			5	—				—			—				(10		)	—			—		—		21		—
1 Change in unrealized gains/(losses) included in earnings during the period related to financial assets still held at March 31, 2015.
2 Includes issuances, fair value changes, and expirations and are recognized in mortgage production related income.
3 Amount recognized in OCI is included in change in net unrealized gains on securities AFS, net of tax.
4 Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in trading income.
5 Amounts included in earnings are recognized in other noninterest expense.
	Fair Value Measurements
	Using Significant Unobservable Inputs
(Dollars in	Beginning			Included				OCI				Purchases			Sales				Settlements			Transfers			Transfers		Transfers		Fair value March 31, 2014		Included in earnings (held at March 31, 2014) 1
millions)	balance			in																		to/from other			into		out of
	January 1,			earnings																		balance sheet			Level 3		Level 3
	2014																					line items
Assets
Trading assets and derivatives:
CDO/CLO securities		$54			$11		3		$—				$—			($65	)			$—			$—			$—		$—		$—		$—
ABS	6			1			3	—				—			(7		)		—			—			—		—		—		—
Derivative instruments, net	5			60			2	—				—			—				1			(55		)	—		—		11		—
Total trading assets and derivative instruments	65			72				—				—			(72		)		1			(55		)	—		—		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	26			—				—				—			—				—			—			—		—		26		—
1 Change in unrealized gains/(losses) included in earnings for the period related to financial assets still held at March 31, 2014.
2 Includes 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.
5 Amounts recognized in OCI are included in change in net unrealized gains on securities AFS, net of tax.
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 gains/(losses) recognized on assets still held at period end and measured at fair value on a non-recurring basis for the three months ended March 31, 2015 and for the year ended December 31, 2014. Adjustments to fair value generally result from the application of LOCOM or through write-downs of individual assets. The tables do not reflect changes in fair value attributable to economic hedges the Company may have used to mitigate interest rate risk associated with LHFS and MSRs.
(Dollars in millions)	31-Mar-15			Level 1				Level 2				Level 3			Gains/(Losses) for the Three Months Ended March 31, 2015
LHFS		$41			$—				$—				$41			$1
LHFI	6			—				—				6			—
OREO	17			—				—				17			(3		)
Other assets	5			—				—				5			—
(Dollars in millions)	December 31, 2014			Level 1				Level 2				Level 3			Losses for the
															Year Ended
															31-Dec-14
LHFS		$1,108			$121				$45				$942			($6	)
LHFI	24			—				—				24			—
OREO	29			—				1				28			(6		)
Affordable housing	77			—				—				77			(21		)
Other assets	225			—				216				9			(64		)
Discussed below are the valuation techniques and inputs used in developing fair value measurements for assets measured at fair value on a non-recurring basis and classified as level 2 or 3.
Loans Held for Sale
At March 31, 2015, level 3 LHFS consisted of tax-exempt municipal leases as the Company elected to actively market these loans for sale. At December 31, 2014 level 1 LHFS consisted of commercial and industrial loans and level 2 assets consisted primarily of agency and non-agency residential mortgages, which were measured using observable collateral valuations, and corporate loans, all of which are accounted for at LOCOM. Level 3 assets at December 31, 2014 consisted primarily of indirect auto loans and tax-exempt municipal leases that incurred non-recurring fair value adjustments upon being transferred to LHFS, as the Company elected to actively market these loans for sale. These loans were valued consistent with the methodology discussed in the Recurring Fair Value Measurement section of this footnote.
Loans Held for Investment
At March 31, 2015 and December 31, 2014, LHFI consisted primarily of consumer and residential real estate loans discharged in Chapter 7 bankruptcy that had not been reaffirmed by the borrower, as well as 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, 2015 or the year ended December 31, 2014 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. Impairment is recognized if the carrying amount of the property exceeds its fair value.
During the first quarter of 2015, the Company did not recognize impairment on any of its affordable housing properties. During the first quarter of 2014, the Company decided to actively market for sale certain consolidated affordable housing properties, and accordingly, recognized an initial 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 and were considered level 3. Subsequently during 2014, the Company recognized recoveries of $15 million on these affordable housing properties as a result of increased estimated net realizable values. Additionally, the Company recognized an $18 million recovery during the three months ended March 31, 2015 on the sale of legacy affordable housing investments that had previously incurred carrying value adjustments in 2014.
Other Assets
Other assets consist of other repossessed assets, assets under operating leases where the Company is the lessor, land held for sale, and equity method investments.
Other repossessed assets consist of repossessed personal property that is measured at fair value less cost to sell. These assets are considered level 3 as their fair value is determined based on a variety of subjective unobservable factors. During the three months ended March 31, 2015, no losses were recognized by the Company on other repossessed assets as the impairment charges on repossessed personal property are a component of the ALLL.
The Company monitors the fair value of assets under operating leases where the Company is the lessor and recognizes impairment on the leased asset 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, recent sales data from industry equipment dealers, and 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. No impairment charges attributable to the fair value of various personal property under operating leases were recognized during the three months ended March 31, 2015. During the year ended December 31, 2014, the Company recognized impairment charges of $59 million attributable to the fair value of various personal property under operating leases.
Land held for sale is recorded at the lesser of carrying value or fair value less cost to sell. Land held for sale is considered level 2 as its fair value is determined based on market comparables and broker opinions. No impairment charges were recognized on land held for sale during the three months ended March 31, 2015. The Company recognized $5 million in impairment charges on land held for sale during the year ended December 31, 2014.
Fair Value of Financial Instruments
The measured amounts and fair values of the Company’s financial instruments are as follows:
	March 31, 2015							Fair Value Measurement Using
(Dollars in millions)	Measured			Fair				Level 1				Level 2			Level 3
	Amount			Value
Financial assets:
Cash and cash equivalents		$7,738			$7,738				$7,738				$—			$—		(a)
Trading assets and derivative instruments	6,595			6,595				1,112				5,438			45			(b)
Securities AFS	26,761			26,761				2,346				23,648			767			(b)
LHFS	3,404			3,423				—				2,182			1,241			(c)
LHFI, net	130,487			126,722				—				543			126,179			(d)
Financial liabilities:
Deposits	144,423			144,414				—				144,414			—			(e)
Short-term borrowings	4,582			4,582				—				4,582			—			(f)
Long-term debt	13,012			13,070				—				12,424			646			(f)
Trading liabilities and derivative instruments	1,459			1,459				1,039				412			8			(b)
	December 31, 2014							Fair Value Measurement Using
(Dollars in millions)	Measured			Fair				Level 1				Level 2			Level 3
	Amount			Value
Financial assets:
Cash and cash equivalents		$8,229			$8,229				$8,229				$—			$—		(a)
Trading assets and derivative instruments	6,202			6,202				1,000				5,177			25			(b)
Securities AFS	26,770			26,770				2,059				23,765			946			(b)
LHFS	3,232			3,240				—				2,063			1,177			(c)
LHFI, net	131,175			126,855				—				545			126,310			(d)
Financial liabilities:
Deposits	140,567			140,562				—				140,562			—			(e)
Short-term borrowings	9,186			9,186				—				9,186			—			(f)
Long-term debt	13,022			13,056				—				12,398			658			(f)
Trading liabilities and derivative instruments	1,227			1,227				929				293			5			(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, which are reasonable estimates of fair value due to the relatively short period to maturity of the instruments.
(b)	Trading assets and derivative instruments, securities AFS, and trading liabilities and derivative instruments 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, quoted market prices of similar instruments. Refer to the LHFS section within this footnote for further discussion. When 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 nonexistent requires significant judgment.
Generally, the Company measures fair value for LHFI based on estimated future discounted cash flows using current origination rates for loans with similar terms and credit quality, which derived an estimated value of 100% on the loan portfolio’s net carrying value at both March 31, 2015 and December 31, 2014. The value derived from origination rates likely does not represent an exit price; therefore, an incremental market risk and liquidity discount was applied when estimating the fair value of these loans. 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.
(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 approach 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.
(f)	Fair values for short-term borrowings and certain long-term debt are based on quoted market prices for similar instruments or estimated discounted cash flows utilizing the Company’s current incremental borrowing rate for similar types of instruments. For long-term debt that the Company measures 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, the Company reviews 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, 2015 and December 31, 2014, the Company had $57.6 billion and $56.5 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 $61 million and $59 million at March 31, 2015 and December 31, 2014, 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, 2015
Commitments and Contingencies Disclosure [Abstract]
Contingencies	NOTE 15 – 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 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. These factors make it difficult for the Company to 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 Company's financial statements at March 31, 2015 reflect the Company's current best estimate of probable losses associated with these matters, including costs to comply with various settlement agreements, where applicable. 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 reasonably possible and reasonably estimable, management currently estimates the aggregate range of reasonably possible losses as $0 to approximately $170 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 available at March 31, 2015. 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 of operations, 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 and MasterCard, 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. In one of these individual actions, the plaintiffs have settled with the third party and, upon finalization of that settlement, will be able to appeal the dismissal of their state law claims.
	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 February 3, 2015, the parties agreed to a settlement of this matter which was preliminarily approved by the Court on March 13, 2015. If finally approved by the Court, this settlement will resolve all remaining claims against STRH.
	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 incurred such overdraft fees within the four years before the complaint was filed 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. On March 30, 2015, this appeal was denied by the Georgia Court of Appeals.
	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.
	On April 14, 2011, the U.S. Court of Appeals for the Eleventh Circuit (“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. Subsequent to the filing of this appeal, the U.S. Supreme Court decided Fifth Third Bancorp v. Dudenhoeffer, which held that employee stock ownership plan fiduciaries receive no presumption of prudence with respect to employer stock plans. The Eleventh Circuit has remanded the case back to the District Court for further proceedings in light of Dudenhoeffer. Defendants currently have a motion to dismiss pending with the District Court.
	Mutual Funds Class Actions
	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 plaintiffs purport 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 seek 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, plaintiffs 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 naming 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 plaintiffs' counsel filed a motion for reconsideration with the Eleventh Circuit. On August 26, 2014, plaintiffs in the original action filed a Motion for Consolidation of Appeals requesting that the Court consider this appeal jointly with the appeal in the second action. This motion was granted on October 9, 2014 and plaintiffs filed their consolidated appeal on December 16, 2014.
	On June 27, 2014, the Company and certain current and former officers, directors, and employees of the Company were named in another putative class action alleging breach of fiduciary duties associated with the inclusion of STI Classic Mutual Funds as investment options in the Plan. This case, Brown, et al. v. SunTrust Banks, Inc., et al., was filed in the U.S. District Court for the District of Columbia. On September 3, 2014, the U.S. District Court for the District of Columbia issued an order transferring the case to the U.S. District Court for the Northern District of Georgia. On November 12, 2014, the Court granted plaintiffs’ motion to stay this case until the U.S. Supreme Court issues a decision in Tibble v. Eidson International. A decision is expected in Tibble by the end of June 2015.
	Intellectual Ventures II v. SunTrust Banks, Inc. and SunTrust Bank
	This action was filed in the U.S. District Court for the Northern District of Georgia on July 24, 2013. Plaintiff alleges that SunTrust violates one or more of several patents held by plaintiff in connection with SunTrust’s provision of online banking services and other systems and services. Plaintiff seeks damages for alleged patent infringement of an unspecified amount, as well as attorney’s fees and expenses. The matter was stayed on October 7, 2014 pending inter partes review of a number of the claims asserted against SunTrust.
	Consent Order with the Federal Reserve
	On April 13, 2011, SunTrust, SunTrust Bank, and STM entered into a Consent Order with the FRB in which SunTrust, 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. SunTrust continues its engagement with the FRB and to demonstrate compliance with its commitments under the Consent Order.
	On July 25, 2014, the FRB imposed a $160 million civil money penalty 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 Company expects to satisfy the entirety of this assessed penalty 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, 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 the second quarter of 2014, STM and the U.S., through the DOJ, HUD, and Attorneys General for several states reached a final settlement agreement related to the National Mortgage Servicing Settlement and HUD's investigation of STM's FHA origination practices. SunTrust filed the settlement agreement as Exhibit 10.3 to the 10-Q for the quarterly period ended June 30, 2014. The settlement agreement became effective on September 30, 2014 when the court entered the Consent Judgment. Pursuant to the settlements, STM made $468 million in cash payments and committed to provide $500 million of consumer relief by the fourth quarter of 2017 and to implement certain mortgage servicing standards. Even with the settlements, the Company faces the risk of being unable to meet certain consumer relief commitments, which could result in increased costs to resolve this matter. 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.
	DOJ Investigation of GSE Loan Origination Practices
	In January 2014, STM received notice from the DOJ of an investigation regarding the origination and underwriting of single family residential mortgage loans sold by STM to Fannie Mae and Freddie Mac. The DOJ and STM have not yet engaged in any material dialogue about how this matter may proceed and no allegations have been raised against STM. STM continues to cooperate with the investigation.
	Mortgage Modification Investigation
	In the third quarter of 2014, STM resolved claims by 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 relating to STM's administration of HAMP. Pursuant to the settlement, SunTrust paid $46 million, including $20 million to fund housing counseling for homeowners, $10 million in restitution to Fannie Mae and Freddie Mac, and $16 million to the U.S. Treasury, and transferred its minimum consumer remediation obligation of $179 million (which may increase to a maximum of $274 million) to the required deposit account to be controlled by a third party claims administrator. STM continues to cooperate with the government and the claims administrator regarding validation of consumers eligible for remediation and administration of the payment process. The Company incurred a $204 million pre-tax charge in the second quarter of 2014 in connection with this matter, which includes its estimate of the consumer remediation obligation. A copy of the Restitution and Remediation Agreement dated as of July 3, 2014 between SunTrust Mortgage, Inc. and the United States of America is filed as Exhibit 10.1 to the Company's Current Report on Form 8-K dated July 3, 2014.
	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 case was transferred to the United States Bankruptcy Court for the Southern District of New York. The litigation remains active in the Bankruptcy Court and discovery has commenced.
	SunTrust Mortgage Lender Placed Insurance Class Actions
	STM has been named in four putative class actions similar to those that other financial institutions are facing which 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. Three of the cases involve activity relating to STM’s relationship with QBE First Specialty as STM’s lender placed insurance vendor. 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 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. STM has entered into an agreement to settle these cases in the context of a nationwide settlement class, which was approved by the Court on October 24, 2014. However, the plaintiffs in Mahdavieh have opted out of the class action settlement and have settled separately from the Hamilton settlement. The fourth case, Douglas Morales v. SunTrust Mortgage, et al, is pending in the U.S. District Court for the Southern District of Florida and involves activity relating to STM’s relationship with Assurant as its lender placed insurance vendor. STM has filed a motion to dismiss.
	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 with Twin Rivers certain loans referred to them by SunTrust 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. SunTrust has filed a motion to dismiss the Thurmond case which was granted in part and denied in part, allowing limited discovery surrounding the argument that the statute of limitations for certain claims should be equitably tolled. Thurmond has been stayed pending a ruling in a similar case currently before the Third Circuit. The Acosta plaintiffs have voluntarily dismissed their case.
	United States Attorney’s Office for the Southern District of New York Foreclosure Expense Investigation
	STM has been cooperating with the United States Attorney's Office for the Southern District of New York (the "Southern District") in a broad-based industry investigation regarding claims for foreclosure-related expenses charged by law firms in connection with the foreclosure of loans guaranteed or insured by Fannie Mae, Freddie Mac, or FHA. The investigation relates to a private litigant qui tam lawsuit filed under seal and remains in early stages. The Southern District has not yet advised STM how it will proceed in this matter. The Southern District and STM engaged in dialogue regarding potential resolution of this matter as part of the National Mortgage Servicing Settlement, but were unable to reach agreement.

Business_Segment_Reporting

Business Segment Reporting	3 Months Ended
	Mar. 31, 2015
Segment Reporting [Abstract]
Business Segment Reporting	NOTE 16 - 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 functional activities included 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. The following is a description of the segments and their composition.
	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.
	•	PWM 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. PWM 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 four businesses:
	•	CIB delivers comprehensive capital markets solutions, including advisory, capital raising, and financial risk management, with the first goal of best serving the needs of both public and private companies in the Wholesale Banking segment and PWM 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 $150 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 is the Equipment Finance Group, which provides lease financing solutions (through SunTrust Equipment Finance & Leasing).
	•	Commercial & Business Banking offers an array of traditional banking products, including cash management services and investment banking solutions via STRH to commercial clients (generally those with average revenues $1 million to $150 million), not-for-profit organizations, and governmental entities, as well as auto dealer financing (floor plan inventory financing). Also managed within Commercial & Business Banking is the Premium Assignment Corporation, which creates corporate insurance premium financing solutions.
	•	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, 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 projects through STCC, with particular expertise in Low Income Housing Tax Credits and New Market Tax Credits.
	•	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. It also 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. The financial results of RidgeWorth are reflected in the Corporate Other segment for the three months ended March 31, 2014. Prior to the sale of RidgeWorth in the second quarter of 2014, RidgeWorth's financial performance was reported in the Wholesale Banking segment.
	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. Business segment reporting conventions are described below.
	•	Net interest income – Net interest income is presented on an FTE basis to make income from tax-exempt assets comparable to other taxable products. The segment results reflect maturity funds transfer pricing, which ascribes 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 this 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 ALLL 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 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 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, residual expenses are also allocated to the segments. The recoveries for the majority of these costs are reported 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 equivalent employees, number of PCs/Laptops, and net revenue). The recoveries for these allocations are reported 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.
		Three Months Ended March 31, 2015
	(Dollars in millions)	Consumer		Wholesale Banking			Mortgage Banking			Corporate Other			Reconciling			Consolidated
		Banking and											Items
		Private Wealth
		Management
	Balance Sheets:
	Average loans		$41,128		$67,732			$24,439			$43			($4	)		$133,338
	Average consumer and commercial deposits	90,681		47,478			2,359			3			(45		)	140,476
	Average total assets	47,133		81,227			27,936			28,943			4,026			189,265
	Average total liabilities	91,336		53,559			2,615			18,661			(78		)	166,093
	Average total equity	—		—			—			—			23,172			23,172
	Statements of Income:
	Net interest income		$667		$428			$121			$27			($103	)		$1,140
	FTE adjustment	—		34			—			1			—			35
	Net interest income - FTE 1	667		462			121			28			(103		)	1,175
	Provision/(benefit) for credit losses 2	70		(4		)	(10		)	—			(1		)	55
	Net interest income after provision/(benefit) for credit losses - FTE	597		466			131			28			(102		)	1,120
	Total noninterest income	363		311			132			16			(5		)	817
	Total noninterest expense	720		407			177			(20		)	(4		)	1,280
	Income before provision for income taxes - FTE	240		370			86			64			(103		)	657
	Provision for income taxes - FTE 3	89		125			28			22			(38		)	226
	Net income including income attributable to noncontrolling interest	151		245			58			42			(65		)	431
	Net income attributable to noncontrolling interest	—		—			—			2			—			2
	Net income		$151		$245			$58			$40			($65	)		$429
		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 loans		$41,259		$58,936			$28,286			$51			($7	)		$128,525
	Average consumer and commercial deposits	84,358		42,287			1,887			(64		)	(72		)	128,396
	Average total assets	46,938		70,041			31,550			25,622			2,820			176,971
	Average total liabilities	85,179		48,984			2,435			18,702			(56		)	155,244
	Average total equity	—		—			—			—			21,727			21,727
	Statements of Income:
	Net interest income		$644		$391			$134			$75			($40	)		$1,204
	FTE adjustment	—		34			—			1			—			35
	Net interest income - FTE 1	644		425			134			76			(40		)	1,239
	Provision for credit losses 2	53		23			26			—			—			102
	Net interest income after provision for credit losses - FTE	591		402			108			76			(40		)	1,137
	Total noninterest income	361		275			100			59			(4		)	791
	Total noninterest expense	707		418			186			50			(4		)	1,357
Income before provision for income taxes - FTE	245		259			22			85			(40		)	571
Provision for income taxes - FTE 3	90		83			6			1			(20		)	160
Net income including income attributable to noncontrolling interest	155		176			16			84			(20		)	411
Net income attributable to noncontrolling interest	—		—			—			6			—			6
Net income		$155		$176			$16			$78			($20	)		$405
1 Presented on a matched maturity funds transfer price basis for the segments.
2 Provision/(benefit) for credit losses represents net charge-offs by segment combined with an allocation to the segments of the provision/(benefit) attributable to quarterly changes in the ALLL and unfunded commitment reserve balances.
3 Includes regular income tax provision and taxable-equivalent income adjustment reversal.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income	3 Months Ended
	Mar. 31, 2015
Accumulated Other Comprehensive Income Loss [Abstract]
Accumulated Other Comprehensive Income	NOTE 17 - ACCUMULATED OTHER COMPREHENSIVE (LOSS)/INCOME
	Components of AOCI, net of tax, were calculated as follows:
	(Dollars in millions)	Securities AFS				Derivative Instruments				Employee Benefit Plans			Total
	Balance, December 31, 2013		($77	)			$279				($491	)		($289	)
	Net unrealized gains arising during the period	107				14				—			121
	Amounts reclassified from AOCI	1				(64		)		31			(32		)
	Other comprehensive income/(loss), net of tax	108				(50		)		31			89
	Balance, March 31, 2014		$31				$229				($460	)		($200	)
	Balance, December 31, 2014		$298				$97				($517	)		($122	)
	Net unrealized gains arising during the period	86				78				—			164
	Amounts reclassified from AOCI	—				(34		)		(73		)	(107		)
	Other comprehensive income/(loss), net of tax	86				44				(73		)	57
	Balance, March 31, 2015		$384				$141				($590	)		($65	)
	Reclassifications from AOCI, and the related tax effects, were as follows:
	(Dollars in millions)		Three Months Ended March 31								Affected Line Item in the Statement Where Net Income is Presented
	Details about AOCI Components		2015				2014
	Securities AFS:
	Realized losses on securities AFS			$—				$1			Net securities losses
			—				—				Provision for income taxes
				$—				$1
	Derivative instruments:
	Gains on cash flow hedges			($54	)			($102	)		Interest and fees on loans
			20				38				Provision for income taxes
				($34	)			($64	)
	Employee benefit plans:
	Amortization of actuarial loss			$5				$3			Employee benefits
	Amortization of prior service credit		(1		)		—				Employee benefits
			(120		)		46				Other assets/other liabilities 1
			(116		)		49
			43				(18		)		Provision for income taxes
				($73	)			$31
	1 Component is an adjustment to the funded status of the employee benefit obligation. For additional information, see Note 15, "Employee Benefit Plans," to the Company's 2014 Annual Report on Form 10-K.

Significant_Accounting_Policie1

Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2015
Accounting Policies [Abstract]
Accounting Policies Recently Adopted and Pending Accounting Pronouncements	Pending Accounting Pronouncements
	The following table provides a brief description of recent accounting pronouncements that could have a material effect on the Company's financial statements:
	Standard	Description	Date of Adoption	Effect on the Financial Statements or Other Significant Matters
	Standards not yet adopted
	ASU 2014-09, Revenue from Contracts with Customers	The ASU supersedes the revenue recognition requirements in ASC Topic 605, Revenue Recognition, and most industry-specific guidance throughout the Industry Topics of the Codification. The core principle of the ASU is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. The ASU may be adopted either retrospectively or on a modified retrospective basis to new contracts and existing contracts with remaining performance obligations as of the effective date.	1-Jan-17	The Company is continuing to evaluate the alternative methods of adoption and the anticipated effects on the financial statements and related disclosures.
	ASU 2015-02, Amendments to the Consolidation Analysis	The ASU rescinds the indefinite deferral of previous amendments to ASC Topic 810 for certain entities and amends components of the consolidation analysis under ASC Topic 810 including evaluating limited partnerships and similar legal entities, evaluating fees paid to a decision maker or service provider as a variable interest, the effects of fee arrangements and/or related parties on the primary beneficiary determination and investment fund specific matters. The ASU may be adopted either retrospectively or on a modified retrospective basis and early adoption is permitted.	1-Jan-16	The Company is continuing to evaluate the impact of this ASU on the financial statements and related disclosures. The adoption is not expected to materially impact the Company's financial position, results of operations, or EPS.

Federal_Funds_Sold_and_Securit1

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell (Tables)	3 Months Ended
	Mar. 31, 2015
Securities Purchased under Agreements to Resell [Abstract]
Schedule of Resale Agreements [Table Text Block]
	(Dollars in millions)	31-Mar-15		December 31, 2014
	Fed funds sold		$—		$38
	Securities borrowed or purchased	262		290
	Resell agreements	971		832
	Total fed funds sold and securities borrowed or purchased under agreements to resell		$1,233		$1,160
Securities sold under agreements to repurchase remaining contractual maturity [Table Text Block]
		31-Mar-15		December 31, 2014
	(Dollars in millions)	Overnight and Continuous		Overnight and Continuous		Up to			Total
						30 days
	U.S. Treasury securities		$167		$376		$—			$376
	Federal agency securities	101		231		—			231
	MBS - agency	1,105		1,059		45			1,104
	CP	101		238		—			238
	Corporate and other debt securities	371		327		—			327
	Total securities sold under agreements to repurchase		$1,845		$2,231		$45			$2,276
Netting of Financial Instruments - Repurchase Agreements [Table Text Block]
	(Dollars in millions)	Gross		Amount		Net Amount			Held/Pledged Financial		Net
		Amount		Offset		Presented in			Instruments 2		Amount
						Consolidated
						Balance Sheets 1
	March 31, 2015
	Financial assets:
	Securities borrowed or purchased under agreements to resell		$1,233		$—		$1,233			$1,225		$8
	Financial liabilities:
	Securities sold under agreements to repurchase	1,845		—		1,845			1,845		—
	December 31, 2014
	Financial assets:
	Securities borrowed or purchased under agreements to resell		$1,122		$—		$1,122	3		$1,112		$10
	Financial liabilities:
	Securities sold under agreements to repurchase	2,276		—		2,276			2,276		—
	1 None of the Company's repurchase or resell transactions met the right of setoff criteria for net balance sheet presentation at March 31, 2015 and December 31, 2014.
	2 Represents collateral received or pledged, limited for presentation purposes to the amount of the related recognized asset or liability for each counterparty, and therefore, may be less than the aggregate amount of collateral actually held/pledged.
	3 Excludes $38 million of Fed funds sold which are not subject to a master netting agreement at December 31, 2014.

Trading_Assets_and_Liabilities

Trading Assets and Liabilities and Derivatives(Tables)	3 Months Ended
	Mar. 31, 2015
Trading Assets and Liabilities and Derivatives [Abstract]
Trading Securities (and Certain Trading Assets) [Table Text Block]
	(Dollars in millions)	March 31, 2015		December 31, 2014
	Trading Assets and Derivative Instruments:
	U.S. Treasury securities		$451		$267
	Federal agency securities	327		547
	U.S. states and political subdivisions	100		42
	MBS - agency	575		545
	CLO securities	3		3
	Corporate and other debt securities	646		509
	CP	239		327
	Equity securities	46		45
	Derivative instruments 1	1,475		1,307
	Trading loans 2	2,733		2,610
	Total trading assets and derivative instruments		$6,595		$6,202
	Trading Liabilities and Derivative Instruments:
	U.S. Treasury securities		$614		$485
	Federal agency securities	2		—
	MBS - agency	3		1
	Corporate and other debt securities	288		279
	Derivative instruments 1	552		462
	Total trading liabilities and derivative instruments		$1,459		$1,227
	1 Amounts include the impact of 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 loans related to TRS.
Trading Assets and Liabilities and Derivatives [Text Block]	NOTE 3 - TRADING ASSETS AND LIABILITIES AND DERIVATIVES
	The fair values of the components of trading assets and liabilities and derivative instruments were as follows:
	(Dollars in millions)	March 31, 2015		December 31, 2014
	Trading Assets and Derivative Instruments:
	U.S. Treasury securities		$451		$267
	Federal agency securities	327		547
	U.S. states and political subdivisions	100		42
	MBS - agency	575		545
	CLO securities	3		3
	Corporate and other debt securities	646		509
	CP	239		327
	Equity securities	46		45
	Derivative instruments 1	1,475		1,307
	Trading loans 2	2,733		2,610
	Total trading assets and derivative instruments		$6,595		$6,202
	Trading Liabilities and Derivative Instruments:
	U.S. Treasury securities		$614		$485
	Federal agency securities	2		—
	MBS - agency	3		1
	Corporate and other debt securities	288		279
	Derivative instruments 1	552		462
	Total trading liabilities and derivative instruments		$1,459		$1,227
	1 Amounts include the impact of 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 loans related to TRS.
	Various trading products and derivative instruments are used as part of the Company’s overall balance sheet management strategies and to support client requirements executed through the Bank and/or its broker/dealer subsidiary. The Company manages the potential market volatility associated with trading instruments with appropriate risk management strategies. The size, volume, and nature of the trading products and derivative instruments can vary based on economic conditions as well as client-specific and Company-specific asset or liability positions. Product offerings to clients include debt securities, loans traded in the secondary market, equity securities, derivative contracts, and similar financial instruments. Other trading-related activities include acting as a market maker in certain debt and equity securities and derivatives. The Company also uses derivatives to manage its interest rate and market risk from non-trading activities. The Company has policies and procedures to manage market risk associated with client trading activities as well as non-trading activities and assumes a limited degree of market risk by managing the size and nature of its exposure. The Company has pledged $978 million and $1.1 billion of trading securities to secure $935 million and $1.1 billion of repurchase agreements at March 31, 2015 and December 31, 2014, respectively. Additionally, the Company has pledged $234 million and $202 million of trading securities to secure certain derivative agreements at March 31, 2015 and December 31, 2014, respectively.

Securities_Available_for_Sale_

Securities Available for Sale (Tables)	3 Months Ended
	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Securities Portfolio Composition
		March 31, 2015
	(Dollars in millions)	Amortized			Unrealized			Unrealized			Fair
		Cost			Gains			Losses			Value
	U.S. Treasury securities		$2,110			$35			$—			$2,145
	Federal agency securities	461			16			1			476
	U.S. states and political subdivisions	183			9			—			192
	MBS - agency	22,366			614			28			22,952
	MBS - private	118			2			1			119
	ABS	19			2			—			21
	Corporate and other debt securities	37			2			—			39
	Other equity securities 1	815			2			—			817
	Total securities AFS		$26,109			$682			$30			$26,761
		December 31, 2014
	(Dollars in millions)	Amortized			Unrealized			Unrealized			Fair
		Cost			Gains			Losses			Value
	U.S. Treasury securities		$1,913			$9			$1			$1,921
	Federal agency securities	471			15			2			484
	U.S. states and political subdivisions	200			9			—			209
	MBS - agency	22,573			558			83			23,048
	MBS - private	122			2			1			123
	ABS	19			2			—			21
	Corporate and other debt securities	38			3			—			41
	Other equity securities 1	921			2			—			923
	Total securities AFS		$26,257			$600			$87			$26,770
	1 At March 31, 2015, the fair value of other equity securities was comprised of the following: $207 million in FHLB of Atlanta stock, $402 million in Federal Reserve Bank of Atlanta stock, $201 million in mutual fund investments, and $7 million of other. At December 31, 2014, other equity securities was comprised of the following: $376 million in FHLB of Atlanta stock, $402 million in Federal Reserve Bank of Atlanta stock, $138 million in mutual fund investments, and $7 million of other.
Investment Income [Table Text Block]
		Three Months Ended March 31
	(Dollars in millions)	2015			2014
	Taxable interest		$128			$141
	Tax-exempt interest	2			3
	Dividends	10			9
	Total interest and dividends		$140			$153
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		$200			$1,315			$595			$—			$2,110
	Federal agency securities	87			205			36			133			461
	U.S. states and political subdivisions	38			27			102			16			183
	MBS - agency	2,524			12,008			4,168			3,666			22,366
	MBS - private	—			118			—			—			118
	ABS	15			3			1			—			19
	Corporate and other debt securities	5			32			—			—			37
	Total debt securities		$2,869			$13,708			$4,902			$3,815			$25,294
	Fair Value:
	U.S. Treasury securities		$203			$1,335			$607			$—			$2,145
	Federal agency securities	88			215			38			135			476
	U.S. states and political subdivisions	38			28			109			17			192
	MBS - agency	2,679			12,343			4,249			3,681			22,952
	MBS - private	—			119			—			—			119
	ABS	14			5			2			—			21
	Corporate and other debt securities	5			34			—			—			39
	Total debt securities		$3,027			$14,079			$5,005			$3,833			$25,944
	Weighted average yield 1	1.67		%	2.26		%	2.69		%	2.81		%	2.43		%
	1Average yields are based on amortized cost and presented on an FTE basis.
Securities in a Continuous Unrealized Loss Position
		March 31, 2015
		Less than twelve months						Twelve months or longer						Total
	(Dollars in millions)	Fair			Unrealized			Fair			Unrealized			Fair			Unrealized
		Value			Losses 2			Value			Losses 2			Value			Losses 2
	Temporarily impaired securities:
	Federal agency securities		$47			$—			$52			$1			$99			$1
	MBS - agency	2,339			9			1,175			19			3,514			28
	ABS	—			—			14			—			14			—
	Total temporarily impaired securities	2,386			9			1,241			20			3,627			29
	OTTI securities 1:
	MBS - private	67			1			—			—			67			1
	Total OTTI securities	67			1			—			—			67			1
	Total impaired securities		$2,453			$10			$1,241			$20			$3,694			$30
		December 31, 2014
		Less than twelve months						Twelve months or longer						Total
	(Dollars in millions)	Fair			Unrealized			Fair			Unrealized			Fair			Unrealized
		Value			Losses 2			Value			Losses 2			Value			Losses 2
	Temporarily impaired securities:
	U.S. Treasury securities		$150			$1			$—			$—			$150			$1
	Federal agency securities	20			—			132			2			152			2
	MBS - agency	2,347			6			4,911			77			7,258			83
	ABS	—			—			14			—			14			—
	Total temporarily impaired securities	2,517			7			5,057			79			7,574			86
	OTTI securities 1:
	MBS - private	69			1			—			—			69			1
	Total OTTI securities	69			1			—			—			69			1
	Total impaired securities		$2,586			$8			$5,057			$79			$7,643			$87
	1 Includes OTTI securities for which credit losses have been recorded in earnings in current or prior periods.
	2 Unrealized losses less than $0.5 million are shown as zero.
Gross Realized Gains and Losses on Sales and OTTI on Securities AFS
		Three Months Ended March 31
	(Dollars in millions)	2015			2014
	Gross realized gains		$—			$—
	Gross realized losses	—			(1		)
	OTTI losses recognized in earnings	—			—
	Net securities (losses)/gains		$—			($1	)

Loans_Tables

Loans (Tables)	3 Months Ended
	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Schedules of Concentration of Risk, by Risk Factor [Table Text Block]
	(Dollars in millions)	March 31, 2015				December 31, 2014
	High LTV residential mortgages:
	Interest only LHFI with no MI 1, 2		$817				$873
	Interest only LHFI with MI 1	2,810				3,180
	Total interest only residential mortgages	3,627				4,053
	Amortizing loans with no MI 2	7,423				7,368
	Total high LTV residential mortgages		$11,050				$11,421
	1 Primarily with an initial 10 year interest only period.
	2 Comprised of first liens with combined original LTV ratios in excess of 80% and/or second liens.
Composition of Loan Portfolio
	(Dollars in millions)	31-Mar-15				December 31, 2014
	Commercial loans:
	C&I		$65,574				$65,440
	CRE	6,389				6,741
	Commercial construction	1,484				1,211
	Total commercial loans	73,447				73,392
	Residential loans:
	Residential mortgages - guaranteed	655				632
	Residential mortgages - nonguaranteed 1	23,419				23,443
	Home equity products	13,954				14,264
	Residential construction	417				436
	Total residential loans	38,445				38,775
	Consumer loans:
	Guaranteed student loans	4,337				4,827
	Other direct	4,937				4,573
	Indirect	10,336				10,644
	Credit cards	878				901
	Total consumer loans	20,488				20,945
	LHFI		$132,380				$133,112
	LHFS 2		$3,404				$3,232
	1 Includes $268 million and $272 million of LHFI carried at fair value at March 31, 2015 and December 31, 2014, respectively.
	2 Includes $2.1 billion and $1.9 billion of LHFS carried at fair value at March 31, 2015 and December 31, 2014, respectively.
LHFI by Credit Quality Indicator
		Commercial Loans
		C&I								CRE								Commercial construction
	(Dollars in millions)	March 31,				December 31, 2014				March 31,				December 31, 2014				March 31,		December 31, 2014
		2015								2015								2015
	Risk rating:
	Pass		$64,295				$64,228				$6,265				$6,586				$1,468		$1,196
	Criticized accruing	1,139				1,061				100				134				15		14
	Criticized nonaccruing	140				151				24				21				1		1
	Total		$65,574				$65,440				$6,389				$6,741				$1,484		$1,211
		Residential Loans 1
		Residential mortgages -								Home equity products								Residential construction
		nonguaranteed
	(Dollars in millions)	March 31,				December 31, 2014				March 31,				December 31, 2014				March 31,		December 31, 2014
		2015								2015								2015
	Current FICO score range:
	700 and above		$18,752				$18,780				$11,245				$11,475				$327		$347
	620 - 699	3,411				3,369				1,932				1,991				71		70
	Below 620 2	1,256				1,294				777				798				19		19
	Total		$23,419				$23,443				$13,954				$14,264				$417		$436
		Consumer Loans 3
		Other direct								Indirect								Credit cards
	(Dollars in millions)	March 31,				December 31, 2014				March 31,				December 31, 2014				March 31,		December 31, 2014
		2015								2015								2015
	Current FICO score range:
	700 and above		$4,345				$4,023				$7,324				$7,661				$613		$639
	620 - 699	530				476				2,361				2,335				219		212
	Below 620 2	62				74				651				648				46		50
	Total		$4,937				$4,573				$10,336				$10,644				$878		$901
	1 Excludes $655 million and $632 million of guaranteed residential loans at March 31, 2015 and December 31, 2014, respectively.
	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 $4.3 billion and $4.8 billion of guaranteed student loans at March 31, 2015 and December 31, 2014, respectively.
Payment Status for the LHFI Portfolio
		31-Mar-15
	(Dollars in millions)	Accruing				Accruing				Accruing				Nonaccruing 2				Total
		Current				30-89 Days				90+ Days
						Past Due				Past Due
	Commercial loans:
	C&I		$65,369				$44				$21				$140				$65,574
	CRE	6,362				3				—				24				6,389
	Commercial construction	1,483				—				—				1				1,484
	Total commercial loans	73,214				47				21				165				73,447
	Residential loans:
	Residential mortgages - guaranteed	195				34				426				—				655
	Residential mortgages - nonguaranteed 1	23,058				95				12				254				23,419
	Home equity products	13,705				84				—				165				13,954
	Residential construction	388				6				—				23				417
	Total residential loans	37,346				219				438				442				38,445
	Consumer loans:
	Guaranteed student loans	3,454				372				511				—				4,337
	Other direct	4,912				18				3				4				4,937
	Indirect	10,260				74				1				1				10,336
	Credit cards	866				6				6				—				878
	Total consumer loans	19,492				470				521				5				20,488
	Total LHFI		$130,052				$736				$980				$612				$132,380
	1 Includes $268 million of loans carried at fair value, the majority of which were accruing current.
	2 Nonaccruing loans past due 90 days or more totaled $379 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, 2014
	(Dollars in millions)	Accruing				Accruing				Accruing				Nonaccruing 2				Total
		Current				30-89 Days				90+ Days
						Past Due				Past Due
	Commercial loans:
	C&I		$65,246				$36				$7				$151				$65,440
	CRE	6,716				3				1				21				6,741
	Commercial construction	1,209				1				—				1				1,211
	Total commercial loans	73,171				40				8				173				73,392
	Residential loans:
	Residential mortgages - guaranteed	176				34				422				—				632
	Residential mortgages - nonguaranteed 1	23,067				108				14				254				23,443
	Home equity products	13,989				101				—				174				14,264
	Residential construction	402				7				—				27				436
	Total residential loans	37,634				250				436				455				38,775
	Consumer loans:
	Guaranteed student loans	3,801				425				601				—				4,827
	Other direct	4,545				19				3				6				4,573
	Indirect	10,537				104				3				—				10,644
	Credit cards	887				8				6				—				901
	Total consumer loans	19,770				556				613				6				20,945
	Total LHFI		$130,575				$846				$1,057				$634				$133,112
	1 Includes $272 million of loans carried at fair value, the majority of which were accruing current.
	2 Nonaccruing loans past due 90 days or more totaled $388 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-15												December 31, 2014
	(Dollars in millions)	Unpaid				Amortized				Related				Unpaid				Amortized		Related
		Principal				Cost 1				Allowance				Principal				Cost 1		Allowance
		Balance												Balance
	Impaired loans with no related allowance recorded:
	Commercial loans:
	C&I		$54				$39				$—				$70				$51		$—
	CRE	11				10				—				12				11		—
	Total commercial loans	65				49				—				82				62		—
	Residential loans:
	Residential mortgages - nonguaranteed	557				410				—				592				425		—
	Residential construction	30				8				—				31				9		—
	Total residential loans	587				418				—				623				434		—
	Impaired loans with an allowance recorded:
	Commercial loans:
	C&I	34				28				5				27				26		7
	CRE	3				3				1				4				4		4
	Total commercial loans	37				31				6				31				30		11
	Residential loans:
	Residential mortgages - nonguaranteed	1,413				1,373				196				1,381				1,354		215
	Home equity products	708				633				73				703				630		66
	Residential construction	137				137				16				145				145		19
	Total residential loans	2,258				2,143				285				2,229				2,129		300
	Consumer loans:
	Other direct	12				12				—				13				13		1
	Indirect	107				106				5				105				105		5
	Credit cards	8				8				2				8				8		2
	Total consumer loans	127				126				7				126				126		8
	Total impaired loans		$3,074				$2,767				$298				$3,091				$2,781		$319
	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 at March 31, 2015 and December 31, 2014 were $2.6 billion and $2.5 billion of accruing TDRs at amortized cost, of which 97% and 96% were current, respectively. See Note 1, “Significant Accounting Policies,” to the Company's 2014 Annual Report on Form 10-K for further information regarding the Company’s loan impairment policy.
		Three Months Ended March 31
		2015								2014
	(Dollars in millions)	Average				Interest				Average				Interest
		Amortized				Income				Amortized				Income
		Cost				Recognized 1				Cost				Recognized 1
	Impaired loans with no related allowance recorded:
	Commercial loans:
	C&I		$41				$—				$52				$1
	CRE	10				—				11				—
	Commercial construction	—				—				5				—
	Total commercial loans	51				—				68				1
	Residential loans:
	Residential mortgages - nonguaranteed	413				4				440				4
	Residential construction	9				—				18				—
	Total residential loans	422				4				458				4
	Impaired loans with an allowance recorded:
	Commercial loans:
	C&I	38				1				63				—
	CRE	3				—				12				—
	Commercial construction	—				—				4				—
	Total commercial loans	41				1				79				—
	Residential loans:
	Residential mortgages - nonguaranteed	1,374				17				1,591				21
	Home equity products	636				7				637				7
	Residential construction	137				2				164				2
	Total residential loans	2,147				26				2,392				30
	Consumer loans:
	Other direct	13				—				14				—
	Indirect	108				1				93				1
	Credit cards	8				—				12				—
	Total consumer loans	129				1				119				1
	Total impaired loans		$2,790				$32				$3,116				$36
1 Of the interest income recognized during both the three months ended March 31, 2015 and 2014, cash basis interest income was $1 million.
Nonperforming Assets
	(Dollars in millions)	March 31, 2015				December 31, 2014
	Nonaccrual/NPLs:
	Commercial loans:
	C&I		$140				$151
	CRE	24				21
	Commercial construction	1				1
	Residential loans:
	Residential mortgages - nonguaranteed	254				254
	Home equity products	165				174
	Residential construction	23				27
	Consumer loans:
	Other direct	4				6
	Indirect	1				—
	Total nonaccrual/NPLs 1	612				634
	OREO 2	79				99
	Other repossessed assets	5				9
	Nonperforming LHFS	—				38
	Total NPAs		$696				$780
	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 $61 million and $57 million at March 31, 2015 and December 31, 2014, respectively.
Troubled Debt Restructurings on Financing Receivables [Table Text Block]
		Three Months Ended March 31, 2015 1
	(Dollars in millions)	Number of Loans Modified		Principal				Rate				Term Extension and/or Other Concessions				Total
				Forgiveness 2				Modification 2, 3
	Commercial loans:
	C&I	22			$—				$—				$5				$5
	Residential loans:
	Residential mortgages - nonguaranteed	216		4				30				7				41
	Home equity products	468		—				3				24				27
	Residential construction	1		—				—				—				—
	Consumer loans:
	Other direct	17		—				—				—				—
	Indirect	569		—				—				12				12
	Credit cards	236		—				1				—				1
	Total TDRs	1,529			$4				$34				$48				$86
	1 Includes loans modified under the terms of a TDR that were charged-off during the period.
	2 Restructured loans which had forgiveness of amounts contractually due under the terms of the loan typically have had multiple concessions including rate modifications and/or term extensions. The total amount of charge-offs associated with principal forgiveness during the three months ended March 31, 2015 was immaterial.
	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, 2015.
		Three Months Ended March 31, 2014 1
	(Dollars in millions)	Number of Loans Modified		Principal				Rate				Term Extension and/or Other Concessions				Total
				Forgiveness 2				Modification 2, 3
	Commercial loans:
	C&I	16			$—				$—				$2				$2
	CRE	2		—				—				3				3
	Residential loans:
	Residential mortgages - nonguaranteed	313		3				39				19				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			$3				$43				$58				$104
	1 Includes loans modified under the terms of a TDR that were charged-off during the period.
	2 Restructured loans which had forgiveness of amounts contractually due under the terms of the loan typically have had multiple concessions including rate modifications and/or term extensions. The total amount of charge-offs associated with principal forgiveness during the three months ended March 31, 2014 was immaterial.
	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, 2014.
TroubledDebtRestructuingDefault [Table Text Block]	For the three months ended March 31, 2015, the table below represents defaults on loans that were first modified between the periods January 1, 2014 and March 31, 2015 that became 90 days or more delinquent or were charged-off during the period.
		Three Months Ended March 31, 2015
	(Dollars in millions)	Number of Loans			Amortized Cost
	Commercial loans:
	C&I	4				$1
	Residential loans:
	Residential mortgages	36			6
	Home equity products	30			1
	Consumer loans:
	Other direct	1			—
	Indirect	39			—
	Credit cards	19			—
	Total TDRs	129				$8
	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
	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

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	3 Months Ended
	Mar. 31, 2015
Allowance for Credit Losses [Abstract]
Activity in the Allowance for Credit Losses
		Three Months Ended March 31
	(Dollars in millions)	2015			2014
	Balance at beginning of period		$1,991			$2,094
	Provision for loan losses	55			106
	Provision/(benefit) for unfunded commitments	—			(4		)
	Loan charge-offs	(130		)	(151		)
	Loan recoveries	31			41
	Balance at end of period		$1,947			$2,086
	Components:
	ALLL		$1,893			$2,040
	Unfunded commitments reserve 1	54			46
	Allowance for credit losses		$1,947			$2,086
	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, 2015
	(Dollars in millions)	Commercial			Residential			Consumer			Total
	Balance at beginning of period		$986			$777			$174			$1,937
	Provision for loan losses	7			25			23			55
	Loan charge-offs	(28		)	(68		)	(34		)	(130		)
	Loan recoveries	11			9			11			31
	Balance at end of period		$976			$743			$174			$1,893
		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
Loans Held for Investment portfolio and Related Allowance for Loan and Lease Losses
		31-Mar-15
		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		$80			$6			$2,561			$285			$126		$7		$2,767		$298
	Collectively evaluated	73,367			970			35,616			458			20,362		167		129,345		1,595
	Total evaluated	73,447			976			38,177			743			20,488		174		132,112		1,893
	LHFI at fair value	—			—			268			—			—		—		268		—
	Total LHFI		$73,447			$976			$38,445			$743			$20,488		$174		$132,380		$1,893
		December 31, 2014
		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		$92			$11			$2,563			$300			$126		$8		$2,781		$319
	Collectively evaluated	73,300			975			35,940			477			20,819		166		130,059		1,618
	Total evaluated	73,392			986			38,503			777			20,945		174		132,840		1,937
	LHFI at fair value	—			—			272			—			—		—		272		—
	Total LHFI		$73,392			$986			$38,775			$777			$20,945		$174		$133,112		$1,937

Goodwill_and_Other_Intangible_1

Goodwill and Other Intangible Assets (Tables)	3 Months Ended
	Mar. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Schedule of Goodwill [Table Text Block]
Schedule of Finite-Lived Intangible Assets by Major Class [Table Text Block]
	(Dollars in millions)	MSRs -			Other			Total
		Fair Value
	Balance, January 1, 2015		$1,206			$13			$1,219
	Amortization 1	—			(1		)	(1		)
	MSRs originated	46			—			46
	MSRs purchased	56			—			56
	Changes in fair value:
	Due to changes in inputs and assumptions 2	(78		)	—			(78		)
	Other changes in fair value 3	(48		)	—			(48		)
	Sale of MSRs	(1		)	—			(1		)
	Balance, March 31, 2015		$1,181			$12			$1,193
	Balance, January 1, 2014		$1,300			$34			$1,334
	Amortization 1	—			(3		)	(3		)
	MSRs originated	32			—			32
	Changes in fair value:
	Due to changes in inputs and assumptions 2	(46		)	—			(46		)
	Other changes in fair value 3	(35		)	—			(35		)
	Balance, March 31, 2014		$1,251			$31			$1,282
	1 Amortization of tax credits for non-qualified community development investments totaled $6 million reflected in amortization expense and $3 million reflected in other noninterest expense in the Company's Consolidated Statements of Income for the three months ended March 31, 2015 and 2014, respectively. See Note 8, "Certain Transfers of Financial Assets and Variable Interest Entities," for additional information.
	2 Primarily reflects changes in discount rates and prepayment speed assumptions, due to changes in interest rates.
	3 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, 2015			December 31, 2014
	Fair value of retained MSRs		$1,181			$1,206
	Prepayment rate assumption (annual)	11		%	11		%
	Decline in fair value from 10% adverse change		$46			$46
	Decline in fair value from 20% adverse change	89			88
	Option adjusted spread (annual)	9		%	10		%
	Decline in fair value from 10% adverse change		$51			$55
	Decline in fair value from 20% adverse change	98			105
	Weighted-average life (in years)	6.1			6.4
	Weighted-average coupon	4.2		%	4.2		%

Certain_Transfers_of_Financial1

Certain Transfers of Financial Assets and Variable Interest Entities (Tables)	3 Months Ended
	Mar. 31, 2015
Certain Transfers of Financial Assets and Variable Interest Entities [Abstract]
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, 2015		December 31, 2014		March 31, 2015			December 31, 2014			Three Months Ended March 31
	(Dollars in millions)											2015		2014
	Type of loan:
	Commercial		$73,447		$73,392		$186			$181			$17		$19
	Residential	38,445		38,775		880			891			59		68
	Consumer	20,488		20,945		526			619			23		23
	Total loan portfolio	132,380		133,112		1,592			1,691			99		110
	Managed securitized loans:
	Residential	110,422		110,591		176		3	183		3	3		4
	Total managed loans		$242,802		$243,703		$1,768			$1,874			$102		$114
	1 Excludes $3.4 billion and $3.2 billion of LHFS at March 31, 2015 and December 31, 2014, respectively.
	2 Excludes $12 million and $39 million of past due LHFS at March 31, 2015 and December 31, 2014, 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, 2015
Earnings Per Share [Abstract]
Reconciliation of Net Income/(Loss) to Net Income/(Loss) Available to Common Shareholders
		Three Months Ended March 31
	(Dollars and shares in millions, except per share data)	2015			2014
	Net income		$429			$405
	Preferred dividends	(17		)	(9		)
	Dividends and undistributed earnings allocated to unvested shares	(1		)	(3		)
	Net income available to common shareholders		$411			$393
	Average basic common shares	521			531
	Effect of dilutive securities:
	Stock options	2			2
	Restricted stock and warrants	4			4
	Average diluted common shares	527			537
	Net income per average common share - diluted		$0.78			$0.73
	Net income per average common share - basic		$0.79			$0.74

Employee_Benefit_Plans_Tables

Employee Benefit Plans (Tables)	3 Months Ended
	Mar. 31, 2015
Employee Benefit Plans [Abstract]
Stock-Based Compensation Expense Recognized in Noninterest Expense
	(Dollars in millions)	2015			2014
	Stock options		$—			$1
	Restricted stock	6			8
	RSUs	18			14
	Total stock-based compensation		$24			$23
	Stock-based compensation tax benefit		$9			$9
Schedule of Net Benefit Costs [Table Text Block]
		Pension Benefits 1						Other Postretirement Benefits
	(Dollars in millions)	2015			2014			2015			2014
	Service cost		$1			$1			$—			$—
	Interest cost	29			31			—			1
	Expected return on plan assets	(51		)	(50		)	(1		)	(2		)
	Amortization of actuarial loss/(gain)	5			4			—			(1		)
	Amortization of prior service credit	—			—			(1		)	—
	Net periodic benefit		($16	)		($14	)		($2	)		($2	)
	1 Administrative fees are recognized in service cost for each of the periods presented.

Guarantees_Tables

Guarantees (Tables)	3 Months Ended
	Mar. 31, 2015
Guarantees [Abstract]
Repurchase Requests [Abstract]
	(Dollars in millions)	2015			2014
	Beginning pending repurchase requests		$47			$126
	Repurchase requests received	20			70
	Repurchase requests resolved:
	Repurchased	(5		)	(6		)
	Cured	(14		)	(35		)
	Total resolved	(19		)	(41		)
	Ending pending repurchase requests 1		$48			$155
	Percent from non-agency investors:
	Pending repurchase requests	5.2		%	1.8		%
	Repurchase requests received	—			0.6
	1 Comprised of $45 million and $152 million from the GSEs, and $3 million from non-agency investors at both March 31, 2015 and 2014, respectively.
Mortgage Loan Repurchase Losses
		Three Months Ended March 31
	(Dollars in millions)	2015			2014
	Balance, at beginning of period		$85			$78
	Repurchase (benefit)/provision	(2		)	5
	Charge-offs, net of recoveries	(1		)	—
	Balance, at end of period		$82			$83
Repurchased Mortgage Loan [Table Text Block]
	(Dollars in millions)	March 31, 2015			December 31, 2014
	Performing repurchased mortgage LHFI		$270			$271
	Nonperforming repurchased mortgage LHFI	29			29
	Nonperforming repurchased mortgage LHFS	—			12
	Total carrying value of outstanding repurchased mortgage loans, net of ALLL		$299			$312

Derivative_Financial_Instrumen1

Derivative Financial Instruments (Tables)	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Positions																				[1]
		31-Mar-15
		Asset Derivatives									Liability Derivatives
	(Dollars in millions)		Notional				Fair				Notional				Fair
			Amounts				Value				Amounts				Value
	Derivative instruments designated in cash flow hedging relationships 1
	Interest rate contracts hedging floating rate loans			$16,800				$173				$—				$—
	Derivative instruments designated in fair value hedging relationships 2
	Interest rate contracts hedging fixed rate debt		4,700				48				600				—
	Interest rate contracts hedging brokered CDs		30				—				—				—
	Total		4,730				48				600				—
	Derivative instruments not designated as hedging instruments 3
	Interest rate contracts hedging:
	MSRs		7,379				280				11,891				86
	LHFS, IRLCs 4		2,435				9				4,528				24
	Trading activity 5		62,171				2,554				62,002				2,371
	Foreign exchange rate contracts hedging trading activity		2,838				174				2,899				168
	Credit contracts hedging:
	Loans		—				—				310				4
	Trading activity 6		2,564				23				2,771				24
	Equity contracts hedging trading activity 5		21,462				2,671				27,822				2,953
	Other contracts:
	IRLCs and other 7		3,436				45				122				8
	Commodities		443				90				438				90
	Total		102,728				5,846				112,783				5,728
	Total derivative instruments			$124,258				$6,067				$113,383				$5,728
	Total gross derivative instruments, before netting							$6,067								$5,728
	Less: Legally enforceable master netting agreements						(4,062		)						(4,062		)
	Less: Cash collateral received/paid						(530		)						(1,114		)
	Total derivative instruments, after netting							$1,475								$552
	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 $576 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 $10.4 billion and $554 million of notional amounts related to interest rate futures and equity futures, respectively. These futures contracts settle in cash daily, one day in arrears. The derivative asset or liability associated with the one day lag are included in the fair value column of this table. Amounts also include notional amounts related to interest rate swaps hedging fixed rate debt.
	6 Asset and liability amounts each include $7 million and $4 million of notional amounts 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 $49 million 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. See Note 12, “Guarantees” for additional information.
		December 31, 2014
		Asset Derivatives									Liability Derivatives
	(Dollars in millions)		Notional				Fair				Notional				Fair
			Amounts				Value				Amounts				Value
	Derivative instruments designated in cash flow hedging relationships 1
	Interest rate contracts hedging floating rate loans			$18,150				$208				$2,850				$8
	Derivative instruments designated in fair value hedging relationships 2
	Interest rate contracts hedging fixed rate debt		2,700				30				2,600				1
	Interest rate contracts hedging brokered CDs		30				—				—				—
	Total		2,730				30				2,600				1
	Derivative instruments not designated as hedging instruments 3
	Interest rate contracts hedging:
	MSRs		5,172				163				8,807				30
	LHFS, IRLCs 4		1,840				4				4,923				23
	Trading activity 5		61,049				2,405				61,065				2,225
	Foreign exchange rate contracts hedging trading activity		2,429				104				2,414				100
	Credit contracts hedging:
	Loans		—				—				392				5
	Trading activity 6		2,282				20				2,452				20
	Equity contracts hedging trading activity 5		21,875				2,809				28,128				3,090
	Other contracts:
	IRLCs and other 7		2,231				25				139				5
	Commodities		381				71				374				70
	Total		97,259				5,601				108,694				5,568
	Total derivative instruments			$118,139				$5,839				$114,144				$5,577
	Total gross derivative instruments, before netting							$5,839								$5,577
	Less: Legally enforceable master netting agreements						(4,083		)						(4,083		)
Less: Cash collateral received/paid						(449		)						(1,032		)
Total derivative instruments, after netting							$1,307								$462
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 $791 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 $10.3 billion and $563 million of notional amounts related to interest rate futures and equity futures, respectively. 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. Amounts also include notional amounts related to interest rate swaps hedging fixed rate debt.
6 Asset and liability amounts both include $4 million of notional amounts 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 $49 million 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. See Note 12, “Guarantees” for additional information.
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]																				[2]
		Three Months Ended March 31, 2015
	(Dollars in millions)	Amount of				Classification of gain		Amount of
		pre-tax gain				reclassified		pre-tax gain
		recognized in OCI on Derivatives				from AOCI into Income		reclassified from AOCI
		(Effective Portion)				(Effective Portion)		into Income
								(Effective Portion)
	Derivative instruments in cash flow hedging relationships:
	Interest rate contracts hedging floating rate loans 1		$125			Interest and fees on loans			$35
	1 During the three months ended March 31, 2015, the Company also reclassified $19 million of 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 consistent with the pattern of net cash flows expected to be recognized.
		Three Months Ended March 31, 2015
	(Dollars in millions)	Amount of gain				Amount of loss				Amount of gain/(loss)
		on Derivatives				on related Hedged Items				recognized in Income
		recognized in Income				recognized in Income				on Hedges
										(Ineffective Portion)
	Derivative instruments in fair value hedging relationships:
	Interest rate contracts hedging fixed rate debt 1		$14				($14	)			$—
	Interest rate contracts hedging brokered CDs 1	—				—				—
	Total		$14				($14	)			$—
	1 Amounts are recognized in trading income in the Consolidated Statements of Income.
	(Dollars in millions)	Classification of (loss)/gain		Amount of (loss)/gain
		recognized in Income on Derivatives		recognized in Income
				on Derivatives during the
				Three Months Ended March 31, 2015
	Derivative instruments not designated as hedging instruments:
	Interest rate contracts hedging:
	MSRs	Mortgage servicing related income			$88
	LHFS, IRLCs	Mortgage production related income		(43		)
	Trading activity	Trading income		15
	Foreign exchange rate contracts hedging trading activity	Trading income		56
	Credit contracts hedging trading activity	Trading income		6
	Equity contracts hedging trading activity	Trading income		3
	Other contracts - IRLCs	Mortgage production related income		81
	Total				$206
		Three Months Ended March 31, 2014
	(Dollars in millions)	Amount of				Classification of gain		Amount of
		pre-tax gain				reclassified		pre-tax gain
		recognized in OCI				from AOCI into Income		reclassified from AOCI
		on Derivatives				(Effective Portion)		into Income
		(Effective Portion)						(Effective Portion)
	Derivative instruments in cash flow hedging relationships:
	Interest rate contracts hedging floating rate loans 1		$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 consistent with the pattern of net cash flows expected to be recognized.
		Three Months Ended March 31, 2014
	(Dollars in millions)	Amount of gain on Derivatives recognized in Income				Amount of loss on related Hedged Items				Amount of gain/(loss )recognized in Income
						recognized in Income				on Hedges
										(Ineffective Portion)
	Derivative instruments in fair value hedging relationships:
	Interest rate contracts hedging fixed rate debt 1		$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
	Derivative instruments not designated as hedging instruments:
	Interest rate contracts hedging:
	MSRs	Mortgage servicing related income			$55
	LHFS, IRLCs	Mortgage production related income		(34		)
	Trading activity	Trading income		14
	Foreign exchange rate contracts hedging trading activity	Trading income		5
	Credit contracts hedging trading activity	Trading income		4
	Equity contracts hedging trading activity	Trading income		1
	Other contracts - IRLCs	Mortgage production related income		60
	Total				$105
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-15
	Derivative instrument assets:
	Derivatives subject to master netting arrangement or similar arrangement		$5,408				$4,172				$1,236				$72				$1,164
	Derivatives not subject to master netting arrangement or similar arrangement	45				—				45				—				45
	Exchange traded derivatives	614				420				194				—				194
	Total derivative instrument assets		$6,067				$4,592				$1,475		1		$72				$1,403
	Derivative instrument liabilities:
	Derivatives subject to master netting arrangement or similar arrangement		$5,185				$4,756				$429				$27				$402
	Derivatives not subject to master netting arrangement or similar arrangement	119				—				119				—				119
	Exchange traded derivatives	424				420				4				—				4
	Total derivative instrument liabilities		$5,728				$5,176				$552		2		$27				$525
	December 31, 2014
	Derivative instruments assets:
	Derivatives subject to master netting arrangement or similar arrangement		$5,127				$4,095				$1,032				$63				$969
	Derivatives not subject to master netting arrangement or similar arrangement	25				—				25				—				25
	Exchange traded derivatives	687				437				250				—				250
	Total derivative instrument assets		$5,839				$4,532				$1,307		1		$63				$1,244
	Derivative instrument liabilities:
	Derivatives subject to master netting arrangement or similar arrangement		$5,001				$4,678				$323				$12				$311
	Derivatives not subject to master netting arrangement or similar arrangement	133				—				133				—				133
	Exchange traded derivatives	443				437				6				—				6
	Total derivative instrument liabilities		$5,577				$5,115				$462		2		$12				$450
	1 At March 31, 2015, $1.5 billion, net of $530 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
	At December 31, 2014, $1.3 billion, net of $449 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
	2 At March 31, 2015, $552 million, net of $1.1 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2014, $462 million, net of $1.0 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments 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, 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 consistent with the pattern of net cash flows expected to be recognized.

Fair_Value_Election_and_Measur1

Fair Value Election and Measurement (Tables)	3 Months Ended
	Mar. 31, 2015
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 for which fair value has been elected.
		31-Mar-15
		Fair Value Measurements
	(Dollars in millions)	Level 1			Level 2				Level 3				Netting			Assets/Liabilities
													Adjustments 1			at Fair Value
	Assets
	Trading assets and derivative instruments:
	U.S. Treasury securities		$451			$—				$—				$—			$451
	Federal agency securities	—			327				—				—			327
	U.S. states and political subdivisions	—			100				—				—			100
	MBS - agency	—			575				—				—			575
	CLO securities	—			3				—				—			3
	Corporate and other debt securities	—			646				—				—			646
	CP	—			239				—				—			239
	Equity securities	46			—				—				—			46
	Derivative instruments	615			5,407				45				(4,592		)	1,475
	Trading loans	—			2,733				—				—			2,733
	Total trading assets and derivative instruments	1,112			10,030				45				(4,592		)	6,595
	Securities AFS:
	U.S. Treasury securities	2,145			—				—				—			2,145
	Federal agency securities	—			476				—				—			476
	U.S. states and political subdivisions	—			186				6				—			192
	MBS - agency	—			22,952				—				—			22,952
	MBS - private	—			—				119				—			119
	ABS	—			—				21				—			21
	Corporate and other debt securities	—			34				5				—			39
	Other equity securities 2	201			—				616				—			817
	Total securities AFS	2,346			23,648				767				—			26,761
	Residential LHFS	—			2,073				4				—			2,077
	LHFI	—			—				268				—			268
	MSRs	—			—				1,181				—			1,181
	Liabilities
	Trading liabilities and derivative instruments:
	U.S. Treasury securities	614			—				—				—			614
	Federal agency securities	—			2				—				—			2
	MBS - agency	—			3				—				—			3
	Corporate and other debt securities	—			288				—				—			288
	Derivative instruments	425			5,295				8				(5,176		)	552
	Total trading liabilities and derivative instruments	1,039			5,588				8				(5,176		)	1,459
	Long-term debt	—			1,281				—				—			1,281
	Other liabilities 3	—			—				21				—			21
	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 $207 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $201 million in mutual fund investments, and $7 million of other.
	3 Includes contingent consideration obligations related to acquisitions.
		December 31, 2014
		Fair Value Measurements
	(Dollars in millions)	Level 1			Level 2				Level 3				Netting			Assets/Liabilities
													Adjustments 1			at Fair Value
	Assets
	Trading assets and derivative instruments:
	U.S. Treasury securities		$267			$—				$—				$—			$267
	Federal agency securities	—			547				—				—			547
	U.S. states and political subdivisions	—			42				—				—			42
	MBS - agency	—			545				—				—			545
	CLO securities	—			3				—				—			3
	Corporate and other debt securities	—			509				—				—			509
	CP	—			327				—				—			327
	Equity securities	45			—				—				—			45
	Derivative instruments	688			5,126				25				(4,532		)	1,307
	Trading loans	—			2,610				—				—			2,610
	Total trading assets and derivative instruments	1,000			9,709				25				(4,532		)	6,202
	Securities AFS:
	U.S. Treasury securities	1,921			—				—				—			1,921
Federal agency securities	—			484				—				—			484
U.S. states and political subdivisions	—			197				12				—			209
MBS - agency	—			23,048				—				—			23,048
MBS - private	—			—				123				—			123
ABS	—			—				21				—			21
Corporate and other debt securities	—			36				5				—			41
Other equity securities 2	138			—				785				—			923
Total securities AFS	2,059			23,765				946				—			26,770
Residential LHFS	—			1,891				1				—			1,892
LHFI	—			—				272				—			272
MSRs	—			—				1,206				—			1,206
Liabilities
Trading liabilities and derivative instruments:
U.S. Treasury securities	485			—				—				—			485
MBS - agency	—			1				—				—			1
Corporate and other debt securities	—			279				—				—			279
Derivative instruments	444			5,128				5				(5,115		)	462
Total trading liabilities and derivative instruments	929			5,408				5				(5,115		)	1,227
Long-term debt	—			1,283				—				—			1,283
Other liabilities 3	—			—				27				—			27
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 $376 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $138 million in mutual fund investments, and $7 million of other.
3 Includes contingent consideration obligations related to acquisitions.
Fair Value Option Elected, Difference Between the Aggregate Fair Value and the Aggregate Unpaid Principal Balance
	(Dollars in millions)	Aggregate Fair Value at March 31, 2015			Aggregate UPB under FVO at March 31, 2015				Fair Value
									Over/(Under)
									Unpaid Principal
	Assets:
	Trading loans		$2,733			$2,686				$47
	LHFS	2,077			2,005				72
	LHFI	265			274				(9		)
	Nonaccrual	3			4				(1		)
	Liabilities:
	Long-term debt	1,281			1,176				105
	(Dollars in millions)	Aggregate Fair Value at December 31, 2014			Aggregate UPB under FVO at December 31, 2014				Fair Value
									Over/(Under)
									Unpaid Principal
	Assets:
	Trading loans		$2,610			$2,589				$21
	LHFS	1,891			1,817				74
	Nonaccrual	1			1				—
	LHFI	269			281				(12		)
	Nonaccrual	3			5				(2		)
	Liabilities:
	Long-term debt	1,283			1,176				107
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, 2015 for Items Measured at Fair Value
		Pursuant to Election of the FVO
	(Dollars in millions)	Trading			Mortgage Production Related				Mortgage				Total Changes
		Income			Income 1				Servicing				in Fair Values
									Related				Included in
									Income				Current
													Period
													Earnings 2
	Assets:
	Trading loans		$4			$—				$—				$4
	LHFS	—			12				—				12
	LHFI	—			2				—				2
	MSRs	—			1				(126		)		(125		)
	Liabilities:
	Long-term debt	1			—				—				1
	1 Income related to LHFS does not include income from IRLCs. For the three months ended March 31, 2015, income related to MSRs includes mortgage servicing income recognized upon the sale of loans reported at LOCOM.
	2 Changes in fair value for the three months ended March 31, 2015 exclude accrued interest for the period then ended. Interest income or interest expense on trading loans, LHFS, LHFI, 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, 2014 for Items Measured at Fair Value
		Pursuant to Election of the FVO
	(Dollars in millions)	Trading			Mortgage Production Related				Mortgage				Total Changes
		Income			Income 1				Servicing				in Fair Values
									Related				Included in
									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 mortgage servicing income 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 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-15							(weighted average)
	Assets
	Trading assets and derivative instruments:
	Derivative instruments, net 2		$37		Internal model		Pull through rate		38-100% (74%)
							MSR value		38-217 bps (115 bps)
	Securities AFS:
	U.S. states and political subdivisions	6			Cost		N/A
	MBS - private	119			Third party pricing		N/A
	ABS	21			Third party pricing		N/A
	Corporate and other debt securities	5			Cost		N/A
	Other equity securities	616			Cost		N/A
	Residential LHFS	4			Monte Carlo/Discounted cash flow		Option adjusted spread		162-165 bps (165 bps)
							Conditional prepayment rate		2-20 CPR (13 CPR)
							Conditional default rate		0-2 CDR (0.50 CDR)
	LHFI	264			Monte Carlo/Discounted cash flow		Option adjusted spread		0-450 bps (283 bps)
							Conditional prepayment rate		4-35 CPR (14.25 CPR)
							Conditional default rate		0-5 CDR (1.75 CDR)
		4			Collateral based pricing		Appraised value		NM 4
	MSRs	1,181			Monte Carlo/Discounted cash flow		Conditional prepayment rate		2-21 CPR (11 CPR)
							Option adjusted spread		(4)-40% (9%)
	Liabilities
	Other liabilities 3	21			Internal model		Loan production volume		0-150% (142%)
	1 For certain assets and liabilities where 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 and includes the derivative liability associated with the Company's sale of Visa shares.
	3 Input assumptions relate to the Company's contingent consideration obligations related to acquisitions. See Note 12, "Guarantees," for additional information.
	4 Not meaningful.
		Level 3 Significant Unobservable Input Assumptions
	(Dollars in millions)	Fair value December 31, 2014			Valuation Technique		Unobservable Input 1		Range
									(weighted average)
	Assets
	Trading assets and derivative instruments:
	Derivative instruments, net 2		$20		Internal model		Pull through rate		40-100% (75%)
							MSR value		39-218 bps (107 bps)
	Securities AFS:
	U.S. states and political subdivisions	12			Cost		N/A
	MBS - private	123			Third party pricing		N/A
	ABS	21			Third party pricing		N/A
	Corporate and other debt securities	5			Cost		N/A
	Other equity securities	785			Cost		N/A
	Residential LHFS	1			Monte Carlo/Discounted cash flow		Option adjusted spread		145-225 bps (157 bps)
							Conditional prepayment rate		1-30 CPR (15 CPR)
							Conditional default rate		0-3 CDR (0.75 CDR)
	LHFI	269			Monte Carlo/Discounted cash flow		Option adjusted spread		0-450 bps (286 bps)
							Conditional prepayment rate		4-30 CPR (13.75 CPR)
							Conditional default rate		0-7 CDR (1.75 CDR)
		3			Collateral based pricing		Appraised value		NM 4
	MSRs	1,206			Monte Carlo/Discounted cash flow		Conditional prepayment rate		2-47 CPR (11 CPR)
							Option adjusted spread		(1)-122% (10%)
	Liabilities
	Other liabilities 3	27			Internal model		Loan production volume		0-150% (107%)
	1 For certain assets and liabilities where 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 and includes the derivative liability associated with the Company's sale of Visa shares.
	3 Input assumptions relate to the Company's contingent consideration obligations related to acquisitions. See Note 12, "Guarantees," for additional informatio
Reconciliation of the Beginning and Ending Balances for Fair Valued Assets and Liabilities Measured on a Recurring Basis Using Significant Unobservable Inputs	three months ended March 31, 2015 and 2014.
		Fair Value Measurements
		Using Significant Unobservable Inputs
	(Dollars in millions)	Beginning			Included				OCI				Purchases			Sales				Settlements			Transfers			Transfers		Transfers		Fair value March 31, 2015		Included in earnings (held at March 31, 2015) 1
		balance			in																		to/from			into		out of
		January 1,			earnings																		other			Level 3		Level 3
		2015																					balance sheet
																							line items
	Assets
	Trading assets:
	Derivative instruments, net		$20			$77		2		$—				$—			$—				$—			($60	)		$—		$—		$37		($4	)	2
	Securities AFS:
	U.S. states and political subdivisions	12			—				—				—			—				(6		)	—			—		—		6		—
	MBS - private	123			—				1				—			—				(5		)	—			—		—		119		—
	ABS	21			—				—				—			—				—			—			—		—		21		—
	Corporate and other debt securities	5			—				—				—			—				—			—			—		—		5		—
	Other equity securities	785			—				—				21			—				(190		)	—			—		—		616		—
	Total securities AFS	946			—				1			3	21			—				(201		)	—			—		—		767		—
	Residential LHFS	1			—				—				—			(3		)		—			—			6		—		4		—
	LHFI	272			3			4	—				—			—				(9		)	—			2		—		268		2			4
	Liabilities
	Other liabilities	27			4			5	—				—			—				(10		)	—			—		—		21		—
	1 Change in unrealized gains/(losses) included in earnings during the period related to financial assets still held at March 31, 2015.
	2 Includes issuances, fair value changes, and expirations and are recognized in mortgage production related income.
	3 Amount recognized in OCI is included in change in net unrealized gains on securities AFS, net of tax.
	4 Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in trading income.
	5 Amounts included in earnings are recognized in other noninterest expense.
		Fair Value Measurements
		Using Significant Unobservable Inputs
	(Dollars in	Beginning			Included				OCI				Purchases			Sales				Settlements			Transfers			Transfers		Transfers		Fair value March 31, 2014		Included in earnings (held at March 31, 2014) 1
	millions)	balance			in																		to/from other			into		out of
		January 1,			earnings																		balance sheet			Level 3		Level 3
		2014																					line items
	Assets
	Trading assets and derivatives:
	CDO/CLO securities		$54			$11		3		$—				$—			($65	)			$—			$—			$—		$—		$—		$—
	ABS	6			1			3	—				—			(7		)		—			—			—		—		—		—
	Derivative instruments, net	5			60			2	—				—			—				1			(55		)	—		—		11		—
	Total trading assets and derivative instruments	65			72				—				—			(72		)		1			(55		)	—		—		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	26			—				—				—			—				—			—			—		—		26		—
	1 Change in unrealized gains/(losses) included in earnings for the period related to financial assets still held at March 31, 2014.
	2 Includes 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.
	5 Amounts recognized in OCI are included in change in net unrealized gains on securities AFS, net of tax.
	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-15			Level 1				Level 2				Level 3			Gains/(Losses) for the Three Months Ended March 31, 2015
	LHFS		$41			$—				$—				$41			$1
	LHFI	6			—				—				6			—
	OREO	17			—				—				17			(3		)
	Other assets	5			—				—				5			—
	(Dollars in millions)	December 31, 2014			Level 1				Level 2				Level 3			Losses for the
																Year Ended
																31-Dec-14
	LHFS		$1,108			$121				$45				$942			($6	)
	LHFI	24			—				—				24			—
	OREO	29			—				1				28			(6		)
	Affordable housing	77			—				—				77			(21		)
	Other assets	225			—				216				9			(64		)
Carrying Amounts and Fair Values of the Company's Financial Instruments
		March 31, 2015							Fair Value Measurement Using
	(Dollars in millions)	Measured			Fair				Level 1				Level 2			Level 3
		Amount			Value
	Financial assets:
	Cash and cash equivalents		$7,738			$7,738				$7,738				$—			$—		(a)
	Trading assets and derivative instruments	6,595			6,595				1,112				5,438			45			(b)
	Securities AFS	26,761			26,761				2,346				23,648			767			(b)
	LHFS	3,404			3,423				—				2,182			1,241			(c)
	LHFI, net	130,487			126,722				—				543			126,179			(d)
	Financial liabilities:
	Deposits	144,423			144,414				—				144,414			—			(e)
	Short-term borrowings	4,582			4,582				—				4,582			—			(f)
	Long-term debt	13,012			13,070				—				12,424			646			(f)
	Trading liabilities and derivative instruments	1,459			1,459				1,039				412			8			(b)
		December 31, 2014							Fair Value Measurement Using
	(Dollars in millions)	Measured			Fair				Level 1				Level 2			Level 3
		Amount			Value
	Financial assets:
	Cash and cash equivalents		$8,229			$8,229				$8,229				$—			$—		(a)
	Trading assets and derivative instruments	6,202			6,202				1,000				5,177			25			(b)
	Securities AFS	26,770			26,770				2,059				23,765			946			(b)
	LHFS	3,232			3,240				—				2,063			1,177			(c)
	LHFI, net	131,175			126,855				—				545			126,310			(d)
	Financial liabilities:
	Deposits	140,567			140,562				—				140,562			—			(e)
	Short-term borrowings	9,186			9,186				—				9,186			—			(f)
	Long-term debt	13,022			13,056				—				12,398			658			(f)
	Trading liabilities and derivative instruments	1,227			1,227				929				293			5			(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, which are reasonable estimates of fair value due to the relatively short period to maturity of the instruments.
	(b)	Trading assets and derivative instruments, securities AFS, and trading liabilities and derivative instruments 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, quoted market prices of similar instruments. Refer to the LHFS section within this footnote for further discussion. When 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 nonexistent requires significant judgment.
	Generally, the Company measures fair value for LHFI based on estimated future discounted cash flows using current origination rates for loans with similar terms and credit quality, which derived an estimated value of 100% on the loan portfolio’s net carrying value at both March 31, 2015 and December 31, 2014. The value derived from origination rates likely does not represent an exit price; therefore, an incremental market risk and liquidity discount was applied when estimating the fair value of these loans. 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.
	(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 approach 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.
	(f)	Fair values for short-term borrowings and certain long-term debt are based on quoted market prices for similar instruments or estimated discounted cash flows utilizing the Company’s current incremental borrowing rate for similar types of instruments. For long-term debt that the Company measures 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, the Company reviews 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, 2015																	Mar. 31, 2014
Segment Reporting [Abstract]
Business Segment Reporting
		Three Months Ended March 31, 2015																	Three Months Ended March 31, 2014
	(Dollars in millions)	Consumer		Wholesale Banking			Mortgage Banking			Corporate Other			Reconciling			Consolidated		(Dollars in millions)	Consumer		Wholesale Banking		Mortgage Banking		Corporate Other			Reconciling			Consolidated
		Banking and											Items						Banking and									Items
		Private Wealth																	Private Wealth
		Management																	Management
	Balance Sheets:																	Balance Sheets:
	Average loans		$41,128		$67,732			$24,439			$43			($4	)		$133,338	Average loans		$41,259		$58,936		$28,286		$51			($7	)		$128,525
	Average consumer and commercial deposits	90,681		47,478			2,359			3			(45		)	140,476		Average consumer and commercial deposits	84,358		42,287		1,887		(64		)	(72		)	128,396
	Average total assets	47,133		81,227			27,936			28,943			4,026			189,265		Average total assets	46,938		70,041		31,550		25,622			2,820			176,971
	Average total liabilities	91,336		53,559			2,615			18,661			(78		)	166,093		Average total liabilities	85,179		48,984		2,435		18,702			(56		)	155,244
	Average total equity	—		—			—			—			23,172			23,172		Average total equity	—		—		—		—			21,727			21,727
	Statements of Income:																	Statements of Income:
	Net interest income		$667		$428			$121			$27			($103	)		$1,140	Net interest income		$644		$391		$134		$75			($40	)		$1,204
	FTE adjustment	—		34			—			1			—			35		FTE adjustment	—		34		—		1			—			35
	Net interest income - FTE 1	667		462			121			28			(103		)	1,175		Net interest income - FTE 1	644		425		134		76			(40		)	1,239
	Provision/(benefit) for credit losses 2	70		(4		)	(10		)	—			(1		)	55		Provision for credit losses 2	53		23		26		—			—			102
	Net interest income after provision/(benefit) for credit losses - FTE	597		466			131			28			(102		)	1,120		Net interest income after provision for credit losses - FTE	591		402		108		76			(40		)	1,137
	Total noninterest income	363		311			132			16			(5		)	817		Total noninterest income	361		275		100		59			(4		)	791
	Total noninterest expense	720		407			177			(20		)	(4		)	1,280		Total noninterest expense	707		418		186		50			(4		)	1,357
	Income before provision for income taxes - FTE	240		370			86			64			(103		)	657		Income before provision for income taxes - FTE	245		259		22		85			(40		)	571
	Provision for income taxes - FTE 3	89		125			28			22			(38		)	226		Provision for income taxes - FTE 3	90		83		6		1			(20		)	160
	Net income including income attributable to noncontrolling interest	151		245			58			42			(65		)	431		Net income including income attributable to noncontrolling interest	155		176		16		84			(20		)	411
	Net income attributable to noncontrolling interest	—		—			—			2			—			2		Net income attributable to noncontrolling interest	—		—		—		6			—			6
	Net income		$151		$245			$58			$40			($65	)		$429	Net income		$155		$176		$16		$78			($20	)		$405

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Tables)	3 Months Ended
	Mar. 31, 2015
Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]
	(Dollars in millions)	Securities AFS				Derivative Instruments				Employee Benefit Plans			Total
	Balance, December 31, 2013		($77	)			$279				($491	)		($289	)
	Net unrealized gains arising during the period	107				14				—			121
	Amounts reclassified from AOCI	1				(64		)		31			(32		)
	Other comprehensive income/(loss), net of tax	108				(50		)		31			89
	Balance, March 31, 2014		$31				$229				($460	)		($200	)
	Balance, December 31, 2014		$298				$97				($517	)		($122	)
	Net unrealized gains arising during the period	86				78				—			164
	Amounts reclassified from AOCI	—				(34		)		(73		)	(107		)
	Other comprehensive income/(loss), net of tax	86				44				(73		)	57
	Balance, March 31, 2015		$384				$141				($590	)		($65	)
schedule of reclassifications from AOCI [Table Text Block]
	(Dollars in millions)		Three Months Ended March 31								Affected Line Item in the Statement Where Net Income is Presented
	Details about AOCI Components		2015				2014
	Securities AFS:
	Realized losses on securities AFS			$—				$1			Net securities losses
			—				—				Provision for income taxes
				$—				$1
	Derivative instruments:
	Gains on cash flow hedges			($54	)			($102	)		Interest and fees on loans
			20				38				Provision for income taxes
				($34	)			($64	)
	Employee benefit plans:
	Amortization of actuarial loss			$5				$3			Employee benefits
	Amortization of prior service credit		(1		)		—				Employee benefits
			(120		)		46				Other assets/other liabilities 1
			(116		)		49
			43				(18		)		Provision for income taxes
				($73	)			$31
	1 Component is an adjustment to the funded status of the employee benefit obligation. For additional information, see Note 15, "Employee Benefit Plans," to the Company's 2014 Annual Report on Form 10-K.

Federal_Funds_Sold_and_Securit2

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Securities Purchased under Agreements to Resell [Abstract]
Federal Funds Sold	$0	$38
Securities Borrowed	262	290
Securities Purchased under Agreements to Resell	971	832
Federal Funds Sold and Securities Purchased under Agreements to Resell	$1,233	$1,160

Federal_Funds_Sold_and_Securit3

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell - Additional Information (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Securities Purchased under Agreements to Resell [Abstract]
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	$1,200,000,000	$1,100,000,000
Fair Value of Securities Received as Collateral that Have Been Resold or Repledged	$194,000,000	$222,000,000

Federal_Funds_Sold_and_Securit4

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell Securities Sold Under Agreements to Repurchase (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	$1,845	[1]	$2,276	[1]
US Treasury Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase			376
US Government Agencies Debt Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase			231
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase			1,104
Commercial Paper [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase			238
Corporate Debt Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase			327
Maturity Overnight [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	1,845		2,231
Maturity Overnight [Member] | US Treasury Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	167		376
Maturity Overnight [Member] | US Government Agencies Debt Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	101		231
Maturity Overnight [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	1,105		1,059
Maturity Overnight [Member] | Commercial Paper [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	101		238
Maturity Overnight [Member] | Corporate Debt Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	371		327
Maturity up to 30 days [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase			45
Maturity up to 30 days [Member] | US Treasury Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase			0
Maturity up to 30 days [Member] | US Government Agencies Debt Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase			0
Maturity up to 30 days [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase			45
Maturity up to 30 days [Member] | Commercial Paper [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase			0
Maturity up to 30 days [Member] | Corporate Debt Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase			$0
[1]	None of the Company's repurchase or resell transactions met the right of setoff criteria for net balance sheet presentation at March 31, 2015 and December 31, 2014.

Federal_Funds_Sold_and_Securit5

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell Netting of financial instruments - repurchase agreements (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
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	$1,233		$1,122
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	1,233	[1]	1,122	[1],[2]
Held Financial Instruments, Not Separately Reported, Securities for Reverse Repurchase Agreements	1,225	[3]	1,112	[4]
Securities Borrowed or Purchased Under Agreements to Resell, Amount Not Offset Against Collateral	8		10
Securities Sold under Agreements to Repurchase, Gross	1,845		2,276
Securities Sold Under Agreements to Repurchase, Amount Offset Against Collateral	0		0
Securities Sold under Agreements to Repurchase	1,845	[1]	2,276	[1]
Pledged Financial Instruments, Not Separately Reported, Securities for Repurchase Agreements	1,845	[4]	2,276	[4]
Securities Sold Under Agreements to Repurchase, Amount Not Offset Against Collateral	$0		$0
[1]	None of the Company's repurchase or resell transactions met the right of setoff criteria for net balance sheet presentation at March 31, 2015 and December 31, 2014.
[2]	Excludes $38 million of Fed funds sold which are not subject to a master netting agreement at December 31, 2014.
[3]	Represents collateral received or pledged, limited for presentation purposes to the amount of the related recognized asset or liability for each counterparty, and therefore, may be less than the aggregate amount of collateral actually held/pledged.
[4]	At March 31, 2015, $552 million, net of $1.1 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2014, $462 million, net of $1.0 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets.

Federal_Funds_Sold_and_Securit6

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell Netting of financial instruments - repurchase agreements (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Assets Sold under Agreements to Repurchase [Line Items]
Federal Funds Sold	$0	$38

Trading_Assets_and_Liabilities1

Trading Assets and Liabilities and Derivatives(Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	$6,595	[1]	$6,202	[1]
Trading liabilities	1,459		1,227
US Treasury Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	451		267
Trading liabilities	614		485
US Government Agencies Debt Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	327		547
Trading liabilities	2		0
US States and Political Subdivisions Debt Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	100		42
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	575		545
Trading liabilities	3		1
Collateralized Loan Obligations [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	3		3
Corporate Debt Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	646		509
Trading liabilities	288		279
Commercial Paper [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	239		327
Equity Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	46		45
Derivative Financial Instruments, Assets
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	1,475	[2]	1,307	[2]
Loans
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	2,733	[3]	2,610	[3]
Derivative Financial Instruments, Liabilities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading liabilities	$552	[2]	$462	[2]
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,207 million and $1,316 million at March 31, 2015 and December 31, 2014, respectively
[2]	1 Amounts include the impact of 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.
[3]	2 Includes loans related to TRS.

Trading_Assets_and_Liabilities2

Trading Assets and Liabilities and Derivatives - Additional Information (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Schedule of Trading Securities and Other Trading Assets [Line Items]
Securities Sold under Agreements to Repurchase, Amount Offset Against Collateral	$935	$1,100
Repurchase Agreements [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading Securities Pledged as Collateral	978	1,100
Derivative [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading Securities Pledged as Collateral	$234	$202

Securities_Available_for_Sale_1

Securities Available for Sale (Detail) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Dec. 31, 2014
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	$26,109		$26,257
Unrealized Gains	682		600
Unrealized Losses	30		87
Available-for-sale Securities	26,761	[1]	26,770	[1]
US Treasury Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	2,110		1,913
Unrealized Gains	35		9
Unrealized Losses	0		1
Available-for-sale Securities	2,145		1,921
US Government Agencies Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	461		471
Unrealized Gains	16		15
Unrealized Losses	1		2
Available-for-sale Securities	476		484
US States and Political Subdivisions Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	183		200
Unrealized Gains	9		9
Unrealized Losses	0		0
Available-for-sale Securities	192		209
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	22,366		22,573
Unrealized Gains	614		558
Unrealized Losses	28		83
Available-for-sale Securities	22,952		23,048
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	118		122
Unrealized Gains	2		2
Unrealized Losses	1		1
Available-for-sale Securities	119		123
Asset-backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	19		19
Unrealized Gains	2		2
Unrealized Losses	0		0
Available-for-sale Securities	21		21
Other Debt Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	37		38
Unrealized Gains	2		3
Unrealized Losses	0		0
Available-for-sale Securities	39		41
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	815	[2]	921	[2]
Unrealized Gains	2	[2]	2	[2]
Unrealized Losses	0		0
Available-for-sale Securities	$817	[2]	$923	[2]
[1]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $0 million and $369 million at March 31, 2015 and December 31, 2014, respectively.
[2]	At March 31, 2015, the fair value of other equity securities was comprised of the following: $207 million in FHLB of Atlanta stock, $402 million in Federal Reserve Bank of Atlanta stock, $201 million in mutual fund investments, and $7 million of other. At December 31, 2014, other equity securities was comprised of the following: $376 million in FHLB of Atlanta stock, $402 million in Federal Reserve Bank of Atlanta stock, $138 million in mutual fund investments, and $7 million of other.

Securities_Available_for_Sale_2

Securities Available for Sale (Addition Information) (Detail) (Equity Securities [Member], USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]
Federal Home Loan Bank (FHLB) of Atlanta stock (par value)	$207	$376
Federal Reserve Bank Stock	402	402
Mutual fund investments (par value)	201	138
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Schedule of Available-for-sale Securities [Line Items]
Investments, Fair Value Disclosure	$7	$7

Interest_and_dividends_on_SAFS

Interest and dividends on SAFS (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Schedule of Available-for-sale Securities [Line Items]
Interest Income, Securities, Taxable	$128	$141
Interest Income, Securities, Tax Exempt	2	3
Dividend Income, Operating	10	9
Interest and Dividend Income, Securities, Available-for-sale	$140	$153

Securities_Available_for_Sale_3

Securities Available for Sale - Additional Information (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities Pledged as Collateral	$3,100,000,000		$2,600,000,000
Available-for-sale Securities	26,761,000,000	[1]	26,770,000,000	[1]
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities	119,000,000		123,000,000
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	$0				$0
[1]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $0 million and $369 million at March 31, 2015 and December 31, 2014, respectively.

Amortized_Cost_and_Fair_Value_

Amortized Cost and Fair Value of Investments in Debt Securities by Estimated Average Life (Detail) (USD $)	Mar. 31, 2015
In Millions, unless otherwise specified
Distribution of Maturities: Amortized Cost, 1 Year or Less	$2,869
Distribution of Maturities: Amortized Cost, 1-5 Years	13,708
Distribution of Maturities: Amortized Cost, 5-10 Years	4,902
Distribution of Maturities: Amortized Cost, After 10 Years	3,815
Distribution of Maturities: Amortized Cost, Total	25,294
Distribution of Maturities: Fair Value, 1 Year or Less	3,027
Distribution of Maturities: Fair Value, 1-5 Years	14,079
Distribution of Maturities: Fair Value, 5-10 Years	5,005
Distribution of Maturities: Fair Value, After 10 Years	3,833
Distribution of Maturities: Fair Value, Total	25,944
Available For Sale Securities Debt Maturities, Yield, One Year Or Less	1.67%	[1]
Available For Sale Securities Debt Maturities, Yield, After One Through Five Years	2.26%	[1]
Available For Sale Securities Debt Maturities, Yield, After Five Through Ten Years	2.69%	[1]
Available For Sale Securities Debt Maturities, Yield, After Ten Years	2.81%	[1]
Available For Sale Securities Debt Maturities, Yield	2.43%	[1]
US Treasury Securities [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less	200
Distribution of Maturities: Amortized Cost, 1-5 Years	1,315
Distribution of Maturities: Amortized Cost, 5-10 Years	595
Distribution of Maturities: Amortized Cost, After 10 Years	0
Distribution of Maturities: Amortized Cost, Total	2,110
Distribution of Maturities: Fair Value, 1 Year or Less	203
Distribution of Maturities: Fair Value, 1-5 Years	1,335
Distribution of Maturities: Fair Value, 5-10 Years	607
Distribution of Maturities: Fair Value, After 10 Years	0
Distribution of Maturities: Fair Value, Total	2,145
US Government Agencies Debt Securities [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less	87
Distribution of Maturities: Amortized Cost, 1-5 Years	205
Distribution of Maturities: Amortized Cost, 5-10 Years	36
Distribution of Maturities: Amortized Cost, After 10 Years	133
Distribution of Maturities: Amortized Cost, Total	461
Distribution of Maturities: Fair Value, 1 Year or Less	88
Distribution of Maturities: Fair Value, 1-5 Years	215
Distribution of Maturities: Fair Value, 5-10 Years	38
Distribution of Maturities: Fair Value, After 10 Years	135
Distribution of Maturities: Fair Value, Total	476
US States and Political Subdivisions Debt Securities [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less	38
Distribution of Maturities: Amortized Cost, 1-5 Years	27
Distribution of Maturities: Amortized Cost, 5-10 Years	102
Distribution of Maturities: Amortized Cost, After 10 Years	16
Distribution of Maturities: Amortized Cost, Total	183
Distribution of Maturities: Fair Value, 1 Year or Less	38
Distribution of Maturities: Fair Value, 1-5 Years	28
Distribution of Maturities: Fair Value, 5-10 Years	109
Distribution of Maturities: Fair Value, After 10 Years	17
Distribution of Maturities: Fair Value, Total	192
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less	2,524
Distribution of Maturities: Amortized Cost, 1-5 Years	12,008
Distribution of Maturities: Amortized Cost, 5-10 Years	4,168
Distribution of Maturities: Amortized Cost, After 10 Years	3,666
Distribution of Maturities: Amortized Cost, Total	22,366
Distribution of Maturities: Fair Value, 1 Year or Less	2,679
Distribution of Maturities: Fair Value, 1-5 Years	12,343
Distribution of Maturities: Fair Value, 5-10 Years	4,249
Distribution of Maturities: Fair Value, After 10 Years	3,681
Distribution of Maturities: Fair Value, Total	22,952
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	118
Distribution of Maturities: Amortized Cost, 5-10 Years	0
Distribution of Maturities: Amortized Cost, After 10 Years	0
Distribution of Maturities: Amortized Cost, Total	118
Distribution of Maturities: Fair Value, 1 Year or Less	0
Distribution of Maturities: Fair Value, 1-5 Years	119
Distribution of Maturities: Fair Value, 5-10 Years	0
Distribution of Maturities: Fair Value, After 10 Years	0
Distribution of Maturities: Fair Value, Total	119
Asset-backed Securities [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less	15
Distribution of Maturities: Amortized Cost, 1-5 Years	3
Distribution of Maturities: Amortized Cost, 5-10 Years	1
Distribution of Maturities: Amortized Cost, After 10 Years	0
Distribution of Maturities: Amortized Cost, Total	19
Distribution of Maturities: Fair Value, 1 Year or Less	14
Distribution of Maturities: Fair Value, 1-5 Years	5
Distribution of Maturities: Fair Value, 5-10 Years	2
Distribution of Maturities: Fair Value, After 10 Years	0
Distribution of Maturities: Fair Value, Total	21
Other Debt Obligations [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less	5
Distribution of Maturities: Amortized Cost, 1-5 Years	32
Distribution of Maturities: Amortized Cost, 5-10 Years	0
Distribution of Maturities: Amortized Cost, After 10 Years	0
Distribution of Maturities: Amortized Cost, Total	37
Distribution of Maturities: Fair Value, 1 Year or Less	5
Distribution of Maturities: Fair Value, 1-5 Years	34
Distribution of Maturities: Fair Value, 5-10 Years	0
Distribution of Maturities: Fair Value, After 10 Years	0
Distribution of Maturities: Fair Value, Total	$39
[1]	Average yields are based on amortized cost and presented on an 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, 2015		Dec. 31, 2014
Investments, Unrealized Loss Position [Line Items]
Less than twelve months, Fair Value	$2,453		$2,586
Less than twelve months, Unrealized Losses	10		8
Twelve months or longer, Fair Value	1,241		5,057
Twelve months or longer, Unrealized Losses	20		79
Total, Fair Value	3,694		7,643
Total, Unrealized Losses	30		87
Temporarily Impaired Securities
Investments, Unrealized Loss Position [Line Items]
Less than twelve months, Fair Value	2,386		2,517
Less than twelve months, Unrealized Losses	9		7
Twelve months or longer, Fair Value	1,241		5,057
Twelve months or longer, Unrealized Losses	20		79
Total, Fair Value	3,627		7,574
Total, Unrealized Losses	29		86
Temporarily Impaired Securities | US Treasury Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Less than twelve months, Fair Value			150
Less than twelve months, Unrealized Losses			1
Twelve months or longer, Fair Value			0
Twelve months or longer, Unrealized Losses			0
Total, Fair Value			150
Total, Unrealized Losses			1
Temporarily Impaired Securities | US Government Agencies Debt Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Less than twelve months, Fair Value	47		20
Less than twelve months, Unrealized Losses	0	[1]	0	[1]
Twelve months or longer, Fair Value	52		132
Twelve months or longer, Unrealized Losses	1		2
Total, Fair Value	99		152
Total, Unrealized Losses	1		2
Temporarily Impaired Securities | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Investments, Unrealized Loss Position [Line Items]
Less than twelve months, Fair Value	2,339		2,347
Less than twelve months, Unrealized Losses	9		6
Twelve months or longer, Fair Value	1,175		4,911
Twelve months or longer, Unrealized Losses	19		77
Total, Fair Value	3,514		7,258
Total, Unrealized Losses	28		83
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	14		14
Twelve months or longer, Unrealized Losses	0	[1]	0	[1]
Total, Fair Value	14		14
Total, Unrealized Losses	0	[1]	0	[1]
Other Than Temporarily Impaired Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Less than twelve months, Fair Value	67	[2]	69	[2]
Less than twelve months, Unrealized Losses	1	[2]	1	[2]
Twelve months or longer, Fair Value	0		0
Twelve months or longer, Unrealized Losses	0		0
Total, Fair Value	67	[2]	69	[2]
Total, Unrealized Losses	1	[2]	1	[2]
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	67	[2]	69	[2]
Less than twelve months, Unrealized Losses	1	[2]	1	[2]
Twelve months or longer, Fair Value	0		0
Twelve months or longer, Unrealized Losses	0		0
Total, Fair Value	67	[2]	69	[2]
Total, Unrealized Losses	$1	[2]	$1	[2]
[1]	Unrealized losses less than $0.5 million are shown as zero.
[2]	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, 2015		Mar. 31, 2014	Dec. 31, 2014
Available-for-sale Securities	$26,761	[1]		$26,770	[1]
Gross realized gains	0		0
Available-for-sale Securities, Gross Realized Losses	0		-1
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	0		0
Gain (Loss) on Sale of Securities, Net	0		1
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Available-for-sale Securities	119			123
Mortgage-backed Securities, Issued by Private Enterprises [Member] | Other Than Temporarily Impaired Securities [Member]
Available-for-sale Securities	$0		$0
[1]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $0 million and $369 million at March 31, 2015 and December 31, 2014, 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, 2015	Mar. 31, 2014
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Credit Losses on Debt Securities Held	$25	$25
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	$0	$0

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, 2015		Mar. 31, 2014	Dec. 31, 2014
Schedule of Available-for-sale Securities [Line Items]
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities	$0		$0
Available-for-sale Securities	26,761	[1]		26,770	[1]
Ending balance	25		25
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities	119			123
Mortgage-backed Securities, Issued by Private Enterprises [Member] | Other Than Temporarily Impaired Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities	$0		$0
[1]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $0 million and $369 million at March 31, 2015 and December 31, 2014, respectively.

Loans_Additional_Information_D

Loans - Additional Information (Detail) (USD $)	3 Months Ended
	Mar. 31, 2015														Mar. 31, 2014	Dec. 31, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Other Real Estate	$79,000,000													[1]		$99,000,000	[1]
Loans transferred from loans to loans held for sale	512,000,000														115,000,000
Transfer of Loans Held-for-sale to Portfolio Loans	11,000,000														17,000,000
Loans held for investment sold	405,000,000														85,000,000
Gain (Loss) on Sales of Loans, Net	6,000,000														9,000,000
Long-term Debt	13,012,000,000													[2]		13,022,000,000	[2]
Other Short-term Borrowings	1,438,000,000															5,634,000,000
Letters of Credit Outstanding, Amount	6,400,000,000															7,900,000,000
Loans and Leases Receivable, Impaired, Commitment to Lend	5,000,000															1,000,000
Loans held for investment	132,380,000,000													[3]		133,112,000,000	[3]
Financing Receivable Credit Quality Indicators [Table Text Block]
		Commercial Loans
		C&I				CRE				Commercial construction
	(Dollars in millions)	March 31,		December 31, 2014		March 31,		December 31, 2014		March 31,		December 31, 2014
		2015				2015				2015
	Risk rating:
	Pass		$64,295		$64,228		$6,265		$6,586		$1,468		$1,196
	Criticized accruing	1,139		1,061		100		134		15		14
	Criticized nonaccruing	140		151		24		21		1		1
	Total		$65,574		$65,440		$6,389		$6,741		$1,484		$1,211
		Residential Loans 1
		Residential mortgages -				Home equity products				Residential construction
		nonguaranteed
	(Dollars in millions)	March 31,		December 31, 2014		March 31,		December 31, 2014		March 31,		December 31, 2014
		2015				2015				2015
	Current FICO score range:
	700 and above		$18,752		$18,780		$11,245		$11,475		$327		$347
	620 - 699	3,411		3,369		1,932		1,991		71		70
	Below 620 2	1,256		1,294		777		798		19		19
	Total		$23,419		$23,443		$13,954		$14,264		$417		$436
		Consumer Loans 3
		Other direct				Indirect				Credit cards
	(Dollars in millions)	March 31,		December 31, 2014		March 31,		December 31, 2014		March 31,		December 31, 2014
		2015				2015				2015
	Current FICO score range:
	700 and above		$4,345		$4,023		$7,324		$7,661		$613		$639
	620 - 699	530		476		2,361		2,335		219		212
	Below 620 2	62		74		651		648		46		50
	Total		$4,937		$4,573		$10,336		$10,644		$878		$901
	1 Excludes $655 million and $632 million of guaranteed residential loans at March 31, 2015 and December 31, 2014, respectively.
	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 $4.3 billion and $4.8 billion of guaranteed student loans at March 31, 2015 and December 31, 2014, respectively.
Accrual Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real estate properties for which formal foreclosure proceedings are in process	199,000,000													[4]		208,000,000	[4]
Financing Receivable, Modifications, Recorded Investment	2,600,000,000															2,500,000,000
Accruing TDRs current	96.71%															96.00%
Nonaccrual loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real estate properties for which formal foreclosure proceedings are in process	224,000,000													[4]		251,000,000	[4]
Proceeds due from FHA or VA [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real estate properties for which formal foreclosure proceedings are in process	177,000,000													[4]		182,000,000	[4]
Other Real Estate	61,000,000													[4]		57,000,000	[4]
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Other Real Estate	13,000,000													[1]		16,000,000	[1]
Loans held for investment	73,447,000,000															73,392,000,000
Federally Guaranteed Student Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percentage of Loan Portfolio Current	80.00%															79.00%
Loans held for investment	4,337,000,000															4,827,000,000
Residential Guaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percentage of Loan Portfolio Current	30.00%															28.00%
Loans held for investment	655,000,000															632,000,000
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Other Real Estate	61,000,000													[1]		75,000,000	[1]
Loans held for investment	38,445,000,000															38,775,000,000
Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	13,954,000,000													[5]		14,264,000,000	[5]
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	1,500,000,000															1,300,000,000
Credit Concentration Risk [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
ResidentialLoansInterestOnlyHighOriginalLTVAndOrSecondLien	738															754
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan subcategory as a percent of total loans	29.00%															29.00%
Government Guarantee Percent	2.00%															2.00%
Home Equity Line of Credit [Member] | Credit Concentration Risk [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit	10,900,000,000															10,900,000,000
Mortgage Loans on Real Estate [Member] | Credit Concentration Risk [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit	5,200,000,000															3,300,000,000
Federal Home Loan Bank Advances [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Other Short-term Borrowings	500,000,000															4,000,000,000
Federal Home Loan Bank Advances [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Long-term Debt	4,000,000,000															4,000,000,000
Federal Reserve Bank Advances [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Pledged as Collateral	25,200,000,000															26,500,000,000
Line of Credit Facility, Remaining Borrowing Capacity	17,500,000,000															18,400,000,000
Federal Home Loan Bank Advances [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Pledged as Collateral	31,000,000,000															31,200,000,000
Line of Credit Facility, Remaining Borrowing Capacity	$24,500,000,000															$24,300,000,000
[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 $61 million and $57 million at March 31, 2015 and December 31, 2014, respectively.
[2]	Includes debt of consolidated VIEs of $292 million and $302 million at March 31, 2015 and December 31, 2014, respectively.
[3]	Includes loans of consolidated VIEs of $277 million and $288 million at March 31, 2015 and December 31, 2014, respectively.
[4]	Nonaccruing restructured loans are included in total nonaccrual/NPLs.
[5]	Excludes $655 million and $632 million of guaranteed residential loans at March 31, 2015 and December 31, 2014, respectively.

Composition_of_the_Companys_Lo

Composition of the Company's Loan Portfolio (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$132,380	[1]	$133,112	[1]
Loans Held for Sale	3,404	[2]	3,232	[2]
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	73,447		73,392
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	38,445		38,775
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	20,488		20,945
Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	65,574		65,440
Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	6,389		6,741
Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,484		1,211
Residential Guaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	655		632
Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	23,419	[3],[4]	23,443	[3],[4]
Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	13,954	[3]	14,264	[3]
Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	417	[3]	436	[3]
Federally Guaranteed Student Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	4,337		4,827
Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	4,937	[5]	4,573	[5]
Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	10,336	[5]	10,644	[5]
Consumer Credit Card Financing Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$878	[5]	$901	[5]
[1]	Includes loans of consolidated VIEs of $277 million and $288 million at March 31, 2015 and December 31, 2014, respectively.
[2]	Includes $2.1 billion and $1.9 billion of LHFS carried at fair value at March 31, 2015 and December 31, 2014, respectively.
[3]	Excludes $655 million and $632 million of guaranteed residential loans at March 31, 2015 and December 31, 2014, respectively.
[4]	Includes $268 million of loans carried at fair value, the majority of which were accruing current.
[5]	Excludes $4.3 billion and $4.8 billion of guaranteed student loans at March 31, 2015 and December 31, 2014, respectively.

Composition_of_the_Companys_Lo1

Composition of the Company's Loan Portfolio (Additional Information) (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Fair Value Disclosure	$268	$272
Loans Held-for-sale, Fair Value Disclosure	2,077	1,892
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Fair Value Disclosure	$268	$272

LHFI_by_Credit_Quality_Indicat

LHFI by Credit Quality Indicator (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$132,380	[1]	$133,112	[1]
Financing Receivable, Recorded Investment, Nonaccrual Status	612	[2],[3]	634	[2],[3]
Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	65,574		65,440
Financing Receivable, Recorded Investment, Nonaccrual Status	140	[2]	151	[2]
Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	6,389		6,741
Financing Receivable, Recorded Investment, Nonaccrual Status	24	[2]	21	[2]
Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	6,389		6,741
Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,484		1,211
Financing Receivable, Recorded Investment, Nonaccrual Status	1	[2]	1	[2]
Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	23,419	[4],[5]	23,443	[4],[5]
Financing Receivable, Recorded Investment, Nonaccrual Status	254	[2]	254	[2]
Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	13,954	[4]	14,264	[4]
Financing Receivable, Recorded Investment, Nonaccrual Status	165	[2]	174	[2]
Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	417	[4]	436	[4]
Financing Receivable, Recorded Investment, Nonaccrual Status	23	[2]	27	[2]
Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	4,937	[6]	4,573	[6]
Financing Receivable, Recorded Investment, Nonaccrual Status	4	[2]	6	[2]
Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	10,336	[6]	10,644	[6]
Financing Receivable, Recorded Investment, Nonaccrual Status	1	[2]	0
Consumer Credit Card Financing Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	878	[6]	901	[6]
Financing Receivable, Recorded Investment, Nonaccrual Status	0		0
Pass | Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	64,295		64,228
Pass | Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	6,265		6,586
Pass | Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,468		1,196
Criticized Accruing | Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,139		1,061
Criticized Accruing | Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	100		134
Criticized Accruing | Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	15		14
FICO Score 700 and Above [Member] | Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	18,752	[4]	18,780	[4]
FICO Score 700 and Above [Member] | Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	11,245	[4]	11,475	[4]
FICO Score 700 and Above [Member] | Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	327	[4]	347	[4]
FICO Score 700 and Above [Member] | Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	4,345	[6]	4,023	[6]
FICO Score 700 and Above [Member] | Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	7,324	[6]	7,661	[6]
FICO Score 700 and Above [Member] | Consumer Credit Card Financing Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	613	[6]	639	[6]
FICO Score Between 620 and 699 | Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	3,411	[4]	3,369	[4]
FICO Score Between 620 and 699 | Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,932	[4]	1,991	[4]
FICO Score Between 620 and 699 | Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	71	[4]	70	[4]
FICO Score Between 620 and 699 | Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	530	[6]	476	[6]
FICO Score Between 620 and 699 | Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,361	[6]	2,335	[6]
FICO Score Between 620 and 699 | Consumer Credit Card Financing Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	219	[6]	212	[6]
FICO Score Below 620 | Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,256	[4],[7]	1,294	[4],[7]
FICO Score Below 620 | Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	777	[4],[7]	798	[4],[7]
FICO Score Below 620 | Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	19	[4],[7]	19	[4],[7]
FICO Score Below 620 | Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	62	[6],[7]	74	[6],[7]
FICO Score Below 620 | Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	651	[6],[7]	648	[6],[7]
FICO Score Below 620 | Consumer Credit Card Financing Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$46	[6],[7]	$50	[6],[7]
[1]	Includes loans of consolidated VIEs of $277 million and $288 million at March 31, 2015 and December 31, 2014, respectively.
[2]	Nonaccruing restructured loans are included in total nonaccrual/NPLs.
[3]	Nonaccruing loans past due 90 days or more totaled $379 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]	Excludes $655 million and $632 million of guaranteed residential loans at March 31, 2015 and December 31, 2014, respectively.
[5]	Includes $268 million of loans carried at fair value, the majority of which were accruing current.
[6]	Excludes $4.3 billion and $4.8 billion of guaranteed student loans at March 31, 2015 and December 31, 2014, respectively.
[7]	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 (Additional Information) (Detail) (USD $)	3 Months Ended
	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Impaired Financing Receivable, Interest Income, Cash Basis Method	$1,000,000		$1,000,000
Loans Receivable, Fair Value Disclosure	268,000,000			272,000,000
Loans and Leases Receivable, Gross	132,380,000,000	[1]		133,112,000,000	[1]
Residential Guaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Gross	655,000,000			632,000,000
Federally Guaranteed Student Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Gross	4,337,000,000			4,827,000,000
Federal Home Loan Bank Advances [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Pledged as Collateral	$31,000,000,000			$31,200,000,000
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Government Guarantee Percent	2.00%			2.00%
[1]	Includes loans of consolidated VIEs of $277 million and $288 million at March 31, 2015 and December 31, 2014, respectively.

Payment_Status_for_the_LHFI_Po

Payment Status for the LHFI Portfolio (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	$130,052		$130,575
Accruing 30-89 Days Past Due	736		846
Accruing 90+ Days Past Due	980		1,057
Nonaccruing	612	[1],[2]	634	[1],[2]
Total	132,380	[3]	133,112	[3]
Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	65,369		65,246
Accruing 30-89 Days Past Due	44		36
Accruing 90+ Days Past Due	21		7
Nonaccruing	140	[1]	151	[1]
Total	65,574		65,440
Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	6,362		6,716
Accruing 30-89 Days Past Due	3		3
Accruing 90+ Days Past Due	0		1
Nonaccruing	24	[1]	21	[1]
Total	6,389		6,741
Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total	6,389		6,741
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	73,214		73,171
Accruing 30-89 Days Past Due	47		40
Accruing 90+ Days Past Due	21		8
Nonaccruing	165	[2]	173	[2]
Total	73,447		73,392
Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	1,483		1,209
Accruing 30-89 Days Past Due	0		1
Accruing 90+ Days Past Due	0		0
Nonaccruing	1	[1]	1	[1]
Total	1,484		1,211
Residential Guaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	195		176
Accruing 30-89 Days Past Due	34		34
Accruing 90+ Days Past Due	426		422
Nonaccruing	0		0
Total	655		632
Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	23,058	[4]	23,067	[4]
Accruing 30-89 Days Past Due	95		108
Accruing 90+ Days Past Due	12		14
Nonaccruing	254	[1]	254	[1]
Total	23,419	[4],[5]	23,443	[4],[5]
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	37,346		37,634
Accruing 30-89 Days Past Due	219		250
Accruing 90+ Days Past Due	438		436
Nonaccruing	442	[2]	455	[2]
Total	38,445		38,775
Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	13,705		13,989
Accruing 30-89 Days Past Due	84		101
Accruing 90+ Days Past Due	0		0
Nonaccruing	165	[1]	174	[1]
Total	13,954	[5]	14,264	[5]
Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	388		402
Accruing 30-89 Days Past Due	6		7
Accruing 90+ Days Past Due	0		0
Nonaccruing	23	[1]	27	[1]
Total	417	[5]	436	[5]
Federally Guaranteed Student Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	3,454		3,801
Accruing 30-89 Days Past Due	372		425
Accruing 90+ Days Past Due	511		601
Nonaccruing	0		0
Total	4,337		4,827
Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	4,912		4,545
Accruing 30-89 Days Past Due	18		19
Accruing 90+ Days Past Due	3		3
Nonaccruing	4	[1]	6	[1]
Total	4,937	[6]	4,573	[6]
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	19,492		19,770
Accruing 30-89 Days Past Due	470		556
Accruing 90+ Days Past Due	521		613
Nonaccruing	5	[2]	6	[2]
Total	20,488		20,945
Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	10,260		10,537
Accruing 30-89 Days Past Due	74		104
Accruing 90+ Days Past Due	1		3
Nonaccruing	1	[1]	0
Total	10,336	[6]	10,644	[6]
Consumer Credit Card Financing Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	866		887
Accruing 30-89 Days Past Due	6		8
Accruing 90+ Days Past Due	6		6
Nonaccruing	0		0
Total	$878	[6]	$901	[6]
[1]	Nonaccruing restructured loans are included in total nonaccrual/NPLs.
[2]	Nonaccruing loans past due 90 days or more totaled $379 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]	Includes loans of consolidated VIEs of $277 million and $288 million at March 31, 2015 and December 31, 2014, respectively.
[4]	Includes $268 million of loans carried at fair value, the majority of which were accruing current.
[5]	Excludes $655 million and $632 million of guaranteed residential loans at March 31, 2015 and December 31, 2014, respectively.
[6]	Excludes $4.3 billion and $4.8 billion of guaranteed student loans at March 31, 2015 and December 31, 2014, respectively.

Payment_Status_for_the_LHFI_Po1

Payment Status for the LHFI Portfolio (Additional Information) (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Impaired [Line Items]
Loans Receivable, Fair Value Disclosure	$268	$272
Nonaccruing 90 Plus Days Past Due	379	388
Residential Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Loans Receivable, Fair Value Disclosure	$268	$272

LHFI_Considered_Impaired_Detai

LHFI Considered Impaired (Detail) (USD $)	3 Months Ended
	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014
Financing Receivable, Impaired [Line Items]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	$298,000,000				$319,000,000
Impaired Financing Receivable, Unpaid Principal Balance	3,074,000,000				3,091,000,000
Impaired Financing Receivable, Recorded Investment	2,767,000,000	[1]			2,781,000,000	[1]
Impaired Financing Receivable, Interest Income, Cash Basis Method	1,000,000		1,000,000
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	2,790,000,000		3,116,000,000
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	32,000,000	[2]	36,000,000	[2]
Commercial Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	65,000,000				82,000,000
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	49,000,000	[1]			62,000,000	[1]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	6,000,000				11,000,000
Impaired Financing Receivable, Unpaid Principal Balance	37,000,000				31,000,000
Impaired Financing Receivable, Recorded Investment	31,000,000	[1]			30,000,000	[1]
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	51,000,000		68,000,000
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	0		1,000,000	[2]
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	41,000,000		79,000,000
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	1,000,000	[2]	0
Residential Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	587,000,000				623,000,000
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	418,000,000	[1]			434,000,000	[1]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	285,000,000				300,000,000
Impaired Financing Receivable, Unpaid Principal Balance	2,258,000,000				2,229,000,000
Impaired Financing Receivable, Recorded Investment	2,143,000,000	[1]			2,129,000,000	[1]
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	422,000,000		458,000,000
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	4,000,000	[2]	4,000,000	[2]
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	2,147,000,000		2,392,000,000
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	26,000,000	[2]	30,000,000	[2]
Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	7,000,000				8,000,000
Impaired Financing Receivable, Unpaid Principal Balance	127,000,000				126,000,000
Impaired Financing Receivable, Recorded Investment	126,000,000	[1]			126,000,000	[1]
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	129,000,000		119,000,000
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	1,000,000	[2]	1,000,000	[2]
Commercial and Industrial [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	54,000,000				70,000,000
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	39,000,000	[1]			51,000,000	[1]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	5,000,000				7,000,000
Impaired Financing Receivable, Unpaid Principal Balance	34,000,000				27,000,000
Impaired Financing Receivable, Recorded Investment	28,000,000	[1]			26,000,000	[1]
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	41,000,000		52,000,000
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	0		1,000,000	[2]
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	38,000,000		63,000,000
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	1,000,000	[2]	0
Commercial Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	11,000,000				12,000,000
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	10,000,000	[1]			11,000,000	[1]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	1,000,000				4,000,000
Impaired Financing Receivable, Unpaid Principal Balance	3,000,000				4,000,000
Impaired Financing Receivable, Recorded Investment	3,000,000	[1]			4,000,000	[1]
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	10,000,000		11,000,000
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	0		0
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	3,000,000		12,000,000
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, Average Recorded Investment	0		5,000,000
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	0		0
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	0		4,000,000
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	0		0
Residential Nonguaranteed [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	557,000,000				592,000,000
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	410,000,000	[1]			425,000,000	[1]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	196,000,000				215,000,000
Impaired Financing Receivable, Unpaid Principal Balance	1,413,000,000				1,381,000,000
Impaired Financing Receivable, Recorded Investment	1,373,000,000	[1]			1,354,000,000	[1]
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	413,000,000		440,000,000
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	4,000,000	[2]	4,000,000	[2]
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	1,374,000,000		1,591,000,000
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	17,000,000	[2]	21,000,000	[2]
Home Equity Line of Credit [Member]
Financing Receivable, Impaired [Line Items]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	73,000,000				66,000,000
Impaired Financing Receivable, Unpaid Principal Balance	708,000,000				703,000,000
Impaired Financing Receivable, Recorded Investment	633,000,000	[1]			630,000,000	[1]
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	636,000,000		637,000,000
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	7,000,000	[2]	7,000,000	[2]
Residential Construction [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	30,000,000				31,000,000
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	8,000,000	[1]			9,000,000	[1]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	16,000,000				19,000,000
Impaired Financing Receivable, Unpaid Principal Balance	137,000,000				145,000,000
Impaired Financing Receivable, Recorded Investment	137,000,000	[1]			145,000,000	[1]
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	9,000,000		18,000,000
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	0		0
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	137,000,000		164,000,000
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	2,000,000	[2]	2,000,000	[2]
Consumer Other Direct [Member]
Financing Receivable, Impaired [Line Items]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	0				1,000,000
Impaired Financing Receivable, Unpaid Principal Balance	12,000,000				13,000,000
Impaired Financing Receivable, Recorded Investment	12,000,000	[1]			13,000,000	[1]
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	13,000,000		14,000,000
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	0		0
Consumer Indirect [Member]
Financing Receivable, Impaired [Line Items]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	5,000,000				5,000,000
Impaired Financing Receivable, Unpaid Principal Balance	107,000,000				105,000,000
Impaired Financing Receivable, Recorded Investment	106,000,000	[1]			105,000,000	[1]
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	108,000,000		93,000,000
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	1,000,000	[2]	1,000,000	[2]
Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Impaired [Line Items]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	2,000,000				2,000,000
Impaired Financing Receivable, Unpaid Principal Balance	8,000,000				8,000,000
Impaired Financing Receivable, Recorded Investment	8,000,000	[1]			8,000,000	[1]
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	8,000,000		12,000,000
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]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	0				0
Impaired Financing Receivables With No Related Allowance [Member] | Residential Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	0				0
Impaired Financing Receivables With No Related Allowance [Member] | Commercial and Industrial [Member]
Financing Receivable, Impaired [Line Items]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	0				0
Impaired Financing Receivables With No Related Allowance [Member] | Commercial Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	0				0
Impaired Financing Receivables With No Related Allowance [Member] | Residential Nonguaranteed [Member]
Financing Receivable, Impaired [Line Items]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	0				0
Impaired Financing Receivables With No Related Allowance [Member] | Residential Construction [Member]
Financing Receivable, Impaired [Line Items]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	$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 both the three months ended March 31, 2015 and 2014, cash basis interest income was $1 million.

LHFI_Considered_Impaired_Addit

LHFI Considered Impaired (Additional Information) (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Interest Income, Cash Basis Method	$1	$1

Nonperforming_Assets_Detail

Nonperforming Assets (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Nonaccruing	$612	[1],[2]	$634	[1],[2]
OREO	79	[3]	99	[3]
Other repossessed assets	5		9
Loans Held-for-sale, Other	0		38
Total nonperforming assets	696		780
Commercial and Industrial [Member]
Nonaccruing	140	[1]	151	[1]
Commercial Real Estate [Member]
Nonaccruing	24	[1]	21	[1]
Commercial Construction [Member]
Nonaccruing	1	[1]	1	[1]
Residential Nonguaranteed [Member]
Nonaccruing	254	[1]	254	[1]
Home Equity Line of Credit [Member]
Nonaccruing	165	[1]	174	[1]
Residential Construction [Member]
Nonaccruing	23	[1]	27	[1]
Consumer Other Direct [Member]
Nonaccruing	4	[1]	6	[1]
Consumer Indirect [Member]
Nonaccruing	$1	[1]	$0
[1]	Nonaccruing restructured loans are included in total nonaccrual/NPLs.
[2]	Nonaccruing loans past due 90 days or more totaled $379 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]	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 $61 million and $57 million at March 31, 2015 and December 31, 2014, respectively.

Nonperforming_Assets_Additiona

Nonperforming Assets (Additional Information) (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Other Real Estate	$79	[1]	$99	[1]
Proceeds due from FHA or VA [Member]
Other Real Estate	$61	[2]	$57	[2]
[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 $61 million and $57 million at March 31, 2015 and December 31, 2014, respectively.
[2]	Nonaccruing restructured loans are included in total nonaccrual/NPLs.

Loans_TDR_Modifications_Detail

Loans TDR Modifications (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
	contracts		contracts
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts	1,529	[1]	1,723	[1]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted	$4	[1],[2]	$3	[1],[3]
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	34	[1],[2],[4]	43	[1],[3],[5]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted	48	[1]	58	[1]
Financing Receivable, Amount Restructured During Period	86	[1]	104	[1]
Commercial and Industrial [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts	22	[1]	16	[1]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted	0		0
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	0		0
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted	5	[1]	2	[1]
Financing Receivable, Amount Restructured During Period	5	[1]	2	[1]
Commercial Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts			2	[1]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted			0
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted			0
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted			3	[1]
Financing Receivable, Amount Restructured During Period			3	[1]
Residential Nonguaranteed [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts	216	[1]	313	[1]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted	4	[1],[2]	3	[1],[3]
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	30	[1],[2],[4]	39	[1],[3],[5]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted	7	[1]	19	[1]
Financing Receivable, Amount Restructured During Period	41	[1]	61	[1]
Home Equity Line of Credit [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts	468	[1]	433	[1]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted	0		0
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	3	[1],[2],[4]	3	[1],[3],[5]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted	24	[1]	18	[1]
Financing Receivable, Amount Restructured During Period	27	[1]	21	[1]
Residential Construction [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts	1	[1]	6	[1]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted	0		0
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		0
Financing Receivable, Amount Restructured During Period	0		0
Consumer Other Direct [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts	17	[1]	17	[1]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted	0		0
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		0
Financing Receivable, Amount Restructured During Period	0		0
Consumer Indirect [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts	569	[1]	839	[1]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted	0		0
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	0		0
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted	12	[1]	16	[1]
Financing Receivable, Amount Restructured During Period	12	[1]	16	[1]
Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts	236	[1]	97	[1]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted	0		0
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	1	[1],[2],[4]	1	[1],[3],[5]
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 forgiveness of amounts contractually due under the terms of the loan typically have had multiple concessions including rate modifications and/or term extensions. The total amount of charge-offs associated with principal forgiveness during the three months ended March 31, 2015 was immaterial.
[3]	Restructured loans which had forgiveness of amounts contractually due under the terms of the loan typically have had multiple concessions including rate modifications and/or term extensions. The total amount of charge-offs associated with principal forgiveness during the three months ended March 31, 2014 was immaterial.
[4]	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, 2015.
[5]	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.

Loans_Troubled_Debt_Restructur

Loans Troubled Debt Restructurings (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
	contracts	contracts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts	129	169
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	$8	$7
Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts	4	25
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	1	1
Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts	36	49
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	6	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	30	23
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	1	1
Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts		4
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default		0
Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts	1	5
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	39	43
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	0	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	19	20
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default	$0	$0

Loans_High_LVT_Residential_Mor

Loans High LVT Residential Mortgages (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]
ResidentialLoansInterestOnlyHighOriginalLTVAndOrSecondLien	$11,050		$11,421
Residential Mortgage Interest Only Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
ResidentialLoansInterestOnlyHighOriginalLTVAndOrSecondLien	3,627		4,053
LoansWithNoMortgageInsuranceAndFirstLienHighOriginalLTVOrSecondLien [Member] | Residential Mortgage Amortizing Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
ResidentialLoansInterestOnlyHighOriginalLTVAndOrSecondLien	7,423	[1]	7,368	[1]
LoansWithNoMortgageInsuranceAndFirstLienHighOriginalLTVOrSecondLien [Member] | Residential Mortgage Interest Only Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
ResidentialLoansInterestOnlyHighOriginalLTVAndOrSecondLien	817	[1],[2]	873	[1],[2]
Loans with no mortgage insurance [Domain] | Residential Mortgage Interest Only Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
ResidentialLoansInterestOnlyHighOriginalLTVAndOrSecondLien	$2,810	[2]	$3,180	[2]
[1]	Comprised of first liens with combined original LTV ratios in excess of 80% and/or second liens
[2]	Primarily with an initial 10 year interest only period.

Activity_in_the_Allowance_for_

Activity in the Allowance for Credit Losses (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014	Dec. 31, 2013
Components:
Balance at beginning of period	$1,991		$2,094
Provision for loan losses	55		106
Provision(Benefit) for unfunded commitments	0		4
Allowance for Loan and Lease Losses, Write-offs	-130		-151
Loan recoveries	31		41
Balance at end of period	1,947		2,086
Loans and Leases Receivable, Allowance	1,893		2,040		1,937	2,044
Unfunded commitments reserve	54	[1]	46	[1]
Allowance for credit losses	$1,947		$2,086
[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, 2015	Mar. 31, 2014
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period	$1,937	$2,044
Provision for loan losses	55	106
Allowance for Loan and Lease Losses, Write-offs	-130	-151
Loan recoveries	31	41
Balance at end of period	1,893	2,040
Commercial Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period	986	946
Provision for loan losses	7	39
Allowance for Loan and Lease Losses, Write-offs	-28	-33
Loan recoveries	11	14
Balance at end of period	976	966
Residential Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period	777	930
Provision for loan losses	25	48
Allowance for Loan and Lease Losses, Write-offs	-68	-85
Loan recoveries	9	17
Balance at end of period	743	910
Consumer Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period	174	168
Provision for loan losses	23	19
Allowance for Loan and Lease Losses, Write-offs	-34	-33
Loan recoveries	11	10
Balance at end of period	$174	$164

Loans_Held_for_Investment_port

Loans Held for Investment portfolio and Related Allowance for Loan and Lease Losses (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013
Individually evaluated	$2,767,000,000		$2,781,000,000
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	298,000,000		319,000,000
Collectively evaluated	129,345,000,000		130,059,000,000
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment	1,595,000,000		1,618,000,000
Total evaluated	132,112,000,000		132,840,000,000
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans	1,893,000,000		1,937,000,000
Loans Receivable, Fair Value Disclosure	268,000,000		272,000,000
Total	132,380,000,000	[1]	133,112,000,000	[1]
Loans and Leases Receivable, Allowance	1,893,000,000		1,937,000,000		2,040,000,000	2,044,000,000
Commercial Portfolio Segment [Member]
Individually evaluated	80,000,000		92,000,000
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	6,000,000		11,000,000
Collectively evaluated	73,367,000,000		73,300,000,000
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment	970,000,000		975,000,000
Total evaluated	73,447,000,000		73,392,000,000
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans	976,000,000		986,000,000
Loans Receivable, Fair Value Disclosure	0		0
Total	73,447,000,000		73,392,000,000
Loans and Leases Receivable, Allowance	976,000,000		986,000,000		966,000,000	946,000,000
Residential Portfolio Segment [Member]
Individually evaluated	2,561,000,000		2,563,000,000
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	285,000,000		300,000,000
Collectively evaluated	35,616,000,000		35,940,000,000
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment	458,000,000		477,000,000
Total evaluated	38,177,000,000		38,503,000,000
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans	743,000,000		777,000,000
Loans Receivable, Fair Value Disclosure	268,000,000		272,000,000
Total	38,445,000,000		38,775,000,000
Loans and Leases Receivable, Allowance	743,000,000		777,000,000		910,000,000	930,000,000
Consumer Portfolio Segment [Member]
Individually evaluated	126,000,000		126,000,000
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	7,000,000		8,000,000
Collectively evaluated	20,362,000,000		20,819,000,000
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment	167,000,000		166,000,000
Total evaluated	20,488,000,000		20,945,000,000
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans	174,000,000		174,000,000
Loans Receivable, Fair Value Disclosure	0		0
Total	20,488,000,000		20,945,000,000
Loans and Leases Receivable, Allowance	$174,000,000		$174,000,000		$164,000,000	$168,000,000
[1]	Includes loans of consolidated VIEs of $277 million and $288 million at March 31, 2015 and December 31, 2014, respectively.

Goodwill_and_Intangible_Assets

Goodwill and Intangible Assets - Additional Information (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Bank Servicing Fees	$43,000,000	$54,000,000
Mortgage Servicing Rights, Fair Value [Member]
Bank Servicing Fees	82,000,000	79,000,000
Qualitative and Quantitative Information, Transferor's Continuing Involvement, Principal Amount Outstanding	141,800,000,000		142,100,000,000
Principal Amount Outstanding of Loans Serviced For Third Parties	115,200,000,000		115,500,000,000
Unpaid Principal Balance of Outstanding Underlying MSRs Purchased	6,100,000,000	0
Unpaid Principal Balance of Outstanding Underlying MSRs Transferred	1,200,000,000
Principal Amount Sold on Loans Serviced for Third Parties	$215,000,000	$289,000,000

Goodwill_and_Other_Intangible_2

Goodwill and Other Intangible Assets - Changes in the Carrying Amount of Goodwill by Reportable Segment (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Goodwill [Roll Forward]
Goodwill	$6,337	$6,337
Goodwill	$6,337	$6,337

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, 2015		Mar. 31, 2014		Dec. 31, 2014	Dec. 31, 2013
Amortization of Intangible Assets and Impairment of Goodwill	$7		$3
Servicing Asset at Fair Value, Amount	1,181				1,206
Amortization	-1	[1]	-3	[1]
Origination of Mortgage Servicing Rights (MSRs)	46		32
Servicing Assets at Fair Value, Purchased	56
Due to changes in inputs or assumptions	-78	[2]	-46	[2]
Servicing Asset at Fair Value, Other Changes in Fair Value	-48	[3]	-35	[3]
Servicing Asset at Fair Value, Disposals	-1
Ending Balance	1,193		1,282		1,219	1,334
Mortgage Servicing Rights, Fair Value [Member]
Servicing Asset at Fair Value, Amount	1,181		1,251		1,206	1,300
Amortization	0		0
Origination of Mortgage Servicing Rights (MSRs)	46		32
Servicing Assets at Fair Value, Purchased	56
Due to changes in inputs or assumptions	-78	[1]	-46	[2]
Servicing Asset at Fair Value, Other Changes in Fair Value	-48	[3]	-35	[3]
Servicing Asset at Fair Value, Disposals	-1
Other Intangible Assets [Member]
Amortization	-1	[1]	-3	[1]
Origination of Mortgage Servicing Rights (MSRs)	0		0
Servicing Assets at Fair Value, Purchased	0
Due to changes in inputs or assumptions	0		0
Servicing Asset at Fair Value, Other Changes in Fair Value	0		0
Servicing Asset at Fair Value, Disposals	0
Ending Balance	12		31		13	34
Community Development Investments [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Amortization of Intangible Assets and Impairment of Goodwill	$6		$3
[1]	Amortization of tax credits for non-qualified community development investments totaled $6 million reflected in amortization expense and $3 million reflected in other noninterest expense in the Company's Consolidated Statements of Income for the three months ended March 31, 2015 and 2014, respectively. See Note 8, "Certain Transfers of Financial Assets and Variable Interest Entities," for additional information.
[2]	Primarily reflects changes in discount rates and prepayment speed assumptions, due to changes in interest rates.
[3]	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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Dec. 31, 2013
Servicing Asset at Fair Value, Amount	$1,181		$1,206
Mortgage Servicing Rights, Fair Value [Member]
Prepayment rate assumption (annual)	11.00%	11.00%
Decline in fair value from 10% adverse change	46		46
Decline in fair value from 20% adverse change	89		88
Discount rate (annual)	9.00%	10.00%
Decline in fair value from 10% adverse change	51		55
Decline in fair value from 20% adverse change	98		105
Weighted-average life (in years)	6 years 1 month	6 years 5 months
Weighted-average coupon	4.20%	4.20%
Mortgage Servicing Rights, Fair Value [Member]
Servicing Asset at Fair Value, Amount	$1,181	1,251	$1,206	$1,300

Certain_Transfers_of_Financial2

Certain Transfers of Financial Assets and Variable Interest Entities - Additional Information (Detail) (USD $)	3 Months Ended
	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014
Cash Flows Between Transferor and Transferee, Receipts on Transferor's Interest in Transferred Financial Assets, Other	$4,000,000		$4,000,000
Total assets	189,881,000,000			190,328,000,000
Loans Receivable Held-for-sale, Net	3,404,000,000	[1]		3,232,000,000	[1]
Long-term Debt	13,012,000,000	[2]		13,022,000,000	[2]
Total liabilities	166,621,000,000			167,323,000,000
LHFS excluded from managed loans disclosure	3,400,000,000			3,200,000,000
Trading assets	6,595,000,000	[3]		6,202,000,000	[3]
Derivative Asset, Fair Value, Gross Asset	6,067,000,000			5,839,000,000
Derivative Liability, Fair Value, Gross Liability	5,728,000,000			5,577,000,000
Other Assets	5,872,000,000			5,656,000,000
Investment Tax Credit	14,000,000		15,000,000
Amortization of Intangible Assets and Impairment of Goodwill	7,000,000		3,000,000
Affordable Housing Investment [Member]
Real Estate Held for Development and Sale	63,000,000
Variable Interest Entity, Primary Beneficiary [Member]
Long-term Debt	292,000,000			302,000,000
Residential Mortgage [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Loans and Leases Receivable, Gain (Loss) on Sales, Net	77,000,000		43,000,000
Transferor's Interests in Transferred Financial Assets, Fair Value	52,000,000			55,000,000
Total assets	278,000,000			288,000,000
Commercial and Corporate Loans [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Total assets	677,000,000			704,000,000
Total liabilities	628,000,000			654,000,000
Commercial and Corporate Loans [Member] | Variable Interest Entity, Not Primary Beneficiary [Member] | Preference Shares [Member]
Total assets	3,000,000			3,000,000
Commercial and Corporate Loans [Member] | Variable Interest Entity, Not Primary Beneficiary [Member] | Senior Subordinated Notes [Member]
Total assets	16,000,000			18,000,000
Student Loans [Member] | Variable Interest Entity, Primary Beneficiary [Member]
Long-term Debt	292,000,000			302,000,000
Loans Receivable, Net	295,000,000			306,000,000
Student Loans [Member] | Variable Interest Entity, Primary Beneficiary [Member] | Maximum [Member]
Government Guarantee Percent	97.00%
Total Return Swap | Variable Interest Entity, Not Primary Beneficiary [Member]
Trading assets	2,300,000,000			2,300,000,000
Derivative, Notional Amount	2,300,000,000			2,300,000,000
Derivative Asset, Fair Value, Gross Asset	20,000,000			19,000,000
Derivative Liability, Fair Value, Gross Liability	15,000,000			14,000,000
Community Development Investments [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Total assets	1,700,000,000			1,600,000,000
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	222,000,000			236,000,000
Amortization of Intangible Assets and Impairment of Goodwill	6,000,000		3,000,000
Real Estate Variable Interest Entity Borrowings	114,000,000			113,000,000
Limited Partner [Member] | Community Development Investments [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Other Assets	441,000,000			363,000,000
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	912,000,000			910,000,000
Loans issued by the Company to the limited partnerships	379,000,000			412,000,000
provision for income taxes [Member]
Other Depreciation and Amortization	$14,000,000		$13,000,000
[1]	Includes $2.1 billion and $1.9 billion of LHFS carried at fair value at March 31, 2015 and December 31, 2014, respectively.
[2]	Includes debt of consolidated VIEs of $292 million and $302 million at March 31, 2015 and December 31, 2014, respectively.
[3]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,207 million and $1,316 million at March 31, 2015 and December 31, 2014, respectively

Asset_Transfers_in_Which_the_C

Asset Transfers in Which the Company has Continuing Economic Involvement (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Cash flows on interests held	($4)	($4)
Residential Mortgage [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Loans and Leases Receivable, Gain (Loss) on Sales, Net	$77	$43

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
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014
Cash Flows Between Transferor and Transferee, Receipts on Transferor's Interest in Transferred Financial Assets, Other	$4		$4
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	242,802	[1]		243,703	[1]
Past Due	1,768	[2]		1,874	[2]
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	102		114
Loans
Principal Balance	132,380	[1]		133,112	[1]
Past Due	1,592	[2]		1,691	[2]
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	99		110
Commercial Portfolio Segment [Member] | Loans
Principal Balance	73,447	[1]		73,392	[1]
Past Due	186	[2]		181	[2]
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	17		19
Residential Portfolio Segment [Member] | Loans
Principal Balance	38,445	[1]		38,775	[1]
Past Due	880	[2]		891	[2]
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	59		68
Residential Portfolio Segment [Member] | Managed Securitized Loans
Past Due	176	[2],[3]		183	[2],[3]
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	3		4
Continuing Involvement with Derecognized Transferred Financial Assets, Amount Outstanding	110,422	[1]		110,591	[1]
Consumer Portfolio Segment [Member] | Loans
Principal Balance	20,488	[1]		20,945	[1]
Past Due	526	[2]		619	[2]
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	$23		$23
[1]	Excludes $3.4 billion and $3.2 billion of LHFS at March 31, 2015 and December 31, 2014, respectively.
[2]	Excludes $12 million and $39 million of past due LHFS at March 31, 2015 and December 31, 2014, 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 (Additional Information) (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Servicing Assets at Fair Value [Line Items]
Cash Flows Between Transferor and Transferee, Receipts on Transferor's Interest in Transferred Financial Assets, Other	$4,000,000	$4,000,000
LHFS excluded from managed loans disclosure	3,400,000,000		3,200,000,000
Loans Held For Sale [Member]
Servicing Assets at Fair Value [Line Items]
LHFS Accruing90OrMoreDaysPastDueAndNonaccruingExcludedFromManagedLoanDisclosure	$12,000,000		$39,000,000

Recovered_Sheet1

Net Income(loss) per common share - Additonal Information (Details)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	14	16

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 Share data in Thousands, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Net Income (Loss) Attributable to Parent	$429		$405
Dividends, Preferred Stock, Cash	-17	[1]	-9	[1]
Undistributed Earnings (Loss) Allocated to Participating Securities, Basic	1		3
Net Income (Loss) Available to Common Stockholders, Basic	$411		$393
Average basic common shares	521,020		531,162
Stock options	2,000		2,000
Restricted stock	4,000		4,000
Weighted Average Number of Shares Outstanding, Diluted	526,837		536,992
Net income/(loss) per average common share - diluted	$0.78		$0.73
Earnings Per Share, Basic	$0.79		$0.74
[1]	For the three months ended March 31, 2015, dividends were $1,000 per share for both Perpetual Preferred Stock Series A and B, $1,469 per share for Perpetual Preferred Stock Series E, and $1,406 per share for Perpetual Preferred Stock Series F.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.

Income_Taxes_Additional_Inform

Income Taxes - Additional Information (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Income Taxes Other Information [Line Items]
Income Tax Expense (Benefit)	$191	$125
Effective Income Tax Rate Reconciliation, Percent	31.00%	24.00%
Unrecognized Tax Benefits	213		210
Significant (Increase) Decrease in Unrecognized Tax Benefits is Reasonably Possible, Estimated Range of Change, Upper Bound	$115

StockBased_Compensation_Expens

Stock-Based Compensation Expense Recognized in Noninterest Expense (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Stock-based compensation expense:
Stock options	$0	$1
Restricted Stock Expense	6	8
Restricted stock units	18	14
Total stock-based compensation expense	24	23
Employee Service Share-based Compensation, Tax Benefit Realized from Exercise of Stock Options	$9	$9

Change_in_Benefit_Obligations_

Change in Benefit Obligations (Detail) (USD $)	3 Months Ended
	Mar. 31, 2015		Mar. 31, 2014
Pension Plans, Defined Benefit
Defined Benefit Plan, Service Cost	$1,000,000	[1]	$1,000,000	[1]
Defined Benefit Plan, Interest Cost	29,000,000	[1]	31,000,000	[1]
Defined Benefit Plan, Expected Return on Plan Assets	51,000,000	[1]	50,000,000	[1]
Defined Benefit Plan, Amortization of Gains (Losses)	5,000,000	[1]	4,000,000
Defined Benefit Plan, Amortization of Prior Service Cost (Credit)	0		0
Defined Benefit Plan, Net Periodic Benefit Cost	-16,000,000	[1]	-14,000,000	[1]
Other Postretirement Benefit Plans, Defined Benefit
Defined Benefit Plan, Service Cost	0		0
Defined Benefit Plan, Interest Cost	0		1,000,000
Defined Benefit Plan, Expected Return on Plan Assets	1,000,000		2,000,000
Defined Benefit Plan, Amortization of Gains (Losses)	0		-1,000,000
Defined Benefit Plan, Amortization of Prior Service Cost (Credit)	-1,000,000		0
Defined Benefit Plan, Net Periodic Benefit Cost	($2,000,000)		($2,000,000)
[1]	1 Administrative fees are recognized in service cost for each of the periods presented.

Guarantees_Additional_Informat

Guarantees - Additional Information (Detail) (USD $)	1 Months Ended
In Millions, unless otherwise specified	31-May-09	Mar. 31, 2015		Dec. 31, 2014	Mar. 31, 2014		Dec. 31, 2013
Business Combination, Contingent Consideration, Liability		$21		$27
Unpaid Principal Balance Of Unresolved Repurchase Requests		48	[1]	47	155	[1]	126
Standby Letters of Credit
Maximum potential amount obligation		3,000		3,000
Mortgage Servicing Rights [Member]
Loss Contingency Accrual, at Carrying Value		25		25
Visa Interest [Member]
Derivative Liability, Current		8		5
Tax Credit Sales [Member]
Maximum potential amount obligation		19
Not Designated as Hedging Instrument [Member] | Derivative Financial Instruments, Liabilities [Member] | Visa Interest [Member]
Number Of Shares Sold To Selected Financial Institutions	3.2
Non-Government Sponsored Agency [Member]
Unpaid Principal Balance Of Unresolved Repurchase Requests		$3			$3
[1]	1 Comprised of $45 million and $152 million from the GSEs, and $3 million from non-agency investors at both March 31, 2015 and 2014, respectively.

Guarantees_Repurchase_Requests

Guarantees Repurchase Requests (Additional Information) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014	Dec. 31, 2013
Unpaid Principal Balance of Repurchase Requests Resolved by Repurchase	$5		$6
Unpaid Principal Balance Of Unresolved Repurchase Requests	48	[1]	155	[1]	47	126
Unpaid Principal Balance of Repurchase Requests Received	20		70
Unpaid Principal Balance of Repurchase Requests Resolved by Settlement	14		35
Unpaid Principal Balance of Repurchase Request Loans Resolved	19		41
Pending Repurchase Requests from Non-Agency Investors	5.20%		1.80%
Repurchase Requests Received from Non-Agency Investors	0.00%		0.60%
US Government Sponsored Agency [Member]
Unpaid Principal Balance Of Unresolved Repurchase Requests	45		152
Non-Government Sponsored Agency [Member]
Unpaid Principal Balance Of Unresolved Repurchase Requests	$3		$3
[1]	1 Comprised of $45 million and $152 million from the GSEs, and $3 million from non-agency investors at both March 31, 2015 and 2014, respectively.

Guarantees_Mortgage_Loans_Repu

Guarantees Mortgage Loans Repurchase Reserve Rollforward (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Dec. 31, 2013
Guarantees [Abstract]
Reserve For Mortgage Loan Repurchase Losses	$82	$83	$85	$78
Mortgage Repurchase Reserve, Provision for Mortgage Loan Repurchase Losses	-2	5
Charge Offs For Mortgage Loan Repurchase Losses	$1	$0

Guarantees_Repurchased_Mortgag

Guarantees Repurchased Mortgage Loan (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Repurchased mortgage loans, carrying value	$299	$312
Loans Held For Investment [Member]
Repurchased mortgage loans, carrying value	270	271
Nonperforming Financing Receivable [Member] | Loans Held For Investment [Member]
Repurchased mortgage loans, carrying value	29	29
Nonperforming Financing Receivable [Member] | Residential Mortgage, Loans Held For Sale [Member]
Repurchased mortgage loans, carrying value	$0	$12

Derivative_Financial_Instrumen2

Derivative Financial Instruments - Additional Information (Detail) (USD $)	3 Months Ended	12 Months Ended	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Derivative Liability, Fair Value, Gross Liability	5,728,000,000	$5,577,000,000
Derivative Asset, Fair Value, Gross Asset	6,067,000,000	5,839,000,000
Cash Flow Hedging
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	208,000,000
written risk participations [Member]
Minimum Term of Credit Risk Derivatives	0 years
Maximum Term of Credit Risk Derivatives	8 years
Weighted Average Term of Credit Risk Derivatives	5
Credit and Market Risk
Derivative asset positions	1,200,000,000	1,100,000,000
Net derivative asset positions to which the Company was exposed to risk of its counterparties, netted by counterparty where formal netting arrangements exist	1,800,000,000	1,500,000,000
Collateral Held by The Company Against Derivative Asset Positions	602,000,000	386,000,000
Adjusted the fair value of its net derivative asset position for estimates of counterparty credit risk	3,000,000	7,000,000
Derivative Liability, Fair Value, Gross Liability	1,200,000,000	1,100,000,000
Credit and Market Risk | Additional Termination Event [Member]
Derivative Liability, Fair Value, Gross Liability	1,000,000
Credit and Market Risk | Additional Termination Event [Member] | Credit Downgrade [Member]
Derivative Liability, Fair Value, Gross Liability	29,000,000
Credit and Market Risk | Credit Support Annex
Derivative Liability, Fair Value, Gross Liability	1,200,000,000
Derivative Liability, Fair Value of Collateral	1,100,000,000
Credit and Market Risk | Credit Support Annex | Credit Downgrade [Member]
Posted collateral	22,000,000
Credit Default Swap
Maximum Term of Credit Risk Derivatives	5 years	4 years
Maximum exposure	284,000,000	20,000,000
Derivative, Notional Amount	494,000,000	190,000,000
Credit Risk Derivatives, at Fair Value, Net	9,000,000	5,000,000
Credit Derivatives Swap Participation
Maximum exposure		31,000,000
Cash Flow Derivatives Hedges [Member]
Derivative, Lower Remaining Maturity Range	0 years
Derivative, Higher Remaining Maturity Range	5 years
Weighted Average of Maturities of Cash Flow Hedges	2.5
Total Return Swap
Derivative Liability, Fair Value, Gross Liability	15,000,000	14,000,000
Derivative, Notional Amount		2,300,000,000
Derivative Asset, Fair Value, Gross Asset	20,000,000	19,000,000
Collateral held	381,000,000	373,000,000
Derivatives Sold | Credit Default Swap
Credit Risk Derivatives, at Fair Value, Net	3,000,000	1,000,000
Interest Income (Expense), Net [Member]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	19,000,000		$26,000,000

Derivative_Positions_Detail

Derivative Positions (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Derivative Asset, Fair Value, Gross Asset	$6,067		$5,839
Derivative liability positions, fair value	5,728		5,577
Derivative Asset, Collateral, Obligation to Return Cash, Offset	-4,062		-4,083
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	-4,062		-4,083
Derivative Assets	-1,475	[1]	-1,307	[1]
Derivative Liabilities	552	[2]	462	[2]
Trading Liabilities [Member]
Derivative Liability, Fair Value of Collateral	-1,114		-1,032
Derivative Liabilities	552		462
Derivative Financial Instruments, Assets
Derivative Asset, Notional Amount	124,258		118,139
Derivative Asset, Fair Value, Gross Asset	6,067		5,839
Derivative Assets	-1,475		1,307
Derivative Financial Instruments, Assets | Designated as Hedging Instrument | Cash Flow Hedging | Interest Rate Contract [Member] | Floating Rate Loans | Trading Securities [Member]
Derivative Asset, Notional Amount	16,800	[3]	18,150	[3]
Derivative Asset, Fair Value, Gross Asset	173	[3]	208	[3]
Derivative Financial Instruments, Assets | Designated as Hedging Instrument | Fair Value Hedging | Interest Rate Contract [Member] | Trading Securities [Member]
Derivative Asset, Notional Amount	4,730	[4]	2,730	[4]
Derivative Asset, Fair Value, Gross Asset	48	[4]	30	[4]
Derivative Financial Instruments, Assets | Designated as Hedging Instrument | Fair Value Hedging | Interest Rate Contract [Member] | Fixed Rate Debt | Trading Securities [Member]
Derivative Asset, Notional Amount	4,700	[4]	2,700	[4]
Derivative Asset, Fair Value, Gross Asset	48	[4]	30	[4]
Derivative Financial Instruments, Assets | Designated as Hedging Instrument | Fair Value Hedging | Interest Rate Contract [Member] | Brokered Deposits [Member] | Trading Securities [Member]
Derivative Asset, Notional Amount	30	[4]	30	[4]
Derivative Asset, Fair Value, Gross Asset	0		0
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member]
Derivative Asset, Notional Amount	102,728	[5]	97,259
Derivative Asset, Fair Value, Gross Asset	5,846	[5]	5,601
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Mortgage Servicing Rights [Member] | Trading Securities [Member]
Derivative Asset, Notional Amount	7,379	[5]	5,172	[5]
Derivative Asset, Fair Value, Gross Asset	280	[5]	163	[5]
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Loans | Trading Securities [Member]
Derivative Asset, Notional Amount	2,435	[5],[6]	1,840	[5],[7]
Derivative Asset, Fair Value, Gross Asset	9	[5],[6]	4	[5],[7]
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Trading Activity | Trading Securities [Member]
Derivative Asset, Notional Amount	62,171	[5],[8]	61,049	[5],[9]
Derivative Asset, Fair Value, Gross Asset	2,554	[5],[8]	2,405	[5],[9]
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Foreign Exchange Contract | Trading Activity | Trading Securities [Member]
Derivative Asset, Notional Amount	2,838	[5]	2,429	[5]
Derivative Asset, Fair Value, Gross Asset	174	[5]	104	[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 Securities [Member]
Derivative Asset, Notional Amount	2,564	[10],[5]	2,282	[11],[5]
Derivative Asset, Fair Value, Gross Asset	23	[10],[5]	20	[11],[5]
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Equity Contract [Member] | Trading Activity | Trading Securities [Member]
Derivative Asset, Notional Amount	21,462	[5],[8]	21,875	[5],[9]
Derivative Asset, Fair Value, Gross Asset	2,671	[5],[8]	2,809	[5],[9]
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Other Contract | Loans | Trading Securities [Member]
Derivative Asset, Notional Amount	3,436	[12],[5]	2,231	[12],[5]
Derivative Asset, Fair Value, Gross Asset	45	[12],[5]	25	[12],[5]
Derivative Financial Instruments, Assets | Not Designated as Hedging Instrument [Member] | Other Contract | Trading Activity | Trading Securities [Member]
Derivative Asset, Notional Amount	443	[5]	381	[5]
Derivative Asset, Fair Value, Gross Asset	90	[5]	71	[5]
Derivative Financial Instruments, Liabilities [Member]
Derivative Liability, Notional Amount	113,383		114,144
Derivative liability positions, fair value	5,728		5,577
Derivative Liabilities	552		462
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	0	[3]	2,850	[3]
Derivative liability positions, fair value	0	[3]	8	[3]
Derivative Financial Instruments, Liabilities [Member] | Designated as Hedging Instrument | Fair Value Hedging | Interest Rate Contract [Member] | Trading Liabilities [Member]
Derivative Liability, Notional Amount	600	[4]	2,600	[4]
Derivative liability positions, fair value	0		1	[4]
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	600	[4]	2,600	[4]
Derivative liability positions, fair value	0		1	[4]
Derivative Financial Instruments, Liabilities [Member] | Designated as Hedging Instrument | Fair Value Hedging | Interest Rate Contract [Member] | Brokered Deposits [Member] | Trading Liabilities [Member]
Derivative Liability, Notional Amount	0		0
Derivative liability positions, fair value	0		0
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member]
Derivative Liability, Notional Amount	112,783	[5]	108,694
Derivative liability positions, fair value	5,728	[5]	5,568
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	11,891	[5]	8,807	[5]
Derivative liability positions, fair value	86	[5]	30	[5]
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Loans | Trading Liabilities [Member]
Derivative Liability, Notional Amount	4,528	[5],[6]	4,923	[5],[7]
Derivative liability positions, fair value	24	[5],[6]	23	[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	62,002	[5],[8]	61,065	[5],[9]
Derivative liability positions, fair value	2,371	[5],[8]	2,225	[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	2,899	[5]	2,414	[5]
Derivative liability positions, fair value	168	[5]	100	[5]
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member] | Credit Risk Contract [Member] | Loans | Other Liabilities [Member]
Derivative Liability, Notional Amount	310	[5]	392	[5]
Derivative liability positions, fair value	4	[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	2,771	[10],[5]	2,452	[11],[5]
Derivative liability positions, fair value	24	[10],[5]	20	[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	27,822	[5],[8]	28,128	[5],[9]
Derivative liability positions, fair value	2,953	[5],[8]	3,090	[5],[9]
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member] | Other Contract | Loans | Trading Liabilities [Member]
Derivative Liability, Notional Amount	122	[12],[5]	139	[12],[5]
Derivative liability positions, fair value	8	[12],[5]	5	[12],[5]
Derivative Financial Instruments, Liabilities [Member] | Not Designated as Hedging Instrument [Member] | Other Contract | Trading Activity | Trading Liabilities [Member]
Derivative Liability, Notional Amount	438	[5]	374	[5]
Derivative liability positions, fair value	90	[5]	70	[5]
Trading Securities [Member]
Derivative Asset, Fair Value of Collateral	-530		-449
Derivative Assets	($1,500)		($1,300)
[1]	At March 31, 2015, $1.5 billion, net of $530 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2014, $1.3 billion, net of $449 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
[2]	At March 31, 2015, $552 million, net of $1.1 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2014, $462 million, net of $1.0 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments 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 $576 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 $791 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.
[8]	Amounts include $10.4 billion and $554 million of notional amounts related to interest rate futures and equity futures, respectively. These futures contracts settle in cash daily, one day in arrears. The derivative asset or liability associated with the one day lag are included in the fair value column of this table. Amounts also include notional amounts related to interest rate swaps hedging fixed rate debt.
[9]	Amounts include $10.3 billion and $563 million of notional amounts related to interest rate futures and equity futures, respectively. 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. Amounts also include notional amounts related to interest rate swaps hedging fixed rate debt.
[10]	Asset and liability amounts each include $7 million and $4 million of notional amounts 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 both include $4 million of notional amounts 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 $49 million 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. See Note 12, “Guarantees” for additional information.

Derivative_Positions_Additiona

Derivative Positions (Additional Information) (Detail) (Not Designated as Hedging Instrument [Member], USD $)	1 Months Ended
In Millions, unless otherwise specified	31-May-09	Mar. 31, 2015	Dec. 31, 2014
Trading Activity
Asset Amount Notional From Purchased And Written Interest Rate Swap Risk Participation Agreements		$7	$4
Notional Amount Liability Purchased And Written Interest Rate Swap Risk Participation Agreements		4
Derivative Financial Instruments, Assets | Trading Activity
Notional Amount Of Interest Rate Future Derivatives		10,400	10,300
Notional related to equity futures		554	563
Derivative Financial Instruments, Liabilities [Member]
Notional Amount Derivative Liability Sale Of Shares		49	49
Derivative Financial Instruments, Liabilities [Member] | Future [Member]
Notional Amount Of Interest Rate Future Derivatives		$576	$791
Derivative Financial Instruments, Liabilities [Member] | Visa Interest [Member]
Number Of Shares Sold To Selected Financial Institutions	3.2

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, 2015		Mar. 31, 2014
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	$125		$23
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	35	[1]	76	[2]
Fair Value Hedging
Derivative Instruments, Gain (Loss) Recognized in Income, Net	14	[3]
Amount of gain on related Hedged Items recognized in Income	-14	[3]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	0	[3]
Fair Value Hedging | Trading Account Profits And Commissions [Member] | Interest Rate Contract [Member] | Available-for-sale Securities [Member]
Derivative Instruments, Gain (Loss) Recognized in Income, Net	0
Amount of gain on related Hedged Items recognized in Income	0
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	0
Fair Value Hedging | Trading Account Profits And Commissions [Member] | Interest Rate Contract [Member] | Fixed Rate Debt
Derivative Instruments, Gain (Loss) Recognized in Income, Net	14	[3]	9	[3]
Amount of gain on related Hedged Items recognized in Income	-14	[3]	-9	[3]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	0		0
Not Designated as Hedging Instrument [Member]
Derivative Instruments, Gain (Loss) Recognized in Income, Net	206		105
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	15		14
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	56		5
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	6		4
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	3		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	88		55
Not Designated as Hedging Instrument [Member] | Mortgage Production Income [Member] | Interest Rate Contract [Member] | Loans
Derivative Instruments, Gain (Loss) Recognized in Income, Net	-43		-34
Not Designated as Hedging Instrument [Member] | Mortgage Production Income [Member] | Other Contract | Loans
Derivative Instruments, Gain (Loss) Recognized in Income, Net	$81		$60
[1]	During the three months ended March 31, 2015, the Company also reclassified $19 million of 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 consistent with the pattern of net cash flows expected to be recognized.
[2]	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 consistent with the pattern of net cash flows expected to be recognized.
[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 (Additional Information) (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Interest Income (Expense), Net [Member]
Reclassified in pre-tax gains from AOCI into net interest income	$19	$26
Not Designated as Hedging Instrument [Member]
Derivative, Gain (Loss) on Derivative, Net	$206	$105

Derivative_Financial_Instrumen3

Derivative Financial Instruments Netting of Financial Instruments - Derivatives (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset	$6,067		$5,839
Derivative Asset, Fair Value, Amount Offset Against Collateral	4,592		4,532
Derivative Assets	1,475	[1]	1,307	[1]
Collateral Held by The Company Against Derivative Asset Positions	72		63
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	1,403		1,244
Derivative Liability, Fair Value, Gross Liability	5,728		5,577
Derivative Liability, Fair Value, Amount Offset Against Collateral	5,176		5,115
Derivative Liabilities	552	[2]	462	[2]
Financial Instruments, Owned and Pledged as Collateral, at Fair Value	27		12
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	525		450
Trading Securities [Member]
Derivative [Line Items]
Derivative Assets	1,500		1,300
Derivatives Subject to Master Netting Arrangement or Similar Arrangement [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset	5,408		5,127
Derivative Asset, Fair Value, Amount Offset Against Collateral	4,172		4,095
Derivative Assets	1,236		1,032
Collateral Held by The Company Against Derivative Asset Positions	72		63
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	1,164		969
Derivative Liability, Fair Value, Gross Liability	5,185		5,001
Derivative Liability, Fair Value, Amount Offset Against Collateral	4,756		4,678
Derivative Liabilities	429		323
Financial Instruments, Owned and Pledged as Collateral, at Fair Value	27		12
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	402		311
Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member] [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset	45		25
Derivative Asset, Fair Value, Amount Offset Against Collateral	0		0
Derivative Assets	45		25
Collateral Held by The Company Against Derivative Asset Positions	0		0
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	45		25
Derivative Liability, Fair Value, Gross Liability	119		133
Derivative Liability, Fair Value, Amount Offset Against Collateral	0		0
Derivative Liabilities	119		133
Financial Instruments, Owned and Pledged as Collateral, at Fair Value	0		0
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	119		133
Exchange Traded [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset	614		687
Derivative Asset, Fair Value, Amount Offset Against Collateral	420		437
Derivative Assets	194		250
Collateral Held by The Company Against Derivative Asset Positions	0		0
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	194		250
Derivative Liability, Fair Value, Gross Liability	424		443
Derivative Liability, Fair Value, Amount Offset Against Collateral	420		437
Derivative Liabilities	4		6
Financial Instruments, Owned and Pledged as Collateral, at Fair Value	0		0
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	$4		$6
[1]	At March 31, 2015, $1.5 billion, net of $530 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2014, $1.3 billion, net of $449 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
[2]	At March 31, 2015, $552 million, net of $1.1 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2014, $462 million, net of $1.0 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets.

Derivative_Financial_Instrumen4

Derivative Financial Instruments Netting of Financial Instruments - Derivatives (Additional Information) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Derivative [Line Items]
Derivative Assets	$1,475	[1]	$1,307	[1]
Derivative Liabilities	552	[2]	462	[2]
Trading Liabilities [Member]
Derivative [Line Items]
Derivative Liabilities	552		462
Derivative Liability, Fair Value of Collateral	1,114		1,032
Trading Account Assets [Member]
Derivative [Line Items]
Derivative Assets	1,500		1,300
Derivative Asset, Fair Value of Collateral	$530		$449
[1]	At March 31, 2015, $1.5 billion, net of $530 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2014, $1.3 billion, net of $449 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
[2]	At March 31, 2015, $552 million, net of $1.1 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2014, $462 million, net of $1.0 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets.

Assets_and_Liabilities_Measure

Assets and Liabilities Measured at Fair Value on a Recurring Basis (Detail) (USD $)	3 Months Ended			12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	$6,595	[1]		$6,202	[1]
Derivative Assets	1,475	[2]		1,307	[2]
Available-for-sale Securities	26,761	[3]		26,770	[3]
Loans Held-for-sale, Fair Value Disclosure	2,077			1,892
Loans Receivable, Fair Value Disclosure	268			272
Servicing Asset at Fair Value, Amount	1,181			1,206
Trading Liabilities, Fair Value Disclosure	1,459			1,227
Derivative Liabilities	552	[4]		462	[4]
Long-term Debt, Fair Value	1,281			1,283
Other Liabilities, Fair Value Disclosure	21	[5]		27	[5]
Netting [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	-4,592	[6]		-4,532	[6]
Trading Liabilities, Fair Value Disclosure	-5,176	[6]		-5,115	[6]
Other Liabilities, Fair Value Disclosure	0			0
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	26,761			26,770
Loans Receivable, Fair Value Disclosure	268			272
Servicing Asset at Fair Value, Amount	1,181			1,206
Long-term Debt, Fair Value	1,281			1,283
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	1,112			1,000
Available-for-sale Securities	2,346			2,059
Loans Receivable, Fair Value Disclosure	0			0
Servicing Asset at Fair Value, Amount	0			0
Trading Liabilities, Fair Value Disclosure	1,039			929
Long-term Debt, Fair Value	0			0
Other Liabilities, Fair Value Disclosure	0			0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	10,030			9,709
Available-for-sale Securities	23,648			23,765
Loans Receivable, Fair Value Disclosure	0			0
Servicing Asset at Fair Value, Amount	0			0
Trading Liabilities, Fair Value Disclosure	5,588			5,408
Long-term Debt, Fair Value	1,281			1,283
Other Liabilities, Fair Value Disclosure	0			0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	45			25
Available-for-sale Securities	767			946
Loans Receivable, Fair Value Disclosure	268			272
Servicing Asset at Fair Value, Amount	1,181			1,206
Trading Liabilities, Fair Value Disclosure	8			5
Long-term Debt, Fair Value	0			0
Other Liabilities, Fair Value Disclosure	21	[5]		27	[5]
Other Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset And Liabilities Transfers To From Other Line Items In The Balance Sheet	0		0
Collateralized Loan Obligations [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	3			3
Collateralized Loan Obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Collateralized Loan Obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	3			3
Collateralized Loan Obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Investment in Federal Home Loan Bank Stock [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Investments, Fair Value Disclosure	207			376
Interest Rate Lock Commitments [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	60		55
Trading Loans [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	2,733			2,610
Trading Loans [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Trading Loans [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	2,733			2,610
Trading Loans [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Equity Securities [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	46			45
Available-for-sale Securities	817	[7]		923	[8]
Equity Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	46			45
Available-for-sale Securities	201	[7]		138	[8]
Equity Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Available-for-sale Securities	0			0
Equity Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Available-for-sale Securities	616	[7]		785	[8]
Derivative Financial Instruments, Assets | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	615			688
Derivative Financial Instruments, Assets | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	5,407			5,126
Derivative Financial Instruments, Assets | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	45			25
Commercial Paper [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	239			327
Commercial Paper [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Commercial Paper [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	239			327
Commercial Paper [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Other Debt Obligations [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	646			509
Available-for-sale Securities	39			41
Trading Liabilities, Fair Value Disclosure	288			279
Other Debt Obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Available-for-sale Securities	0			0
Trading Liabilities, Fair Value Disclosure	0			0
Other Debt Obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	646			509
Available-for-sale Securities	34			36
Trading Liabilities, Fair Value Disclosure	288			279
Other Debt Obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Available-for-sale Securities	5			5
Trading Liabilities, Fair Value Disclosure	0			0
Asset-backed Securities [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	21			21
Asset-backed Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0			0
Asset-backed Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0			0
Asset-backed Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	21			21
Mortgage-backed Securities, Issued by Private Enterprises [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	119			123
Mortgage-backed Securities, Issued by Private Enterprises [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0			0
Mortgage-backed Securities, Issued by Private Enterprises [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	0			0
Mortgage-backed Securities, Issued by Private Enterprises [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities	119			123
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	575			545
Available-for-sale Securities	22,952			23,048
Trading Liabilities, Fair Value Disclosure	3			1
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Available-for-sale Securities	0			0
Trading Liabilities, Fair Value Disclosure	0			0
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	575			545
Available-for-sale Securities	22,952			23,048
Trading Liabilities, Fair Value Disclosure	3			1
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Available-for-sale Securities	0			0
Trading Liabilities, Fair Value Disclosure	0			0
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	100			42
Available-for-sale Securities	192			209
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Available-for-sale Securities	0			0
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	100			42
Available-for-sale Securities	186			197
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Available-for-sale Securities	6			12
US Government Agencies Debt Securities [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	327			547
Available-for-sale Securities	476			484
Trading Liabilities, Fair Value Disclosure	2
US Government Agencies Debt Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Available-for-sale Securities	0			0
Trading Liabilities, Fair Value Disclosure	0
US Government Agencies Debt Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	327			547
Available-for-sale Securities	476			484
Trading Liabilities, Fair Value Disclosure	2
US Government Agencies Debt Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Available-for-sale Securities	0			0
Trading Liabilities, Fair Value Disclosure	0
US Treasury Securities [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	451			267
Available-for-sale Securities	2,145			1,921
Trading Liabilities, Fair Value Disclosure	614			485
US Treasury Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	451			267
Available-for-sale Securities	2,145			1,921
Trading Liabilities, Fair Value Disclosure	614			485
US Treasury Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Available-for-sale Securities	0			0
Trading Liabilities, Fair Value Disclosure	0			0
US Treasury Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	0			0
Available-for-sale Securities	0			0
Trading Liabilities, Fair Value Disclosure	0			0
Derivative Financial Instruments, Liabilities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Liabilities, Fair Value Disclosure	425			444
Derivative Financial Instruments, Liabilities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Liabilities, Fair Value Disclosure	5,295			5,128
Derivative Financial Instruments, Liabilities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Liabilities, Fair Value Disclosure	8			5
Federal Reserve Bank Stock [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Investments, Fair Value Disclosure	402			402
Equity Funds [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Investments, Fair Value Disclosure	201			138
Residential Mortgage, Loans Held For Sale [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans Held-for-sale, Fair Value Disclosure	2,077			1,892
Residential Mortgage, Loans Held For Sale [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans Held-for-sale, Fair Value Disclosure	0			0
Residential Mortgage, Loans Held For Sale [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans Held-for-sale, Fair Value Disclosure	2,073			1,891
Residential Mortgage, Loans Held For Sale [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans Held-for-sale, Fair Value Disclosure	4			1
Affordable Housing [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Impairment Charges				-15
Affordable Housing [Member] | Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Impairment Charges			36	21
Other Assets [Member] | Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Impairment Charges	0			64
Other Assets [Member] | Property Subject to Operating Lease [Member] | Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Impairment Charges				59
Other Assets [Member] | Land [Member] | Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Impairment Charges	0			5
Derivative Financial Instruments, Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Liabilities	552			462
Derivative Financial Instruments, Assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	1,475			-1,307
Other Trading [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets	1,475			1,307
Derivative Liabilities	552			462
Trading Account Assets [Member] | Commercial and Corporate Leveraged Loans [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans Receivable, Fair Value Disclosure	394			284
Long-term Debt [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value, Option, Credit Risk, Gains (Losses) on Liabilities	4		-17
Equity Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	46			45
Available-for-sale Securities	817	[9]		923	[9]
Equity Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Investments, Fair Value Disclosure	$7			$7
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,207 million and $1,316 million at March 31, 2015 and December 31, 2014, respectively
[2]	At March 31, 2015, $1.5 billion, net of $530 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2014, $1.3 billion, net of $449 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
[3]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $0 million and $369 million at March 31, 2015 and December 31, 2014, respectively.
[4]	At March 31, 2015, $552 million, net of $1.1 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2014, $462 million, net of $1.0 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets.
[5]	Includes contingent consideration obligations related to acquisitions.
[6]	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.
[7]	Includes $207 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $201 million in mutual fund investments, and $7 million of other.
[8]	Includes $376 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $138 million in mutual fund investments, and $7 million of other.
[9]	At March 31, 2015, the fair value of other equity securities was comprised of the following: $207 million in FHLB of Atlanta stock, $402 million in Federal Reserve Bank of Atlanta stock, $201 million in mutual fund investments, and $7 million of other. At December 31, 2014, other equity securities was comprised of the following: $376 million in FHLB of Atlanta stock, $402 million in Federal Reserve Bank of Atlanta stock, $138 million in mutual fund investments, and $7 million of other.

Assets_and_Liabilities_Measure1

Assets and Liabilities Measured at Fair Value on a Recurring Basis (Additional Information) (Detail) (USD $)	3 Months Ended			12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014
Derivative Assets	$1,475	[1]		$1,307	[1]
Derivative Liabilities	552	[2]		462	[2]
Interest Rate Lock Commitments [Member]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	60		55
Federal Reserve Bank Stock [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Investments, Fair Value Disclosure	402			402
Long-term Debt [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Option, Credit Risk, Gains (Losses) on Liabilities	4		-17
Other Assets [Member] | Fair Value, Measurements, Nonrecurring [Member]
Asset Impairment Charges	0			64
Other Assets [Member] | Property Subject to Operating Lease [Member] | Fair Value, Measurements, Nonrecurring [Member]
Asset Impairment Charges				$59
[1]	At March 31, 2015, $1.5 billion, net of $530 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2014, $1.3 billion, net of $449 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
[2]	At March 31, 2015, $552 million, net of $1.1 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2014, $462 million, net of $1.0 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments 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 $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014
Trading assets	$6,595	[1]			$6,202	[1]
Loans Held-for-sale, Fair Value Disclosure	2,077				1,892
Loans Receivable, Fair Value Disclosure	268				272
Long-term Debt, Fair Value	1,281				1,283
Aggregate Fair Value Under Fair Value Option
Trading assets	2,733				2,610
Loans Held-for-sale, Fair Value Disclosure	2,077				1,891
Loans Receivable, Fair Value Disclosure	265				269
Long-term Debt, Fair Value	1,281				1,283
Aggregate Unpaid Principal Balance Under Fair Value Option
Trading assets	2,686				2,589
Loans Held-for-sale, Fair Value Disclosure	2,005				1,817
Loans Receivable, Fair Value Disclosure	274				281
Long-term Debt, Fair Value	1,176				1,176
Fair Value Over/(Under) Unpaid Principal
Trading assets	47				21
Loans Held-for-sale, Fair Value Disclosure	72				74
Loans Receivable, Fair Value Disclosure	-9				-12
Long-term Debt, Fair Value	105				107
Loans Held For Investment [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	2	[2]	4	[3]
Loans Held For Investment [Member] | Aggregate Fair Value Under Fair Value Option
Nonaccrual loans	3				3
Loans Held For Investment [Member] | Aggregate Unpaid Principal Balance Under Fair Value Option
Nonaccrual loans	4				5
Loans Held For Investment [Member] | Fair Value Over/(Under) Unpaid Principal
Nonaccrual loans	-1				-2
Loans Held For Sale [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	12	[2]	-1	[3]
Loans Held For Sale [Member] | Aggregate Fair Value Under Fair Value Option
Nonaccrual loans					1
Loans Held For Sale [Member] | Aggregate Unpaid Principal Balance Under Fair Value Option
Nonaccrual loans					1
Loans Held For Sale [Member] | Fair Value Over/(Under) Unpaid Principal
Nonaccrual loans					0
Deposits [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)			3	[3]
Mortgage Servicing Income [Member] | Loans Held For Investment [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0		0
Mortgage Servicing Income [Member] | Loans Held For Sale [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0		0
Mortgage Servicing Income [Member] | Deposits [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)			$0
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,207 million and $1,316 million at March 31, 2015 and December 31, 2014, respectively
[2]	Changes in fair value for the three months ended March 31, 2015 exclude accrued interest for the period then ended. Interest income or interest expense on trading loans, LHFS, LHFI, 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]	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.

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				12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2015		Dec. 31, 2014
Deposits [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	$3	[1]
Deposits [Member] | Trading Account Profits And Commissions [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	3
Deposits [Member] | Mortgage Production Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0
Deposits [Member] | Mortgage Servicing Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0
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]	12	[2]
Loans Held For Sale [Member] | Trading Account Profits And Commissions [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0		0
Loans Held For Sale [Member] | Mortgage Production Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	-1	[3]	12	[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]	2	[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]	2	[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]	-125	[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		-126
Long-term Debt [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	-8	[1]	1	[2]
Long-term Debt [Member] | Trading Account Profits And Commissions [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	-8		1
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
Affordable Housing [Member]
Asset Impairment Charges					-15
Fair Value, Measurements, Nonrecurring [Member] | Affordable Housing [Member]
Asset Impairment Charges	36				21
Fair Value, Measurements, Nonrecurring [Member] | Other Assets [Member]
Asset Impairment Charges			0		64
Property Subject to Operating Lease [Member] | Fair Value, Measurements, Nonrecurring [Member] | Other Assets [Member]
Asset Impairment Charges					59
Land [Member] | Fair Value, Measurements, Nonrecurring [Member] | Other Assets [Member]
Asset Impairment Charges			$0		$5
[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, 2015 exclude accrued interest for the period then ended. Interest income or interest expense on trading loans, LHFS, LHFI, 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]	1 Income related to LHFS does not include income from IRLCs. For the three months ended March 31, 2014, income related to MSRs includes mortgage servicing income recognized upon the sale of loans reported at LOCOM.
[4]	Income related to LHFS does not include income from IRLCs. For the three months ended March 31, 2015, income related to MSRs includes mortgage servicing income 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 (Additional Information) (Detail) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Income recognized upon the sale of loans	$6	$9
Fair Value, Measurements, Nonrecurring [Member] | Other Assets [Member]
Asset Impairment Charges	0		64
Fair Value, Measurements, Nonrecurring [Member] | Other Assets [Member] | Land [Member]
Asset Impairment Charges	$0		$5

Fair_Value_Measurement_and_Ele

Fair Value Measurement and Election - Additional Information (Detail) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Estimated Fair Value of Loan Portfolio's Net Carrying Value, Percentage	100.00%
Assets	$189,881,000,000		$190,328,000,000
Loans Receivable, Fair Value Disclosure	268,000,000		272,000,000
Allowance for Loan and Lease Losses, Write-offs	130,000,000	151,000,000
Loans held for investment sold	405,000,000	85,000,000
Gain (Loss) on Sales of Loans, Net	6,000,000	9,000,000
Unfunded loan commitments and letters of credit	57,600,000,000		56,500,000,000
Allowance for unfunded loan commitments and letters of credit	61,000,000		59,000,000
Total Return Swap | Fair Value, Inputs, Level 2 [Member]
Loans Receivable, Fair Value Disclosure	2,300,000,000
Interest Rate Lock Commitments [Member]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	60,000,000	55,000,000
Trading Account Assets [Member] | Commercial and Corporate Leveraged Loans [Member] | Fair Value, Inputs, Level 2 [Member]
Loans Receivable, Fair Value Disclosure	394,000,000		284,000,000
Long-term Debt [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Option, Credit Risk, Gains (Losses) on Liabilities	-4,000,000	17,000,000
Commercial and Corporate Loans [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Assets	677,000,000		704,000,000
Commercial and Corporate Loans [Member] | Variable Interest Entity, Not Primary Beneficiary [Member] | Preference Shares [Member]
Assets	3,000,000		3,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Loans Receivable, Fair Value Disclosure	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Loans Receivable, Fair Value Disclosure	268,000,000		272,000,000
Other Real Estate Owned [Member] | Fair Value, Measurements, Nonrecurring [Member]
Asset Impairment Charges	3,000,000		6,000,000
Other Assets [Member] | Fair Value, Measurements, Nonrecurring [Member]
Asset Impairment Charges	0		64,000,000
Other Assets [Member] | Fair Value, Measurements, Nonrecurring [Member] | Land [Member]
Asset Impairment Charges	0		5,000,000
Other Assets [Member] | Fair Value, Measurements, Nonrecurring [Member] | Property Subject to Operating Lease [Member]
Asset Impairment Charges			59,000,000
Affordable Housing [Member]
Asset Impairment Charges			-15,000,000
Affordable Housing [Member] | Fair Value, Measurements, Nonrecurring [Member]
Asset Impairment Charges		$36,000,000	$21,000,000

Fair_Value_Election_and_Measur2

Fair Value Election and Measurement Level 3 Significant Unobservable Input Assumptions (Details) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Dec. 31, 2014
level 3 fair value assumptions [Line Items]
Trading assets	6,595	[1]	6,202	[1]
Available-for-sale Securities	26,761	[2]	26,770	[2]
Loans Held-for-sale, Fair Value Disclosure	2,077		1,892
Loans Receivable, Fair Value Disclosure	268		272
Servicing Asset at Fair Value, Amount	1,181		1,206
Other Liabilities, Fair Value Disclosure	21	[3]	27	[3]
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
level 3 fair value assumptions [Line Items]
Trading assets	45		25
Available-for-sale Securities	767		946
Loans Receivable, Fair Value Disclosure	268		272
Servicing Asset at Fair Value, Amount	1,181		1,206
Other Liabilities, Fair Value Disclosure	21	[3]	27	[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	37		20
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			1.07%
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	21	[4]	27	[5]
Fair Value, Measurements, Recurring [Member] | Equity Securities [Member] | Cost Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]
level 3 fair value assumptions [Line Items]
Available-for-sale Securities	616		785
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			0
Fair Value Inputs, Estimated Collateral Losses			0.00%
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			0
Fair Value Inputs, Estimated Collateral Losses			0.00%
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			0
Fair Value Inputs, Estimated Collateral Losses			0.00%
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]
Available-for-sale Securities	21		21
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			0
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			0
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		5
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	6		12
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			0
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			0
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			0
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	119		123
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	4		1
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	1.62%		1.45%
Fair Value Inputs, Conditional Prepayment Rate	2.00%		1.00%
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	1.65%		2.25%
Fair Value Inputs, Conditional Prepayment Rate	20.00%		30.00%
Fair Value Inputs, Probability of Default	2.00%		3.00%
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	1.65%		1.57%
Fair Value Inputs, Conditional Prepayment Rate	13.00%		15.00%
Fair Value Inputs, Probability of Default	0.50%		0.75%
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	4		3
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	264		269
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	4.00%		4.00%
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	4.50%		4.50%
Fair Value Inputs, Conditional Prepayment Rate	35.00%		30.00%
Fair Value Inputs, Probability of Default	5.00%		7.00%
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	2.83%		2.86%
Fair Value Inputs, Conditional Prepayment Rate	14.30%		13.75%
Fair Value Inputs, Probability of Default	1.75%		1.75%
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	1,181		1,206
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, Option Adjusted Spread	-4.07%
Fair Value Inputs, Conditional Prepayment Rate	2.00%		2.00%
Fair Value Inputs, Discount Rate			-1.00%
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, Option Adjusted Spread	39.77%
Fair Value Inputs, Conditional Prepayment Rate	21.00%		47.00%
Fair Value Inputs, Discount Rate			122.00%
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, Option Adjusted Spread	9.00%
Fair Value Inputs, Conditional Prepayment Rate	11.00%		11.00%
Fair Value Inputs, Discount Rate			10.00%
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	38.00%		40.00%
Fair Value Inputs, Msr Value	0.38%		0.39%
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	100.00%		100.00%
Fair Value Inputs, Msr Value	2.17%		2.18%
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	74.00%		75.00%
Fair Value Inputs, Msr Value	1.15%		1.07%
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,207 million and $1,316 million at March 31, 2015 and December 31, 2014, respectively
[2]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $0 million and $369 million at March 31, 2015 and December 31, 2014, respectively.
[3]	Includes contingent consideration obligations related to acquisitions.
[4]	4 Not meaningful.
[5]	3

Fair_Value_Election_and_Measur3

Fair Value Election and Measurement Level 3 Significant Unobservable Input Assumptions (Additional Information) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Other Liabilities, Fair Value Disclosure	$21	[1]	$27	[1]
[1]	Includes contingent consideration obligations related to acquisitions.

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, 2015		Mar. 31, 2014		Dec. 31, 2014	Dec. 31, 2013
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	-3		-2
Settlements	0		0
Transfers to other balance sheet line items	0		4
Transfers into Level 3	6		5
Transferred Out of Level 3 in The Fair Value Hierarchy	0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	4		2		1	3
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	0		0
Trading Account Assets [Member] | Asset-backed Securities [Member]
Included in earnings			1	[1]
OCI			0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases			0
Sales			-7
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			0			6
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]
OCI			0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases			0
Sales			-65
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			0			54
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income			0
Trading Assets [Member]
Included in earnings			72
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			55
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			65
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income			0
Trading Assets [Member] | Derivative contracts, net [Member]
Included in earnings	77	[2]	60	[2]
OCI	0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		0
Sales	0		0
Settlements	0		1
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	37		11		20	5
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	-4	[2],[3]	0
Available-for-sale Securities [Member]
Included in earnings	0		-2	[4]
OCI	1	[5]	4	[6]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	21		0
Sales	0		-20
Settlements	-201		-35
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	767		900		946	953
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	0		0
Available-for-sale Securities [Member] | US States and Political Subdivisions Debt Securities [Member]
Included in earnings	0		-2
OCI	0		1
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		0
Sales	0		-20
Settlements	-6		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	6		13		12	34
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		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	21		21		21	21
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	0		0
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 [Member]
Included in earnings	0		0
OCI	0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	21		0
Sales	0		0
Settlements	-190		-27
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	616		712		785	739
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
OCI	1		3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		0
Sales	0		0
Settlements	-5		-8
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	119		149		123	154
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	0		0
Loans Held For Investment [Member]
Included in earnings	3	[7]	4	[8]
OCI	0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases	0		0
Sales	0		0
Settlements	-9		-11
Transfers to other balance sheet line items	0		-4
Transfers into Level 3	2		0
Transferred Out of Level 3 in The Fair Value Hierarchy	0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	268		299		272	302
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	2	[3],[7]	3	[8],[9]
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	-10		0
Transfers to other balance sheet line items	0		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		0
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	21		26		27	26
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	4	[10]	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)	0		0
Interest Rate Lock Commitments [Member]
Transferred Out of Level 3 in The Fair Value Hierarchy	-60		-55
Interest Rate Lock Commitments [Member] | Trading Assets [Member] | Derivative contracts, net [Member]
Transfers to other balance sheet line items	$60		$55
[1]	3 Amounts included in earnings are recognized in trading income.
[2]	2 Includes issuances, fair value changes, and expirations and are recognized in mortgage production related income.
[3]	1 Change in unrealized gains/(losses) included in earnings during the period related to financial assets still held at March 31, 2015.
[4]	4 Amounts included in earnings are recognized in net securities losses.
[5]	3 Amount recognized in OCI is included in change in net unrealized gains on securities AFS, net of tax.
[6]	5 Amounts recognized in OCI are included in change in net unrealized gains on securities AFS, net of tax.
[7]	4 Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in trading income.
[8]	6 Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in trading income.
[9]	1 Change in unrealized gains/(losses) included in earnings for the period related to financial assets still held at March 31, 2014.
[10]	5 Amounts included in earnings are recognized in other noninterest expense.

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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held for investment sold	$405	$85
Gain (Loss) on Sales of Loans, Net	6	9
Loans Held For Sale [Member] | Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	41		1,108
Asset Impairment Charges	1		-6
Loans Held For Sale [Member] | Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	0		121
Loans Held For Sale [Member] | Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	0		45
Loans Held For Sale [Member] | Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	41		942
Loans Held For Investment [Member] | Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	6		24
Asset Impairment Charges	0		0
Loans Held For Investment [Member] | Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	0		0
Loans Held For Investment [Member] | Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	0		0
Loans Held For Investment [Member] | Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	6		24
Other Real Estate Owned [Member] | Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	17		29
Asset Impairment Charges	-3		-6
Other Real Estate Owned [Member] | Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	0		0
Other Real Estate Owned [Member] | Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	0		1
Other Real Estate Owned [Member] | Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	17		28
Affordable Housing [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Impairment Charges			15
Affordable Housing [Member] | Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure			77
Asset Impairment Charges		-36	-21
Affordable Housing [Member] | Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure			0
Affordable Housing [Member] | Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure			0
Affordable Housing [Member] | Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure			77
Other Assets [Member] | Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	5		225
Asset Impairment Charges	0		-64
Other Assets [Member] | Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	0		0
Other Assets [Member] | Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	0		216
Other Assets [Member] | Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	5		9
Land [Member] | Other Assets [Member] | Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Impairment Charges	$0		($5)

Carrying_Amounts_and_Fair_Valu

Carrying Amounts and Fair Values of the Company's Financial Instruments (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Dec. 31, 2014
Financial assets
Trading assets	$6,595	[1]	$6,202	[1]
Available-for-sale Securities	26,761	[2]	26,770	[2]
Loans Held-for-sale, Fair Value Disclosure	2,077		1,892
Financial liabilities
Long-term Debt, Fair Value	1,281		1,283
Trading liabilities	1,459		1,227
Estimate of Fair Value, Fair Value Disclosure [Member]
Financial assets
Cash and cash equivalents	7,738		8,229
Trading assets	6,595		6,202
Available-for-sale Securities	26,761		26,770
Loans Held-for-sale, Fair Value Disclosure	3,423		3,240
Loans Net Fair Value Disclosure	126,722		126,855
Financial liabilities
Consumer And Commercial Deposits, Fair Value Disclosure	144,414		140,562
Short Term Borrowings Fair Value Disclosure	4,582		9,186
Long-term Debt, Fair Value	13,070		13,056
Trading liabilities	1,459		1,227
Estimate of Fair Value, Fair Value Disclosure [Member] | Fair Value, Inputs, Level 1 [Member]
Financial assets
Cash and cash equivalents	7,738		8,229
Trading assets	1,112		1,000
Available-for-sale Securities	2,346		2,059
Loans Held-for-sale, Fair Value Disclosure	0		0
Loans Net Fair Value Disclosure	0		0
Financial liabilities
Consumer And Commercial Deposits, Fair Value Disclosure	0		0
Short Term Borrowings Fair Value Disclosure	0		0
Long-term Debt, Fair Value	0		0
Trading liabilities	1,039		929
Estimate of Fair Value, Fair Value Disclosure [Member] | Fair Value, Inputs, Level 2 [Member]
Financial assets
Cash and cash equivalents	0		0
Trading assets	5,438		5,177
Available-for-sale Securities	23,648		23,765
Loans Held-for-sale, Fair Value Disclosure	2,182		2,063
Loans Net Fair Value Disclosure	543		545
Financial liabilities
Consumer And Commercial Deposits, Fair Value Disclosure	144,414		140,562
Short Term Borrowings Fair Value Disclosure	4,582		9,186
Long-term Debt, Fair Value	12,424		12,398
Trading liabilities	412		293
Estimate of Fair Value, Fair Value Disclosure [Member] | Fair Value, Inputs, Level 3 [Member]
Financial assets
Cash and cash equivalents	0		0
Trading assets	45		25
Available-for-sale Securities	767		946
Loans Held-for-sale, Fair Value Disclosure	1,241		1,177
Loans Net Fair Value Disclosure	126,179		126,310
Financial liabilities
Consumer And Commercial Deposits, Fair Value Disclosure	0		0
Short Term Borrowings Fair Value Disclosure	0		0
Long-term Debt, Fair Value	646		658
Trading liabilities	8		5
Carrying (Reported) Amount, Fair Value Disclosure
Financial assets
Cash and cash equivalents	7,738		8,229
Trading assets	6,595		6,202
Available-for-sale Securities	26,761		26,770
Loans Held-for-sale, Fair Value Disclosure	3,404		3,232
Loans Net Fair Value Disclosure	130,487		131,175
Financial liabilities
Consumer And Commercial Deposits, Fair Value Disclosure	144,423		140,567
Short Term Borrowings Fair Value Disclosure	4,582		9,186
Long-term Debt, Fair Value	13,012		13,022
Trading liabilities	1,459		1,227
Affordable Housing [Member]
Gains (Losses) on Sales of Investment Real Estate	$18
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,207 million and $1,316 million at March 31, 2015 and December 31, 2014, respectively
[2]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $0 million and $369 million at March 31, 2015 and December 31, 2014, respectively.

Contingencies_Additional_Infor

Contingencies - Additional Information (Detail) (USD $)	3 Months Ended	6 Months Ended	3 Months Ended	0 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2014	Mar. 31, 2015	Jul. 25, 2014
Minimum [Member]
Aggregate range of reasonably possible losses on legal matters in excess of the accrued liability			$0
Maximum [Member]
Aggregate range of reasonably possible losses on legal matters in excess of the accrued liability			170
Mortgage Modification Investigation and HAMP [Member]
Loss Contingency, Damages Awarded, Value	204
Total Cash Payment for Settlement [Domain] | Mortgage Modification Investigation and HAMP [Member]
Loss Contingency, Damages Awarded, Value	46
Consumer Remediation [Member] | Mortgage Modification Investigation and HAMP [Member]
Loss Contingency, Damages Awarded, Value		179
Consumer Remediation [Member] | Mortgage Modification Investigation and HAMP [Member] | Maximum [Member]
Loss Contingency, Damages Awarded, Value	274
Cash payment for litigation [Member] | Potential Mortgage Servicing Settlement and Claims [Member]
Loss Contingency, Damages Awarded, Value			468
Housing counseling for homeowners [Member] | Mortgage Modification Investigation and HAMP [Member]
Loss Contingency, Damages Awarded, Value	20
Civil money penalty [Member] | Consent Order Foreclosure Actions [Member]
Loss Contingency, Damages Awarded, Value				160
Consumer relief obligation [Member] | Potential Mortgage Servicing Settlement and Claims [Member]
Loss Contingency, Damages Awarded, Value			500
Mortgage Modification Investigation and HAMP [Member] | Restitution to Fannie Mae and Freddie Mac [Member]
Loss Contingency, Damages Awarded, Value	10
Mortgage Modification Investigation and HAMP [Member] | Cash payment for litigation [Member]
Loss Contingency, Damages Awarded, Value	$16

Business_Segment_Reporting_Det

Business Segment Reporting (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
	segments
Number of Operating Segments	3
Segment Reporting Information Average Total Loans	$133,338		$128,525
Segment Reporting Information Average Total Deposits	140,476		128,396
Average total assets	189,265		176,971
Average total liabilities	166,093		155,244
Average total equity	23,172		21,727
Net, interest income	1,140		1,204
FTE adjustment	35		35
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	1,175	[1]	1,239	[1]
Provision for Loan, Lease, and Other Losses	55		102
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	1,120		1,137
Total noninterest income	817		791
Noninterest Expense	1,280		1,357
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	657		571
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	226	[2]	160	[2]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	431		411
Net Income (Loss) Attributable to Noncontrolling Interest	2		6
Net Income (Loss) Attributable to Parent	429		405
Consumer Banking and Private Wealth Management [Member]
Segment Reporting Information Average Total Loans	41,128		41,259
Segment Reporting Information Average Total Deposits	90,681		84,358
Average total assets	47,133		46,938
Average total liabilities	91,336		85,179
Average total equity	0		0
Net, interest income	667		644
FTE adjustment	0		0
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	667	[1]	644	[1]
Provision for Loan, Lease, and Other Losses	70	[3]	53	[3]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	597		591
Total noninterest income	363		361
Noninterest Expense	720		707
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	240		245
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	89	[2]	90	[2]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	151		155
Net Income (Loss) Attributable to Noncontrolling Interest	0		0
Net Income (Loss) Attributable to Parent	151		155
Wholesale Banking [Member]
Segment Reporting Information Average Total Loans	67,732		58,936
Segment Reporting Information Average Total Deposits	47,478		42,287
Average total assets	81,227		70,041
Average total liabilities	53,559		48,984
Average total equity	0		0
Net, interest income	428		391
FTE adjustment	34		34
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	462	[1]	425	[1]
Provision for Loan, Lease, and Other Losses	-4	[3]	23	[3]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	466		402
Total noninterest income	311		275
Noninterest Expense	407		418
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	370		259
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	125	[2]	83	[2]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	245		176
Net Income (Loss) Attributable to Noncontrolling Interest	0		0
Net Income (Loss) Attributable to Parent	245		176
Mortgage Banking
Segment Reporting Information Average Total Loans	24,439		28,286
Segment Reporting Information Average Total Deposits	2,359		1,887
Average total assets	27,936		31,550
Average total liabilities	2,615		2,435
Average total equity	0		0
Net, interest income	121		134
FTE adjustment	0		0
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	121	[1]	134	[1]
Provision for Loan, Lease, and Other Losses	-10	[3]	26	[3]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	131		108
Total noninterest income	132		100
Noninterest Expense	177		186
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	86		22
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	28	[2]	6	[2]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	58		16
Net Income (Loss) Attributable to Noncontrolling Interest	0		0
Net Income (Loss) Attributable to Parent	58		16
Corporate Other
Segment Reporting Information Average Total Loans	43		51
Segment Reporting Information Average Total Deposits	3		-64
Average total assets	28,943		25,622
Average total liabilities	18,661		18,702
Average total equity	0		0
Net, interest income	27		75
FTE adjustment	1		1
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	28	[1]	76	[1]
Provision for Loan, Lease, and Other Losses	0	[3]	0	[3]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	28		76
Total noninterest income	16		59
Noninterest Expense	-20		50
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	64		85
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	22	[2]	1	[2]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	42		84
Net Income (Loss) Attributable to Noncontrolling Interest	2		6
Net Income (Loss) Attributable to Parent	40		78
Reconciling Items
Segment Reporting Information Average Total Loans	-4		-7
Segment Reporting Information Average Total Deposits	-45		-72
Average total assets	4,026		2,820
Average total liabilities	-78		-56
Average total equity	23,172		21,727
Net, interest income	-103		-40
FTE adjustment	0		0
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	-103	[1]	-40	[1]
Provision for Loan, Lease, and Other Losses	-1	[3]	0	[3]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	-102		-40
Total noninterest income	-5		-4
Noninterest Expense	-4		-4
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	-103		-40
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	-38	[2]	-20	[2]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	-65		-20
Net Income (Loss) Attributable to Noncontrolling Interest	0		0
Net Income (Loss) Attributable to Parent	($65)		($20)
[1]	Presented on a matched maturity funds transfer price basis for the segments.
[2]	Includes regular income tax provision and taxable-equivalent income adjustment reversal.
[3]	Provision/(benefit) for credit losses represents net charge-offs by segment combined with an allocation to the segments of the provision/(benefit) attributable to quarterly changes in the ALLL and unfunded commitment reserve balances.

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Dec. 31, 2013
Accumulated Other Comprehensive Income (Loss), Net of Tax	($65)	($200)	($122)	($289)
Other Comprehensive Income (Loss), Unrealized Holding Gain (Loss) on Securities Arising During Period, Net of Tax	86	107
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	78	14
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, Net of Tax	0	0
Other Comprehensive Income (Loss), Total Unrealized Gain (Loss) Arising During Period, Net of Tax	164	121
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Sale of Securities, Net of Tax	0	1
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax	-34	-64
Other Comprehensive (Income) Loss, Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, Net of Tax	-73	31
Other Comprehensive Income (Loss), Total Reclassification Adjustments from AOCI, Net of Tax	-107	-32
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	86	108
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax	44	-50
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, Net of Tax	-73	31
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	57	89
Available-for-sale Securities [Member]
Accumulated Other Comprehensive Income (Loss), Net of Tax	384	31	298	-77
Derivative [Member]
Accumulated Other Comprehensive Income (Loss), Net of Tax	141	229	97	279
Pension and Other Postretirement Plans Costs [Member]
Accumulated Other Comprehensive Income (Loss), Net of Tax	($590)	($460)	($517)	($491)

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income Reclassifications out of AOCI (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Other Comprehensive Income (Loss), Reclassification Adjustment for Sale of Securities Included in Net Income, before Tax	$0	$1
Other Comprehensive Income (Loss), Reclassification Adjustment for Sale of Securities Included in Net Income, Tax	0	0
Other Comprehensive Income (Loss), Reclassification Adjustment for Sale of Securities Included in Net Income, Net of Tax	0	1
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, before Tax	-54	-102
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, Tax	20	38
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, Net of Tax	-34	-64
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	-116	49
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Tax	43	-18
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, Net of Tax	-73	31
Other Assets And Liabilities, Net [Member]
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	120	-46
Amortization of Actuarial Loss [Member]
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	-5	-3
Amortization of Prior Service Credit [Member]
Defined Benefit Plan, Amortization of Prior Service Cost (Credit)	($1)	$0