Suntrust Banks 10-Q 4 May 16 2016 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	3 Months Ended
	Mar. 31, 2016	Apr. 29, 2016
Entity Registrant Name	SUNTRUST BANKS INC
Entity Central Index Key	750,556
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Document Type	10-Q
Document Period End Date	Mar. 31, 2016
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q1
Amendment Flag	false
Entity Common Stock, Shares Outstanding		501,127,617
Entity Well-known Seasoned Issuer	Yes
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes

Consolidated Statements of Inco

Consolidated Statements of Income - USD ($) shares in Millions, $ in Millions		3 Months Ended
		Mar. 31, 2016	Mar. 31, 2015
Interest Income
Interest and fees on loans		$ 1,203	$ 1,091
Interest and fees on loans held for sale		19	22
Interest and Dividend Income, Securities, Available-for-sale		163	140
Trading account interest and other		26	19
Total interest income		1,411	1,272
Interest Expense
Interest on deposits		59	56
Interest Expense, Long-term Debt		59	68
Interest on other borrowings		11	8
Total interest expense		129	132
Net, interest income		1,282	1,140
Provision for Loan, Lease, and Other Losses	[1]	101	55
Interest Income (Expense), after Provision for Loan Loss		1,181	1,085
Noninterest Income
Service charges on deposit accounts		153	151
Fees and Commissions, Other		93	89
Fees and Commissions, Credit and Debit Cards		78	80
Investment Banking Revenue		98	97
Trading Gain (Loss)		55	55
Fees and Commissions, Fiduciary and Trust Activities		75	84
Investment Advisory, Management and Administrative Fees		69	72
Servicing Fees, Net		62	43
Fees and Commissions, Mortgage Banking		60	83
Gain (Loss) on Sale of Securities, Net		0	0
Noninterest Income, Other Operating Income		38	63
Total noninterest income		781	817
Noninterest Expense
Employee compensation		639	633
Other Labor-related Expenses		135	138
Outside processing and software		198	189
Net occupancy expense		85	84
Marketing and Advertising Expense		44	27
Equipment Expense		40	40
Federal Deposit Insurance Corporation Premium Expense		36	37
Operating losses		24	14
Amortization		10	7
Other Noninterest Expense		(107)	(111)
Noninterest Expense		1,318	1,280
Income (Loss) from Continuing Operations before Equity Method Investments, Income Taxes, Extraordinary Items, Noncontrolling Interest		644	622
Income Tax Expense (Benefit)		195	191
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest		449	431
Net Income (Loss) Attributable to Noncontrolling Interest		2	2
Net Income (Loss) Attributable to Parent		447	429
Net Income (Loss) Available to Common Stockholders, Basic		$ 430	$ 411
Earnings Per Share, Diluted		$ 0.84	$ 0.78
Earnings Per Share, Basic		0.85	0.79
Common Stock, Dividends, Per Share, Declared		$ 0.24	$ 0.20
Weighted Average Number of Shares Outstanding, Diluted		510	527
Weighted Average Number of Shares Outstanding, Basic		505	521
Amortization Method Qualified Affordable Housing Project Investments, Amortization		$ 19	$ 14
[1]	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.

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income Consolidated Statement of Comprehensive Income - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Statement of Comprehensive Income [Abstract]
Net Income (Loss) Attributable to Parent	$ 447	$ 429
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	279	86
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax	150	44
Credit Risk Adjustment	(2)	0
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, Net of Tax	59	(73)
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	486	57
Comprehensive Income (Loss), Net of Tax, Attributable to Parent	$ 933	$ 486

Consolidated Statements of Com4

Consolidated Statements of Comprehensive Income Consolidated Statement of Comprehensive Income (Parenthetical) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Statement of Comprehensive Income [Abstract]
Other Comprehensive Income (Loss), Available-for-sale Securities, Tax	$ 165	$ 53
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Tax	89	27
Credit Risk Adjustment, Tax	(1)	0
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, Tax	$ 35	$ (43)

Consolidated Balance Sheets

Consolidated Balance Sheets - USD ($) shares in Thousands, $ in Millions		Mar. 31, 2016	Dec. 31, 2015
Assets
Cash and Due from Banks		$ 3,074	$ 4,299
Federal Funds Sold and Securities Purchased under Agreements to Resell		1,229	1,277
Interest-bearing Deposits in Banks and Other Financial Institutions		24	23
Cash and cash equivalents		4,327	5,599
Trading assets	[1]	7,050	6,119
Available-for-sale Securities		28,188	27,825
Loans Held for Sale	[2]	1,911	1,838
Loans held for investment	[3]	139,746	136,442
Loans and Leases Receivable, Allowance		(1,770)	(1,752)
Net loans		137,976	134,690
Premises and equipment		1,481	1,502
Goodwill		6,337	6,337
Intangible Assets, Net (Excluding Goodwill)		1,198	1,325
Other Assets		5,690	5,582
Total assets		194,158	190,817
Liabilities and Shareholders' Equity
Noninterest-bearing consumer and commercial deposits		42,256	42,272
Interest-bearing Deposit Liabilities		109,905	107,558
Total deposits		152,161	149,830
Funds purchased		1,497	1,949
Securities Sold under Agreements to Repurchase		1,774	1,654
Other Short-term Borrowings		1,673	1,024
Long-term Debt	[4]	8,514	8,462
Trading liabilities		1,536	1,263
Other Liabilities		2,950	3,198
Total liabilities		170,105	167,380
Preferred Stock, Value, Outstanding		1,225	1,225
Common Stock, Value, Outstanding		550	550
Additional paid in capital		9,017	9,094
Retained earnings		14,999	14,686
Treasury stock, at cost, and other	[5]	(1,759)	(1,658)
Accumulated Other Comprehensive Income (Loss), Net of Tax		21	(460)
Total shareholders' equity		24,053	23,437
Liabilities and Equity		$ 194,158	$ 190,817
Common Stock, Shares, Outstanding	[6]	505,443	508,712
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		44,478	41,209
Treasury Stock and Other
Liabilities and Shareholders' Equity
Treasury stock, at cost, and other		$ (1,859)
Total shareholders' equity	[7]	1,759	$ 1,658
Stockholders' Equity Attributable to Noncontrolling Interest		101	108
Variable Interest Entity, Primary Beneficiary [Member]
Assets
Loans held for investment		237	246
Liabilities and Shareholders' Equity
Long-term Debt		$ 250	$ 259
Restricted Stock [Member]
Liabilities and Shareholders' Equity
Common Stock, Shares, Outstanding		80	1,334
Trading Securities [Member]
Liabilities and Shareholders' Equity
Pledged Assets Separately Reported, Securities Pledged as Collateral, at Fair Value		$ 1,484	$ 1,377
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,484 million and $1,377 million at March 31, 2016 and December 31, 2015, respectively
[2]	Includes $1.6 billion and $1.5 billion of LHFS measured at fair value at March 31, 2016 and December 31, 2015, respectively.
[3]	Includes loans of consolidated VIEs of $237 million and $246 million at March 31, 2016 and December 31, 2015, respectively.
[4]	Includes debt of consolidated VIEs of $250 million and $259 million at March 31, 2016 and December 31, 2015, respectively.
[5]	Includes noncontrolling interest of $101 million and $108 million at March 31, 2016 and December 31, 2015, respectively.
[6]	Includes restricted shares of 80 thousand and 1,334 thousand at March 31, 2016 and December 31, 2015, respectively.
[7]	At March 31, 2016, includes ($1,859) million for treasury stock, ($1) million for the compensation element of restricted stock, and $101 million for noncontrolling interest.At March 31, 2015, includes ($1,215) million for treasury stock, ($15) million for the compensation element of restricted stock, and $106 million for noncontrolling interest.

Consolidated Balance Sheets (Pa

Consolidated Balance Sheets (Parenthetical) - USD ($) shares in Thousands, $ in Millions		Mar. 31, 2016	Dec. 31, 2015
Loans Held-for-sale, Fair Value Disclosure		$ 1,593	$ 1,494
Loans Receivable, Fair Value Disclosure		255	257
Servicing Asset at Fair Value, Amount		1,182	1,307
Long-term Debt, Fair Value		$ 975	$ 973
Common stock, par value		$ 1	$ 1
Loans Receivable Held-for-sale, Net	[1]	$ 1,911	$ 1,838
Loans held for investment	[2]	139,746	136,442
Long-term Debt	[3]	$ 8,514	$ 8,462
Common Stock, Shares, Outstanding	[4]	505,443	508,712
Variable Interest Entity, Primary Beneficiary [Member]
Loans held for investment		$ 237	$ 246
Long-term Debt		250	259
Treasury Stock and Other
Stockholders' Equity Attributable to Noncontrolling Interest		101	108
Residential Portfolio Segment [Member]
Loans Receivable, Fair Value Disclosure		255	257
Loans held for investment		$ 38,999	$ 38,928
Restricted Stock [Member]
Common Stock, Shares, Outstanding		80	1,334
Trading Securities [Member]
Pledged Assets Separately Reported, Securities Pledged as Collateral, at Fair Value		$ 1,484	$ 1,377
[1]	Includes $1.6 billion and $1.5 billion of LHFS measured at fair value at March 31, 2016 and December 31, 2015, respectively.
[2]	Includes loans of consolidated VIEs of $237 million and $246 million at March 31, 2016 and December 31, 2015, respectively.
[3]	Includes debt of consolidated VIEs of $250 million and $259 million at March 31, 2016 and December 31, 2015, respectively.
[4]	Includes restricted shares of 80 thousand and 1,334 thousand at March 31, 2016 and December 31, 2015, respectively.

Consolidated Statements of Shar

Consolidated Statements of Shareholders' Equity - USD ($) shares in Thousands, $ in Millions		Total		Preferred Stock [Member]	Common Stock [Member]	Additional Paid-in Capital [Member]	Retained Earnings [Member]		Treasury Stock and Other	[1]	AOCI Attributable to Parent [Member]		Common Stock [Member]Common Stock [Member]
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, beginning of period		$ (23,005)		$ (1,225)	$ (550)	$ (9,089)	$ (13,295)		$ (1,032)		$ 122
Common Stock, Shares, Outstanding					525,000
Net Income (Loss) Attributable to Parent		429					429
Other Comprehensive Income (Loss), Net of Tax		57									57
Noncontrolling Interest, Period Increase (Decrease)		(2)							(2)
Dividends, Common Stock, Cash		(105)					(105)
Dividends, Preferred Stock, Cash	[2]	(17)					(17)
Treasury Stock, Shares, Acquired													3,000
Treasury Stock, Value, Acquired, Cost Method		115							115
Payments for Repurchase of Warrants		0
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)
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
Adjustments to Additional Paid in Capital, Share-based Compensation, Restricted Stock Unit or Restricted Stock Award, Requisite Service Period Recognition		6							6
Stock Issued During Period, Shares, Employee Benefit Plan													0
Stock Issued During Period, Value, Employee Benefit Plan		1				0			1
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, beginning of period		(23,260)		(1,225)	$ (550)	(9,074)	(13,600)		(1,124)		65
Common Stock, Shares, Outstanding					522,000
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, beginning of period		$ (23,437)		(1,225)	$ (550)	(9,094)	(14,686)		(1,658)		460
Common Stock, Shares, Outstanding		508,712	[3]		509,000
Cumulative effect of credit risk adjustment		$ 0					5	[4]			(5)	[4]
Net Income (Loss) Attributable to Parent		447					447
Other Comprehensive Income (Loss), Net of Tax		486									486
Noncontrolling Interest, Period Increase (Decrease)		(7)	[2]						(7)
Dividends, Common Stock, Cash		(121)					(121)
Dividends, Preferred Stock, Cash		(17)					(17)	[2]
Treasury Stock, Shares, Acquired													4,000
Treasury Stock, Value, Acquired, Cost Method		151							151
Payments for Repurchase of Warrants		(24)				(24)
Share-based Compensation Arrangement by Share-based Payment Award, Options, Exercises in Period													0
Stock Issued During Period, Value, Stock Options Exercised		(1)				(3)			(2)
Stock Issued During Period, Shares, Restricted Stock Award, Net of Forfeitures													0
Stock Issued During Period, Value, Restricted Stock Award, Net of Forfeitures		2				(50)	(1)		53
Adjustments to Additional Paid in Capital, Share-based Compensation, Restricted Stock Unit or Restricted Stock Award, Requisite Service Period Recognition		2							2
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, beginning of period		$ (24,053)		$ (1,225)	$ (550)	$ (9,017)	$ (14,999)		$ (1,759)		$ (21)
Common Stock, Shares, Outstanding		505,443	[3]		505,000
[1]	At March 31, 2016, includes ($1,859) million for treasury stock, ($1) million for the compensation element of restricted stock, and $101 million for noncontrolling interest.At March 31, 2015, includes ($1,215) million for treasury stock, ($15) million for the compensation element of restricted stock, and $106 million for noncontrolling interest.
[2]	For the three months ended March 31, 2016, dividends were $1,011 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, 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.
[3]	Includes restricted shares of 80 thousand and 1,334 thousand at March 31, 2016 and December 31, 2015, respectively.
[4]	Related to the Company's early adoption of the ASU 2016-01 provision related to changes in instrument-specific credit risk, for the three months ended March 31, 2016. See Note 1, "Significant Accounting Policies," and Note 17, "Accumulated Other Comprehensive Income/(Loss)," for additional information.

Consolidated Statements of Sha8

Consolidated Statements of Shareholders' Equity (Parenthetical) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016	Mar. 31, 2015
Treasury Stock, Value	[1]	$ (1,759)
Common stock dividends, per share		$ 0.24	$ 0.20
Treasury Stock and Other
Treasury Stock, Value		$ (1,859)	$ (1,215)
Deferred Compensation Equity		(1)	(15)
Stockholders' Equity Attributable to Noncontrolling Interest		$ 101	$ 106
Series A Preferred Stock [Member]
Preferred Stock, Dividends, Per Share, Cash Paid		$ 1,011	$ 1,000
Series B Preferred Stock [Member]
Preferred Stock, Dividends, Per Share, Cash Paid		1,011	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	$ 1,406
[1]	Includes noncontrolling interest of $101 million and $108 million at March 31, 2016 and December 31, 2015, respectively.

Consolidated Statements of Cash

Consolidated Statements of Cash Flows - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Cash Flows from Operating Activities:
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	$ 449	$ 431
Adjustments to reconcile net income/(loss) to net cash provided by operating activities:
Depreciation, Amortization and Accretion, Net	171	201
Payments to Acquire Mortgage Servicing Rights (MSR)	(46)	(46)
Provisions For Credit Losses And Foreclosed Properties	103	58
Stock Option Compensation And Amortization Of Restricted Stock Compensation	25	19
Excess Tax Benefit from Share-based Compensation, Operating Activities	(8)	(16)
Gain (Loss) on Sale of Loans and Leases	84	102
Net decrease/(increase) in loans held for sale	(4)	(108)
Increase (Decrease) in Trading Securities	(689)	(322)
Net (increase)/decrease in other assets	138	(340)
Increase (Decrease) in Other Operating Liabilities	(306)	15
Net Cash Provided by (Used in) Operating Activities	(251)	(210)
Cash Flows from Investing Activities:
Proceeds from Maturities, Prepayments and Calls of Available-for-sale Securities	1,057	1,421
Proceeds from sales of securities available for sale	0	10
Purchases of securities available for sale	(1,008)	(1,344)
Proceeds from (payments for) Originations and Purchases of Loans Held-for-investment	(3,438)	212
Proceeds from sales of loans	18	411
Payments for (Proceeds from) Mortgage Servicing Rights	75	64
Capital expenditures	(24)	(33)
Payments related to acquisitions, including contingent consideration	(23)	(10)
Proceeds from Sale of Other Real Estate	34	86
Net Cash Provided by (Used in) Investing Activities	(3,459)	689
Cash Flows from Financing Activities:
Net (decrease)/increase in total deposits	2,331	3,856
Net increase/(decrease) in funds purchased, securities sold under agreements to repurchase, and other short-term borrowings	317	(4,604)
Proceeds from Issuance of Long-term Debt	1,105	0
Repayment of long-term debt	(1,019)	(14)
Payments for Repurchase of Common Stock	(151)	(115)
Payments for Repurchase of Warrants	(24)	0
Common and preferred dividends paid	(130)	(115)
Proceeds from Issuance of Shares under Incentive and Share-based Compensation Plans, Including Stock Options	9	22
Net Cash Provided by (Used in) Financing Activities	2,438	(970)
Cash and Cash Equivalents, Period Increase (Decrease)	(1,272)	(491)
Cash and cash equivalents	5,599	8,229
Cash and cash equivalents	4,327	7,738
Supplemental Disclosures:
Transfer of Loans Held-for-sale to Portfolio Loans	5	11
Transfer of Portfolio Loans and Leases to Held-for-sale	55	512
Transfer to Other Real Estate	16	14
Non-cash impact of debt acquired by purchaser in leverage lease sale	$ 26	$ 21

Significant Accounting Policies

Significant Accounting Policies	3 Months Ended
	Mar. 31, 2016
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 Consolidated Financial Statements and accompanying Notes; actual results could vary from those estimates. Certain reclassifications have been made to prior period amounts to conform to the current period presentation. The Company evaluated events that occurred subsequent to March 31, 2016 , and there were no material events that would require recognition in the Company's first quarter of 2016 Consolidated Financial Statements or disclosure in the accompanying Notes. These interim Consolidated Financial Statements should be read in conjunction with the Company’s 2015 Annual Report on Form 10-K. There have been no significant changes to the Company’s accounting policies as disclosed in the 2015 Annual Report on Form 10-K. Recently Issued Accounting Pronouncements The following table provides a brief description of accounting standards that have been issued that could have a material effect on the Company's financial statements: Standard Description Required Date of Adoption Effect on the Financial Statements or Other Significant Matters Standards Adopted (or partially adopted) in 2016 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. January 1, 2016 The Company adopted this ASU on a modified retrospective basis beginning January 1, 2016. The adoption of this standard had no impact to the Consolidated Financial Statements and related disclosures during the first quarter of 2016. ASU 2016-01, Recognition and Measurement of Financial Assets and Financial Liabilities The ASU amends ASC Topic 825, Financial Instruments - Overall , and addresses certain aspects of recognition, measurement, presentation, and disclosure of financial instruments. The main provisions require investments in equity securities to be measured at fair value through net income, unless they qualify for a practicability exception, and require fair value changes arising from changes in instrument-specific credit risk for financial liabilities that are measured under the fair value option to be recognized in other comprehensive income. With the exception of disclosure requirements that will be adopted prospectively, the ASU must be adopted on a modified retrospective basis. January 1, 2018 Early adoption is permitted beginning January 1, 2016 or 2017 for the provision related to changes in instrument-specific credit risk for financial liabilities under the fair value option. The Company early adopted the provision related to changes in instrument-specific credit risk beginning January 1, 2016, which resulted in an immaterial, cumulative effect adjustment from retained earnings to AOCI. The Company is evaluating the impact of the remaining provisions of this ASU on the Consolidated Financial Statements and related disclosures; however, the impact is not expected to be material. 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. January 1, 2018 Early adoption is permitted beginning January 1, 2017. The Company is evaluating the alternative methods of adoption and the anticipated effects on the Consolidated Financial Statements and related disclosures. ASU 2016-02, Leases The ASU creates ASC Topic 842, Leases , and supersedes Topic 840, Leases . Topic 842 requires lessees to recognize the right-of-use assets and liabilities that arise from leases, with the exception of short-term leases. The ASU does not make significant changes to lessor accounting; however, there were certain improvements made to align lessor accounting with the lessee accounting model and Topic 606, Revenue from Contracts with Customers . There are several new qualitative and quantitative disclosures required. In transition, lessees and lessors are required to recognize and measure leases at the beginning of the earliest period presented using a modified retrospective approach. January 1, 2019 Early adoption is permitted. The adoption of this ASU will result in an increase to the Consolidated Balance Sheets for right-of-use assets and lease liabilities associated with operating leases in which the Company is the lessee. The Company is evaluating the other effects of adoption on the Consolidated Financial Statements and related disclosures. ASU 2016-07, Simplifying the Transition to the Equity Method of Accounting The ASU amends ASC Topic 323, Investments - Equity Method and Joint Ventures , to eliminate the requirement that when an investment qualifies for use of the equity method as a result of an increase in the level of ownership interest or degree of influence, an investor must adjust the investment, results of operations, and retained earnings retroactively on a step-by-step basis as if the equity method had been in effect during all previous periods that the investment had been held. The amendments require that the equity method investor add the cost of acquiring the additional interest in the investee to the current basis of the investor’s previously held interest and adopt the equity method of accounting as of the date the investment becomes qualified for equity method accounting. In addition, the ASU requires that an entity that has an AFS equity security that becomes qualified for the equity method of accounting recognize through earnings the unrealized holding gain or loss in AOCI at the date the investment becomes qualified for use of the equity method. The ASU is to be applied on a prospective basis. January 1, 2017 Early application is permitted. This ASU will not impact the Consolidated Financial Statements and related disclosures until there is an applicable increase in investment or change in influence that results in a transition to the equity method. ASU 2016-09, Improvements to Employee Share-Based Payment Accounting The ASU amends ASC Topic 718, Compensation - Stock Compensation , to simplify and modify several aspects of accounting for share-based payment arrangements, primarily involving income tax consequences, the classification of awards as either equity or liabilities, and the related classification on the statement of cash flows. Adoption methods are specific to the component of the ASU ranging from a retrospective and modified retrospective basis to a prospective basis. January 1, 2017 Early adoption is permitted. The Company is evaluating how the adoption of this ASU will impact the Consolidated Financial Statements and related disclosures.

Federal Funds Sold and Securiti

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell	3 Months Ended
	Mar. 31, 2016
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) March 31, 2016 December 31, 2015 Fed funds sold $13 $38 Securities borrowed 333 277 Securities purchased under agreements to resell 883 962 Total Fed funds sold and securities borrowed or purchased under agreements to resell $1,229 $1,277 Securities purchased under agreements to resell are primarily collateralized by U.S. government or agency securities and are carried at the amounts at which the securities will be subsequently resold. Securities borrowed are primarily collateralized by corporate securities. The Company borrows securities and purchases securities under agreements to resell as part of its securities financing activities. On the acquisition date of these securities, the Company and the related counterparty agree on the amount of collateral required to secure the principal amount loaned under these arrangements. The Company monitors collateral values daily and calls for additional collateral to be provided as warranted under the respective agreements. At both March 31, 2016 and December 31, 2015 , the total market value of collateral held was $1.2 billion , of which $241 million and $73 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: March 31, 2016 December 31, 2015 (Dollars in millions) Overnight and Continuous Up to 30 days Total Overnight and Continuous Up to 30 days Total U.S. Treasury securities $202 $— $202 $112 $— $112 Federal agency securities 126 — 126 319 — 319 MBS - agency 968 — 968 837 23 860 CP 205 — 205 49 — 49 Corporate and other debt securities 178 95 273 242 72 314 Total securities sold under agreements to repurchase $1,679 $95 $1,774 $1,559 $95 $1,654 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 that are subject to MRA s. 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, 2016 and December 31, 2015 , there were no such transactions subject to legally enforceable MRA s that were eligible for balance sheet netting. Financial instrument collateral received or pledged related to exposures subject to legally enforceable MRA s are not netted on the Consolidated Balance Sheets, but are presented in the following table as a reduction to the net amount reflected on the Consolidated Balance Sheets to derive the held/pledged financial instruments. The collateral amounts held/pledged are limited for presentation purposes to the related recognized asset/liability balance for each counterparty, and accordingly, do not include excess collateral received/pledged. (Dollars in millions) Gross Amount Amount Offset Net Amount Presented in Consolidated Balance Sheets Held/Pledged Financial Instruments Net Amount March 31, 2016 Financial assets: Securities borrowed or purchased under agreements to resell $1,216 $— $1,216 1 $1,206 $10 Financial liabilities: Securities sold under agreements to repurchase 1,774 — 1,774 1,774 — December 31, 2015 Financial assets: Securities borrowed or purchased under agreements to resell $1,239 $— $1,239 1 $1,229 $10 Financial liabilities: Securities sold under agreements to repurchase 1,654 — 1,654 1,654 — 1 Excludes $13 million and $38 million of Fed funds sold, which are not subject to a master netting agreement at March 31, 2016 and December 31, 2015 , respectively.

Trading Assets and Liabilities

Trading Assets and Liabilities and Derivatives Trading Assets and Liabilities and Derivatives (Notes)	3 Months Ended
	Mar. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Trading Assets and Liabilities and Derivatives [Text Block]	NOTE 3 - TRADING ASSETS AND LIABILITIES AND DERIVATIVE INSTRUMENTS The fair values of the components of trading assets and liabilities and derivative instruments were as follows: (Dollars in millions) March 31, 2016 December 31, 2015 Trading Assets and Derivative Instruments: U.S. Treasury securities $707 $538 Federal agency securities 304 588 U.S. states and political subdivisions 83 30 MBS - agency 686 553 CLO securities 3 2 Corporate and other debt securities 454 468 CP 400 67 Equity securities 53 66 Derivative instruments 1 1,735 1,152 Trading loans 2 2,625 2,655 Total trading assets and derivative instruments $7,050 $6,119 Trading Liabilities and Derivative Instruments: U.S. Treasury securities $568 $503 MBS - agency 3 37 Corporate and other debt securities 311 259 Derivative instruments 1 654 464 Total trading liabilities and derivative instruments $1,536 $1,263 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 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 the Company's 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 other similar financial instruments. Other trading-related activities include acting as a market maker for certain debt and equity security transactions, derivative instrument transactions, and foreign exchange transactions. 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 and non-trading activities, and assumes a limited degree of market risk by managing the size and nature of its exposure. For valuation assumptions and additional information related to the Company's trading products and derivative instruments, see Note 13 , “Derivative Financial Instruments,” and the “ Trading Assets and Derivative Instruments and Securities Available for Sale ” section of Note 14 , “Fair Value Election and Measurement.” The Company pledged $1.0 billion and $986 million of trading securities to secure $1.0 billion and $950 million of repurchase agreements at March 31, 2016 and December 31, 2015 , respectively. Additionally, the Company pledged $446 million and $393 million of trading securities to secure certain derivative agreements at March 31, 2016 and December 31, 2015 , respectively, and pledged $40 million of trading securities under other arrangements at both March 31, 2016 and December 31, 2015 .

Securities Available for Sale

Securities Available for Sale	3 Months Ended
	Mar. 31, 2016
Investments, Debt and Equity Securities [Abstract]
Securities Available for Sale	NOTE 4 – SECURITIES AVAILABLE FOR SALE Securities Portfolio Composition March 31, 2016 (Dollars in millions) Amortized Unrealized Unrealized Fair U.S. Treasury securities $3,694 $103 $— $3,797 Federal agency securities 377 12 — 389 U.S. states and political subdivisions 149 9 — 158 MBS - agency 22,615 589 14 23,190 MBS - non-agency residential 88 1 1 88 ABS 10 2 1 11 Corporate and other debt securities 36 1 — 37 Other equity securities 1 518 1 1 518 Total securities AFS $27,487 $718 $17 $28,188 December 31, 2015 (Dollars in millions) Amortized Unrealized Unrealized Fair U.S. Treasury securities $3,460 $3 $14 $3,449 Federal agency securities 402 10 1 411 U.S. states and political subdivisions 156 8 — 164 MBS - agency 22,877 397 150 23,124 MBS - non-agency residential 92 2 — 94 ABS 11 2 1 12 Corporate and other debt securities 37 1 — 38 Other equity securities 1 533 1 1 533 Total securities AFS $27,568 $424 $167 $27,825 1 At March 31, 2016 , the fair value of other equity securities was comprised of the following: $64 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $47 million of mutual fund investments, and $5 million of other. At December 31, 2015 , the fair value of other equity securities was comprised of the following: $32 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $93 million of mutual fund investments, and $6 million of other. The following table presents interest and dividends on securities AFS : Three Months Ended March 31 (Dollars in millions) 2016 2015 Taxable interest $159 $128 Tax-exempt interest 1 2 Dividends 3 10 Total interest and dividends on securities AFS $163 $140 Securities AFS pledged to secure public deposits, repurchase agreements, trusts, and other funds had a fair value of $1.8 billion and $3.2 billion at March 31, 2016 and December 31, 2015 , respectively. The following table presents the amortized cost, fair value, and weighted average yield of investments in debt securities AFS at March 31, 2016 , by remaining contractual maturity, with the exception of MBS and ABS , which are based on estimated average life. Receipt of cash flows may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without penalties. Distribution of Remaining Maturities (Dollars in millions) Due in 1 Year or Less Due After 1 Year through 5 Years Due After 5 Years through 10 Years Due After 10 Years Total Amortized Cost: U.S. Treasury securities $— $1,371 $2,323 $— $3,694 Federal agency securities 142 106 13 116 377 U.S. states and political subdivisions 29 6 100 14 149 MBS - agency 2,252 8,598 8,113 3,652 22,615 MBS - non-agency residential — 88 — — 88 ABS 2 6 2 — 10 Corporate and other debt securities — 36 — — 36 Total debt securities AFS $2,425 $10,211 $10,551 $3,782 $26,969 Fair Value: U.S. Treasury securities $— $1,395 $2,402 $— $3,797 Federal agency securities 144 113 13 119 389 U.S. states and political subdivisions 30 6 108 14 158 MBS - agency 2,368 8,828 8,280 3,714 23,190 MBS - non-agency residential — 88 — — 88 ABS 3 7 1 — 11 Corporate and other debt securities — 37 — — 37 Total debt securities AFS $2,545 $10,474 $10,804 $3,847 $27,670 Weighted average yield 1 2.50 % 2.35 % 2.69 % 2.91 % 2.57 % 1 Weighted average yields are based on amortized cost and are presented on an FTE basis. Securities AFS in an Unrealized Loss Position The Company held certain investment securities AFS where amortized cost exceeded fair value, resulting in unrealized loss positions. Market changes in interest rates and credit spreads may result in temporary unrealized losses as the market prices of securities fluctuate. At March 31, 2016 , 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 reviewed its portfolio for OTTI in accordance with the accounting policies described in Note 1 , "Significant Accounting Policies," of the Company's 2015 Annual Report on Form 10-K. Securities AFS in an unrealized loss position at period end are presented in the following tables. March 31, 2016 Less than twelve months Twelve months or longer Total (Dollars in millions) Fair Unrealized 2 Fair Unrealized 2 Fair Unrealized 2 Temporarily impaired securities AFS: Federal agency securities $10 $— $34 $— $44 $— MBS - agency 859 3 1,613 11 2,472 14 ABS — — 6 1 6 1 Other equity securities 3 1 — — 3 1 Total temporarily impaired securities AFS 872 4 1,653 12 2,525 16 OTTI securities AFS 1 : MBS - non-agency residential 51 1 — — 51 1 ABS 1 — — — 1 — Total OTTI securities AFS 52 1 — — 52 1 Total impaired securities AFS $924 $5 $1,653 $12 $2,577 $17 December 31, 2015 Less than twelve months Twelve months or longer Total (Dollars in millions) Fair Value Unrealized Losses 2 Fair Value Unrealized Fair Value Unrealized Losses 2 Temporarily impaired securities AFS: U.S. Treasury securities $2,169 $14 $— $— $2,169 $14 Federal agency securities 75 — 34 1 109 1 MBS - agency 11,434 114 958 36 12,392 150 ABS — — 7 1 7 1 Other equity securities 3 1 — — 3 1 Total temporarily impaired securities AFS 13,681 129 999 38 14,680 167 OTTI securities AFS 1 : ABS 1 — — — 1 — Total OTTI securities AFS 1 — — — 1 — Total impaired securities AFS $13,682 $129 $999 $38 $14,681 $167 1 OTTI securities AFS are impaired securities for which OTTI credit losses have been previously recognized in earnings. 2 Unrealized losses less than $0.5 million are presented as zero within the table. At March 31, 2016 , temporarily impaired securities AFS that have been in an unrealized loss position for twelve months or longer included agency MBS , federal agency securities, and one ABS collateralized by 2004 vintage home equity loans. Unrealized losses on these temporarily impaired agency MBS and federal agency securities were due to market interest rates being higher than the securities' stated coupon rates. The temporarily impaired ABS continues to receive timely principal and interest payments, and is evaluated quarterly for credit impairment. Unrealized losses on securities AFS that relate to factors other than credit are recorded in AOCI, net of tax. Realized Gains and Losses and Other-Than-Temporarily Impaired Securities AFS Net securities gains/(losses) are comprised of gross realized gains, gross realized losses, and OTTI credit losses recognized in earnings. For both the three months ended March 31, 2016 and 2015 , gross realized gains and losses were immaterial and there were no OTTI credit losses recognized in earnings. Securities AFS in an unrealized loss position are evaluated quarterly for other-than-temporary credit impairment, which is determined using cash flow analyses that take into account security specific collateral and transaction structure. Future expected credit losses are determined using various assumptions, the most significant of which include default rates, prepayment rates, and loss severities. If, based on this analysis, a 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. Credit losses on the OTTI security are recognized in earnings and reflect the difference between the present value of cash flows expected to be collected and the amortized cost basis of the security. See Note 1 , "Significant Accounting Policies," in the Company's 2015 Annual Report on Form 10-K for additional information regarding the Company's policy on securities AFS and related impairments. The Company continues to reduce existing exposure on OTTI securities primarily through paydowns. In certain instances, the amount of credit losses recognized in earnings on a debt security exceeds the total unrealized losses on the security, which may result in unrealized gains relating to factors other than credit recorded in AOCI, net of tax. During the three months ended March 31, 2016 and 2015 , there were no credit impairment losses recognized on securities AFS held at the end of each period. The accumulated balance of OTTI credit losses recognized in earnings on securities AFS held at period end was $24 million at March 31, 2016 and $25 million at March 31, 2015 . 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, 2016
Receivables [Abstract]
Loans	NOTE 5 - LOANS Composition of Loan Portfolio (Dollars in millions) March 31, December 31, 2015 Commercial loans: C&I $68,963 $67,062 CRE 6,034 6,236 Commercial construction 2,498 1,954 Total commercial loans 77,495 75,252 Residential loans: Residential mortgages - guaranteed 623 629 Residential mortgages - nonguaranteed 1 25,148 24,744 Residential home equity products 12,845 13,171 Residential construction 383 384 Total residential loans 38,999 38,928 Consumer loans: Guaranteed student 5,265 4,922 Other direct 6,372 6,127 Indirect 10,522 10,127 Credit cards 1,093 1,086 Total consumer loans 23,252 22,262 LHFI $139,746 $136,442 LHFS 2 $1,911 $1,838 1 Includes $255 million and $257 million of LHFI measured at fair value at March 31, 2016 and December 31, 2015 , respectively. 2 Includes $1.6 billion and $1.5 billion of LHFS measured at fair value at March 31, 2016 and December 31, 2015 , respectively. During the three months ended March 31, 2016 and 2015 , the Company transferred $55 million and $512 million in LHFI to LHFS, and $5 million and $11 million in LHFS to LHFI, respectively. In addition to sales of mortgage LHFS in the normal course of business, the Company sold $18 million in loans and leases at a price approximating their recorded investment during the three months ended March 31, 2016 . During the three months ended March 31, 2015 , the Company sold $405 million in loans and leases for a gain of $6 million . At March 31, 2016 and December 31, 2015 , the Company had $23.9 billion and $23.6 billion of net eligible loan collateral pledged to the Federal Reserve discount window to support $16.8 billion and $17.2 billion of available, unused borrowing capacity, respectively. At March 31, 2016 and December 31, 2015 , the Company had $34.2 billion and $33.7 billion of net eligible loan collateral pledged to the FHLB of Atlanta to support $28.9 billion and $28.5 billion of available borrowing capacity, respectively. The available FHLB borrowing capacity at March 31, 2016 was used to support $408 million of long-term debt, $750 million of short-term debt, and $7.2 billion of letters of credit issued on the Company's behalf. At December 31, 2015 , the available FHLB borrowing capacity was used to support $408 million of long-term debt and $6.7 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 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 not collect all amounts due under those loan agreements. The Company's risk rating system is granular, with multiple risk ratings in both the Pass and Criticized categories. Pass ratings reflect relatively low PD s, whereas, Criticized assets have higher PD s. The granularity in Pass ratings assists in the establishment of pricing, loan structures, approval requirements, reserves, and ongoing credit management requirements. 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. The increase in criticized accruing and nonaccruing C&I loans at March 31, 2016 compared to December 31, 2015 , as presented in the following risk rating table, was primarily driven by downgrades of loans in the energy industry vertical. 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, 2016 and December 31, 2015 , 32% and 31% , respectively, of the guaranteed residential loan portfolio was current with respect to payments. At March 31, 2016 and December 31, 2015 , 79% and 78% , respectively, of the guaranteed student loan portfolio was current with respect to payments. The Company's loss exposure on guaranteed residential and student 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, 2016 December 31, 2015 March 31, 2016 December 31, 2015 March 31, 2016 December 31, 2015 Risk rating: Pass $66,633 $65,379 $5,744 $6,067 $2,459 $1,931 Criticized accruing 1,765 1,375 280 158 37 23 Criticized nonaccruing 565 308 10 11 2 — Total $68,963 $67,062 $6,034 $6,236 $2,498 $1,954 Residential Loans 1 Residential Mortgages - Nonguaranteed Residential Home Equity Products Residential Construction (Dollars in millions) March 31, 2016 December 31, 2015 March 31, 2016 December 31, 2015 March 31, 2016 December 31, 2015 Current FICO score range: 700 and above $20,846 $20,422 $10,476 $10,772 $322 $313 620 - 699 3,249 3,262 1,717 1,741 49 58 Below 620 2 1,053 1,060 652 658 12 13 Total $25,148 $24,744 $12,845 $13,171 $383 $384 Consumer Loans 3 Other Direct Indirect Credit Cards (Dollars in millions) March 31, 2016 December 31, 2015 March 31, 2016 December 31, 2015 March 31, 2016 December 31, 2015 Current FICO score range: 700 and above $5,731 $5,501 $7,267 $7,015 $761 $759 620 - 699 591 576 2,565 2,481 268 265 Below 620 2 50 50 690 631 64 62 Total $6,372 $6,127 $10,522 $10,127 $1,093 $1,086 1 Excludes $623 million and $629 million of guaranteed residential loans at March 31, 2016 and December 31, 2015 , 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 $5.3 billion and $4.9 billion of guaranteed student loans at March 31, 2016 and December 31, 2015 , respectively. The payment status for the LHFI portfolio is shown in the tables below: March 31, 2016 (Dollars in millions) Accruing Current Accruing 30-89 Days Past Due Accruing 90+ Days Past Due Nonaccruing 2 Total Commercial loans: C&I $68,274 $110 $14 $565 $68,963 CRE 6,020 4 — 10 6,034 Commercial construction 2,496 — — 2 2,498 Total commercial loans 76,790 114 14 577 77,495 Residential loans: Residential mortgages - guaranteed 200 51 372 — 623 Residential mortgages - nonguaranteed 1 24,852 89 9 198 25,148 Residential home equity products 12,589 76 — 180 12,845 Residential construction 369 2 — 12 383 Total residential loans 38,010 218 381 390 38,999 Consumer loans: Guaranteed student 4,182 493 590 — 5,265 Other direct 6,338 26 3 5 6,372 Indirect 10,442 77 — 3 10,522 Credit cards 1,077 8 8 — 1,093 Total consumer loans 22,039 604 601 8 23,252 Total LHFI $136,839 $936 $996 $975 $139,746 1 Includes $255 million of loans measured at fair value, the majority of which were accruing current. 2 Nonaccruing loans past due 90 days or more totaled $332 million . Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDR s, performing second lien loans where the first lien loan is nonperforming, and certain energy-related commercial loans. December 31, 2015 (Dollars in millions) Accruing Current Accruing 30-89 Days Past Due Accruing 90+ Days Past Due Nonaccruing 2 Total Commercial loans: C&I $66,670 $61 $23 $308 $67,062 CRE 6,222 3 — 11 6,236 Commercial construction 1,952 — 2 — 1,954 Total commercial loans 74,844 64 25 319 75,252 Residential loans: Residential mortgages - guaranteed 192 59 378 — 629 Residential mortgages - nonguaranteed 1 24,449 105 7 183 24,744 Residential home equity products 12,939 87 — 145 13,171 Residential construction 365 3 — 16 384 Total residential loans 37,945 254 385 344 38,928 Consumer loans: Guaranteed student 3,861 500 561 — 4,922 Other direct 6,094 24 3 6 6,127 Indirect 10,022 102 — 3 10,127 Credit cards 1,070 9 7 — 1,086 Total consumer loans 21,047 635 571 9 22,262 Total LHFI $133,836 $953 $981 $672 $136,442 1 Includes $257 million of loans measured at fair value, the majority of which were accruing current. 2 Nonaccruing loans past due 90 days or more totaled $336 million . Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDR s and performing second lien loans where the first lien loan is nonperforming, and certain energy-related commercial loans. 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 consumer student loans and guaranteed residential mortgages for which there was nominal risk of principal loss. March 31, 2016 December 31, 2015 (Dollars in millions) Unpaid Principal Balance Amortized Cost 1 Related Allowance Unpaid Principal Balance Amortized Cost 1 Related Allowance Impaired loans with no related allowance recorded: Commercial loans: C&I $389 $369 $— $55 $42 $— CRE — — — 11 9 — Total commercial loans 389 369 — 66 51 — Residential loans: Residential mortgages - nonguaranteed 505 386 — 500 380 — Residential construction 19 8 — 29 8 — Total residential loans 524 394 — 529 388 — Impaired loans with an allowance recorded: Commercial loans: C&I 163 152 34 173 167 28 Total commercial loans 163 152 34 173 167 28 Residential loans: Residential mortgages - nonguaranteed 1,371 1,338 176 1,381 1,344 178 Residential home equity products 775 703 54 740 670 60 Residential construction 120 120 12 127 125 14 Total residential loans 2,266 2,161 242 2,248 2,139 252 Consumer loans: Other direct 12 12 1 11 11 1 Indirect 113 113 5 114 114 5 Credit cards 6 6 1 24 6 1 Total consumer loans 131 131 7 149 131 7 Total impaired loans $3,473 $3,207 $283 $3,165 $2,876 $287 1 Amortized cost reflects charge-offs that have been recognized plus other amounts that have been applied to adjust the net book balance. Included in the impaired loan balances above at March 31, 2016 and December 31, 2015 were $2.5 billion and $2.6 billion , respectively, of accruing TDR s at amortized cost, of which 97% were current. See Note 1 , “Significant Accounting Policies,” to the Company's 2015 Annual Report on Form 10-K for further information regarding the Company’s loan impairment policy. Three Months Ended March 31 2016 2015 (Dollars in millions) Average Amortized Cost Interest Income Recognized 1 Average Amortized Cost Interest Income Recognized 1 Impaired loans with no related allowance recorded: Commercial loans: C&I $364 $2 $41 $— CRE 3 — 10 — Total commercial loans 367 2 51 — Residential loans: Residential mortgages - nonguaranteed 387 4 413 4 Residential construction 8 — 9 — Total residential loans 395 4 422 4 Impaired loans with an allowance recorded: Commercial loans: C&I 161 — 38 1 CRE — — 3 — Total commercial loans 161 — 41 1 Residential loans: Residential mortgages - nonguaranteed 1,339 16 1,374 17 Residential home equity products 705 7 636 7 Residential construction 120 2 137 2 Total residential loans 2,164 25 2,147 26 Consumer loans: Other direct 12 — 13 — Indirect 115 1 108 1 Credit cards 6 — 8 — Total consumer loans 133 1 129 1 Total impaired loans $3,220 $32 $2,790 $32 1 Of the interest income recognized during the three months ended March 31, 2016 and 2015 , cash basis interest income was $2 million and $1 million , respectively. NPA s are shown in the following table: (Dollars in millions) March 31, 2016 December 31, 2015 Nonaccrual/NPLs: Commercial loans: C&I $565 $308 CRE 10 11 Commercial construction 2 — Residential loans: Residential mortgages - nonguaranteed 198 183 Residential home equity products 180 145 Residential construction 12 16 Consumer loans: Other direct 5 6 Indirect 3 3 Total nonaccrual/NPLs 1 975 672 OREO 2 52 56 Other repossessed assets 8 7 Total NPAs $1,035 $735 1 Nonaccruing restructured loans are included in total nonaccrual / NPL s. 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 property is conveyed and the funds are received. The receivable related to proceeds due from the FHA or the VA totaled $48 million and $52 million at March 31, 2016 and December 31, 2015 , respectively. The Company's recorded investment of nonaccruing loans secured by residential real estate properties for which formal foreclosure proceedings are in process at March 31, 2016 and December 31, 2015 was $123 million and $112 million , respectively. The Company's recorded investment of accruing loans secured by residential real estate properties for which formal foreclosure proceedings are in process at March 31, 2016 and December 31, 2015 was $155 million and $152 million , of which $144 million and $141 million were insured by the FHA or the VA , respectively. At March 31, 2016 , OREO included $39 million of foreclosed residential real estate properties and $9 million of foreclosed commercial real estate properties, with the remainder related to land. At December 31, 2015 , OREO included $39 million of foreclosed residential real estate properties and $11 million of foreclosed commercial real estate properties, with the remainder related to land. Restructured Loans A TDR is a loan for which the Company has granted an economic concession to the borrower, in response to certain instances of financial difficulty experienced by the borrower that the Company would not have otherwise considered. When a loan is 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 a contractually specified principal balance. At March 31, 2016 and December 31, 2015 , the Company had $1 million and $4 million , respectively, of 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, 2016 1 (Dollars in millions) Number of Loans Modified Rate Modification Term Extension and/or Other Concessions Total Commercial loans: C&I 12 $— $2 $2 Commercial construction 1 — — — Residential loans: Residential mortgages - nonguaranteed 120 31 3 34 Residential home equity products 732 7 52 59 Consumer loans: Other direct 23 — 1 1 Indirect 486 — 11 11 Credit cards 169 1 — 1 Total TDRs 1,543 $39 $69 $108 1 Includes loans modified under the terms of a TDR that were charged-off during the period. Three months ended March 31, 2015 1 (Dollars in millions) Number of Loans Modified Principal 2 Rate Modification Term Extension and/or Other Concessions Total Commercial loans: C&I 22 $— $— $5 $5 Residential loans: Residential mortgages - nonguaranteed 216 4 30 7 41 Residential 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 may have had other 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. The following table presents TDR s that have defaulted during the three months ended March 31, 2016 that were first modified within the previous 12 months. Three Months Ended March 31, 2016 (Dollars in millions) Number of Loans Amortized Cost Commercial loans: C&I 5 $1 Residential loans: Residential mortgages 19 5 Residential home equity products 38 1 Consumer loans: Indirect 29 — Credit cards 22 — Total TDRs 113 $7 The following table presents TDR s that have defaulted during the three months ended March 31, 2015 that were first modified within the previous 12 months. 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 Residential home equity products 30 1 Consumer loans: Other direct 1 — Indirect 39 — Credit cards 19 — Total TDRs 129 $8 The majority of loans that were modified and subsequently became 90 days or more delinquent have remained on nonaccrual status since the time of delinquency. 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 within Florida, Georgia, Maryland, North Carolina, South Carolina, Tennessee, Virginia, and the District of Columbia. The Company engages in limited international banking activities. The Company’s total cross-border outstanding loans were $2.0 billion and $1.6 billion at March 31, 2016 and December 31, 2015 , respectively. With respect to collateral concentration, at March 31, 2016 , the Company owned $39.0 billion in loans secured by residential real estate, representing 28% of total LHFI. Additionally, the Company had $10.6 billion in commitments to extend credit on home equity lines and $3.6 billion in mortgage loan commitments outstanding at March 31, 2016 . At December 31, 2015 , the Company owned $38.9 billion in loans secured by residential real estate, representing 29% of total LHFI, and had $10.5 billion in commitments to extend credit on home equity lines and $3.2 billion in mortgage loan commitments outstanding. At both March 31, 2016 and December 31, 2015 , 2% of residential loans owned were guaranteed by a federal agency or a GSE .

Allowance for Credit Losses

Allowance for Credit Losses	3 Months Ended
	Mar. 31, 2016
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 following table: Three Months Ended March 31 (Dollars in millions) 2016 2015 Balance, beginning of period $1,815 $1,991 Provision for loan losses 103 55 (Benefit)/provision for unfunded commitments (2 ) — Loan charge-offs (112 ) (130 ) Loan recoveries 27 31 Balance, end of period $1,831 $1,947 Components: ALLL $1,770 $1,893 Unfunded commitments reserve 1 61 54 Allowance for credit losses $1,831 $1,947 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, 2016 and 2015 is presented in the following tables: Three Months Ended March 31, 2016 (Dollars in millions) Commercial Residential Consumer Total Balance, beginning of period $1,047 $534 $171 $1,752 Provision/(benefit) for loan losses 98 (32 ) 37 103 Loan charge-offs (32 ) (41 ) (39 ) (112 ) Loan recoveries 10 6 11 27 Balance, end of period $1,123 $467 $180 $1,770 Three Months Ended March 31, 2015 (Dollars in millions) Commercial Residential Consumer Total Balance, 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, end of period $976 $743 $174 $1,893 As discussed in Note 1 , “Significant Accounting Policies,” to the Company's 2015 Annual Report on Form 10-K, the ALLL is composed of both specific allowances for certain nonaccrual loans and TDR s and general allowances grouped into loan pools based on similar characteristics. No allowance is required for loans measured 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. March 31, 2016 Commercial Residential Consumer Total (Dollars in millions) Carrying Value ALLL Carrying Value ALLL Carrying Value ALLL Carrying Value ALLL Individually evaluated $521 $34 $2,555 $242 $131 $7 $3,207 $283 Collectively evaluated 76,974 1,089 36,189 225 23,121 173 136,284 1,487 Total evaluated 77,495 1,123 38,744 467 23,252 180 139,491 1,770 LHFI at fair value — — 255 — — — 255 — Total LHFI $77,495 $1,123 $38,999 $467 $23,252 $180 $139,746 $1,770 December 31, 2015 Commercial Residential Consumer Total (Dollars in millions) Carrying ALLL Carrying ALLL Carrying ALLL Carrying ALLL Individually evaluated $218 $28 $2,527 $252 $131 $7 $2,876 $287 Collectively evaluated 75,034 1,019 36,144 282 22,131 164 133,309 1,465 Total evaluated 75,252 1,047 38,671 534 22,262 171 136,185 1,752 LHFI at fair value — — 257 — — — 257 — Total LHFI $75,252 $1,047 $38,928 $534 $22,262 $171 $136,442 $1,752

Goodwill and Other Intangible A

Goodwill and Other Intangible Assets	3 Months Ended
	Mar. 31, 2016
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and Other Intangible Assets	NOTE 7 – GOODWILL AND OTHER INTANGIBLE ASSETS Goodwill The Company conducts a goodwill impairment test at the reporting unit level at least annually, or more frequently as events occur or circumstances change that would more-likely-than-not reduce the fair value of a reporting unit below its carrying amount. See Note 1 , "Significant Accounting Policies," in the Company's 2015 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 2016, considering changes in key assumptions and monitoring other events or changes in circumstances occurring since the most recent goodwill impairment analyses performed as of October 1, 2015. 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. Accordingly, goodwill was not quantitatively tested for impairment during the three months ended March 31, 2016 . There were no changes in the carrying amount of goodwill by reportable segment for the three months ended March 31, 2016 and 2015 . 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 Balance, January 1, 2016 $1,307 $18 $1,325 Amortization 1 — (2 ) (2 ) Servicing rights originated 46 — 46 Servicing rights purchased 77 — 77 Changes in fair value: Due to changes in inputs and assumptions 2 (204 ) — (204 ) Other changes in fair value 3 (43 ) — (43 ) Servicing rights sold (1 ) — (1 ) Balance, March 31, 2016 $1,182 $16 $1,198 Balance, January 1, 2015 $1,206 $13 $1,219 Amortization 1 — (1 ) (1 ) Servicing rights originated 46 — 46 Servicing rights 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 ) Servicing rights sold (1 ) — (1 ) Balance, March 31, 2015 $1,181 $12 $1,193 1 Does not include expense associated with non-qualified community development investments. See Note 8 , "Certain Transfers of Financial Assets and Variable Interest Entities," for additional information. 2 Primarily reflects changes in option adjusted spreads 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 subject to amortization was immaterial at March 31, 2016 . Servicing Rights The Company retains servicing rights for certain of its sales or securitizations of residential mortgage and consumer indirect loans. MSRs on residential mortgage loans and servicing rights on consumer indirect loans are the only servicing assets capitalized by the Company and are classified within other intangible assets on the Company's Consolidated Balance Sheets. Mortgage Servicing Rights 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, 2016 and 2015 was $87 million and $82 million , respectively. These amounts are reported in mortgage servicing related income in the Consolidated Statements of Income. At March 31, 2016 and December 31, 2015 , the total UPB of mortgage loans serviced was $148.9 billion and $148.2 billion , respectively. Included in these amounts were $121.3 billion and $121.0 billion at March 31, 2016 and December 31, 2015 , respectively, of loans serviced for third parties. The Company purchased MSRs on residential loans with a UPB of $8.1 billion during the three months ended March 31, 2016 ; $1.8 billion of which are reflected in the UPB amounts above and the transfer of servicing for the remainder is scheduled for the second quarter of 2016. The Company purchased MSRs on residential loans with a UPB of $6.1 billion during the three months ended March 31, 2015 . During the three months ended March 31, 2016 and 2015 , the Company sold MSRs on residential loans, at a price approximating their fair value, with a UPB of $221 million and $215 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, 2016 and December 31, 2015 , 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, 2016 December 31, 2015 Fair value of MSRs $1,182 $1,307 Prepayment rate assumption (annual) 13 % 10 % Decline in fair value from 10% adverse change $54 $49 Decline in fair value from 20% adverse change 104 94 Option adjusted spread (annual) 8 % 8 % Decline in fair value from 10% adverse change $48 $64 Decline in fair value from 20% adverse change 92 123 Weighted-average life (in years) 5.6 6.6 Weighted-average coupon 4.1 % 4.1 % 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. Consumer Loan Servicing Rights In June 2015, the Company completed the securitization of $1.0 billion of indirect auto loans, with servicing rights retained, and recognized a $13 million servicing asset at the time of sale. See Note 8 , “Certain Transfers of Financial Assets and Variable Interest Entities,” for additional information on the Company's securitization transactions. Income earned by the Company on its consumer loan servicing rights is derived primarily from contractually specified servicing fees and other ancillary fees. Such income earned for the three months ended March 31, 2016 was $2 million , and is reported in other noninterest income in the Consolidated Statements of Income. There was no income earned on consumer loan servicing rights for the three months ended March 31, 2015 . At March 31, 2016 and December 31, 2015 , the total UPB of consumer indirect loans serviced was $729 million and $807 million , respectively, all of which were serviced for third parties. No consumer loan servicing rights were purchased or sold during the three months ended March 31, 2016 and 2015 . Consumer loan servicing rights are accounted for at amortized cost and are monitored for impairment on an ongoing basis. The Company calculates the fair value of consumer servicing rights using a valuation model that calculates the present value of estimated future net servicing income using prepayment projections and other assumptions. Impairment, if any, is recognized when changes in valuation model inputs reflect a fair value for the servicing asset that is below its respective carrying value. At March 31, 2016 , both the amortized cost and the fair value of the Company's consumer loan servicing rights were $7 million .

Certain Transfers of Financial

Certain Transfers of Financial Assets and Variable Interest Entities	3 Months Ended
	Mar. 31, 2016
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 The Company has transferred loans and securities in sale or securitization transactions in which the Company retains certain beneficial interests or retains servicing rights. Cash receipts on beneficial interests held related to these transfers were $3 million and $4 million for the three months ended March 31, 2016 and 2015 , respectively. The servicing fees related to these asset transfers (excluding servicing fees for residential mortgage loan transfers to GSE s, which are discussed in Note 7 , “Goodwill and Other Intangible Assets”) were immaterial for both the three months ended March 31, 2016 and 2015 . When a transfer or other transaction occurs with a VIE, the Company first determines whether 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 management fees. When determining whether to consolidate the VIE, the Company evaluates whether it is a primary beneficiary which has both (i) the power to direct the activities that most significantly impact the economic performance of the VIE, and (ii) the obligation to absorb losses, or the right to receive benefits, that could potentially be significant to the VIE . To determine whether a transfer should be accounted for as a sale or a secured borrowing, the Company evaluates whether: (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 all three conditions are met, then the transfer is accounted for as a sale. 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. No events occurred during the three months ended March 31, 2016 that changed the Company’s previous conclusions regarding whether it is the primary beneficiary of the VIEs described herein. Furthermore, no events occurred during the three months ended March 31, 2016 that changed the Company’s sale conclusion with regards to previously transferred residential mortgage loans, indirect auto loans, student loans, or commercial and corporate loans. Transfers of Financial Assets The following discussion summarizes transfers of financial assets to VIEs for which the Company has retained some level of continuing involvement. 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 Ginnie Mae , Fannie Mae , and Freddie Mac , which resulted in pre-tax net gains of $69 million and $77 million for the three months ended March 31, 2016 and 2015 , respectively. The Company has made certain representations and warranties with respect to the transfer of these loans. See Note 12 , “Guarantees,” for additional information regarding representations and warranties. In a limited number of securitizations, the Company has received securities in addition to cash in exchange for the transferred loans, while also retaining servicing rights. The securities received are measured at fair value and classified as securities AFS . At March 31, 2016 and December 31, 2015 , the fair value of securities received totaled $36 million and $38 million , respectively. The Company evaluates VI securitization entities for potential consolidation under the VIE consolidation model. Notwithstanding the Company's role as servicer, the Company typically does not have power over the securitization entities as a result of rights held by the master servicer. In certain transactions, the Company does have power as the servicer, but does not have an obligation to absorb losses, or the right to receive benefits, that could potentially be significant. In all such cases, the Company does not consolidate the securitization entity. Total assets at March 31, 2016 and December 31, 2015 , of the unconsolidated entities in which the Company has a VI were $235 million and $241 million , respectively. The Company’s maximum exposure to loss related to these unconsolidated residential mortgage loan securitizations is comprised of the loss of value of any interests it retains, which was immaterial at both March 31, 2016 and December 31, 2015 , and any repurchase obligations or other losses it incurs as a result of any guarantees related to these securitizations, which is discussed further in Note 12 , “Guarantees.” Commercial and Corporate Loans The Company holds CLO s issued by securitization entities that own commercial leveraged loans and bonds, certain of which were transferred to the entities by the Company. The Company has determined that these entities are VIEs and that 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. Total assets at March 31, 2016 and December 31, 2015 , of unconsolidated entities in which the Company has a VI were $475 million and $525 million , respectively. Total liabilities at March 31, 2016 and December 31, 2015 , of unconsolidated entities in which the Company has a VI were $434 million and $482 million , respectively. At March 31, 2016 and December 31, 2015 , the Company's holdings included a preference share exposure valued at $3 million and $2 million , and a senior debt exposure valued at $7 million and $8 million , respectively. Consumer Loans Guaranteed Student Loans The Company has securitized government-guaranteed student loans through a transfer of loans to a securitization entity and retained the residual interest in the entity. The Company concluded that this entity should be consolidated because the Company has (i) the power to direct the activities that most significantly impact the economic performance of the VIE and (ii) the obligation to absorb losses, and the right to receive benefits, that could potentially be significant. At March 31, 2016 and December 31, 2015 , the Company’s Consolidated Balance Sheets reflected $252 million and $262 million of assets held by the securitization entity and $250 million and $259 million of debt issued by the entity, respectively. To the extent that the securitization entity incurs losses on its assets, the securitization entity has recourse to the guarantor of the underlying loan, which is backed by the Department of Education up to a maximum guarantee of 100% . When not fully guaranteed, losses 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 Company, which functions as the master servicer, may be required to repurchase the defaulting loan(s) at par value. If the breach was caused by the subservicer, the Company would seek reimbursement from the subservicer up to the guaranteed amount. The Company’s maximum exposure to loss related to the securitization entity would arise from a breach of its servicing responsibilities. To date, 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, or in limited cases, absorbed by the Company. Indirect Auto Loans In June 2015, the Company transferred indirect auto loans to a securitization entity, which was determined to be a VIE, and accounted for the transfer as a sale. The Company retained servicing rights for the transferred loans, but did not retain any debt or equity interest in the securitization entity. The fees received for servicing do not represent a VI and, therefore, the Company does not consolidate the securitization entity. At the time of the transfer, the UPB of the transferred loans was $1.0 billion and the consideration received was $1.0 billion , resulting in an immaterial pre-tax loss for the year ended December 31, 2015 , which was recorded in other noninterest income in the Consolidated Statements of Income. See Note 7 , "Goodwill and Other Intangible Assets," for additional information regarding the servicing asset recognized in this transaction. To the extent that losses on the transferred loans are the result of a breach of representations and warranties related to either the initial transfer or the Company's ongoing servicing responsibilities, the Company may be obligated to either cure the breach or repurchase the affected loans. The Company’s maximum exposure to loss related to the loans transferred to the securitization entity would arise from a breach of representations and warranties and/or a breach of the Company's servicing obligations. Potential losses suffered by the securitization entity that the Company may be liable for are limited to approximately $729 million , which is the total remaining UPB of transferred loans and the carrying value of the servicing asset. The Company's total managed loans, including the LHFI portfolio and other securitized and unsecuritized loans, are presented in the following table by portfolio balance and delinquency status (accruing loans 90 days or more past due and all nonaccrual loans) at March 31, 2016 and December 31, 2015 , as well as the related net charge-offs for the three months ended March 31, 2016 and 2015 . Portfolio Balance 1 Past Due and Nonaccrual 2 Net Charge-offs March 31, 2016 December 31, 2015 March 31, 2016 December 31, 2015 Three Months Ended March 31 (Dollars in millions) 2016 2015 LHFI portfolio: Commercial $77,495 $75,252 $591 $344 $22 $17 Residential 38,999 38,928 771 729 35 59 Consumer 23,252 22,262 609 580 28 23 Total LHFI portfolio 139,746 136,442 1,971 1,653 85 99 Managed securitized loans 3 : Residential 117,534 116,990 127 3 126 3 2 4 3 4 Consumer 729 807 — 1 1 — Total managed securitized loans 118,263 117,797 127 127 3 3 Managed unsecuritized loans 5 3,744 3,973 565 597 — — Total managed loans $261,753 $258,212 $2,663 $2,377 $88 $102 1 Excludes $1.9 billion and $1.8 billion of LHFS at March 31, 2016 and December 31, 2015 , respectively. 2 Excludes $1 million of past due LHFS at March 31, 2016 . There were no past due LHFS at December 31, 2015 . 3 Excludes loans that have completed the foreclosure or short sale process (i.e., involuntary prepayments). 4 Net charge-offs are associated with $480 million and $501 million of managed securitized residential loans at March 31, 2016 and December 31, 2015, respectively. Net charge-off data is not reported to the Company for the remaining balance of $117.1 billion and $116.5 billion of managed securitized residential loans at March 31, 2016 and December 31, 2015, respectively. 5 Comprised of unsecuritized residential loans the Company originated and sold to private investors with servicing rights retained. Net charge-offs on these loans are not presented in the table as the data is not reported to the Company by the private investors that own these related loans. 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, 2016 and December 31, 2015 , outstanding notional amounts of the Company's VIE-facing TRS contracts totaled $2.2 billion . The Company's related senior financing outstanding to VIEs were $2.3 billion and $2.2 billion at March 31, 2016 and December 31, 2015 , respectively. These financings were classified within trading assets and derivative instruments on the Consolidated Balance Sheets and were measured at fair value. The Company entered into client-facing TRS contracts of the same outstanding notional amounts. The notional amounts of the TRS contracts with VIEs represent the Company’s maximum exposure to loss, although this exposure has been mitigated via the TRS contracts with third party clients. For additional information on the Company’s TRS contracts and its involvement with these VIEs, see Note 13 , “Derivative Financial Instruments,” in this Form 10-Q, as well as Note 10, "Certain Transfers of Financial Assets and Variable Interest Entities," to the Company's 2015 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. There were no properties sold during the three months ended March 31, 2016 , and the properties held for sale at March 31, 2016 were immaterial. Properties with a carrying value of $63 million were sold during the three months ended March 31, 2015 for a gain of $18 million . 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. The investments are accounted for in accordance with the accounting guidance for investments in affordable housing projects. The general partner, or an affiliate of the general partner, often provide guarantees to the limited partner, which protects the Company from construction and operating losses and tax credit allocation deficits. Assets of $1.7 billion and $1.6 billion in these and other community development partnerships were not included in the Consolidated Balance Sheets at March 31, 2016 and December 31, 2015 , respectively. The Company's limited partner interests had carrying values of $738 million and $672 million at March 31, 2016 and December 31, 2015 , respectively, and are recorded in other assets on the Company’s Consolidated Balance Sheets. The Company’s maximum exposure to loss for these investments totaled $1.1 billion at both March 31, 2016 and December 31, 2015 . The Company’s maximum exposure to loss would result from the loss of its limited partner investments along with $238 million and $268 million of loans, interest-rate swap fair value exposures, or letters of credit issued by the Company to the entities at March 31, 2016 and December 31, 2015 , respectively. The remaining exposure to loss is primarily attributable to unfunded equity commitments that the Company is required to fund if certain conditions are met. The Company also owns noncontrolling interests in funds whose purpose is to invest in community developments. At March 31, 2016 and December 31, 2015 , the Company's investment in these funds totaled $135 million and $132 million , and the Company's maximum exposure to loss on its equity investments, which is comprised of its investments in the funds, loans issued, and any additional unfunded equity commitments, was $401 million and $321 million , respectively . During the three months ended March 31, 2016 and 2015 , the Company recognized $19 million and $14 million of tax credits for qualified affordable housing projects, and $19 million and $14 million of amortization on these qualified affordable housing projects in the provision for income taxes, respectively. During the three months ended March 31, 2016 and 2015 the Company recorded $9 million and $6 million , respectively, of amortization, within amortization in the Company's Consolidated Statements of Income, on community development investments that do not qualify as affordable housing projects for accounting purposes.

Net Income_(Loss) Per Common Sh

Net Income/(Loss) Per Common Share	3 Months Ended
	Mar. 31, 2016
Earnings Per Share [Abstract]
Net Income/(Loss) Per Share	NOTE 9 – NET INCOME PER COMMON SHARE Equivalent shares of 8 million and 14 million related to common stock options and common stock warrants outstanding at March 31, 2016 and 2015 , 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 presented below. Three Months Ended March 31 (Dollars and shares in millions, except per share data) 2016 2015 Net income $447 $429 Preferred dividends (17 ) (17 ) Dividends and undistributed earnings allocated to unvested shares — (1 ) Net income available to common shareholders $430 $411 Average basic common shares 505 521 Effect of dilutive securities: Stock options 2 2 Restricted stock, RSUs, and warrants 3 4 Average diluted common shares 510 527 Net income per average common share - diluted $0.84 $0.78 Net income per average common share - basic $0.85 $0.79

Income Taxes

Income Taxes	3 Months Ended
	Mar. 31, 2016
Income Tax Disclosure [Abstract]
Income Tax Disclosure [Text Block]	NOTE 10 - INCOME TAXES For the three months ended March 31, 2016 and 2015 , the provision for income taxes was $195 million and $191 million , representing effective tax rates of 30% and 31% , respectively. 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 the three months ended March 31, 2016 and 2015 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.

Employee Benefit Plans

Employee Benefit Plans	3 Months Ended
	Mar. 31, 2016
Defined Contribution Plan Disclosure [Line Items]
Employee Benefit Plans	NOTE 11 - EMPLOYEE BENEFIT PLANS The Company sponsors various short-term incentive and LTI plans and programs for eligible employees, such as defined contribution, noncontributory pension, and other postretirement benefit plans, as well as the issuance of RSU s, restricted stock, performance stock units, and AIP and LTI cash. See Note 15, “Employee Benefit Plans,” to the Company's 2015 Annual Report on Form 10-K for further information regarding the employee benefit plans. Stock-based compensation expense recognized in noninterest expense consisted of the following: Three Months Ended March 31 (Dollars in millions) 2016 2015 Restricted stock $2 $6 Performance stock units 7 8 RSUs 18 18 Total stock-based compensation $27 $32 Stock-based compensation tax benefit $10 $12 Components of net periodic benefit related to the Company's pension and other postretirement benefits plans consisted of the following: Pension Benefits 1 Other Postretirement Benefits Three Months Ended March 31 Three Months Ended March 31 (Dollars in millions) 2016 2015 2016 2015 Service cost $1 $1 $— $— Interest cost 24 29 — — Expected return on plan assets (46 ) (51 ) (1 ) (1 ) Amortization of prior service credit — — (1 ) (1 ) Amortization of actuarial loss 6 5 — — Net periodic benefit ($15 ) ($16 ) ($2 ) ($2 ) 1 Administrative fees are recognized in service cost for each of the periods presented.

Guarantees

Guarantees	3 Months Ended
	Mar. 31, 2016
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 through a provision of the Company’s services. The following is a discussion of the guarantees that the Company has issued at March 31, 2016 . The Company has also entered into certain contracts that are similar to guarantees, but that are accounted for as derivative instruments 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, or similar transactions. The credit risk involved in issuing letters of credit is essentially the same as that involved in extending loan facilities to clients but may be reduced by selling participations to third parties. The Company issues letters of credit that are classified as financial standby, performance standby, or commercial letters of credit. At March 31, 2016 and December 31, 2015 , the maximum potential amount of the Company’s obligation for issued financial and performance standby letters of credit was $3.0 billion and $2.9 billion , respectively. 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 client. If a letter of credit is drawn upon and reimbursement is not provided by the client, the Company may take possession of the collateral securing the letter 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. Consistent with the methodologies used for all commercial borrowers, an internal assessment of the PD and loss severity in the event of default is performed. 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 on 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 on the Consolidated Balance Sheets. The net carrying amount of unearned fees was immaterial at March 31, 2016 and December 31, 2015 . 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 GSE s, Ginnie Mae , and non-agency investors. Prior to 2008, the Company also sold mortgage 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, 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 GSE s 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 the FHA or are guaranteed by the 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. 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 loans sold from 2000-2008 to Freddie Mac and loans sold from 2000-2012 to Fannie Mae . Such requests from GSE s, Ginnie Mae , and non-agency investors, for all vintages, are illustrated in the following table that summarizes demand activity. Three Months Ended March 31 (Dollars in millions) 2016 2015 Pending repurchase requests, beginning of period $17 $47 Repurchase requests received 11 20 Repurchase requests resolved: Repurchased (5 ) (5 ) Cured (9 ) (14 ) Total resolved (14 ) (19 ) Pending repurchase requests, end of period 1 $14 $48 Percent from non-agency investors: Ending pending repurchase requests 32.6 % 5.2 % Repurchase requests received — % — % 1 Comprised of $9 million and $45 million from the GSE s, and $5 million and $3 million from non-agency investors at March 31, 2016 and 2015 , 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) 2016 2015 Balance, beginning of period $57 $85 Repurchase benefit (2 ) (2 ) Charge-offs, net of recoveries — (1 ) Balance, end of period $55 $82 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 other 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 related liability is recorded in other liabilities on the Consolidated Balance Sheets, and the related repurchase benefit is recognized in mortgage production related income in the Consolidated Statements of Income. See Note 15 , "Contingencies," for additional information on current legal matters related to loan sales. The following table summarizes the carrying value of the Company's outstanding repurchased mortgage loans at: (Dollars in millions) March 31, 2016 December 31, 2015 Outstanding repurchased mortgage loans: Performing LHFI $253 $255 Nonperforming LHFI 17 17 Total carrying value of outstanding repurchased mortgage loans $270 $272 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 recorded in other liabilities on the Consolidated Balance Sheets. This liability, which is separate from the reserve for mortgage loan repurchases, totaled $12 million and $14 million at March 31, 2016 and December 31, 2015 , respectively. Contingent Consideration At December 31, 2015, the Company had a contingent consideration obligation of $23 million related to a prior business combination recorded in other liabilities on the Consolidated Balance Sheets. Payments were calculated using certain post-acquisition performance criteria and the obligation was measured at the fair value of contingent payments. During the three months ended March 31, 2016 , the Company's contingent obligation under the liability was settled and paid in full. See Note 14 , "Fair Value Election and Measurement," for additional information. Visa The Company executes 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 immaterial at both March 31, 2016 and December 31, 2015 ; however, the ultimate impact to the Company could be significantly different based on the outcome of the Litigation.

Derivative Financial Instrument

Derivative Financial Instruments	3 Months Ended
	Mar. 31, 2016
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. The 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 strategies to manage these objectives. Additionally, as a normal part of its operations, the Company enters into IRLC s on mortgage loans that are accounted for as freestanding derivatives and has certain contracts containing embedded derivatives that are measured, in their entirety, at fair value. All freestanding derivatives and any embedded derivatives that the Company bifurcates from the host contracts are measured 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 the counterparty to the derivative contract does not perform as expected. The Company minimizes the credit risk of derivatives by entering into transactions with counterparties with defined exposure limits based on their credit quality and in accordance with established policies and procedures. All counterparties are regularly reviewed by the Company’s Credit Risk Management division and appropriate action is taken to adjust the exposure to certain counterparties as necessary. The Company’s derivative transactions may also be governed by ISDA documentation or other legally enforceable industry standard master netting agreements. In certain cases and depending on the nature of the underlying derivative transactions, bilateral collateral agreements are also utilized. Furthermore, the Company and its subsidiaries are subject to OTC derivative clearing requirements, which require certain derivatives to be cleared through central clearinghouses with which the Company and other counterparties are required to post initial margin. To 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 fair value of its derivative positions with that counterparty. If the net fair value is positive, then the counterparty asset value also reflects cash collateral held. At March 31, 2016 , these net asset positions were $1.3 billion , reflecting $2.0 billion of net derivative gains adjusted for cash and other collateral of $710 million that the Company held in relation to these positions. At December 31, 2015 , reported net derivative assets were $896 million , reflecting $1.4 billion of net derivative gains, adjusted for cash and other collateral of $463 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 using observable market inputs at a mid-market valuation point and take into consideration appropriate valuation adjustments for collateral, market liquidity, and counterparty credit risk. For purposes of determining fair value adjustments to its OTC derivative positions, the Company takes into consideration the credit profile and likelihood of default by counterparties and itself, as well as its net exposure, which considers legally enforceable master netting agreements and collateral along with remaining maturities. 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. The Company enhances its approach for determining fair value adjustments of derivatives by leveraging publicly available counterparty information. In particular, 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 is available. For purposes of estimating the Company’s own credit risk on derivative liability positions, the DVA , the Company uses probabilities of default from observable, market-based credit spreads. The Company adjusted the net fair value of its derivative contracts for estimates of net counterparty credit risk by approximately $6 million and $4 million at March 31, 2016 and December 31, 2015 , respectively. The Company's approach toward determining fair value adjustments of derivative instruments is subject to ongoing internal review and enhancement. This review includes consideration of whether to include a funding valuation adjustment in the fair value measurement of derivatives, which relates to the funding cost or benefit associated with collateralized derivative positions. For additional information on the Company's fair value measurements, see Note 14 , "Fair Value Election and Measurement." 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 transactions with the Bank on a net basis, at amounts that would approximate the 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 $1.3 billion and $1.1 billion in fair value at March 31, 2016 and December 31, 2015 , 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, 2016 , the Bank carried senior long-term debt credit ratings of Baal / A- / A- from Moody’s , S&P , and Fitch , respectively. At March 31, 2016 , ATE s have been triggered for less than $1 million in fair value liabilities. The maximum additional liability that could be triggered from ATE s was approximately $18 million at March 31, 2016 . At March 31, 2016 , $1.3 billion in fair value of derivative liabilities were subject to CSA s, against which the Bank has posted $1.3 billion in collateral, primarily in the form of cash. At March 31, 2016 , if requested by the counterparty pursuant to the terms of the CSA , the Bank would be required to post additional collateral of approximately $7 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, 2016 and December 31, 2015 . The notional amounts in the tables are presented on a gross basis and have been classified within derivative assets or derivative liabilities based on the estimated fair value of the individual contract at March 31, 2016 and December 31, 2015 . 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 a derivative asset and the written notional amount being presented as a derivative liability. 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. March 31, 2016 Asset Derivatives Liability Derivatives (Dollars in millions) Notional Amounts Fair Value Notional Amounts Fair Value Derivative instruments designated in cash flow hedging relationships 1 Interest rate contracts hedging floating rate loans $18,250 $374 $— $— Derivative instruments designated in fair value hedging relationships 2 Interest rate contracts hedging fixed rate debt 700 9 2,600 2 Interest rate contracts hedging brokered CDs 29 — — — Total 729 9 2,600 2 Derivative instruments not designated as hedging instruments 3 Interest rate contracts hedging: MSRs 23,069 602 7,603 373 LHFS, IRLCs 4 2,540 8 4,290 25 LHFI 5 1 50 4 Trading activity 5 69,677 2,714 66,550 2,479 Foreign exchange rate contracts hedging trading activity 4,323 131 4,571 127 Credit contracts hedging: Loans 10 — 445 4 Trading activity 6 2,248 31 2,437 28 Equity contracts hedging trading activity 5 19,486 1,809 28,680 2,256 Other contracts: IRLCs and other 7 3,011 37 126 5 Commodities 593 110 587 108 Total 124,962 5,443 115,339 5,409 Total derivative instruments $143,941 $5,826 $117,939 $5,411 Total gross derivative instruments, before netting $5,826 $5,411 Less: Legally enforceable master netting agreements (3,484 ) (3,484 ) Less: Cash collateral received/paid (607 ) (1,273 ) Total derivative instruments, after netting $1,735 $654 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 $546 million of notional amounts related to interest rate futures. These futures contracts settle in cash daily, one day in arrears. The derivative asset or liability associated with the one day lag is included in the fair value column of this table. 5 Amounts include $13.3 billion of notional amounts related to interest rate futures and $91 million of notional amounts related to equity 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. Amounts also include notional amounts related to interest rate swaps hedging fixed rate debt. 6 Asset and liability amounts include $6 million and $10 million , respectively, of notional amounts from purchased and written credit risk participation agreements, 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, 2015 Asset Derivatives Liability Derivatives (Dollars in millions) Notional Amounts Fair Value Notional Amounts Fair Value Derivative instruments designated in cash flow hedging relationships 1 Interest rate contracts hedging floating rate loans $14,500 $130 $2,900 $11 Derivative instruments designated in fair value hedging relationships 2 Interest rate contracts hedging fixed rate debt 1,700 14 600 — Interest rate contracts hedging brokered CDs 30 — — — Total 1,730 14 600 — Derivative instruments not designated as hedging instruments 3 Interest rate contracts hedging: MSRs 7,782 198 16,882 98 LHFS, IRLCs 4 4,309 10 2,520 5 LHFI 15 — 40 1 Trading activity 5 67,426 1,983 68,125 1,796 Foreign exchange rate contracts hedging trading activity 3,648 127 3,227 122 Credit contracts hedging: Loans — — 175 2 Trading activity 6 2,232 57 2,385 54 Equity contracts hedging trading activity 5 19,138 1,812 27,154 2,222 Other contracts: IRLCs and other 7 2,024 21 299 6 Commodities 453 113 448 111 Total 107,027 4,321 121,255 4,417 Total derivative instruments $123,257 $4,465 $124,755 $4,428 Total gross derivative instruments, before netting $4,465 $4,428 Less: Legally enforceable master netting agreements (2,916 ) (2,916 ) Less: Cash collateral received/paid (397 ) (1,048 ) Total derivative instruments, after netting $1,152 $464 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 $518 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 $12.6 billion of notional amounts related to interest rate futures and $329 million of notional amounts related to equity 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. Amounts also include notional amounts related to interest rate swaps hedging fixed rate debt. 6 Asset and liability amounts include $6 million and $9 million , respectively, of notional amounts from purchased and written interest rate swap risk participation agreements, 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 derivative instruments 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, 2016 (Dollars in millions) Amount of Pre-tax Gain on Derivatives Amount of Pre-tax Gain Classification of Pre-tax Gain from AOCI into Income Derivative instruments in cash flow hedging relationships: Interest rate contracts hedging floating rate loans 1 $306 $38 Interest and fees on loans 1 During the three months ended March 31, 2016 , the Company also reclassified $29 million of pre-tax gains from AOCI into net interest income. These gains related to hedging relationships that have been 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, 2016 (Dollars in millions) Amount of Loss on Derivatives Amount of Gain on Related Hedged Items Amount of Gain Recognized in Income on Hedges Derivative instruments in fair value hedging relationships: Interest rate contracts hedging fixed rate debt 1 ($2 ) $3 $1 Interest rate contracts hedging brokered CDs 1 — — — Total ($2 ) $3 $1 1 Amounts are recognized in trading income in the Consolidated Statements of Income. (Dollars in millions) Classification of Gain/(Loss) Recognized in Income on Derivatives Amount of Gain/(Loss) Recognized in Income on Derivatives During the Three Months Ended March 31, 2016 Derivative instruments not designated as hedging instruments: Interest rate contracts hedging: MSRs Mortgage servicing related income $169 LHFS, IRLCs Mortgage production related income (62 ) LHFI Other noninterest income (2 ) Trading activity Trading income 15 Foreign exchange rate contracts hedging trading activity Trading income (18 ) Credit contracts hedging: Loans Other noninterest income (1 ) Trading activity Trading income 5 Equity contracts hedging trading activity Trading income 2 Other contracts: IRLCs Mortgage production related income 45 Commodities Trading income 1 Total $154 Three Months Ended March 31, 2015 (Dollars in millions) Amount of on Derivatives Amount of Classification of Pre-tax Gain Derivative instruments in cash flow hedging relationships: Interest rate contracts hedging floating rate loans 1 $125 $35 Interest and fees on loans 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 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 on Derivatives Amount of Loss on Related Hedged Items Amount of Gain/(Loss) 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 Gain/(Loss) Recognized Amount of Gain/(Loss) 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 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, 2016 and December 31, 2015 , 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 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 Amount Offset Net Amount Presented in Consolidated Balance Sheets Held/Pledged Financial Instruments Net Amount March 31, 2016 Derivative instrument assets: Derivatives subject to master netting arrangement or similar arrangement $5,506 $3,943 $1,563 $103 $1,460 Derivatives not subject to master netting arrangement or similar arrangement 36 — 36 — 36 Exchange traded derivatives 284 148 136 — 136 Total derivative instrument assets $5,826 $4,091 $1,735 1 $103 $1,632 Derivative instrument liabilities: Derivatives subject to master netting arrangement or similar arrangement $5,169 $4,609 $560 $26 $534 Derivatives not subject to master netting arrangement or similar arrangement 93 — 93 — 93 Exchange traded derivatives 149 148 1 — 1 Total derivative instrument liabilities $5,411 $4,757 $654 2 $26 $628 December 31, 2015 Derivative instrument assets: Derivatives subject to master netting arrangement or similar arrangement $4,184 $3,156 $1,028 $66 $962 Derivatives not subject to master netting arrangement or similar arrangement 21 — 21 — 21 Exchange traded derivatives 260 157 103 — 103 Total derivative instrument assets $4,465 $3,313 $1,152 1 $66 $1,086 Derivative instrument liabilities: Derivatives subject to master netting arrangement or similar arrangement $4,162 $3,807 $355 $19 $336 Derivatives not subject to master netting arrangement or similar arrangement 105 — 105 — 105 Exchange traded derivatives 161 157 4 — 4 Total derivative instrument liabilities $4,428 $3,964 $464 2 $19 $445 1 At March 31, 2016 , $1.7 billion , net of $607 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2015 , $1.2 billion , net of $397 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. 2 At March 31, 2016 , $654 million , net of $1.3 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2015 , $464 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, records 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 its obligation net in 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. When the Company has written CDS , all written CDS contracts reference single name corporate credits or corporate credit indices. The Company generally enters into offsetting CDS for the underlying reference asset, under which the Company pays 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, 2016 , the Company did not have any material risk of making a non-recoverable payment on any written CDS . During 2016 and 2015 , 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 . There were no written CDS at March 31, 2016 and December 31, 2015 . There were also no maximum guarantees outstanding at March 31, 2016 and December 31, 2015 . At March 31, 2016 and December 31, 2015 , the gross notional amounts of purchased CDS contracts designated as trading instruments were $185 million and $150 million , respectively. The fair values of purchased CDS were $2 million and $1 million at March 31, 2016 and December 31, 2015 , 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 $2.2 billion of outstanding TRS notional balances at both March 31, 2016 and December 31, 2015 . The fair values of these TRS assets and liabilities at March 31, 2016 were $31 million and $26 million , respectively, and related collateral held at March 31, 2016 was $508 million . The fair values of the TRS assets and liabilities at December 31, 2015 were $57 million and $52 million , respectively, and related collateral held at December 31, 2015 was $492 million . For additional information on the Company's TRS contracts, see Note 8 , "Certain Transfers of Financial Assets and Variable Interest Entities," as well as Note 14 , "Fair Value Election and Measurement." 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 a 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, 2016 , the remaining terms on these risk participations generally ranged from zero to 10 years, with a weighted average on the maximum estimated exposure of 5.8 years. At December 31, 2015 , the remaining terms on these risk participations generally ranged from less than one year to eight years, with a weighted average on the maximum estimated exposure of 5.6 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 $74 million and $55 million at March 31, 2016 and December 31, 2015 , respectively. The fair values of the written risk participations were immaterial at both March 31, 2016 and December 31, 2015 . The Company may enter into purchased risk participations to mitigate this written credit risk 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, 2016 , the maturities for hedges of floating rate loans ranged from less than one year to seven years, with the weighted average being 3.2 years. At December 31, 2015 , the maturities for hedges of floating rate loans ranged from less than one year to seven years, with the weighted average being 3.3 years. These hedges have been highly effective in offsetting the designated risks, yielding an immaterial amount of ineffectiveness for the three months ended March 31, 2016 and 2015 . At March 31, 2016 , $218 million of deferred net pre-tax gains on derivative instruments designated as cash flow hedges on floating rate loans recognized in AOCI are expected to be reclassified into net interest income during the next twelve months. The amount to be reclassified into income incorporates the impact from both active and terminated or de-designated cash flow hedges, including the net interest income earned on the active hedges, assuming no changes in LIBOR . The Company may choose to terminate or de-designate a hedging relationship 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 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 rela

Fair Value Election and Measure

Fair Value Election and Measurement	3 Months Ended
	Mar. 31, 2016
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 either a requirement to measure such assets and liabilities at fair value or on 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 better 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 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 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 or not 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. March 31, 2016 Fair Value Measurements (Dollars in millions) Level 1 Level 2 Level 3 Netting Adjustments 1 Assets/Liabilities at Fair Value Assets Trading assets and derivative instruments: U.S. Treasury securities $707 $— $— $— $707 Federal agency securities — 304 — — 304 U.S. states and political subdivisions — 83 — — 83 MBS - agency — 686 — — 686 CLO securities — 3 — — 3 Corporate and other debt securities — 454 — — 454 CP — 400 — — 400 Equity securities 53 — — — 53 Derivative instruments 286 5,503 37 (4,091 ) 1,735 Trading loans — 2,625 — — 2,625 Total trading assets and derivative instruments 1,046 10,058 37 (4,091 ) 7,050 Securities AFS: U.S. Treasury securities 3,797 — — — 3,797 Federal agency securities — 389 — — 389 U.S. states and political subdivisions — 153 5 — 158 MBS - agency — 23,190 — — 23,190 MBS - non-agency residential — — 88 — 88 ABS — — 11 — 11 Corporate and other debt securities — 32 5 — 37 Other equity securities 2 47 — 471 — 518 Total securities AFS 3,844 23,764 580 — 28,188 Residential LHFS — 1,589 4 — 1,593 LHFI — — 255 — 255 MSRs — — 1,182 — 1,182 Liabilities Trading liabilities and derivative instruments: U.S. Treasury securities 568 — — — 568 MBS - agency — 3 — — 3 Corporate and other debt securities — 311 — — 311 Derivative instruments 149 5,257 5 (4,757 ) 654 Total trading liabilities and derivative instruments 717 5,571 5 (4,757 ) 1,536 Long-term debt — 975 — — 975 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 $47 million of mutual fund investments, $64 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, and $5 million of other. December 31, 2015 Fair Value Measurements (Dollars in millions) Level 1 Level 2 Level 3 Netting Adjustments 1 Assets/Liabilities at Fair Value Assets Trading assets and derivative instruments: U.S. Treasury securities $538 $— $— $— $538 Federal agency securities — 588 — — 588 U.S. states and political subdivisions — 30 — — 30 MBS - agency — 553 — — 553 CLO securities — 2 — — 2 Corporate and other debt securities — 379 89 — 468 CP — 67 — — 67 Equity securities 66 — — — 66 Derivative instruments 262 4,182 21 (3,313 ) 1,152 Trading loans — 2,655 — — 2,655 Total trading assets and derivative instruments 866 8,456 110 (3,313 ) 6,119 Securities AFS: U.S. Treasury securities 3,449 — — — 3,449 Federal agency securities — 411 — — 411 U.S. states and political subdivisions — 159 5 — 164 MBS - agency — 23,124 — — 23,124 MBS - non-agency residential — — 94 — 94 ABS — — 12 — 12 Corporate and other debt securities — 33 5 — 38 Other equity securities 2 93 — 440 — 533 Total securities AFS 3,542 23,727 556 — 27,825 Residential LHFS — 1,489 5 — 1,494 LHFI — — 257 — 257 MSRs — — 1,307 — 1,307 Liabilities Trading liabilities and derivative instruments: U.S. Treasury securities 503 — — — 503 MBS - agency — 37 — — 37 Corporate and other debt securities — 259 — — 259 Derivative instruments 161 4,261 6 (3,964 ) 464 Total trading liabilities and derivative instruments 664 4,557 6 (3,964 ) 1,263 Long-term debt — 973 — — 973 Other liabilities 3 — — 23 — 23 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 $93 million of mutual fund investments, $32 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, and $6 million of other. 3 Includes contingent consideration obligations related to acquisitions. The following tables present the difference between fair value and the aggregate UPB for which the FVO has been elected for certain trading loans, LHFS, LHFI, and long-term debt instruments. (Dollars in millions) Fair Value at March 31, 2016 Aggregate UPB at March 31, 2016 Fair Value Over/(Under) Unpaid Principal Assets: Trading loans $2,625 $2,571 $54 LHFS: Accruing 1,593 1,531 62 LHFI: Accruing 250 251 (1 ) Nonaccrual 5 7 (2 ) Liabilities: Long-term debt 975 907 68 (Dollars in millions) Fair Value at December 31, 2015 Aggregate UPB at December 31, 2015 Fair Value Over/(Under) Unpaid Principal Assets: Trading loans $2,655 $2,605 $50 LHFS: Accruing 1,494 1,453 41 LHFI: Accruing 254 259 (5 ) Nonaccrual 3 5 (2 ) Liabilities: Long-term debt 973 907 66 The following tables present the change in fair value during the three months ended March 31, 2016 and 2015 of financial instruments for which the FVO has been elected, as well as for MSRs. The tables do not reflect the change in fair value attributable to related economic hedges the Company uses to mitigate the market-related risks associated with the financial instruments. Generally, changes in the fair value of economic hedges are recognized in trading income, mortgage production related income, mortgage servicing related income, or other noninterest 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, 2016 for Items Measured at Fair Value Pursuant to Election of the FVO (Dollars in millions) Trading Income Mortgage Production Related 1 Mortgage Servicing Related Income Other Noninterest Income Total Changes in Fair Values Included in Earnings 2 Assets: Trading loans $6 $— $— $— $6 LHFS — 55 — — 55 LHFI — — — 3 3 MSRs — — (247 ) — (247 ) Liabilities: Long-term debt (2 ) — — — (2 ) 1 Income related to LHFS does not include income from IRLC s. For the three months ended March 31, 2016 , income related to MSRs includes income recognized upon the sale of loans reported at LOCOM . 2 Changes in fair value for the three months ended March 31, 2016 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 measured 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, 2015 for Items Measured at Fair Value Pursuant to Election of the FVO (Dollars in millions) Trading Income Mortgage Production Related Income 1 Mortgage Servicing Related Income Total Changes in Fair Values Included in 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 IRLC s. For the three months ended March 31, 2015 , income related to MSRs includes 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 measured 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 GSE s. 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 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, 2016 and December 31, 2015 includes an immaterial amount of bonds that are redeemable with the issuer at par and cannot be traded in the market. As such, no significant observable market data for these instruments is available; therefore, these securities are priced at par. MBS – agency Agency MBS includes pass-through securities and collateralized mortgage obligations issued by GSE s 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 – non-agency residential Non-agency residential 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 experienced deterioration in credit quality leading to downgrades to non-investment grade levels. The Company obtains pricing for these 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 non-agency residential 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 CLO preference share exposure is estimated at fair value based on pricing from observable trading activity for similar securities. Accordingly, the Company has classified these instruments as level 2. Asset-Backed Securities 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; as such, they are classified as level 3. 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 classified as trading in level 3 at December 31, 2015 included bonds that were not actively traded in the market. As such, valuation judgments were highly subjective due to limited observable market data. At December 31, 2015 , the fair value of these level 3 bonds were estimated using market comparable bond index yields. These bonds were sold during the three months ended March 31, 2016 . Other debt securities classified as AFS in level 3 at March 31, 2016 and December 31, 2015 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 (maturity of 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; as such, CP is classified as level 2. Equity securities Equity securities classified as securities AFS primarily 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 and they are classified as level 3. 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 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. The Company's derivative instruments classified as level 2 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 derivative instruments classified as level 3 include IRLC s that satisfy the criteria to be treated as derivative financial instruments. The fair value of IRLC s 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 result in a closed loan. As pull-through rates increase, the fair value of IRLC s also increases. Servicing value is included in the fair value of IRLC s, 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, IRLC s are considered to be level 3 assets. During the three months ended March 31, 2016 and 2015 , the Company transferred $29 million and $60 million , respectively, of net IRLC s 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, senior demand loans supported by a pledge agreement granting first priority security interest to the Bank in all the assets held by the borrower, a VIE with assets comprised primarily of corporate loans. 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 March 31, 2016 and December 31, 2015 , the Company had outstanding $2.3 billion and $2.2 billion , respectively, of these short-term loans measured 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 both the three months ended March 31, 2016 and 2015 , 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, 2016 and December 31, 2015 , $317 million and $356 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 are recognized within mortgage production related income in the Consolidated Statements of Income when earned at the time of closing. The servicing value is included in the fair value of the loan and initially recognized at the time the Company enters into IRLC s with borrowers. The Company uses derivative instruments to economically hedge changes in interest rates and the related impact on 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. LHFS classified as level 2 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, 2016 and 2015 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 both the three months ended March 31, 2016 and 2015 , the Company recognized an immaterial amount of gains/(losses) in the Consolidated Statements of Income due to changes in fair value attributable to borrower-specific credit risk. 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 market conditions. LHFI LHFI classified as level 3 includes predominantly mortgage loans that are not marketable, largely due to the identification of loan defects. The Company chooses to measure these mortgage LHFI at fair value to better align reported results with the underlying economic changes in value of the loans and any related hedging 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's valuation methodologies for these derivative contracts and securities are consistent with those 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 related 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 price indications 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 these debt issuances is level 2. The election to fair value certain fixed rate debt issuances 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 utilizes derivative financial instruments to convert interest rates on its debt from fixed to floating rates. Prior to January 1, 2016, changes in the Company’s credit spreads for public debt measured at fair value impacted earnings. For the three months ended March 31, 2015 , the estimated earnings impact from changes in credit spreads above U.S. Treasury rates was a $4 million loss, net of tax. On January 1, 2016, the Company partially adopted ASU 2016-01, which requires changes in credit spreads for public debt measured at fair value to be recognized in OCI. The impact to OCI is determined from the change in credit spreads above LIBOR swap spreads. Upon adoption, the Company recognized a $5 million one-time, cumulative credit risk adjustment in AOCI to recognize the change in credit spreads that occurred prior to January 1, 2016. For the three months ended March 31, 2016 , the impact on AOCI from changes in credit spreads resulted in a $2 million loss, net of tax. For additional information on the Company's partial adoption of ASU 2016-01, see Note 1 , "Significant Accounting Policies." Other liabilities At December 31, 2015 the Company’s other liabilities measured at fair value on a recurring basis included a contingent consideration obligation related to a prior business combination. Contingent consideration was adjusted to fair value until settled. As the assumptions used to measure fair value were based on internal metr

Contingencies

Contingencies	3 Months Ended
	Mar. 31, 2016
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, 2016 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 in excess of related reserves, if any. Management currently estimates these losses to range from $0 to approximately $180 million . 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, 2016 . 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. In two of such dismissed individual actions, the plaintiffs were unable to appeal the dismissals of their claims until their claims against a third party were resolved. In one of these individual actions, the plaintiffs filed a notice of appeal to the Second Circuit Court of Appeals. Oral argument in that appeal was heard on April 21, 2016. In the other individual action, no appeal has been filed. 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. The Bank filed a motion to compel arbitration and on March 16, 2012, the Court entered an order holding that the Bank'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. The Bank 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 and on September 8, 2015, the Georgia Supreme Court agreed to hear the appeal. On January 4, 2016, the Georgia Supreme Court heard oral argument on the appeal. 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 15, 2007 to March 30, 2011 and seek to recover alleged losses these participants supposedly incurred as a result of their investment in Company stock. This case 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 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 Circuit Court remanded the case back to the District Court for further proceedings in light of Dudenhoeffer . On June 18, 2015, the Court entered an order granting in part and denying in part the Company’s motion to dismiss. The discovery process has begun. 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 is 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. The Company 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 . On May 18, 2015, the U.S. Supreme Court decided Tibble and held that plan fiduciaries have a duty, separate and apart from investment selection, to monitor and remove imprudent investments. After Tibble , the cases pending on appeal were remanded to the District Court. On March 25, 2016, a consolidated amended complaint was filed, consolidating all of these pending actions into one case . 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 . 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.” SunTrust continues its engagement with the FRB to demonstrate compliance with its commitments under the Consent Order. United States Mortgage Servicing Settlement 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. The settlement agreement became effective on September 30, 2014 when the court entered the Consent Judgment. Pursuant to the settlements, STM made $50 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. While subject to confirmation by the independent Office of Mortgage Settlement Oversight (“OMSO”) appointed to review and certify compliance with the provisions of the settlement, the Company believes it has fulfilled its consumer relief commitments. STM also implemented all of the prescribed servicing standards within the required timeframes. Compliance with the servicing standards continues to be monitored, tested, and reported quarterly by an internal review group and semi-annually by the OMSO. As a result, the Company does not expect to incur additional costs in satisfying its consumer relief obligations or implementation of the servicing standards associated with the settlement. 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, the Company 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 to the required deposit account to be controlled by a third party claims administrator. The Company incurred a $204 million pre-tax charge in the second quarter of 2014 in connection with this matter, which included its estimate of the consumer remediation obligation. STM continues to cooperate with the government and the claims administrator regarding administration of the consumer remediation payment process, the claim period for which ended in the first quarter of 2016. During the first quarter of 2016, the government released STM of any monetary obligation beyond the $179 million minimum consumer remediation obligation. 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 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. Felix v. SunTrust Mortgage, Inc. This putative class action was filed against STM on April 4, 2016. Plaintiff alleges that STM breaches its contract with borrowers when it collects interest on FHA loans at repayment because STM fails to use an approved FHA notice form. Plaintiff also alleges that STM violates the Georgia usury statute by collecting such interest. Plaintiff attempts to bring the breach of contract claim on behalf of all borrowers and the usury claim on behalf of Georgia borrowers. STM has not yet responded to the allegations but will defend itself against these allegations. Northern District of Georgia Investigation On April 28, 2016, the Bank received a subpoena from the United States Attorney’s Office for the Northern District of Georgia in connection with an investigation pertaining to a suspected embezzlement by an employee of a SunTrust business client. The subpoena requests information regarding the Bank ’s Anti-Money Laundering and Bank Secrecy Act compliance processes to detect such crimes by employees of business clients. The Company is cooperating with the investigation.

Business Segment Reporting

Business Segment Reporting	3 Months Ended
	Mar. 31, 2016
Segment Reporting [Abstract]
Business Segment Reporting	NOTE 16 - BUSINESS SEGMENT REPORTING The Company measures business activity across three segments: 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 three primary businesses: Consumer Banking, Consumer Lending, 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, ATM s, 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 and payments, loans, brokerage, and various fee-based services. Discount/online and full-service brokerage products are offered to individual clients through STIS . Consumer Banking also serves as an entry point for clients and provides services for other lines of business. • Consumer Lending offers an array of lending products to consumers and small business clients via the Company's Consumer Banking and Private Wealth Management businesses, through online channels ( www.suntrust.com and www.lightstream.com ), as well as through various national offices and partnerships. Products offered include home equity lines, personal credit lines and loans, direct auto, indirect auto, student lending, credit cards, and other lending products. • 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 Institutional Investment Solutions 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 goal of 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, and technology, media and communications. 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 lending, cash management and investment banking solutions via STRH to commercial clients (generally those with 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 provides 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 . 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 also services loans for itself and for other investors. Corporate Other includes management of the Company’s investment securities portfolio, long-term debt, end user derivative instruments, short-term liquidity and funding activities, balance sheet risk management, and most real estate assets. Additionally, it includes Enterprise Information Services, which is the primary information technology and operations group; Corporate Real Estate, Marketing, SunTrust Online, Human Resources, Finance, Corporate Risk Management, Legal and Compliance, Communications, Procurement, and Executive Management. Because the business segment results are presented based on management accounting practices, the transition to the consolidated results, which are prepared under U.S. GAAP, creates certain differences which are reflected in Reconciling Items. 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 matched 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 difference between funds credits and funds charges at the segment level resides in Reconciling Items. The change in this variance is generally attributable to corporate balance sheet management strategies. • Provision/(benefit) for credit losses – Represents net charge-offs by segment combined with an allocation to the segments of the provision/(benefit) attributable to each segment's quarterly change in the ALLL and unfunded commitments reserve balances. • Provision 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 for income taxes at the segment level and the consolidated provision 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, 2016 (Dollars in millions) Consumer Wholesale Banking Mortgage Banking Corporate Other Reconciling Consolidated Balance Sheets: Average loans $41,597 $70,757 $25,946 $72 $— $138,372 Average consumer and commercial deposits 93,314 53,567 2,311 85 (48 ) 149,229 Average total assets 47,268 84,375 29,203 30,564 1,604 193,014 Average total liabilities 93,933 59,439 2,686 13,178 (19 ) 169,217 Average total equity — — — — 23,797 23,797 Statements of Income: Net interest income $700 $457 $112 $30 ($17 ) $1,282 FTE adjustment — 35 — 1 — 36 Net interest income - FTE 1 700 492 112 31 (17 ) 1,318 Provision/(benefit) for credit losses 2 29 82 (10 ) — — 101 Net interest income after provision/(benefit) for credit losses - FTE 671 410 122 31 (17 ) 1,217 Total noninterest income 355 285 124 22 (5 ) 781 Total noninterest expense 748 407 175 (6 ) (6 ) 1,318 Income before provision for income taxes - FTE 278 288 71 59 (16 ) 680 Provision for income taxes - FTE 3 104 91 26 18 (8 ) 231 Net income including income attributable to noncontrolling interest 174 197 45 41 (8 ) 449 Net income attributable to noncontrolling interest — — — 2 — 2 Net income $174 $197 $45 $39 ($8 ) $447 Three Months Ended March 31, 2015 (Dollars in millions) Consumer Wholesale Banking Mortgage Banking Corporate Other Reconciling Consolidated Balance Sheets: Average loans $41,127 $67,733 $24,439 $43 ($4 ) $133,338 Average consumer and commercial deposits 90,507 47,565 2,359 90 (45 ) 140,476 Average total assets 47,129 81,160 27,936 29,013 4,027 189,265 Average total liabilities 91,158 53,685 2,615 18,713 (78 ) 166,093 Average total equity — — — — 23,172 23,172 Statements of Income: Net interest income $666 $430 $121 $29 ($106 ) $1,140 FTE adjustment — 34 — 1 — 35 Net interest income - FTE 1 666 464 121 30 (106 ) 1,175 Provision/(benefit) for credit losses 2 70 (4 ) (10 ) — (1 ) 55 Net interest income after provision/(benefit) for credit losses - FTE 596 468 131 30 (105 ) 1,120 Total noninterest income 363 285 132 42 (5 ) 817 Total noninterest expense 730 397 178 (19 ) (6 ) 1,280 Income before provision for income taxes - FTE 229 356 85 91 (104 ) 657 Provision for income taxes - FTE 3 85 120 30 31 (40 ) 226 Net income including income attributable to noncontrolling interest 144 236 55 60 (64 ) 431 Net income attributable to noncontrolling interest — — — 2 — 2 Net income $144 $236 $55 $58 ($64 ) $429 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 Comprehensive

Accumulated Other Comprehensive Income	3 Months Ended
	Mar. 31, 2016
Accumulated Other Comprehensive Income	NOTE 17 - ACCUMULATED OTHER COMPREHENSIVE INCOME/(LOSS) Components of AOCI, net of tax, were calculated as follows: (Dollars in millions) Securities AFS Derivative Instruments Long-Term Debt Employee Benefit Plans Total Three Months Ended March 31, 2016 Balance, beginning of period $135 $87 $— ($682 ) ($460 ) Cumulative credit risk adjustment 1 — — (5 ) — (5 ) Net unrealized gains/(losses) arising during the period 279 192 (2 ) 1 — 469 Amounts reclassified from AOCI — (42 ) — 59 17 Other comprehensive income/(loss), net of tax 279 150 (2 ) 59 486 Balance, end of period $414 $237 ($7 ) ($623 ) $21 Three Months Ended March 31, 2015 Balance, beginning of period $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, end of period $384 $141 $— ($590 ) ($65 ) 1 See Note 1, "Significant Accounting Policies," for additional information regarding the Company's partial adoption of ASU 2016-01 beginning January 1, 2016. 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 2016 2015 Derivative Instruments: Realized gains on cash flow hedges ($67 ) ($54 ) Interest and fees on loans Tax effect 25 20 Provision for income taxes (42 ) (34 ) Employee Benefit Plans: Amortization of prior service credit (1 ) (1 ) Employee benefits Amortization of actuarial loss 6 5 Employee benefits Adjustment to funded status of employee benefit obligation 89 (120 ) Other assets/other liabilities 94 (116 ) Tax effect (35 ) 43 Provision for income taxes 59 (73 ) Total reclassifications from AOCI $17 ($107 )

Significant Accounting Polici27

Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2016
Accounting Policies [Abstract]
Accounting Policies Recently Adopted and Pending Accounting Pronouncements	Accounting Pronouncements The following table provides a brief description of accounting standards that have been issued that could have a material effect on the Company's financial statements: Standard Description Required Date of Adoption Effect on the Financial Statements or Other Significant Matters Standards Adopted (or partially adopted) in 2016 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. January 1, 2016 The Company adopted this ASU on a modified retrospective basis beginning January 1, 2016. The adoption of this standard had no impact to the Consolidated Financial Statements and related disclosures during the first quarter of 2016. ASU 2016-01, Recognition and Measurement of Financial Assets and Financial Liabilities The ASU amends ASC Topic 825, Financial Instruments - Overall , and addresses certain aspects of recognition, measurement, presentation, and disclosure of financial instruments. The main provisions require investments in equity securities to be measured at fair value through net income, unless they qualify for a practicability exception, and require fair value changes arising from changes in instrument-specific credit risk for financial liabilities that are measured under the fair value option to be recognized in other comprehensive income. With the exception of disclosure requirements that will be adopted prospectively, the ASU must be adopted on a modified retrospective basis. January 1, 2018 Early adoption is permitted beginning January 1, 2016 or 2017 for the provision related to changes in instrument-specific credit risk for financial liabilities under the fair value option. The Company early adopted the provision related to changes in instrument-specific credit risk beginning January 1, 2016, which resulted in an immaterial, cumulative effect adjustment from retained earnings to AOCI. The Company is evaluating the impact of the remaining provisions of this ASU on the Consolidated Financial Statements and related disclosures; however, the impact is not expected to be material. 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. January 1, 2018 Early adoption is permitted beginning January 1, 2017. The Company is evaluating the alternative methods of adoption and the anticipated effects on the Consolidated Financial Statements and related disclosures. ASU 2016-02, Leases The ASU creates ASC Topic 842, Leases , and supersedes Topic 840, Leases . Topic 842 requires lessees to recognize the right-of-use assets and liabilities that arise from leases, with the exception of short-term leases. The ASU does not make significant changes to lessor accounting; however, there were certain improvements made to align lessor accounting with the lessee accounting model and Topic 606, Revenue from Contracts with Customers . There are several new qualitative and quantitative disclosures required. In transition, lessees and lessors are required to recognize and measure leases at the beginning of the earliest period presented using a modified retrospective approach. January 1, 2019 Early adoption is permitted. The adoption of this ASU will result in an increase to the Consolidated Balance Sheets for right-of-use assets and lease liabilities associated with operating leases in which the Company is the lessee. The Company is evaluating the other effects of adoption on the Consolidated Financial Statements and related disclosures. ASU 2016-07, Simplifying the Transition to the Equity Method of Accounting The ASU amends ASC Topic 323, Investments - Equity Method and Joint Ventures , to eliminate the requirement that when an investment qualifies for use of the equity method as a result of an increase in the level of ownership interest or degree of influence, an investor must adjust the investment, results of operations, and retained earnings retroactively on a step-by-step basis as if the equity method had been in effect during all previous periods that the investment had been held. The amendments require that the equity method investor add the cost of acquiring the additional interest in the investee to the current basis of the investor’s previously held interest and adopt the equity method of accounting as of the date the investment becomes qualified for equity method accounting. In addition, the ASU requires that an entity that has an AFS equity security that becomes qualified for the equity method of accounting recognize through earnings the unrealized holding gain or loss in AOCI at the date the investment becomes qualified for use of the equity method. The ASU is to be applied on a prospective basis. January 1, 2017 Early application is permitted. This ASU will not impact the Consolidated Financial Statements and related disclosures until there is an applicable increase in investment or change in influence that results in a transition to the equity method. ASU 2016-09, Improvements to Employee Share-Based Payment Accounting The ASU amends ASC Topic 718, Compensation - Stock Compensation , to simplify and modify several aspects of accounting for share-based payment arrangements, primarily involving income tax consequences, the classification of awards as either equity or liabilities, and the related classification on the statement of cash flows. Adoption methods are specific to the component of the ASU ranging from a retrospective and modified retrospective basis to a prospective basis. January 1, 2017 Early adoption is permitted. The Company is evaluating how the adoption of this ASU will impact the Consolidated Financial Statements and related disclosures. Accounting Standards Not Yet Adopted The following table provides a brief description of accounting standards that have been issued, but are not yet adopted, 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 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. January 1, 2018 (early adoption permitted beginning January 1, 2017) The Company is continuing to evaluate the alternative methods of adoption and the anticipated effects on the financial statements and related disclosures. ASU 2016-01, Recognition and Measurement of Financial Assets and Liabilities The ASU addresses certain aspects of recognition, measurement, presentation, and disclosure of financial instruments. The main provisions require investments in equity securities to be measured at fair value through net income, unless they qualify for a practicability exception, and require fair value changes arising from changes in instrument-specific credit risk for financial liabilities that are measured under the fair value option to be recognized in other comprehensive income. With the exception of disclosure requirements that would be adopted prospectively, the ASU must be adopted on a modified retrospective basis. January 1, 2018 (early adoption permitted beginning January 1, 2016 or 2017 for the provision related to changes in instrument-specific credit risk for financial liabilities under the fair value option) The Company is early adopting the provision related to changes in instrument-specific credit risk beginning January 1, 2016, which will result in an immaterial reclassification from retained earnings to OCI. The prospective impact of this provision on the financial statements is a function of the principal amount of financial liabilities under the fair value option and changes in the Company's credit spreads. The Company is evaluating the impact of the remaining provisions of this ASU on the financial statements and related disclosures; however, the impact is not expected to be material.

Federal Funds Sold and Securi28

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell (Tables)	3 Months Ended
	Mar. 31, 2016
Securities Purchased under Agreements to Resell [Abstract]
Schedule of Resale Agreements [Table Text Block]	(Dollars in millions) March 31, 2016 December 31, 2015 Fed funds sold $13 $38 Securities borrowed 333 277 Securities purchased under agreements to resell 883 962 Total Fed funds sold and securities borrowed or purchased under agreements to resell $1,229 $1,277
Securities sold under agreements to repurchase remaining contractual maturity [Table Text Block]	March 31, 2016 December 31, 2015 (Dollars in millions) Overnight and Continuous Up to 30 days Total Overnight and Continuous Up to 30 days Total U.S. Treasury securities $202 $— $202 $112 $— $112 Federal agency securities 126 — 126 319 — 319 MBS - agency 968 — 968 837 23 860 CP 205 — 205 49 — 49 Corporate and other debt securities 178 95 273 242 72 314 Total securities sold under agreements to repurchase $1,679 $95 $1,774 $1,559 $95 $1,654
Netting of Financial Instruments - Repurchase Agreements [Table Text Block]	(Dollars in millions) Gross Amount Amount Offset Net Amount Presented in Consolidated Balance Sheets Held/Pledged Financial Instruments Net Amount March 31, 2016 Financial assets: Securities borrowed or purchased under agreements to resell $1,216 $— $1,216 1 $1,206 $10 Financial liabilities: Securities sold under agreements to repurchase 1,774 — 1,774 1,774 — December 31, 2015 Financial assets: Securities borrowed or purchased under agreements to resell $1,239 $— $1,239 1 $1,229 $10 Financial liabilities: Securities sold under agreements to repurchase 1,654 — 1,654 1,654 — 1 Excludes $13 million and $38 million of Fed funds sold, which are not subject to a master netting agreement at March 31, 2016 and December 31, 2015 , respectively

Trading Assets and Liabilitie29

Trading Assets and Liabilities and Derivatives(Tables)	3 Months Ended
	Mar. 31, 2016
Trading Assets and Liabilities and Derivatives [Abstract]
Trading Securities (and Certain Trading Assets) [Table Text Block]	(Dollars in millions) March 31, 2016 December 31, 2015 Trading Assets and Derivative Instruments: U.S. Treasury securities $707 $538 Federal agency securities 304 588 U.S. states and political subdivisions 83 30 MBS - agency 686 553 CLO securities 3 2 Corporate and other debt securities 454 468 CP 400 67 Equity securities 53 66 Derivative instruments 1 1,735 1,152 Trading loans 2 2,625 2,655 Total trading assets and derivative instruments $7,050 $6,119 Trading Liabilities and Derivative Instruments: U.S. Treasury securities $568 $503 MBS - agency 3 37 Corporate and other debt securities 311 259 Derivative instruments 1 654 464 Total trading liabilities and derivative instruments $1,536 $1,263 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 DERIVATIVE INSTRUMENTS The fair values of the components of trading assets and liabilities and derivative instruments were as follows: (Dollars in millions) March 31, 2016 December 31, 2015 Trading Assets and Derivative Instruments: U.S. Treasury securities $707 $538 Federal agency securities 304 588 U.S. states and political subdivisions 83 30 MBS - agency 686 553 CLO securities 3 2 Corporate and other debt securities 454 468 CP 400 67 Equity securities 53 66 Derivative instruments 1 1,735 1,152 Trading loans 2 2,625 2,655 Total trading assets and derivative instruments $7,050 $6,119 Trading Liabilities and Derivative Instruments: U.S. Treasury securities $568 $503 MBS - agency 3 37 Corporate and other debt securities 311 259 Derivative instruments 1 654 464 Total trading liabilities and derivative instruments $1,536 $1,263 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 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 the Company's 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 other similar financial instruments. Other trading-related activities include acting as a market maker for certain debt and equity security transactions, derivative instrument transactions, and foreign exchange transactions. 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 and non-trading activities, and assumes a limited degree of market risk by managing the size and nature of its exposure. For valuation assumptions and additional information related to the Company's trading products and derivative instruments, see Note 13 , “Derivative Financial Instruments,” and the “ Trading Assets and Derivative Instruments and Securities Available for Sale ” section of Note 14 , “Fair Value Election and Measurement.” The Company pledged $1.0 billion and $986 million of trading securities to secure $1.0 billion and $950 million of repurchase agreements at March 31, 2016 and December 31, 2015 , respectively. Additionally, the Company pledged $446 million and $393 million of trading securities to secure certain derivative agreements at March 31, 2016 and December 31, 2015 , respectively, and pledged $40 million of trading securities under other arrangements at both March 31, 2016 and December 31, 2015 .

Securities Available for Sale (

Securities Available for Sale (Tables)	3 Months Ended
	Mar. 31, 2016
Investments, Debt and Equity Securities [Abstract]
Securities Portfolio Composition	March 31, 2016 (Dollars in millions) Amortized Unrealized Unrealized Fair U.S. Treasury securities $3,694 $103 $— $3,797 Federal agency securities 377 12 — 389 U.S. states and political subdivisions 149 9 — 158 MBS - agency 22,615 589 14 23,190 MBS - non-agency residential 88 1 1 88 ABS 10 2 1 11 Corporate and other debt securities 36 1 — 37 Other equity securities 1 518 1 1 518 Total securities AFS $27,487 $718 $17 $28,188 December 31, 2015 (Dollars in millions) Amortized Unrealized Unrealized Fair U.S. Treasury securities $3,460 $3 $14 $3,449 Federal agency securities 402 10 1 411 U.S. states and political subdivisions 156 8 — 164 MBS - agency 22,877 397 150 23,124 MBS - non-agency residential 92 2 — 94 ABS 11 2 1 12 Corporate and other debt securities 37 1 — 38 Other equity securities 1 533 1 1 533 Total securities AFS $27,568 $424 $167 $27,825 1 At March 31, 2016 , the fair value of other equity securities was comprised of the following: $64 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $47 million of mutual fund investments, and $5 million of other. At December 31, 2015 , the fair value of other equity securities was comprised of the following: $32 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $93 million of mutual fund investments, and $6 million of other.
Investment Income [Table Text Block]	Three Months Ended March 31 (Dollars in millions) 2016 2015 Taxable interest $159 $128 Tax-exempt interest 1 2 Dividends 3 10 Total interest and dividends on securities AFS $163 $140
Amortized Cost and Fair Value of Investments in Debt Securities by Estimated Average Life	Distribution of Remaining Maturities (Dollars in millions) Due in 1 Year or Less Due After 1 Year through 5 Years Due After 5 Years through 10 Years Due After 10 Years Total Amortized Cost: U.S. Treasury securities $— $1,371 $2,323 $— $3,694 Federal agency securities 142 106 13 116 377 U.S. states and political subdivisions 29 6 100 14 149 MBS - agency 2,252 8,598 8,113 3,652 22,615 MBS - non-agency residential — 88 — — 88 ABS 2 6 2 — 10 Corporate and other debt securities — 36 — — 36 Total debt securities AFS $2,425 $10,211 $10,551 $3,782 $26,969 Fair Value: U.S. Treasury securities $— $1,395 $2,402 $— $3,797 Federal agency securities 144 113 13 119 389 U.S. states and political subdivisions 30 6 108 14 158 MBS - agency 2,368 8,828 8,280 3,714 23,190 MBS - non-agency residential — 88 — — 88 ABS 3 7 1 — 11 Corporate and other debt securities — 37 — — 37 Total debt securities AFS $2,545 $10,474 $10,804 $3,847 $27,670 Weighted average yield 1 2.50 % 2.35 % 2.69 % 2.91 % 2.57 % 1 Weighted average yields are based on amortized cost and are presented on an FTE basis.
Securities in a Continuous Unrealized Loss Position	March 31, 2016 Less than twelve months Twelve months or longer Total (Dollars in millions) Fair Unrealized 2 Fair Unrealized 2 Fair Unrealized 2 Temporarily impaired securities AFS: Federal agency securities $10 $— $34 $— $44 $— MBS - agency 859 3 1,613 11 2,472 14 ABS — — 6 1 6 1 Other equity securities 3 1 — — 3 1 Total temporarily impaired securities AFS 872 4 1,653 12 2,525 16 OTTI securities AFS 1 : MBS - non-agency residential 51 1 — — 51 1 ABS 1 — — — 1 — Total OTTI securities AFS 52 1 — — 52 1 Total impaired securities AFS $924 $5 $1,653 $12 $2,577 $17 December 31, 2015 Less than twelve months Twelve months or longer Total (Dollars in millions) Fair Value Unrealized Losses 2 Fair Value Unrealized Fair Value Unrealized Losses 2 Temporarily impaired securities AFS: U.S. Treasury securities $2,169 $14 $— $— $2,169 $14 Federal agency securities 75 — 34 1 109 1 MBS - agency 11,434 114 958 36 12,392 150 ABS — — 7 1 7 1 Other equity securities 3 1 — — 3 1 Total temporarily impaired securities AFS 13,681 129 999 38 14,680 167 OTTI securities AFS 1 : ABS 1 — — — 1 — Total OTTI securities AFS 1 — — — 1 — Total impaired securities AFS $13,682 $129 $999 $38 $14,681 $167 1 OTTI securities AFS are impaired securities for which OTTI credit losses have been previously recognized in earnings. 2 Unrealized losses less than $0.5 million are presented as zero within the table.

Loans (Tables)

Loans (Tables)	3 Months Ended
	Mar. 31, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
LHFI by Credit Quality Indicator	Commercial Loans C&I CRE Commercial Construction (Dollars in millions) March 31, 2016 December 31, 2015 March 31, 2016 December 31, 2015 March 31, 2016 December 31, 2015 Risk rating: Pass $66,633 $65,379 $5,744 $6,067 $2,459 $1,931 Criticized accruing 1,765 1,375 280 158 37 23 Criticized nonaccruing 565 308 10 11 2 — Total $68,963 $67,062 $6,034 $6,236 $2,498 $1,954 Residential Loans 1 Residential Mortgages - Nonguaranteed Residential Home Equity Products Residential Construction (Dollars in millions) March 31, 2016 December 31, 2015 March 31, 2016 December 31, 2015 March 31, 2016 December 31, 2015 Current FICO score range: 700 and above $20,846 $20,422 $10,476 $10,772 $322 $313 620 - 699 3,249 3,262 1,717 1,741 49 58 Below 620 2 1,053 1,060 652 658 12 13 Total $25,148 $24,744 $12,845 $13,171 $383 $384 Consumer Loans 3 Other Direct Indirect Credit Cards (Dollars in millions) March 31, 2016 December 31, 2015 March 31, 2016 December 31, 2015 March 31, 2016 December 31, 2015 Current FICO score range: 700 and above $5,731 $5,501 $7,267 $7,015 $761 $759 620 - 699 591 576 2,565 2,481 268 265 Below 620 2 50 50 690 631 64 62 Total $6,372 $6,127 $10,522 $10,127 $1,093 $1,086 1 Excludes $623 million and $629 million of guaranteed residential loans at March 31, 2016 and December 31, 2015 , 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 $5.3 billion and $4.9 billion of guaranteed student loans at March 31, 2016 and December 31, 2015 , respectively.
Payment Status for the LHFI Portfolio	March 31, 2016 (Dollars in millions) Accruing Current Accruing 30-89 Days Past Due Accruing 90+ Days Past Due Nonaccruing 2 Total Commercial loans: C&I $68,274 $110 $14 $565 $68,963 CRE 6,020 4 — 10 6,034 Commercial construction 2,496 — — 2 2,498 Total commercial loans 76,790 114 14 577 77,495 Residential loans: Residential mortgages - guaranteed 200 51 372 — 623 Residential mortgages - nonguaranteed 1 24,852 89 9 198 25,148 Residential home equity products 12,589 76 — 180 12,845 Residential construction 369 2 — 12 383 Total residential loans 38,010 218 381 390 38,999 Consumer loans: Guaranteed student 4,182 493 590 — 5,265 Other direct 6,338 26 3 5 6,372 Indirect 10,442 77 — 3 10,522 Credit cards 1,077 8 8 — 1,093 Total consumer loans 22,039 604 601 8 23,252 Total LHFI $136,839 $936 $996 $975 $139,746 1 Includes $255 million of loans measured at fair value, the majority of which were accruing current. 2 Nonaccruing loans past due 90 days or more totaled $332 million . Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDR s, performing second lien loans where the first lien loan is nonperforming, and certain energy-related commercial loans. December 31, 2015 (Dollars in millions) Accruing Current Accruing 30-89 Days Past Due Accruing 90+ Days Past Due Nonaccruing 2 Total Commercial loans: C&I $66,670 $61 $23 $308 $67,062 CRE 6,222 3 — 11 6,236 Commercial construction 1,952 — 2 — 1,954 Total commercial loans 74,844 64 25 319 75,252 Residential loans: Residential mortgages - guaranteed 192 59 378 — 629 Residential mortgages - nonguaranteed 1 24,449 105 7 183 24,744 Residential home equity products 12,939 87 — 145 13,171 Residential construction 365 3 — 16 384 Total residential loans 37,945 254 385 344 38,928 Consumer loans: Guaranteed student 3,861 500 561 — 4,922 Other direct 6,094 24 3 6 6,127 Indirect 10,022 102 — 3 10,127 Credit cards 1,070 9 7 — 1,086 Total consumer loans 21,047 635 571 9 22,262 Total LHFI $133,836 $953 $981 $672 $136,442 1 Includes $257 million of loans measured at fair value, the majority of which were accruing current. 2 Nonaccruing loans past due 90 days or more totaled $336 million . Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDR s and performing second lien loans where the first lien loan is nonperforming, and certain energy-related commercial loans.
LHFI Considered Impaired	March 31, 2016 December 31, 2015 (Dollars in millions) Unpaid Principal Balance Amortized Cost 1 Related Allowance Unpaid Principal Balance Amortized Cost 1 Related Allowance Impaired loans with no related allowance recorded: Commercial loans: C&I $389 $369 $— $55 $42 $— CRE — — — 11 9 — Total commercial loans 389 369 — 66 51 — Residential loans: Residential mortgages - nonguaranteed 505 386 — 500 380 — Residential construction 19 8 — 29 8 — Total residential loans 524 394 — 529 388 — Impaired loans with an allowance recorded: Commercial loans: C&I 163 152 34 173 167 28 Total commercial loans 163 152 34 173 167 28 Residential loans: Residential mortgages - nonguaranteed 1,371 1,338 176 1,381 1,344 178 Residential home equity products 775 703 54 740 670 60 Residential construction 120 120 12 127 125 14 Total residential loans 2,266 2,161 242 2,248 2,139 252 Consumer loans: Other direct 12 12 1 11 11 1 Indirect 113 113 5 114 114 5 Credit cards 6 6 1 24 6 1 Total consumer loans 131 131 7 149 131 7 Total impaired loans $3,473 $3,207 $283 $3,165 $2,876 $287 1 Amortized cost reflects charge-offs that have been recognized plus other amounts that have been applied to adjust the net book balance. Included in the impaired loan balances above at March 31, 2016 and December 31, 2015 were $2.5 billion and $2.6 billion , respectively, of accruing TDR s at amortized cost, of which 97% were current. See Note 1 , “Significant Accounting Policies,” to the Company's 2015 Annual Report on Form 10-K for further information regarding the Company’s loan impairment policy. Three Months Ended March 31 2016 2015 (Dollars in millions) Average Amortized Cost Interest Income Recognized 1 Average Amortized Cost Interest Income Recognized 1 Impaired loans with no related allowance recorded: Commercial loans: C&I $364 $2 $41 $— CRE 3 — 10 — Total commercial loans 367 2 51 — Residential loans: Residential mortgages - nonguaranteed 387 4 413 4 Residential construction 8 — 9 — Total residential loans 395 4 422 4 Impaired loans with an allowance recorded: Commercial loans: C&I 161 — 38 1 CRE — — 3 — Total commercial loans 161 — 41 1 Residential loans: Residential mortgages - nonguaranteed 1,339 16 1,374 17 Residential home equity products 705 7 636 7 Residential construction 120 2 137 2 Total residential loans 2,164 25 2,147 26 Consumer loans: Other direct 12 — 13 — Indirect 115 1 108 1 Credit cards 6 — 8 — Total consumer loans 133 1 129 1 Total impaired loans $3,220 $32 $2,790 $32 1 Of the interest income recognized during the three months ended March 31, 2016 and 2015 , cash basis interest income was $2 million and $1 million , respectively.
Nonperforming Assets	(Dollars in millions) March 31, 2016 December 31, 2015 Nonaccrual/NPLs: Commercial loans: C&I $565 $308 CRE 10 11 Commercial construction 2 — Residential loans: Residential mortgages - nonguaranteed 198 183 Residential home equity products 180 145 Residential construction 12 16 Consumer loans: Other direct 5 6 Indirect 3 3 Total nonaccrual/NPLs 1 975 672 OREO 2 52 56 Other repossessed assets 8 7 Total NPAs $1,035 $735 1 Nonaccruing restructured loans are included in total nonaccrual / NPL s. 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 property is conveyed and the funds are received. The receivable related to proceeds due from the FHA or the VA totaled $48 million and $52 million at March 31, 2016 and December 31, 2015 , respectively.
Troubled Debt Restructurings on Financing Receivables [Table Text Block]	Three months ended March 31, 2016 1 (Dollars in millions) Number of Loans Modified Rate Modification Term Extension and/or Other Concessions Total Commercial loans: C&I 12 $— $2 $2 Commercial construction 1 — — — Residential loans: Residential mortgages - nonguaranteed 120 31 3 34 Residential home equity products 732 7 52 59 Consumer loans: Other direct 23 — 1 1 Indirect 486 — 11 11 Credit cards 169 1 — 1 Total TDRs 1,543 $39 $69 $108 1 Includes loans modified under the terms of a TDR that were charged-off during the period. Three months ended March 31, 2015 1 (Dollars in millions) Number of Loans Modified Principal 2 Rate Modification Term Extension and/or Other Concessions Total Commercial loans: C&I 22 $— $— $5 $5 Residential loans: Residential mortgages - nonguaranteed 216 4 30 7 41 Residential 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 may have had other 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.
TroubledDebtRestructuingDefault [Table Text Block]	he following table presents TDR s that have defaulted during the three months ended March 31, 2016 that were first modified within the previous 12 months. Three Months Ended March 31, 2016 (Dollars in millions) Number of Loans Amortized Cost Commercial loans: C&I 5 $1 Residential loans: Residential mortgages 19 5 Residential home equity products 38 1 Consumer loans: Indirect 29 — Credit cards 22 — Total TDRs 113 $7 The following table presents TDR s that have defaulted during the three months ended March 31, 2015 that were first modified within the previous 12 months. 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 Residential home equity products 30 1 Consumer loans: Other direct 1 — Indirect 39 — Credit cards 19 — Total TDRs 129 $8
Concentration Risk, Credit Risk, Loan Products	.
Composition of Loan Portfolio	(Dollars in millions) March 31, December 31, 2015 Commercial loans: C&I $68,963 $67,062 CRE 6,034 6,236 Commercial construction 2,498 1,954 Total commercial loans 77,495 75,252 Residential loans: Residential mortgages - guaranteed 623 629 Residential mortgages - nonguaranteed 1 25,148 24,744 Residential home equity products 12,845 13,171 Residential construction 383 384 Total residential loans 38,999 38,928 Consumer loans: Guaranteed student 5,265 4,922 Other direct 6,372 6,127 Indirect 10,522 10,127 Credit cards 1,093 1,086 Total consumer loans 23,252 22,262 LHFI $139,746 $136,442 LHFS 2 $1,911 $1,838 1 Includes $255 million and $257 million of LHFI measured at fair value at March 31, 2016 and December 31, 2015 , respectively. 2 Includes $1.6 billion and $1.5 billion of LHFS measured at fair value at March 31, 2016 and December 31, 2015 , respectively.

Allowance for Credit Losses (Ta

Allowance for Credit Losses (Tables)	3 Months Ended
	Mar. 31, 2016
Allowance for Credit Losses [Abstract]
Activity in the Allowance for Credit Losses	Three Months Ended March 31 (Dollars in millions) 2016 2015 Balance, beginning of period $1,815 $1,991 Provision for loan losses 103 55 (Benefit)/provision for unfunded commitments (2 ) — Loan charge-offs (112 ) (130 ) Loan recoveries 27 31 Balance, end of period $1,831 $1,947 Components: ALLL $1,770 $1,893 Unfunded commitments reserve 1 61 54 Allowance for credit losses $1,831 $1,947 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, 2016 (Dollars in millions) Commercial Residential Consumer Total Balance, beginning of period $1,047 $534 $171 $1,752 Provision/(benefit) for loan losses 98 (32 ) 37 103 Loan charge-offs (32 ) (41 ) (39 ) (112 ) Loan recoveries 10 6 11 27 Balance, end of period $1,123 $467 $180 $1,770 Three Months Ended March 31, 2015 (Dollars in millions) Commercial Residential Consumer Total Balance, 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, end of period $976 $743 $174 $1,893
Loans Held for Investment portfolio and Related Allowance for Loan and Lease Losses	March 31, 2016 Commercial Residential Consumer Total (Dollars in millions) Carrying Value ALLL Carrying Value ALLL Carrying Value ALLL Carrying Value ALLL Individually evaluated $521 $34 $2,555 $242 $131 $7 $3,207 $283 Collectively evaluated 76,974 1,089 36,189 225 23,121 173 136,284 1,487 Total evaluated 77,495 1,123 38,744 467 23,252 180 139,491 1,770 LHFI at fair value — — 255 — — — 255 — Total LHFI $77,495 $1,123 $38,999 $467 $23,252 $180 $139,746 $1,770 December 31, 2015 Commercial Residential Consumer Total (Dollars in millions) Carrying ALLL Carrying ALLL Carrying ALLL Carrying ALLL Individually evaluated $218 $28 $2,527 $252 $131 $7 $2,876 $287 Collectively evaluated 75,034 1,019 36,144 282 22,131 164 133,309 1,465 Total evaluated 75,252 1,047 38,671 534 22,262 171 136,185 1,752 LHFI at fair value — — 257 — — — 257 — Total LHFI $75,252 $1,047 $38,928 $534 $22,262 $171 $136,442 $1,752

Goodwill and Other Intangible33

Goodwill and Other Intangible Assets (Tables)	3 Months Ended
	Mar. 31, 2016
Goodwill and Intangible Assets Disclosure [Abstract]
Schedule of Finite-Lived Intangible Assets by Major Class [Table Text Block]	(Dollars in millions) MSRs - Other Total Balance, January 1, 2016 $1,307 $18 $1,325 Amortization 1 — (2 ) (2 ) Servicing rights originated 46 — 46 Servicing rights purchased 77 — 77 Changes in fair value: Due to changes in inputs and assumptions 2 (204 ) — (204 ) Other changes in fair value 3 (43 ) — (43 ) Servicing rights sold (1 ) — (1 ) Balance, March 31, 2016 $1,182 $16 $1,198 Balance, January 1, 2015 $1,206 $13 $1,219 Amortization 1 — (1 ) (1 ) Servicing rights originated 46 — 46 Servicing rights 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 ) Servicing rights sold (1 ) — (1 ) Balance, March 31, 2015 $1,181 $12 $1,193 1 Does not include expense associated with non-qualified community development investments. See Note 8 , "Certain Transfers of Financial Assets and Variable Interest Entities," for additional information. 2 Primarily reflects changes in option adjusted spreads 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, 2016 December 31, 2015 Fair value of MSRs $1,182 $1,307 Prepayment rate assumption (annual) 13 % 10 % Decline in fair value from 10% adverse change $54 $49 Decline in fair value from 20% adverse change 104 94 Option adjusted spread (annual) 8 % 8 % Decline in fair value from 10% adverse change $48 $64 Decline in fair value from 20% adverse change 92 123 Weighted-average life (in years) 5.6 6.6 Weighted-average coupon 4.1 % 4.1 %

Certain Transfers of Financia34

Certain Transfers of Financial Assets and Variable Interest Entities (Tables)	3 Months Ended
	Mar. 31, 2016
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, 2016 December 31, 2015 March 31, 2016 December 31, 2015 Three Months Ended March 31 (Dollars in millions) 2016 2015 LHFI portfolio: Commercial $77,495 $75,252 $591 $344 $22 $17 Residential 38,999 38,928 771 729 35 59 Consumer 23,252 22,262 609 580 28 23 Total LHFI portfolio 139,746 136,442 1,971 1,653 85 99 Managed securitized loans 3 : Residential 117,534 116,990 127 3 126 3 2 4 3 4 Consumer 729 807 — 1 1 — Total managed securitized loans 118,263 117,797 127 127 3 3 Managed unsecuritized loans 5 3,744 3,973 565 597 — — Total managed loans $261,753 $258,212 $2,663 $2,377 $88 $102 1 Excludes $1.9 billion and $1.8 billion of LHFS at March 31, 2016 and December 31, 2015 , respectively. 2 Excludes $1 million of past due LHFS at March 31, 2016 . There were no past due LHFS at December 31, 2015 . 3 Excludes loans that have completed the foreclosure or short sale process (i.e., involuntary prepayments). 4 Net charge-offs are associated with $480 million and $501 million of managed securitized residential loans at March 31, 2016 and December 31, 2015, respectively. Net charge-off data is not reported to the Company for the remaining balance of $117.1 billion and $116.5 billion of managed securitized residential loans at March 31, 2016 and December 31, 2015, respectively. 5 Comprised of unsecuritized residential loans the Company originated and sold to private investors with servicing rights retained. Net charge-offs on these loans are not presented in the table as the data is not reported to the Company by the private investors that own these related loans.

Net Income_(Loss) Per Common 35

Net Income/(Loss) Per Common Share (Tables)	3 Months Ended
	Mar. 31, 2016
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) 2016 2015 Net income $447 $429 Preferred dividends (17 ) (17 ) Dividends and undistributed earnings allocated to unvested shares — (1 ) Net income available to common shareholders $430 $411 Average basic common shares 505 521 Effect of dilutive securities: Stock options 2 2 Restricted stock, RSUs, and warrants 3 4 Average diluted common shares 510 527 Net income per average common share - diluted $0.84 $0.78 Net income per average common share - basic $0.85 $0.79

Employee Benefit Plans (Tables)

Employee Benefit Plans (Tables)	3 Months Ended
	Mar. 31, 2016
Employee Benefit Plans [Abstract]
Schedule of Employee Service Share-based Compensation, Allocation of Recognized Period Costs [Table Text Block]	Three Months Ended March 31 (Dollars in millions) 2016 2015 Restricted stock $2 $6 Performance stock units 7 8 RSUs 18 18 Total stock-based compensation $27 $32 Stock-based compensation tax benefit $10 $12
Schedule of Net Benefit Costs [Table Text Block]	Pension Benefits 1 Other Postretirement Benefits Three Months Ended March 31 Three Months Ended March 31 (Dollars in millions) 2016 2015 2016 2015 Service cost $1 $1 $— $— Interest cost 24 29 — — Expected return on plan assets (46 ) (51 ) (1 ) (1 ) Amortization of prior service credit — — (1 ) (1 ) Amortization of actuarial loss 6 5 — — Net periodic benefit ($15 ) ($16 ) ($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, 2016
Guarantees [Abstract]
Repurchase Requests [Abstract]	Three Months Ended March 31 (Dollars in millions) 2016 2015 Pending repurchase requests, beginning of period $17 $47 Repurchase requests received 11 20 Repurchase requests resolved: Repurchased (5 ) (5 ) Cured (9 ) (14 ) Total resolved (14 ) (19 ) Pending repurchase requests, end of period 1 $14 $48 Percent from non-agency investors: Ending pending repurchase requests 32.6 % 5.2 % Repurchase requests received — % — % 1 Comprised of $9 million and $45 million from the GSE s, and $5 million and $3 million from non-agency investors at March 31, 2016 and 2015 , respectively.
Mortgage Loan Repurchase Losses	Three Months Ended March 31 (Dollars in millions) 2016 2015 Balance, beginning of period $57 $85 Repurchase benefit (2 ) (2 ) Charge-offs, net of recoveries — (1 ) Balance, end of period $55 $82
Repurchased Mortgage Loan [Table Text Block]	(Dollars in millions) March 31, 2016 December 31, 2015 Outstanding repurchased mortgage loans: Performing LHFI $253 $255 Nonperforming LHFI 17 17 Total carrying value of outstanding repurchased mortgage loans $270 $272

Derivative Financial Instrume38

Derivative Financial Instruments (Tables)	3 Months Ended
	Mar. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Positions	March 31, 2016 Asset Derivatives Liability Derivatives (Dollars in millions) Notional Amounts Fair Value Notional Amounts Fair Value Derivative instruments designated in cash flow hedging relationships 1 Interest rate contracts hedging floating rate loans $18,250 $374 $— $— Derivative instruments designated in fair value hedging relationships 2 Interest rate contracts hedging fixed rate debt 700 9 2,600 2 Interest rate contracts hedging brokered CDs 29 — — — Total 729 9 2,600 2 Derivative instruments not designated as hedging instruments 3 Interest rate contracts hedging: MSRs 23,069 602 7,603 373 LHFS, IRLCs 4 2,540 8 4,290 25 LHFI 5 1 50 4 Trading activity 5 69,677 2,714 66,550 2,479 Foreign exchange rate contracts hedging trading activity 4,323 131 4,571 127 Credit contracts hedging: Loans 10 — 445 4 Trading activity 6 2,248 31 2,437 28 Equity contracts hedging trading activity 5 19,486 1,809 28,680 2,256 Other contracts: IRLCs and other 7 3,011 37 126 5 Commodities 593 110 587 108 Total 124,962 5,443 115,339 5,409 Total derivative instruments $143,941 $5,826 $117,939 $5,411 Total gross derivative instruments, before netting $5,826 $5,411 Less: Legally enforceable master netting agreements (3,484 ) (3,484 ) Less: Cash collateral received/paid (607 ) (1,273 ) Total derivative instruments, after netting $1,735 $654 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 $546 million of notional amounts related to interest rate futures. These futures contracts settle in cash daily, one day in arrears. The derivative asset or liability associated with the one day lag is included in the fair value column of this table. 5 Amounts include $13.3 billion of notional amounts related to interest rate futures and $91 million of notional amounts related to equity 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. Amounts also include notional amounts related to interest rate swaps hedging fixed rate debt. 6 Asset and liability amounts include $6 million and $10 million , respectively, of notional amounts from purchased and written credit risk participation agreements, 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, 2015 Asset Derivatives Liability Derivatives (Dollars in millions) Notional Amounts Fair Value Notional Amounts Fair Value Derivative instruments designated in cash flow hedging relationships 1 Interest rate contracts hedging floating rate loans $14,500 $130 $2,900 $11 Derivative instruments designated in fair value hedging relationships 2 Interest rate contracts hedging fixed rate debt 1,700 14 600 — Interest rate contracts hedging brokered CDs 30 — — — Total 1,730 14 600 — Derivative instruments not designated as hedging instruments 3 Interest rate contracts hedging: MSRs 7,782 198 16,882 98 LHFS, IRLCs 4 4,309 10 2,520 5 LHFI 15 — 40 1 Trading activity 5 67,426 1,983 68,125 1,796 Foreign exchange rate contracts hedging trading activity 3,648 127 3,227 122 Credit contracts hedging: Loans — — 175 2 Trading activity 6 2,232 57 2,385 54 Equity contracts hedging trading activity 5 19,138 1,812 27,154 2,222 Other contracts: IRLCs and other 7 2,024 21 299 6 Commodities 453 113 448 111 Total 107,027 4,321 121,255 4,417 Total derivative instruments $123,257 $4,465 $124,755 $4,428 Total gross derivative instruments, before netting $4,465 $4,428 Less: Legally enforceable master netting agreements (2,916 ) (2,916 ) Less: Cash collateral received/paid (397 ) (1,048 ) Total derivative instruments, after netting $1,152 $464 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 $518 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 $12.6 billion of notional amounts related to interest rate futures and $329 million of notional amounts related to equity 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. Amounts also include notional amounts related to interest rate swaps hedging fixed rate debt. 6 Asset and liability amounts include $6 million and $9 million , respectively, of notional amounts from purchased and written interest rate swap risk participation agreements, 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.	[1]
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]	Three Months Ended March 31, 2016 (Dollars in millions) Amount of Pre-tax Gain on Derivatives Amount of Pre-tax Gain Classification of Pre-tax Gain from AOCI into Income Derivative instruments in cash flow hedging relationships: Interest rate contracts hedging floating rate loans 1 $306 $38 Interest and fees on loans 1 During the three months ended March 31, 2016 , the Company also reclassified $29 million of pre-tax gains from AOCI into net interest income. These gains related to hedging relationships that have been 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, 2016 (Dollars in millions) Amount of Loss on Derivatives Amount of Gain on Related Hedged Items Amount of Gain Recognized in Income on Hedges Derivative instruments in fair value hedging relationships: Interest rate contracts hedging fixed rate debt 1 ($2 ) $3 $1 Interest rate contracts hedging brokered CDs 1 — — — Total ($2 ) $3 $1 1 Amounts are recognized in trading income in the Consolidated Statements of Income. (Dollars in millions) Classification of Gain/(Loss) Recognized in Income on Derivatives Amount of Gain/(Loss) Recognized in Income on Derivatives During the Three Months Ended March 31, 2016 Derivative instruments not designated as hedging instruments: Interest rate contracts hedging: MSRs Mortgage servicing related income $169 LHFS, IRLCs Mortgage production related income (62 ) LHFI Other noninterest income (2 ) Trading activity Trading income 15 Foreign exchange rate contracts hedging trading activity Trading income (18 ) Credit contracts hedging: Loans Other noninterest income (1 ) Trading activity Trading income 5 Equity contracts hedging trading activity Trading income 2 Other contracts: IRLCs Mortgage production related income 45 Commodities Trading income 1 Total $154 Three Months Ended March 31, 2015 (Dollars in millions) Amount of on Derivatives Amount of Classification of Pre-tax Gain Derivative instruments in cash flow hedging relationships: Interest rate contracts hedging floating rate loans 1 $125 $35 Interest and fees on loans 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 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 on Derivatives Amount of Loss on Related Hedged Items Amount of Gain/(Loss) 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 Gain/(Loss) Recognized Amount of Gain/(Loss) 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	[2]
Netting of financial instruments - derivatives [Table Text Block]	(Dollars in millions) Gross Amount Amount Offset Net Amount Presented in Consolidated Balance Sheets Held/Pledged Financial Instruments Net Amount March 31, 2016 Derivative instrument assets: Derivatives subject to master netting arrangement or similar arrangement $5,506 $3,943 $1,563 $103 $1,460 Derivatives not subject to master netting arrangement or similar arrangement 36 — 36 — 36 Exchange traded derivatives 284 148 136 — 136 Total derivative instrument assets $5,826 $4,091 $1,735 1 $103 $1,632 Derivative instrument liabilities: Derivatives subject to master netting arrangement or similar arrangement $5,169 $4,609 $560 $26 $534 Derivatives not subject to master netting arrangement or similar arrangement 93 — 93 — 93 Exchange traded derivatives 149 148 1 — 1 Total derivative instrument liabilities $5,411 $4,757 $654 2 $26 $628 December 31, 2015 Derivative instrument assets: Derivatives subject to master netting arrangement or similar arrangement $4,184 $3,156 $1,028 $66 $962 Derivatives not subject to master netting arrangement or similar arrangement 21 — 21 — 21 Exchange traded derivatives 260 157 103 — 103 Total derivative instrument assets $4,465 $3,313 $1,152 1 $66 $1,086 Derivative instrument liabilities: Derivatives subject to master netting arrangement or similar arrangement $4,162 $3,807 $355 $19 $336 Derivatives not subject to master netting arrangement or similar arrangement 105 — 105 — 105 Exchange traded derivatives 161 157 4 — 4 Total derivative instrument liabilities $4,428 $3,964 $464 2 $19 $445 1 At March 31, 2016 , $1.7 billion , net of $607 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2015 , $1.2 billion , net of $397 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. 2 At March 31, 2016 , $654 million , net of $1.3 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2015 , $464 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, 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 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 Measu39

Fair Value Election and Measurement (Tables)	3 Months Ended
	Mar. 31, 2016
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. March 31, 2016 Fair Value Measurements (Dollars in millions) Level 1 Level 2 Level 3 Netting Adjustments 1 Assets/Liabilities at Fair Value Assets Trading assets and derivative instruments: U.S. Treasury securities $707 $— $— $— $707 Federal agency securities — 304 — — 304 U.S. states and political subdivisions — 83 — — 83 MBS - agency — 686 — — 686 CLO securities — 3 — — 3 Corporate and other debt securities — 454 — — 454 CP — 400 — — 400 Equity securities 53 — — — 53 Derivative instruments 286 5,503 37 (4,091 ) 1,735 Trading loans — 2,625 — — 2,625 Total trading assets and derivative instruments 1,046 10,058 37 (4,091 ) 7,050 Securities AFS: U.S. Treasury securities 3,797 — — — 3,797 Federal agency securities — 389 — — 389 U.S. states and political subdivisions — 153 5 — 158 MBS - agency — 23,190 — — 23,190 MBS - non-agency residential — — 88 — 88 ABS — — 11 — 11 Corporate and other debt securities — 32 5 — 37 Other equity securities 2 47 — 471 — 518 Total securities AFS 3,844 23,764 580 — 28,188 Residential LHFS — 1,589 4 — 1,593 LHFI — — 255 — 255 MSRs — — 1,182 — 1,182 Liabilities Trading liabilities and derivative instruments: U.S. Treasury securities 568 — — — 568 MBS - agency — 3 — — 3 Corporate and other debt securities — 311 — — 311 Derivative instruments 149 5,257 5 (4,757 ) 654 Total trading liabilities and derivative instruments 717 5,571 5 (4,757 ) 1,536 Long-term debt — 975 — — 975 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 $47 million of mutual fund investments, $64 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, and $5 million of other. December 31, 2015 Fair Value Measurements (Dollars in millions) Level 1 Level 2 Level 3 Netting Adjustments 1 Assets/Liabilities at Fair Value Assets Trading assets and derivative instruments: U.S. Treasury securities $538 $— $— $— $538 Federal agency securities — 588 — — 588 U.S. states and political subdivisions — 30 — — 30 MBS - agency — 553 — — 553 CLO securities — 2 — — 2 Corporate and other debt securities — 379 89 — 468 CP — 67 — — 67 Equity securities 66 — — — 66 Derivative instruments 262 4,182 21 (3,313 ) 1,152 Trading loans — 2,655 — — 2,655 Total trading assets and derivative instruments 866 8,456 110 (3,313 ) 6,119 Securities AFS: U.S. Treasury securities 3,449 — — — 3,449 Federal agency securities — 411 — — 411 U.S. states and political subdivisions — 159 5 — 164 MBS - agency — 23,124 — — 23,124 MBS - non-agency residential — — 94 — 94 ABS — — 12 — 12 Corporate and other debt securities — 33 5 — 38 Other equity securities 2 93 — 440 — 533 Total securities AFS 3,542 23,727 556 — 27,825 Residential LHFS — 1,489 5 — 1,494 LHFI — — 257 — 257 MSRs — — 1,307 — 1,307 Liabilities Trading liabilities and derivative instruments: U.S. Treasury securities 503 — — — 503 MBS - agency — 37 — — 37 Corporate and other debt securities — 259 — — 259 Derivative instruments 161 4,261 6 (3,964 ) 464 Total trading liabilities and derivative instruments 664 4,557 6 (3,964 ) 1,263 Long-term debt — 973 — — 973 Other liabilities 3 — — 23 — 23 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 $93 million of mutual fund investments, $32 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, and $6 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) Fair Value at March 31, 2016 Aggregate UPB at March 31, 2016 Fair Value Over/(Under) Unpaid Principal Assets: Trading loans $2,625 $2,571 $54 LHFS: Accruing 1,593 1,531 62 LHFI: Accruing 250 251 (1 ) Nonaccrual 5 7 (2 ) Liabilities: Long-term debt 975 907 68 (Dollars in millions) Fair Value at December 31, 2015 Aggregate UPB at December 31, 2015 Fair Value Over/(Under) Unpaid Principal Assets: Trading loans $2,655 $2,605 $50 LHFS: Accruing 1,494 1,453 41 LHFI: Accruing 254 259 (5 ) Nonaccrual 3 5 (2 ) Liabilities: Long-term debt 973 907 66
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, 2016 for Items Measured at Fair Value Pursuant to Election of the FVO (Dollars in millions) Trading Income Mortgage Production Related 1 Mortgage Servicing Related Income Other Noninterest Income Total Changes in Fair Values Included in Earnings 2 Assets: Trading loans $6 $— $— $— $6 LHFS — 55 — — 55 LHFI — — — 3 3 MSRs — — (247 ) — (247 ) Liabilities: Long-term debt (2 ) — — — (2 ) 1 Income related to LHFS does not include income from IRLC s. For the three months ended March 31, 2016 , income related to MSRs includes income recognized upon the sale of loans reported at LOCOM . 2 Changes in fair value for the three months ended March 31, 2016 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 measured 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, 2015 for Items Measured at Fair Value Pursuant to Election of the FVO (Dollars in millions) Trading Income Mortgage Production Related Income 1 Mortgage Servicing Related Income Total Changes in Fair Values Included in 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 IRLC s. For the three months ended March 31, 2015 , income related to MSRs includes 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 measured 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 (weighted average) Assets Trading assets and derivative instruments: Derivative instruments, net 2 $32 Internal model Pull through rate 41-100% (75%) MSR value 23-191 bps (96 bps) Securities AFS: U.S. states and political subdivisions 5 Cost N/A MBS - non-agency residential 88 Third party pricing N/A ABS 11 Third party pricing N/A Corporate and other debt securities 5 Cost N/A Other equity securities 471 Cost N/A Residential LHFS 4 Monte Carlo/Discounted cash flow Option adjusted spread 104-197 bps (128 bps) Conditional prepayment rate 2-21 CPR (11 CPR) Conditional default rate 0-2 CDR (0.6 CDR) LHFI 248 Monte Carlo/Discounted cash flow Option adjusted spread 62-784 bps (198 bps) Conditional prepayment rate 3-38 CPR (15 CPR) Conditional default rate 0-5 CDR (1.8 CDR) 7 Collateral based pricing Appraised value NM 3 MSRs 1,182 Monte Carlo/Discounted cash flow Conditional prepayment rate 2-20 CPR (13 CPR) Option adjusted spread (5)-86% (8%) 1 For certain assets and liabilities where the Company utilizes third party pricing, the unobservable inputs and their ranges are not reasonably available, 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 Not meaningful. Level 3 Significant Unobservable Input Assumptions (Dollars in millions) Fair value December 31, 2015 Valuation Technique Unobservable Input 1 Range (weighted average) Assets Trading assets and derivative instruments: Corporate and other debt securities $89 Market comparables Yield adjustment 126-447 bps (287 bps) Derivative instruments, net 2 15 Internal model Pull through rate 24-100% (79%) MSR value 29-210 bps (103 bps) Securities AFS: U.S. states and political subdivisions 5 Cost N/A MBS - non-agency residential 94 Third party pricing N/A ABS 12 Third party pricing N/A Corporate and other debt securities 5 Cost N/A Other equity securities 440 Cost N/A Residential LHFS 5 Monte Carlo/Discounted cash flow Option adjusted spread 104-197 bps (125 bps) Conditional prepayment rate 2-17 CPR (8 CPR) Conditional default rate 0-2 CDR (0.5 CDR) LHFI 251 Monte Carlo/Discounted cash flow Option adjusted spread 62-784 bps (193 bps) Conditional prepayment rate 5-36 CPR (14 CPR) Conditional default rate 0-5 CDR (1.7 CDR) 6 Collateral based pricing Appraised value NM 4 MSRs 1,307 Monte Carlo/Discounted cash flow Conditional prepayment rate 2-21 CPR (10 CPR) Option adjusted spread (5)-110% (8%) Liabilities Other liabilities 3 23 Internal model Loan production volume 150% (150%) 1 For certain assets and liabilities where the Company utilizes third party pricing, the unobservable inputs and their ranges are not reasonably available, 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.
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, 2016 and 2015 . Fair Value Measurements Using Significant Unobservable Inputs (Dollars in millions) Beginning Included OCI Purchases Sales Settlements Transfers to/from Other Balance Sheet Line Items Transfers Transfers Fair Value March 31, 2016 Included in Earnings (held at March 31, 2016 1 ) Assets Trading assets: Corporate and other debt securities $89 ($1 ) 2 $— $— ($88 ) $— $— $— $— $— $— Derivative instruments, net 15 45 3 — — — 1 (29 ) — — 32 36 3 Total trading assets 104 44 — — (88 ) 1 (29 ) — — 32 36 Securities AFS: U.S. states and political subdivisions 5 — — — — — — — — 5 — MBS - non-agency residential 94 — (1 ) 4 — — (5 ) — — — 88 — ABS 12 — — — — (1 ) — — — 11 — Corporate and other debt securities 5 — — — — — — — — 5 — Other equity securities 440 — — 106 — (75 ) — — — 471 — Total securities AFS 556 — (1 ) 4 106 — (81 ) — — — 580 — Residential LHFS 5 — — — (7 ) — (1 ) 9 (2 ) 4 — LHFI 257 3 5 — — — (10 ) 1 4 — 255 3 5 Liabilities Other liabilities 23 — — — — (23 ) — — — — — 1 Change in unrealized gains/(losses) included in earnings during the period related to financial assets/liabilities still held at March 31, 2016 . 2 Amounts included in earnings are recognized in trading income. 3 Includes issuances, fair value changes, and expirations and are recognized in mortgage production related income. 4 Amount recognized in OCI is included in change in net unrealized gains on securities AFS , net of tax. 5 Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in other noninterest income. Fair Value Measurements Using Significant Unobservable Inputs (Dollars in millions) Beginning Included OCI Purchases Sales Settlements Transfers to/from Other Balance Sheet Line Items Transfers Transfers Fair Value March 31, 2015 Included in Earnings (held at Mach 31, 2015 1 ) Assets Trading assets: Derivative instruments, net $20 $77 2 $— $— $— $— ($60 ) $— $— $37 $41 2 Securities AFS: U.S. states and political subdivisions 12 — — — — (6 ) — — — 6 — MBS - non-agency residential 123 — 1 3 — — (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 for 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 Amounts recognized in OCI are 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.
Change in Carrying Value of Assets Measured at Fair Value on a Non-Recurring Basis	Fair Value Measurements Losses for the Three Months Ended March 31, 2016 (Dollars in millions) March 31, 2016 Level 1 Level 2 Level 3 LHFS $198 $— $— $198 ($4 ) LHFI 39 — — 39 — OREO 11 — 2 9 (1 ) Other assets 8 — — 8 — Fair Value Measurements Losses for the December 31, 2015 (Dollars in millions) December 31, 2015 Level 1 Level 2 Level 3 LHFS $202 $— $— $202 ($6 ) LHFI 48 — — 48 — OREO 19 — — 19 (4 ) Other assets 36 — 29 7 (6 )
Carrying Amounts and Fair Values of the Company's Financial Instruments	March 31, 2016 Fair Value Measurements (Dollars in millions) Measured Amount Fair Value Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $4,327 $4,327 $4,327 $— $— (a) Trading assets and derivative instruments 7,050 7,050 1,046 5,967 37 (b) Securities AFS 28,188 28,188 3,844 23,764 580 (b) LHFS 1,911 1,915 — 1,866 49 (c) LHFI, net 137,976 135,954 — 366 135,588 (d) Financial liabilities: Deposits 152,161 152,144 — 152,144 — (e) Short-term borrowings 4,944 4,944 — 4,944 — (f) Long-term debt 8,514 8,435 — 7,744 691 (f) Trading liabilities and derivative instruments 1,536 1,536 717 814 5 (b) December 31, 2015 Fair Value Measurements (Dollars in millions) Measured Amount Fair Value Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $5,599 $5,599 $5,599 $— $— (a) Trading assets and derivative instruments 6,119 6,119 866 5,143 110 (b) Securities AFS 27,825 27,825 3,542 23,727 556 (b) LHFS 1,838 1,842 — 1,803 39 (c) LHFI, net 134,690 131,178 — 397 130,781 (d) Financial liabilities: Deposits 149,830 149,889 — 149,889 — (e) Short-term borrowings 4,627 4,627 — 4,627 — (f) Long-term debt 8,462 8,374 — 7,772 602 (f) Trading liabilities and derivative instruments 1,263 1,263 664 593 6 (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 102% and 101% on the loan portfolio’s net carrying value at March 31, 2016 and December 31, 2015 , respectively. 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 DDA s, 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 CD s 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 no similar instruments that can be used to value the instrument without using significant unobservable assumptions. In these situations, 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, 2016
Segment Reporting [Abstract]
Business Segment Reporting	Three Months Ended March 31, 2016 (Dollars in millions) Consumer Wholesale Banking Mortgage Banking Corporate Other Reconciling Consolidated Balance Sheets: Average loans $41,597 $70,757 $25,946 $72 $— $138,372 Average consumer and commercial deposits 93,314 53,567 2,311 85 (48 ) 149,229 Average total assets 47,268 84,375 29,203 30,564 1,604 193,014 Average total liabilities 93,933 59,439 2,686 13,178 (19 ) 169,217 Average total equity — — — — 23,797 23,797 Statements of Income: Net interest income $700 $457 $112 $30 ($17 ) $1,282 FTE adjustment — 35 — 1 — 36 Net interest income - FTE 1 700 492 112 31 (17 ) 1,318 Provision/(benefit) for credit losses 2 29 82 (10 ) — — 101 Net interest income after provision/(benefit) for credit losses - FTE 671 410 122 31 (17 ) 1,217 Total noninterest income 355 285 124 22 (5 ) 781 Total noninterest expense 748 407 175 (6 ) (6 ) 1,318 Income before provision for income taxes - FTE 278 288 71 59 (16 ) 680 Provision for income taxes - FTE 3 104 91 26 18 (8 ) 231 Net income including income attributable to noncontrolling interest 174 197 45 41 (8 ) 449 Net income attributable to noncontrolling interest — — — 2 — 2 Net income $174 $197 $45 $39 ($8 ) $447 Three Months Ended March 31, 2015 (Dollars in millions) Consumer Wholesale Banking Mortgage Banking Corporate Other Reconciling Consolidated Balance Sheets: Average loans $41,127 $67,733 $24,439 $43 ($4 ) $133,338 Average consumer and commercial deposits 90,507 47,565 2,359 90 (45 ) 140,476 Average total assets 47,129 81,160 27,936 29,013 4,027 189,265 Average total liabilities 91,158 53,685 2,615 18,713 (78 ) 166,093 Average total equity — — — — 23,172 23,172 Statements of Income: Net interest income $666 $430 $121 $29 ($106 ) $1,140 FTE adjustment — 34 — 1 — 35 Net interest income - FTE 1 666 464 121 30 (106 ) 1,175 Provision/(benefit) for credit losses 2 70 (4 ) (10 ) — (1 ) 55 Net interest income after provision/(benefit) for credit losses - FTE 596 468 131 30 (105 ) 1,120 Total noninterest income 363 285 132 42 (5 ) 817 Total noninterest expense 730 397 178 (19 ) (6 ) 1,280 Income before provision for income taxes - FTE 229 356 85 91 (104 ) 657 Provision for income taxes - FTE 3 85 120 30 31 (40 ) 226 Net income including income attributable to noncontrolling interest 144 236 55 60 (64 ) 431 Net income attributable to noncontrolling interest — — — 2 — 2 Net income $144 $236 $55 $58 ($64 ) $429 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 Comprehensi41

Accumulated Other Comprehensive Income (Tables)	3 Months Ended
	Mar. 31, 2016
Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]	(Dollars in millions) Securities AFS Derivative Instruments Long-Term Debt Employee Benefit Plans Total Three Months Ended March 31, 2016 Balance, beginning of period $135 $87 $— ($682 ) ($460 ) Cumulative credit risk adjustment 1 — — (5 ) — (5 ) Net unrealized gains/(losses) arising during the period 279 192 (2 ) 1 — 469 Amounts reclassified from AOCI — (42 ) — 59 17 Other comprehensive income/(loss), net of tax 279 150 (2 ) 59 486 Balance, end of period $414 $237 ($7 ) ($623 ) $21 Three Months Ended March 31, 2015 Balance, beginning of period $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, end of period $384 $141 $— ($590 ) ($65 ) 1 See Note 1, "Significant Accounting Policies," for additional information regarding the Company's partial adoption of ASU 2016-01 beginning January 1, 2016.
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 2016 2015 Derivative Instruments: Realized gains on cash flow hedges ($67 ) ($54 ) Interest and fees on loans Tax effect 25 20 Provision for income taxes (42 ) (34 ) Employee Benefit Plans: Amortization of prior service credit (1 ) (1 ) Employee benefits Amortization of actuarial loss 6 5 Employee benefits Adjustment to funded status of employee benefit obligation 89 (120 ) Other assets/other liabilities 94 (116 ) Tax effect (35 ) 43 Provision for income taxes 59 (73 ) Total reclassifications from AOCI $17 ($107 )

Federal Funds Sold and Securi42

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Securities Purchased under Agreements to Resell [Abstract]
Federal Funds Sold	$ 13	$ 38
Securities Borrowed	333	277
Securities Purchased under Agreements to Resell	883	962
Federal Funds Sold and Securities Purchased under Agreements to Resell	$ 1,229	$ 1,277

Federal Funds Sold and Securi43

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell - Additional Information (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Securities Purchased under Agreements to Resell [Abstract]
Fair Value of Securities Received as Collateral that Can be Resold or Repledged		$ 1,200
Fair Value of Securities Received as Collateral that Have Been Resold or Repledged	$ 241	73
Federal Funds Sold	$ 13	$ 38

Federal Funds Sold and Securi44

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell Securities Sold Under Agreements to Repurchase (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	$ 1,774	$ 1,654
US Treasury Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	202	112
US Government Agencies Debt Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	126	319
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	968	860
Commercial Paper [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	205	49
Corporate Debt Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	273	314
Maturity Overnight [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	1,679	1,559
Maturity Overnight [Member] | US Treasury Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	202	112
Maturity Overnight [Member] | US Government Agencies Debt Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	126	319
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	968	837
Maturity Overnight [Member] | Commercial Paper [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	205	49
Maturity Overnight [Member] | Corporate Debt Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	178	242
Maturity up to 30 days [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	95	95
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	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	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	0	23
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	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	$ 95	$ 72

Federal Funds Sold and Securi45

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell Netting of financial instruments - repurchase agreements (Details) - USD ($) $ in Millions		Mar. 31, 2016	Dec. 31, 2015
Assets Sold under Agreements to Repurchase [Line Items]
Carrying Value of Securities Purchased under Agreements to Resell and Deposits Paid for Securities Borrowed		$ 1,216	$ 1,239
Federal Funds Sold and Securities Borrowed or Purchased under Agreements to Resell, Fair Value Disclosure	[1]	1,216	1,239
Fair Value of Securities Received as Collateral that Can be Resold or Repledged		1,206	1,229
Securities Purchased under Agreements to Resell, Not Subject to Master Netting Arrangement		10	10
Securities Borrowed or Purchased Under Agreements to Resell, Amount Not Offset Against Collateral		0	0
Securities Sold under Agreements to Repurchase, Gross		1,774	1,654
Securities Sold under Agreements to Repurchase		1,774	1,654
Securities Sold under Agreements to Repurchase, Collateral, Right to Reclaim Securities		1,774	1,654
Securities Sold under Agreements to Repurchase, Not Subject to Master Netting Arrangement		0	0
Securities Sold Under Agreements to Repurchase, Amount Not Offset Against Collateral		$ 0	$ 0
[1]	Excludes $13 million and $38 million of Fed funds sold, which are not subject to a master netting agreement at March 31, 2016 and December 31, 2015, respectively

Trading Assets and Liabilitie46

Trading Assets and Liabilities and Derivatives(Detail) - USD ($) $ in Millions		Mar. 31, 2016	Dec. 31, 2015
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	[1]	$ 7,050	$ 6,119
Trading liabilities		1,536	1,263
US Treasury Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		707	538
Trading liabilities		568	503
US Government Agencies Debt Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		304	588
US States and Political Subdivisions Debt Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		83	30
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		686	553
Trading liabilities		3	37
Collateralized Loan Obligations [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		3	2
Corporate Debt Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		454	468
Trading liabilities		311	259
Commercial Paper [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		400	67
Equity Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		53	66
Derivative Financial Instruments, Assets
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	[2]	1,735	1,152
Loans [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	[3]	2,625	2,655
Derivative Financial Instruments, Liabilities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading liabilities	[2]	$ 654	$ 464
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,484 million and $1,377 million at March 31, 2016 and December 31, 2015, respectively
[2]	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]	Includes loans related to TRS.

Trading Assets and Liabilitie47

Trading Assets and Liabilities and Derivatives - Additional Information (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Schedule of Trading Securities and Other Trading Assets [Line Items]
Securities Sold under Agreements to Repurchase, Amount Offset Against Collateral	$ 1,002	$ 950
Repurchase Agreements [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading Securities Pledged as Collateral	1,043	986
Derivative [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading Securities Pledged as Collateral	446	393
Equity Trading [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading Securities Pledged as Collateral	$ 40	$ 40

Securities Available for Sale48

Securities Available for Sale (Detail) - USD ($) $ in Millions		3 Months Ended	12 Months Ended
		Mar. 31, 2016	Dec. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		$ 27,487	$ 27,568
Unrealized Gains		718	424
Unrealized Losses		17	167
Available-for-sale Securities		28,188	27,825
US Treasury Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		3,694	3,460
Unrealized Gains		103	3
Unrealized Losses		0	14
Available-for-sale Securities		3,797	3,449
US Government Agencies Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		377	402
Unrealized Gains		12	10
Unrealized Losses		0	1
Available-for-sale Securities		389	411
US States and Political Subdivisions Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		149	156
Unrealized Gains		9	8
Unrealized Losses		0	0
Available-for-sale Securities		158	164
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		22,615	22,877
Unrealized Gains		589	397
Unrealized Losses		14	150
Available-for-sale Securities		23,190	23,124
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		88	92
Unrealized Gains		1	2
Unrealized Losses		1	0
Available-for-sale Securities		88	94
Asset-backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		10	11
Unrealized Gains		2	2
Unrealized Losses		1	1
Available-for-sale Securities		11	12
Other Debt Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		36	37
Unrealized Gains		1	1
Unrealized Losses		0	0
Available-for-sale Securities		37	38
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	[1]	518	533
Unrealized Gains	[1]	1	1
Unrealized Losses	[1]	1	1
Available-for-sale Securities	[1]	$ 518	$ 533
[1]	At March 31, 2016, the fair value of other equity securities was comprised of the following: $64 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $47 million of mutual fund investments, and $5 million of other.At December 31, 2015, the fair value of other equity securities was comprised of the following: $32 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $93 million of mutual fund investments, and $6 million of other.

Securities Available for Sale49

Securities Available for Sale (Addition Information) (Detail) - USD ($) $ in Millions		Mar. 31, 2016		Dec. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities		$ 28,188		$ 27,825
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities	[1]	518		533
Federal Home Loan Bank (FHLB) of Atlanta stock (par value)		64		32
Federal Reserve Bank Stock		402		402
Mutual fund investments (par value)		47		93
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities		580		556
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Investments, Fair Value Disclosure		5		6
Equity Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities		$ 471	[2]	$ 440	[3]
[1]	At March 31, 2016, the fair value of other equity securities was comprised of the following: $64 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $47 million of mutual fund investments, and $5 million of other.At December 31, 2015, the fair value of other equity securities was comprised of the following: $32 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $93 million of mutual fund investments, and $6 million of other.
[2]	Includes $47 million of mutual fund investments, $64 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, and $5 million of other.
[3]	Includes $93 million of mutual fund investments, $32 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, and $6 million of other.

Interest and dividends on SAFS

Interest and dividends on SAFS (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Interest Income, Securities, Taxable	$ 159	$ 128
Interest Income, Securities, Tax Exempt	1	2
Dividend Income, Operating	3	10
Interest and Dividend Income, Securities, Available-for-sale	$ 163	$ 140

Securities Available for Sale -

Securities Available for Sale - Additional Information (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities Pledged as Collateral	$ 1,800	$ 3,200
Available-for-sale Securities	$ 28,188	$ 27,825

Amortized Cost and Fair Value o

Amortized Cost and Fair Value of Investments in Debt Securities by Estimated Average Life (Detail) $ in Millions	Mar. 31, 2016USD ($)
Distribution of Maturities: Amortized Cost, 1 Year or Less	$ 2,425
Distribution of Maturities: Amortized Cost, 1-5 Years	10,211
Distribution of Maturities: Amortized Cost, 5-10 Years	10,551
Distribution of Maturities: Amortized Cost, After 10 Years	3,782
Distribution of Maturities: Amortized Cost, Total	26,969
Distribution of Maturities: Fair Value, 1 Year or Less	2,545
Distribution of Maturities: Fair Value, 1-5 Years	10,474
Distribution of Maturities: Fair Value, 5-10 Years	10,804
Distribution of Maturities: Fair Value, After 10 Years	3,847
Distribution of Maturities: Fair Value, Total	$ 27,670
Available For Sale Securities Debt Maturities, Yield, One Year Or Less	2.50%	[1]
Available For Sale Securities Debt Maturities, Yield, After One Through Five Years	2.35%	[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	2.91%	[1]
Available For Sale Securities Debt Maturities, Yield	2.57%	[1]
US Treasury Securities [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less	$ 0
Distribution of Maturities: Amortized Cost, 1-5 Years	1,371
Distribution of Maturities: Amortized Cost, 5-10 Years	2,323
Distribution of Maturities: Amortized Cost, After 10 Years	0
Distribution of Maturities: Amortized Cost, Total	3,694
Distribution of Maturities: Fair Value, 1 Year or Less	0
Distribution of Maturities: Fair Value, 1-5 Years	1,395
Distribution of Maturities: Fair Value, 5-10 Years	2,402
Distribution of Maturities: Fair Value, After 10 Years	0
Distribution of Maturities: Fair Value, Total	3,797
US Government Agencies Debt Securities [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less	142
Distribution of Maturities: Amortized Cost, 1-5 Years	106
Distribution of Maturities: Amortized Cost, 5-10 Years	13
Distribution of Maturities: Amortized Cost, After 10 Years	116
Distribution of Maturities: Amortized Cost, Total	377
Distribution of Maturities: Fair Value, 1 Year or Less	144
Distribution of Maturities: Fair Value, 1-5 Years	113
Distribution of Maturities: Fair Value, 5-10 Years	13
Distribution of Maturities: Fair Value, After 10 Years	119
Distribution of Maturities: Fair Value, Total	389
US States and Political Subdivisions Debt Securities [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less	29
Distribution of Maturities: Amortized Cost, 1-5 Years	6
Distribution of Maturities: Amortized Cost, 5-10 Years	100
Distribution of Maturities: Amortized Cost, After 10 Years	14
Distribution of Maturities: Amortized Cost, Total	149
Distribution of Maturities: Fair Value, 1 Year or Less	30
Distribution of Maturities: Fair Value, 1-5 Years	6
Distribution of Maturities: Fair Value, 5-10 Years	108
Distribution of Maturities: Fair Value, After 10 Years	14
Distribution of Maturities: Fair Value, Total	158
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less	2,252
Distribution of Maturities: Amortized Cost, 1-5 Years	8,598
Distribution of Maturities: Amortized Cost, 5-10 Years	8,113
Distribution of Maturities: Amortized Cost, After 10 Years	3,652
Distribution of Maturities: Amortized Cost, Total	22,615
Distribution of Maturities: Fair Value, 1 Year or Less	2,368
Distribution of Maturities: Fair Value, 1-5 Years	8,828
Distribution of Maturities: Fair Value, 5-10 Years	8,280
Distribution of Maturities: Fair Value, After 10 Years	3,714
Distribution of Maturities: Fair Value, Total	23,190
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	88
Distribution of Maturities: Amortized Cost, 5-10 Years	0
Distribution of Maturities: Amortized Cost, After 10 Years	0
Distribution of Maturities: Amortized Cost, Total	88
Distribution of Maturities: Fair Value, 1 Year or Less	0
Distribution of Maturities: Fair Value, 1-5 Years	88
Distribution of Maturities: Fair Value, 5-10 Years	0
Distribution of Maturities: Fair Value, After 10 Years	0
Distribution of Maturities: Fair Value, Total	88
Asset-backed Securities [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less	2
Distribution of Maturities: Amortized Cost, 1-5 Years	6
Distribution of Maturities: Amortized Cost, 5-10 Years	2
Distribution of Maturities: Amortized Cost, After 10 Years	0
Distribution of Maturities: Amortized Cost, Total	10
Distribution of Maturities: Fair Value, 1 Year or Less	3
Distribution of Maturities: Fair Value, 1-5 Years	7
Distribution of Maturities: Fair Value, 5-10 Years	1
Distribution of Maturities: Fair Value, After 10 Years	0
Distribution of Maturities: Fair Value, Total	11
Other Debt Obligations [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less	0
Distribution of Maturities: Amortized Cost, 1-5 Years	36
Distribution of Maturities: Amortized Cost, 5-10 Years	0
Distribution of Maturities: Amortized Cost, After 10 Years	0
Distribution of Maturities: Amortized Cost, Total	36
Distribution of Maturities: Fair Value, 1 Year or Less	0
Distribution of Maturities: Fair Value, 1-5 Years	37
Distribution of Maturities: Fair Value, 5-10 Years	0
Distribution of Maturities: Fair Value, After 10 Years	0
Distribution of Maturities: Fair Value, Total	$ 37
[1]	Weighted average yields are based on amortized cost and are presented on an FTE basis.

Securities with Unrealized Loss

Securities with Unrealized Losses (Detail) - USD ($) $ in Millions		3 Months Ended	12 Months Ended
		Mar. 31, 2016	Dec. 31, 2015
Investments, Unrealized Loss Position [Line Items]
Less than twelve months, Fair Value	[1]	$ 924	$ 13,682
Less than twelve months, Unrealized Losses	[2]	5	129
Twelve months or longer, Fair Value	[1]	1,653	999
Twelve months or longer, Unrealized Losses	[2]	12	38
Total, Fair Value	[1]	2,577	14,681
Total, Unrealized Losses	[2]	17	167
Temporarily Impaired Securities
Investments, Unrealized Loss Position [Line Items]
Less than twelve months, Fair Value		872	13,681
Less than twelve months, Unrealized Losses	[2]	4	129
Twelve months or longer, Fair Value		1,653	999
Twelve months or longer, Unrealized Losses	[2]	12	38
Total, Fair Value		2,525	14,680
Total, Unrealized Losses	[2]	16	167
Temporarily Impaired Securities | US Treasury Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Less than twelve months, Fair Value			2,169
Less than twelve months, Unrealized Losses	[2]		14
Twelve months or longer, Fair Value			0
Twelve months or longer, Unrealized Losses	[2]		0
Total, Fair Value			2,169
Total, Unrealized Losses	[2]		14
Temporarily Impaired Securities | US Government Agencies Debt Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Less than twelve months, Fair Value		10	75
Less than twelve months, Unrealized Losses	[2]	0	0
Twelve months or longer, Fair Value		34	34
Twelve months or longer, Unrealized Losses	[2]	0	1
Total, Fair Value		44	109
Total, Unrealized Losses	[2]	0	1
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		859	11,434
Less than twelve months, Unrealized Losses	[2]	3	114
Twelve months or longer, Fair Value		1,613	958
Twelve months or longer, Unrealized Losses	[2]	11	36
Total, Fair Value		2,472	12,392
Total, Unrealized Losses	[2]	14	150
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	[2]	0	0
Twelve months or longer, Fair Value		6	7
Twelve months or longer, Unrealized Losses	[2]	1	1
Total, Fair Value		6	7
Total, Unrealized Losses	[2]	1	1
Temporarily Impaired Securities | Equity Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Less than twelve months, Fair Value		3	3
Less than twelve months, Unrealized Losses	[2]	1	1
Twelve months or longer, Fair Value		0	0
Twelve months or longer, Unrealized Losses	[2]	0	0
Total, Fair Value		3	3
Total, Unrealized Losses	[2]	1	1
Other Than Temporarily Impaired Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Less than twelve months, Fair Value	[1]	52	1
Less than twelve months, Unrealized Losses	[1]	1	0
Twelve months or longer, Fair Value	[1]	0	0
Twelve months or longer, Unrealized Losses	[2]	0	0
Total, Fair Value	[1]	52	1
Total, Unrealized Losses	[1]	1	0
Other Than Temporarily Impaired Securities [Member] | Asset-backed Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Less than twelve months, Fair Value	[1]	1	1
Less than twelve months, Unrealized Losses	[1]	0	0
Twelve months or longer, Fair Value	[1]	0	0
Twelve months or longer, Unrealized Losses	[2]	0	0
Total, Fair Value	[1]	1	1
Total, Unrealized Losses	[1]	0	$ 0
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	[1]	51
Less than twelve months, Unrealized Losses	[1]	1
Twelve months or longer, Fair Value	[1]	0
Twelve months or longer, Unrealized Losses	[2]	0
Total, Fair Value	[1]	51
Total, Unrealized Losses	[1]	$ 1
[1]	OTTI securities AFS are impaired securities for which OTTI credit losses have been previously recognized in earnings.
[2]	Unrealized losses less than $0.5 million are presented as zero within the table.

Gross Realized Gains and Losses

Gross Realized Gains and Losses on Sales and OTTI on Securities Available for Sale (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Available-for-sale Securities	$ 28,188		$ 27,825
Gain (Loss) on Sale of Securities, Net	0	$ 0
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, No Previous Impairment	$ 0	$ 0

OTTI Losses on Available for Sa

OTTI Losses on Available for Sale Securities (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Credit Losses on Debt Securities Held	$ 24	$ 25

Rollforward of Credit Losses Re

Rollforward of Credit Losses Recognized in Earnings Related to Securities (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, No Previous Impairment	$ 0	$ 0
Available-for-sale Securities	28,188		$ 27,825
Beginning balance	25
Ending balance	$ 24

Loans - Additional Information

Loans - Additional Information (Details) - USD ($)		3 Months Ended
		Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Transfer of Portfolio Loans and Leases to Held-for-sale		$ 55,000,000	$ 512,000,000
Transfer of Loans Held-for-sale to Portfolio Loans		5,000,000	11,000,000
Loans held for investment sold		$ 18,000,000	405,000,000
Gain (Loss) on Sales of Loans, Net			$ 6,000,000
Document Period End Date		Mar. 31, 2016
Long-term Debt	[1]	$ 8,514,000,000		$ 8,462,000,000
Other Short-term Borrowings		1,673,000,000		1,024,000,000
Letters of Credit Outstanding, Amount		7,200,000,000		6,700,000,000
Other Real Estate	[2]	52,000,000		56,000,000
Loans and Leases Receivable, Impaired, Commitment to Lend		1,000,000		4,000,000
Loans held for investment	[3]	$ 139,746,000,000		136,442,000,000
Government Guarantee Percent		2.00%
Accrual Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Modifications, Recorded Investment		$ 2,500,000,000		$ 2,600,000,000
Percentage Of Accruing Troubled Debt Restructurings, Current		97.00%		97.00%
Mortgage Loans in Process of Foreclosure, Amount	[4]	$ 155,000,000		$ 152,000,000
Nonaccrual loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Mortgage Loans in Process of Foreclosure, Amount	[4]	123,000,000		112,000,000
Proceeds due from FHA or VA [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Mortgage Loans in Process of Foreclosure, Amount	[4]	144,000,000		141,000,000
Other Real Estate	[4]	$ 48,000,000		$ 52,000,000
Federal National Mortgage Association (FNMA) Insured Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percentage of Loan Portfolio Current		32.00%		31.00%
Loans held for investment		$ 623,000,000		$ 629,000,000
Government Guarantee Percent				0.00%
Federal Family Education Loan Program (FFELP) Guaranteed Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percentage of Loan Portfolio Current		79.00%		78.00%
Loans held for investment		$ 5,265,000,000		$ 4,922,000,000
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Other Real Estate	[2]	9,000,000		11,000,000
Loans held for investment		77,495,000,000		75,252,000,000
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Other Real Estate	[2]	39,000,000		39,000,000
Loans held for investment		38,999,000,000		38,928,000,000
Mortgage Loans on Real Estate		0.28		0.29
Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[5]	12,845,000,000		13,171,000,000
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		2,000,000,000		1,600,000,000
Home Equity Line of Credit [Member] | Credit Concentration Risk [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit		10,600,000,000		10,500,000,000
Mortgage Loans on Real Estate [Member] | Credit Concentration Risk [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit		3,600,000,000		3,200,000,000
Federal Home Loan Bank Advances [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Long-term Debt		408,000,000		400,000,000
Other Short-term Borrowings		750,000,000
Federal Reserve Bank Advances [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Pledged as Collateral		23,900,000,000		23,600,000,000
Line of Credit Facility, Remaining Borrowing Capacity		16,800,000,000		17,200,000,000
Federal Home Loan Bank Advances [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Pledged as Collateral		34,200,000,000		33,700,000,000
Line of Credit Facility, Remaining Borrowing Capacity		$ 28,900,000,000		$ 28,500,000,000
[1]	Includes debt of consolidated VIEs of $250 million and $259 million at March 31, 2016 and December 31, 2015, respectively.
[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 property is conveyed and the funds are received. The receivable related to proceeds due from the FHA or the VA totaled $48 million and $52 million at March 31, 2016 and December 31, 2015, respectively.
[3]	Includes loans of consolidated VIEs of $237 million and $246 million at March 31, 2016 and December 31, 2015, respectively.
[4]	Nonaccruing restructured loans are included in total nonaccrual/NPLs.
[5]	Excludes $623 million and $629 million of guaranteed residential loans at March 31, 2016 and December 31, 2015, respectively.

Composition of the Company's Lo

Composition of the Company's Loan Portfolio (Detail) - USD ($) $ in Millions		Mar. 31, 2016	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[1]	$ 139,746	$ 136,442
Loans Held for Sale	[2]	1,911	1,838
Commercial and Industrial Sector [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		68,963	67,062
Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		6,034	6,236
Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		2,498	1,954
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		77,495	75,252
Federal National Mortgage Association (FNMA) Insured Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		623	629
Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[3],[4]	25,148	24,744
Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[3]	12,845	13,171
Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[3]	383	384
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		38,999	38,928
Federal Family Education Loan Program (FFELP) Guaranteed Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		5,265	4,922
Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[5]	6,372	6,127
Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[5]	10,522	10,127
Credit Card Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[5]	1,093	1,086
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		$ 23,252	$ 22,262
[1]	Includes loans of consolidated VIEs of $237 million and $246 million at March 31, 2016 and December 31, 2015, respectively.
[2]	Includes $1.6 billion and $1.5 billion of LHFS measured at fair value at March 31, 2016 and December 31, 2015, respectively.
[3]	Excludes $623 million and $629 million of guaranteed residential loans at March 31, 2016 and December 31, 2015, respectively.
[4]	Includes $255 million of loans measured at fair value, the majority of which were accruing current.
[5]	Excludes $5.3 billion and $4.9 billion of guaranteed student loans at March 31, 2016 and December 31, 2015, respectively.

Composition of the Company's 59

Composition of the Company's Loan Portfolio (Additional Information) (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Fair Value Disclosure	$ 255	$ 257
Loans Held-for-sale, Fair Value Disclosure	1,593	1,494
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Fair Value Disclosure	$ 255	$ 257
Accrual Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percentage Of Accruing Troubled Debt Restructurings, Current	97.00%	97.00%

LHFI by Credit Quality Indicato

LHFI by Credit Quality Indicator (Detail) - USD ($) $ in Millions		Mar. 31, 2016	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[1]	$ 139,746	$ 136,442
Financing Receivable, Recorded Investment, Nonaccrual Status	[2],[3]	975	672
Commercial and Industrial Sector [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		68,963	67,062
Financing Receivable, Recorded Investment, Nonaccrual Status		565	308
Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		6,034	6,236
Financing Receivable, Recorded Investment, Nonaccrual Status		10	11
Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		2,498	1,954
Financing Receivable, Recorded Investment, Nonaccrual Status		2	0
Federal National Mortgage Association (FNMA) Insured Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		623	629
Financing Receivable, Recorded Investment, Nonaccrual Status		0	0
Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4],[5]	25,148	24,744
Financing Receivable, Recorded Investment, Nonaccrual Status		198	183
Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	12,845	13,171
Financing Receivable, Recorded Investment, Nonaccrual Status		180	145
Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	383	384
Financing Receivable, Recorded Investment, Nonaccrual Status		12	16
Federal Family Education Loan Program (FFELP) Guaranteed Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		5,265	4,922
Financing Receivable, Recorded Investment, Nonaccrual Status		0	0
Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[6]	6,372	6,127
Financing Receivable, Recorded Investment, Nonaccrual Status		5	6
Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[6]	10,522	10,127
Financing Receivable, Recorded Investment, Nonaccrual Status		3	3
Credit Card Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[6]	1,093	1,086
Financing Receivable, Recorded Investment, Nonaccrual Status		0	0
Pass | Commercial and Industrial Sector [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		66,633	65,379
Pass | Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		5,744	6,067
Pass | Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		2,459	1,931
Criticized Accruing | Commercial and Industrial Sector [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		1,765	1,375
Criticized Accruing | Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		280	158
Criticized Accruing | Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		37	23
FICO Score 700 and Above [Member] | Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	20,846	20,422
FICO Score 700 and Above [Member] | Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	10,476	10,772
FICO Score 700 and Above [Member] | Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	322	313
FICO Score 700 and Above [Member] | Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[6]	5,731	5,501
FICO Score 700 and Above [Member] | Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[6]	7,267	7,015
FICO Score 700 and Above [Member] | Credit Card Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[6]	761	759
FICO Score Between 620 and 699 | Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	3,249	3,262
FICO Score Between 620 and 699 | Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	1,717	1,741
FICO Score Between 620 and 699 | Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	49	58
FICO Score Between 620 and 699 | Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[6]	591	576
FICO Score Between 620 and 699 | Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[6]	2,565	2,481
FICO Score Between 620 and 699 | Credit Card Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[6]	268	265
FICO Score Below 620 | Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4],[7]	1,053	1,060
FICO Score Below 620 | Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4],[7]	652	658
FICO Score Below 620 | Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4],[7]	12	13
FICO Score Below 620 | Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[6],[7]	50	50
FICO Score Below 620 | Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[6],[7]	690	631
FICO Score Below 620 | Credit Card Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[6],[7]	$ 64	$ 62
[1]	Includes loans of consolidated VIEs of $237 million and $246 million at March 31, 2016 and December 31, 2015, respectively.
[2]	Nonaccruing loans past due 90 days or more totaled $332 million. Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDRs, performing second lien loans where the first lien loan is nonperforming, and certain energy-related commercial loans.
[3]	Nonaccruing restructured loans are included in total nonaccrual/NPLs.
[4]	Excludes $623 million and $629 million of guaranteed residential loans at March 31, 2016 and December 31, 2015, respectively.
[5]	Includes $255 million of loans measured at fair value, the majority of which were accruing current.
[6]	Excludes $5.3 billion and $4.9 billion of guaranteed student loans at March 31, 2016 and December 31, 2015, 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 Indica61

LHFI by Credit Quality Indicator (Additional Information) (Detail) - USD ($) $ in Millions		Mar. 31, 2016	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Gross	[1]	$ 139,746	$ 136,442
Federal National Mortgage Association (FNMA) Insured Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Gross		623	629
Federal Family Education Loan Program (FFELP) Guaranteed Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Gross		$ 5,265	$ 4,922
[1]	Includes loans of consolidated VIEs of $237 million and $246 million at March 31, 2016 and December 31, 2015, respectively.

Payment Status for the LHFI Por

Payment Status for the LHFI Portfolio (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Document Period End Date		Mar. 31, 2016
Accruing Current		$ 136,839	$ 133,836
Accruing 30-89 Days Past Due		936	953
Accruing 90+ Days Past Due		996	981
Nonaccruing	[1],[2]	975	672
Total	[3]	139,746	136,442
Commercial and Industrial Sector [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		68,274	66,670
Accruing 30-89 Days Past Due		110	61
Accruing 90+ Days Past Due		14	23
Nonaccruing		565	308
Total		68,963	67,062
Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		6,020	6,222
Accruing 30-89 Days Past Due		4	3
Accruing 90+ Days Past Due		0	0
Nonaccruing		10	11
Total		6,034	6,236
Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total		6,034	6,236
Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		2,496	1,952
Accruing 30-89 Days Past Due		0	0
Accruing 90+ Days Past Due		0	2
Nonaccruing		2	0
Total		2,498	1,954
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		76,790	74,844
Accruing 30-89 Days Past Due		114	64
Accruing 90+ Days Past Due		14	25
Nonaccruing	[1]	577	319
Total		77,495	75,252
Federal National Mortgage Association (FNMA) Insured Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		200	192
Accruing 30-89 Days Past Due		51	59
Accruing 90+ Days Past Due		372	378
Nonaccruing		0	0
Total		623	629
Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current	[4]	24,852	24,449
Accruing 30-89 Days Past Due	[4]	89	105
Accruing 90+ Days Past Due	[4]	9	7
Nonaccruing		198	183
Total	[4],[5]	25,148	24,744
Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		12,589	12,939
Accruing 30-89 Days Past Due		76	87
Accruing 90+ Days Past Due		0	0
Nonaccruing		180	145
Total	[5]	12,845	13,171
Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		369	365
Accruing 30-89 Days Past Due		2	3
Accruing 90+ Days Past Due		0	0
Nonaccruing		12	16
Total	[5]	383	384
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		38,010	37,945
Accruing 30-89 Days Past Due		218	254
Accruing 90+ Days Past Due		381	385
Nonaccruing	[1]	390	344
Total		38,999	38,928
Federal Family Education Loan Program (FFELP) Guaranteed Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		4,182	3,861
Accruing 30-89 Days Past Due		493	500
Accruing 90+ Days Past Due		590	561
Nonaccruing		0	0
Total		5,265	4,922
Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		6,338	6,094
Accruing 30-89 Days Past Due		26	24
Accruing 90+ Days Past Due		3	3
Nonaccruing		5	6
Total	[6]	6,372	6,127
Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		10,442	10,022
Accruing 30-89 Days Past Due		77	102
Accruing 90+ Days Past Due		0	0
Nonaccruing		3	3
Total	[6]	10,522	10,127
Credit Card Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		1,077	1,070
Accruing 30-89 Days Past Due		8	9
Accruing 90+ Days Past Due		8	7
Nonaccruing		0	0
Total	[6]	1,093	1,086
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		22,039	21,047
Accruing 30-89 Days Past Due		604	635
Accruing 90+ Days Past Due		601	571
Nonaccruing	[1]	8	9
Total		$ 23,252	$ 22,262
[1]	Nonaccruing loans past due 90 days or more totaled $332 million. Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDRs, performing second lien loans where the first lien loan is nonperforming, and certain energy-related commercial loans.
[2]	Nonaccruing restructured loans are included in total nonaccrual/NPLs.
[3]	Includes loans of consolidated VIEs of $237 million and $246 million at March 31, 2016 and December 31, 2015, respectively.
[4]	Includes $255 million of loans measured at fair value, the majority of which were accruing current.
[5]	Excludes $623 million and $629 million of guaranteed residential loans at March 31, 2016 and December 31, 2015, respectively.
[6]	Excludes $5.3 billion and $4.9 billion of guaranteed student loans at March 31, 2016 and December 31, 2015, respectively.

Payment Status for the LHFI P63

Payment Status for the LHFI Portfolio (Additional Information) (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
Loans Receivable, Fair Value Disclosure	$ 255	$ 257
Nonaccruing 90 Plus Days Past Due	332	336
Residential Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Loans Receivable, Fair Value Disclosure	$ 255	$ 257

LHFI Considered Impaired (Detai

LHFI Considered Impaired (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016	Mar. 31, 2015		Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance		$ 3,473			$ 3,165
Impaired Financing Receivable, Recorded Investment	[1]	3,207			2,876
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		283			287
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		3,220	$ 2,790
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	32	32
Commercial and Industrial Sector [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance		389			55
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	[1]	369			42
Impaired Financing Receivable, Unpaid Principal Balance		163			173
Impaired Financing Receivable, Recorded Investment	[1]	152			167
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		34			28
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment		364	41
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	[2]	2	0
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		161	38
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	0	1
Commercial Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance		0			11
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	[1]	0			9
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment		3	10
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method		0	0	[2]
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		0	3
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method		0	0
Commercial Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance		389			66
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	[1]	369			51
Impaired Financing Receivable, Unpaid Principal Balance		163			173
Impaired Financing Receivable, Recorded Investment	[1]	152			167
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		34			28
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment		367	51
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	[2]	2	0
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		161	41
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	0	1
Residential Nonguaranteed [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance		505			500
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	[1]	386			380
Impaired Financing Receivable, Unpaid Principal Balance		1,371			1,381
Impaired Financing Receivable, Recorded Investment	[1]	1,338			1,344
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		176			178
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment		387	413
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	[2]	4	4
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		1,339	1,374
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	16	17
Home Equity Line of Credit [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance		775			740
Impaired Financing Receivable, Recorded Investment	[1]	703			670
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		54			60
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		705	636
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	7	7
Residential Construction [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance		19			29
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	[1]	8			8
Impaired Financing Receivable, Unpaid Principal Balance		120			127
Impaired Financing Receivable, Recorded Investment	[1]	120			125
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		12			14
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment		8	9
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method		0	0
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		120	137
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	2	2
Residential Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance		524			529
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	[1]	394			388
Impaired Financing Receivable, Unpaid Principal Balance		2,266			2,248
Impaired Financing Receivable, Recorded Investment	[1]	2,161			2,139
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		242			252
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment		395	422
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	[2]	4	4
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		2,164	2,147
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	25	26
Consumer Other Direct [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance		12			11
Impaired Financing Receivable, Recorded Investment	[1]	12			11
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		1			1
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		12	13
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method		0	0
Consumer Indirect [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance		113			114
Impaired Financing Receivable, Recorded Investment	[1]	113			114
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		5			5
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		115	108
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	1	1
Credit Card Receivable [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance		6			24
Impaired Financing Receivable, Recorded Investment	[1]	6			6
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		1			1
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		6	8
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	0	0
Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance		131			149
Impaired Financing Receivable, Recorded Investment	[1]	131			131
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		7			$ 7
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		133	129
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	$ 1	$ 1
[1]	Amortized cost reflects charge-offs that have been recognized plus other amounts that have been applied to adjust the net book balance.
[2]	Of the interest income recognized during the three months ended March 31, 2016 and 2015, cash basis interest income was $2 million and $1 million, respectively.

LHFI Considered Impaired (Addit

LHFI Considered Impaired (Additional Information) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Interest Income, Cash Basis Method	$ 2	$ 1

Nonperforming Assets (Detail)

Nonperforming Assets (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016	Dec. 31, 2015
Document Period End Date		Mar. 31, 2016
Nonaccruing	[1],[2]	$ 975	$ 672
OREO	[3]	52	56
Other repossessed assets		8	7
Total nonperforming assets		1,035	735
Commercial and Industrial Sector [Member]
Nonaccruing		565	308
Commercial Real Estate [Member]
Nonaccruing		10	11
Commercial Construction [Member]
Nonaccruing		2	0
Residential Nonguaranteed [Member]
Nonaccruing		198	183
Home Equity Line of Credit [Member]
Nonaccruing		180	145
Residential Construction [Member]
Nonaccruing		12	16
Consumer Other Direct [Member]
Nonaccruing		5	6
Consumer Indirect [Member]
Nonaccruing		$ 3	$ 3
[1]	Nonaccruing loans past due 90 days or more totaled $332 million. Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDRs, performing second lien loans where the first lien loan is nonperforming, and certain energy-related commercial loans.
[2]	Nonaccruing restructured loans are included in total nonaccrual/NPLs.
[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 property is conveyed and the funds are received. The receivable related to proceeds due from the FHA or the VA totaled $48 million and $52 million at March 31, 2016 and December 31, 2015, respectively.

Nonperforming Assets (Additiona

Nonperforming Assets (Additional Information) (Detail) - USD ($) $ in Millions		Mar. 31, 2016	Dec. 31, 2015
Other Real Estate	[1]	$ 52	$ 56
Proceeds due from FHA or VA [Member]
Other Real Estate	[2]	$ 48	$ 52
[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 property is conveyed and the funds are received. The receivable related to proceeds due from the FHA or the VA totaled $48 million and $52 million at March 31, 2016 and December 31, 2015, respectively.
[2]	Nonaccruing restructured loans are included in total nonaccrual/NPLs.

Loans TDR Modifications (Detail

Loans TDR Modifications (Details) $ in Millions		3 Months Ended
		Mar. 31, 2016USD ($)contracts		Mar. 31, 2015USD ($)contracts
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts		1,543	[1]	1,529	[2]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted	[2],[3]			$ 4
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted		$ 39	[1]	34	[2]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted		69	[1]	48	[2]
Financing Receivable, Amount Restructured During Period		$ 108	[1]	$ 86	[2]
Commercial and Industrial Sector [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts		12	[1]	22	[2]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted				$ 0
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted		$ 0	[1]	0	[2]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted		2	[1]	5	[2]
Financing Receivable, Amount Restructured During Period		$ 2	[1]	$ 5	[2]
Commercial Construction [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts		1
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted		$ 0
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted		0
Financing Receivable, Amount Restructured During Period		$ 0
Residential Nonguaranteed [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts		120	[1]	216	[2]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted	[2],[3]			$ 4
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted		$ 31	[1]	30	[2]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted		3	[1]	7	[2]
Financing Receivable, Amount Restructured During Period		$ 34	[1]	$ 41	[2]
Home Equity Line of Credit [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts		732	[1]	468	[2]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted				$ 0
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted		$ 7	[1]	3	[2]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted		52	[1]	24	[2]
Financing Receivable, Amount Restructured During Period		$ 59	[1]	$ 27	[2]
Residential Construction [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts	[2]			1
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted				$ 0
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted	[2]			0
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted				0
Financing Receivable, Amount Restructured During Period	[2]			$ 0
Consumer Other Direct [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts		23	[1]	17	[2]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted				$ 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		1	[1]	0	[2]
Financing Receivable, Amount Restructured During Period		$ 1	[1]	$ 0	[2]
Consumer Indirect [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts		486	[1]	569	[2]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted				$ 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		11	[1]	12	[2]
Financing Receivable, Amount Restructured During Period		$ 11	[1]	$ 12	[2]
Credit Card Receivable [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts		169	[1]	236	[2]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted				$ 0
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted		$ 1	[1]	1	[2]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted		0		0
Financing Receivable, Amount Restructured During Period		$ 1	[1]	$ 1	[2]
[1]	Includes loans modified under the terms of a TDR that were charged-off during the period.
[2]	Includes loans modified under the terms of a TDR that were charged-off during the period.
[3]	Restructured loans which had forgiveness of amounts contractually due under the terms of the loan may have had other 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.

Loans Troubled Debt Restructuri

Loans Troubled Debt Restructurings (Details) $ in Millions	3 Months Ended
	Mar. 31, 2016USD ($)contracts	Mar. 31, 2015USD ($)contracts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts | contracts	113	129
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default | $	$ 7	$ 8
Commercial and Industrial Sector [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts | contracts	5	4
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 | contracts	19	36
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default | $	$ 5	$ 6
Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts | contracts	38	30
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default | $	$ 1	$ 1
Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts | contracts		1
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default | $		$ 0
Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts | contracts	29	39
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default | $	$ 0	$ 0
Credit Card Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Restructured, Payment Default During Peiriod, Number of Contracts | contracts	22	19
Financing Receivable, Restructured, Payment Default During Period, Amortized Cost at Default | $	$ 0	$ 0

Activity in the Allowance for C

Activity in the Allowance for Credit Losses (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015	Dec. 31, 2014
Components:
Allowance for credit losses		$ 1,831	$ 1,947	$ 1,815	$ 1,991
Provision for loan losses		103	55
Provision for Other Credit Losses		(2)	0
Allowance for Loan and Lease Losses, Write-offs		(112)	(130)
Loan recoveries		27	31
Loans and Leases Receivable, Allowance		1,770	1,893	$ 1,752	$ 1,937
Unfunded commitments reserve	[1]	$ 61	$ 54
[1]	The unfunded commitments reserve is recorded in other liabilities in the Consolidated Balance Sheets.

Activity in the ALLL by segment

Activity in the ALLL by segment (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015	Dec. 31, 2014
Allowance for Loan and Lease Losses [Roll Forward]
Provision for loan losses	$ 103	$ 55
Allowance for Loan and Lease Losses, Write-offs	(112)	(130)
Loan recoveries	27	31
Loans and Leases Receivable, Allowance	1,770	1,893	$ 1,752	$ 1,937
Commercial Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Provision for loan losses	98	7
Allowance for Loan and Lease Losses, Write-offs	(32)	(28)
Loan recoveries	10	11
Loans and Leases Receivable, Allowance	1,123	976	1,047	986
Residential Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Provision for loan losses	(32)	25
Allowance for Loan and Lease Losses, Write-offs	(41)	(68)
Loan recoveries	6	9
Loans and Leases Receivable, Allowance	467	743	534	777
Consumer Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Provision for loan losses	37	23
Allowance for Loan and Lease Losses, Write-offs	(39)	(34)
Loan recoveries	11	11
Loans and Leases Receivable, Allowance	$ 180	$ 174	$ 171	$ 174

Loans Held for Investment portf

Loans Held for Investment portfolio and Related Allowance for Loan and Lease Losses (Detail) - USD ($) $ in Millions		Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015	Dec. 31, 2014
Individually evaluated		$ 3,207	$ 2,876
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		283	287
Collectively evaluated		136,284	133,309
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		1,487	1,465
Total evaluated		139,491	136,185
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans		1,770	1,752
Loans Receivable, Fair Value Disclosure		255	257
Total	[1]	139,746	136,442
Loans and Leases Receivable, Allowance		1,770	1,752	$ 1,893	$ 1,937
Commercial Portfolio Segment [Member]
Individually evaluated		521	218
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		34	28
Collectively evaluated		76,974	75,034
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		1,089	1,019
Total evaluated		77,495	75,252
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans		1,123	1,047
Loans Receivable, Fair Value Disclosure		0	0
Total		77,495	75,252
Loans and Leases Receivable, Allowance		1,123	1,047	976	986
Residential Portfolio Segment [Member]
Individually evaluated		2,555	2,527
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		242	252
Collectively evaluated		36,189	36,144
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		225	282
Total evaluated		38,744	38,671
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans		467	534
Loans Receivable, Fair Value Disclosure		255	257
Total		38,999	38,928
Loans and Leases Receivable, Allowance		467	534	743	777
Consumer Portfolio Segment [Member]
Individually evaluated		131	131
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		7	7
Collectively evaluated		23,121	22,131
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		173	164
Total evaluated		23,252	22,262
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans		180	171
Loans Receivable, Fair Value Disclosure		0	0
Total		23,252	22,262
Loans and Leases Receivable, Allowance		$ 180	$ 171	$ 174	$ 174
[1]	Includes loans of consolidated VIEs of $237 million and $246 million at March 31, 2016 and December 31, 2015, respectively.

Goodwill and Intangible Assets

Goodwill and Intangible Assets - Additional Information (Details) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016	Jun. 30, 2015	Mar. 31, 2015	Dec. 31, 2015	Dec. 31, 2014
Bank Servicing Fees		$ 62		$ 43
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	261,753			$ 258,212
Servicing Asset at Fair Value, Amount		1,182			1,307
Mortgage Servicing Rights, Fair Value [Member]
Bank Servicing Fees		87		82
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement		148,900			148,200
Principal Amount Outstanding of Loans Serviced For Third Parties		121,300			121,000
Unpaid Principal Balance of Outstanding Underlying MSRs Purchased		8,100		6,100
Unpaid Principal Balance of Outstanding Underlying MSRs Transferred		1,800
Principal Amount Sold on Loans Serviced for Third Parties		221		215
Servicing Asset at Fair Value, Amount		1,182		1,181	1,307	$ 1,206
Asset-backed Securities, Securitized Loans and Receivables [Member]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	118,263			117,797
indirect auto loan servicing rights [Member]
Bank Servicing Fees		2		0
Servicing Asset			$ 13
Servicing Asset at Fair Value, Amount		7
Servicing Asset at Amortized Cost		7
Consumer Portfolio Segment [Member] | Asset-backed Securities, Securitized Loans and Receivables [Member]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	$ 729		$ 0	$ 807
Proceeds from Securitizations of Consumer Loans			$ 1,000
[1]	Excludes $1.9 billion and $1.8 billion of LHFS at March 31, 2016 and December 31, 2015, respectively.

Goodwill and Other Intangible74

Goodwill and Other Intangible Assets - Changes in the Carrying Amount of Goodwill by Reportable Segment (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Goodwill [Line Items]
Goodwill	$ 6,337	$ 6,337

Goodwill and Other Intangible75

Goodwill and Other Intangible Assets - Changes in the Carrying Amounts of Other Intangible Assets (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015	Dec. 31, 2014
Servicing Asset at Fair Value, Amount		$ 1,182		$ 1,307
Intangible Assets, Net (Excluding Goodwill)		1,198	$ 1,193	1,325	$ 1,219
Amortization	[1]	(2)	(1)
Origination of Mortgage Servicing Rights (MSRs)		46	46
Servicing Assets at Fair Value, Purchased		77	56
Due to changes in inputs or assumptions	[2]	(204)	(78)
Servicing Asset at Fair Value, Other Changes in Fair Value	[3]	(43)	(48)
Servicing Asset at Fair Value, Disposals		(1)	(1)
Mortgage Servicing Rights, Fair Value [Member]
Servicing Asset at Fair Value, Amount		1,182	1,181	1,307	1,206
Amortization		0	0
Origination of Mortgage Servicing Rights (MSRs)		46	46
Servicing Assets at Fair Value, Purchased		77	56
Due to changes in inputs or assumptions	[2]	(204)	(78)
Servicing Asset at Fair Value, Other Changes in Fair Value	[3]	(43)	(48)
Servicing Asset at Fair Value, Disposals		(1)	(1)
Other Intangible Assets [Member]
Intangible Assets, Net (Excluding Goodwill)		16	12	$ 18	$ 13
Amortization	[1]	(2)	(1)
Origination of Mortgage Servicing Rights (MSRs)		0	0
Servicing Assets at Fair Value, Purchased		0	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	$ 0
[1]	Does not include expense associated with non-qualified community development investments. See Note 8, "Certain Transfers of Financial Assets and Variable Interest Entities," for additional information.
[2]	Primarily reflects changes in option adjusted spreads 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 Intangible76

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 ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015	Dec. 31, 2014
Document Period End Date	Mar. 31, 2016
Servicing Asset at Fair Value, Amount	$ 1,182		$ 1,307
Mortgage Servicing Rights, Fair Value [Member]
Prepayment rate assumption (annual)	13.00%	10.00%
Decline in fair value from 10% adverse change	$ 54		49
Decline in fair value from 20% adverse change	$ 104		94
Discount rate (annual)	8.00%	8.00%
Decline in fair value from 10% adverse change	$ 48		64
Decline in fair value from 20% adverse change	$ 92		123
Weighted-average life (in years)	5 years 7 months	6 years 7 months
Weighted-average coupon	4.10%	4.10%
Mortgage Servicing Rights, Fair Value [Member]
Servicing Asset at Fair Value, Amount	$ 1,182	$ 1,181	$ 1,307	$ 1,206

Certain Transfers of Financia77

Certain Transfers of Financial Assets and Variable Interest Entities - Additional Information (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016	Jun. 30, 2015	Mar. 31, 2015	Dec. 31, 2015
Derivative Asset, Notional Amount		$ 143,941			$ 123,257
Cash Flows Between Transferor and Transferee, Receipts on Transferor's Interest in Transferred Financial Assets, Other		3		$ 4
Long-term Debt	[1]	8,514			8,462
Total liabilities		170,105			167,380
Total assets		$ 194,158			190,817
Government Guarantee Percent		2.00%
Trading assets	[2]	$ 7,050			6,119
Other Assets		5,690			5,582
Affordable Housing Tax Credits and Other Tax Benefits, Amount		19		14
Amortization Method Qualified Affordable Housing Project Investments, Amortization		19		14
Amortization of Intangible Assets	[3]	2		1
Amortization		10		7
Other Noninterest Expense		107		111
Potential loss on securitization of loans		729
Affordable Housing Investment [Member]
Properties sold, carrying value		0		63
Affordable Housing [Member]
Gain (Loss) on Sale of Properties				18
Variable Interest Entity, Not Primary Beneficiary [Member] | Community Development Investments [Member]
Amortization of Intangible Assets		9		6
Variable Interest Entity, Primary Beneficiary [Member]
Long-term Debt		250			259
Residential Mortgage [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Loans and Leases Receivable, Gain (Loss) on Sales, Net		69		$ 77
Transferor's Interests in Transferred Financial Assets, Fair Value		36			38
Total assets		235			241
Commercial and Corporate Loans [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Total liabilities		434			482
Total assets		475			525
Commercial and Corporate Loans [Member] | Variable Interest Entity, Not Primary Beneficiary [Member] | Preference Shares [Member]
Total assets		3			2
Commercial and Corporate Loans [Member] | Variable Interest Entity, Not Primary Beneficiary [Member] | Senior Subordinated Notes [Member]
Total assets		7			8
Student Loans [Member] | Variable Interest Entity, Primary Beneficiary [Member]
Long-term Debt		250			259
Loans Receivable, Net		$ 252			262
Student Loans [Member] | Variable Interest Entity, Primary Beneficiary [Member] | Maximum [Member]
Government Guarantee Percent		100.00%
Total Return Swap [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Derivative Asset, Notional Amount		$ 2,200			2,200
Trading assets		2,300			2,200
Community Development Investments [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Total assets		1,700			1,600
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount		401			321
Real Estate Variable Interest Entity Borrowings		135			132
Limited Partner [Member] | Community Development Investments [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Other Assets		738			672
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount		1,076			1,064
Loans issued by the Company to the limited partnerships		$ 238			$ 268
Consumer Portfolio Segment [Member] | Asset-backed Securities, Securitized Loans and Receivables [Member]
Principal Amount Outstanding on Loans Securitized or Asset-backed Financing Arrangement			$ 1,000
Proceeds from Securitizations of Consumer Loans			$ 1,000
[1]	Includes debt of consolidated VIEs of $250 million and $259 million at March 31, 2016 and December 31, 2015, respectively.
[2]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,484 million and $1,377 million at March 31, 2016 and December 31, 2015, respectively
[3]	Does not include expense associated with non-qualified community development investments. See Note 8, "Certain Transfers of Financial Assets and Variable Interest Entities," for additional information.

Asset Transfers in Which the Co

Asset Transfers in Which the Company has Continuing Economic Involvement (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Derivative Asset, Notional Amount	$ 143,941		$ 123,257
Other Noninterest Expense	$ 107	$ 111

Portfolio Balances and Delinque

Portfolio Balances and Delinquency Balances Based on 90 days or more Past Due and Net Charge-Offs Related to Managed Portfolio Loans (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	$ 261,753		$ 258,212
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement	[2]	2,663		2,377
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement		88	$ 102
Commercial Portfolio Segment [Member]
Principal Balance	[1]	77,495		75,252
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement	[2]	591		344
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement		22	17
Residential Portfolio Segment [Member]
Principal Balance	[1]	38,999		38,928
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement	[2]	771		729
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement		35	59
Consumer Portfolio Segment [Member]
Principal Balance	[1]	23,252		22,262
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement	[2]	609		580
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement		28	23
Loans and Finance Receivables [Member]
Principal Balance	[1]	139,746		136,442
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement	[2]	1,971		1,653
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement		85	99
Asset-backed Securities, Securitized Loans and Receivables [Member]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	118,263		117,797
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement	[2]	127		127
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement		3	3
Loans [Member]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1],[3]	3,744		3,973
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement	[2]	565		597
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	[3]	0	0
Consumer Portfolio Segment [Member] | Asset-backed Securities, Securitized Loans and Receivables [Member]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	729	0	807
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement	[2]	0		1
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement		1	0
Residential Portfolio Segment [Member] | Asset-backed Securities, Securitized Loans and Receivables [Member]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	117,534		116,990
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement	[2],[4]	127		$ 126
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	[5]	$ 2	$ 3
[1]	Excludes $1.9 billion and $1.8 billion of LHFS at March 31, 2016 and December 31, 2015, respectively.
[2]	Excludes $1 million of past due LHFS at March 31, 2016.
[3]	Comprised of unsecuritized residential loans the Company originated and sold to private investors with servicing rights retained. Net charge-offs on these loans are not presented in the table as the data is not reported to the Company by the private investors that own these related loans.
[4]	Excludes loans that have completed the foreclosure or short sale process (i.e., involuntary prepayments)
[5]	Net charge-offs are associated with $480 million and $501 million of managed securitized residential loans at March 31, 2016 and December 31, 2015, respectively. Net charge-off data is not reported to the Company for the remaining balance of $117.1 billion and $116.5 billion of managed securitized residential loans at March 31, 2016 and December 31, 2015, respectively.

Certain Transfers of Financia80

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 ($) $ in Millions		Mar. 31, 2016	Dec. 31, 2015
Servicing Assets at Fair Value [Line Items]
LHFS excluded from managed loans disclosure		$ 1,900	$ 1,800
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	261,753	258,212
Loans Held For Sale [Member]
Servicing Assets at Fair Value [Line Items]
LHFS Accruing90OrMoreDaysPastDueAndNonaccruingExcludedFromManagedLoanDisclosure		1	0
Asset-backed Securities, Securitized Loans and Receivables [Member]
Servicing Assets at Fair Value [Line Items]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	118,263	117,797
Residential Portfolio Segment [Member] | Asset-backed Securities, Securitized Loans and Receivables [Member]
Servicing Assets at Fair Value [Line Items]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	117,534	116,990
Residential Portfolio Segment [Member] | Asset-backed Securities, Securitized Loans and Receivables [Member] | STI Sponsored Securitizations [Member]
Servicing Assets at Fair Value [Line Items]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	480	501
Residential Portfolio Segment [Member] | Asset-backed Securities, Securitized Loans and Receivables [Member] | Managed Securitized Loans [Member]
Servicing Assets at Fair Value [Line Items]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	$ 117,054	$ 116,489
[1]	Excludes $1.9 billion and $1.8 billion of LHFS at March 31, 2016 and December 31, 2015, respectively.

Net Income(loss) per common sha

Net Income(loss) per common share - Additonal Information (Details) - shares shares in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	8	14

Reconciliation of Net Income_(L

Reconciliation of Net Income/(Loss) to Net Income/(Loss) Available to Common Shareholders (Detail) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Net Income (Loss) Attributable to Parent	$ 447	$ 429
Dividends, Preferred Stock, Cash	(17)	(17)	[1]
Undistributed Earnings (Loss) Allocated to Participating Securities, Basic	0	(1)
Net Income (Loss) Available to Common Stockholders, Basic	$ 430	$ 411
Average basic common shares	505	521
Stock options	2	2
Restricted stock	3	4
Weighted Average Number of Shares Outstanding, Diluted	510	527
Net income/(loss) per average common share - diluted	$ 0.84	$ 0.78
Earnings Per Share, Basic	$ 0.85	$ 0.79
[1]	For the three months ended March 31, 2016, dividends were $1,011 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, 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.

Income Taxes - Additional Infor

Income Taxes - Additional Information (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Income Taxes Other Information [Line Items]
Income Tax Expense (Benefit)	$ 195	$ 191
Effective Income Tax Rate Reconciliation, Percent	30.00%	31.00%

Stock-Based Compensation Expens

Stock-Based Compensation Expense Recognized in Noninterest Expense (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Stock-based compensation expense:
Restricted Stock	$ 2	$ 6
Stock or Unit Option Plan Expense	7	8
Restricted Stock or Unit Expense	18	18
Share-based Compensation	27	32
Employee Service Share-based Compensation, Tax Benefit Realized from Exercise of Stock Options	$ 10	$ 12

Components of Net Periodic Bene

Components of Net Periodic Benefit Cost (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016		Mar. 31, 2015
Pension Plan [Member]
Defined Benefit Plan, Service Cost	[1]	$ 1		$ 1
Defined Benefit Plan, Interest Cost	[1]	24		29
Defined Benefit Plan, Expected Return on Plan Assets	[1]	(46)		(51)
Defined Benefit Plan, Amortization of Prior Service Cost (Credit)		0		0
Defined Benefit Plan, Amortization of Gains (Losses)	[1]	6		5
Defined Benefit Plan, Net Periodic Benefit Cost		(15)	[1]	(16)	[2]
Other Postretirement Benefit Plan [Member]
Defined Benefit Plan, Service Cost		0		0
Defined Benefit Plan, Interest Cost		0		0
Defined Benefit Plan, Expected Return on Plan Assets		(1)		(1)
Defined Benefit Plan, Amortization of Prior Service Cost (Credit)		(1)		(1)
Defined Benefit Plan, Amortization of Gains (Losses)		0		0
Defined Benefit Plan, Net Periodic Benefit Cost		$ (2)		$ (2)
[1]	Administrative fees are recognized in service cost for each of the periods presented.
[2]	Administrative fees are recognized in service cost for each of the periods presented.

Guarantees - Additional Informa

Guarantees - Additional Information (Detail) - USD ($) shares in Millions, $ in Millions	1 Months Ended
	May. 31, 2009	Mar. 31, 2016	Dec. 31, 2015
Business Combination, Contingent Consideration, Liability			$ 23
Standby Letters of Credit
Guarantor Obligations, Maximum Exposure, Undiscounted		$ 3,000	2,900
Mortgage Servicing Rights [Member]
Loss Contingency Accrual, at Carrying Value		$ 12	$ 14
Derivative Financial Instruments, Liabilities [Member] | Visa Interest [Member]
Number Of Shares Sold To Selected Financial Institutions	3.2
Not Designated as Hedging Instrument [Member] | Derivative Financial Instruments, Liabilities [Member] | Visa Interest [Member]
Number Of Shares Sold To Selected Financial Institutions	3.2

Guarantees Repurchase Requests

Guarantees Repurchase Requests (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016		Mar. 31, 2015		Dec. 31, 2015	Dec. 31, 2014
Gurantees [Abstract]
Unpaid Principal Balance Of Unresolved Repurchase Requests	$ 14	[1]	$ 48	[1]	$ 17	$ 47
Unpaid Principal Balance of Repurchase Requests Received	11		20
Unpaid Principal Balance of Repurchase Requests Resolved by Repurchase	(5)		(5)
Unpaid Principal Balance of Repurchase Requests Resolved by Settlement	(9)		(14)
Unpaid Principal Balance of Repurchase Request Loans Resolved	$ (14)		$ (19)
[1]	Comprised of $9 million and $45 million from the GSEs, and $5 million and $3 million from non-agency investors at March 31, 2016 and 2015, respectively.

Guarantees Repurchase Request88

Guarantees Repurchase Requests (Additional Information) (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016		Mar. 31, 2015		Dec. 31, 2015	Dec. 31, 2014
Unpaid Principal Balance Of Unresolved Repurchase Requests	$ 14	[1]	$ 48	[1]	$ 17	$ 47
Pending Repurchase Requests from Non-Agency Investors	32.60%		5.20%
Repurchase Requests Received from Non-Agency Investors	0.00%		0.00%
US Government Sponsored Agency [Member]
Unpaid Principal Balance Of Unresolved Repurchase Requests	$ 9		$ 45
Non-Government Sponsored Agency [Member]
Unpaid Principal Balance Of Unresolved Repurchase Requests	$ 5		$ 3
[1]	Comprised of $9 million and $45 million from the GSEs, and $5 million and $3 million from non-agency investors at March 31, 2016 and 2015, respectively.

Guarantees Mortgage Loans Repur

Guarantees Mortgage Loans Repurchase Reserve Rollforward (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015	Dec. 31, 2014
Guarantees [Abstract]
Reserve For Mortgage Loan Repurchase Losses	$ 55	$ 82	$ 57	$ 85
Mortgage Repurchase Reserve, Provision for Mortgage Loan Repurchase Losses	(2)	(2)
Charge Offs For Mortgage Loan Repurchase Losses	$ 0	$ 1

Guarantees Repurchased Mortgage

Guarantees Repurchased Mortgage Loan (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Repurchased mortgage loans, carrying value	$ 270	$ 272
Performing Financial Instruments [Member] | Loans Held For Investment [Member]
Repurchased mortgage loans, carrying value	253	255
Nonperforming Financing Receivable [Member] | Loans Held For Investment [Member]
Repurchased mortgage loans, carrying value	$ 17	$ 17

Derivative Financial Instrume91

Derivative Financial Instruments - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net	$ 218
Derivative Asset, Notional Amount	143,941		$ 123,257
Derivative Liability, Notional Amount	117,939		124,755
Netted counterparty balance [Member]
Fair Value, Concentration of Risk, Derivative Instruments, Assets	1,300		896
Derivative Asset, Fair Value of Collateral	710		463
Derivative Credit Risk Valuation Adjustment, Derivative Assets	6		4
Derivative liability positions containing provisions conditioned on downgrades [Member]
Derivative Liability, Fair Value, Gross Liability	1,300		1,100
Netted counterparty balance gains [Member]
Fair Value, Concentration of Risk, Derivative Instruments, Assets	2,000		1,400
Additional Termination Event [Member]
Derivative Liability, Fair Value, Gross Liability	1
Credit Support Annex
Derivative Liability, Fair Value, Gross Liability	1,300
Collateral Already Posted, Aggregate Fair Value	1,300
Additional Collateral, Aggregate Fair Value	7
Credit Default Swap, Selling Protection [Member]
Credit Derivative, Maximum Exposure, Undiscounted	0		0
Credit Risk Derivatives, at Fair Value, Net	0		0
Credit Default Swap, Buying Protection [Member]
Derivative, Notional Amount	185		150
Credit Risk Derivatives, at Fair Value, Net	2		1
Total Return Swap [Member]
Derivative Liability, Fair Value, Gross Liability	26		52
Collateral Already Posted, Aggregate Fair Value	508		492
Derivative, Notional Amount	2,200		2,200
Derivative Asset, Fair Value, Gross Asset	31		57
Financial Guarantee [Member]
Credit Derivative, Maximum Exposure, Undiscounted	$ 74		$ 55
Derivative, Lower Remaining Maturity Range	0 years	1 year
Derivative, Higher Remaining Maturity Range	10 years	8 years
Weighted Average of Maturities of Cash Flow Hedges	5 years 9 months	5 years 7 months
Interest Rate Contract [Member] | Cash Flow Hedging [Member]
Derivative, Lower Remaining Maturity Range	1 year	1 year
Derivative, Higher Remaining Maturity Range	7 years	7 years
Weighted Average of Maturities of Cash Flow Hedges	3 years 2 months	3 years 3 months
Maximum [Member] | Additional Termination Event [Member]
Derivative Liability, Fair Value, Gross Liability	$ 18

Derivative Positions (Detail)

Derivative Positions (Detail) - USD ($) $ in Millions		Mar. 31, 2016		Dec. 31, 2015
Derivative Asset, Notional Amount		$ 143,941		$ 123,257
Derivative Liability, Notional Amount		117,939		124,755
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement		5,826		4,465
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement		5,411		4,428
Derivative, Fair Value, Amount Offset Against Collateral, Net		(3,484)		(2,916)
Derivative Liability, Fair Value, Amount Offset Against Collateral		(3,484)		(2,916)
Derivative Asset, Collateral, Obligation to Return Cash, Offset		(607)		(397)
Derivative Liability, Collateral, Right to Reclaim Cash, Offset		(1,273)		(1,048)
Derivative Assets	[1]	(1,735)		(1,152)
Derivative Liabilities	[2]	654		464
Other Trading [Member]
Derivative Assets		(1,735)		(1,152)
Derivative Liabilities		654		464
Credit Risk Contract [Member] | Other Trading [Member]
Derivative Asset, Notional Amount		6		6
Derivative Liability, Notional Amount		10	[3],[4]	9
Not Designated as Hedging Instrument [Member]
Derivative Asset, Notional Amount		124,962	[5]	107,027
Derivative Asset, Fair Value, Gross Asset		5,443	[5]	4,321
Derivative Liability, Notional Amount		115,339	[5]	121,255
Derivative Liability, Fair Value, Gross Liability		5,409	[5]	4,417
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Mortgage Servicing Rights [Member]
Derivative Asset, Notional Amount		23,069	[5]	7,782	[4]
Derivative Asset, Fair Value, Gross Asset		602	[5]	198	[4]
Derivative Liability, Notional Amount		7,603	[5]	16,882	[4]
Derivative Liability, Fair Value, Gross Liability		373	[5]	98	[4]
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Loans Held For Sale [Member]
Derivative Asset, Notional Amount		2,540	[5],[6]	4,309	[3],[4]
Derivative Asset, Fair Value, Gross Asset		8	[5],[6]	10	[3],[4]
Derivative Liability, Notional Amount		4,290	[5],[6]	2,520	[3],[4]
Derivative Liability, Fair Value, Gross Liability		25	[5],[6]	5	[3],[4]
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Loans [Member]
Derivative Asset, Notional Amount	[5]	5		15
Derivative Asset, Fair Value, Gross Asset		1	[5]	0
Derivative Liability, Notional Amount	[5]	50		40
Derivative Liability, Fair Value, Gross Liability	[5]	4		1
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Other Trading [Member]
Derivative Asset, Notional Amount		69,677	[5],[7]	67,426	[4],[8]
Derivative Asset, Fair Value, Gross Asset		2,714	[5],[7]	1,983	[4],[8]
Derivative Liability, Notional Amount		66,550	[5],[7]	68,125	[4],[8]
Derivative Liability, Fair Value, Gross Liability		2,479	[5],[7]	1,796	[4],[8]
Not Designated as Hedging Instrument [Member] | Foreign Exchange Contract | Other Trading [Member]
Derivative Asset, Notional Amount		4,323	[5]	3,648	[4]
Derivative Asset, Fair Value, Gross Asset		131	[5]	127	[4]
Derivative Liability, Notional Amount		4,571	[5]	3,227	[4]
Derivative Liability, Fair Value, Gross Liability		127	[5]	122	[4]
Not Designated as Hedging Instrument [Member] | Credit Risk Contract [Member] | Loans [Member]
Derivative Asset, Notional Amount		10	[5]	0
Derivative Asset, Fair Value, Gross Asset		0		0
Derivative Liability, Notional Amount		445	[5]	175	[4]
Derivative Liability, Fair Value, Gross Liability		4	[5]	2	[4]
Not Designated as Hedging Instrument [Member] | Credit Risk Contract [Member] | Other Trading [Member]
Derivative Asset, Notional Amount		2,248	[5],[9]	2,232	[4],[10]
Derivative Asset, Fair Value, Gross Asset		31	[5],[9]	57	[4],[10]
Derivative Liability, Notional Amount		2,437	[5],[9]	2,385	[4],[10]
Derivative Liability, Fair Value, Gross Liability		28	[5],[9]	54	[4],[10]
Not Designated as Hedging Instrument [Member] | Equity Contract [Member] | Other Trading [Member]
Derivative Asset, Notional Amount		19,486	[5],[7]	19,138	[4],[8]
Derivative Asset, Fair Value, Gross Asset		1,809	[5],[7]	1,812	[4],[8]
Derivative Liability, Notional Amount		28,680	[5],[7]	27,154	[4],[8]
Derivative Liability, Fair Value, Gross Liability		2,256	[5],[7]	2,222	[4],[8]
Not Designated as Hedging Instrument [Member] | Other Contract [Member] | Loans [Member]
Derivative Asset, Notional Amount		3,011	[5],[11]	2,024	[4],[12]
Derivative Asset, Fair Value, Gross Asset		37	[5],[11]	21	[4],[12]
Derivative Liability, Notional Amount		126	[5],[11]	299	[4],[12]
Derivative Liability, Fair Value, Gross Liability		5	[5],[11]	6	[4],[12]
Not Designated as Hedging Instrument [Member] | Other Contract [Member] | Other Trading [Member]
Derivative Asset, Notional Amount		593	[5]	453	[4]
Derivative Asset, Fair Value, Gross Asset		110	[5]	113	[4]
Derivative Liability, Notional Amount		587	[5]	448	[4]
Derivative Liability, Fair Value, Gross Liability		108	[5]	111	[4]
Cash Flow Hedging [Member] | Interest Rate Contract [Member] | Adjustable Rate Loans [Member]
Derivative Asset, Notional Amount		18,250	[13]	14,500	[14]
Derivative Asset, Fair Value, Gross Asset		374	[13]	130	[14]
Derivative Liability, Notional Amount		0		2,900	[14]
Derivative Liability, Fair Value, Gross Liability		0		11	[14]
Fair Value Hedging | Interest Rate Contract [Member]
Derivative Asset, Notional Amount		729	[15]	1,730	[16]
Derivative Asset, Fair Value, Gross Asset		9	[15]	14	[16]
Derivative Liability, Notional Amount		2,600	[15]	600	[16]
Derivative Liability, Fair Value, Gross Liability		2	[15]	0
Fair Value Hedging | Interest Rate Contract [Member] | Fixed Income Interest Rate [Member]
Derivative Asset, Notional Amount		700	[15]	1,700	[16]
Derivative Asset, Fair Value, Gross Asset		9	[15]	14	[16]
Derivative Liability, Notional Amount		2,600	[15]	600	[16]
Derivative Liability, Fair Value, Gross Liability		2	[15]	0
Fair Value Hedging | Interest Rate Contract [Member] | Brokered Time Deposits [Member]
Derivative Asset, Notional Amount		29	[15]	30	[16]
Derivative Asset, Fair Value, Gross Asset		0		0
Derivative Liability, Notional Amount		0		0
Derivative Liability, Fair Value, Gross Liability		0		0
Interest rate futures [Member] | Interest Rate Contract [Member] | Loans [Member]
Derivative Asset, Notional Amount		546	[3],[4]	518
Interest rate futures [Member] | Interest Rate Contract [Member] | Other Trading [Member]
Derivative Asset, Notional Amount		$ 13,300		$ 12,600
[1]	At March 31, 2016, $1.7 billion, net of $607 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2015, $1.2 billion, net of $397 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
[2]	At March 31, 2016, $654 million, net of $1.3 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2015, $464 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]	Amount includes $518 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.
[4]	See “Economic Hedging and Trading Activities” in this Note for further discussion.
[5]	See “Economic Hedging and Trading Activities” in this Note for further discussion.
[6]	Amount includes $546 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]	Amounts include $13.3 billion of notional amounts related to interest rate futures and $91 million of notional amounts related to equity 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. Amounts also include notional amounts related to interest rate swaps hedging fixed rate debt.
[8]	Amounts include $12.6 billion of notional amounts related to interest rate futures and $329 million of notional amounts related to equity 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. Amounts also include notional amounts related to interest rate swaps hedging fixed rate debt.
[9]	Asset and liability amounts include $6 million and $10 million, respectively, of notional amounts from purchased and written credit risk participation agreements, whose notional is calculated as the notional of the derivative participated adjusted by the relevant RWA conversion factor.
[10]	Asset and liability amounts include $6 million and $9 million, respectively, of notional amounts from purchased and written interest rate swap risk participation agreements, whose notional is calculated as the notional of the interest rate swap participated adjusted by the relevant RWA conversion factor.
[11]	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.
[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.
[13]	See “Cash Flow Hedges” in this Note for further discussion.
[14]	See “Cash Flow Hedges” in this Note for further discussion.
[15]	See “Fair Value Hedges” in this Note for further discussion.
[16]	See “Fair Value Hedges” in this Note for further discussion.

Derivative Positions (Additiona

Derivative Positions (Additional Information) (Detail) - USD ($) shares in Millions, $ in Millions	1 Months Ended
	May. 31, 2009	Mar. 31, 2016		Dec. 31, 2015
Derivative Asset, Notional Amount		$ 143,941		$ 123,257
Derivative Liability, Notional Amount		117,939		124,755
Other Trading [Member] | Credit Risk Contract [Member]
Derivative Asset, Notional Amount		6		6
Derivative Liability, Notional Amount		10	[1],[2]	9
Derivative Financial Instruments, Liabilities [Member] | Visa Interest [Member]
Number Of Shares Sold To Selected Financial Institutions	3.2
Visa Interest [Member] | Loans [Member] | Other Contract [Member]
Derivative Liability, Notional Amount		49	[1],[2]	49
Interest rate futures [Member] | Loans [Member] | Interest Rate Contract [Member]
Derivative Asset, Notional Amount		546	[1],[2]	518
Interest rate futures [Member] | Other Trading [Member] | Interest Rate Contract [Member]
Derivative Asset, Notional Amount		13,300		12,600
Equity futures [Member] | Other Trading [Member] | Equity Contract [Member]
Derivative Asset, Notional Amount		$ 91		$ 329
[1]	Amount includes $518 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.
[2]	See “Economic Hedging and Trading Activities” in this Note for further discussion.

Impacts of Derivative Financial

Impacts of Derivative Financial Instruments on the Consolidated Statements of Income/(Loss) and the Consolidated Statements of Shareholders' Equity (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016		Mar. 31, 2015
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	$ 154		$ 206
Other Trading [Member] | Other Trading [Member]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	15		15
Gain (Loss) on Foreign Currency Derivative Instruments Not Designated as Hedging Instruments	(18)		56
Other Trading [Member] | Credit Risk Contract [Member] | Other Trading [Member]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	5		6
Other Trading [Member] | Equity Contract [Member] | Other Trading [Member]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	2		3
Other Trading [Member] | Other Contract [Member] | Other Trading [Member]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	1
Mortgage Servicing Income [Member] | Mortgage Servicing Rights [Member]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	169		88
Mortgage Production Income [Member] | Loans Held For Sale [Member]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	(62)		(43)
Mortgage Production Income [Member] | Other Contract [Member] | Loans [Member]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	45		81
Other Income [Member] | Loans [Member]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	(2)
Other Income [Member] | Credit Risk Contract [Member] | Loans [Member]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	(1)
Cash Flow Hedging [Member] | Interest Income [Member] | Interest Rate Contract [Member] | Adjustable Rate Loans [Member]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	306		125
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	38	[1]	35	[2]
Fair Value Hedging | Interest Rate Contract [Member]
Derivative, Gain (Loss) on Derivative, Net	(2)	[3]	14	[4]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	3	[3]	(14)	[4]
Gain (Loss) on Fair Value Hedge Ineffectiveness, Net	1	[3]	0
Fair Value Hedging | Other Trading [Member] | Interest Rate Contract [Member] | Brokered Time Deposits [Member]
Derivative, Gain (Loss) on Derivative, Net	0		0
Gain (Loss) on Fair Value Hedges Recognized in Earnings	0		0
Gain (Loss) on Fair Value Hedge Ineffectiveness, Net	0		0
Fair Value Hedging | Other Trading [Member] | Interest Rate Contract [Member] | Fixed Income Interest Rate [Member]
Derivative, Gain (Loss) on Derivative, Net	(2)	[3]	14	[4]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	3	[3]	(14)	[4]
Gain (Loss) on Fair Value Hedge Ineffectiveness, Net	$ 1	[3]	$ 0
[1]	During the three months ended March 31, 2016, the Company also reclassified $29 million of pre-tax gains from AOCI into net interest income. These gains related to hedging relationships that have been 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, 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 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.
[4]	Amounts are recognized in trading income in the Consolidated Statements of Income.

Impacts of Derivative Financi95

Impacts of Derivative Financial Instruments on the Consolidated Statements of Income/(Loss) and the Consolidated Statements of Shareholders' Equity (Additional Information) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Terminated or dedesignated hedges [Member] | Interest Income [Member]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	$ 29	$ 19

Derivative Financial Instrume96

Derivative Financial Instruments Netting of Financial Instruments - Derivatives (Details) - USD ($) $ in Millions		Mar. 31, 2016	Dec. 31, 2015
Derivative [Line Items]
Derivative Assets	[1]	$ 1,735	$ 1,152
Collateral Held by The Company Against Derivative Asset Positions		103	66
Derivative Asset, Fair Value, Amount Not Offset Against Collateral		1,632	1,086
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement		5,826	4,465
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset		4,091	3,313
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset		4,757	3,964
Derivative Liabilities	[2]	654	464
Derivative, Collateral, Right to Reclaim Securities		26	19
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		628	445
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement		5,411	4,428
Derivatives Subject to Master Netting Arrangement or Similar Arrangement [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset		5,506	4,184
Derivative Assets		1,563	1,028
Collateral Held by The Company Against Derivative Asset Positions		103	66
Derivative Asset, Fair Value, Amount Not Offset Against Collateral		1,460	962
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset		3,943	3,156
Derivative Liability, Fair Value, Gross Liability		5,169	4,162
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset		4,609	3,807
Derivative Liabilities		560	355
Derivative, Collateral, Right to Reclaim Securities		26	19
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		534	336
Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member] [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset		36	21
Derivative Assets		36	21
Collateral Held by The Company Against Derivative Asset Positions		0	0
Derivative Asset, Fair Value, Amount Not Offset Against Collateral		36	21
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset		0	0
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset		0	0
Derivative Liability, Not Subject to Master Netting Arrangement		93	105
Derivative Liabilities		93	105
Derivative, Collateral, Right to Reclaim Securities		0	0
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		93	105
Exchange Traded [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset		284	260
Derivative Assets		136	103
Collateral Held by The Company Against Derivative Asset Positions		0	0
Derivative Asset, Fair Value, Amount Not Offset Against Collateral		136	103
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset		148	157
Derivative Liability, Fair Value, Gross Liability		149	161
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset		148	157
Derivative Liabilities		1	4
Derivative, Collateral, Right to Reclaim Securities		0	0
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		$ 1	$ 4
[1]	At March 31, 2016, $1.7 billion, net of $607 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2015, $1.2 billion, net of $397 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
[2]	At March 31, 2016, $654 million, net of $1.3 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2015, $464 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 Instrume97

Derivative Financial Instruments Netting of Financial Instruments - Derivatives (Additional Information) (Details) - USD ($) $ in Millions		Mar. 31, 2016	Dec. 31, 2015
Derivative [Line Items]
Derivative Assets	[1]	$ 1,735	$ 1,152
Derivative Asset, Collateral, Obligation to Return Cash, Offset		607	397
Derivative Liabilities	[2]	654	464
Derivative Liability, Collateral, Right to Reclaim Cash, Offset		1,273	1,048
Trading Securities [Member]
Derivative [Line Items]
Derivative Assets		1,735	1,152
Trading Liabilities [Member]
Derivative [Line Items]
Derivative Liabilities		$ 654	$ 464
[1]	At March 31, 2016, $1.7 billion, net of $607 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2015, $1.2 billion, net of $397 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
[2]	At March 31, 2016, $654 million, net of $1.3 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2015, $464 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 Measured

Assets and Liabilities Measured at Fair Value on a Recurring Basis (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016		Mar. 31, 2015	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Document Period End Date		Mar. 31, 2016
Trading assets	[1]	$ 7,050			$ 6,119
Derivative Assets	[2]	1,735			1,152
Available-for-sale Securities		28,188			27,825
Loans Held-for-sale, Fair Value Disclosure		1,593			1,494
Loans Receivable, Fair Value Disclosure		255			257
Servicing Asset at Fair Value, Amount		1,182			1,307
Trading Liabilities, Fair Value Disclosure		1,536			1,263
Derivative Liabilities	[3]	654			464
Long-term Debt, Fair Value		975			973
Other Liabilities, Fair Value Disclosure	[4]				23
Netting [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		(4,091)	[5]		(3,313)	[6]
Trading Liabilities, Fair Value Disclosure		(4,757)	[5]		(3,964)	[6]
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities		28,188			27,825
Loans Receivable, Fair Value Disclosure		255			257
Servicing Asset at Fair Value, Amount		1,182			1,307
Long-term Debt, Fair Value		975			973
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		1,046			866
Available-for-sale Securities		3,844			3,542
Loans Receivable, Fair Value Disclosure		0			0
Servicing Asset at Fair Value, Amount		0			0
Trading Liabilities, Fair Value Disclosure		717			664
Long-term Debt, Fair Value		0			0
Other Liabilities, Fair Value Disclosure	[4]				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		10,058			8,456
Available-for-sale Securities		23,764			23,727
Loans Receivable, Fair Value Disclosure		0			0
Servicing Asset at Fair Value, Amount		0			0
Trading Liabilities, Fair Value Disclosure		5,571			4,557
Long-term Debt, Fair Value		975			973
Other Liabilities, Fair Value Disclosure	[4]				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		37			110
Available-for-sale Securities		580			556
Loans Receivable, Fair Value Disclosure		255			257
Servicing Asset at Fair Value, Amount		1,182			1,307
Trading Liabilities, Fair Value Disclosure		5			6
Long-term Debt, Fair Value		0			0
Other Liabilities, Fair Value Disclosure	[4]				23
Collateralized Loan Obligations [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		3			2
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			2
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		64			32
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		29		$ 60
Trading Loans [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		2,625			2,655
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		2,625			2,655
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 Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		53			66
Available-for-sale Securities		518	[7]		533	[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		53			66
Available-for-sale Securities		47	[7]		93	[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	[7]		0	[8]
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		471	[7]		440	[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		286			262
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		5,503			4,182
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		37			21
Commercial Paper [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		400			67
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		400			67
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 Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		454			468
Available-for-sale Securities		37			38
Trading Liabilities, Fair Value Disclosure		311			259
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		454			379
Available-for-sale Securities		32			33
Trading Liabilities, Fair Value Disclosure		311			259
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			89
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 Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities		11			12
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		11			12
Mortgage-backed Securities, Issued by Private Enterprises [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities		88			94
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		88			94
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		686			553
Available-for-sale Securities		23,190			23,124
Trading Liabilities, Fair Value Disclosure		3			37
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		686			553
Available-for-sale Securities		23,190			23,124
Trading Liabilities, Fair Value Disclosure		3			37
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 Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		83			30
Available-for-sale Securities		158			164
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		83			30
Available-for-sale Securities		153			159
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		5			5
US Government Agencies Debt Securities [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		304			588
Available-for-sale Securities		389			411
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
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		304			588
Available-for-sale Securities		389			411
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
US Treasury Securities [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		707			538
Available-for-sale Securities		3,797			3,449
Trading Liabilities, Fair Value Disclosure		568			503
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		707			538
Available-for-sale Securities		3,797			3,449
Trading Liabilities, Fair Value Disclosure		568			503
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		149			161
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		5,257			4,261
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		5			6
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		47			93
Residential Mortgage, Loans Held For Sale [Member] | Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans Held-for-sale, Fair Value Disclosure		1,593			1,494
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		1,589			1,489
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			5
Trading Account Assets [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		0
Estimate of Fair Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Cash and Cash Equivalents, Fair Value Disclosure	[9]	4,327			5,599
Trading assets	[10]	7,050			6,119
Available-for-sale Securities	[10]	28,188			27,825
Loans Held-for-sale, Fair Value Disclosure	[11]	1,915			1,842
Trading Liabilities, Fair Value Disclosure	[10]	1,536			1,263
Long-term Debt, Fair Value	[12]	8,435			8,374
Loans Net Fair Value Disclosure	[13]	135,954			131,178
Consumer And Commercial Deposits, Fair Value Disclosure	[14]	152,144			149,889
Short-term Debt, Fair Value	[12]	4,944			4,627
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Cash and Cash Equivalents, Fair Value Disclosure	[9]	4,327			5,599
Trading assets	[10]	1,046			866
Available-for-sale Securities	[10]	3,844			3,542
Loans Held-for-sale, Fair Value Disclosure	[11]	0			0
Trading Liabilities, Fair Value Disclosure	[10]	717			664
Long-term Debt, Fair Value	[12]	0			0
Loans Net Fair Value Disclosure	[13]	0			0
Consumer And Commercial Deposits, Fair Value Disclosure	[14]	0			0
Short-term Debt, Fair Value	[12]	0			0
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Cash and Cash Equivalents, Fair Value Disclosure	[9]	0			0
Trading assets	[10]	5,967			5,143
Available-for-sale Securities	[10]	23,764			23,727
Loans Held-for-sale, Fair Value Disclosure	[11]	1,866			1,803
Trading Liabilities, Fair Value Disclosure	[10]	814			593
Long-term Debt, Fair Value	[12]	7,744			7,772
Loans Net Fair Value Disclosure	[13]	366			397
Consumer And Commercial Deposits, Fair Value Disclosure	[14]	152,144			149,889
Short-term Debt, Fair Value	[12]	4,944			4,627
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Cash and Cash Equivalents, Fair Value Disclosure	[9]	0			0
Trading assets	[10]	37			110
Available-for-sale Securities	[10]	580			556
Loans Held-for-sale, Fair Value Disclosure	[11]	49			39
Trading Liabilities, Fair Value Disclosure	[10]	5			6
Long-term Debt, Fair Value	[12]	691			602
Loans Net Fair Value Disclosure	[13]	135,588			130,781
Consumer And Commercial Deposits, Fair Value Disclosure	[14]	0			0
Short-term Debt, Fair Value	[12]	0			0
Reported Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Cash and Cash Equivalents, Fair Value Disclosure	[9]	4,327			5,599
Trading assets	[10]	7,050			6,119
Available-for-sale Securities	[10]	28,188			27,825
Loans Held-for-sale, Fair Value Disclosure	[11]	1,911			1,838
Trading Liabilities, Fair Value Disclosure	[10]	1,536			1,263
Long-term Debt, Fair Value	[12]	8,514			8,462
Loans Net Fair Value Disclosure	[13]	137,976			134,690
Consumer And Commercial Deposits, Fair Value Disclosure	[14]	152,161			149,830
Short-term Debt, Fair Value	[12]	4,944			4,627
Other Trading [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Assets		1,735			1,152
Derivative Liabilities		654			464
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		317			356
Equity Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		53			66
Available-for-sale Securities	[15]	518			533
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		$ 5			$ 6
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,484 million and $1,377 million at March 31, 2016 and December 31, 2015, respectively
[2]	At March 31, 2016, $1.7 billion, net of $607 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2015, $1.2 billion, net of $397 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
[3]	At March 31, 2016, $654 million, net of $1.3 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2015, $464 million, net of $1.0 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets.
[4]	Includes contingent consideration obligations related to acquisitions.
[5]	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.
[6]	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 $47 million of mutual fund investments, $64 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, and $5 million of other.
[8]	Includes $93 million of mutual fund investments, $32 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, and $6 million of other.
[9]	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.
[10]	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 footn
[11]	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.
[12]	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 no similar instruments that can be used to value the instrument without using significant unobservable assumptions. In these situations, the Company reviews current borrowing rates along with the collateral levels that secure the debt in determining an appropriate fair value adjustment.
[13]	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 102% and 101% on the loan portfolio’s net carrying value at March 31, 2016 and December 31, 2015, respectively. 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.
[14]	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
[15]	At March 31, 2016, the fair value of other equity securities was comprised of the following: $64 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $47 million of mutual fund investments, and $5 million of other.At December 31, 2015, the fair value of other equity securities was comprised of the following: $32 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $93 million of mutual fund investments, and $6 million of other.

Assets and Liabilities Measur99

Assets and Liabilities Measured at Fair Value on a Recurring Basis (Additional Information) (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016	Dec. 31, 2015
Cumulative effect of credit risk adjustment		$ 0
Government Guarantee Percent		2.00%
Derivative Assets	[1]	$ 1,735	$ 1,152
Derivative Liabilities	[2]	654	464
Equity Funds [Member] | Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Recurring [Member]
Investments, Fair Value Disclosure		47	93
Federal Reserve Bank Stock [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Investments, Fair Value Disclosure		402	402
Investment in Federal Home Loan Bank Stock [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Investments, Fair Value Disclosure		64	32
Equity Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Investments, Fair Value Disclosure		5	$ 6
AOCI Attributable to Parent [Member]
Cumulative effect of credit risk adjustment	[3]	$ (5)
[1]	At March 31, 2016, $1.7 billion, net of $607 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2015, $1.2 billion, net of $397 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
[2]	At March 31, 2016, $654 million, net of $1.3 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2015, $464 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]	Related to the Company's early adoption of the ASU 2016-01 provision related to changes in instrument-specific credit risk, for the three months ended March 31, 2016. See Note 1, "Significant Accounting Policies," and Note 17, "Accumulated Other Comprehensive Income/(Loss)," for additional information.

Fair Value Option Elected, Diff

Fair Value Option Elected, Difference Between the Aggregate Fair Value and the Aggregate Unpaid Principal Balance (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Loans Receivable, Fair Value Disclosure	$ 255	$ 257
Trading Loans [Member]
Loans Receivable, Fair Value Disclosure	2,625	2,655
Aggregate Unpaid Principal Balance Under the Fair Value Option	(2,571)	(2,605)
Fair Value, Option, Aggregate Differences, Loans and Long-term Receivables	54	50
Loans Held For Sale [Member]
Loans Receivable, Fair Value Disclosure	1,593	1,494
Aggregate Unpaid Principal Balance Under the Fair Value Option	(1,531)	(1,453)
Fair Value, Option, Aggregate Differences, Loans and Long-term Receivables	62	41
Loans Held For Investment [Member]
Loans Receivable, Fair Value Disclosure	250	254
Aggregate Unpaid Principal Balance Under the Fair Value Option	(251)	(259)
Fair Value, Option, Loans Held as Assets, Aggregate Amount in Nonaccrual Status, Aggregated Difference	(2)	(2)
Fair Value, Option, Aggregate Differences, Loans and Long-term Receivables	(1)	(5)
Long-Term Debt [Domain]
Obligations, Fair Value Disclosure	975	973
Aggregate Unpaid Principal Balance Under the Fair Value Option, Liability	907	907
Fair Value, Option, Aggregate Differences, Long-term Debt Instruments	68	66
Loans Held For Investment [Member]
Nonaccrual loans	5	3
Loans Held For Investment [Member] | Aggregate Unpaid Principal Balance Under Fair Value Option
Nonaccrual loans	$ 7	$ 5

Change in Fair Value of Financi

Change in Fair Value of Financial Instruments for which the FVO has been Elected (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016		Mar. 31, 2015
Mortgage Servicing Rights [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	$ 247	[1]	$ 125	[2]
Mortgage Servicing Rights [Member] | Other Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0
Mortgage Servicing Rights [Member] | Trading Revenue [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)	247		126
Long-term Debt [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	2	[1]	(1)	[2]
Long-term Debt [Member] | Other Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0
Long-term Debt [Member] | Trading Revenue [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	2		(1)
Long-term Debt [Member] | Mortgage Production Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0	[3]	0	[4]
Long-term Debt [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)	(3)	[1]	(2)	[2]
Loans Held For Investment [Member] | Other Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	(3)
Loans Held For Investment [Member] | Trading Revenue [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)	0	[3]	(2)	[4]
Loans Held For Investment [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)	(55)	[1]	(12)	[2]
Loans Held For Sale [Member] | Other Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0
Loans Held For Sale [Member] | Trading Revenue [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)	(55)	[3]	(12)	[4]
Loans Held For Sale [Member] | Mortgage Servicing Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0		0
Trading Account Assets [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	(6)	[1]	(4)	[2]
Trading Account Assets [Member] | Other Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	0
Trading Account Assets [Member] | Trading Revenue [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	[3]	0	[4]
Trading Account Assets [Member] | Mortgage Servicing Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	$ 0		$ 0
[1]	Changes in fair value for the three months ended March 31, 2016 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 measured 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 measured at fair value are recognized in interest income or interest expense in the Consolidated Statements of Income.
[3]	Income related to LHFS does not include income from IRLCs. For the three months ended March 31, 2016, income related to MSRs includes 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 income recognized upon the sale of loans reported at LOCOM.

Change in Fair Value of Fina102

Change in Fair Value of Financial Instruments for which the FVO has been Elected (Additional Information) (Detail) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Income recognized upon the sale of loans		$ 6
Fair Value, Measurements, Nonrecurring [Member] | Other Assets [Member]
Asset Impairment Charges	$ 0		$ 6

Fair Value Measurement and Elec

Fair Value Measurement and Election - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015	Dec. 31, 2014
Estimated Fair Value of Loan Portfolio's Net Carrying Value, Percentage	102.00%		101.00%
Assets	$ 194,158		$ 190,817
Government Guarantee Percent	2.00%
Loans Receivable, Fair Value Disclosure	$ 255		257
Allowance for Loan and Lease Losses, Write-offs	112	$ 130
Unfunded loan commitments and letters of credit	64,700		66,200
Allowance for unfunded loan commitments and letters of credit	64		66
Total Return Swap [Member] | Fair Value, Inputs, Level 2 [Member]
Loans Receivable, Fair Value Disclosure	2,300		2,200
Interest Rate Lock Commitments [Member]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3	29	60
Trading Account Assets [Member] | Commercial and Corporate Leveraged Loans [Member] | Fair Value, Inputs, Level 2 [Member]
Loans Receivable, Fair Value Disclosure	317		356
Long-term Debt [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Option, Credit Risk, Gains (Losses) on Liabilities		$ 2		$ 4
Loans Held For Sale [Member]
Loans Receivable, Fair Value Disclosure	1,593		1,494
Commercial and Corporate Loans [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Assets	475		525
Commercial and Corporate Loans [Member] | Variable Interest Entity, Not Primary Beneficiary [Member] | Preference Shares [Member]
Assets	3		2
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	255		257
Other Real Estate Owned [Member] | Fair Value, Measurements, Nonrecurring [Member]
Asset Impairment Charges	1		4
Other Assets [Member] | Fair Value, Measurements, Nonrecurring [Member]
Asset Impairment Charges	$ 0		$ 6

Fair Value Election and Meas104

Fair Value Election and Measurement Level 3 Significant Unobservable Input Assumptions (Details) - USD ($) $ in Millions		3 Months Ended		12 Months Ended
		Mar. 31, 2016		Dec. 31, 2015
level 3 fair value assumptions [Line Items]
Trading assets	[1]	$ 7,050		$ 6,119
Available-for-sale Securities		28,188		27,825
Loans Held-for-sale, Fair Value Disclosure		1,593		1,494
Loans Receivable, Fair Value Disclosure		255		257
Servicing Asset at Fair Value, Amount		1,182		1,307
Other Liabilities, Fair Value Disclosure	[2]			23
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
level 3 fair value assumptions [Line Items]
Trading assets		37		110
Available-for-sale Securities		580		556
Loans Receivable, Fair Value Disclosure		255		257
Servicing Asset at Fair Value, Amount		1,182		1,307
Other Liabilities, Fair Value Disclosure	[2]			23
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		32	[3]	$ 15	[4]
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%
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%
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				150.00%
Fair Value, Measurements, Recurring [Member] | Other Liabilities [Member] | Income Approach Valuation Technique [Member] | Loan Production Volume [Member] | Fair Value, Inputs, Level 3 [Member]
level 3 fair value assumptions [Line Items]
Other Liabilities, Fair Value Disclosure	[5]			$ 23
Fair Value, Measurements, Recurring [Member] | 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, Comparability Adjustments				1.26%
Fair Value, Measurements, Recurring [Member] | 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, Comparability Adjustments				4.47%
Fair Value, Measurements, Recurring [Member] | 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, Comparability Adjustments				2.87%
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		471		$ 440
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		11		12
Fair Value, Measurements, Recurring [Member] | Other Debt Obligations [Member] | Market Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]
level 3 fair value assumptions [Line Items]
Trading assets				89
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] | 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] | 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		88		94
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		$ 5
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		1.04%		1.04%
Fair Value Inputs, Prepayment Rate		2.00%		2.00%
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		1.97%		1.97%
Fair Value Inputs, Prepayment Rate		21.00%		17.00%
Fair Value Inputs, Probability of Default		2.00%		2.00%
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		1.28%		1.25%
Fair Value Inputs, Prepayment Rate		11.00%		8.00%
Fair Value Inputs, Probability of Default		0.60%		0.50%
Fair Value, Measurements, Recurring [Member] | Loans Held For Investment [Member] | Market Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]
level 3 fair value assumptions [Line Items]
Loans Receivable, Fair Value Disclosure		$ 7		$ 6
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		$ 248		$ 251
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		0.62%		0.00%
Fair Value Inputs, Prepayment Rate		3.00%		5.00%
Fair Value Inputs, Probability of Default		0.00%		0.00%
Fair Value, Measurements, Recurring [Member] | Loans Held For Investment [Member] | Income Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]
level 3 fair value assumptions [Line Items]
Fair Value Inputs, Option Adjusted Spread		7.84%		7.84%
Fair Value Inputs, Prepayment Rate		38.00%		36.00%
Fair Value Inputs, Probability of Default		5.00%		5.00%
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		1.98%		1.93%
Fair Value Inputs, Prepayment Rate		15.00%		14.00%
Fair Value Inputs, Probability of Default		1.80%		1.70%
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		$ 1,182		$ 1,307
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		(5.00%)		(5.00%)
Fair Value Inputs, Prepayment Rate		2.00%		2.00%
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		86.00%		110.00%
Fair Value Inputs, Prepayment Rate		20.00%		21.00%
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		8.00%		8.00%
Fair Value Inputs, Prepayment Rate		13.00%		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		41.00%		24.00%
Fair Value Inputs, Msr Value		0.23%		0.29%
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		1.91%		2.10%
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		75.00%		79.00%
Fair Value Inputs, Msr Value		0.96%		1.03%
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,484 million and $1,377 million at March 31, 2016 and December 31, 2015, respectively
[2]	Includes contingent consideration obligations related to acquisitions.
[3]	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
[4]	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.
[5]	Input assumptions relate to the Company's contingent consideration obligations related to acquisitions. See Note 12, "Guarantees," for additional information.

Reconciliation of the Beginning

Reconciliation of the Beginning and Ending Balances for Fair Valued Assets and Liabilities Measured on a Recurring Basis Using Significant Unobservable Inputs (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016		Mar. 31, 2015		Dec. 31, 2015	Dec. 31, 2014
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		(7)		(3)
Settlements		0		0
Transfers to other balance sheet line items		(1)		0
Transfers into Level 3		9		6
Transferred Out of Level 3 in The Fair Value Hierarchy		(2)		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		4		4		$ 5	$ 1
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income		0		0
Trading Account Assets [Member]
Included in earnings		44
OCI		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		0
Sales		(88)
Settlements		1
Transfers to other balance sheet line items		(29)
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		32				104
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income		36
Trading Account Assets [Member] | Collateralized Debt Obligations [Member]
Included in earnings	[1]	(1)
OCI		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		0
Sales		(88)
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				89
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		45	[2]	77	[3]
OCI		0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		0		0
Sales		0		0
Settlements		1		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		32		37		15	20
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income		36	[2],[4]	41	[3],[5]
Available-for-sale Securities [Member]
Included in earnings		0		0
OCI		(1)	[6]	1	[7]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		106		21
Sales		0		0
Settlements		81		201
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		580		767		556	946
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		0
OCI		0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		0		0
Sales		0		0
Settlements		0		6
Transfers to other balance sheet line items		0		0
Transfers into Level 3		0		0
Transferred Out of Level 3 in The Fair Value Hierarchy		0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		5		6		5	12
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		1		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		11		21		12	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		106		21
Sales		0		0
Settlements		75		190
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		471		616		440	785
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)	[6]	1	[7]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		0		0
Sales		0		0
Settlements		5		5
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		88		119		94	123
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	[8]	3	[9]
OCI		0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		0		0
Sales		0		0
Settlements		10		9
Transfers to other balance sheet line items		1		0
Transfers into Level 3		4		2
Transferred Out of Level 3 in The Fair Value Hierarchy		0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		255		268		257	272
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income		3	[4],[8]	2	[5],[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		(23)		(10)
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		0		21		$ 23	$ 27
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings		0		4	[10]
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		(29)		(60)
Interest Rate Lock Commitments [Member] | Trading Assets [Member] | Derivative contracts, net [Member]
Transfers to other balance sheet line items		$ (29)		$ (60)
[1]	Amounts included in earnings are recognized in trading income.
[2]	Includes issuances, fair value changes, and expirations and are recognized in mortgage production related income.
[3]	Includes issuances, fair value changes, and expirations and are recognized in mortgage production related income.
[4]	Change in unrealized gains/(losses) included in earnings during the period related to financial assets/liabilities still held at March 31, 2016
[5]	Change in unrealized gains/(losses) included in earnings for the period related to financial assets still held at March 31, 2015
[6]	Amount recognized in OCI is included in change in net unrealized gains on securities AFS, net of tax.
[7]	Amounts recognized in OCI are included in change in net unrealized gains on securities AFS, net of tax
[8]	Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in other noninterest income.
[9]	Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in trading income.
[10]	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 ($) $ in Millions	3 Months Ended	12 Months Ended
	Mar. 31, 2016	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Document Period End Date	Mar. 31, 2016
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	$ 198	$ 202
Asset Impairment Charges	(4)	(6)
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	39	48
Asset Impairment Charges	0	0
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	11	19
Asset Impairment Charges	(1)	(4)
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	8	36
Asset Impairment Charges	0	(6)
Other Assets [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Impairment Charges	$ 0	$ (6)

Carrying Amounts and Fair Value

Carrying Amounts and Fair Values of the Company's Financial Instruments (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016	Dec. 31, 2015
Document Period End Date		Mar. 31, 2016
Financial assets
Trading assets	[1]	$ 7,050	$ 6,119
Available-for-sale Securities		28,188	27,825
Loans Held-for-sale, Fair Value Disclosure		1,593	1,494
Financial liabilities
Long-term Debt, Fair Value		975	973
Trading liabilities		1,536	1,263
Reported Value Measurement [Member]
Financial assets
Cash and Cash Equivalents, Fair Value Disclosure	[2]	4,327	5,599
Trading assets	[3]	7,050	6,119
Available-for-sale Securities	[3]	28,188	27,825
Loans Held-for-sale, Fair Value Disclosure	[4]	1,911	1,838
Loans Net Fair Value Disclosure	[5]	137,976	134,690
Financial liabilities
Consumer And Commercial Deposits, Fair Value Disclosure	[6]	152,161	149,830
Short-term Debt, Fair Value	[7]	4,944	4,627
Long-term Debt, Fair Value	[7]	8,514	8,462
Trading liabilities	[3]	1,536	1,263
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Financial assets
Trading assets		1,046	866
Available-for-sale Securities		3,844	3,542
Financial liabilities
Long-term Debt, Fair Value		0	0
Trading liabilities		717	664
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Financial assets
Trading assets		10,058	8,456
Available-for-sale Securities		23,764	23,727
Financial liabilities
Long-term Debt, Fair Value		975	973
Trading liabilities		5,571	4,557
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Financial assets
Trading assets		37	110
Available-for-sale Securities		580	556
Financial liabilities
Long-term Debt, Fair Value		0	0
Trading liabilities		5	6
Fair Value, Measurements, Recurring [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Inputs, Level 1 [Member]
Financial assets
Trading assets		0	0
Available-for-sale Securities		0	0
Financial liabilities
Trading liabilities		0	0
Fair Value, Measurements, Recurring [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Inputs, Level 2 [Member]
Financial assets
Trading assets		686	553
Available-for-sale Securities		23,190	23,124
Financial liabilities
Trading liabilities		3	37
Fair Value, Measurements, Recurring [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Inputs, Level 3 [Member]
Financial assets
Trading assets		0	0
Available-for-sale Securities		0	0
Financial liabilities
Trading liabilities		$ 0	$ 0
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,484 million and $1,377 million at March 31, 2016 and December 31, 2015, respectively
[2]	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.
[3]	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 footn
[4]	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.
[5]	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 102% and 101% on the loan portfolio’s net carrying value at March 31, 2016 and December 31, 2015, respectively. 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.
[6]	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
[7]	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 no similar instruments that can be used to value the instrument without using significant unobservable assumptions. In these situations, the Company reviews current borrowing rates along with the collateral levels that secure the debt in determining an appropriate fair value adjustment.

Contingencies - Additional Info

Contingencies - Additional Information (Detail) - USD ($) $ in Millions	Jul. 25, 2014	Mar. 31, 2016	Sep. 30, 2014	Jun. 30, 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		180
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
Cash payment for litigation [Member] | Potential Mortgage Servicing Settlement and Claims [Member]
Loss Contingency, Damages Awarded, Value		50
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) $ in Millions		3 Months Ended
		Mar. 31, 2016USD ($)segments	Mar. 31, 2015USD ($)
Number of Operating Segments | segments		3
Segment Reporting Information Average Total Loans		$ 138,372	$ 133,338
Segment Reporting Information Average Total Deposits		149,229	140,476
Average total assets		193,014	189,265
Average total liabilities		169,217	166,093
Average total equity		23,797	23,172
Net, interest income		1,282	1,140
FTE adjustment		36	35
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	[1]	1,318	1,175
Provision for Loan, Lease, and Other Losses	[2]	101	55
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment		1,217	1,120
Total noninterest income		781	817
Noninterest Expense		1,318	1,280
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest		680	657
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	[3]	231	226
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest		449	431
Net Income (Loss) Attributable to Noncontrolling Interest		2	2
Net Income (Loss) Attributable to Parent		447	429
Consumer Banking and Private Wealth Management [Member]
Segment Reporting Information Average Total Loans		41,597	41,127
Segment Reporting Information Average Total Deposits		93,314	90,507
Average total assets		47,268	47,129
Average total liabilities		93,933	91,158
Average total equity		0	0
Net, interest income		700	666
FTE adjustment		0	0
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	[1]	700	666
Provision for Loan, Lease, and Other Losses	[2]	29	70
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment		671	596
Total noninterest income		355	363
Noninterest Expense		748	730
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest		278	229
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	[3]	104	85
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest		174	144
Net Income (Loss) Attributable to Noncontrolling Interest		0	0
Net Income (Loss) Attributable to Parent		174	144
Wholesale Banking [Member]
Segment Reporting Information Average Total Loans		70,757	67,733
Segment Reporting Information Average Total Deposits		53,567	47,565
Average total assets		84,375	81,160
Average total liabilities		59,439	53,685
Average total equity		0	0
Net, interest income		457	430
FTE adjustment		35	34
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	[1]	492	464
Provision for Loan, Lease, and Other Losses	[2]	82	(4)
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment		410	468
Total noninterest income		285	285
Noninterest Expense		407	397
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest		288	356
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	[3]	91	120
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest		197	236
Net Income (Loss) Attributable to Noncontrolling Interest		0	0
Net Income (Loss) Attributable to Parent		197	236
Mortgage Banking
Segment Reporting Information Average Total Loans		25,946	24,439
Segment Reporting Information Average Total Deposits		2,311	2,359
Average total assets		29,203	27,936
Average total liabilities		2,686	2,615
Average total equity		0	0
Net, interest income		112	121
FTE adjustment		0	0
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	[1]	112	121
Provision for Loan, Lease, and Other Losses	[2]	(10)	(10)
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment		122	131
Total noninterest income		124	132
Noninterest Expense		175	178
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest		71	85
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	[3]	26	30
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest		45	55
Net Income (Loss) Attributable to Noncontrolling Interest		0	0
Net Income (Loss) Attributable to Parent		45	55
Corporate Other
Segment Reporting Information Average Total Loans		72	43
Segment Reporting Information Average Total Deposits		85	90
Average total assets		30,564	29,013
Average total liabilities		13,178	18,713
Average total equity		0	0
Net, interest income		30	29
FTE adjustment		1	1
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	[1]	31	30
Provision for Loan, Lease, and Other Losses		0	0	[2]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment		31	30
Total noninterest income		22	42
Noninterest Expense		(6)	(19)
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest		59	91
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	[3]	18	31
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest		41	60
Net Income (Loss) Attributable to Noncontrolling Interest		2	2
Net Income (Loss) Attributable to Parent		39	58
Reconciling Items
Segment Reporting Information Average Total Loans		0	(4)
Segment Reporting Information Average Total Deposits		(48)	(45)
Average total assets		1,604	4,027
Average total liabilities		(19)	(78)
Average total equity		23,797	23,172
Net, interest income		(17)	(106)
FTE adjustment		0	0
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	[1]	(17)	(106)
Provision for Loan, Lease, and Other Losses		0	(1)	[2]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment		(17)	(105)
Total noninterest income		(5)	(5)
Noninterest Expense		(6)	(6)
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest		(16)	(104)
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	[3]	(8)	(40)
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest		(8)	(64)
Net Income (Loss) Attributable to Noncontrolling Interest		0	0
Net Income (Loss) Attributable to Parent		$ (8)	$ (64)
[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 Comprehens110

Accumulated Other Comprehensive Income (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015	Dec. 31, 2014
Accumulated Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax		$ 414	$ 384	$ 135	$ 298
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax		237	141	87	97
Accumulated Other Comprehensive Income (Loss), Financial Instruments, net of tax		(7)	0	0	0
Accumulated Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net of Tax		(623)	(590)	(682)	(517)
Accumulated Other Comprehensive Income (Loss), Net of Tax		21	(65)	$ (460)	$ (122)
Cumulative effect of credit risk adjustment		0
Other Comprehensive Income (Loss), Unrealized Holding Gain (Loss) on Securities Arising During Period, Net of Tax		279	86
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax		192	78
Credit Risk Adjustment		(2)	0
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		469	164
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Sale of Securities, Net of Tax		0	0
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax		(42)	(34)
Other Comprehensive Income Loss Reclassfication Adjustment From AOCI on Long Term Debt, Net of Tax		0	0
Other Comprehensive (Income) Loss, Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, Net of Tax		59	(73)
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax		17	(107)
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax		279	86
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax		150	44
Other Comprehensive Income Loss Long Term Debt, Net of Tax		(2)	0
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, Net of Tax		59	(73)
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent		486	$ 57
AOCI Attributable to Parent [Member]
Cumulative effect of credit risk adjustment	[1]	$ (5)
[1]	Related to the Company's early adoption of the ASU 2016-01 provision related to changes in instrument-specific credit risk, for the three months ended March 31, 2016. See Note 1, "Significant Accounting Policies," and Note 17, "Accumulated Other Comprehensive Income/(Loss)," for additional information.

Accumulated Other Comprehens111

Accumulated Other Comprehensive Income Reclassifications out of AOCI (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015	Dec. 31, 2014
Accumulated Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	$ 414	$ 384	$ 135	$ 298
Other Comprehensive Income (Loss), Reclassification Adjustment for Sale of Securities Included in Net Income, Net of Tax	0	0
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, before Tax	(67)	(54)
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, Tax	25	20
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, Net of Tax	(42)	(34)
Other Comprehensive (Income) Loss, Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, before Tax	94	(116)
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Transition Asset (Obligation), before Tax	89	(120)
Defined Benefit Plan, Amounts Recognized in Other Comprehensive Income (Loss), Net Actuarial Gain (Loss), before Tax	6	5
Other Comprehensive (Income) Loss, Amortization Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Prior Service Cost (Credit), before Tax	(1)	(1)
Other Comprehensive (Income) Loss, Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, Tax	(35)	43
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, Net of Tax	59	(73)
Other Comprehensive (Income) Loss, Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, Net of Tax	59	(73)
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	$ 17	$ (107)

Uncategorized Items - sti-20160

Label	Element	Value
Other Assets [Member] | Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Nonrecurring [Member]
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	$ 0
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	0
Other Assets [Member] | Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Nonrecurring [Member]
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	29,000,000
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	0
Other Assets [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Nonrecurring [Member]
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	7,000,000
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	8,000,000
Loans Held-For-Investment [Member] | Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Nonrecurring [Member]
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	0
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	0
Loans Held-For-Investment [Member] | Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Nonrecurring [Member]
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	0
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	0
Loans Held-For-Investment [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Nonrecurring [Member]
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	48,000,000
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	39,000,000
Loans Held-For-Sale [Member] | Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Nonrecurring [Member]
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	0
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	0
Loans Held-For-Sale [Member] | Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Nonrecurring [Member]
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	0
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	0
Loans Held-For-Sale [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Nonrecurring [Member]
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	202,000,000
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	198,000,000
Other Real Estate Owned [Member] | Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Nonrecurring [Member]
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	0
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	0
Other Real Estate Owned [Member] | Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Nonrecurring [Member]
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	0
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	2,000,000
Other Real Estate Owned [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Nonrecurring [Member]
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	19,000,000
Assets, Fair Value Disclosure	us-gaap_AssetsFairValueDisclosure	$ 9,000,000