Suntrust Banks 10-Q 4 May 17 2017 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - $ / shares	3 Months Ended
	Mar. 31, 2017	Apr. 28, 2017	Dec. 31, 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, 2017
Document Fiscal Year Focus	2,017
Document Fiscal Period Focus	Q1
Amendment Flag	false
Entity Common Stock, Shares Outstanding		483,476,213
Entity Well-known Seasoned Issuer	Yes
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes
Common Stock, Par or Stated Value Per Share	$ 1		$ 1

Consolidated Statements of Inco

Consolidated Statements of Income - USD ($) shares in Thousands, $ in Millions		3 Months Ended
		Mar. 31, 2017		Mar. 31, 2016
Interest Income
Interest and fees on loans		$ 1,289		$ 1,203
Interest and fees on loans held for sale		24		19
Interest and Dividend Income, Securities, Available-for-sale		187		163
Trading account interest and other		28		26
Total interest income		1,528		1,411
Interest Expense
Interest on deposits		80		59
Interest Expense, Long-term Debt		70		59
Interest on other borrowings		12		11
Total interest expense		162		129
Net, interest income		1,366		1,282
Provision for Loan, Lease, and Other Losses		119	[1]	101	[2]
Interest Income (Expense), after Provision for Loan Loss		1,247		1,181
Noninterest Income
Service charges on deposit accounts		148		153
Fees and Commissions, Other		95		93
Fees and Commissions, Credit and Debit Cards		82		78
Investment Banking Revenue		167		98
Trading Gain (Loss)		51		55
Fees and Commissions, Fiduciary and Trust Activities		75		75
Investment Advisory, Management and Administrative Fees		68		69
Fees and Commissions, Mortgage Banking		53		60
Servicing Fees, Net		(58)		(62)
commercial real estate related income	[3]	20		17
Gain (Loss) on Sale of Securities, Net		0		0
Noninterest Income, Other Operating Income	[3]	30		21
Total noninterest income		847		781
Noninterest Expense
Employee compensation		717		639
Other Labor-related Expenses		135		135
Outside processing and software		205		198
Net occupancy expense		92		85
Equipment Expense		39		40
Marketing and Advertising Expense		42		44
Federal Deposit Insurance Corporation Premium Expense		48		36
Operating losses		32		24
Amortization		13		10
Other Noninterest Expense		142		107
Noninterest Expense		1,465		1,318
Income (Loss) from Continuing Operations before Equity Method Investments, Income Taxes, Extraordinary Items, Noncontrolling Interest		629		644
Income Tax Expense (Benefit)		159		195
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest		470		449
Net Income (Loss) Attributable to Noncontrolling Interest		2		2
Net Income (Loss) Attributable to Parent		468		447
Net Income (Loss) Available to Common Stockholders, Basic		$ 451		$ 430
Weighted Average Number of Shares Outstanding, Basic		490,091		505,482
Weighted Average Number of Shares Outstanding, Diluted		496,002		509,931
Common Stock, Dividends, Per Share, Declared		$ 0.26		$ 0.24
Earnings Per Share, Basic		0.92		0.85
Earnings Per Share, Diluted		$ 0.91		$ 0.84
[1]	Provision for credit losses represents net charge-offs by segment combined with an allocation to the segments for the provision attributable to quarterly changes in the ALLL and unfunded commitment reserve balances.
[2]	Provision/(benefit) for credit losses represents net charge-offs by segment combined with an allocation to the segments for the provision/(benefit) attributable to quarterly changes in the ALLL and unfunded commitment reserve balances.
[3]	Beginning January 1, 2017, the Company began presenting income related to the Company's Pillar, STCC, and Structured Real Estate businesses as a separate line item on the Consolidated Statements of Income titled Commercial real estate related income. For periods prior to January 1, 2017, these amounts were previously presented in Other noninterest income and have been reclassified to Commercial real estate related income for comparability.

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income Consolidated Statement of Comprehensive Income - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017	Mar. 31, 2016
Statement of Comprehensive Income [Abstract]
Net Income (Loss) Attributable to Parent		$ 468	$ 447
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax		2	279
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax		(42)	150
Other Comprehensive Income (Loss), Brokered Time Deposits, Net of Tax		0	0
Other Comprehensive Income (Loss), Long Term Debt, Adjustment, Net of Tax	[1]	(1)	(2)
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, Net of Tax		(5)	59
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent		(46)	486
Comprehensive Income (Loss), Net of Tax, Attributable to Parent		$ 422	$ 933
[1]	Related to the Company's early adoption of the ASU 2016-01 provision related to changes in instrument-specific credit risk. See Note 1, "Significant Accounting Policies," and Note 18, "Accumulated Other Comprehensive (Loss)/Income," for additional information.

Consolidated Statements of Com4

Consolidated Statements of Comprehensive Income Consolidated Statement of Comprehensive Income (Parenthetical) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Statement of Comprehensive Income [Abstract]
Other Comprehensive Income (Loss), Available-for-sale Securities, Tax	$ 1	$ 165
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Tax	(24)	89
Other Comprehensive Income (Loss), Long Term Debt, Adjustment, Tax	(1)	(1)
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, Tax	$ (1)	$ 35

Consolidated Balance Sheets

Consolidated Balance Sheets - USD ($) shares in Thousands, $ in Millions		Mar. 31, 2017	Dec. 31, 2016
Assets
Cash and Due from Banks		$ 6,957	$ 5,091
Federal Funds Sold and Securities Purchased under Agreements to Resell		1,292	1,307
Interest-bearing Deposits in Banks and Other Financial Institutions		25	25
Cash and cash equivalents		8,274	6,423
Trading assets	[1]	6,007	6,067
Available-for-sale Securities	[2]	31,127	30,672
Loans Held for Sale	[3]	2,109	4,169
Loans held for investment	[4]	143,529	143,298
Loans and Leases Receivable, Allowance		(1,714)	(1,709)
Net loans		141,815	141,589
Property, Plant and Equipment, Net		1,543	1,556
Goodwill		6,338	6,337
Intangible Assets, Net (Excluding Goodwill)		1,729	1,657
Other Assets		6,700	6,405
Total assets		205,642	204,875
Liabilities and Shareholders' Equity
Noninterest-bearing consumer and commercial deposits		43,437	43,431
Interest-bearing Deposit Liabilities		119,416	116,967
Total deposits		162,853	160,398
Funds purchased		1,037	2,116
Securities Sold under Agreements to Repurchase		1,704	1,633
Other Short-term Borrowings		1,955	1,015
Long-term Debt	[5]	10,496	11,748
Trading liabilities		1,225	1,351
Other Liabilities		2,888	2,996
Total liabilities		182,158	181,257
Preferred Stock, Value, Outstanding		1,225	1,225
Common Stock, Value, Outstanding		550	550
Additional Paid in Capital		8,966	9,010
Retained earnings		16,322	16,000
Treasury stock, at cost, and other	[6]	(2,712)	(2,346)
Accumulated Other Comprehensive Income (Loss), Net of Tax		(867)	(821)
Total shareholders' equity		23,484	23,618
Liabilities and Equity		$ 205,642	$ 204,875
Common Stock, Shares, Outstanding	[7]	485,712	491,188
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		64,301	58,738
Treasury Stock and Other
Liabilities and Shareholders' Equity
Treasury stock, at cost, and other		$ (2,812)
Total shareholders' equity	[8]	(2,712)	$ (2,346)
Variable Interest Entity, Primary Beneficiary [Member]
Assets
Loans held for investment		201	211
Liabilities and Shareholders' Equity
Long-term Debt		$ 214	$ 222
Restricted Stock [Member]
Liabilities and Shareholders' Equity
Common Stock, Shares, Outstanding		11	11
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,229 million and $1,437 million at March 31, 2017 and December 31, 2016, respectively.
[2]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $100 million and $0 million at March 31, 2017 and December 31, 2016, respectively.
[3]	Includes $1.8 billion and $3.5 billion of LHFS measured at fair value at March 31, 2017 and December 31, 2016, respectively.
[4]	Includes loans of consolidated VIEs of $201 million and $211 million at March 31, 2017 and December 31, 2016, respectively.
[5]	Includes debt of consolidated VIEs of $214 million and $222 million at March 31, 2017 and December 31, 2016, respectively.
[6]	Includes noncontrolling interest of $101 million and $103 million at March 31, 2017 and December 31, 2016, respectively.
[7]	Includes restricted shares of 11 thousand and 11 thousand at March 31, 2017 and December 31, 2016, respectively.
[8]	At March 31, 2017, includes ($2,812) million for treasury stock, ($1) million for the compensation element of restricted stock, and $101 million for noncontrolling interest.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.

Consolidated Balance Sheets (Pa

Consolidated Balance Sheets (Parenthetical) - USD ($) shares in Thousands, $ in Millions		Mar. 31, 2017	Dec. 31, 2016
Loans Held-for-sale, Fair Value Disclosure		$ 1,819	$ 3,540
Loans Receivable, Fair Value Disclosure		221	222
Servicing Asset at Fair Value, Amount		1,645	1,572
Long-term Debt, Fair Value		$ 771	$ 963
Common stock, par value		$ 1	$ 1
Loans and Leases Receivable, Gross	[1]	$ 143,529	$ 143,298
Long-term Debt	[2]	$ 10,496	$ 11,748
Common Stock, Shares, Outstanding	[3]	485,712	491,188
Variable Interest Entity, Primary Beneficiary [Member]
Loans and Leases Receivable, Gross		$ 201	$ 211
Long-term Debt		214	222
Treasury Stock and Other
Stockholders' Equity Attributable to Noncontrolling Interest		101	103
Residential Portfolio Segment [Member]
Loans Receivable, Fair Value Disclosure		221	222
Loans and Leases Receivable, Gross		$ 38,550	$ 38,990
Restricted Stock [Member]
Common Stock, Shares, Outstanding		11	11
Trading Securities [Member]
Pledged Assets Separately Reported, Securities Pledged as Collateral, at Fair Value		$ 1,229	$ 1,437
Available-for-sale Securities [Member]
Pledged Assets Separately Reported, Securities Pledged as Collateral, at Fair Value		100	0
Brokered Time Deposits [Member]
Deposits, Fair Value Disclosure		$ 128	$ 78
[1]	Includes loans of consolidated VIEs of $201 million and $211 million at March 31, 2017 and December 31, 2016, respectively.
[2]	Includes debt of consolidated VIEs of $214 million and $222 million at March 31, 2017 and December 31, 2016, respectively.
[3]	Includes restricted shares of 11 thousand and 11 thousand at March 31, 2017 and December 31, 2016, 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]
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Common Stock, Shares, Outstanding					509,000
Total shareholders' equity at Dec. 31, 2015		$ 23,437		$ 1,225	$ 550	$ 9,094	$ 14,686	$ (1,658)		$ (460)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Cumulative effect of credit risk adjustment	[2]	0					5			(5)	[3]
Net Income (Loss) Attributable to Parent		447					447
Other Comprehensive Income (Loss), Net of Tax		486								486
Noncontrolling Interest, Period Increase (Decrease)		(7)						(7)
Dividends, Common Stock, Cash		(121)					(121)
Dividends, Preferred Stock, Cash	[4]	(17)					(17)
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
Total shareholders' equity at Mar. 31, 2016		$ 24,053		1,225	$ 550	9,017	14,999	(1,759)		21
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Common Stock, Shares, Outstanding					505,000
Common Stock, Shares, Outstanding		491,188	[5]		491,000
Total shareholders' equity at Dec. 31, 2016		$ 23,618		1,225	$ 550	9,010	16,000	(2,346)		(821)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net Income (Loss) Attributable to Parent		468					468
Other Comprehensive Income (Loss), Net of Tax		(46)								(46)
Noncontrolling Interest, Period Increase (Decrease)		(2)						(2)
Dividends, Common Stock, Cash		(128)					(128)
Dividends, Preferred Stock, Cash	[4]	(17)					(17)
Treasury Stock, Shares, Acquired					(7,000)
Treasury Stock, Value, Acquired, Cost Method		(414)						(414)
Payments for Repurchase of Warrants		0
Share-based Compensation Arrangement by Share-based Payment Award, Options, Exercises in Period					1,000
Stock Issued During Period, Value, Stock Options Exercised		(9)				(12)		(21)
Stock Issued During Period, Shares, Restricted Stock Award, Net of Forfeitures					1,000
Stock Issued During Period, Value, Restricted Stock Award, Net of Forfeitures		(4)				(32)	(1)	29
Total shareholders' equity at Mar. 31, 2017		$ 23,484		$ 1,225	$ 550	$ 8,966	$ 16,322	$ (2,712)		$ (867)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Common Stock, Shares, Outstanding		485,712	[5]		486,000
[1]	At March 31, 2017, includes ($2,812) million for treasury stock, ($1) million for the compensation element of restricted stock, and $101 million for noncontrolling interest.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.
[2]	Related to the Company's early adoption of the ASU 2016-01 provision related to changes in instrument-specific credit risk, beginning January 1, 2016. See Note 1, "Significant Accounting Policies," and Note 18, "Accumulated Other Comprehensive (Loss)/Income," for additional information.
[3]	Related to the Company's early adoption of the ASU 2016-01 provision related to changes in instrument-specific credit risk. See Note 1, "Significant Accounting Policies," for additional information.
[4]	For the three months ended March 31, 2017, dividends were $1,000 per share for both Perpetual Preferred Stock Series A and B, $1,469 per share for Perpetual Preferred Stock Series E, and $1,406 per share for Perpetual Preferred Stock Series F.For the three months ended March 31, 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.
[5]	Includes restricted shares of 11 thousand and 11 thousand at March 31, 2017 and December 31, 2016, respectively.

Consolidated Statements of Sha8

Consolidated Statements of Shareholders' Equity (Parenthetical) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017	Mar. 31, 2016
Treasury Stock, Value	[1]	$ (2,712)
Common stock dividends, per share		$ 0.26	$ 0.24
Treasury Stock and Other
Treasury Stock, Value		$ (2,812)	$ (1,859)
Deferred Compensation Equity		(1)	(1)
Stockholders' Equity Attributable to Noncontrolling Interest		$ 101	$ 101
Series A Preferred Stock [Member]
Preferred Stock, Dividends, Per Share, Cash Paid		$ 1,000	$ 1,011
Series B Preferred Stock [Member]
Preferred Stock, Dividends, Per Share, Cash Paid		1,000	1,011
Series E Preferred Stock [Member]
Preferred Stock, Dividends, Per Share, Cash Paid		1,469	1,469
Series F Preferred Stock [Member] | Additional Paid-in Capital [Member]
Preferred Stock, Dividends, Per Share, Cash Paid		$ 1,406	$ 1,406
[1]	Includes noncontrolling interest of $101 million and $103 million at March 31, 2017 and December 31, 2016, respectively.

Consolidated Statements of Cash

Consolidated Statements of Cash Flows - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017	Mar. 31, 2016
Cash Flows from Operating Activities:
Net Cash Provided by (Used in) Operating Activities, Continuing Operations		$ 2,098	$ (197)
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest		470	449
Adjustments to reconcile net income/(loss) to net cash provided by operating activities:
Depreciation, Amortization and Accretion, Net		179	171
Payments to Acquire Mortgage Servicing Rights (MSR)		(101)	(46)
Provisions For Credit Losses And Foreclosed Properties		121	103
Stock Option Compensation And Amortization Of Restricted Stock Compensation		58	25
Gain (Loss) on Sale of Securities, Net		0	0
Gain (Loss) on Sale of Loans and Leases		(6)	(84)
Net decrease/(increase) in loans held for sale		2,056	(4)
Increase (Decrease) in Trading Securities		(8)	(689)
Net (increase)/decrease in other assets	[1]	(387)	146
Increase (Decrease) in Other Operating Liabilities	[1]	(284)	(268)
Cash Flows from Investing Activities:
Net Cash Provided by (Used in) Investing Activities, Continuing Operations		(819)	(3,459)
Proceeds from Maturities, Prepayments and Calls of Available-for-sale Securities		993	1,057
Purchases of securities available for sale		(1,450)	(1,008)
Proceeds from (payments for) Originations and Purchases of Loans Held-for-investment		(492)	(3,438)
Proceeds from sales of loans		118	18
Payments for (Proceeds from) Mortgage Servicing Rights		0	(75)
Capital expenditures		(43)	(24)
Payments related to acquisitions, including contingent consideration		0	(23)
Proceeds from Sale of Other Real Estate		55	34
Cash Flows from Financing Activities:
Net Cash Provided by (Used in) Financing Activities, Continuing Operations		572	2,384
Net (decrease)/increase in total deposits		2,455	2,331
Net increase/(decrease) in funds purchased, securities sold under agreements to repurchase, and other short-term borrowings		(68)	317
Proceeds from Issuance of Long-term Debt		1,340	1,105
Repayment of long-term debt		(2,576)	(1,019)
Payments for Repurchase of Common Stock		(414)	(151)
Payments for Repurchase of Warrants		0	(24)
Common and preferred dividends paid		(138)	(130)
Proceeds from the exercise of stock options	[1]	9	1
Payments Related to Tax Withholding for Share-based Compensation	[1]	(36)	(46)
Cash and Cash Equivalents, Period Increase (Decrease)		1,851	(1,272)
Cash and cash equivalents		6,423	5,599
Cash and cash equivalents		8,274	4,327
Supplemental Disclosures:
Transfer of Loans Held-for-sale to Portfolio Loans		7	5
Transfer of Portfolio Loans and Leases to Held-for-sale		60	55
Transfer to Other Real Estate		15	16
Non-cash impact of debt acquired by purchaser in leverage lease sale		$ 0	$ 26
[1]	Related to the Company's early adoption of ASU 2016-09, certain prior period amounts have been retrospectively reclassified between operating activities and financing activities.

Significant Accounting Policies

Significant Accounting Policies	3 Months Ended
	Mar. 31, 2017
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 to present interim financial statement 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 these estimates. Certain reclassifications have been made to prior period amounts to conform to the current period presentation. These interim Consolidated Financial Statements should be read in conjunction with the Company’s 2016 Annual Report on Form 10-K. Other than the recently issued accounting pronouncements discussed in this section, there have been no significant changes to the Company’s accounting policies, as disclosed in the 2016 Annual Report on Form 10-K, that could have a material effect on the Company's financial statements. The Company evaluated events that occurred between March 31, 2017 and the date the accompanying financial statements were issued, and there were no material events, other than those already discussed in this Form 10-Q, that would require recognition in the Company's Consolidated Financial Statements or disclosure in the accompanying Notes. Recently Issued Accounting Pronouncements The following table summarizes ASU s recently issued by the FASB 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 Standard(s) Adopted in 2017 (or partially adopted previously) 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 FVO. 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. See Note 18, "Accumulated Other Comprehensive (Loss)/Income" for additional information. 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. Standard Description Required Date of Adoption Effect on the Financial Statements or Other Significant Matters Standard(s) Not Yet Adopted ASU 2014-09, Revenue from Contracts with Customers ASU 2015-14, Deferral of the Effective Date ASU 2016-08, Principal versus Agent Considerations ASU 2016-10, Identifying Performance Obligations and Licensing ASU 2016-12, Narrow-Scope Improvements and Practical Expedients ASU 2016-20, Technical Corrections and Improvements to Topic 606, Revenue from Contracts with Customers These ASUs supersede 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 ASUs 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 ASUs 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 continues to evaluate the anticipated effects of these ASUs on the Consolidated Financial Statements and related disclosures. The Company has conducted a comprehensive scoping exercise to determine the revenue streams that are in the scope of these updates. Preliminary results indicate that certain noninterest income financial statement line items, including service charges on deposit accounts, card fees, other charges and fees, investment banking income, trust and investment management income, retail investment services, commercial real estate related income, and other noninterest income, contain revenue streams that are in scope of these updates. Preliminary analyses indicate that there will be a change to gross presentation of certain types of revenue and expenses within investment banking income, such as underwriting revenue and expenses; the materiality of these changes is still being assessed. Other areas are still being evaluated, such as card interchange fees, card rewards programs, and service charges on deposit accounts. The Company is in the process of developing additional quantitative and qualitative disclosures that will be required upon adoption of the new ASUs. The Company plans to adopt the standards beginning January 1, 2018 and expects to use the modified retrospective method of adoption. ASU 2016-02, Leases The ASU creates ASC Topic 842, Leases , and supersedes Topic 840, Leases . Topic 842 requires lessees to recognize right-of-use assets and associated 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. Upon 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 associated lease liabilities for operating leases in which the Company is the lessee. The Company is evaluating the significance and other effects of adoption on the Consolidated Financial Statements and related disclosures. ASU 2016-13, Measurement of Credit Losses on Financial Instruments The ASU amends ASC Topic 326, Financial Instruments-Credit Losses , to replace the incurred loss impairment methodology with a CECL methodology for financial instruments measured at amortized cost and other commitments to extend credit. For this purpose, expected credit losses reflect losses over the remaining contractual life of an asset, considering the effect of voluntary prepayments and considering available information about the collectability of cash flows, including information about past events, current conditions, and reasonable and supportable forecasts. The resulting allowance for credit losses reflects the portion of the amortized cost basis that the entity does not expect to collect. Additional quantitative and qualitative disclosures are required upon adoption. The CECL model does not apply to AFS debt securities; however the ASU requires entities to record an allowance when recognizing credit losses for AFS securities, rather than recording a direct write-down of the carrying amount. January 1, 2020 Early adoption is permitted beginning January 1, 2019. The Company has formed a cross-functional team to oversee the implementation of this ASU and it has begun to assess the required changes to its credit loss estimation methodologies. The Company is evaluating the impact this ASU will have on its Consolidated Financial Statements and related disclosures, and the Company currently anticipates that an increase to the allowance for credit losses will be recognized upon adoption to provide for the expected credit losses over the estimated life of the financial assets. However, the magnitude of the anticipated increase in the allowance for credit losses will be impacted by economic conditions and trends in the Company’s portfolio at the time of adoption. ASU 2017-01, Business Combinations (Topic 805): Clarifying the Definition of a Business The ASU amends ASC Topic 805, Business Combinations , to provide a more robust framework to use in determining when a set of assets and activities meets the definition of a business. The amendment indicates that when substantially all of the fair value of the gross assets acquired (or disposed of) is concentrated in a single identifiable asset or a group of similar identifiable assets, the set of gross assets acquired does not represent a business. Further, a set of gross assets acquired cannot be considered a business unless it includes an input and a substantive process that together significantly contribute to the ability to create an output. The ASU should be applied on a prospective basis. January 1, 2018 Early adoption is permitted. This ASU will not impact the Consolidated Financial Statements and related disclosures until an asset acquisition or business combination occurs that requires an analysis to determine if the acquired assets are a business under the new guidance. Standard Description Required Date of Adoption Effect on the Financial Statements or Other Significant Matters Standard(s) Not Yet Adopted (continued) ASU 2017-04, Intangibles - Goodwill and Other (Topic 350): Simplifying the Test for Goodwill Impairment The ASU amends ASC Topic 350, Intangibles - Goodwill and Other , to simplify the subsequent measurement of goodwill, by eliminating Step 2 from the goodwill impairment test. The amendments require an entity to perform its annual, or interim, goodwill impairment test by comparing the fair value of a reporting unit with its carrying amount. Entities should recognize an impairment charge for the amount by which a reporting unit's carrying amount exceeds its fair value, but the loss recognized should not exceed the total amount of goodwill allocated to that reporting unit. The ASU should be applied on a prospective basis. January 1, 2020 Early adoption is permitted. Based on the Company's most recent annual impairment test, there were no reporting units for which the carrying amount of the reporting unit exceeded its fair value; therefore, this ASU does not currently have an impact on the Company's Consolidated Financial Statements and related disclosures. However, if upon adoption the carrying amount of a reporting unit exceeds its fair value, the Company would be impacted by the amount of impairment recognized. ASU 2017-05, Other Income - Gains and Losses from the Derecognition of Nonfinancial Assets (Subtopic 610-20): Clarifying the Scope of Asset Derecognition Guidance and Accounting for Partial Sales of Nonfinancial Assets The ASU amends ASC Topic 610-20, Other Income - Gains and Losses from the Derecognition of Nonfinancial Assets , to clarify the scope of the Topic by clarifying the definition of the term "in substance nonfinancial asset" and also adding guidance for partial sales of nonfinancial assets. Under the new guidance, an entity will derecognize a nonfinancial asset when it does not have or ceases to have a controlling interest in the legal entity that holds the asset and when control of the asset has transferred in accordance with ASC 606. The ASU can be adopted on a retrospective or modified retrospective approach. January 1, 2018 Early adoption is permitted beginning January 1, 2017. The Company is evaluating the impact this ASU will have on its Consolidated Financial Statements and related disclosures.

Acquisitions_Dispositions Acqui

Acquisitions/Dispositions Acquisitions/Dispositions (Notes)	3 Months Ended
	Mar. 31, 2017
Acquisitions/Dispositions [Abstract]
Mergers, Acquisitions and Dispositions Disclosures [Text Block]	NOTE 2 - ACQUISITIONS/DISPOSITIONS During the three months ended March 31, 2017 and 2016 , the Company had no material acquisitions or dispositions. Acquisition of Pillar On December 15, 2016 , the Company completed the acquisition of substantially all of the assets of the operating subsidiaries of Pillar Financial, LLC, a multi-family agency lending and servicing company with an originate-to-distribute focus that holds licenses with Fannie Mae , Freddie Mac , and the FHA . The acquired assets include Pillar 's multi-family lending business, which is comprised of multi-family affordable housing, health care properties, senior housing, and manufactured housing specialty teams. Additionally, the transaction includes Cohen Financial's commercial real estate investor services business, which provides loan administration, advisory, and commercial mortgage brokerage services. The Company agreed to pay $197 million in cash and incurred an immaterial amount of acquisition-related costs for the acquisition. The acquisition of Pillar was accounted for using the acquisition method of accounting. The Company performed a preliminary allocation of the purchase price to the underlying assets acquired and liabilities assumed based on their estimated fair values at the date of acquisition. Refer to the Company's 2016 Annual Report on Form 10-K for additional information. During the three months ended March 31, 2017 , the Company finalized its valuation of assets acquired and liabilities assumed at the date of acquisition, and revised the preliminary purchase price allocation accordingly. The following table presents the revised purchase price allocation at March 31, 2017 , which included a $1 million reduction to other intangible assets, resulting in the recognition of $1 million of goodwill. (Dollars in millions) March 31, 2017 Consideration $197 Revised Pillar purchase price allocation to: Cash and cash equivalents $9 LHFI 38 LHFS 182 Commercial mortgage servicing rights 62 Other intangible assets 13 Other assets 8 Other short-term borrowings (100 ) Other liabilities (16 ) Identified net assets acquired at fair value $196 Goodwill $1 At the date of acquisition, the UPB of LHFI and LHFS acquired were $38 million and $180 million , respectively, and the related contractual cash flows not expected to be collected were immaterial. Additionally, intangible assets acquired included $62 million of commercial mortgage servicing rights and $13 million related mainly to agency licenses. See Note 8 , "Goodwill and Other Intangible Assets," for additional information regarding the identified intangible assets acquired. During the second quarter of 2017, the final settlement amount associated with working capital adjustments was reached and the purchase consideration of $197 million was finalized.

Federal Funds Sold and Securiti

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell	3 Months Ended
	Mar. 31, 2017
Securities Purchased under Agreements to Resell [Abstract]
Repurchase Agreements, Resale Agreements, Securities Borrowed, and Securities Loaned Disclosure [Text Block]	NOTE 3 - 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, 2017 December 31, 2016 Fed funds sold $18 $58 Securities borrowed 362 270 Securities purchased under agreements to resell 912 979 Total Fed funds sold and securities borrowed or purchased under agreements to resell $1,292 $1,307 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, plus accrued interest. 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, 2017 and December 31, 2016 , the total market value of collateral held was $1.3 billion , of which $234 million and $246 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, 2017 December 31, 2016 (Dollars in millions) Overnight and Continuous Up to 30 days 30-90 days Total Overnight and Continuous Up to 30 days 30-90 days Total U.S. Treasury securities $125 $— $— $125 $27 $— $— $27 Federal agency securities 112 25 — 137 288 24 — 312 MBS - agency 861 124 — 985 793 51 — 844 CP 82 — — 82 49 — — 49 Corporate and other debt securities 285 50 40 375 311 50 40 401 Total securities sold under agreements to repurchase $1,465 $199 $40 $1,704 $1,468 $125 $40 $1,633 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 14 , "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. Generally, MRA s require collateral to exceed the asset or liability recognized on the balance sheet. Transactions subject to these agreements are treated as collateralized financings, and those with a single counterparty are permitted to be presented net on the Company's Consolidated Balance Sheets, provided certain criteria are met that permit balance sheet netting. At March 31, 2017 and December 31, 2016 , there were no such transactions subject to legally enforceable MRA s that were eligible for balance sheet netting. The following table includes the amount of collateral pledged or received related to exposures subject to enforceable MRA s. While these agreements are typically over-collateralized, the amount of collateral presented in this table is limited to the amount of the related recognized asset or liability for each counterparty. (Dollars in millions) Gross Amount Amount Offset Net Amount Presented in Consolidated Balance Sheets Held/Pledged Financial Instruments Net Amount March 31, 2017 Financial assets: Securities borrowed or purchased under agreements to resell $1,274 $— $1,274 1 $1,262 $12 Financial liabilities: Securities sold under agreements to repurchase 1,704 — 1,704 1,704 — December 31, 2016 Financial assets: Securities borrowed or purchased under agreements to resell $1,249 $— $1,249 1 $1,241 $8 Financial liabilities: Securities sold under agreements to repurchase 1,633 — 1,633 1,633 — 1 Excludes $18 million and $58 million of Fed funds sold, which are not subject to a master netting agreement at March 31, 2017 and December 31, 2016 , respectively.

Trading Assets and Liabilities

Trading Assets and Liabilities and Derivatives Trading Assets and Liabilities and Derivatives	3 Months Ended
	Mar. 31, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Trading Assets and Liabilities and Derivatives [Text Block]	NOTE 4 - TRADING ASSETS AND LIABILITIES AND DERIVATIVE INSTRUMENTS The fair values of the components of trading assets and liabilities and derivative instruments are presented in the following table: (Dollars in millions) March 31, 2017 December 31, 2016 Trading Assets and Derivative Instruments: U.S. Treasury securities $450 $539 Federal agency securities 361 480 U.S. states and political subdivisions 55 134 MBS - agency 560 567 CLO securities — 1 Corporate and other debt securities 590 656 CP 491 140 Equity securities 41 49 Derivative instruments 1 863 984 Trading loans 2 2,596 2,517 Total trading assets and derivative instruments $6,007 $6,067 Trading Liabilities and Derivative Instruments: U.S. Treasury securities $528 $697 MBS - agency 5 1 Corporate and other debt securities 326 255 Equity securities 5 — Derivative instruments 1 361 398 Total trading liabilities and derivative instruments $1,225 $1,351 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 STRH , a broker/dealer subsidiary of the Company. 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 14 , “Derivative Financial Instruments,” and the “ Trading Assets and Derivative Instruments and Securities Available for Sale ” section of Note 15 , “Fair Value Election and Measurement.” Pledged trading assets are presented in the following table: (Dollars in millions) March 31, 2017 December 31, 2016 Pledged trading assets to secure repurchase agreements 1 $958 $968 Pledged trading assets to secure certain derivative agreements 273 471 Pledged trading assets to secure other arrangements 40 40 1 Repurchase agreements secured by collateral totaled $918 million and $928 million at March 31, 2017 and December 31, 2016 , respectively.

Securities Available for Sale

Securities Available for Sale	3 Months Ended
	Mar. 31, 2017
Investments, Debt and Equity Securities [Abstract]
Securities Available for Sale	NOTE 5 – SECURITIES AVAILABLE FOR SALE Securities Portfolio Composition March 31, 2017 (Dollars in millions) Amortized Unrealized Unrealized Fair U.S. Treasury securities $5,488 $5 $71 $5,422 Federal agency securities 297 6 1 302 U.S. states and political subdivisions 319 7 4 322 MBS - agency 23,791 291 287 23,795 MBS - non-agency residential 68 3 — 71 MBS - non-agency commercial 539 1 6 534 ABS 7 2 — 9 Corporate and other debt securities 34 — — 34 Other equity securities 1 638 1 1 638 Total securities AFS $31,181 $316 $370 $31,127 December 31, 2016 (Dollars in millions) Amortized Unrealized Unrealized Fair U.S. Treasury securities $5,486 $5 $86 $5,405 Federal agency securities 310 5 2 313 U.S. states and political subdivisions 279 5 5 279 MBS - agency 23,642 313 293 23,662 MBS - non-agency residential 71 3 — 74 MBS - non-agency commercial 257 — 5 252 ABS 8 2 — 10 Corporate and other debt securities 34 1 — 35 Other equity securities 1 642 1 1 642 Total securities AFS $30,729 $335 $392 $30,672 1 At March 31, 2017 , the fair value of other equity securities was comprised of the following: $111 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $119 million of mutual fund investments, and $6 million of other. At December 31, 2016 , the fair value of other equity securities was comprised of the following: $132 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $102 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) 2017 2016 Taxable interest $180 $159 Tax-exempt interest 2 1 Dividends 5 3 Total interest and dividends on securities AFS $187 $163 Securities AFS pledged to secure public deposits, repurchase agreements, trusts, certain derivative agreements, and other funds had a fair value of $3.3 billion and $2.0 billion at March 31, 2017 and December 31, 2016 , respectively. The following table presents the amortized cost, fair value, and weighted average yield of investments in debt securities AFS at March 31, 2017 , 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 $— $2,345 $3,143 $— $5,488 Federal agency securities 110 82 7 98 297 U.S. states and political subdivisions 9 32 117 161 319 MBS - agency 1,709 7,000 14,287 795 23,791 MBS - non-agency residential — 68 — — 68 MBS - non-agency commercial 20 12 492 15 539 ABS — 7 — — 7 Corporate and other debt securities 15 19 — — 34 Total debt securities AFS $1,863 $9,565 $18,046 $1,069 $30,543 Fair Value: U.S. Treasury securities $— $2,334 $3,088 $— $5,422 Federal agency securities 112 85 7 98 302 U.S. states and political subdivisions 9 33 122 158 322 MBS - agency 1,802 7,119 14,088 786 23,795 MBS - non-agency residential — 71 — — 71 MBS - non-agency commercial 20 12 486 16 534 ABS — 9 — — 9 Corporate and other debt securities 15 19 — — 34 Total debt securities AFS $1,958 $9,682 $17,791 $1,058 $30,489 Weighted average yield 1 3.16 % 2.32 % 2.60 % 2.98 % 2.56 % 1 Weighted average yields are based on amortized cost. 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, 2017 , 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," to the Company's 2016 Annual Report on Form 10-K. Securities AFS in an unrealized loss position at period end are presented in the following tables: March 31, 2017 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: U.S. Treasury securities $4,108 $71 $— $— $4,108 $71 Federal agency securities 94 1 3 — 97 1 U.S. states and political subdivisions 147 4 — — 147 4 MBS - agency 14,445 280 500 7 14,945 287 MBS - non-agency commercial 325 6 — — 325 6 ABS — — 5 — 5 — Corporate and other debt securities 11 — — — 11 — Other equity securities — — 4 1 4 1 Total temporarily impaired securities AFS 19,130 362 512 8 19,642 370 OTTI securities AFS 1 : MBS - non-agency residential — — 16 — 16 — ABS — — 1 — 1 — Total OTTI securities AFS — — 17 — 17 — Total impaired securities AFS $19,130 $362 $529 $8 $19,659 $370 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. December 31, 2016 Less than twelve months Twelve months or longer Total (Dollars in millions) Fair Value Unrealized Losses 2 Fair Value Unrealized 2 Fair Value Unrealized Losses 2 Temporarily impaired securities AFS: U.S. Treasury securities $4,380 $86 $— $— $4,380 $86 Federal agency securities 96 2 3 — 99 2 U.S. states and political subdivisions 149 5 — — 149 5 MBS - agency 14,622 285 451 8 15,073 293 MBS - non-agency commercial 184 5 — — 184 5 ABS — — 5 — 5 — Corporate and other debt securities 12 — — — 12 — Other equity securities — — 4 1 4 1 Total temporarily impaired securities AFS 19,443 383 463 9 19,906 392 OTTI securities AFS 1 : MBS - non-agency residential 16 — — — 16 — ABS — — 1 — 1 — Total OTTI securities AFS 16 — 1 — 17 — Total impaired securities AFS $19,459 $383 $464 $9 $19,923 $392 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, 2017 , temporarily impaired securities AFS that have been in an unrealized loss position for twelve months or longer included agency MBS , federal agency securities, one ABS collateralized by 2004 vintage home equity loans, and one equity security. 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 Company continues to receive timely distributions on the temporarily impaired ABS and equity security, and the ABS 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, 2017 and 2016 , there were no gross realized gains, gross realized losses, or 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," to the Company's 2016 Annual Report on Form 10-K for additional information regarding the Company's policy on securities AFS and related impairments. The Company seeks 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 both the three months ended March 31, 2017 and 2016 , there were no credit impairment losses recognized on securities AFS held at the end of the period. The accumulated balance of OTTI credit losses recognized in earnings on securities AFS held at period end was $22 million at March 31, 2017 and $24 million at March 31, 2016 . 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, 2017
Receivables [Abstract]
Loans, Notes, Trade and Other Receivables, Excluding Allowance for Credit Losses [Text Block]	NOTE 6 - LOANS Composition of Loan Portfolio (Dollars in millions) March 31, 2017 December 31, 2016 Commercial loans: C&I $68,971 $69,213 CRE 5,067 4,996 Commercial construction 4,215 4,015 Total commercial loans 78,253 78,224 Residential loans: Residential mortgages - guaranteed 549 537 Residential mortgages - nonguaranteed 1 26,110 26,137 Residential home equity products 11,511 11,912 Residential construction 380 404 Total residential loans 38,550 38,990 Consumer loans: Guaranteed student 6,396 6,167 Other direct 7,904 7,771 Indirect 11,067 10,736 Credit cards 1,359 1,410 Total consumer loans 26,726 26,084 LHFI $143,529 $143,298 LHFS 2 $2,109 $4,169 1 Includes $221 million and $222 million of LHFI measured at fair value at March 31, 2017 and December 31, 2016 , respectively. 2 Includes $1.8 billion and $3.5 billion of LHFS measured at fair value at March 31, 2017 and December 31, 2016 , respectively. During the three months ended March 31, 2017 and 2016 , the Company transferred $60 million and $55 million in LHFI to LHFS, and $7 million and $5 million in LHFS to LHFI, respectively. In addition to sales of residential and commercial mortgage LHFS in the normal course of business, the Company sold $118 million and $18 million in loans and leases during the three months ended March 31, 2017 and 2016 , respectively, at a price approximating their recorded investment. During the three months ended March 31, 2017 , the Company purchased $539 million of guaranteed student loans during the normal course of business and $99 million of indirect loans. During the three months ended March 31, 2016 , the Company purchased $537 million of guaranteed student loans during the normal course of business. At March 31, 2017 and December 31, 2016 , the Company had $22.8 billion and $22.6 billion , respectively, of net eligible loan collateral pledged to the Federal Reserve discount window to support $17.0 billion of available, unused borrowing capacity at the end of each period. At March 31, 2017 and December 31, 2016 , the Company had $36.2 billion and $36.9 billion of net eligible loan collateral pledged to the FHLB of Atlanta to support $30.8 billion and $31.9 billion of available borrowing capacity, respectively. The available FHLB borrowing capacity at March 31, 2017 was used to support $2.3 billion of long-term debt and $6.1 billion of letters of credit issued on the Company's behalf. At December 31, 2016 , the available FHLB borrowing capacity was used to support $2.8 billion of long-term debt and $7.3 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 these 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 Criticized accruing (which includes Special Mention and a portion of Adversely Classified) and Criticized nonaccruing (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 more 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 establishing 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. 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, 2017 and December 31, 2016 , 31% and 29% , respectively, of the guaranteed residential loan portfolio was current with respect to payments. At March 31, 2017 and December 31, 2016 , 76% and 75% , 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 presented in the following tables: Commercial Loans C&I CRE Commercial Construction (Dollars in millions) March 31, 2017 December 31, 2016 March 31, 2017 December 31, 2016 March 31, 2017 December 31, 2016 Risk rating: Pass $66,776 $66,920 $4,738 $4,574 $4,070 $3,914 Criticized accruing 1,867 1,903 323 415 127 84 Criticized nonaccruing 328 390 6 7 18 17 Total $68,971 $69,213 $5,067 $4,996 $4,215 $4,015 Residential Loans 1 Residential Mortgages - Nonguaranteed Residential Home Equity Products Residential Construction (Dollars in millions) March 31, 2017 December 31, 2016 March 31, 2017 December 31, 2016 March 31, 2017 December 31, 2016 Current FICO score range: 700 and above $22,137 $22,194 $9,506 $9,826 $322 $292 620 - 699 3,037 3,042 1,468 1,540 47 96 Below 620 2 936 901 537 546 11 16 Total $26,110 $26,137 $11,511 $11,912 $380 $404 Consumer Loans 3 Other Direct Indirect Credit Cards (Dollars in millions) March 31, 2017 December 31, 2016 March 31, 2017 December 31, 2016 March 31, 2017 December 31, 2016 Current FICO score range: 700 and above $7,119 $7,008 $7,945 $7,642 $927 $974 620 - 699 736 703 2,368 2,381 347 351 Below 620 2 49 60 754 713 85 85 Total $7,904 $7,771 $11,067 $10,736 $1,359 $1,410 1 Excludes $549 million and $537 million of guaranteed residential loans at March 31, 2017 and December 31, 2016 , 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 $6.4 billion and $6.2 billion of guaranteed student loans at March 31, 2017 and December 31, 2016 , respectively. The payment status for the LHFI portfolio is presented in the following tables: March 31, 2017 (Dollars in millions) Accruing Current Accruing 30-89 Days Past Due Accruing 90+ Days Past Due Nonaccruing 2 Total Commercial loans: C&I $68,601 $31 $11 $328 $68,971 CRE 5,057 2 2 6 5,067 Commercial construction 4,197 — — 18 4,215 Total commercial loans 77,855 33 13 352 78,253 Residential loans: Residential mortgages - guaranteed 171 55 323 — 549 Residential mortgages - nonguaranteed 1 25,854 67 10 179 26,110 Residential home equity products 11,201 73 — 237 11,511 Residential construction 367 1 — 12 380 Total residential loans 37,593 196 333 428 38,550 Consumer loans: Guaranteed student 4,862 667 867 — 6,396 Other direct 7,865 31 3 5 7,904 Indirect 10,972 91 — 4 11,067 Credit cards 1,338 10 11 — 1,359 Total consumer loans 25,037 799 881 9 26,726 Total LHFI $140,485 $1,028 $1,227 $789 $143,529 1 Includes $221 million of loans measured at fair value, the majority of which were accruing current. 2 Nonaccruing loans past due 90 days or more totaled $348 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. December 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 $68,776 $35 $12 $390 $69,213 CRE 4,988 1 — 7 4,996 Commercial construction 3,998 — — 17 4,015 Total commercial loans 77,762 36 12 414 78,224 Residential loans: Residential mortgages - guaranteed 155 55 327 — 537 Residential mortgages - nonguaranteed 1 25,869 84 7 177 26,137 Residential home equity products 11,596 81 — 235 11,912 Residential construction 389 3 — 12 404 Total residential loans 38,009 223 334 424 38,990 Consumer loans: Guaranteed student 4,637 603 927 — 6,167 Other direct 7,726 35 4 6 7,771 Indirect 10,608 126 1 1 10,736 Credit cards 1,388 12 10 — 1,410 Total consumer loans 24,359 776 942 7 26,084 Total LHFI $140,130 $1,035 $1,288 $845 $143,298 1 Includes $222 million of loans measured at fair value, the majority of which were accruing current. 2 Nonaccruing loans past due 90 days or more totaled $360 million . Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDRs 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 and loans measured at fair value are not included in the following tables. Additionally, the following tables exclude guaranteed consumer student loans and guaranteed residential mortgages for which there was nominal risk of principal loss. March 31, 2017 December 31, 2016 (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 $255 $187 $— $266 $214 $— Total commercial loans 255 187 — 266 214 — Residential loans: Residential mortgages - nonguaranteed 468 362 — 466 360 — Residential construction 16 8 — 16 8 — Total residential loans 484 370 — 482 368 — Impaired loans with an allowance recorded: Commercial loans: C&I 203 148 25 225 151 31 CRE 26 17 5 26 17 2 Total commercial loans 229 165 30 251 168 33 Residential loans: Residential mortgages - nonguaranteed 1,239 1,211 141 1,277 1,248 150 Residential home equity products 894 829 57 863 795 54 Residential construction 105 105 10 109 107 11 Total residential loans 2,238 2,145 208 2,249 2,150 215 Consumer loans: Other direct 59 59 1 59 2 59 2 1 Indirect 106 105 6 103 103 5 Credit cards 24 6 1 24 6 1 Total consumer loans 189 170 8 186 168 7 Total impaired loans $3,395 $3,037 $246 $3,434 $3,068 $255 1 Amortized cost reflects charge-offs that have been recognized plus other amounts that have been applied to adjust the net book balance. 2 Includes $41 million of TDRs that were modified prior to 2016 and reclassified as TDRs in the fourth quarter of 2016. Included in the impaired loan balances above at both March 31, 2017 and December 31, 2016 were $2.5 billion of accruing TDRs at amortized cost, of which 98% and 97% were current, respectively. See Note 1 , “Significant Accounting Policies,” to the Company's 2016 Annual Report on Form 10-K for further information regarding the Company’s loan impairment policy. Three Months Ended March 31 2017 2016 (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 $240 $1 $364 $2 CRE — — 3 — Total commercial loans 240 1 367 2 Residential loans: Residential mortgages - nonguaranteed 360 4 387 4 Residential construction 8 — 8 — Total residential loans 368 4 395 4 Impaired loans with an allowance recorded: Commercial loans: C&I 165 1 161 — CRE 17 — — — Total commercial loans 182 1 161 — Residential loans: Residential mortgages - nonguaranteed 1,216 15 1,339 16 Residential home equity products 833 8 705 7 Residential construction 105 1 120 2 Total residential loans 2,154 24 2,164 25 Consumer loans: Other direct 58 1 12 — Indirect 108 1 115 1 Credit cards 6 — 6 — Total consumer loans 172 2 133 1 Total impaired loans $3,116 $32 $3,220 $32 1 Of the interest income recognized during the three months ended March 31, 2017 and 2016 , cash basis interest income was less than $1 million and $2 million , respectively. NPAs are presented in the following table: (Dollars in millions) March 31, 2017 December 31, 2016 Nonaccrual/NPLs: Commercial loans: C&I $328 $390 CRE 6 7 Commercial construction 18 17 Residential loans: Residential mortgages - nonguaranteed 179 177 Residential home equity products 237 235 Residential construction 12 12 Consumer loans: Other direct 5 6 Indirect 4 1 Total nonaccrual/NPLs 1 789 845 OREO 2 62 60 Other repossessed assets 7 14 Total NPAs $858 $919 1 Nonaccruing restructured loans are included in total nonaccrual /NPLs. 2 Does not include foreclosed real estate related to loans insured by the FHA or guaranteed by 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 $50 million at both March 31, 2017 and December 31, 2016 . 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, 2017 and December 31, 2016 was $94 million and $85 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, 2017 and December 31, 2016 was $127 million and $122 million , of which $119 million and $114 million were insured by the FHA or guaranteed by the VA , respectively. At March 31, 2017 , OREO included $52 million of foreclosed residential real estate properties and $8 million of foreclosed commercial real estate properties, with the remainder related to land. At December 31, 2016 , OREO included $50 million of foreclosed residential real estate properties and $7 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 considered otherwise. 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, 2017 and December 31, 2016 , the Company had $17 million and $29 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 presented in the following tables: Three Months Ended March 31, 2017 1 (Dollars in millions) Number of Loans Modified Principal 2 Rate Modification Term Extension and/or Other Concessions Total Commercial loans: C&I 24 $— $— $41 $41 Residential loans: Residential mortgages - nonguaranteed 34 1 4 1 6 Residential home equity products 695 — — 67 67 Consumer loans: Other direct 110 — — 1 1 Indirect 581 — — 14 14 Credit cards 189 — 1 — 1 Total TDRs 1,633 $1 $5 $124 $130 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, 2017 was immaterial. 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 . TDRs that have defaulted during the three months ended March 31, 2017 and 2016 that were first modified within the previous 12 months were immaterial. Th e 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, and Virginia. The Company engages in limited international banking activities. The Company’s total cross-border outstanding loans were $2.0 billion and $2.2 billion at March 31, 2017 and December 31, 2016 , respectively. With respect to collateral concentration, at March 31, 2017 , the Company owned $38.6 billion in loans secured by residential real estate, representing 27% of total LHFI. Additionally, the Company had $10.4 billion in commitments to extend credit on home equity lines and $4.6 billion in residential mortgage loan commitments outstanding at March 31, 2017 . At December 31, 2016 , the Company owned $39.0 billion in loans secured by residential real estate, representing 27% of total LHFI, and had $10.3 billion in commitments to extend credit on home equity lines and $4.2 billion in residential mortgage loan commitments outstanding. At both March 31, 2017 and December 31, 2016 , 1% of residential loans owned were guaranteed by a federal agency or a GSE , respectively.

Allowance for Credit Losses

Allowance for Credit Losses	3 Months Ended
	Mar. 31, 2017
Allowance for Credit Losses [Abstract]
Allowance for Credit Losses	NOTE 7 - 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) 2017 2016 Balance, beginning of period $1,776 $1,815 Provision for loan losses 117 103 Provision/(benefit) for unfunded commitments 2 (2 ) Loan charge-offs (146 ) (112 ) Loan recoveries 34 27 Balance, end of period $1,783 $1,831 Components: ALLL $1,714 $1,770 Unfunded commitments reserve 1 69 61 Allowance for credit losses $1,783 $1,831 1 The unfunded commitments reserve is recorded in other liabilities in the Consolidated Balance Sheets. Activity in the ALLL by loan segment is presented in the following tables: Three Months Ended March 31, 2017 (Dollars in millions) Commercial Residential Consumer Total Balance, beginning of period $1,124 $369 $216 $1,709 Provision for loan losses 46 5 66 117 Loan charge-offs (63 ) (29 ) (54 ) (146 ) Loan recoveries 13 9 12 34 Balance, end of period $1,120 $354 $240 $1,714 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 As discussed in Note 1 , “Significant Accounting Policies,” to the Company's 2016 Annual Report on Form 10-K, the ALLL is composed of both specific allowances for certain nonaccrual loans and TDRs and general allowances for groups of loans with similar risk 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, 2017 Commercial Residential Consumer Total (Dollars in millions) Carrying Value ALLL Carrying Value ALLL Carrying Value ALLL Carrying Value ALLL Individually evaluated $352 $30 $2,515 $208 $170 $8 $3,037 $246 Collectively evaluated 77,901 1,090 35,814 146 26,556 232 140,271 1,468 Total evaluated 78,253 1,120 38,329 354 26,726 240 143,308 1,714 LHFI at fair value — — 221 — — — 221 — Total LHFI $78,253 $1,120 $38,550 $354 $26,726 $240 $143,529 $1,714 December 31, 2016 Commercial Residential Consumer Total (Dollars in millions) Carrying ALLL Carrying ALLL Carrying ALLL Carrying ALLL Individually evaluated $382 $33 $2,518 $215 $168 $7 $3,068 $255 Collectively evaluated 77,842 1,091 36,250 154 25,916 209 140,008 1,454 Total evaluated 78,224 1,124 38,768 369 26,084 216 143,076 1,709 LHFI at fair value — — 222 — — — 222 — Total LHFI $78,224 $1,124 $38,990 $369 $26,084 $216 $143,298 $1,709

Goodwill and Other Intangible A

Goodwill and Other Intangible Assets	3 Months Ended
	Mar. 31, 2017
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and Other Intangible Assets	NOTE 8 – 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," to the Company's 2016 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 2017, considering changes in key assumptions and monitoring other events or changes in circumstances occurring since the most recent goodwill impairment analysis performed as of October 1, 2016. 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, 2017 . Changes in the carrying amount of goodwill by reportable segment for the three months ended March 31, 2017 are presented in the following table. There were no material changes in the carrying amount of goodwill by reportable segment for the three months ended March 31, 2016 . (Dollars in millions) Consumer Banking and Private Wealth Management Wholesale Banking Total Balance, January 1, 2017 $4,262 $2,075 $6,337 Measurement period adjustment related to the acquisition of Pillar — 1 1 Balance, March 31, 2017 $4,262 $2,076 $6,338 Other Intangible Assets Changes in the carrying amounts of other intangible assets for the three months ended March 31 are presented in the following table: (Dollars in millions) MSRs - Other Total Balance, January 1, 2017 $1,572 $85 $1,657 Amortization 1 — (5 ) (5 ) Servicing rights originated 96 5 101 Changes in fair value: Due to changes in inputs and assumptions 2 27 — 27 Other changes in fair value 3 (50 ) — (50 ) Other 4 — (1 ) (1 ) Balance, March 31, 2017 $1,645 $84 $1,729 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 1 Does not include expense associated with non-qualified community development investments. See Note 9 , "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. 4 Represents measurement period adjustment on other intangible assets previously acquired in Pillar acquisition. See Note 2 , "Acquisitions/Dispositions," for additional information. Servicing Rights The Company acquires servicing rights and retains servicing rights for certain of its sales or securitizations of residential mortgage, consumer indirect, and commercial loans. MSRs on residential mortgage loans and servicing rights on commercial and 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. Residential Mortgage Servicing Rights Income earned by the Company on its residential MSR s 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, 2017 and 2016 was $101 million and $87 million , respectively. These amounts are reported in mortgage servicing related income in the Consolidated Statements of Income. At March 31, 2017 and December 31, 2016 , the total UPB of residential mortgage loans serviced was $164.5 billion and $160.2 billion , respectively. Included in these amounts at March 31, 2017 and December 31, 2016 were $135.6 billion and $129.6 billion , 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 . No MSRs on residential loans were purchased during the three months ended March 31, 2017 . During the three months ended March 31, 2017 and 2016 , the Company sold MSRs on residential loans, at a price approximating their fair value, with a UPB of $64 million and $221 million , respectively. The Company measures the fair value of its residential 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 15 , “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 residential MSRs at March 31, 2017 and December 31, 2016 , 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, 2017 December 31, 2016 Fair value of MSRs $1,645 $1,572 Prepayment rate assumption (annual) 13 % 9 % Decline in fair value from 10% adverse change $57 $50 Decline in fair value from 20% adverse change 109 97 Option adjusted spread (annual) 8 % 8 % Decline in fair value from 10% adverse change $76 $63 Decline in fair value from 20% adverse change 144 122 Weighted-average life (in years) 5.3 7.0 Weighted-average coupon 4.0 % 4.0 % These residential 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 14 , “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 9 , “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, 2017 and 2016 was $1 million and $2 million , respectively, and is reported in other noninterest income in the Consolidated Statements of Income. At March 31, 2017 and December 31, 2016 , the total UPB of consumer indirect loans serviced for third parties was $448 million and $512 million , respectively. No consumer loan servicing rights were purchased or sold during the three months ended March 31, 2017 and 2016 . 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 considering 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, 2017 and December 31, 2016 , the amortized cost of the Company's consumer loan servicing rights was $3 million and $4 million , respectively. Commercial Mortgage Servicing Rights In December 2016, the Company completed the acquisition of substantially all of the assets of the operating subsidiaries of Pillar , and as a result, the Company recognized a $62 million servicing asset. See Note 2 , "Acquisitions/Dispositions," for additional information on the Pillar acquisition. Income earned by the Company on its commercial mortgage servicing rights is derived primarily from contractually specified servicing fees and other ancillary fees. Such income earned for the three months ended March 31, 2017 was $5 million and is reported in commercial real estate related income in the Consolidated Statements of Income. There was no income earned on commercial mortgage servicing rights for the three months ended March 31, 2016 . The Company also earns income from subservicing certain third party commercial mortgages for which the Company does not own servicing rights. Such income earned for the three months ended March 31, 2017 was $4 million and is reported in commercial real estate related income in the Consolidated Statements of Income. There was no income earned from such subservicing arrangements for the three months ended March 31, 2016 . At March 31, 2017 and December 31, 2016 , the total UPB of commercial mortgage loans serviced for third parties was $28.7 billion and $27.7 billion , respectively. Included in these amounts at March 31, 2017 and December 31, 2016 were $5.0 billion and $4.8 billion , respectively, of loans serviced for third parties for which the Company owns servicing rights, and $23.7 billion and $22.9 billion , respectively, of loans subserviced for third parties for which the Company does not own servicing rights. No commercial mortgage servicing rights were purchased or sold during the three months ended March 31, 2017 and 2016 . Commercial mortgage servicing rights are accounted for at amortized cost and are monitored for impairment on an ongoing basis. The Company calculates the fair value of commercial servicing rights based on the present value of estimated future net servicing income, considering prepayment projections and other assumptions. Impairment, if any, is recognized when the carrying value of the servicing asset exceeds the fair value at the measurement date. The amortized cost and the fair value of the Company's commercial mortgage servicing rights were $63 million and $65 million , respectively, at March 31, 2017 , and were both $62 million at December 31, 2016 . The weighted average amortization period was 7.0 years at both March 31, 2017 and December 31, 2016 .

Certain Transfers of Financial

Certain Transfers of Financial Assets and Variable Interest Entities	3 Months Ended
	Mar. 31, 2017
Certain Transfers of Financial Assets and Variable Interest Entities [Abstract]
Transfers and Servicing of Financial Assets [Text Block]	NOTE 9 - CERTAIN TRANSFERS OF FINANCIAL ASSETS AND VARIABLE INTEREST ENTITIES The Company has transferred loans and securities in sale or securitization transactions for which the Company retains certain beneficial interests, servicing rights, and/or recourse. These transfers of financial assets include certain residential mortgage loans, commercial and corporate loans, and consumer loans, as discussed in the following section, "Transfers of Financial Assets." Cash receipts on beneficial interests held related to these transfers were $2 million and $3 million for the three months ended March 31, 2017 and 2016 , respectively. The servicing fees related to these asset transfers (excluding servicing fees for residential and commercial mortgage loan transfers to GSE s, which are discussed in Note 8 , “Goodwill and Other Intangible Assets”) were immaterial for both the three months ended March 31, 2017 and 2016 . 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 for commercial mortgage loans sold to Fannie Mae , the loss share guarantee. 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, 2017 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, 2017 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 entities 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 (collectively, "the Agencies"), which resulted in pre-tax net losses of $4 million and pre-tax net gains of $69 million for the three months ended March 31, 2017 and 2016 , respectively. Net gains/losses on the sale of residential mortgage loans are recorded at inception of the associated IRLCs and reflect the change in value of the loans resulting from changes in interest rates from the time the Company enters into the related IRLCs with borrowers, but do not include the results of hedging activities initiated by the Company to mitigate this market risk. See Note 14 , "Derivative Financial Instruments," for further discussion of the Company's hedging activities. The Company has made certain representations and warranties with respect to the transfer of these loans. See Note 13 , “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, 2017 and December 31, 2016 , the fair value of securities received totaled $29 million and $30 million , respectively. The Company evaluates securitization entities in which it has a VI 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 of the unconsolidated entities in which the Company has a VI were $196 million and $203 million at March 31, 2017 and December 31, 2016 , 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 $29 million and $30 million at March 31, 2017 and December 31, 2016 , respectively, 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 13 , “Guarantees.” Commercial and Corporate Loans In connection with the Pillar acquisition completed in December 2016, the Company acquired licenses and approvals to originate and sell certain commercial mortgage loans to Fannie Mae and Freddie Mac , to originate FHA insured loans, and to issue and sell Ginnie Mae commercial MBS backed by FHA insured loans. The Company transferred commercial loans to these Agencies, which resulted in pre-tax net gains of $9 million for the three months ended March 31, 2017 . The loans are exchanged for cash or securities that are readily redeemable for cash, with servicing rights retained. The Company has made certain representations and warranties with respect to the transfer of these loans and has entered into a loss share guarantee related to certain loans transferred to Fannie Mae . See Note 13 , “Guarantees,” for additional information regarding the commercial mortgage loan loss share guarantee. In March 2017, the Company sold its immaterial preference share exposure in a CLO entity that owned commercial leveraged loans and bonds, certain of which were transferred to the entity by the Company. The CLO entity was a VIE and the Company was not the primary beneficiary because it did not possess the power to direct the activities that most significantly impact the economic performance of the entity. At December 31, 2016 , total assets and total liabilities of the unconsolidated entity in which the Company had a VI were $185 million and $159 million , respectively. The Company's immaterial amount of preference share exposure at December 31, 2016 , represented its maximum exposure to loss at December 31, 2016 . 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, 2017 and December 31, 2016 , the Company’s Consolidated Balance Sheets reflected $216 million and $225 million of assets held by the securitization entity and $214 million and $222 million of debt issued by the entity, respectively, inclusive of related accrued interest. 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. See Note 8 , "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 $448 million , which reflects 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 transferred loans (securitized and unsecuritized), 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, 2017 and December 31, 2016 , as well as the related net charge-offs for the three months ended March 31, 2017 and 2016 . Portfolio Balance Past Due and Nonaccrual Net Charge-offs March 31, 2017 December 31, 2016 March 31, 2017 December 31, 2016 Three Months Ended March 31 (Dollars in millions) 2017 2016 LHFI portfolio: Commercial $78,253 $78,224 $365 $426 $50 $22 Residential 38,550 38,990 761 758 20 35 Consumer 26,726 26,084 890 949 42 28 Total LHFI portfolio 143,529 143,298 2,016 2,133 112 85 Managed securitized loans 1 : Commercial 2 5,060 4,761 — — — — Residential 132,805 126,641 131 114 2 3 2 3 Consumer 448 512 1 1 1 1 Total managed securitized loans 138,313 131,914 132 115 3 3 Managed unsecuritized loans 4 2,828 2,985 415 438 — — Total managed loans $284,670 $278,197 $2,563 $2,686 $115 $88 1 Excludes loans that have completed the foreclosure or short sale process (i.e., involuntary prepayments). 2 Comprised of commercial mortgages sold through Fannie Mae , Freddie Mac , and Ginnie Mae securitizations, whereby servicing has been retained by the Company. 3 Net charge-offs are associated with $392 million and $410 million of managed securitized residential loans at March 31, 2017 and December 31, 2016 , respectively. Net charge-off data is not reported to the Company for the remaining balance of $132.4 billion and $126.2 billion of managed securitized residential loans at March 31, 2017 and December 31, 2016 , respectively. 4 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 The outstanding notional amounts of the Company's VIE-facing TRS contracts and related senior financing outstanding to VIEs were $2.1 billion at both March 31, 2017 and December 31, 2016 . These financings were measured at fair value and classified within trading assets and derivative instruments on the Consolidated Balance Sheets. 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 14 , “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 2016 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 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. During the three months ended March 31, 2017 , two community development properties with a carrying value of $1 million were sold for gains of $4 million , and the Company no longer owns consolidated community development properties at March 31, 2017 . There were no properties sold during the three months ended March 31, 2016 . 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 provides guarantees to the limited partner, which protects the Company from construction and operating losses and tax credit allocation deficits. Assets of $1.9 billion and $1.7 billion in these and other community development partnerships were not included in the Consolidated Balance Sheets at March 31, 2017 and December 31, 2016 , respectively. The Company's limited partner interests had carrying values of $834 million and $780 million at March 31, 2017 and December 31, 2016 , 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 $1.2 billion and $1.1 billion at March 31, 2017 and December 31, 2016 , respectively. The Company’s maximum exposure to loss would result from the loss of its limited partner investments, net of liabilities, along with $338 million and $306 million of loans, interest-rate swap fair value exposures, or letters of credit issued by the Company to the entities at March 31, 2017 and December 31, 2016 , 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, 2017 and December 31, 2016 , the Company's investment in these funds totaled $217 million and $200 million , respectively. The Company's maximum exposure to loss on its investment in these funds is comprised of its equity investments in the funds, loans issued, and any additional unfunded equity commitments, which totaled $612 million and $562 million at March 31, 2017 and December 31, 2016 , respectively . During the three months ended March 31, 2017 and 2016 , the Company recognized $25 million and $19 million of tax credits for qualified affordable housing projects, and $24 million and $19 million of amortization on these qualified affordable housing projects, respectively. These tax credits and amortization, net of the related tax benefits, are recorded in the provision for income taxes. Certain of the Company's community development investments do not qualify as affordable housing projects for accounting purposes. The Company recognized tax credits for these investments of $17 million and $13 million during the three months ended March 31, 2017 and 2016 , respectively, in the provision for income taxes. Amortization on these investments totaled $12 million and $9 million during the three months ended March 31, 2017 and 2016 , respectively, recognized in amortization in the Company's Consolidated Statements of Income.

Net Income Per Common Share

Net Income Per Common Share	3 Months Ended
	Mar. 31, 2017
Earnings Per Share [Abstract]
Net Income/(Loss) Per Share	NOTE 10 – NET INCOME PER COMMON SHARE Equivalent shares of less than 1 million and 8 million related to common stock options and common stock warrants outstanding at March 31, 2017 and 2016 , 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 in the following table. Three Months Ended March 31 (Dollars and shares in millions, except per share data) 2017 2016 Net income $468 $447 Preferred dividends (17 ) (17 ) Dividends and undistributed earnings allocated to unvested shares — — Net income available to common shareholders $451 $430 Average basic common shares 490 505 Effect of dilutive securities: Stock options 1 2 Restricted stock, RSUs, and warrants 5 3 Average diluted common shares 496 510 Net income per average common share - diluted $0.91 $0.84 Net income per average common share - basic 0.92 0.85

Income Taxes

Income Taxes	3 Months Ended
	Mar. 31, 2017
Income Tax Disclosure [Abstract]
Income Tax Disclosure [Text Block]	NOTE 11 - INCOME TAXES For the three months ended March 31, 2017 and 2016 , the provision for income taxes was $159 million and $195 million , representing effective tax rates of 25% and 30% , respectively. The effective tax rate for the three months ended March 31, 2017 was favorably impacted by a $22 million discrete income tax benefit related to share-based compensation. The provision for income taxes includes both federal and state income taxes and differs from the provision using statutory rates due primarily to favorable permanent tax items such as interest income from lending to tax-exempt entities, tax credits from community reinvestment activities, and amortization expense related to qualified affordable housing investment costs. The Company calculated the provision for income taxes for the three months ended March 31, 2017 and 2016 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, 2017
Defined Contribution Plan Disclosure [Line Items]
Employee Benefit Plans	NOTE 12 - EMPLOYEE BENEFIT PLANS The Company sponsors various compensation and benefit programs to attract and retain talent. Aligned with a pay for performance culture, the Company's plans and programs include short-term incentives, AIP , and various LTI plans. See Note 15, “Employee Benefit Plans,” to the Company's 2016 Annual Report on Form 10-K for additional information regarding the Company's employee benefit plans. Stock-based compensation expense recognized in noninterest expense consisted of the following: Three Months Ended March 31 (Dollars in millions) 2017 2016 RSUs $34 $18 Phantom stock units 1 24 7 Restricted stock — 2 Total stock-based compensation $58 $27 Stock-based compensation tax benefit $22 $10 1 Phantom stock units are settled in cash. Components of net periodic benefit related to the Company's pension and other postretirement benefits plans are presented in the following table: Three Months Ended March 31 Pension Benefits 1 Other Postretirement Benefits (Dollars in millions) 2017 2016 2017 2016 Service cost $1 $1 $— $— Interest cost 24 24 — — Expected return on plan assets (48 ) (46 ) (1 ) (1 ) Amortization of prior service credit — — (1 ) (1 ) Amortization of actuarial loss 6 6 — — Net periodic benefit ($17 ) ($15 ) ($2 ) ($2 ) 1 Administrative fees are recognized in service cost for each of the periods presented.

Guarantees

Guarantees	3 Months Ended
	Mar. 31, 2017
Guarantees [Abstract]
Guarantees	NOTE 13 – 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 provision of the Company’s services. The following is a discussion of the guarantees that the Company has issued at March 31, 2017 . 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 14 , “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, 2017 and December 31, 2016 , the Company's maximum potential exposure for issued financial and performance standby letters of credit was $2.8 billion and $2.9 billion , respectively. The Company’s outstanding letters of credit generally have a term of more than one year. 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 7 , “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 both March 31, 2017 and December 31, 2016 . 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. In connection with the December 2016 acquisition of Pillar , the Company also originates and sells certain commercial mortgage loans to Fannie Mae and Freddie Mac , originates FHA insured loans, and issues and sells Ginnie Mae commercial MBS backed by FHA insured loans. When residential 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, the Company may be obligated to repurchase the loan or to reimburse an investor for losses incurred (make whole requests), if such deficiency or defect cannot be cured by the Company within the specified period following discovery. Additionally, servicing representations and warranties can result in loan repurchases, as well as adversely affect the valuation of servicing rights, servicing advances, or other loan-related exposures, such as OREO . These representations and warranties may extend through the life of the loan. The Company’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. 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 may also indemnify the FHA and VA for losses related to loans not originated in accordance with their guidelines. The Company previously reached agreements 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 . The Company experienced significantly fewer repurchase claims and losses related to loans sold since 2009, relative to pre-2009 vintages, as a result of stronger credit performance, more stringent credit guidelines, and underwriting process improvements. Repurchase requests from GSE s, Ginnie Mae , and non-agency investors, for all vintages, are presented in the following table that summarizes demand activity. Three Months Ended March 31 (Dollars in millions) 2017 2016 Pending repurchase requests, beginning of period $14 $17 Repurchase requests received 10 11 Repurchase requests resolved: Repurchased (4 ) (5 ) Cured (14 ) (9 ) Total resolved (18 ) (14 ) Pending repurchase requests, end of period 1 $6 $14 Percent from non-agency investors: Pending repurchase requests, end of period 11.5 % 32.6 % Repurchase requests received 6.8 % — % 1 Comprised of $5 million and $9 million from the GSE s, and $1 million and $5 million from non-agency investors at March 31, 2017 and 2016 , respectively. The repurchase and make whole requests received have been due primarily to alleged material breaches of representations related to compliance with the applicable underwriting standards, including borrower misrepresentation and appraisal issues. The Company 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 residential mortgage loan repurchases: Three Months Ended March 31 (Dollars in millions) 2017 2016 Balance, beginning of period $40 $57 Repurchase provision/(benefit) — (2 ) Balance, end of period $40 $55 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 mortgage repurchase reserve includes the estimated cost of settling claims related to required repurchases, the Company's estimate of losses depends on its assumptions regarding GSE and other counterparty behavior, loan performance, home prices, and other factors. The liability is recorded in other liabilities on the Consolidated Balance Sheets, and the related repurchase provision/(benefit) is recognized in mortgage production related income in the Consolidated Statements of Income. See Note 16 , "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: (Dollars in millions) March 31, 2017 December 31, 2016 Outstanding repurchased mortgage loans: Performing LHFI $222 $230 Nonperforming LHFI 13 12 Total carrying value of outstanding repurchased mortgage loans $235 $242 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 servicing rights are sold, the Company makes representations and warranties related to servicing standards and obligations, and records a liability for contingent losses in other liabilities on the Consolidated Balance Sheets. This liability, which is separate from the mortgage repurchase reserve and separate from the commercial mortgage loan loss share guarantee described below, totaled $6 million and $7 million at March 31, 2017 and December 31, 2016 , respectively. Commercial Mortgage Loan Loss Share Guarantee In connection with the December 2016 acquisition of Pillar , the Company assumed a loss share obligation associated with the terms of a master loss sharing agreement with Fannie Mae for multi-family commercial mortgage loans that were sold by Pillar to Fannie Mae under Fannie Mae ’s delegated underwriting and servicing program. Upon the acquisition of Pillar , the Company entered into a lender contract amendment with Fannie Mae for multi-family commercial mortgage loans that Pillar sold to Fannie Mae prior to acquisition and that the Company sold to Fannie Mae subsequent to acquisition, whereby the Company bears a risk of loss of up to one-third of the incurred losses resulting from borrower defaults. The breach of any representation or warranty related to a loan sold to Fannie Mae could increase the Company's level of risk-sharing associated with the loan. The outstanding UPB of loans sold subject to the loss share guarantee was $3.1 billion and $2.9 billion at March 31, 2017 and December 31, 2016 , respectively. The potential maximum exposure to loss was $869 million and $787 million at March 31, 2017 and December 31, 2016 , respectively. Using probability of default and severity of loss estimates, the Company's loss share liability was $6 million at both March 31, 2017 and December 31, 2016 and is recorded in other liabilities. 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. While the district court approved a class action settlement of the Litigation in 2012, the U.S. Court of Appeals for the Second Circuit reversed the district court's approval of the settlement on June 30, 2016. The U.S. Supreme Court denied plaintiffs' petition for certiorari on March 27, 2017. As such, the case will return to the district court for further action. 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. Additionally, the Company will make periodic payments based on the notional of the derivative and a fixed rate until the date on which the Litigation is settled. The fair value of the derivative is estimated based on unobservable inputs consisting of management's estimate of the probability of certain litigation scenarios and the timing of the resolution of the Litigation due in large part to the aforementioned decision by the U.S. Court of Appeals for the Second Circuit. The fair value of the derivative liability was $15 million at both March 31, 2017 and December 31, 2016 . The fair value of the derivative is estimated based on the Company's expectations regarding the ultimate resolution of the Litigation. The ultimate impact to the Company could be significantly different based on the Litigation outcome.

Derivative Financial Instrument

Derivative Financial Instruments	3 Months Ended
	Mar. 31, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Financial Instruments	NOTE 14 - 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 risk management 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. The Company enters into IRLC s on residential and commercial mortgage loans that are accounted for as freestanding derivatives. Additionally, certain contracts containing embedded derivatives 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 risk that the counterparty to the derivative contract does not perform as expected. The Company manages its exposure to counterparty credit risk associated with 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 reviewed regularly as part of the Company’s credit risk management practices and appropriate action is taken to adjust the exposure limits to certain counterparties as necessary. The Company’s derivative transactions may also be governed by ISDA agreements 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, such as LCH.Clearnet Limited ("LCH") and the CME . These clearinghouses require the Company to post initial and variation margin to mitigate the risk of non-payment, the latter of which is received or paid daily based on the net asset or liability position of the contracts. Effective January 3, 2017, the CME amended its rulebook to legally characterize variation margin cash payments for cleared OTC derivatives as settlement rather than as collateral. As a result, in the first quarter of 2017, the Company began reducing the corresponding derivative asset and liability balances for CME -cleared OTC derivatives to reflect the settlement of those positions via the exchange of variation margin. Variation margin payments for LCH-cleared OTC derivatives continue to be subject to collateral accounting and characterized by the Company as collateral. 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 corresponding asset value also reflects cash collateral held. At March 31, 2017 , these net asset positions were $626 million , reflecting $950 million of net derivative gains, adjusted for cash and other collateral of $324 million that the Company held in relation to these positions. At December 31, 2016 , reported net derivative assets were $774 million , reflecting $1.1 billion of net derivative gains, adjusted for cash and other collateral held of $339 million . Derivatives also expose the Company to market risk arising from the adverse effects that changes in market factors, such as interest rates, currency rates, equity prices, commodity prices, or implied volatility, may have on the value of a derivative. The Company manages this risk by establishing and monitoring limits on the types and degree of risk that may be undertaken. The Company measures its market risk exposure using a VAR methodology for derivatives designated as trading instruments. Other tools and risk measures are also used to actively manage risk associated with derivatives 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. The expected loss of each counterparty is estimated using market-based views of counterparty default probabilities observed in the single-name CDS market, when available and of sufficient liquidity. When single-name CDS market data is not available or not of sufficient liquidity, the probability of default is estimated using a combination of the Company's internal risk rating system and sector/rating based CDS data. For purposes of estimating the Company’s own credit risk on derivative liability positions, the DVA , the Company uses probabilities of default from observable, sector/rating based CDS data. The Company adjusted the net fair value of its derivative contracts for estimates of counterparty credit risk by approximately $7 million and $6 million at March 31, 2017 and December 31, 2016 , respectively. For additional information on the Company's fair value measurements, see Note 15 , "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 $1.2 billion and $1.1 billion in fair value at March 31, 2017 and December 31, 2016 , 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, 2017 , the Bank held senior long-term debt credit ratings of Baal / A- / A- from Moody’s , S&P , and Fitch , respectively. At March 31, 2017 , 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 $14 million at March 31, 2017 . At March 31, 2017 , $1.2 billion in fair value of derivative liabilities were subject to CSA s, against which the Bank has posted $1.1 billion in collateral, primarily in the form of cash. If requested by the counterparty pursuant to the terms of the CSA , the Bank would be required to post additional collateral of approximately $2 million against these contracts if the Bank were downgraded to Baa3/BBB-. Further downgrades to Ba1/BB+ or below would require the Bank to post an additional $7 million of collateral. Notional and Fair Value of Derivative Positions The following tables present the Company’s derivative positions at March 31, 2017 and December 31, 2016 . 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, 2017 and December 31, 2016 . 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, 2017 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 $4,850 $4 $10,600 $248 Derivative instruments designated in fair value hedging relationships 2 Interest rate contracts hedging fixed rate debt 1,250 6 3,660 42 Interest rate contracts hedging brokered CDs 30 — 60 — Total 1,280 6 3,720 42 Derivative instruments not designated as hedging instruments 3 Interest rate contracts hedging: MSRs 4 9,608 84 20,242 115 LHFS, IRLCs 5 3,718 16 6,649 25 LHFI 110 2 51 1 Trading activity 6 67,926 1,253 68,532 1,165 Foreign exchange rate contracts hedging trading activity 3,598 119 3,632 112 Credit contracts hedging: Loans 15 — 495 6 Trading activity 7 2,107 28 2,125 24 Equity contracts hedging trading activity 6 22,852 2,290 36,432 2,684 Other contracts: IRLCs and other 8 2,618 32 239 15 Commodity derivatives 831 53 828 50 Total 113,383 3,877 139,225 4,197 Total derivative instruments $119,513 $3,887 $153,545 $4,487 Total gross derivative instruments, before netting $3,887 $4,487 Less: Legally enforceable master netting agreements (2,747 ) (2,747 ) Less: Cash collateral received/paid (277 ) (1,379 ) Total derivative instruments, after netting $863 $361 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 $7.9 billion 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 Amount includes $913 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. 6 Amounts include $11.6 billion of notional amounts related to interest rate futures and $710 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. 7 Asset and liability amounts include $4 million and $12 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. 8 Includes $49 million notional amount that is based on the 3.2 million of Visa Class B shares , 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 13 , “Guarantees” for additional information. December 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 $6,400 $34 $11,050 $265 Derivative instruments designated in fair value hedging relationships 2 Interest rate contracts hedging fixed rate debt 600 2 4,510 81 Interest rate contracts hedging brokered CDs 60 — 30 — Total 660 2 4,540 81 Derivative instruments not designated as hedging instruments 3 Interest rate contracts hedging: MSRs 4 12,165 413 18,774 335 LHFS, IRLCs 5 11,774 134 8,306 58 LHFI 100 2 36 1 Trading activity 6 70,599 1,536 67,477 1,401 Foreign exchange rate contracts hedging trading activity 3,231 161 3,360 148 Credit contracts hedging: Loans 15 — 620 8 Trading activity 7 2,128 34 2,271 33 Equity contracts hedging trading activity 6 23,164 2,095 35,312 2,477 Other contracts: IRLCs and other 8 2,412 28 668 22 Commodity derivatives 747 75 746 73 Total 126,335 4,478 137,570 4,556 Total derivative instruments $133,395 $4,514 $153,160 $4,902 Total gross derivative instruments, before netting $4,514 $4,902 Less: Legally enforceable master netting agreements (3,239 ) (3,239 ) Less: Cash collateral received/paid (291 ) (1,265 ) Total derivative instruments, after netting $984 $398 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 $6.7 billion 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 Amount includes $720 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. 6 Amounts include $12.3 billion of notional amounts related to interest rate futures and $629 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. 7 Asset and liability amounts include $5 million and $13 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. 8 Includes $49 million notional amount that is based on the 3.2 million of Visa Class B shares , 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 13 , “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 in the following tables. 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, 2017 (Dollars in millions) Amount of Pre-tax Loss Recognized in OCI on Derivatives (Effective Portion) Amount of Pre-tax Gain Reclassified from AOCI into Income (Effective Portion) Classification of Pre-tax Gain/(Loss) Reclassified from AOCI into Income (Effective Portion) Derivative instruments in cash flow hedging relationships: Interest rate contracts hedging floating rate loans 1 ($25 ) $23 Interest and fees on loans 1 During the three months ended March 31, 2017 , the Company also reclassified $18 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, 2017 (Dollars in millions) Amount of Loss on Derivatives Amount of Gain on Related Hedged Items Recognized in Income Amount of Gain Recognized in Income on Hedges (Ineffective Portion) Derivative instruments in fair value hedging relationships: Interest rate contracts hedging fixed rate debt 1 ($11 ) $13 $2 Interest rate contracts hedging brokered CDs 1 — — — Total ($11 ) $13 $2 1 Amounts are recognized in trading income in the Consolidated Statements of Income. (Dollars in millions) Classification of (Loss)/Gain Recognized in Income on Derivatives Amount of (Loss)/Gain Recognized in Income on Derivatives During the Three Months Ended March 31, 2017 Derivative instruments not designated as hedging instruments: Interest rate contracts hedging: MSRs Mortgage servicing related income ($18 ) LHFS, IRLCs Mortgage production related income (15 ) Trading activity Trading income 11 Foreign exchange rate contracts hedging trading activity Trading income (6 ) Credit contracts hedging: Loans Other noninterest income (1 ) Trading activity Trading income 5 Other contracts: IRLCs and other Mortgage production related income, Commercial real estate related income 48 Commodity derivatives Trading income 1 Total $25 Three Months Ended March 31, 2016 (Dollars in millions) Amount of Pre-tax Gain Recognized in OCI on Derivatives (Effective Portion) Amount of Pre-tax Gain Reclassified from AOCI into Income (Effective Portion) Classification of Pre-tax Gain Reclassified from AOCI into Income (Effective Portion) 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 Amount of Gain 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 Commodity derivatives Trading income 1 Total $154 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 3 , "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, 2017 and December 31, 2016 , which are adjusted to reflect the effects of legally enforceable master netting agreements and cash collateral received or paid when calculating 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, 2017 Derivative instrument assets: Derivatives subject to master netting arrangement or similar arrangement $3,570 $2,899 $671 $47 $624 Derivatives not subject to master netting arrangement or similar arrangement 32 — 32 — 32 Exchange traded derivatives 285 125 160 — 160 Total derivative instrument assets $3,887 $3,024 $863 1 $47 $816 Derivative instrument liabilities: Derivatives subject to master netting arrangement or similar arrangement $4,262 $4,001 $261 $41 $220 Derivatives not subject to master netting arrangement or similar arrangement 98 — 98 — 98 Exchange traded derivatives 127 125 2 — 2 Total derivative instrument liabilities $4,487 $4,126 $361 2 $41 $320 December 31, 2016 Derivative instrument assets: Derivatives subject to master netting arrangement or similar arrangement $4,193 $3,384 $809 $48 $761 Derivatives not subject to master netting arrangement or similar arrangement 27 — 27 — 27 Exchange traded derivatives 294 146 148 — 148 Total derivative instrument assets $4,514 $3,530 $984 1 $48 $936 Derivative instrument liabilities: Derivatives subject to master netting arrangement or similar arrangement $4,649 $4,358 $291 $33 $258 Derivatives not subject to master netting arrangement or similar arrangement 105 — 105 — 105 Exchange traded derivatives 148 146 2 — 2 Total derivative instrument liabilities $4,902 $4,504 $398 2 $33 $365 1 At March 31, 2017 , $863 million , net of $277 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2016 , $984 million , net of $291 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. 2 At March 31, 2017 , $361 million , net of $1.4 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2016 , $398 million , net of $1.3 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 the Company'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. At March 31, 2017 and December 31, 2016 , the gross notional amounts of purchased CDS contracts designated as trading instruments were $10 million and $135 million , respectively. The fair values of purchased CDS were less than $1 million and $3 million at March 31, 2017 and December 31, 2016 , 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 $2.1 billion of outstanding TRS notional balances at both March 31, 2017 and December 31, 2016 . The fair values of these TRS assets and liabilities at March 31, 2017 were $28 million and $24 million , respectively, and related collateral held at March 31, 2017 was $483 million . The fair values of the TRS assets and liabilities at December 31, 2016 were $34 million and $31 million , respectively, and related collateral held at December 31, 2016 was $450 million . For additional information on the Company's TRS contracts, see Note 9 , "Certain Transfers of Financial Assets and Variable Interest Entities," as well as Note 15 , "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 manages its payment risk on its risk participations by monitoring the creditworthiness of the obligors, which are all corporations or partnerships, through the normal credit review process that the Company would have performed had it entered into a derivative directly with the obligors. To date, no material losses have been incurred related to the Company’s written risk participations. At March 31, 2017 , the remaining terms on these risk participations generally ranged from less than one year to ten years, with a weighted average term on the maximum estimated exposure of 6 years. At December 31, 2016 , the remaining terms on these risk participations generally ranged from less than one year to thirty-one years, with a weighted average term on the maximum estimated exposure of 8.5 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 $67 million and $95 million at March 31, 2017 and December 31, 2016 , respectively. The fair values of the written risk participations were immaterial at both March 31, 2017 and December 31, 2016 . 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, 2017 , the maturities for hedges of floating rate loans ranged from one year to six years, with the weighted average being 4.2 years. At December 31, 2016 , the maturities for hedges of floating rate loans ranged from less than one year to six years, with the weighted average being 4.1 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, 2017 and 2016 . At March 31, 2017 , $90 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 certain fixed rate long-term debt and CD s to floating rates. Consistent with this objective, the Company reflects the accrued contractual interest on the hedged item and the related swaps as part of current period interest expense. There were no components of derivative gains or losses excluded in the Company’s assessment of hedge effectiveness related to the fair value hedges. Economic Hedging Instruments and Trading Activities In addition to designated hedge accounting relationships, the Company also enters into derivatives as an end user to economically hedge risks associated with certain non-derivative and derivative instruments, along with entering into derivatives in a trading capacity with its clients. The primary risks that the Company economically hedges are interest rate risk, foreign exchange risk, and credit risk. The Company mitigates these risks by entering into offsetting derivatives either on an individual basis or collectively on a macro basis. The Company utilizes interest rate derivatives related to: • Residential MSRs . The Company hedges these instruments with a combination of interest rate derivatives, including forward and option contracts, futures, and forward rate agreements. • Residential mortgage IRLC s and LHFS . The Company hedges these instruments using forward and option contracts, futures, and forward rate agreements. The Company is exposed to volatility and changes in foreign exchange rates associated with certain commercial loans. To hedge against this foreign exchange rate risk, the Co

Fair Value Election and Measure

Fair Value Election and Measurement	3 Months Ended
	Mar. 31, 2017
Fair Value Disclosures [Abstract]
Fair Value Election and Measurement	NOTE 15 - 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, brokered time deposits, 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 measured using 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 gathering 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 at least quarterly, and any material deterioration in model performance is escalated. This review is performed by different internal groups depending on the type of fair value asset or liability. 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, 2017 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 $450 $— $— $— $450 Federal agency securities — 361 — — 361 U.S. states and political subdivisions — 55 — — 55 MBS - agency — 560 — — 560 Corporate and other debt securities — 590 — — 590 CP — 491 — — 491 Equity securities 41 — — — 41 Derivative instruments 285 3,570 32 (3,024 ) 863 Trading loans — 2,596 — — 2,596 Total trading assets and derivative instruments 776 8,223 32 (3,024 ) 6,007 Securities AFS: U.S. Treasury securities 5,422 — — — 5,422 Federal agency securities — 302 — — 302 U.S. states and political subdivisions — 318 4 — 322 MBS - agency — 23,795 — — 23,795 MBS - non-agency residential — — 71 — 71 MBS - non-agency commercial — 534 — — 534 ABS — — 9 — 9 Corporate and other debt securities — 29 5 — 34 Other equity securities 2 123 — 515 — 638 Total securities AFS 5,545 24,978 604 — 31,127 LHFS — 1,813 6 — 1,819 LHFI — — 221 — 221 MSRs — — 1,645 — 1,645 Liabilities Trading liabilities and derivative instruments: U.S. Treasury securities 528 — — — 528 MBS - agency — 5 — — 5 Corporate and other debt securities — 326 — — 326 Equity securities 5 — — — 5 Derivative instruments 127 4,345 15 (4,126 ) 361 Total trading liabilities and derivative instruments 660 4,676 15 (4,126 ) 1,225 Brokered time deposits — 128 — — 128 Long-term debt — 771 — — 771 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 $119 million of mutual fund investments, $111 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, and $6 million of other. December 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 $539 $— $— $— $539 Federal agency securities — 480 — — 480 U.S. states and political subdivisions — 134 — — 134 MBS - agency — 567 — — 567 CLO securities — 1 — — 1 Corporate and other debt securities — 656 — — 656 CP — 140 — — 140 Equity securities 49 — — — 49 Derivative instruments 293 4,193 28 (3,530 ) 984 Trading loans — 2,517 — — 2,517 Total trading assets and derivative instruments 881 8,688 28 (3,530 ) 6,067 Securities AFS: U.S. Treasury securities 5,405 — — — 5,405 Federal agency securities — 313 — — 313 U.S. states and political subdivisions — 275 4 — 279 MBS - agency — 23,662 — — 23,662 MBS - non-agency residential — — 74 — 74 MBS - non-agency commercial — 252 — — 252 ABS — — 10 — 10 Corporate and other debt securities — 30 5 — 35 Other equity securities 2 102 — 540 — 642 Total securities AFS 5,507 24,532 633 — 30,672 LHFS — 3,528 12 — 3,540 LHFI — — 222 — 222 MSRs — — 1,572 — 1,572 Liabilities Trading liabilities and derivative instruments: U.S. Treasury securities 697 — — — 697 MBS - agency — 1 — — 1 Corporate and other debt securities — 255 — — 255 Derivative instruments 149 4,731 22 (4,504 ) 398 Total trading liabilities and derivative instruments 846 4,987 22 (4,504 ) 1,351 Brokered time deposits — 78 — — 78 Long-term debt — 963 — — 963 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 $102 million of mutual fund investments, $132 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, and $6 million of other. 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, brokered time deposits, and long-term debt instruments. (Dollars in millions) Fair Value at March 31, 2017 Aggregate UPB at March 31, 2017 Fair Value Over/(Under) Unpaid Principal Assets: Trading loans $2,596 $2,550 $46 LHFS: Accruing 1,819 1,762 57 LHFI: Accruing 218 224 (6 ) Nonaccrual 3 4 (1 ) Liabilities: Brokered time deposits 128 130 (2 ) Long-term debt 771 736 35 (Dollars in millions) Fair Value at December 31, 2016 Aggregate UPB at December 31, 2016 Fair Value Over/(Under) Unpaid Principal Assets: Trading loans $2,517 $2,488 $29 LHFS: Accruing 3,540 3,516 24 LHFI: Accruing 219 225 (6 ) Nonaccrual 3 4 (1 ) Liabilities: Brokered time deposits 78 80 (2 ) Long-term debt 963 924 39 The following tables present the change in fair value during the three months ended March 31, 2017 and 2016 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 that the Company uses to mitigate 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, commercial real estate 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, 2017 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 Total Changes in Fair Values Included in Earnings 2 Assets: Trading loans $2 $— $— $2 LHFS — 12 — 12 MSRs — 1 (24 ) (23 ) Liabilities: Brokered time deposits 1 — — 1 Long-term debt 6 — — 6 1 Income related to LHFS does not include income from IRLC s. For the three months ended March 31, 2017 , 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, 2017 exclude accrued interest for the period then ended. Interest income or interest expense on trading loans, LHFS, brokered time deposits, 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, 2016 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 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. The following is a discussion of the valuation techniques and inputs used in estimating fair value for assets and liabilities measured at fair value on a recurring basis and classified as level 1, 2, and/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 estimates fair value based on pricing from observable trading activity for similar securities or 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, 2017 and December 31, 2016 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 estimates fair value based on pricing from observable trading activity for similar securities or from a third party pricing service; accordingly, the Company has classified these instruments as level 2. MBS – Non-agency 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. Non-agency commercial MBS at March 31, 2017 and December 31, 2016 consists of purchased interests in newly issued third party securitizations. These interests have high investment grade ratings, and the Company obtains pricing for these securities from an independent pricing service. The Company has classified these non-agency commercial MBS as level 2, as the Company believes that the independent pricing service relies on observable data in active markets. 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 comprised predominantly of senior and subordinate debt obligations of domestic corporations and are classified as level 2. Other debt securities classified as AFS in level 3 at March 31, 2017 and December 31, 2016 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 The Company acquires 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 include primarily 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. The Company estimates the fair value of its mutual fund investments and certain other equity securities based on quoted prices for similar instruments observed in active markets; as such, these investments are classified as level 1. 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. See Note 14 , “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 and commercial 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, 2017 and 2016 , the Company transferred $36 million and $29 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 electing to measure loans at fair value for financial reporting aligns with the underlying business purpose. Specifically, loans included within this classification include trading loans that are: (i) made or acquired in connection with the Company’s TRS business, (ii) part of the loan sales and trading business within the Company’s Wholesale Banking segment, and (iii) backed by the SBA . See Note 9 , "Certain Transfers of Financial Assets and Variable Interest Entities," and Note 14 , “Derivative Financial Instruments,” for further discussion of this business. All of these loans are classified as level 2 due to the nature of market data that the Company uses to estimate 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 TRS -related loans do not trade in the market, the Company believes that the par amount of the loans approximates fair value and no unobservable assumptions are used by the Company to value these loans. At both March 31, 2017 and December 31, 2016 , the Company had $2.1 billion of these short-term loans outstanding, measured at fair value. 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 of the three months ended March 31, 2017 and 2016 , the Company recognized an immaterial amount of gains/(losses) 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, 2017 and December 31, 2016 , $459 million and $356 million , respectively, of loans related to the Company’s trading business were held in inventory. 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. Loans Held for Sale and Loans Held for Investment Residential LHFS The Company values certain newly-originated residential mortgage LHFS at fair value based upon defined product criteria. The Company chooses to fair value these residential 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. Any 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 is initially recognized at the time the Company enters into IRLC s with borrowers. The Company employs 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 residential mortgage LHFS into level 3 during the three months ended March 31, 2017 and 2016 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 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 for both of the three months ended March 31, 2017 and 2016 . 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. Commercial LHFS The Company values certain commercial LHFS at fair value based upon observable current market prices for similar loans. These loans are generally transferred to agencies within 90 days of origination. The Company has commitments from agencies to purchase these loans at March 31, 2017 ; therefore, they are classified as Level 2. Origination fees are recognized within commercial real estate related income in the Consolidated Statements of Income when earned at the time of closing. To mitigate the effect of interest rate risk inherent in entering into IRLCs with borrowers, the Company enters into forward contracts with investors at the same time that it enters into IRLCs with borrowers. The mark-to-market adjustments related to commercial LHFS, IRLCs, and forward contracts are recognized in commercial real estate related income. For commercial loans that the Company has elected to measure at fair value, the Company recognized an immaterial loss in the Consolidated Statements of Income due to changes in fair value attributable to borrower-specific credit risk for the three months ended March 31, 2017 . 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. 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 residential MSR assets at fair value using a discounted cash flow approach. The fair values of residential 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 8 , "Goodwill and Other Intangible Assets." Liabilities Trading Liabilities and Derivative Instruments Trading liabilities are comprised primarily of derivative contracts, including IRLC s that satisfy the criteria to be treated as derivative financial instruments, as well as 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 the Litigation involving Visa . The fair value of the derivative is estimated based on the Company’s expectations regarding the ultimate resolution of that Litigation. The significant unobservable inputs used in the fair value measurement of the derivative involve a high degree of judgment and subjectivity; accordingly, the derivative liability is classified as level 3. See Note 13 , "Guarantees," for a discussion of the valuation assumptions. Brokered Time Deposits The Company has elected to measure certain CD s that contain embedded derivatives at fair value. This fair value election better aligns the economics of the CD s with the Company’s risk management strategies. The Company evaluated, on an instrument by instrument basis, whether a new issuance would be measured at fair value. On January 1, 2016, the Company partially adopted ASU 2016-01, which requires changes in credit spreads for financial liabilities measured at fair value pursuant to a fair value option to be recognized in OCI . The impact to OCI is determined from the change in credit spreads above LIBOR swap spreads. For the three months ended March 31, 2017 and 2016 , the impact on AOCI due to changes in credit spreads was immaterial. For additional information on the Company's partial adoption of ASU 2016-01, see Note 1 , "Significant Accounting Policies." The Company has classified CD s measured at fair value as level 2 instruments due to the Company's ability to reasonably measure all significant inputs based on observable market varia

Contingencies

Contingencies	3 Months Ended
	Mar. 31, 2017
Commitments and Contingencies Disclosure [Abstract]
Contingencies	NOTE 16 – 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, 2017 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 $190 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, 2017 . 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 13 , “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, but that appeal was denied on July 8, 2016. The plaintiff filed a petition to appeal the decision to the U.S. Supreme Court, and on January 13, 2017, the U.S. Supreme Court agreed to hear the appeal. 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. On July 8, 2016, the Georgia Supreme Court reversed the Court of Appeals of Georgia and remanded the case for further proceedings. 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 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 sought 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 that 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. On August 17, 2016, the District Court entered an order that among other things granted certain of the plaintiffs' motion for class certification. According to the Order, the class is defined as " All persons, other than Defendants and members of their immediate families, who were participants in or beneficiaries of the SunTrust Banks, Inc. 401(k) Savings Plan (the "Plan") at any time between May 15, 2007 and March 30, 2011, inclusive (the "Class Period") and whose accounts included investments in SunTrust common stock ("SunTrust Stock") during that time period and who sustained a loss to their account as a result of the investment in SunTrust Stock. " On August 1, 2016, certain non-fiduciary defendants filed a motion for summary judgment as it relates to them, which was granted by the District Court on October 5, 2016. Discovery is ongoing. 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 issued a decision in Tibble v. Edison 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 . The Company filed an answer to the consolidated amended complaint on June 6, 2016 and discovery is ongoing. 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 believes that it has fully satisfied this penalty by having provided 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. 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 continues. Thurmond, Christopher, et al. v. SunTrust Banks, Inc., et al. STM and Twin Rivers Insurance Company ("Twin Rivers") have been named as defendants in a putative class action 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 matter was filed in February 2011 in the U.S. District Court for the Eastern District of Pennsylvania. This case had been 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. SunTrust 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 had been stayed a second time pending a ruling in a similar case currently before the Third Circuit concerning the application of the statute of limitations. While the stay was lifted, the parties reached an agreement in principle to resolve the matter. 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. Plaintiff and STM reached a settlement of the action with the class, and the U.S. District Court for the Northern District of Georgia granted preliminary approval of the settlement on September 9, 2016. The settlement terms had an insignificant impact on the Company's financial position. On February 6, 2017, the court approved the settlement and that settlement is now final. 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. LR Trust v. SunTrust Banks, Inc., et al. In November 2016, the Company and certain officers and directors were named as defendants in a shareholder derivative action alleging that defendants failed to take action related to activities at issue in the National Mortgage Servicing, HAMP , and FHA Originations settlements, and certain other legal matters or to ensure that the alleged activities in each were remedied and otherwise appropriately addressed. Plaintiff seeks an award in favor of the Company for the amount of damages sustained by the Company, disgorgement of alleged benefits obtained by defendants, and enhancements to corporate governance and internal controls. The Company filed a Motion to Dismiss the matter on February 15, 2017 and plaintiff filed its reply on April 3, 2017. The Motion to Dismiss remains pending with the court. SEC Investment Adviser 12b-1 Fees The SEC Division of Enforcement is investigating whether STIS committed fraud under the Investment Advisers Act ("IAA") of 1940 by purchasing mutual fund shares on behalf of clients that imposed an SEC Rule 12b-1 marketing fee on the investment, if share classes existed which did not impose such a fee, and it has informed the Company that it has made a preliminary determination to recommend that the SEC bring an enforcement action against STIS . Specifically, the proposed action would allege violations of Sections 206(1), 206(2), 206(4), and 207 of the IAA and Rule 206(4)-7 of the Code of Federal Regulations. STIS researched the extent to which alternate mutual fund classes existed that did not impose such fees, among other matters, and estimates that the amount of any reimbursements, penalties, and interest would be less than $5 million . If there is a finding or admission that STIS violated the antifraud provisions of the IAA, the Company could lose well-known seasoned issuer status and STIS ' ability to earn certain investment advisory referral fees may be limited, unless and until the SEC Division of Corporation Finance grants a waiver. STIS is cooperating with the investigation and is in discussions with SEC staff regarding the matter.

Business Segment Reporting

Business Segment Reporting	3 Months Ended
	Mar. 31, 2017
Segment Reporting [Abstract]
Business Segment Reporting	NOTE 17 - 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. 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. Beginning in the second quarter of 2017, the Company will realign its business segment structure from three segments to two segments based on, among other things, the manner in which financial information is evaluated by management and in conjunction with organizational changes made throughout the Company that were announced during the first quarter of 2017. Specifically, the Company plans to retain the current composition of its Wholesale Banking segment and change the basis of presentation of the Consumer Banking and Private Wealth Management segment and Mortgage Banking segment such that those segments will be combined into a single Consumer segment. The following is a description of the segments and their primary businesses at March 31, 2017 . The Consumer Banking and Private Wealth Management segment is made up of three primary businesses: • 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 by 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 the internet ( 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 is made up of three primary lines of business and the Treasury & Payment Solutions product group: • 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 clients with revenues between $1 million and $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 operators, including construction, mini-perm, and permanent real estate financing, as well as tailored financing and equity investment solutions via STRH . With the acquisition of the assets of Pillar in December of 2016, commercial real estate also provides multi-family agency lending and servicing, as well as loan administration, advisory, and commercial mortgage brokerage services. The Institutional Property Group business targets relationships with REIT s, pension fund advisors, private funds, homebuilders, and insurance companies and the Regional business focuses on private 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 SunTrust Wholesale Banking 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, 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 other investors, in addition to loans held in the Company’s loan portfolio. 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, Corporate Other includes the Company's functional activities such as marketing, SunTrust online, human resources, finance, ER , legal and compliance, communications, procurement, enterprise information services, corporate real estate, and executive management. Because business segment results are presented based on management accounting practices, the transition to the consolidated results prepared under U.S. GAAP creates certain differences, which are reflected in Reconciling Items. Business segment reporting conventions are described below: • Net interest income-FTE – is reconciled from net interest income and is grossed-up on an FTE basis to make income from tax-exempt assets comparable to other taxable products. Segment results reflect matched maturity funds transfer pricing, which ascribes credits or charges based on the economic value or cost created by assets and liabilities of each segment. Differences between these credits and charges are captured as 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 for the provision/(benefit) attributable to each segment's quarterly change in the ALLL and unfunded commitments reserve balances. • Noninterest income – includes federal and state tax credits that are grossed-up on a pre-tax equivalent basis, related primarily to certain community development investments. • Provision for income taxes-FTE – is calculated using a blended income tax rate for each segment and includes reversals of the tax adjustments and credits described above. The difference between the calculated provision for income taxes at the segment level and the consolidated provision for income taxes is reported as reconciling items. The segment’s financial performance is comprised of direct financial results and allocations for various corporate functions that provide management an enhanced view of the segment’s financial performance. Internal allocations include the following: • Operational costs – expenses are charged to segments based on a methodical activity-based costing process, which also allocates residual expenses to the segments. Generally, recoveries 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 (number of equivalent employees, number of PCs/laptops, net revenue, etc.). Recoveries for these allocations are reported in Corporate Other. The application and development of management reporting methodologies is an active process and undergoes 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. If significant changes to management reporting methodologies take place, the impact of these changes is quantified and prior period information is reclassified, when practicable. Beginning in the second quarter of 2017, the Company will make certain adjustments to its internal funds transfer pricing methodology, and prior period results will be reclassified to conform to the new business segment structure. Three Months Ended March 31, 2017 (Dollars in millions) Consumer Wholesale Banking Mortgage Banking Corporate Other Reconciling Consolidated Balance Sheets: Average loans $44,074 $72,451 $27,078 $67 $— $143,670 Average consumer and commercial deposits 98,871 57,393 2,543 117 (50 ) 158,874 Average total assets 49,794 85,864 31,475 34,005 3,114 204,252 Average total liabilities 99,478 63,108 2,861 15,158 (24 ) 180,581 Average total equity — — — — 23,671 23,671 Statements of Income: Net interest income $766 $543 $113 $11 ($67 ) $1,366 FTE adjustment — 34 — 1 (1 ) 34 Net interest income-FTE 1 766 577 113 12 (68 ) 1,400 Provision for credit losses 2 88 31 — — — 119 Net interest income after provision for credit losses-FTE 678 546 113 12 (68 ) 1,281 Total noninterest income 350 403 115 23 (44 ) 847 Total noninterest expense 797 482 184 6 (4 ) 1,465 Income before provision for income taxes-FTE 231 467 44 29 (108 ) 663 Provision for income taxes-FTE 3 85 174 15 (16 ) (65 ) 193 Net income including income attributable to noncontrolling interest 146 293 29 45 (43 ) 470 Net income attributable to noncontrolling interest — — — 2 — 2 Net income $146 $293 $29 $43 ($43 ) $468 1 Presented on a matched maturity funds transfer price basis for the segments. 2 Provision for credit losses represents net charge-offs by segment combined with an allocation to the segments for the provision attributable to quarterly changes in the ALLL and unfunded commitment reserve balances. 3 Includes regular provision for income taxes as well as FTE income and tax credit adjustment reversals. Three Months Ended March 31, 2016 (Dollars in millions) Consumer Wholesale Banking Mortgage Banking Corporate Other Reconciling Consolidated Balance Sheets: Average loans $41,589 $70,773 $25,946 $64 $— $138,372 Average consumer and commercial deposits 93,238 53,620 2,311 107 (47 ) 149,229 Average total assets 47,285 84,363 29,203 30,560 1,603 193,014 Average total liabilities 93,853 59,496 2,686 13,201 (19 ) 169,217 Average total equity — — — — 23,797 23,797 Statements of Income: Net interest income $719 $495 $120 $31 ($83 ) $1,282 FTE adjustment — 35 — 1 — 36 Net interest income-FTE 1 719 530 120 32 (83 ) 1,318 Provision/(benefit) for credit losses 2 29 82 (10 ) — — 101 Net interest income after provision/(benefit) for credit losses-FTE 690 448 130 32 (83 ) 1,217 Total noninterest income 356 313 126 20 (34 ) 781 Total noninterest expense 741 411 174 (4 ) (4 ) 1,318 Income before provision for income taxes-FTE 305 350 82 56 (113 ) 680 Provision for income taxes-FTE 3 113 131 32 16 (61 ) 231 Net income including income attributable to noncontrolling interest 192 219 50 40 (52 ) 449 Net income attributable to noncontrolling interest — — — 2 — 2 Net income $192 $219 $50 $38 ($52 ) $447 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 for the provision/(benefit) attributable to quarterly changes in the ALLL and unfunded commitment reserve balances. 3 Includes regular provision for income taxes as well as FTE income and tax credit adjustment reversals.

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income	3 Months Ended
	Mar. 31, 2017
Accumulated Other Comprehensive Income	NOTE 18 - ACCUMULATED OTHER COMPREHENSIVE (LOSS)/INCOME Changes in the components of AOCI, net of tax, are presented in the following table: (Dollars in millions) Securities AFS Derivative Instruments Brokered Time Deposits Long-Term Debt Employee Benefit Plans Total Three Months Ended March 31, 2017 Balance, beginning of period ($62 ) ($157 ) ($1 ) ($7 ) ($594 ) ($821 ) Net unrealized gains/(losses) arising during the period 2 (16 ) — (1 ) — (15 ) Amounts reclassified to net income — (26 ) — — (5 ) (31 ) Other comprehensive income/(loss), net of tax 2 (42 ) — (1 ) (5 ) (46 ) Balance, end of period ($60 ) ($199 ) ($1 ) ($8 ) ($599 ) ($867 ) 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 ) — 469 Amounts reclassified to net income — (42 ) — — 59 17 Other comprehensive income/(loss), net of tax 279 150 — (2 ) 59 486 Balance, end of period $414 $237 $— ($7 ) ($623 ) $21 1 Related to the Company's early adoption of the ASU 2016-01 provision related to changes in instrument-specific credit risk. See Note 1 , "Significant Accounting Policies," for additional information. Reclassifications from AOCI, and the related tax effects, are presented in the following table: (Dollars in millions) Three Months Ended March 31 Impacted Line Item in the Consolidated Statements of Income Details About AOCI Components 2017 2016 Derivative Instruments: Realized gains on cash flow hedges ($41 ) ($67 ) Interest and fees on loans Tax effect 15 25 Provision for income taxes (26 ) (42 ) Employee Benefit Plans: Amortization of prior service credit (1 ) (1 ) Employee benefits Amortization of actuarial loss 6 6 Employee benefits Adjustment to funded status of employee benefit obligation (11 ) 89 Other assets/other liabilities (6 ) 94 Tax effect 1 (35 ) Provision for income taxes (5 ) 59 Total reclassifications from AOCI to net income ($31 ) $17

Significant Accounting Polici28

Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2017
Accounting Policies [Abstract]
Accounting Policies Recently Adopted and Pending Accounting Pronouncements	Recently Issued Accounting Pronouncements The following table summarizes ASU s recently issued by the FASB 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 Standard(s) Adopted in 2017 (or partially adopted previously) 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 FVO. 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. See Note 18, "Accumulated Other Comprehensive (Loss)/Income" for additional information. 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. Standard Description Required Date of Adoption Effect on the Financial Statements or Other Significant Matters Standard(s) Not Yet Adopted ASU 2014-09, Revenue from Contracts with Customers ASU 2015-14, Deferral of the Effective Date ASU 2016-08, Principal versus Agent Considerations ASU 2016-10, Identifying Performance Obligations and Licensing ASU 2016-12, Narrow-Scope Improvements and Practical Expedients ASU 2016-20, Technical Corrections and Improvements to Topic 606, Revenue from Contracts with Customers These ASUs supersede 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 ASUs 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 ASUs 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 continues to evaluate the anticipated effects of these ASUs on the Consolidated Financial Statements and related disclosures. The Company has conducted a comprehensive scoping exercise to determine the revenue streams that are in the scope of these updates. Preliminary results indicate that certain noninterest income financial statement line items, including service charges on deposit accounts, card fees, other charges and fees, investment banking income, trust and investment management income, retail investment services, commercial real estate related income, and other noninterest income, contain revenue streams that are in scope of these updates. Preliminary analyses indicate that there will be a change to gross presentation of certain types of revenue and expenses within investment banking income, such as underwriting revenue and expenses; the materiality of these changes is still being assessed. Other areas are still being evaluated, such as card interchange fees, card rewards programs, and service charges on deposit accounts. The Company is in the process of developing additional quantitative and qualitative disclosures that will be required upon adoption of the new ASUs. The Company plans to adopt the standards beginning January 1, 2018 and expects to use the modified retrospective method of adoption. ASU 2016-02, Leases The ASU creates ASC Topic 842, Leases , and supersedes Topic 840, Leases . Topic 842 requires lessees to recognize right-of-use assets and associated 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. Upon 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 associated lease liabilities for operating leases in which the Company is the lessee. The Company is evaluating the significance and other effects of adoption on the Consolidated Financial Statements and related disclosures. ASU 2016-13, Measurement of Credit Losses on Financial Instruments The ASU amends ASC Topic 326, Financial Instruments-Credit Losses , to replace the incurred loss impairment methodology with a CECL methodology for financial instruments measured at amortized cost and other commitments to extend credit. For this purpose, expected credit losses reflect losses over the remaining contractual life of an asset, considering the effect of voluntary prepayments and considering available information about the collectability of cash flows, including information about past events, current conditions, and reasonable and supportable forecasts. The resulting allowance for credit losses reflects the portion of the amortized cost basis that the entity does not expect to collect. Additional quantitative and qualitative disclosures are required upon adoption. The CECL model does not apply to AFS debt securities; however the ASU requires entities to record an allowance when recognizing credit losses for AFS securities, rather than recording a direct write-down of the carrying amount. January 1, 2020 Early adoption is permitted beginning January 1, 2019. The Company has formed a cross-functional team to oversee the implementation of this ASU and it has begun to assess the required changes to its credit loss estimation methodologies. The Company is evaluating the impact this ASU will have on its Consolidated Financial Statements and related disclosures, and the Company currently anticipates that an increase to the allowance for credit losses will be recognized upon adoption to provide for the expected credit losses over the estimated life of the financial assets. However, the magnitude of the anticipated increase in the allowance for credit losses will be impacted by economic conditions and trends in the Company’s portfolio at the time of adoption. ASU 2017-01, Business Combinations (Topic 805): Clarifying the Definition of a Business The ASU amends ASC Topic 805, Business Combinations , to provide a more robust framework to use in determining when a set of assets and activities meets the definition of a business. The amendment indicates that when substantially all of the fair value of the gross assets acquired (or disposed of) is concentrated in a single identifiable asset or a group of similar identifiable assets, the set of gross assets acquired does not represent a business. Further, a set of gross assets acquired cannot be considered a business unless it includes an input and a substantive process that together significantly contribute to the ability to create an output. The ASU should be applied on a prospective basis. January 1, 2018 Early adoption is permitted. This ASU will not impact the Consolidated Financial Statements and related disclosures until an asset acquisition or business combination occurs that requires an analysis to determine if the acquired assets are a business under the new guidance. Standard Description Required Date of Adoption Effect on the Financial Statements or Other Significant Matters Standard(s) Not Yet Adopted (continued) ASU 2017-04, Intangibles - Goodwill and Other (Topic 350): Simplifying the Test for Goodwill Impairment The ASU amends ASC Topic 350, Intangibles - Goodwill and Other , to simplify the subsequent measurement of goodwill, by eliminating Step 2 from the goodwill impairment test. The amendments require an entity to perform its annual, or interim, goodwill impairment test by comparing the fair value of a reporting unit with its carrying amount. Entities should recognize an impairment charge for the amount by which a reporting unit's carrying amount exceeds its fair value, but the loss recognized should not exceed the total amount of goodwill allocated to that reporting unit. The ASU should be applied on a prospective basis. January 1, 2020 Early adoption is permitted. Based on the Company's most recent annual impairment test, there were no reporting units for which the carrying amount of the reporting unit exceeded its fair value; therefore, this ASU does not currently have an impact on the Company's Consolidated Financial Statements and related disclosures. However, if upon adoption the carrying amount of a reporting unit exceeds its fair value, the Company would be impacted by the amount of impairment recognized. ASU 2017-05, Other Income - Gains and Losses from the Derecognition of Nonfinancial Assets (Subtopic 610-20): Clarifying the Scope of Asset Derecognition Guidance and Accounting for Partial Sales of Nonfinancial Assets The ASU amends ASC Topic 610-20, Other Income - Gains and Losses from the Derecognition of Nonfinancial Assets , to clarify the scope of the Topic by clarifying the definition of the term "in substance nonfinancial asset" and also adding guidance for partial sales of nonfinancial assets. Under the new guidance, an entity will derecognize a nonfinancial asset when it does not have or ceases to have a controlling interest in the legal entity that holds the asset and when control of the asset has transferred in accordance with ASC 606. The ASU can be adopted on a retrospective or modified retrospective approach. January 1, 2018 Early adoption is permitted beginning January 1, 2017. The Company is evaluating the impact this ASU will have on its Consolidated Financial Statements and related disclosures.

Acquisitions_Dispositions Acq29

Acquisitions/Dispositions Acquisitions/Dispositions (Tables)	3 Months Ended
	Mar. 31, 2017
Schedule of Business Acquisition, Purchase Price Allocation [Line Items]
Schedule of Business Acquisition, Purchase Price Allocation [Table Text Block]	The following table presents the revised purchase price allocation at March 31, 2017 , which included a $1 million reduction to other intangible assets, resulting in the recognition of $1 million of goodwill. (Dollars in millions) March 31, 2017 Consideration $197 Revised Pillar purchase price allocation to: Cash and cash equivalents $9 LHFI 38 LHFS 182 Commercial mortgage servicing rights 62 Other intangible assets 13 Other assets 8 Other short-term borrowings (100 ) Other liabilities (16 ) Identified net assets acquired at fair value $196 Goodwill $1

Federal Funds Sold and Securi30

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell (Tables)	3 Months Ended
	Mar. 31, 2017
Securities Purchased under Agreements to Resell [Abstract]
Schedule of Resale Agreements [Table Text Block]	Fed funds sold and securities borrowed or purchased under agreements to resell were as follows: (Dollars in millions) March 31, 2017 December 31, 2016 Fed funds sold $18 $58 Securities borrowed 362 270 Securities purchased under agreements to resell 912 979 Total Fed funds sold and securities borrowed or purchased under agreements to resell $1,292 $1,307
Securities sold under agreements to repurchase remaining contractual maturity [Table Text Block]	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, 2017 December 31, 2016 (Dollars in millions) Overnight and Continuous Up to 30 days 30-90 days Total Overnight and Continuous Up to 30 days 30-90 days Total U.S. Treasury securities $125 $— $— $125 $27 $— $— $27 Federal agency securities 112 25 — 137 288 24 — 312 MBS - agency 861 124 — 985 793 51 — 844 CP 82 — — 82 49 — — 49 Corporate and other debt securities 285 50 40 375 311 50 40 401 Total securities sold under agreements to repurchase $1,465 $199 $40 $1,704 $1,468 $125 $40 $1,633
Netting of Financial Instruments - Repurchase Agreements [Table Text Block]	The following table includes the amount of collateral pledged or received related to exposures subject to enforceable MRA s. While these agreements are typically over-collateralized, the amount of collateral presented in this table is limited to the amount of the related recognized asset or liability for each counterparty. (Dollars in millions) Gross Amount Amount Offset Net Amount Presented in Consolidated Balance Sheets Held/Pledged Financial Instruments Net Amount March 31, 2017 Financial assets: Securities borrowed or purchased under agreements to resell $1,274 $— $1,274 1 $1,262 $12 Financial liabilities: Securities sold under agreements to repurchase 1,704 — 1,704 1,704 — December 31, 2016 Financial assets: Securities borrowed or purchased under agreements to resell $1,249 $— $1,249 1 $1,241 $8 Financial liabilities: Securities sold under agreements to repurchase 1,633 — 1,633 1,633 — 1 Excludes $18 million and $58 million of Fed funds sold, which are not subject to a master netting agreement at March 31, 2017 and December 31, 2016 , respectively

Trading Assets and Liabilitie31

Trading Assets and Liabilities and Derivatives Trading Assets and Liabilities and Derivatives (Tables)	3 Months Ended
	Mar. 31, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Trading Securities [Table Text Block]	The fair values of the components of trading assets and liabilities and derivative instruments are presented in the following table: (Dollars in millions) March 31, 2017 December 31, 2016 Trading Assets and Derivative Instruments: U.S. Treasury securities $450 $539 Federal agency securities 361 480 U.S. states and political subdivisions 55 134 MBS - agency 560 567 CLO securities — 1 Corporate and other debt securities 590 656 CP 491 140 Equity securities 41 49 Derivative instruments 1 863 984 Trading loans 2 2,596 2,517 Total trading assets and derivative instruments $6,007 $6,067 Trading Liabilities and Derivative Instruments: U.S. Treasury securities $528 $697 MBS - agency 5 1 Corporate and other debt securities 326 255 Equity securities 5 — Derivative instruments 1 361 398 Total trading liabilities and derivative instruments $1,225 $1,351 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 .
Schedule of Financial Instruments Owned and Pledged as Collateral [Table Text Block]	Pledged trading assets are presented in the following table: (Dollars in millions) March 31, 2017 December 31, 2016 Pledged trading assets to secure repurchase agreements 1 $958 $968 Pledged trading assets to secure certain derivative agreements 273 471 Pledged trading assets to secure other arrangements 40 40 1 Repurchase agreements secured by collateral totaled $918 million and $928 million at March 31, 2017 and December 31, 2016 , respectively.

Securities Available for Sale (

Securities Available for Sale (Tables)	3 Months Ended
	Mar. 31, 2017
Investments, Debt and Equity Securities [Abstract]
Securities Portfolio Composition	Securities Portfolio Composition March 31, 2017 (Dollars in millions) Amortized Unrealized Unrealized Fair U.S. Treasury securities $5,488 $5 $71 $5,422 Federal agency securities 297 6 1 302 U.S. states and political subdivisions 319 7 4 322 MBS - agency 23,791 291 287 23,795 MBS - non-agency residential 68 3 — 71 MBS - non-agency commercial 539 1 6 534 ABS 7 2 — 9 Corporate and other debt securities 34 — — 34 Other equity securities 1 638 1 1 638 Total securities AFS $31,181 $316 $370 $31,127 December 31, 2016 (Dollars in millions) Amortized Unrealized Unrealized Fair U.S. Treasury securities $5,486 $5 $86 $5,405 Federal agency securities 310 5 2 313 U.S. states and political subdivisions 279 5 5 279 MBS - agency 23,642 313 293 23,662 MBS - non-agency residential 71 3 — 74 MBS - non-agency commercial 257 — 5 252 ABS 8 2 — 10 Corporate and other debt securities 34 1 — 35 Other equity securities 1 642 1 1 642 Total securities AFS $30,729 $335 $392 $30,672 1 At March 31, 2017 , the fair value of other equity securities was comprised of the following: $111 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $119 million of mutual fund investments, and $6 million of other. At December 31, 2016 , the fair value of other equity securities was comprised of the following: $132 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $102 million of mutual fund investments, and $6 million of other.
Investment Income [Table Text Block]	The following table presents interest and dividends on securities AFS: Three Months Ended March 31 (Dollars in millions) 2017 2016 Taxable interest $180 $159 Tax-exempt interest 2 1 Dividends 5 3 Total interest and dividends on securities AFS $187 $163
Amortized Cost and Fair Value of Investments in Debt Securities by Estimated Average Life	The following table presents the amortized cost, fair value, and weighted average yield of investments in debt securities AFS at March 31, 2017 , 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 $— $2,345 $3,143 $— $5,488 Federal agency securities 110 82 7 98 297 U.S. states and political subdivisions 9 32 117 161 319 MBS - agency 1,709 7,000 14,287 795 23,791 MBS - non-agency residential — 68 — — 68 MBS - non-agency commercial 20 12 492 15 539 ABS — 7 — — 7 Corporate and other debt securities 15 19 — — 34 Total debt securities AFS $1,863 $9,565 $18,046 $1,069 $30,543 Fair Value: U.S. Treasury securities $— $2,334 $3,088 $— $5,422 Federal agency securities 112 85 7 98 302 U.S. states and political subdivisions 9 33 122 158 322 MBS - agency 1,802 7,119 14,088 786 23,795 MBS - non-agency residential — 71 — — 71 MBS - non-agency commercial 20 12 486 16 534 ABS — 9 — — 9 Corporate and other debt securities 15 19 — — 34 Total debt securities AFS $1,958 $9,682 $17,791 $1,058 $30,489 Weighted average yield 1 3.16 % 2.32 % 2.60 % 2.98 % 2.56 % 1 Weighted average yields are based on amortized cost.
Securities in a Continuous Unrealized Loss Position	Securities AFS in an unrealized loss position at period end are presented in the following tables: March 31, 2017 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: U.S. Treasury securities $4,108 $71 $— $— $4,108 $71 Federal agency securities 94 1 3 — 97 1 U.S. states and political subdivisions 147 4 — — 147 4 MBS - agency 14,445 280 500 7 14,945 287 MBS - non-agency commercial 325 6 — — 325 6 ABS — — 5 — 5 — Corporate and other debt securities 11 — — — 11 — Other equity securities — — 4 1 4 1 Total temporarily impaired securities AFS 19,130 362 512 8 19,642 370 OTTI securities AFS 1 : MBS - non-agency residential — — 16 — 16 — ABS — — 1 — 1 — Total OTTI securities AFS — — 17 — 17 — Total impaired securities AFS $19,130 $362 $529 $8 $19,659 $370 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. December 31, 2016 Less than twelve months Twelve months or longer Total (Dollars in millions) Fair Value Unrealized Losses 2 Fair Value Unrealized 2 Fair Value Unrealized Losses 2 Temporarily impaired securities AFS: U.S. Treasury securities $4,380 $86 $— $— $4,380 $86 Federal agency securities 96 2 3 — 99 2 U.S. states and political subdivisions 149 5 — — 149 5 MBS - agency 14,622 285 451 8 15,073 293 MBS - non-agency commercial 184 5 — — 184 5 ABS — — 5 — 5 — Corporate and other debt securities 12 — — — 12 — Other equity securities — — 4 1 4 1 Total temporarily impaired securities AFS 19,443 383 463 9 19,906 392 OTTI securities AFS 1 : MBS - non-agency residential 16 — — — 16 — ABS — — 1 — 1 — Total OTTI securities AFS 16 — 1 — 17 — Total impaired securities AFS $19,459 $383 $464 $9 $19,923 $392 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, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Composition of Loan Portfolio	(Dollars in millions) March 31, 2017 December 31, 2016 Commercial loans: C&I $68,971 $69,213 CRE 5,067 4,996 Commercial construction 4,215 4,015 Total commercial loans 78,253 78,224 Residential loans: Residential mortgages - guaranteed 549 537 Residential mortgages - nonguaranteed 1 26,110 26,137 Residential home equity products 11,511 11,912 Residential construction 380 404 Total residential loans 38,550 38,990 Consumer loans: Guaranteed student 6,396 6,167 Other direct 7,904 7,771 Indirect 11,067 10,736 Credit cards 1,359 1,410 Total consumer loans 26,726 26,084 LHFI $143,529 $143,298 LHFS 2 $2,109 $4,169 1 Includes $221 million and $222 million of LHFI measured at fair value at March 31, 2017 and December 31, 2016 , respectively. 2 Includes $1.8 billion and $3.5 billion of LHFS measured at fair value at March 31, 2017 and December 31, 2016 , respectively.
LHFI by Credit Quality Indicator	LHFI by credit quality indicator are presented in the following tables: Commercial Loans C&I CRE Commercial Construction (Dollars in millions) March 31, 2017 December 31, 2016 March 31, 2017 December 31, 2016 March 31, 2017 December 31, 2016 Risk rating: Pass $66,776 $66,920 $4,738 $4,574 $4,070 $3,914 Criticized accruing 1,867 1,903 323 415 127 84 Criticized nonaccruing 328 390 6 7 18 17 Total $68,971 $69,213 $5,067 $4,996 $4,215 $4,015 Residential Loans 1 Residential Mortgages - Nonguaranteed Residential Home Equity Products Residential Construction (Dollars in millions) March 31, 2017 December 31, 2016 March 31, 2017 December 31, 2016 March 31, 2017 December 31, 2016 Current FICO score range: 700 and above $22,137 $22,194 $9,506 $9,826 $322 $292 620 - 699 3,037 3,042 1,468 1,540 47 96 Below 620 2 936 901 537 546 11 16 Total $26,110 $26,137 $11,511 $11,912 $380 $404 Consumer Loans 3 Other Direct Indirect Credit Cards (Dollars in millions) March 31, 2017 December 31, 2016 March 31, 2017 December 31, 2016 March 31, 2017 December 31, 2016 Current FICO score range: 700 and above $7,119 $7,008 $7,945 $7,642 $927 $974 620 - 699 736 703 2,368 2,381 347 351 Below 620 2 49 60 754 713 85 85 Total $7,904 $7,771 $11,067 $10,736 $1,359 $1,410 1 Excludes $549 million and $537 million of guaranteed residential loans at March 31, 2017 and December 31, 2016 , 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 $6.4 billion and $6.2 billion of guaranteed student loans at March 31, 2017 and December 31, 2016 , respectively.
Payment Status for the LHFI Portfolio	The payment status for the LHFI portfolio is presented in the following tables: March 31, 2017 (Dollars in millions) Accruing Current Accruing 30-89 Days Past Due Accruing 90+ Days Past Due Nonaccruing 2 Total Commercial loans: C&I $68,601 $31 $11 $328 $68,971 CRE 5,057 2 2 6 5,067 Commercial construction 4,197 — — 18 4,215 Total commercial loans 77,855 33 13 352 78,253 Residential loans: Residential mortgages - guaranteed 171 55 323 — 549 Residential mortgages - nonguaranteed 1 25,854 67 10 179 26,110 Residential home equity products 11,201 73 — 237 11,511 Residential construction 367 1 — 12 380 Total residential loans 37,593 196 333 428 38,550 Consumer loans: Guaranteed student 4,862 667 867 — 6,396 Other direct 7,865 31 3 5 7,904 Indirect 10,972 91 — 4 11,067 Credit cards 1,338 10 11 — 1,359 Total consumer loans 25,037 799 881 9 26,726 Total LHFI $140,485 $1,028 $1,227 $789 $143,529 1 Includes $221 million of loans measured at fair value, the majority of which were accruing current. 2 Nonaccruing loans past due 90 days or more totaled $348 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. December 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 $68,776 $35 $12 $390 $69,213 CRE 4,988 1 — 7 4,996 Commercial construction 3,998 — — 17 4,015 Total commercial loans 77,762 36 12 414 78,224 Residential loans: Residential mortgages - guaranteed 155 55 327 — 537 Residential mortgages - nonguaranteed 1 25,869 84 7 177 26,137 Residential home equity products 11,596 81 — 235 11,912 Residential construction 389 3 — 12 404 Total residential loans 38,009 223 334 424 38,990 Consumer loans: Guaranteed student 4,637 603 927 — 6,167 Other direct 7,726 35 4 6 7,771 Indirect 10,608 126 1 1 10,736 Credit cards 1,388 12 10 — 1,410 Total consumer loans 24,359 776 942 7 26,084 Total LHFI $140,130 $1,035 $1,288 $845 $143,298 1 Includes $222 million of loans measured at fair value, the majority of which were accruing current. 2 Nonaccruing loans past due 90 days or more totaled $360 million . Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDRs and performing second lien loans where the first lien loan is nonperforming, and certain energy-related commercial loans.
LHFI Considered Impaired	March 31, 2017 December 31, 2016 (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 $255 $187 $— $266 $214 $— Total commercial loans 255 187 — 266 214 — Residential loans: Residential mortgages - nonguaranteed 468 362 — 466 360 — Residential construction 16 8 — 16 8 — Total residential loans 484 370 — 482 368 — Impaired loans with an allowance recorded: Commercial loans: C&I 203 148 25 225 151 31 CRE 26 17 5 26 17 2 Total commercial loans 229 165 30 251 168 33 Residential loans: Residential mortgages - nonguaranteed 1,239 1,211 141 1,277 1,248 150 Residential home equity products 894 829 57 863 795 54 Residential construction 105 105 10 109 107 11 Total residential loans 2,238 2,145 208 2,249 2,150 215 Consumer loans: Other direct 59 59 1 59 2 59 2 1 Indirect 106 105 6 103 103 5 Credit cards 24 6 1 24 6 1 Total consumer loans 189 170 8 186 168 7 Total impaired loans $3,395 $3,037 $246 $3,434 $3,068 $255 1 Amortized cost reflects charge-offs that have been recognized plus other amounts that have been applied to adjust the net book balance. 2 Includes $41 million of TDRs that were modified prior to 2016 and reclassified as TDRs in the fourth quarter of 2016. Included in the impaired loan balances above at both March 31, 2017 and December 31, 2016 were $2.5 billion of accruing TDRs at amortized cost, of which 98% and 97% were current, respectively. See Note 1 , “Significant Accounting Policies,” to the Company's 2016 Annual Report on Form 10-K for further information regarding the Company’s loan impairment policy. Three Months Ended March 31 2017 2016 (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 $240 $1 $364 $2 CRE — — 3 — Total commercial loans 240 1 367 2 Residential loans: Residential mortgages - nonguaranteed 360 4 387 4 Residential construction 8 — 8 — Total residential loans 368 4 395 4 Impaired loans with an allowance recorded: Commercial loans: C&I 165 1 161 — CRE 17 — — — Total commercial loans 182 1 161 — Residential loans: Residential mortgages - nonguaranteed 1,216 15 1,339 16 Residential home equity products 833 8 705 7 Residential construction 105 1 120 2 Total residential loans 2,154 24 2,164 25 Consumer loans: Other direct 58 1 12 — Indirect 108 1 115 1 Credit cards 6 — 6 — Total consumer loans 172 2 133 1 Total impaired loans $3,116 $32 $3,220 $32 1 Of the interest income recognized during the three months ended March 31, 2017 and 2016 , cash basis interest income was less than $1 million and $2 million , respectively.
Nonperforming Assets	NPAs are presented in the following table: (Dollars in millions) March 31, 2017 December 31, 2016 Nonaccrual/NPLs: Commercial loans: C&I $328 $390 CRE 6 7 Commercial construction 18 17 Residential loans: Residential mortgages - nonguaranteed 179 177 Residential home equity products 237 235 Residential construction 12 12 Consumer loans: Other direct 5 6 Indirect 4 1 Total nonaccrual/NPLs 1 789 845 OREO 2 62 60 Other repossessed assets 7 14 Total NPAs $858 $919 1 Nonaccruing restructured loans are included in total nonaccrual /NPLs. 2 Does not include foreclosed real estate related to loans insured by the FHA or guaranteed by 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 $50 million at both March 31, 2017 and December 31, 2016 .
TDR Modifications	Three Months Ended March 31, 2017 1 (Dollars in millions) Number of Loans Modified Principal 2 Rate Modification Term Extension and/or Other Concessions Total Commercial loans: C&I 24 $— $— $41 $41 Residential loans: Residential mortgages - nonguaranteed 34 1 4 1 6 Residential home equity products 695 — — 67 67 Consumer loans: Other direct 110 — — 1 1 Indirect 581 — — 14 14 Credit cards 189 — 1 — 1 Total TDRs 1,633 $1 $5 $124 $130 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, 2017 was immaterial. 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

Allowance for Credit Losses (Ta

Allowance for Credit Losses (Tables)	3 Months Ended
	Mar. 31, 2017
Allowance for Credit Losses [Abstract]
Activity in the 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) 2017 2016 Balance, beginning of period $1,776 $1,815 Provision for loan losses 117 103 Provision/(benefit) for unfunded commitments 2 (2 ) Loan charge-offs (146 ) (112 ) Loan recoveries 34 27 Balance, end of period $1,783 $1,831 Components: ALLL $1,714 $1,770 Unfunded commitments reserve 1 69 61 Allowance for credit losses $1,783 $1,831 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 loan segment is presented in the following tables: Three Months Ended March 31, 2017 (Dollars in millions) Commercial Residential Consumer Total Balance, beginning of period $1,124 $369 $216 $1,709 Provision for loan losses 46 5 66 117 Loan charge-offs (63 ) (29 ) (54 ) (146 ) Loan recoveries 13 9 12 34 Balance, end of period $1,120 $354 $240 $1,714 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
Loans Held for Investment portfolio and Related Allowance for Loan and Lease Losses	The Company’s LHFI portfolio and related ALLL is presented in the following tables: March 31, 2017 Commercial Residential Consumer Total (Dollars in millions) Carrying Value ALLL Carrying Value ALLL Carrying Value ALLL Carrying Value ALLL Individually evaluated $352 $30 $2,515 $208 $170 $8 $3,037 $246 Collectively evaluated 77,901 1,090 35,814 146 26,556 232 140,271 1,468 Total evaluated 78,253 1,120 38,329 354 26,726 240 143,308 1,714 LHFI at fair value — — 221 — — — 221 — Total LHFI $78,253 $1,120 $38,550 $354 $26,726 $240 $143,529 $1,714 December 31, 2016 Commercial Residential Consumer Total (Dollars in millions) Carrying ALLL Carrying ALLL Carrying ALLL Carrying ALLL Individually evaluated $382 $33 $2,518 $215 $168 $7 $3,068 $255 Collectively evaluated 77,842 1,091 36,250 154 25,916 209 140,008 1,454 Total evaluated 78,224 1,124 38,768 369 26,084 216 143,076 1,709 LHFI at fair value — — 222 — — — 222 — Total LHFI $78,224 $1,124 $38,990 $369 $26,084 $216 $143,298 $1,709

Goodwill and Other Intangible35

Goodwill and Other Intangible Assets (Tables)	3 Months Ended
	Mar. 31, 2017
Goodwill and Intangible Assets Disclosure [Abstract]
Schedule of Goodwill [Table Text Block]	(Dollars in millions) Consumer Banking and Private Wealth Management Wholesale Banking Total Balance, January 1, 2017 $4,262 $2,075 $6,337 Measurement period adjustment related to the acquisition of Pillar — 1 1 Balance, March 31, 2017 $4,262 $2,076 $6,338
Schedule of Finite-Lived Intangible Assets by Major Class [Table Text Block]	Changes in the carrying amounts of other intangible assets for the three months ended March 31 are presented in the following table: (Dollars in millions) MSRs - Other Total Balance, January 1, 2017 $1,572 $85 $1,657 Amortization 1 — (5 ) (5 ) Servicing rights originated 96 5 101 Changes in fair value: Due to changes in inputs and assumptions 2 27 — 27 Other changes in fair value 3 (50 ) — (50 ) Other 4 — (1 ) (1 ) Balance, March 31, 2017 $1,645 $84 $1,729 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 1 Does not include expense associated with non-qualified community development investments. See Note 9 , "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, 2017 December 31, 2016 Fair value of MSRs $1,645 $1,572 Prepayment rate assumption (annual) 13 % 9 % Decline in fair value from 10% adverse change $57 $50 Decline in fair value from 20% adverse change 109 97 Option adjusted spread (annual) 8 % 8 % Decline in fair value from 10% adverse change $76 $63 Decline in fair value from 20% adverse change 144 122 Weighted-average life (in years) 5.3 7.0 Weighted-average coupon 4.0 % 4.0 %

Certain Transfers of Financia36

Certain Transfers of Financial Assets and Variable Interest Entities (Tables)	3 Months Ended
	Mar. 31, 2017
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	The Company's total managed loans, including the LHFI portfolio and other transferred loans (securitized and unsecuritized), 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, 2017 and December 31, 2016 , as well as the related net charge-offs for the three months ended March 31, 2017 and 2016 . Portfolio Balance Past Due and Nonaccrual Net Charge-offs March 31, 2017 December 31, 2016 March 31, 2017 December 31, 2016 Three Months Ended March 31 (Dollars in millions) 2017 2016 LHFI portfolio: Commercial $78,253 $78,224 $365 $426 $50 $22 Residential 38,550 38,990 761 758 20 35 Consumer 26,726 26,084 890 949 42 28 Total LHFI portfolio 143,529 143,298 2,016 2,133 112 85 Managed securitized loans 1 : Commercial 2 5,060 4,761 — — — — Residential 132,805 126,641 131 114 2 3 2 3 Consumer 448 512 1 1 1 1 Total managed securitized loans 138,313 131,914 132 115 3 3 Managed unsecuritized loans 4 2,828 2,985 415 438 — — Total managed loans $284,670 $278,197 $2,563 $2,686 $115 $88 1 Excludes loans that have completed the foreclosure or short sale process (i.e., involuntary prepayments). 2 Comprised of commercial mortgages sold through Fannie Mae , Freddie Mac , and Ginnie Mae securitizations, whereby servicing has been retained by the Company. 3 Net charge-offs are associated with $392 million and $410 million of managed securitized residential loans at March 31, 2017 and December 31, 2016 , respectively. Net charge-off data is not reported to the Company for the remaining balance of $132.4 billion and $126.2 billion of managed securitized residential loans at March 31, 2017 and December 31, 2016 , respectively. 4 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 Per Common Share (Ta

Net Income Per Common Share (Tables)	3 Months Ended
	Mar. 31, 2017
Earnings Per Share [Abstract]
Reconciliation of Net Income/(Loss) to Net Income/(Loss) Available to Common Shareholders	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 in the following table. Three Months Ended March 31 (Dollars and shares in millions, except per share data) 2017 2016 Net income $468 $447 Preferred dividends (17 ) (17 ) Dividends and undistributed earnings allocated to unvested shares — — Net income available to common shareholders $451 $430 Average basic common shares 490 505 Effect of dilutive securities: Stock options 1 2 Restricted stock, RSUs, and warrants 5 3 Average diluted common shares 496 510 Net income per average common share - diluted $0.91 $0.84 Net income per average common share - basic 0.92 0.85

Employee Benefit Plans (Tables)

Employee Benefit Plans (Tables)	3 Months Ended
	Mar. 31, 2017
Employee Benefit Plans [Abstract]
Schedule of Employee Service Share-based Compensation, Allocation of Recognized Period Costs [Table Text Block]	Stock-based compensation expense recognized in noninterest expense consisted of the following: Three Months Ended March 31 (Dollars in millions) 2017 2016 RSUs $34 $18 Phantom stock units 1 24 7 Restricted stock — 2 Total stock-based compensation $58 $27 Stock-based compensation tax benefit $22 $10 1 Phantom stock units are settled in cash.
Schedule of Net Benefit Costs [Table Text Block]	Components of net periodic benefit related to the Company's pension and other postretirement benefits plans are presented in the following table: Three Months Ended March 31 Pension Benefits 1 Other Postretirement Benefits (Dollars in millions) 2017 2016 2017 2016 Service cost $1 $1 $— $— Interest cost 24 24 — — Expected return on plan assets (48 ) (46 ) (1 ) (1 ) Amortization of prior service credit — — (1 ) (1 ) Amortization of actuarial loss 6 6 — — Net periodic benefit ($17 ) ($15 ) ($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, 2017
Guarantees [Abstract]
Repurchase Requests [Table Text Block]	Repurchase requests from GSE s, Ginnie Mae , and non-agency investors, for all vintages, are presented in the following table that summarizes demand activity. Three Months Ended March 31 (Dollars in millions) 2017 2016 Pending repurchase requests, beginning of period $14 $17 Repurchase requests received 10 11 Repurchase requests resolved: Repurchased (4 ) (5 ) Cured (14 ) (9 ) Total resolved (18 ) (14 ) Pending repurchase requests, end of period 1 $6 $14 Percent from non-agency investors: Pending repurchase requests, end of period 11.5 % 32.6 % Repurchase requests received 6.8 % — % 1 Comprised of $5 million and $9 million from the GSE s, and $1 million and $5 million from non-agency investors at March 31, 2017 and 2016 , respectively.
Mortgage Loan Repurchase Losses [Table Text Block]	The following table summarizes the changes in the Company’s reserve for residential mortgage loan repurchases: Three Months Ended March 31 (Dollars in millions) 2017 2016 Balance, beginning of period $40 $57 Repurchase provision/(benefit) — (2 ) Balance, end of period $40 $55
Repurchased Mortgage Loan [Table Text Block]	The following table summarizes the carrying value of the Company's outstanding repurchased mortgage loans: (Dollars in millions) March 31, 2017 December 31, 2016 Outstanding repurchased mortgage loans: Performing LHFI $222 $230 Nonperforming LHFI 13 12 Total carrying value of outstanding repurchased mortgage loans $235 $242

Derivative Financial Instrume40

Derivative Financial Instruments (Tables)	3 Months Ended
	Mar. 31, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Positions	The following tables present the Company’s derivative positions at March 31, 2017 and December 31, 2016 . 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, 2017 and December 31, 2016 . 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, 2017 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 $4,850 $4 $10,600 $248 Derivative instruments designated in fair value hedging relationships 2 Interest rate contracts hedging fixed rate debt 1,250 6 3,660 42 Interest rate contracts hedging brokered CDs 30 — 60 — Total 1,280 6 3,720 42 Derivative instruments not designated as hedging instruments 3 Interest rate contracts hedging: MSRs 4 9,608 84 20,242 115 LHFS, IRLCs 5 3,718 16 6,649 25 LHFI 110 2 51 1 Trading activity 6 67,926 1,253 68,532 1,165 Foreign exchange rate contracts hedging trading activity 3,598 119 3,632 112 Credit contracts hedging: Loans 15 — 495 6 Trading activity 7 2,107 28 2,125 24 Equity contracts hedging trading activity 6 22,852 2,290 36,432 2,684 Other contracts: IRLCs and other 8 2,618 32 239 15 Commodity derivatives 831 53 828 50 Total 113,383 3,877 139,225 4,197 Total derivative instruments $119,513 $3,887 $153,545 $4,487 Total gross derivative instruments, before netting $3,887 $4,487 Less: Legally enforceable master netting agreements (2,747 ) (2,747 ) Less: Cash collateral received/paid (277 ) (1,379 ) Total derivative instruments, after netting $863 $361 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 $7.9 billion 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 Amount includes $913 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. 6 Amounts include $11.6 billion of notional amounts related to interest rate futures and $710 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. 7 Asset and liability amounts include $4 million and $12 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. 8 Includes $49 million notional amount that is based on the 3.2 million of Visa Class B shares , 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 13 , “Guarantees” for additional information. December 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 $6,400 $34 $11,050 $265 Derivative instruments designated in fair value hedging relationships 2 Interest rate contracts hedging fixed rate debt 600 2 4,510 81 Interest rate contracts hedging brokered CDs 60 — 30 — Total 660 2 4,540 81 Derivative instruments not designated as hedging instruments 3 Interest rate contracts hedging: MSRs 4 12,165 413 18,774 335 LHFS, IRLCs 5 11,774 134 8,306 58 LHFI 100 2 36 1 Trading activity 6 70,599 1,536 67,477 1,401 Foreign exchange rate contracts hedging trading activity 3,231 161 3,360 148 Credit contracts hedging: Loans 15 — 620 8 Trading activity 7 2,128 34 2,271 33 Equity contracts hedging trading activity 6 23,164 2,095 35,312 2,477 Other contracts: IRLCs and other 8 2,412 28 668 22 Commodity derivatives 747 75 746 73 Total 126,335 4,478 137,570 4,556 Total derivative instruments $133,395 $4,514 $153,160 $4,902 Total gross derivative instruments, before netting $4,514 $4,902 Less: Legally enforceable master netting agreements (3,239 ) (3,239 ) Less: Cash collateral received/paid (291 ) (1,265 ) Total derivative instruments, after netting $984 $398 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 $6.7 billion 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 Amount includes $720 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. 6 Amounts include $12.3 billion of notional amounts related to interest rate futures and $629 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. 7 Asset and liability amounts include $5 million and $13 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. 8 Includes $49 million notional amount that is based on the 3.2 million of Visa Class B shares , 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 13 , “Guarantees” for additional information.	[1]
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]	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 in the following tables. 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, 2017 (Dollars in millions) Amount of Pre-tax Loss Recognized in OCI on Derivatives (Effective Portion) Amount of Pre-tax Gain Reclassified from AOCI into Income (Effective Portion) Classification of Pre-tax Gain/(Loss) Reclassified from AOCI into Income (Effective Portion) Derivative instruments in cash flow hedging relationships: Interest rate contracts hedging floating rate loans 1 ($25 ) $23 Interest and fees on loans 1 During the three months ended March 31, 2017 , the Company also reclassified $18 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, 2017 (Dollars in millions) Amount of Loss on Derivatives Amount of Gain on Related Hedged Items Recognized in Income Amount of Gain Recognized in Income on Hedges (Ineffective Portion) Derivative instruments in fair value hedging relationships: Interest rate contracts hedging fixed rate debt 1 ($11 ) $13 $2 Interest rate contracts hedging brokered CDs 1 — — — Total ($11 ) $13 $2 1 Amounts are recognized in trading income in the Consolidated Statements of Income. (Dollars in millions) Classification of (Loss)/Gain Recognized in Income on Derivatives Amount of (Loss)/Gain Recognized in Income on Derivatives During the Three Months Ended March 31, 2017 Derivative instruments not designated as hedging instruments: Interest rate contracts hedging: MSRs Mortgage servicing related income ($18 ) LHFS, IRLCs Mortgage production related income (15 ) Trading activity Trading income 11 Foreign exchange rate contracts hedging trading activity Trading income (6 ) Credit contracts hedging: Loans Other noninterest income (1 ) Trading activity Trading income 5 Other contracts: IRLCs and other Mortgage production related income, Commercial real estate related income 48 Commodity derivatives Trading income 1 Total $25 Three Months Ended March 31, 2016 (Dollars in millions) Amount of Pre-tax Gain Recognized in OCI on Derivatives (Effective Portion) Amount of Pre-tax Gain Reclassified from AOCI into Income (Effective Portion) Classification of Pre-tax Gain Reclassified from AOCI into Income (Effective Portion) 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 Amount of Gain 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 Commodity derivatives Trading income 1 Total $154
Netting of financial instruments - derivatives [Table Text Block]	The following tables present total gross derivative instrument assets and liabilities at March 31, 2017 and December 31, 2016 , which are adjusted to reflect the effects of legally enforceable master netting agreements and cash collateral received or paid when calculating 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, 2017 Derivative instrument assets: Derivatives subject to master netting arrangement or similar arrangement $3,570 $2,899 $671 $47 $624 Derivatives not subject to master netting arrangement or similar arrangement 32 — 32 — 32 Exchange traded derivatives 285 125 160 — 160 Total derivative instrument assets $3,887 $3,024 $863 1 $47 $816 Derivative instrument liabilities: Derivatives subject to master netting arrangement or similar arrangement $4,262 $4,001 $261 $41 $220 Derivatives not subject to master netting arrangement or similar arrangement 98 — 98 — 98 Exchange traded derivatives 127 125 2 — 2 Total derivative instrument liabilities $4,487 $4,126 $361 2 $41 $320 December 31, 2016 Derivative instrument assets: Derivatives subject to master netting arrangement or similar arrangement $4,193 $3,384 $809 $48 $761 Derivatives not subject to master netting arrangement or similar arrangement 27 — 27 — 27 Exchange traded derivatives 294 146 148 — 148 Total derivative instrument assets $4,514 $3,530 $984 1 $48 $936 Derivative instrument liabilities: Derivatives subject to master netting arrangement or similar arrangement $4,649 $4,358 $291 $33 $258 Derivatives not subject to master netting arrangement or similar arrangement 105 — 105 — 105 Exchange traded derivatives 148 146 2 — 2 Total derivative instrument liabilities $4,902 $4,504 $398 2 $33 $365 1 At March 31, 2017 , $863 million , net of $277 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2016 , $984 million , net of $291 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. 2 At March 31, 2017 , $361 million , net of $1.4 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2016 , $398 million , net of $1.3 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.

Fair Value Election and Measu41

Fair Value Election and Measurement (Tables)	3 Months Ended
	Mar. 31, 2017
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, 2017 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 $450 $— $— $— $450 Federal agency securities — 361 — — 361 U.S. states and political subdivisions — 55 — — 55 MBS - agency — 560 — — 560 Corporate and other debt securities — 590 — — 590 CP — 491 — — 491 Equity securities 41 — — — 41 Derivative instruments 285 3,570 32 (3,024 ) 863 Trading loans — 2,596 — — 2,596 Total trading assets and derivative instruments 776 8,223 32 (3,024 ) 6,007 Securities AFS: U.S. Treasury securities 5,422 — — — 5,422 Federal agency securities — 302 — — 302 U.S. states and political subdivisions — 318 4 — 322 MBS - agency — 23,795 — — 23,795 MBS - non-agency residential — — 71 — 71 MBS - non-agency commercial — 534 — — 534 ABS — — 9 — 9 Corporate and other debt securities — 29 5 — 34 Other equity securities 2 123 — 515 — 638 Total securities AFS 5,545 24,978 604 — 31,127 LHFS — 1,813 6 — 1,819 LHFI — — 221 — 221 MSRs — — 1,645 — 1,645 Liabilities Trading liabilities and derivative instruments: U.S. Treasury securities 528 — — — 528 MBS - agency — 5 — — 5 Corporate and other debt securities — 326 — — 326 Equity securities 5 — — — 5 Derivative instruments 127 4,345 15 (4,126 ) 361 Total trading liabilities and derivative instruments 660 4,676 15 (4,126 ) 1,225 Brokered time deposits — 128 — — 128 Long-term debt — 771 — — 771 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 $119 million of mutual fund investments, $111 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, and $6 million of other. December 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 $539 $— $— $— $539 Federal agency securities — 480 — — 480 U.S. states and political subdivisions — 134 — — 134 MBS - agency — 567 — — 567 CLO securities — 1 — — 1 Corporate and other debt securities — 656 — — 656 CP — 140 — — 140 Equity securities 49 — — — 49 Derivative instruments 293 4,193 28 (3,530 ) 984 Trading loans — 2,517 — — 2,517 Total trading assets and derivative instruments 881 8,688 28 (3,530 ) 6,067 Securities AFS: U.S. Treasury securities 5,405 — — — 5,405 Federal agency securities — 313 — — 313 U.S. states and political subdivisions — 275 4 — 279 MBS - agency — 23,662 — — 23,662 MBS - non-agency residential — — 74 — 74 MBS - non-agency commercial — 252 — — 252 ABS — — 10 — 10 Corporate and other debt securities — 30 5 — 35 Other equity securities 2 102 — 540 — 642 Total securities AFS 5,507 24,532 633 — 30,672 LHFS — 3,528 12 — 3,540 LHFI — — 222 — 222 MSRs — — 1,572 — 1,572 Liabilities Trading liabilities and derivative instruments: U.S. Treasury securities 697 — — — 697 MBS - agency — 1 — — 1 Corporate and other debt securities — 255 — — 255 Derivative instruments 149 4,731 22 (4,504 ) 398 Total trading liabilities and derivative instruments 846 4,987 22 (4,504 ) 1,351 Brokered time deposits — 78 — — 78 Long-term debt — 963 — — 963 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 $102 million of mutual fund investments, $132 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, and $6 million of other.
Fair Value Option Elected, Difference Between the Aggregate Fair Value and the Aggregate Unpaid Principal Balance	(Dollars in millions) Fair Value at March 31, 2017 Aggregate UPB at March 31, 2017 Fair Value Over/(Under) Unpaid Principal Assets: Trading loans $2,596 $2,550 $46 LHFS: Accruing 1,819 1,762 57 LHFI: Accruing 218 224 (6 ) Nonaccrual 3 4 (1 ) Liabilities: Brokered time deposits 128 130 (2 ) Long-term debt 771 736 35 (Dollars in millions) Fair Value at December 31, 2016 Aggregate UPB at December 31, 2016 Fair Value Over/(Under) Unpaid Principal Assets: Trading loans $2,517 $2,488 $29 LHFS: Accruing 3,540 3,516 24 LHFI: Accruing 219 225 (6 ) Nonaccrual 3 4 (1 ) Liabilities: Brokered time deposits 78 80 (2 ) Long-term debt 963 924 39
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, 2017 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 Total Changes in Fair Values Included in Earnings 2 Assets: Trading loans $2 $— $— $2 LHFS — 12 — 12 MSRs — 1 (24 ) (23 ) Liabilities: Brokered time deposits 1 — — 1 Long-term debt 6 — — 6 1 Income related to LHFS does not include income from IRLC s. For the three months ended March 31, 2017 , 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, 2017 exclude accrued interest for the period then ended. Interest income or interest expense on trading loans, LHFS, brokered time deposits, 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, 2016 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 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 Level 3 Significant Unobservable Input Assumptions [Table Text Block]	Level 3 Significant Unobservable Input Assumptions (Dollars in millions) Fair value March 31, 2017 Valuation Technique Unobservable Input 1 Range (weighted average) Assets Trading assets and derivative instruments: Derivative instruments, net 2 $17 Internal model Pull through rate 41-100% (77%) MSR value 28-179 bps (109 bps) Securities AFS: U.S. states and political subdivisions 4 Cost N/A MBS - non-agency residential 71 Third party pricing N/A ABS 9 Third party pricing N/A Corporate and other debt securities 5 Cost N/A Other equity securities 515 Cost N/A Residential LHFS 6 Monte Carlo/Discounted cash flow Option adjusted spread 104-125 bps (125 bps) Conditional prepayment rate 4-13 CPR (8 CPR) Conditional default rate 0-2 CDR (0.4 CDR) LHFI 218 Monte Carlo/Discounted cash flow Option adjusted spread 62-784 bps (182 bps) Conditional prepayment rate 2-25 CPR (11 CPR) Conditional default rate 0-5 CDR (1.4 CDR) 3 Collateral based pricing Appraised value NM 3 MSRs 1,645 Monte Carlo/Discounted cash flow Conditional prepayment rate 6-28 CPR (13 CPR) Option adjusted spread 4-114% (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 Amount represents the net of IRLC assets and liabilities and includes the derivative liability associated with the Company's sale of Visa shares. Refer to the "Trading Liabilities and Derivative Instruments" section herein for a discussion of valuation assumptions related to the Visa derivative liability. 3 Not meaningful. Level 3 Significant Unobservable Input Assumptions (Dollars in millions) Fair value December 31, 2016 Valuation Technique Unobservable Input 1 Range (weighted average) Assets Trading assets and derivative instruments: Derivative instruments, net 2 $6 Internal model Pull through rate 40-100% (81%) MSR value 22-170 bps (106 bps) Securities AFS: U.S. states and political subdivisions 4 Cost N/A MBS - non-agency residential 74 Third party pricing N/A ABS 10 Third party pricing N/A Corporate and other debt securities 5 Cost N/A Other equity securities 540 Cost N/A Residential LHFS 12 Monte Carlo/Discounted cash flow Option adjusted spread 104-125 bps (124 bps) Conditional prepayment rate 2-28 CPR (7 CPR) Conditional default rate 0-3 CDR (0.4 CDR) LHFI 219 Monte Carlo/Discounted cash flow Option adjusted spread 62-784 bps (184 bps) Conditional prepayment rate 3-36 CPR (13 CPR) Conditional default rate 0-5 CDR (2.1 CDR) 3 Collateral based pricing Appraised value NM 3 MSRs 1,572 Monte Carlo/Discounted cash flow Conditional prepayment rate 1-25 CPR (9 CPR) Option adjusted spread 0-122% (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 Amount represents the net of IRLC assets and liabilities and includes the derivative liability associated with the Company's sale of Visa shares. Refer to the "Trading Liabilities and Derivative Instruments" section herein for a discussion of valuation assumptions related to the Visa derivative liability. 3 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, 2017 and 2016 . 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, 2017 Included in Earnings (held at March 31, 2017 1 ) Assets Trading assets: Derivative instruments, net $6 $48 2 $— $— $— ($1 ) ($36 ) $— $— $17 $30 2 Total trading assets 6 48 — — — (1 ) (36 ) — — 17 30 Securities AFS: U.S. states and political subdivisions 4 — — — — — — — — 4 — MBS - non-agency residential 74 — (1 ) 3 — — (2 ) — — — 71 — ABS 10 — — — — (1 ) — — — 9 — Corporate and other debt securities 5 — — — — — — — — 5 — Other equity securities 540 — 1 3 43 — (64 ) — — (5 ) 515 — Total securities AFS 633 — — 43 — (67 ) — — (5 ) 604 — Residential LHFS 12 — — — (14 ) — (2 ) 10 — 6 — LHFI 222 — — — — (6 ) 1 4 — 221 — 1 Change in unrealized gains/(losses) included in earnings during the period related to financial assets still held at March 31, 2017. 2 Includes issuances, fair value changes, and expirations. Amount related to residential IRLC s is recognized in mortgage production related income, amount related to commercial IRLC s is recognized in commercial real estate related income, and amount related to Visa derivative liability is recognized in other noninterest expense. 3 Amounts recognized in OCI are included in change in net unrealized gains on securities AFS, net of tax. 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 ) 4 $— $— ($88 ) $— $— $— $— $— $— Derivative instruments, net 15 45 2 — — — 1 (29 ) — — 32 36 2 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 ) 3 — — (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 ) 3 106 — (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 Includes issuances, fair value changes, and expirations. Amount related to residential IRLC s is recognized in mortgage production related income and amount related to Visa derivative liability is recognized in other noninterest expense. 3 Amounts recognized in OCI are included in change in net unrealized gains on securities AFS, net of tax. 4 Amounts included in earnings are recognized in trading income. 5 Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in other noninterest income.
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, 2017 (Dollars in millions) March 31, 2017 Level 1 Level 2 Level 3 LHFI $83 $— $— $83 $— OREO 11 — — 11 (2 ) Other assets 42 — 1 41 (5 ) Fair Value Measurements Losses for the December 31, 2016 (Dollars in millions) December 31, 2016 Level 1 Level 2 Level 3 LHFI $75 $— $— $75 $— OREO 17 — — 17 (2 ) Other assets 112 — 58 54 (36 )
Carrying Amounts and Fair Values of the Company's Financial Instruments	March 31, 2017 Fair Value Measurements (Dollars in millions) Carrying Amount Fair Value Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $8,274 $8,274 $8,274 $— $— (a) Trading assets and derivative instruments 6,007 6,007 776 5,199 32 (b) Securities AFS 31,127 31,127 5,545 24,978 604 (b) LHFS 2,109 2,111 — 2,100 11 (c) LHFI, net 141,815 140,888 — 166 140,722 (d) Financial liabilities: Deposits 162,853 162,732 — 162,732 — (e) Short-term borrowings 4,696 4,696 — 4,696 — (f) Long-term debt 10,496 10,560 — 9,802 758 (f) Trading liabilities and derivative instruments 1,225 1,225 660 550 15 (b) December 31, 2016 Fair Value Measurements (Dollars in millions) Carrying Amount Fair Value Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $6,423 $6,423 $6,423 $— $— (a) Trading assets and derivative instruments 6,067 6,067 881 5,158 28 (b) Securities AFS 30,672 30,672 5,507 24,532 633 (b) LHFS 4,169 4,178 — 4,161 17 (c) LHFI, net 141,589 140,516 — 282 140,234 (d) Financial liabilities: Deposits 160,398 160,280 — 160,280 — (e) Short-term borrowings 4,764 4,764 — 4,764 — (f) Long-term debt 11,748 11,779 — 11,051 728 (f) Trading liabilities and derivative instruments 1,351 1,351 846 483 22 (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 101% on the loan portfolio’s net carrying value at both March 31, 2017 and December 31, 2016 . 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. Refer to the respective valuation section within this footnote for valuation information related to brokered time deposits that the Company measures at fair value as well as those that are carried at amortized cost. (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. Refer to the respective valuation section within this footnote for valuation information related to long-term debt that the Company measures at fair value. 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, 2017
Segment Reporting [Abstract]
Business Segment Reporting	Three Months Ended March 31, 2017 (Dollars in millions) Consumer Wholesale Banking Mortgage Banking Corporate Other Reconciling Consolidated Balance Sheets: Average loans $44,074 $72,451 $27,078 $67 $— $143,670 Average consumer and commercial deposits 98,871 57,393 2,543 117 (50 ) 158,874 Average total assets 49,794 85,864 31,475 34,005 3,114 204,252 Average total liabilities 99,478 63,108 2,861 15,158 (24 ) 180,581 Average total equity — — — — 23,671 23,671 Statements of Income: Net interest income $766 $543 $113 $11 ($67 ) $1,366 FTE adjustment — 34 — 1 (1 ) 34 Net interest income-FTE 1 766 577 113 12 (68 ) 1,400 Provision for credit losses 2 88 31 — — — 119 Net interest income after provision for credit losses-FTE 678 546 113 12 (68 ) 1,281 Total noninterest income 350 403 115 23 (44 ) 847 Total noninterest expense 797 482 184 6 (4 ) 1,465 Income before provision for income taxes-FTE 231 467 44 29 (108 ) 663 Provision for income taxes-FTE 3 85 174 15 (16 ) (65 ) 193 Net income including income attributable to noncontrolling interest 146 293 29 45 (43 ) 470 Net income attributable to noncontrolling interest — — — 2 — 2 Net income $146 $293 $29 $43 ($43 ) $468 1 Presented on a matched maturity funds transfer price basis for the segments. 2 Provision for credit losses represents net charge-offs by segment combined with an allocation to the segments for the provision attributable to quarterly changes in the ALLL and unfunded commitment reserve balances. 3 Includes regular provision for income taxes as well as FTE income and tax credit adjustment reversals. Three Months Ended March 31, 2016 (Dollars in millions) Consumer Wholesale Banking Mortgage Banking Corporate Other Reconciling Consolidated Balance Sheets: Average loans $41,589 $70,773 $25,946 $64 $— $138,372 Average consumer and commercial deposits 93,238 53,620 2,311 107 (47 ) 149,229 Average total assets 47,285 84,363 29,203 30,560 1,603 193,014 Average total liabilities 93,853 59,496 2,686 13,201 (19 ) 169,217 Average total equity — — — — 23,797 23,797 Statements of Income: Net interest income $719 $495 $120 $31 ($83 ) $1,282 FTE adjustment — 35 — 1 — 36 Net interest income-FTE 1 719 530 120 32 (83 ) 1,318 Provision/(benefit) for credit losses 2 29 82 (10 ) — — 101 Net interest income after provision/(benefit) for credit losses-FTE 690 448 130 32 (83 ) 1,217 Total noninterest income 356 313 126 20 (34 ) 781 Total noninterest expense 741 411 174 (4 ) (4 ) 1,318 Income before provision for income taxes-FTE 305 350 82 56 (113 ) 680 Provision for income taxes-FTE 3 113 131 32 16 (61 ) 231 Net income including income attributable to noncontrolling interest 192 219 50 40 (52 ) 449 Net income attributable to noncontrolling interest — — — 2 — 2 Net income $192 $219 $50 $38 ($52 ) $447 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 for the provision/(benefit) attributable to quarterly changes in the ALLL and unfunded commitment reserve balances. 3 Includes regular provision for income taxes as well as FTE income and tax credit adjustment reversals.

Accumulated Other Comprehensi43

Accumulated Other Comprehensive Income (Tables)	3 Months Ended
	Mar. 31, 2017
Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]	Changes in the components of AOCI, net of tax, are presented in the following table: (Dollars in millions) Securities AFS Derivative Instruments Brokered Time Deposits Long-Term Debt Employee Benefit Plans Total Three Months Ended March 31, 2017 Balance, beginning of period ($62 ) ($157 ) ($1 ) ($7 ) ($594 ) ($821 ) Net unrealized gains/(losses) arising during the period 2 (16 ) — (1 ) — (15 ) Amounts reclassified to net income — (26 ) — — (5 ) (31 ) Other comprehensive income/(loss), net of tax 2 (42 ) — (1 ) (5 ) (46 ) Balance, end of period ($60 ) ($199 ) ($1 ) ($8 ) ($599 ) ($867 ) 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 ) — 469 Amounts reclassified to net income — (42 ) — — 59 17 Other comprehensive income/(loss), net of tax 279 150 — (2 ) 59 486 Balance, end of period $414 $237 $— ($7 ) ($623 ) $21 1 Related to the Company's early adoption of the ASU 2016-01 provision related to changes in instrument-specific credit risk. See Note 1 , "Significant Accounting Policies," for additional information.
schedule of reclassifications from AOCI [Table Text Block]	Reclassifications from AOCI, and the related tax effects, are presented in the following table: (Dollars in millions) Three Months Ended March 31 Impacted Line Item in the Consolidated Statements of Income Details About AOCI Components 2017 2016 Derivative Instruments: Realized gains on cash flow hedges ($41 ) ($67 ) Interest and fees on loans Tax effect 15 25 Provision for income taxes (26 ) (42 ) Employee Benefit Plans: Amortization of prior service credit (1 ) (1 ) Employee benefits Amortization of actuarial loss 6 6 Employee benefits Adjustment to funded status of employee benefit obligation (11 ) 89 Other assets/other liabilities (6 ) 94 Tax effect 1 (35 ) Provision for income taxes (5 ) 59 Total reclassifications from AOCI to net income ($31 ) $17

Acquisitions_Dispositions Sched

Acquisitions/Dispositions Schedule of Business Acquisition, Purchase Price Allocation (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2017	Dec. 31, 2016	Dec. 15, 2016
Schedule of Business Acquisition, Purchase Price Allocation [Line Items]
Document Period End Date	Mar. 31, 2017
Business Combination, Consideration Transferred	$ 197	$ 197
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Cash and Equivalents	9
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Intangible Assets, Other than Goodwill	13		$ 13
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Current Assets, Other	8
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Current Liabilities	(100)
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Noncurrent Liabilities, Other	(16)
Goodwill, Acquired During Period	1
Loans Held For Investment [Member]
Schedule of Business Acquisition, Purchase Price Allocation [Line Items]
Business Combination, Acquired Receivables, Fair Value	38
Loans Held For Sale [Member]
Schedule of Business Acquisition, Purchase Price Allocation [Line Items]
Business Combination, Acquired Receivables, Fair Value	182
Commercial Mortgage Servicing Rights [Member]
Schedule of Business Acquisition, Purchase Price Allocation [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Assets	62		$ 62
Pillar Financial [Member]
Schedule of Business Acquisition, Purchase Price Allocation [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Intangible Assets, Other than Goodwill	1
Net Assets	$ 196

Acquisitions_Dispositions Acq45

Acquisitions/Dispositions Acquisitions/Dispositions - Additional Information (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2017	Dec. 31, 2016	Mar. 31, 2016	Dec. 15, 2016
Document Period End Date	Mar. 31, 2017
Goodwill, Acquired During Period	$ 1
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Intangible Assets, Other than Goodwill	(13)			$ (13)
Noninterest Expense	1,465		$ 1,318
Revenues	847		781
Income (Loss) from Continuing Operations before Income Taxes, Noncontrolling Interest	663		680
Business Combination, Consideration Transferred	(197)	$ (197)
Pillar Financial [Member]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Intangible Assets, Other than Goodwill	(1)
Loans Held For Investment [Member] | Pillar Financial [Member]
Principal Amount Outstanding of Loans Held-in-portfolio				38
Loans Held For Sale [Member] | Pillar Financial [Member]
Principal Amount Outstanding of Loans Held-in-portfolio				180
Commercial Mortgage Servicing Rights [Member]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Assets	62			$ 62
Corporate Other [Member]
Noninterest Expense	6		(4)
Revenues	23		20
Income (Loss) from Continuing Operations before Income Taxes, Noncontrolling Interest	$ 29		$ 56

Federal Funds Sold and Securi46

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell - Additional Information (Details) - USD ($) $ in Millions	Mar. 31, 2017	Dec. 31, 2016
Securities Purchased under Agreements to Resell [Abstract]
Federal Funds Sold	$ 18	$ 58
Fair Value of Securities Received as Collateral that Can be Resold or Repledged	1,300	1,300
Fair Value of Securities Received as Collateral that Have Been Resold or Repledged	$ 234	$ 246

Federal Funds Sold and Securi47

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell (Details) - USD ($) $ in Millions	Mar. 31, 2017	Dec. 31, 2016
Securities Purchased under Agreements to Resell [Abstract]
Federal Funds Sold	$ 18	$ 58
Securities Borrowed	362	270
Securities Purchased under Agreements to Resell	912	979
Federal Funds Sold and Securities Purchased under Agreements to Resell	$ 1,292	$ 1,307

Federal Funds Sold and Securi48

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell Securities Sold Under Agreements to Repurchase (Details) - USD ($) $ in Millions	Mar. 31, 2017	Dec. 31, 2016
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	$ 1,704	$ 1,633
US Treasury Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	125	27
US Government Agencies Debt Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	137	312
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	985	844
Commercial Paper [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	82	49
Corporate Debt Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	375	401
Maturity Overnight [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	1,465	1,468
Maturity Overnight [Member] | US Treasury Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	125	27
Maturity Overnight [Member] | US Government Agencies Debt Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	112	288
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	861	793
Maturity Overnight [Member] | Commercial Paper [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	82	49
Maturity Overnight [Member] | Corporate Debt Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	285	311
Maturity up to 30 days [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	199	125
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	25	24
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	124	51
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	50	50
Maturity 30 to 90 Days [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	40	40
Maturity 30 to 90 Days [Member] | US Treasury Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	0	0
Maturity 30 to 90 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 30 to 90 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	0
Maturity 30 to 90 Days [Member] | Commercial Paper [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	0	0
Maturity 30 to 90 Days [Member] | Corporate Debt Securities [Member]
securities sold under agreement to repurchase maturity [Line Items]
Securities Sold under Agreements to Repurchase	$ 40	$ 40

Federal Funds Sold and Securi49

Federal Funds Sold and Securities Borrowed or Purchased Under Agreements to Resell Netting of financial instruments - repurchase agreements (Details) - USD ($) $ in Millions		Mar. 31, 2017	Dec. 31, 2016
Assets Sold under Agreements to Repurchase [Line Items]
Carrying Value of Securities Purchased under Agreements to Resell and Deposits Paid for Securities Borrowed		$ 1,274	$ 1,249
Federal Funds Sold and Securities Borrowed or Purchased under Agreements to Resell, Fair Value Disclosure	[1]	1,274	1,249
Fair Value of Securities Received as Collateral that Can be Resold or Repledged		1,262	1,241
Securities Purchased under Agreements to Resell, Not Subject to Master Netting Arrangement		12	8
Securities Borrowed or Purchased Under Agreements to Resell, Amount Not Offset Against Collateral		0	0
Securities Sold under Agreements to Repurchase, Gross		1,704	1,633
Securities Sold under Agreements to Repurchase		1,704	1,633
Securities Sold under Agreements to Repurchase, Collateral, Right to Reclaim Securities		1,704	1,633
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 $18 million and $58 million of Fed funds sold, which are not subject to a master netting agreement at March 31, 2017 and December 31, 2016, respectively.

Trading Securities (Detail)

Trading Securities (Detail) - USD ($) $ in Millions		Mar. 31, 2017	Dec. 31, 2016
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	[1]	$ 6,007	$ 6,067
Trading liabilities		1,225	1,351
US Treasury Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		450	539
Trading liabilities		528	697
US Government Agencies Debt Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		361	480
US States and Political Subdivisions Debt Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		55	134
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		560	567
Trading liabilities		5	1
Collateralized Loan Obligations [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		0	1
Corporate Debt Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		590	656
Trading liabilities		326	255
Commercial Paper [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		491	140
Equity Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		41	49
Trading liabilities		5	0
Derivative Financial Instruments, Assets [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	[2]	863	984
Loans [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	[3]	2,596	2,517
Derivative Financial Instruments, Liabilities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading liabilities	[2]	$ 361	$ 398
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,229 million and $1,437 million at March 31, 2017 and December 31, 2016, 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.

Schedule of Financial Instrumen

Schedule of Financial Instruments Owned and Pledged as Collateral (Detail) - USD ($) $ in Millions		Mar. 31, 2017	Dec. 31, 2016
Financial Instruments Owned and Pledged as Collateral [Line Items]
Amount of Repurchase Agreements Secured by Trading Assets		$ 918	$ 928
Repurchase Agreements [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading Securities Pledged as Collateral	[1]	958	968
Derivative [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading Securities Pledged as Collateral		273	471
Equity Trading [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading Securities Pledged as Collateral		$ 40	$ 40
[1]	Repurchase agreements secured by collateral totaled $918 million and $928 million at March 31, 2017 and December 31, 2016, respectively.

Securities Available for Sale52

Securities Available for Sale (Detail) - USD ($) $ in Millions		3 Months Ended	12 Months Ended
		Mar. 31, 2017	Dec. 31, 2016
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		$ 31,181	$ 30,729
Unrealized Gains		316	335
Unrealized Losses		370	392
Available-for-sale Securities	[1]	31,127	30,672
US Treasury Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		5,488	5,486
Unrealized Gains		5	5
Unrealized Losses		71	86
Available-for-sale Securities		5,422	5,405
US Government Agencies Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		297	310
Unrealized Gains		6	5
Unrealized Losses		1	2
Available-for-sale Securities		302	313
US States and Political Subdivisions Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		319	279
Unrealized Gains		7	5
Unrealized Losses		4	5
Available-for-sale Securities		322	279
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		23,791	23,642
Unrealized Gains		291	313
Unrealized Losses		287	293
Available-for-sale Securities		23,795	23,662
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		68	71
Unrealized Gains		3	3
Unrealized Losses		0	0
Available-for-sale Securities		71	74
Commercial Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		539	257
Unrealized Gains		1	0
Unrealized Losses		6	5
Available-for-sale Securities		534	252
Asset-backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		7	8
Unrealized Gains		2	2
Unrealized Losses		0	0
Available-for-sale Securities		9	10
Other Debt Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost		34	34
Unrealized Gains		0	1
Unrealized Losses		0	0
Available-for-sale Securities		34	35
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	[2]	638	642
Unrealized Gains	[2]	1	1
Unrealized Losses	[2]	1	1
Available-for-sale Securities	[2]	$ 638	$ 642
[1]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $100 million and $0 million at March 31, 2017 and December 31, 2016, respectively.
[2]	At March 31, 2017, the fair value of other equity securities was comprised of the following: $111 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $119 million of mutual fund investments, and $6 million of other.At December 31, 2016, the fair value of other equity securities was comprised of the following: $132 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $102 million of mutual fund investments, and $6 million of other.

Securities Available for Sale53

Securities Available for Sale (Addition Information) (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017		Mar. 31, 2016	Dec. 31, 2016
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Gross Realized Gains		$ 0		$ 0
Available-for-sale Securities, Gross Realized Losses		0		$ 0
Available-for-sale Securities	[1]	31,127			$ 30,672
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities	[2]	638			642
Federal Home Loan Bank (FHLB) of Atlanta stock (par value)		111			132
Federal Reserve Bank Stock		402			402
Mutual fund investments (par value)		119			102
Fair Value, Inputs, Level 3 [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities	[3]	604			633
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities		604			633
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		515	[4]		540	[5]
Investments, Fair Value Disclosure		$ 6			$ 6
[1]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $100 million and $0 million at March 31, 2017 and December 31, 2016, respectively.
[2]	At March 31, 2017, the fair value of other equity securities was comprised of the following: $111 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $119 million of mutual fund investments, and $6 million of other.At December 31, 2016, the fair value of other equity securities was comprised of the following: $132 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, $102 million of mutual fund investments, and $6 million of other.
[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 footnote.
[4]	Includes $119 million of mutual fund investments, $111 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, and $6 million of other.
[5]	Includes $102 million of mutual fund investments, $132 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, 2017	Mar. 31, 2016
Schedule of Available-for-sale Securities [Line Items]
Interest Income, Securities, Taxable	$ 180	$ 159
Interest Income, Securities, Tax Exempt	2	1
Dividend Income, Operating	5	3
Interest and Dividend Income, Securities, Available-for-sale	$ 187	$ 163

Securities Available for Sale -

Securities Available for Sale - Additional Information (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Gross Realized Gains		$ 0	$ 0
Available-for-sale Securities, Gross Realized Losses		0	$ 0
Available-for-sale Securities Pledged as Collateral		3,300		$ 2,000
Available-for-sale Securities	[1]	$ 31,127		$ 30,672
[1]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $100 million and $0 million at March 31, 2017 and December 31, 2016, respectively.

Amortized Cost and Fair Value o

Amortized Cost and Fair Value of Investments in Debt Securities by Estimated Average Life (Detail) - USD ($) $ in Millions		3 Months Ended		12 Months Ended
		Mar. 31, 2017		Dec. 31, 2016
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		$ 19,130	[1]	$ 19,459	[2]
Distribution of Maturities: Amortized Cost, 1 Year or Less		1,863
Distribution of Maturities: Amortized Cost, 1-5 Years		9,565
Distribution of Maturities: Amortized Cost, 5-10 Years		18,046
Distribution of Maturities: Amortized Cost, After 10 Years		1,069
Distribution of Maturities: Amortized Cost, Total		30,543
Distribution of Maturities: Fair Value, 1 Year or Less		1,958
Distribution of Maturities: Fair Value, 1-5 Years		9,682
Distribution of Maturities: Fair Value, 5-10 Years		17,791
Distribution of Maturities: Fair Value, After 10 Years		1,058
Distribution of Maturities: Fair Value, Total		$ 30,489
Available For Sale Securities Debt Maturities, Yield, One Year Or Less	[3]	3.16%
Available For Sale Securities Debt Maturities, Yield, After One Through Five Years	[3]	2.32%
Available For Sale Securities Debt Maturities, Yield, After Five Through Ten Years	[3]	2.60%
Available For Sale Securities Debt Maturities, Yield, After Ten Years	[3]	2.98%
Available For Sale Securities Debt Maturities, Yield	[3]	2.56%
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss		$ 362	[4]	383	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		529	[1]	464	[2]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss		8	[4]	9	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		19,659	[1]	19,923	[2]
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss		370	[4]	392	[5]
US Treasury Securities [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less		0
Distribution of Maturities: Amortized Cost, 1-5 Years		2,345
Distribution of Maturities: Amortized Cost, 5-10 Years		3,143
Distribution of Maturities: Amortized Cost, After 10 Years		0
Distribution of Maturities: Amortized Cost, Total		5,488
Distribution of Maturities: Fair Value, 1 Year or Less		0
Distribution of Maturities: Fair Value, 1-5 Years		2,334
Distribution of Maturities: Fair Value, 5-10 Years		3,088
Distribution of Maturities: Fair Value, After 10 Years		0
Distribution of Maturities: Fair Value, Total		5,422
US Government Agencies Debt Securities [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less		110
Distribution of Maturities: Amortized Cost, 1-5 Years		82
Distribution of Maturities: Amortized Cost, 5-10 Years		7
Distribution of Maturities: Amortized Cost, After 10 Years		98
Distribution of Maturities: Amortized Cost, Total		297
Distribution of Maturities: Fair Value, 1 Year or Less		112
Distribution of Maturities: Fair Value, 1-5 Years		85
Distribution of Maturities: Fair Value, 5-10 Years		7
Distribution of Maturities: Fair Value, After 10 Years		98
Distribution of Maturities: Fair Value, Total		302
US States and Political Subdivisions Debt Securities [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less		9
Distribution of Maturities: Amortized Cost, 1-5 Years		32
Distribution of Maturities: Amortized Cost, 5-10 Years		117
Distribution of Maturities: Amortized Cost, After 10 Years		161
Distribution of Maturities: Amortized Cost, Total		319
Distribution of Maturities: Fair Value, 1 Year or Less		9
Distribution of Maturities: Fair Value, 1-5 Years		33
Distribution of Maturities: Fair Value, 5-10 Years		122
Distribution of Maturities: Fair Value, After 10 Years		158
Distribution of Maturities: Fair Value, Total		322
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less		1,709
Distribution of Maturities: Amortized Cost, 1-5 Years		7,000
Distribution of Maturities: Amortized Cost, 5-10 Years		14,287
Distribution of Maturities: Amortized Cost, After 10 Years		795
Distribution of Maturities: Amortized Cost, Total		23,791
Distribution of Maturities: Fair Value, 1 Year or Less		1,802
Distribution of Maturities: Fair Value, 1-5 Years		7,119
Distribution of Maturities: Fair Value, 5-10 Years		14,088
Distribution of Maturities: Fair Value, After 10 Years		786
Distribution of Maturities: Fair Value, Total		23,795
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		68
Distribution of Maturities: Amortized Cost, 5-10 Years		0
Distribution of Maturities: Amortized Cost, After 10 Years		0
Distribution of Maturities: Amortized Cost, Total		68
Distribution of Maturities: Fair Value, 1 Year or Less		0
Distribution of Maturities: Fair Value, 1-5 Years		71
Distribution of Maturities: Fair Value, 5-10 Years		0
Distribution of Maturities: Fair Value, After 10 Years		0
Distribution of Maturities: Fair Value, Total		71
Commercial Mortgage Backed Securities [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less		20
Distribution of Maturities: Amortized Cost, 1-5 Years		12
Distribution of Maturities: Amortized Cost, 5-10 Years		492
Distribution of Maturities: Amortized Cost, After 10 Years		15
Distribution of Maturities: Amortized Cost, Total		539
Distribution of Maturities: Fair Value, 1 Year or Less		20
Distribution of Maturities: Fair Value, 1-5 Years		12
Distribution of Maturities: Fair Value, 5-10 Years		486
Distribution of Maturities: Fair Value, After 10 Years		16
Distribution of Maturities: Fair Value, Total		534
Asset-backed Securities [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less		0
Distribution of Maturities: Amortized Cost, 1-5 Years		7
Distribution of Maturities: Amortized Cost, 5-10 Years		0
Distribution of Maturities: Amortized Cost, After 10 Years		0
Distribution of Maturities: Amortized Cost, Total		7
Distribution of Maturities: Fair Value, 1 Year or Less		0
Distribution of Maturities: Fair Value, 1-5 Years		9
Distribution of Maturities: Fair Value, 5-10 Years		0
Distribution of Maturities: Fair Value, After 10 Years		0
Distribution of Maturities: Fair Value, Total		9
Other Debt Obligations [Member]
Distribution of Maturities: Amortized Cost, 1 Year or Less		15
Distribution of Maturities: Amortized Cost, 1-5 Years		19
Distribution of Maturities: Amortized Cost, 5-10 Years		0
Distribution of Maturities: Amortized Cost, After 10 Years		0
Distribution of Maturities: Amortized Cost, Total		34
Distribution of Maturities: Fair Value, 1 Year or Less		15
Distribution of Maturities: Fair Value, 1-5 Years		19
Distribution of Maturities: Fair Value, 5-10 Years		0
Distribution of Maturities: Fair Value, After 10 Years		0
Distribution of Maturities: Fair Value, Total		34
Temporarily Impaired Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		19,130		19,443
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss		362	[4]	383	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		512		463
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss		8	[4]	9	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		19,642		19,906
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss		370	[4]	392	[5]
Temporarily Impaired Securities [Member] | US Treasury Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		4,108		4,380
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss		71	[4]	86	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		0		0
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss		0	[4]	0	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		4,108		4,380
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss		71	[4]	86	[5]
Temporarily Impaired Securities [Member] | US Government Agencies Debt Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		94		96
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss		1	[4]	2	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		3		3
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss		0	[4]	0	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		97		99
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss		1	[4]	2	[5]
Temporarily Impaired Securities [Member] | US States and Political Subdivisions Debt Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		147		149
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss		4	[4]	5	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		0		0
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss		0	[4]	0	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		147		149
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss		4	[4]	5	[5]
Temporarily Impaired Securities [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		14,445		14,622
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss		280	[4]	285	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		500		451
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss		7	[4]	8	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		14,945		15,073
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss		287	[4]	293	[5]
Temporarily Impaired Securities [Member] | Commercial Mortgage Backed Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		325		184
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss		6	[4]	5	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		0		0
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss		0	[4]	0	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		325		184
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss		6	[4]	5	[5]
Temporarily Impaired Securities [Member] | Asset-backed Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		0		0
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss		0	[4]	0	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		5		5
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss		0	[4]	0	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		5		5
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss		0	[4]	0	[5]
Temporarily Impaired Securities [Member] | Other Debt Obligations [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		11		12
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss		0	[4]	0	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		0		0
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss		0	[4]	0	[5]
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value		11		12
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss		$ 0	[4]	$ 0	[5]
[1]	OTTI securities AFS are impaired securities for which OTTI credit losses have been previously recognized in earnings.
[2]	OTTI securities AFS are impaired securities for which OTTI credit losses have been previously recognized in earnings.
[3]	Weighted average yields are based on amortized cost.
[4]	Unrealized losses less than $0.5 million are presented as zero within the table.
[5]	Unrealized losses less than $0.5 million are presented as zero within the table.

Securities with Unrealized Loss

Securities with Unrealized Losses (Detail) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2017		Dec. 31, 2016
Investments, Unrealized Loss Position [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	$ 19,130	[1]	$ 19,459	[2]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	362	[3]	383	[4]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	529	[1]	464	[2]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	8	[3]	9	[4]
Total, Fair Value	19,659	[1]	19,923	[2]
Total, Unrealized Losses	370	[3]	392	[4]
Temporarily Impaired Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	19,130		19,443
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	362	[3]	383	[4]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	512		463
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	8	[3]	9	[4]
Total, Fair Value	19,642		19,906
Total, Unrealized Losses	370	[3]	392	[4]
Temporarily Impaired Securities [Member] | US Treasury Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	4,108		4,380
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	71	[3]	86	[4]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	0		0
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	0	[3]	0	[4]
Total, Fair Value	4,108		4,380
Total, Unrealized Losses	71	[3]	86	[4]
Temporarily Impaired Securities [Member] | US Government Agencies Debt Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	94		96
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	1	[3]	2	[4]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	3		3
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	0	[3]	0	[4]
Total, Fair Value	97		99
Total, Unrealized Losses	1	[3]	2	[4]
Temporarily Impaired Securities [Member] | US States and Political Subdivisions Debt Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	147		149
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	4	[3]	5	[4]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	0		0
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	0	[3]	0	[4]
Total, Fair Value	147		149
Total, Unrealized Losses	4	[3]	5	[4]
Temporarily Impaired Securities [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Investments, Unrealized Loss Position [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	14,445		14,622
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	280	[3]	285	[4]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	500		451
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	7	[3]	8	[4]
Total, Fair Value	14,945		15,073
Total, Unrealized Losses	287	[3]	293	[4]
Temporarily Impaired Securities [Member] | Commercial Mortgage Backed Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	325		184
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	6	[3]	5	[4]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	0		0
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	0	[3]	0	[4]
Total, Fair Value	325		184
Total, Unrealized Losses	6	[3]	5	[4]
Temporarily Impaired Securities [Member] | Asset-backed Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	0		0
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	0	[3]	0	[4]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	5		5
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	0	[3]	0	[4]
Total, Fair Value	5		5
Total, Unrealized Losses	0	[3]	0	[4]
Temporarily Impaired Securities [Member] | Other Debt Obligations [Member]
Investments, Unrealized Loss Position [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	11		12
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	0	[3]	0	[4]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	0		0
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	0	[3]	0	[4]
Total, Fair Value	11		12
Total, Unrealized Losses	0	[3]	0	[4]
Temporarily Impaired Securities [Member] | Equity Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	0		0
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	0	[3]	0	[4]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	4		4
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	1	[3]	1	[4]
Total, Fair Value	4		4
Total, Unrealized Losses	1	[3]	1	[4]
Other Than Temporarily Impaired Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	0	[1]	16	[2]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	0	[3]	0	[4]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	17	[1]	1	[2]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	0	[3]	0	[4]
Total, Fair Value	17	[1]	17	[2]
Total, Unrealized Losses	0	[3]	0	[4]
Other Than Temporarily Impaired Securities [Member] | Asset-backed Securities [Member]
Investments, Unrealized Loss Position [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	0	[1]	0	[2]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	0	[3]	0	[4]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	1	[1]	1	[2]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	0	[3]	0	[4]
Total, Fair Value	1	[1]	1	[2]
Total, Unrealized Losses	0	[3]	0	[4]
Other Than Temporarily Impaired Securities [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]
Investments, Unrealized Loss Position [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	0	[1]	16	[2]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Loss	0	[3]	0	[4]
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	16	[1]	0	[2]
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Loss	0	[3]	0	[4]
Total, Fair Value	16	[1]	16	[2]
Total, Unrealized Losses	$ 0	[3]	$ 0	[4]
[1]	OTTI securities AFS are impaired securities for which OTTI credit losses have been previously recognized in earnings.
[2]	OTTI securities AFS are impaired securities for which OTTI credit losses have been previously recognized in earnings.
[3]	Unrealized losses less than $0.5 million are presented as zero within the table.
[4]	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, 2017	Mar. 31, 2016	Dec. 31, 2016
Available-for-sale Securities, Gross Realized Gains		$ 0	$ 0
Available-for-sale Securities	[1]	31,127		$ 30,672
Available-for-sale Securities, Gross Realized Losses		0	0
Gain (Loss) on Sale of Securities, Net		0	$ 0
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, No Previous Impairment		$ 0
[1]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $100 million and $0 million at March 31, 2017 and December 31, 2016, respectively.

OTTI Losses on Available for Sa

OTTI Losses on Available for Sale Securities (Detail) - USD ($) $ in Millions		Mar. 31, 2017	Dec. 31, 2016	Mar. 31, 2016
Available-for-sale Securities	[1]	$ 31,127	$ 30,672
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Credit Losses on Debt Securities Held		22		$ 24
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Available-for-sale Securities		$ 71	$ 74
[1]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $100 million and $0 million at March 31, 2017 and December 31, 2016, respectively.

Rollforward of Credit Losses Re

Rollforward of Credit Losses Recognized in Earnings Related to Securities (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Gross Realized Gains		$ 0	$ 0
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, No Previous Impairment		0
Available-for-sale Securities	[1]	31,127		$ 30,672
Ending balance		22	24
Available-for-sale Securities, Gross Realized Losses		$ 0	0
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, Additional Credit Losses			$ 0
[1]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $100 million and $0 million at March 31, 2017 and December 31, 2016, respectively.

Significant Inputs Considered i

Significant Inputs Considered in Determining the Measurement of Credit Losses Recognized in Earnings for Securities (Detail) - USD ($) $ in Millions		Mar. 31, 2017	Dec. 31, 2016
Investment [Line Items]
Available-for-sale Securities	[1]	$ 31,127	$ 30,672
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Investment [Line Items]
Available-for-sale Securities		$ 71	$ 74
[1]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $100 million and $0 million at March 31, 2017 and December 31, 2016, respectively.

Loans - Additional Information

Loans - Additional Information (Details) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Transfer of Portfolio Loans and Leases to Held-for-sale		$ 60	$ 55
Transfer of Loans Held-for-sale to Portfolio Loans		7	5
Loans held for investment sold		$ 100	0
Document Period End Date		Mar. 31, 2017
Long-term Debt	[1]	$ 10,496		$ 11,748
Other Short-term Borrowings		1,955		1,015
Letters of Credit Outstanding, Amount		6,100		7,300
Loans and Leases Receivable, Impaired, Commitment to Lend		17		29
Loans held for investment	[2]	$ 143,529		$ 143,298
Federal National Mortgage Association (FNMA) Insured Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percentage of Loan Portfolio Current		31.00%		29.00%
Loans held for investment		$ 549		$ 537
Government Guarantee Percent		1.00%		1.00%
Federal Family Education Loan Program (FFELP) Guaranteed Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment purchased		$ 539	$ 537
Percentage of Loan Portfolio Current		76.00%		75.00%
Loans held for investment		$ 6,396		$ 6,167
Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment purchased		99
Loans held for investment	[3]	11,067		10,736
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		78,253		78,224
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		$ 38,550		$ 38,990
Percentage of Loans Held for Investment		27.00%		27.00%
Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	$ 11,511		$ 11,912
Geographic Distribution, Foreign [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		2,000		2,200
Minimum [Member] | Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans And Leases Receivable Individually Evaluated For Impairment		3		3
Home Equity Line of Credit [Member] | Credit Concentration Risk [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit		10,400		10,300
Mortgage Loans on Real Estate [Member] | Credit Concentration Risk [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit		4,600		4,200
Federal Home Loan Bank Advances [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Long-term Debt		2,300		2,754
Federal Reserve Bank Advances [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Pledged as Collateral		22,800		22,600
Line of Credit Facility, Remaining Borrowing Capacity		17,000		17,000
Federal Home Loan Bank Advances [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Pledged as Collateral		36,200		36,900
Line of Credit Facility, Remaining Borrowing Capacity		$ 30,800		$ 31,900
[1]	Includes debt of consolidated VIEs of $214 million and $222 million at March 31, 2017 and December 31, 2016, respectively.
[2]	Includes loans of consolidated VIEs of $201 million and $211 million at March 31, 2017 and December 31, 2016, respectively.
[3]	Excludes $6.4 billion and $6.2 billion of guaranteed student loans at March 31, 2017 and December 31, 2016, respectively.
[4]	Excludes $549 million and $537 million of guaranteed residential loans at March 31, 2017 and December 31, 2016, respectively.

Composition of the Company's Lo

Composition of the Company's Loan Portfolio (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017	Dec. 31, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Document Period End Date		Mar. 31, 2017
Loans held for investment	[1]	$ 143,529	$ 143,298
Loans Held for Sale	[2]	2,109	4,169
Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		68,971	69,213
Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		5,067	4,996
Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		4,215	4,015
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		78,253	78,224
Federal National Mortgage Association (FNMA) Insured Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		549	537
Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[3],[4]	26,110	26,137
Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[3]	11,511	11,912
Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[3]	380	404
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		38,550	38,990
Federal Family Education Loan Program (FFELP) Guaranteed Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		6,396	6,167
Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[5]	7,904	7,771
Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[5]	11,067	10,736
Credit Card Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[5]	1,359	1,410
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		$ 26,726	$ 26,084
[1]	Includes loans of consolidated VIEs of $201 million and $211 million at March 31, 2017 and December 31, 2016, respectively.
[2]	Includes $1.8 billion and $3.5 billion of LHFS measured at fair value at March 31, 2017 and December 31, 2016, respectively.
[3]	Excludes $549 million and $537 million of guaranteed residential loans at March 31, 2017 and December 31, 2016, respectively.
[4]	Includes $221 million and $222 million of LHFI measured at fair value at March 31, 2017 and December 31, 2016, respectively.
[5]	Excludes $6.4 billion and $6.2 billion of guaranteed student loans at March 31, 2017 and December 31, 2016, respectively.

Composition of the Company's 64

Composition of the Company's Loan Portfolio (Additional Information) (Detail) - USD ($) $ in Millions	Mar. 31, 2017	Dec. 31, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Fair Value Disclosure	$ 221	$ 222
Loans Held-for-sale, Fair Value Disclosure	1,819	3,540
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Fair Value Disclosure	$ 221	$ 222

LHFI by Credit Quality Indicato

LHFI by Credit Quality Indicator (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017	Dec. 31, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Document Period End Date		Mar. 31, 2017
Loans held for investment	[1]	$ 143,529	$ 143,298
Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		68,971	69,213
Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		5,067	4,996
Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		4,215	4,015
Federal National Mortgage Association (FNMA) Insured Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		549	537
Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[2],[3]	26,110	26,137
Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[2]	11,511	11,912
Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[2]	380	404
Federal Family Education Loan Program (FFELP) Guaranteed Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		6,396	6,167
Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	7,904	7,771
Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	11,067	10,736
Credit Card Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	1,359	1,410
Pass | Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		66,776	66,920
Pass | Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		4,738	4,574
Pass | Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		4,070	3,914
Criticized Accruing | Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		1,867	1,903
Criticized Accruing | Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		323	415
Criticized Accruing | Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment		127	84
FICO Score 700 and Above [Member] | Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[2]	22,137	22,194
FICO Score 700 and Above [Member] | Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[2]	9,506	9,826
FICO Score 700 and Above [Member] | Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[2]	322	292
FICO Score 700 and Above [Member] | Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	7,119	7,008
FICO Score 700 and Above [Member] | Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	7,945	7,642
FICO Score 700 and Above [Member] | Credit Card Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	927	974
FICO Score Between 620 and 699 | Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[2]	3,037	3,042
FICO Score Between 620 and 699 | Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[2]	1,468	1,540
FICO Score Between 620 and 699 | Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[2]	47	96
FICO Score Between 620 and 699 | Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	736	703
FICO Score Between 620 and 699 | Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	2,368	2,381
FICO Score Between 620 and 699 | Credit Card Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4]	347	351
FICO Score Below 620 | Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[2],[5]	936	901
FICO Score Below 620 | Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[2],[5]	537	546
FICO Score Below 620 | Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[2],[5]	11	16
FICO Score Below 620 | Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4],[5]	49	60
FICO Score Below 620 | Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4],[5]	754	713
FICO Score Below 620 | Credit Card Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	[4],[5]	$ 85	$ 85
[1]	Includes loans of consolidated VIEs of $201 million and $211 million at March 31, 2017 and December 31, 2016, respectively.
[2]	Excludes $549 million and $537 million of guaranteed residential loans at March 31, 2017 and December 31, 2016, respectively.
[3]	Includes $221 million and $222 million of LHFI measured at fair value at March 31, 2017 and December 31, 2016, respectively.
[4]	Excludes $6.4 billion and $6.2 billion of guaranteed student loans at March 31, 2017 and December 31, 2016, respectively.
[5]	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 Indica66

LHFI by Credit Quality Indicator (Additional Information) (Detail) - USD ($) $ in Millions		Mar. 31, 2017	Dec. 31, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Other Real Estate	[1]	$ 62	$ 60
Loans and Leases Receivable, Gross	[2]	143,529	143,298
Federal National Mortgage Association (FNMA) Insured Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Gross		549	537
Federal Family Education Loan Program (FFELP) Guaranteed Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Gross		6,396	6,167
Federal Reserve Bank Advances [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Line of Credit Facility, Remaining Borrowing Capacity		$ 17,000	$ 17,000
[1]	Does not include foreclosed real estate related to loans insured by the FHA or guaranteed by 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 $50 million at both March 31, 2017 and December 31, 2016.
[2]	Includes loans of consolidated VIEs of $201 million and $211 million at March 31, 2017 and December 31, 2016, respectively.

Payment Status for the LHFI Por

Payment Status for the LHFI Portfolio (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017		Dec. 31, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Document Period End Date		Mar. 31, 2017
Accruing Current		$ 140,485		$ 140,130
Accruing 30-89 Days Past Due		1,028		1,035
Accruing 90+ Days Past Due		1,227		1,288
Nonaccruing	[2]	789	[1]	845	[3]
Total	[4]	143,529		143,298
Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		68,601		68,776
Accruing 30-89 Days Past Due		31		35
Accruing 90+ Days Past Due		11		12
Nonaccruing		328		390
Total		68,971		69,213
Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		5,057		4,988
Accruing 30-89 Days Past Due		2		1
Accruing 90+ Days Past Due		2		0
Nonaccruing		6		7
Total		5,067		4,996
Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total		5,067		4,996
Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		4,197		3,998
Accruing 30-89 Days Past Due		0		0
Accruing 90+ Days Past Due		0		0
Nonaccruing		18		17
Total		4,215		4,015
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		77,855		77,762
Accruing 30-89 Days Past Due		33		36
Accruing 90+ Days Past Due		13		12
Nonaccruing		352	[1]	414	[3]
Total		78,253		78,224
Federal National Mortgage Association (FNMA) Insured Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		171		155
Accruing 30-89 Days Past Due		55		55
Accruing 90+ Days Past Due		323		327
Nonaccruing		0		0
Total		549		537
Residential Nonguaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		25,854	[5]	25,869	[6]
Accruing 30-89 Days Past Due		67	[5]	84	[6]
Accruing 90+ Days Past Due		10	[5]	7	[6]
Nonaccruing		179		177
Total	[7],[8]	26,110		26,137
Home Equity Line of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		11,201		11,596
Accruing 30-89 Days Past Due		73		81
Accruing 90+ Days Past Due		0		0
Nonaccruing		237		235
Total	[7]	11,511		11,912
Residential Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		367		389
Accruing 30-89 Days Past Due		1		3
Accruing 90+ Days Past Due		0		0
Nonaccruing		12		12
Total	[7]	380		404
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		37,593		38,009
Accruing 30-89 Days Past Due		196		223
Accruing 90+ Days Past Due		333		334
Nonaccruing		428	[1]	424	[3]
Total		38,550		38,990
Federal Family Education Loan Program (FFELP) Guaranteed Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		4,862		4,637
Accruing 30-89 Days Past Due		667		603
Accruing 90+ Days Past Due		867		927
Nonaccruing		0		0
Total		6,396		6,167
Consumer Other Direct [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		7,865		7,726
Accruing 30-89 Days Past Due		31		35
Accruing 90+ Days Past Due		3		4
Nonaccruing		5		6
Total	[9]	7,904		7,771
Consumer Indirect [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		10,972		10,608
Accruing 30-89 Days Past Due		91		126
Accruing 90+ Days Past Due		0		1
Nonaccruing		4		1
Total	[9]	11,067		10,736
Credit Card Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		1,338		1,388
Accruing 30-89 Days Past Due		10		12
Accruing 90+ Days Past Due		11		10
Nonaccruing		0		0
Total	[9]	1,359		1,410
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Accruing Current		25,037		24,359
Accruing 30-89 Days Past Due		799		776
Accruing 90+ Days Past Due		881		942
Nonaccruing		9	[1]	7	[3]
Total		$ 26,726		$ 26,084
[1]	Nonaccruing loans past due 90 days or more totaled $348 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]	Nonaccruing loans past due 90 days or more totaled $360 million. Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDRs and performing second lien loans where the first lien loan is nonperforming, and certain energy-related commercial loans.
[4]	Includes loans of consolidated VIEs of $201 million and $211 million at March 31, 2017 and December 31, 2016, respectively.
[5]	Includes $221 million of loans measured at fair value, the majority of which were accruing current.
[6]	Includes $222 million of loans measured at fair value, the majority of which were accruing current.
[7]	Excludes $549 million and $537 million of guaranteed residential loans at March 31, 2017 and December 31, 2016, respectively.
[8]	Includes $221 million and $222 million of LHFI measured at fair value at March 31, 2017 and December 31, 2016, respectively.
[9]	Excludes $6.4 billion and $6.2 billion of guaranteed student loans at March 31, 2017 and December 31, 2016, respectively.

Payment Status for the LHFI P68

Payment Status for the LHFI Portfolio (Additional Information) (Detail) - USD ($) $ in Millions	Mar. 31, 2017	Dec. 31, 2016
Financing Receivable, Impaired [Line Items]
Loans Receivable, Fair Value Disclosure	$ 221	$ 222
Nonaccruing 90 Plus Days Past Due	348	360
Residential Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Loans Receivable, Fair Value Disclosure	$ 221	$ 222

LHFI Considered Impaired (Detai

LHFI Considered Impaired (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017		Mar. 31, 2016	Dec. 31, 2016
Financing Receivable, Impaired [Line Items]
Document Period End Date		Mar. 31, 2017
Impaired Financing Receivable, Unpaid Principal Balance		$ 3,395			$ 3,434
Impaired Financing Receivable, Recorded Investment	[1]	3,037			3,068
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		246			255
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		3,116		$ 3,220
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	32		32
Commercial and Industrial [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance		255			266
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	[1]	187			214
Impaired Financing Receivable, Unpaid Principal Balance		203			225
Impaired Financing Receivable, Recorded Investment	[1]	148			151
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		25			31
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment		240		364
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	[2]	1		2
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		165		161
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	1		0
Commercial Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance		26			26
Impaired Financing Receivable, Recorded Investment	[1]	17			17
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		5			2
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment		0		3
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method		0		0
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		17		0
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method		0	[2]	0
Commercial Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance		255			266
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	[1]	187			214
Impaired Financing Receivable, Unpaid Principal Balance		229			251
Impaired Financing Receivable, Recorded Investment	[1]	165			168
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		30			33
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment		240		367
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	[2]	1		2
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		182		161
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	1		0
Residential Nonguaranteed [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance		468			466
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	[1]	362			360
Impaired Financing Receivable, Unpaid Principal Balance		1,239			1,277
Impaired Financing Receivable, Recorded Investment	[1]	1,211			1,248
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		141			150
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment		360		387
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	[2]	4		4
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		1,216		1,339
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	15		16
Home Equity Line of Credit [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance		894			863
Impaired Financing Receivable, Recorded Investment	[1]	829			795
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		57			54
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		833		705
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	8		7
Residential Construction [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance		16			16
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	[1]	8			8
Impaired Financing Receivable, Unpaid Principal Balance		105			109
Impaired Financing Receivable, Recorded Investment	[1]	105			107
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		10			11
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment		8		8
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method		0		0
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		105		120
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	1		2
Residential Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance		484			482
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	[1]	370			368
Impaired Financing Receivable, Unpaid Principal Balance		2,238			2,249
Impaired Financing Receivable, Recorded Investment	[1]	2,145			2,150
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		208			215
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment		368		395
Impaired Financing Receivable, with No Related Allowance, Interest Income, Accrual Method	[2]	4		4
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		2,154		2,164
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	24		25
Consumer Other Direct [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance		59			59	[3]
Impaired Financing Receivable, Recorded Investment	[1]	59			59	[3]
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		1			1
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		58		12
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method		1	[2]	0
Consumer Indirect [Member]
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, Unpaid Principal Balance		106			103
Impaired Financing Receivable, Recorded Investment	[1]	105			103
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		6			5
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		108		115
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		24			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		6
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		189			186
Impaired Financing Receivable, Recorded Investment	[1]	170			168
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		8			$ 7
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment		172		133
Impaired Financing Receivable, with Related Allowance, Interest Income, Accrual Method	[2]	$ 2		$ 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, 2017 and 2016, cash basis interest income was less than $1 million and $2 million, respectively.
[3]	Includes $41 million of TDRs that were modified prior to 2016 and reclassified as TDRs in the fourth quarter of 2016.

LHFI Considered Impaired (Addit

LHFI Considered Impaired (Additional Information) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2017		Dec. 31, 2016	Mar. 31, 2016
Financing Receivable, Impaired [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 130	[1]		$ 108	[2]
Impaired Financing Receivable, Interest Income, Cash Basis Method	1			2
Accrual Loans [Member]
Financing Receivable, Impaired [Line Items]
Financing Receivable, Modifications, Recorded Investment	$ 2,500		$ 2,500
Percentage Of Accruing Troubled Debt Restructurings, Current	98.00%		97.00%
Consumer Other Direct [Member]
Financing Receivable, Impaired [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 1			$ 1	[2]
Consumer Other Direct [Member] | Loans modified prior to 2016 [Member]
Financing Receivable, Impaired [Line Items]
Financing Receivable, Modifications, Post-Modification Recorded Investment			$ 41
[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

Nonperforming Assets (Detail)

Nonperforming Assets (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017		Dec. 31, 2016
Document Period End Date		Mar. 31, 2017
Nonaccruing	[2]	$ 789	[1]	$ 845	[3]
OREO	[4]	62		60
Other repossessed assets		7		14
Total nonperforming assets		858		919
Commercial and Industrial [Member]
Nonaccruing		328		390
Commercial Real Estate [Member]
Nonaccruing		6		7
Commercial Construction [Member]
Nonaccruing		18		17
Residential Nonguaranteed [Member]
Nonaccruing		179		177
Home Equity Line of Credit [Member]
Nonaccruing		237		235
Residential Construction [Member]
Nonaccruing		12		12
Consumer Other Direct [Member]
Nonaccruing		5		6
Consumer Indirect [Member]
Nonaccruing		$ 4		$ 1
[1]	Nonaccruing loans past due 90 days or more totaled $348 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]	Nonaccruing loans past due 90 days or more totaled $360 million. Nonaccruing loans past due fewer than 90 days include modified nonaccrual loans reported as TDRs and performing second lien loans where the first lien loan is nonperforming, and certain energy-related commercial loans.
[4]	Does not include foreclosed real estate related to loans insured by the FHA or guaranteed by 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 $50 million at both March 31, 2017 and December 31, 2016.

Nonperforming Assets (Additiona

Nonperforming Assets (Additional Information) (Detail) - USD ($) $ in Millions		Mar. 31, 2017	Dec. 31, 2016
Other Real Estate	[1]	$ 62	$ 60
Accrual Loans [Member]
Financing Receivable, Modifications, Recorded Investment		2,500	2,500
Mortgage Loans in Process of Foreclosure, Amount	[2]	127	122
Proceeds due from FHA or VA [Member]
Mortgage Loans in Process of Foreclosure, Amount	[2]	119	114
Other Real Estate		50	50
Nonaccrual loans [Member]
Mortgage Loans in Process of Foreclosure, Amount	[2]	94	85
Residential Portfolio Segment [Member]
Other Real Estate	[1]	52	50
Commercial Portfolio Segment [Member]
Other Real Estate	[1]	$ 8	$ 7
[1]	Does not include foreclosed real estate related to loans insured by the FHA or guaranteed by 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 $50 million at both March 31, 2017 and December 31, 2016.
[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, 2017USD ($)contracts		Mar. 31, 2016USD ($)contracts
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts		1,633	[1]	1,543	[2]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted	[1],[3]	$ 1
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted		5	[1]	$ 39	[2]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted		124	[1]	69	[2]
Financing Receivable, Amount Restructured During Period		$ 130	[1]	$ 108	[2]
Commercial and Industrial [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts		24	[1]	12	[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		41	[1]	2	[2]
Financing Receivable, Amount Restructured During Period		$ 41	[1]	$ 2	[2]
Commercial Construction [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts	[2]			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		34	[1]	120	[2]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted	[1],[3]	$ 1
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted		4	[1]	$ 31	[2]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted		1	[1]	3	[2]
Financing Receivable, Amount Restructured During Period		$ 6	[1]	$ 34	[2]
Home Equity Line of Credit [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts		695	[1]	732	[2]
Financing Receivable, Amount Restructured During Period, Principal Forgiveness Granted		$ 0
Financing Receivable, Amount Restructured During Period, Rate Modifications Granted		0		$ 7	[2]
Financing Receivable, Amount Restructured During Period, Term Extension and/or Other Concessions Granted		67	[1]	52	[2]
Financing Receivable, Amount Restructured During Period		$ 67	[1]	$ 59	[2]
Consumer Other Direct [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts		110	[1]	23	[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	[2]
Financing Receivable, Amount Restructured During Period		$ 1		$ 1	[2]
Consumer Indirect [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts		581	[1]	486	[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		14	[1]	11	[2]
Financing Receivable, Amount Restructured During Period		$ 14	[1]	$ 11	[2]
Credit Card Receivable [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Restructured During Period, Number Of Contracts | contracts		189	[1]	169	[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, 2017 was immaterial.

Activity in the Allowance for C

Activity in the Allowance for Credit Losses (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016	Dec. 31, 2015
Components:
Allowance for credit losses		$ 1,783	$ 1,831	$ 1,776	$ 1,815
Provision for loan losses		117	103
Provision for Other Credit Losses		2	(2)
Allowance for Loan and Lease Losses, Write-offs		(146)	(112)
Loan recoveries		34	27
Loans and Leases Receivable, Allowance		1,714	1,770	$ 1,709	$ 1,752
Unfunded commitments reserve	[1]	$ 69	$ 61
[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, 2017	Mar. 31, 2016	Dec. 31, 2016	Dec. 31, 2015
Allowance for Loan and Lease Losses [Roll Forward]
Provision for loan losses	$ 117	$ 103
Allowance for Loan and Lease Losses, Write-offs	(146)	(112)
Loan recoveries	34	27
Loans and Leases Receivable, Allowance	1,714	1,770	$ 1,709	$ 1,752
Commercial Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Provision for loan losses	46	98
Allowance for Loan and Lease Losses, Write-offs	(63)	(32)
Loan recoveries	13	10
Loans and Leases Receivable, Allowance	1,120	1,123	1,124	1,047
Residential Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Provision for loan losses	5	(32)
Allowance for Loan and Lease Losses, Write-offs	(29)	(41)
Loan recoveries	9	6
Loans and Leases Receivable, Allowance	354	467	369	534
Consumer Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Provision for loan losses	66	37
Allowance for Loan and Lease Losses, Write-offs	(54)	(39)
Loan recoveries	12	11
Loans and Leases Receivable, Allowance	$ 240	$ 180	$ 216	$ 171

Loans Held for Investment portf

Loans Held for Investment portfolio and Related Allowance for Loan and Lease Losses (Detail) - USD ($) $ in Millions		Mar. 31, 2017	Dec. 31, 2016	Mar. 31, 2016	Dec. 31, 2015
Individually evaluated		$ 3,037	$ 3,068
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		246	255
Collectively evaluated		140,271	140,008
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		1,468	1,454
Total evaluated		143,308	143,076
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans		1,714	1,709
Loans Receivable, Fair Value Disclosure		221	222
Total	[1]	143,529	143,298
Loans and Leases Receivable, Allowance		1,714	1,709	$ 1,770	$ 1,752
Commercial Portfolio Segment [Member]
Individually evaluated		352	382
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		30	33
Collectively evaluated		77,901	77,842
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		1,090	1,091
Total evaluated		78,253	78,224
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans		1,120	1,124
Loans Receivable, Fair Value Disclosure		0	0
Total		78,253	78,224
Loans and Leases Receivable, Allowance		1,120	1,124	1,123	1,047
Residential Portfolio Segment [Member]
Individually evaluated		2,515	2,518
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		208	215
Collectively evaluated		35,814	36,250
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		146	154
Total evaluated		38,329	38,768
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans		354	369
Loans Receivable, Fair Value Disclosure		221	222
Total		38,550	38,990
Loans and Leases Receivable, Allowance		354	369	467	534
Consumer Portfolio Segment [Member]
Individually evaluated		170	168
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		8	7
Collectively evaluated		26,556	25,916
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		232	209
Total evaluated		26,726	26,084
Loans And Leases Receivable Allowance Loans Evaluated For Impairment Excluding Fair Value Loans		240	216
Loans Receivable, Fair Value Disclosure		0	0
Total		26,726	26,084
Loans and Leases Receivable, Allowance		$ 240	$ 216	$ 180	$ 171
[1]	Includes loans of consolidated VIEs of $201 million and $211 million at March 31, 2017 and December 31, 2016, respectively.

Goodwill and Intangible Assets

Goodwill and Intangible Assets - Additional Information (Details) - USD ($) $ in Millions		3 Months Ended		12 Months Ended
		Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016	Dec. 31, 2015	Dec. 15, 2016	Jun. 30, 2015
Bank Servicing Fees		$ 58	$ 62
Principal Amount Outstanding of Loans Serviced	[1]	28,700		$ 27,700
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement		284,670		278,197
Principal Amount Outstanding of Loans Serviced For Third Parties		23,700		22,900
Servicing Asset at Fair Value, Amount		1,645		1,572
Mortgage Servicing Rights, Fair Value [Member]
Bank Servicing Fees		101	87
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement		164,500		160,200
Principal Amount Outstanding of Loans Serviced For Third Parties		135,600		129,600
Unpaid Principal Balance of Outstanding Underlying MSRs Purchased		0	8,100
Principal Amount Sold on Loans Serviced for Third Parties		64	221
Servicing Asset at Fair Value, Amount		1,645	1,182	1,572	$ 1,307
Asset-backed Securities, Securitized Loans and Receivables [Member]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	138,313		131,914
indirect auto loan servicing rights [Member]
Bank Servicing Fees		1	2
Servicing Asset							$ 13
Servicing Asset at Fair Value, Amount		3		4
Commercial Mortgage Servicing Rights [Member]
Servicing Asset at Amortized Cost		63		62
Bank Servicing Fees		5	0
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement		5,000		4,800
Servicing Asset at Fair Value, Amount		65		$ 62
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Assets		$ 62				$ 62
Finite-Lived Intangible Asset, Useful Life		7 years		7 years
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]	$ 448		$ 512
Proceeds from Securitizations of Consumer Loans					$ 1,000
Pillar Financial [Member]
Bank Servicing Fees		$ 4	$ 0
[1]	Excludes loans that have completed the foreclosure or short sale process (i.e., involuntary prepayments).

Goodwill and Other Intangible78

Goodwill and Other Intangible Assets - Changes in the Carrying Amount of Goodwill by Reportable Segment (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2017	Dec. 31, 2016
Goodwill [Line Items]
Goodwill	$ 6,338	$ 6,337
Goodwill, Purchase Accounting Adjustments	1
Consumer Banking and Private Wealth Management [Member]
Goodwill [Line Items]
Goodwill	4,262	4,262
Goodwill, Purchase Accounting Adjustments	0
Wholesale Banking [Member]
Goodwill [Line Items]
Goodwill	2,076	$ 2,075
Goodwill, Purchase Accounting Adjustments	$ 1

Goodwill and Other Intangible79

Goodwill and Other Intangible Assets - Changes in the Carrying Amounts of Other Intangible Assets (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016	Dec. 31, 2015
Servicing Asset at Fair Value, Other Changes that Affect Balance		$ 0
Finite-Lived Intangible Assets, Purchase Accounting Adjustments	[1]	(1)
Servicing Asset at Fair Value, Amount		1,645		$ 1,572
Intangible Assets, Net (Excluding Goodwill)		1,729	$ 1,198	1,657	$ 1,325
Amortization	[2]	(5)	(2)
Origination of Mortgage Servicing Rights (MSRs)		101	46
Servicing Assets at Fair Value, Purchased			77
Due to changes in inputs or assumptions	[3]	27	(204)
Servicing Asset at Fair Value, Other Changes in Fair Value	[4]	(50)	(43)
Servicing Asset at Fair Value, Disposals			(1)
Mortgage Servicing Rights, Fair Value [Member]
Servicing Asset at Fair Value, Amount		1,645	1,182	1,572	1,307
Amortization	[2]	0	0
Origination of Mortgage Servicing Rights (MSRs)		96	46
Servicing Assets at Fair Value, Purchased			77
Due to changes in inputs or assumptions	[3]	27	(204)
Servicing Asset at Fair Value, Other Changes in Fair Value	[4]	(50)	(43)
Servicing Asset at Fair Value, Disposals			(1)
Other Intangible Assets [Member]
Intangible Assets, Net (Excluding Goodwill)		84	16	85	$ 18
Amortization	[2]	(5)	(2)
Origination of Mortgage Servicing Rights (MSRs)		5	0
Servicing Assets at Fair Value, Purchased			0
Due to changes in inputs or assumptions	[3]	0	0
Servicing Asset at Fair Value, Other Changes in Fair Value	[4]	0	0
Servicing Asset at Fair Value, Disposals			$ 0
Commercial Mortgage Servicing Rights [Member]
Servicing Asset at Fair Value, Amount		$ 65		$ 62
[1]	Represents measurement period adjustment on other intangible assets previously acquired in Pillar acquisition. See Note 2, "Acquisitions/Dispositions," for additional information.
[2]	Does not include expense associated with non-qualified community development investments. See Note 9, "Certain Transfers of Financial Assets and Variable Interest Entities," for additional information.
[3]	Primarily reflects changes in option adjusted spreads and prepayment speed assumptions, due to changes in interest rates.
[4]	Represents changes due to the collection of expected cash flows, net of accretion due to the passage of time.

Goodwill and Other Intangible80

Goodwill and Other Intangible Assets Intangible Assets Schedule of Future Amortization (Details) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017	Mar. 31, 2016
Finite-Lived Intangible Assets [Line Items]
Amortization of Intangible Assets	[1]	$ 5	$ 2
Other Intangible Assets [Member]
Finite-Lived Intangible Assets [Line Items]
Amortization of Intangible Assets	[1]	5	2
Mortgage Servicing Rights, Fair Value [Member]
Finite-Lived Intangible Assets [Line Items]
Amortization of Intangible Assets	[1]	$ 0	$ 0
[1]	Does not include expense associated with non-qualified community development investments. See Note 9, "Certain Transfers of Financial Assets and Variable Interest Entities," for additional information.

Goodwill and Other Intangible81

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	12 Months Ended
	Mar. 31, 2017	Dec. 31, 2016	Mar. 31, 2016	Dec. 31, 2015
Document Period End Date	Mar. 31, 2017
Servicing Asset at Fair Value, Amount	$ 1,645	$ 1,572
Mortgage Servicing Rights, Fair Value [Member]
Prepayment rate assumption (annual)	13.00%	9.00%
Decline in fair value from 10% adverse change	$ 57	$ 50
Decline in fair value from 20% adverse change	$ 109	$ 97
Discount rate (annual)	8.00%	8.00%
Decline in fair value from 10% adverse change	$ 76	$ 63
Decline in fair value from 20% adverse change	$ 144	$ 122
Weighted-average life (in years)	5 years 3 months	7 years
Weighted-average coupon	4.00%	4.00%
Commercial Mortgage Servicing Rights [Member]
Servicing Asset at Fair Value, Amount	$ 65	$ 62
Finite-Lived Intangible Asset, Useful Life	7 years	7 years
indirect auto loan servicing rights [Member]
Servicing Asset at Fair Value, Amount	$ 3	$ 4
Mortgage Servicing Rights, Fair Value [Member]
Servicing Asset at Fair Value, Amount	$ 1,645	$ 1,572	$ 1,182	$ 1,307

Certain Transfers of Financia82

Certain Transfers of Financial Assets and Variable Interest Entities - Additional Information (Detail) - USD ($) $ in Millions		3 Months Ended		12 Months Ended
		Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2015	Dec. 31, 2016
Cash Flows Between Transferor and Transferee, Receipts on Transferor's Interest in Transferred Financial Assets, Other		$ 2	$ 3
Total assets		205,642			$ 204,875
Total liabilities		182,158			181,257
Long-term Debt	[1]	10,496			11,748
Potential loss on securitization of loans		448
Derivative Asset, Notional Amount		$ 119,513			133,395
Document Period End Date		Mar. 31, 2017
Trading assets	[2]	$ 6,007			6,067
Other Assets		6,700			6,405
Affordable Housing Tax Credits and Other Tax Benefits, Amount		25	19
Amortization Method Qualified Affordable Housing Project Investments, Amortization		24	19
Amortization of Intangible Assets	[3]	5	2
Amortization		13	10
Affordable Housing Investment [Member]
Properties sold, carrying value		1
Gain (Loss) on Sale of Properties		4
Variable Interest Entity, Not Primary Beneficiary [Member] | Community Development Investments [Member]
Investment Tax Credit		17	13
Amortization of Intangible Assets		12	9
Variable Interest Entity, Primary Beneficiary [Member]
Long-term Debt		214			222
Residential Mortgage [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Loans and Leases Receivable, Gain (Loss) on Sales, Net		(4)	$ 69
Transferor's Interests in Transferred Financial Assets, Fair Value		29			30
Total assets		196			203
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount		29			30
Commercial and Corporate Loans [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Loans and Leases Receivable, Gain (Loss) on Sales, Net		9
Total assets					185
Total liabilities					159
Student Loans [Member] | Variable Interest Entity, Primary Beneficiary [Member]
Loans Receivable, Net		216			225
Long-term Debt		$ 214			222
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		$ 2,100			2,100
Trading assets		2,100			2,100
Community Development Investments [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Total assets		1,900			1,700
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount		612			562
Real Estate Variable Interest Entity Borrowings		217			200
Limited Partner [Member] | Community Development Investments [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Other Assets		834			780
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount		1,150			1,076
Loans issued by the Company to the limited partnerships		$ 338			$ 306
Consumer Portfolio Segment [Member] | Asset-backed Securities, Securitized Loans and Receivables [Member]
Proceeds from Securitizations of Consumer Loans				$ 1,000
[1]	Includes debt of consolidated VIEs of $214 million and $222 million at March 31, 2017 and December 31, 2016, respectively.
[2]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,229 million and $1,437 million at March 31, 2017 and December 31, 2016, respectively.
[3]	Does not include expense associated with non-qualified community development investments. See Note 9, "Certain Transfers of Financial Assets and Variable Interest Entities," for additional information.

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, 2017	Mar. 31, 2016	Dec. 31, 2016
Document Period End Date		Mar. 31, 2017
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement		$ 284,670		$ 278,197
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement		2,563		2,686
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement		115	$ 88
Commercial Portfolio Segment [Member]
Principal Amount Outstanding of Loans Held-in-portfolio		78,253		78,224
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement		365		426
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement		50	22
Residential Portfolio Segment [Member]
Principal Amount Outstanding of Loans Held-in-portfolio		38,550		38,990
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement		761		758
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement		20	35
Consumer Portfolio Segment [Member]
Principal Amount Outstanding of Loans Held-in-portfolio		26,726		26,084
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement		890		949
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement		42	28
Loans and Finance Receivables [Member]
Principal Amount Outstanding of Loans Held-in-portfolio		143,529		143,298
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement		2,016		2,133
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement		112	85
Asset-backed Securities, Securitized Loans and Receivables [Member]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	138,313		131,914
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	132		115
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	[2]	2,828		2,985
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement	[2]	415		438
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement		0	0
Commercial 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],[3]	5,060		4,761
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1],[3]	0		0
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement		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]	448		512
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	1		1
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement		1	1
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]	132,805		126,641
Delinquent Amount at End of Period on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	131		$ 114
Net Credit Losses During Period on Loans Managed or Securitized or Asset-backed Financing Arrangement	[4]	$ 2	$ 2
[1]	Excludes loans that have completed the foreclosure or short sale process (i.e., involuntary prepayments).
[2]	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.
[3]	Comprised of commercial mortgages sold through Fannie Mae, Freddie Mac, and Ginnie Mae securitizations, whereby servicing has been retained by the Company.
[4]	Net charge-offs are associated with $392 million and $410 million of managed securitized residential loans at March 31, 2017 and December 31, 2016, respectively. Net charge-off data is not reported to the Company for the remaining balance of $132.4 billion and $126.2 billion of managed securitized residential loans at March 31, 2017 and December 31, 2016, respectively.

Certain Transfers of Financia84

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, 2017	Dec. 31, 2016
Statement [Line Items]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement		$ 284,670	$ 278,197
Principal Amount Outstanding of Loans Serviced For Third Parties		23,700	22,900
Asset-backed Securities, Securitized Loans and Receivables [Member]
Statement [Line Items]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	138,313	131,914
Residential Portfolio Segment [Member] | Asset-backed Securities, Securitized Loans and Receivables [Member]
Statement [Line Items]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1]	132,805	126,641
Residential Portfolio Segment [Member] | Asset-backed Securities, Securitized Loans and Receivables [Member] | STI Sponsored Securitizations [Member]
Statement [Line Items]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement		392	410
Residential Portfolio Segment [Member] | Asset-backed Securities, Securitized Loans and Receivables [Member] | Managed Securitized Loans [Member]
Statement [Line Items]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement		132,413	126,231
Commercial Portfolio Segment [Member] | Asset-backed Securities, Securitized Loans and Receivables [Member]
Statement [Line Items]
Principal Amount Outstanding on Loans Managed and Securitized or Asset-backed Financing Arrangement	[1],[2]	$ 5,060	$ 4,761
[1]	Excludes loans that have completed the foreclosure or short sale process (i.e., involuntary prepayments).
[2]	Comprised of commercial mortgages sold through Fannie Mae, Freddie Mac, and Ginnie Mae securitizations, whereby servicing has been retained by the Company.

Net Income per common share - A

Net Income per common share - Additonal Information (Details) - shares shares in Millions	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	1	8
Document Period End Date	Mar. 31, 2017

Reconciliation of Net Income to

Reconciliation of Net Income to Net Income Available to Common Shareholders (Detail) - USD ($) $ / shares in Units, shares in Thousands, $ in Millions		3 Months Ended
		Mar. 31, 2017	Mar. 31, 2016
Document Period End Date		Mar. 31, 2017
Net Income (Loss) Attributable to Parent		$ 468	$ 447
Dividends, Preferred Stock, Cash	[1]	(17)	(17)
Undistributed Earnings (Loss) Allocated to Participating Securities, Basic		0	0
Net Income (Loss) Available to Common Stockholders, Basic		$ 451	$ 430
Average basic common shares		490,091	505,482
Stock options		1,000	2,000
Restricted stock		5,000	3,000
Weighted Average Number of Shares Outstanding, Diluted		496,002	509,931
Net income/(loss) per average common share - diluted		$ 0.91	$ 0.84
Earnings Per Share, Basic		$ 0.92	$ 0.85
[1]	For the three months ended March 31, 2017, dividends were $1,000 per share for both Perpetual Preferred Stock Series A and B, $1,469 per share for Perpetual Preferred Stock Series E, and $1,406 per share for Perpetual Preferred Stock Series F.For the three months ended March 31, 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.

Income Taxes - Additional Infor

Income Taxes - Additional Information (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Income Taxes Other Information [Line Items]
Document Period End Date	Mar. 31, 2017
Income Tax Expense (Benefit)	$ 159	$ 195
Effective Income Tax Rate Reconciliation, Percent	25.00%	30.00%
Other Tax Expense (Benefit)	$ 22

Stock-Based Compensation Expens

Stock-Based Compensation Expense Recognized in Noninterest Expense (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017	Mar. 31, 2016
Document Period End Date		Mar. 31, 2017
Stock-based compensation expense:
Stock or Unit Option Plan Expense		$ 34	$ 18
Restricted Stock or Unit Expense		0	2
Performance Stock Units	[1]	24	7
Share-based Compensation		58	27
Employee Service Share-based Compensation, Tax Benefit Realized from Exercise of Stock Options		$ 22	$ 10
[1]	Phantom stock units are settled in cash.

Components of Net Periodic Bene

Components of Net Periodic Benefit Cost (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017	Mar. 31, 2016
Pension Plan [Member]
Defined Benefit Plan, Service Cost	[1]	$ 1	$ 1
Defined Benefit Plan, Interest Cost	[1]	24	24
Defined Benefit Plan, Expected Return on Plan Assets	[1]	(48)	(46)
Defined Benefit Plan, Amortization of Prior Service Cost (Credit)	[1]	0	0
Defined Benefit Plan, Amortization of Gains (Losses)	[1]	6	6
Defined Benefit Plan, Net Periodic Benefit Cost	[1]	(17)	(15)
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.

Guarantees - Additional Informa

Guarantees - Additional Information (Details) - USD ($) shares in Millions, $ in Millions	1 Months Ended
	May 31, 2009	Mar. 31, 2017	Dec. 31, 2016
Derivative Liability, Fair Value, Gross Asset		$ 2,747	$ 3,239
Standby Letters of Credit [Member]
Guarantor Obligations, Maximum Exposure, Undiscounted		2,800	2,900
Mortgage Servicing Rights [Member]
Loss Contingency Accrual, at Carrying Value		6	7
Visa Interest [Member]
Derivative Liability, Fair Value, Gross Asset		15	15
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
Guarantee of Indebtedness of Others [Member]
Loss Contingency Related Loans Unpaid Principal Balance		3,100	2,900
Guarantor Obligations, Maximum Exposure, Undiscounted		869	787
Loss Contingency Accrual, at Carrying Value		$ 6	$ 6

Guarantees Repurchase Requests

Guarantees Repurchase Requests (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2017		Mar. 31, 2016		Dec. 31, 2016	Dec. 31, 2015
Guarantees [Abstract]
Unpaid Principal Balance Of Unresolved Repurchase Requests	$ 6	[1]	$ 14	[1]	$ 14	$ 17
Unpaid Principal Balance of Repurchase Requests Received	10		11
Unpaid Principal Balance of Repurchase Requests Resolved by Repurchase	(4)		(5)
Unpaid Principal Balance of Repurchase Requests Resolved by Settlement	(14)		(9)
Unpaid Principal Balance of Repurchase Request Loans Resolved	$ (18)		$ (14)
Pending Repurchase Requests from Non-Agency Investors	11.50%		32.60%
Repurchase Requests Received from Non-Agency Investors	6.80%		0.00%
[1]	Comprised of $5 million and $9 million from the GSEs, and $1 million and $5 million from non-agency investors at March 31, 2017 and 2016, respectively.

Guarantees Repurchase Request92

Guarantees Repurchase Requests (Additional Information) (Details) - USD ($) $ in Millions	Mar. 31, 2017		Dec. 31, 2016	Mar. 31, 2016		Dec. 31, 2015
Unpaid Principal Balance Of Unresolved Repurchase Requests	$ 6	[1]	$ 14	$ 14	[1]	$ 17
US Government Sponsored Agency [Member]
Unpaid Principal Balance Of Unresolved Repurchase Requests	5			9
Non-Government Sponsored Agency [Member]
Unpaid Principal Balance Of Unresolved Repurchase Requests	$ 1			$ 5
[1]	Comprised of $5 million and $9 million from the GSEs, and $1 million and $5 million from non-agency investors at March 31, 2017 and 2016, respectively.

Guarantees Mortgage Loans Repur

Guarantees Mortgage Loans Repurchase Reserve Rollforward (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016	Dec. 31, 2015
Guarantees [Abstract]
Reserve For Mortgage Loan Repurchase Losses	$ 40	$ 55	$ 40	$ 57
Mortgage Repurchase Reserve, Provision for Mortgage Loan Repurchase Losses	$ 0	$ (2)

Guarantees Repurchased Mortgage

Guarantees Repurchased Mortgage Loan (Details) - USD ($) $ in Millions	Mar. 31, 2017	Dec. 31, 2016
Repurchased mortgage loans, carrying value	$ 235	$ 242
Performing Financial Instruments [Member] | Loans Held For Investment [Member]
Repurchased mortgage loans, carrying value	222	230
Nonperforming Financing Receivable [Member] | Loans Held For Investment [Member]
Repurchased mortgage loans, carrying value	$ 13	$ 12

Derivative Financial Instrume95

Derivative Financial Instruments - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2017		Dec. 31, 2016
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net	$ 90
Derivative Asset, Fair Value, Gross Asset	3,887		$ 4,514
Derivative Liability, Fair Value, Gross Liability	4,487		4,902
Netted counterparty balance gains [Member]
Fair Value, Concentration of Risk, Derivative Instruments, Assets	950		1,100
Netted counterparty balance [Member]
Fair Value, Concentration of Risk, Derivative Instruments, Assets	626		774
Derivative Asset, Fair Value of Collateral	324		339
Derivative Credit Risk Valuation Adjustment, Derivative Assets	7		6
Credit Default Swap, Buying Protection [Member]
Derivative, Notional Amount	10		135
Credit Risk Derivatives, at Fair Value, Net	1		3
Derivative liability positions containing provisions conditioned on downgrades [Member]
Derivative Liability, Fair Value, Gross Liability	1,200		1,100
Additional Termination Event [Member]
Derivative Liability, Fair Value, Gross Liability	1
Total Return Swap [Member]
Derivative, Notional Amount	2,100		2,100
Derivative Asset, Fair Value, Gross Asset	28		34
Derivative Liability, Fair Value, Gross Liability	24		31
Collateral Already Posted, Aggregate Fair Value	$ 483		$ 450
Financial Guarantee [Member]
Derivative, Average Remaining Maturity	6 years		8 years 6 months
Credit Derivative, Maximum Exposure, Undiscounted	$ 67		$ 95
Credit Support Annex [Member]
Derivative Liability, Fair Value, Gross Liability	1,200
Collateral Already Posted, Aggregate Fair Value	$ 1,100
Cash Flow Hedging [Member] | Interest Rate Contract [Member]
Derivative, Average Remaining Maturity	4 years 2 months		4 years 1 month
Derivative Asset, Fair Value, Gross Asset	$ 4	[1]	$ 34	[2]
Derivative Liability, Fair Value, Gross Liability	248	[1]	$ 265	[2]
Maximum [Member] | Additional Termination Event [Member]
Derivative Liability, Fair Value, Gross Liability	$ 14
Maximum [Member] | Financial Guarantee [Member]
Derivative, Remaining Maturity	10 years		31 years
Maximum [Member] | Cash Flow Hedging [Member] | Interest Rate Contract [Member]
Derivative, Remaining Maturity	6 years		6 years
Minimum [Member] | Financial Guarantee [Member]
Derivative, Remaining Maturity	1 year		1 year
Minimum [Member] | Cash Flow Hedging [Member] | Interest Rate Contract [Member]
Derivative, Remaining Maturity	1 year		1 year
Ba1/BB [Member] | Credit Support Annex [Member]
Additional Collateral, Aggregate Fair Value	$ 7
Baa3/BBB- [Member] | Credit Support Annex [Member]
Additional Collateral, Aggregate Fair Value	$ 2
[1]	See “Cash Flow Hedges” in this Note for further discussion.
[2]	See “Cash Flow Hedges” in this Note for further discussion.

Derivative Positions (Detail)

Derivative Positions (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017		Dec. 31, 2016
Document Period End Date		Mar. 31, 2017
Derivative Asset, Notional Amount		$ 119,513		$ 133,395
Derivative Asset, Fair Value, Gross Asset		3,887		4,514
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement		4,487		4,902
Derivative Liability, Notional Amount		153,545		153,160
Derivative Liability, Fair Value, Gross Liability		4,487		4,902
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement		3,887		4,514
Derivative, Fair Value, Amount Offset Against Collateral, Net		2,747		3,239
Derivative Liability, Fair Value, Gross Asset		(2,747)		(3,239)
Derivative Asset, Collateral, Obligation to Return Cash, Offset		(277)		(291)
Derivative Liability, Collateral, Right to Reclaim Cash, Offset		(1,379)		(1,265)
Derivative Assets	[1]	(863)		(984)
Derivative Liabilities	[2]	361		398
Credit Risk Contract [Member]
Derivative Asset, Notional Amount		4		5
Derivative Liability, Notional Amount		12		13
Credit Default Swap, Buying Protection [Member]
Credit Risk Derivatives, at Fair Value, Net		1		3
Not Designated as Hedging Instrument [Member]
Derivative Asset, Notional Amount		113,383	[3]	126,335	[4]
Derivative Asset, Fair Value, Gross Asset		3,877	[3]	4,478	[4]
Derivative Liability, Notional Amount		139,225	[3]	137,570	[4]
Derivative Liability, Fair Value, Gross Liability		4,197	[3]	4,556	[4]
Not Designated as Hedging Instrument [Member] | Mortgage Servicing Rights [Member]
Derivative Asset, Notional Amount		9,608	[3],[5]	12,165	[4],[6]
Derivative Asset, Fair Value, Gross Asset		84	[3],[5]	413	[4],[6]
Derivative Liability, Notional Amount		20,242	[3],[5]	18,774	[4],[6]
Derivative Liability, Fair Value, Gross Liability		115	[3],[5]	335	[4],[6]
Not Designated as Hedging Instrument [Member] | Loans Held For Sale [Member]
Derivative Asset, Notional Amount		3,718	[3],[7]	11,774	[4],[8]
Derivative Asset, Fair Value, Gross Asset		16	[3],[7]	134	[4],[8]
Derivative Liability, Notional Amount		6,649	[3],[7]	8,306	[4],[8]
Derivative Liability, Fair Value, Gross Liability		25	[3],[7]	58	[4],[8]
Not Designated as Hedging Instrument [Member] | Loans [Member]
Derivative Asset, Notional Amount		110	[3]	100	[4]
Derivative Asset, Fair Value, Gross Asset		2	[3]	2	[4]
Derivative Liability, Notional Amount		51	[3]	36	[4]
Derivative Liability, Fair Value, Gross Liability		1	[3]	1	[4]
Not Designated as Hedging Instrument [Member] | Loans [Member] | Credit Risk Contract [Member]
Derivative Asset, Notional Amount		15	[3]	15	[4]
Derivative Asset, Fair Value, Gross Asset		0	[3]	0	[4]
Derivative Liability, Notional Amount		495	[3]	620	[4]
Derivative Liability, Fair Value, Gross Liability		6	[3]	8	[4]
Not Designated as Hedging Instrument [Member] | Other Trading [Member] | Interest Rate Contract [Member]
Derivative Asset, Notional Amount		67,926	[3],[9]	70,599	[4],[10]
Derivative Asset, Fair Value, Gross Asset		1,253	[3],[9]	1,536	[4],[10]
Derivative Liability, Notional Amount		68,532	[3],[9]	67,477	[4],[10]
Derivative Liability, Fair Value, Gross Liability		1,165	[3],[9]	1,401	[4],[10]
Not Designated as Hedging Instrument [Member] | Other Trading [Member] | Credit Risk Contract [Member]
Derivative Asset, Notional Amount		2,107	[3],[11]	2,128	[4],[12]
Derivative Asset, Fair Value, Gross Asset		28	[3],[11]	34	[4],[12]
Derivative Liability, Notional Amount		2,125	[3],[11]	2,271	[4],[12]
Derivative Liability, Fair Value, Gross Liability		24	[3],[11]	33	[4],[12]
Not Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member]
Derivative Asset, Notional Amount		3,598	[3]	3,231	[4]
Derivative Asset, Fair Value, Gross Asset		119	[3]	161	[4]
Derivative Liability, Notional Amount		3,632	[3]	3,360	[4]
Derivative Liability, Fair Value, Gross Liability		112	[3]	148	[4]
Not Designated as Hedging Instrument [Member] | Equity Contract [Member]
Derivative Asset, Notional Amount		22,852	[3],[9]	23,164	[4],[10]
Derivative Asset, Fair Value, Gross Asset		2,290	[3],[9]	2,095	[4],[10]
Derivative Liability, Notional Amount		36,432	[3],[9]	35,312	[4],[10]
Derivative Liability, Fair Value, Gross Liability		2,684	[3],[9]	2,477	[4],[10]
Not Designated as Hedging Instrument [Member] | Other Contract [Member]
Derivative Asset, Notional Amount		2,618	[3],[13]	2,412	[4],[14]
Derivative Asset, Fair Value, Gross Asset		32	[3],[13]	28	[4],[14]
Derivative Liability, Notional Amount		239	[3],[13]	668	[4],[14]
Derivative Liability, Fair Value, Gross Liability		15	[3],[13]	22	[4],[14]
Not Designated as Hedging Instrument [Member] | Commodity [Member]
Derivative Asset, Notional Amount		831	[3]	747	[4]
Derivative Asset, Fair Value, Gross Asset		53	[3]	75	[4]
Derivative Liability, Notional Amount		828	[3]	746	[4]
Derivative Liability, Fair Value, Gross Liability		50	[3]	73	[4]
Cash Flow Hedging [Member] | Interest Rate Contract [Member]
Derivative Asset, Notional Amount		4,850	[15]	6,400	[16]
Derivative Asset, Fair Value, Gross Asset		4	[15]	34	[16]
Derivative Liability, Notional Amount		10,600	[15]	11,050	[16]
Derivative Liability, Fair Value, Gross Liability		248	[15]	265	[16]
Fair Value Hedging [Member] | Interest Rate Contract [Member]
Derivative Asset, Notional Amount		1,280	[17]	660	[18]
Derivative Asset, Fair Value, Gross Asset		6	[17]	2	[18]
Derivative Liability, Notional Amount		3,720	[17]	4,540	[18]
Derivative Liability, Fair Value, Gross Liability		42	[17]	81	[18]
Fair Value Hedging [Member] | Fixed Income Interest Rate [Member]
Derivative Asset, Notional Amount		1,250	[17]	600	[18]
Derivative Asset, Fair Value, Gross Asset		6	[17]	2	[18]
Derivative Liability, Notional Amount		3,660	[17]	4,510	[18]
Derivative Liability, Fair Value, Gross Liability		42	[17]	81	[18]
Fair Value Hedging [Member] | Brokered Time Deposits [Member]
Derivative Asset, Notional Amount		30	[17]	60	[18]
Derivative Asset, Fair Value, Gross Asset		0	[17]	0	[18]
Derivative Liability, Notional Amount		60	[17]	30	[18]
Derivative Liability, Fair Value, Gross Liability		0	[17]	0	[18]
Interest rate futures [Member] | Mortgage Servicing Rights [Member]
Derivative Liability, Notional Amount		7,900		6,700
Interest rate futures [Member] | Loans Held For Sale [Member]
Derivative Asset, Notional Amount		913		720
Interest rate futures [Member] | Other Trading [Member]
Derivative Asset, Notional Amount		$ 11,600		$ 12,300
[1]	At March 31, 2017, $863 million, net of $277 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2016, $984 million, net of $291 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
[2]	At March 31, 2017, $361 million, net of $1.4 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2016, $398 million, net of $1.3 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets.
[3]	See “Economic Hedging and Trading Activities” in this Note for further discussion.
[4]	See “Economic Hedging and Trading Activities” in this Note for further discussion.
[5]	Amount includes $7.9 billion 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.
[6]	Amount includes $6.7 billion of notional amounts related to interest rate futures. These futures contracts settle in cash daily, one day in arrears. The derivative asset or liability associated with the one day lag is included in the fair value column of this table.
[7]	Amount includes $913 million of notional amounts related to interest rate futures. These futures contracts settle in cash daily, one day in arrears. The derivative asset or liability associated with the one day lag is included in the fair value column of this table.
[8]	Amount includes $720 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.
[9]	Amounts include $11.6 billion of notional amounts related to interest rate futures and $710 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.
[10]	Amounts include $12.3 billion of notional amounts related to interest rate futures and $629 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.
[11]	Asset and liability amounts include $4 million and $12 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.
[12]	Asset and liability amounts include $5 million and $13 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.
[13]	Includes $49 million notional amount that is based on the 3.2 million of Visa Class B shares, 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 13, “Guarantees” for additional information.
[14]	Includes $49 million notional amount that is based on the 3.2 million of Visa Class B shares, 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 13, “Guarantees” for additional information.
[15]	See “Cash Flow Hedges” in this Note for further discussion.
[16]	See “Cash Flow Hedges” in this Note for further discussion.
[17]	See “Fair Value Hedges” in this Note for further discussion.
[18]	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, 2017	Dec. 31, 2016
Derivative Asset, Notional Amount		$ 119,513	$ 133,395
Derivative Liability, Notional Amount		153,545	153,160
Credit Risk Contract [Member]
Derivative Asset, Notional Amount		4	5
Derivative Liability, Notional Amount		12	13
Derivative Financial Instruments, Liabilities [Member] | Visa Interest [Member]
Number Of Shares Sold To Selected Financial Institutions	3.2
Visa Interest [Member] | Other Contract [Member]
Derivative Liability, Notional Amount		49	49
Interest rate futures [Member] | Mortgage Servicing Rights [Member]
Derivative Liability, Notional Amount		7,900	6,700
Interest rate futures [Member] | Loans Held For Sale [Member]
Derivative Asset, Notional Amount		913	720
Interest rate futures [Member] | Other Trading [Member]
Derivative Asset, Notional Amount		11,600	12,300
Equity futures [Member] | Equity Contract [Member]
Derivative Asset, Notional Amount		$ 710	$ 629

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, 2017		Mar. 31, 2016
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	$ 25		$ 154
Other Trading [Member] | Other Trading [Member]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	11		15
Other Trading [Member] | Foreign Exchange Contract [Member]
Gain (Loss) on Foreign Currency Derivative Instruments Not Designated as Hedging Instruments	(6)		(18)
Other Trading [Member] | Credit Risk Contract [Member]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	5		5
Other Trading [Member] | Equity Contract [Member]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net			2
Other Trading [Member] | Other Contract [Member]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	1		1
Mortgage Servicing Income [Member] | Mortgage Servicing Rights [Member]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	(18)		169
Mortgage Production Income [Member] | Loans Held For Sale [Member]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	(15)		(62)
Mortgage Production Income [Member] | Other Contract [Member]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	48		45
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]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	(1)		(1)
Cash Flow Hedging [Member] | Interest Income [Member] | Interest Rate Contract [Member]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	(25)	[1]	306	[2]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	23	[1]	38	[2]
Fair Value Hedging [Member] | Other Trading [Member]
Derivative, Gain (Loss) on Derivative, Net	(11)		(2)
Gain (Loss) on Fair Value Hedges Recognized in Earnings	13		3
Gain (Loss) on Fair Value Hedge Ineffectiveness, Net	2		1
Fair Value Hedging [Member] | Other Trading [Member] | Fixed Income Interest Rate [Member]
Derivative, Gain (Loss) on Derivative, Net	(11)	[3]	(2)	[4]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	13	[3]	3	[4]
Gain (Loss) on Fair Value Hedge Ineffectiveness, Net	2	[3]	1	[4]
Fair Value Hedging [Member] | Other Trading [Member] | Brokered Time Deposits [Member]
Derivative, Gain (Loss) on Derivative, Net	0	[3]	0	[4]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	0	[3]	0	[4]
Gain (Loss) on Fair Value Hedge Ineffectiveness, Net	$ 0	[3]	$ 0	[4]
[1]	During the three months ended March 31, 2017, the Company also reclassified $18 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, 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.
[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 Financi99

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, 2017	Mar. 31, 2016
Terminated or dedesignated hedges [Member] | Interest Income [Member]
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	$ 18	$ 29

Derivative Financial Instrum100

Derivative Financial Instruments Netting of Financial Instruments - Derivatives (Details) - USD ($) $ in Millions		Mar. 31, 2017	Dec. 31, 2016
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset		$ 3,887	$ 4,514
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement		3,887	4,514
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset		3,024	3,530
Derivative Assets	[1]	863	984
Collateral Held by The Company Against Derivative Asset Positions		47	48
Derivative Asset, Fair Value, Amount Not Offset Against Collateral		816	936
Derivative Liability, Fair Value, Gross Liability		4,487	4,902
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement		4,487	4,902
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset		4,126	4,504
Derivative Liabilities	[2]	361	398
Derivative, Collateral, Right to Reclaim Securities		41	33
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		320	365
Derivatives Subject to Master Netting Arrangement or Similar Arrangement [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset		3,570	4,193
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset		2,899	3,384
Derivative Assets		671	809
Collateral Held by The Company Against Derivative Asset Positions		47	48
Derivative Asset, Fair Value, Amount Not Offset Against Collateral		624	761
Derivative Liability, Fair Value, Gross Liability		4,262	4,649
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset		4,001	4,358
Derivative Liabilities		261	291
Derivative, Collateral, Right to Reclaim Securities		41	33
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		220	258
Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member] [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset		32	27
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset		0	0
Derivative Assets		32	27
Collateral Held by The Company Against Derivative Asset Positions		0	0
Derivative Asset, Fair Value, Amount Not Offset Against Collateral		32	27
Derivative Liability, Fair Value, Gross Liability		98	105
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset		0	0
Derivative Liabilities		98	105
Derivative, Collateral, Right to Reclaim Securities		0	0
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		98	105
Exchange Traded [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset		285	294
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset		125	146
Derivative Assets		160	148
Collateral Held by The Company Against Derivative Asset Positions		0	0
Derivative Asset, Fair Value, Amount Not Offset Against Collateral		160	148
Derivative Liability, Fair Value, Gross Liability		127	148
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset		125	146
Derivative Liabilities		2	2
Derivative, Collateral, Right to Reclaim Securities		0	0
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		$ 2	$ 2
[1]	At March 31, 2017, $863 million, net of $277 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2016, $984 million, net of $291 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
[2]	At March 31, 2017, $361 million, net of $1.4 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2016, $398 million, net of $1.3 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets.

Derivative Financial Instrum101

Derivative Financial Instruments Netting of Financial Instruments - Derivatives (Additional Information) (Details) - USD ($) $ in Millions		Mar. 31, 2017	Dec. 31, 2016
Derivative [Line Items]
Derivative Assets	[1]	$ 863	$ 984
Derivative Asset, Collateral, Obligation to Return Cash, Offset		277	291
Derivative Liabilities	[2]	361	398
Derivative Liability, Collateral, Right to Reclaim Cash, Offset		1,379	1,265
Trading Securities [Member]
Derivative [Line Items]
Derivative Assets		863	984
Trading Liabilities [Member]
Derivative [Line Items]
Derivative Liabilities		$ 361	$ 398
[1]	At March 31, 2017, $863 million, net of $277 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2016, $984 million, net of $291 million offsetting cash collateral, is recognized in trading assets and derivative instruments within the Company's Consolidated Balance Sheets.
[2]	At March 31, 2017, $361 million, net of $1.4 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets. At December 31, 2016, $398 million, net of $1.3 billion offsetting cash collateral, is recognized in trading liabilities and derivative instruments within the Company's Consolidated Balance Sheets.

Fair Value Measurement and Elec

Fair Value Measurement and Election - Additional Information (Detail) - USD ($) $ in Millions		3 Months Ended		12 Months Ended
		Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016
Estimated Fair Value of Loan Portfolio's Net Carrying Value, Percentage		101.00%		101.00%
Assets		$ 205,642		$ 204,875
Loans Receivable, Fair Value Disclosure		221		222
Allowance for Loan and Lease Losses, Write-offs		146	$ 112
Unfunded loan commitments and letters of credit		64,200		67,200
Allowance for unfunded loan commitments and letters of credit		73		71
Cumulative effect of credit risk adjustment	[1]		0
Total Return Swap [Member] | Fair Value, Inputs, Level 2 [Member]
Loans Receivable, Fair Value Disclosure		2,100		2,100
Interest Rate Lock Commitments [Member]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers out of Level 3		36	29
Trading Account Assets [Member] | Commercial and Corporate Leveraged Loans [Member] | Fair Value, Inputs, Level 2 [Member]
Loans Receivable, Fair Value Disclosure		459		356
Loans Held For Sale [Member]
Loans Receivable, Fair Value Disclosure		1,819		3,540
Commercial and Corporate Loans [Member] | Variable Interest Entity, Not Primary Beneficiary [Member]
Assets				185
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]
Loans Receivable, Fair Value Disclosure		0		0
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		221		222
Lease Agreements [Member] | Fair Value, Measurements, Nonrecurring [Member] | Other Assets [Member]
Asset Impairment Charges				12
Equity Method Investments [Member] | Fair Value, Measurements, Nonrecurring [Member] | Other Assets [Member]
Asset Impairment Charges				8
Other Real Estate Owned [Member] | Fair Value, Measurements, Nonrecurring [Member]
Asset Impairment Charges		2		2
Other Assets [Member] | Fair Value, Measurements, Nonrecurring [Member]
Asset Impairment Charges		5		36
Building [Member] | Fair Value, Measurements, Nonrecurring [Member] | Other Assets [Member]
Asset Impairment Charges		$ 5		12
Land [Member] | Fair Value, Measurements, Nonrecurring [Member] | Other Assets [Member]
Asset Impairment Charges				$ 4
AOCI Attributable to Parent [Member]
Cumulative effect of credit risk adjustment	[1],[2]		$ (5)
[1]	Related to the Company's early adoption of the ASU 2016-01 provision related to changes in instrument-specific credit risk, beginning January 1, 2016. See Note 1, "Significant Accounting Policies," and Note 18, "Accumulated Other Comprehensive (Loss)/Income," for additional information.
[2]	Related to the Company's early adoption of the ASU 2016-01 provision related to changes in instrument-specific credit risk. See Note 1, "Significant Accounting Policies," for additional information.

Assets and Liabilities Measured

Assets and Liabilities Measured at Fair Value on a Recurring Basis (Detail) - USD ($) $ in Millions		Mar. 31, 2017		Dec. 31, 2016
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	[1]	$ 6,007		$ 6,067
Available-for-sale Securities	[2]	31,127		30,672
Loans Held-for-sale, Fair Value Disclosure		1,819		3,540
Loans Receivable, Fair Value Disclosure		221		222
Servicing Asset at Fair Value, Amount		1,645		1,572
Long-term Debt, Fair Value		771		963
Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	[3]	776		881
Available-for-sale Securities	[3]	5,545		5,507
Loans Held-for-sale, Fair Value Disclosure	[4]	0		0
Trading Liabilities, Fair Value Disclosure	[3]	660		846
Long-term Debt, Fair Value	[5]	0		0
Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	[3]	5,199		5,158
Available-for-sale Securities	[3]	24,978		24,532
Loans Held-for-sale, Fair Value Disclosure	[4]	2,100		4,161
Trading Liabilities, Fair Value Disclosure	[3]	550		483
Long-term Debt, Fair Value	[5]	9,802		11,051
Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	[3]	32		28
Available-for-sale Securities	[3]	604		633
Loans Held-for-sale, Fair Value Disclosure	[4]	11		17
Trading Liabilities, Fair Value Disclosure	[3]	15		22
Long-term Debt, Fair Value	[5]	758		728
Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		6,007		6,067
Trading Liabilities, Fair Value Disclosure		1,225		1,351
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		776		881
Available-for-sale Securities		5,545		5,507
Loans Held-for-sale, Fair Value Disclosure		0		0
Loans Receivable, Fair Value Disclosure		0		0
Servicing Asset at Fair Value, Amount		0		0
Trading Liabilities, Fair Value Disclosure		660		846
Deposits, Fair Value Disclosure		0		0
Long-term Debt, Fair Value		0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		8,223		8,688
Available-for-sale Securities		24,978		24,532
Loans Held-for-sale, Fair Value Disclosure		1,813		3,528
Loans Receivable, Fair Value Disclosure		0		0
Servicing Asset at Fair Value, Amount		0		0
Trading Liabilities, Fair Value Disclosure		4,676		4,987
Deposits, Fair Value Disclosure		128		78
Long-term Debt, Fair Value		771		963
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		32		28
Available-for-sale Securities		604		633
Loans Held-for-sale, Fair Value Disclosure		6		12
Loans Receivable, Fair Value Disclosure		221		222
Servicing Asset at Fair Value, Amount		1,645		1,572
Trading Liabilities, Fair Value Disclosure		15		22
Deposits, Fair Value Disclosure		0		0
Long-term Debt, Fair Value		0		0
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		450		539
Available-for-sale Securities		5,422		5,405
Trading Liabilities, Fair Value Disclosure		528		697
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
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		361		480
Available-for-sale Securities		302		313
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 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		55		134
Available-for-sale Securities		318		275
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		4		4
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		560		567
Available-for-sale Securities		23,795		23,662
Trading Liabilities, Fair Value Disclosure		5		1
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		0		0
Available-for-sale Securities		0		0
Trading Liabilities, Fair Value Disclosure		0		0
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
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				1
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
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		590		656
Available-for-sale Securities		29		30
Trading Liabilities, Fair Value Disclosure		326		255
Other Debt Obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		0		0
Available-for-sale Securities		5		5
Trading Liabilities, Fair Value Disclosure		0		0
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		491		140
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
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		41		49
Available-for-sale Securities		123	[6]	102	[7]
Trading Liabilities, Fair Value Disclosure		5
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	[6]	0	[7]
Trading Liabilities, Fair Value Disclosure		0
Equity Securities [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		0		0
Available-for-sale Securities		515	[6]	540	[7]
Trading Liabilities, Fair Value Disclosure		0
Derivative Financial Instruments, Assets [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		863		984
Derivative Financial Instruments, Assets [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		285		293
Derivative Financial Instruments, Assets [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		3,570		4,193
Derivative Financial Instruments, Assets [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		32		28
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		2,596		2,517
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
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		71		74
Commercial Mortgage 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
Commercial Mortgage 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		534		252
Commercial Mortgage 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		0		0
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		9		10
Derivative Financial Instruments, Liabilities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Liabilities, Fair Value Disclosure		361		398
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		127		149
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		4,345		4,731
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		15		22
Estimate of Fair Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	[3]	6,007		6,067
Available-for-sale Securities	[3]	31,127		30,672
Loans Held-for-sale, Fair Value Disclosure	[4]	2,111		4,178
Trading Liabilities, Fair Value Disclosure	[3]	1,225		1,351
Long-term Debt, Fair Value	[5]	10,560		11,779
Estimate of Fair Value Measurement [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities		31,127		30,672
Loans Held-for-sale, Fair Value Disclosure		1,819		3,540
Loans Receivable, Fair Value Disclosure		221		222
Servicing Asset at Fair Value, Amount		1,645
Long-term Debt, Fair Value		771
Estimate of Fair Value Measurement [Member] | US Treasury Securities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		450		539
Available-for-sale Securities		5,422		5,405
Trading Liabilities, Fair Value Disclosure		528		697
Estimate of Fair Value Measurement [Member] | US Government Agencies Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		361		480
Available-for-sale Securities		302		313
Estimate of Fair Value Measurement [Member] | US States and Political Subdivisions Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		55		134
Available-for-sale Securities		322		279
Estimate of Fair Value Measurement [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		560		567
Available-for-sale Securities		23,795		23,662
Trading Liabilities, Fair Value Disclosure		5		1
Estimate of Fair Value Measurement [Member] | Collateralized Loan Obligations [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets				1
Estimate of Fair Value Measurement [Member] | Other Debt Obligations [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		590		656
Available-for-sale Securities		34		35
Trading Liabilities, Fair Value Disclosure		326		255
Estimate of Fair Value Measurement [Member] | Commercial Paper [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		491		140
Estimate of Fair Value Measurement [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		41		49
Available-for-sale Securities		638	[6]	642	[7]
Trading Liabilities, Fair Value Disclosure		5
Estimate of Fair Value Measurement [Member] | Trading Loans [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		2,596		2,517
Estimate of Fair Value Measurement [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities		71		74
Estimate of Fair Value Measurement [Member] | Commercial Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities		534		252
Estimate of Fair Value Measurement [Member] | Asset-backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities		9		10
Reported Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets	[3]	6,007		6,067
Available-for-sale Securities	[3]	31,127		30,672
Loans Held-for-sale, Fair Value Disclosure	[4]	2,109		4,169
Trading Liabilities, Fair Value Disclosure	[3]	1,225		1,351
Long-term Debt, Fair Value	[5]	10,496		11,748
Netting [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		(3,024)	[8]	(3,530)	[9]
Trading Liabilities, Fair Value Disclosure		(4,126)	[8]	(4,504)	[9]
Netting [Member] | Derivative Financial Instruments, Assets [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading assets		(3,024)	[8]	(3,530)	[9]
Netting [Member] | Derivative Financial Instruments, Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Liabilities, Fair Value Disclosure		$ (4,126)	[8]	$ (4,504)	[9]
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,229 million and $1,437 million at March 31, 2017 and December 31, 2016, respectively.
[2]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $100 million and $0 million at March 31, 2017 and December 31, 2016, respectively.
[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 footnote.
[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]	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. Refer to the respective valuation section within this footnote for valuation information related to long-term debt that the Company measures at fair value. 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.
[6]	Includes $119 million of mutual fund investments, $111 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, and $6 million of other.
[7]	Includes $102 million of mutual fund investments, $132 million of FHLB of Atlanta stock, $402 million of Federal Reserve Bank of Atlanta stock, and $6 million of other.
[8]	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.
[9]	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.

Assets and Liabilities Measu104

Assets and Liabilities Measured at Fair Value on a Recurring Basis (Additional Information) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016
Other Comprehensive Income (Loss), Unrealized Credit Risk Gain (Loss) on Long-term Debt Arising During Period, Net of Tax	$ (1)	$ (2)
Loans Receivable, Fair Value Disclosure	221		$ 222
Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Recurring [Member]
Loans Receivable, Fair Value Disclosure	0		0
Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Recurring [Member]
Loans Receivable, Fair Value Disclosure	0		0
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Loans Receivable, Fair Value Disclosure	221		222
Total Return Swap [Member] | Fair Value, Inputs, Level 2 [Member]
Loans Receivable, Fair Value Disclosure	2,100		2,100
Equity Funds [Member] | Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Recurring [Member]
Investments, Fair Value Disclosure	119		102
Investment in Federal Home Loan Bank Stock [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Investments, Fair Value Disclosure	111		132
Federal Reserve Bank Stock [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Investments, Fair Value Disclosure	402		402
Equity Securities [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Investments, Fair Value Disclosure	6		6
Trading Securities [Member] | Commercial and Corporate Leveraged Loans [Member] | Fair Value, Inputs, Level 2 [Member]
Loans Receivable, Fair Value Disclosure	$ 459		$ 356

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, 2017	Dec. 31, 2016
Loans Receivable, Fair Value Disclosure	$ 221	$ 222
Trading Loans [Member]
Loans Receivable, Fair Value Disclosure	2,596	2,517
Aggregate Unpaid Principal Balance Under the Fair Value Option	(2,550)	(2,488)
Fair Value, Option, Aggregate Differences, Loans and Long-term Receivables	46	29
Loans Held For Sale [Member]
Loans Receivable, Fair Value Disclosure	1,819	3,540
Aggregate Unpaid Principal Balance Under the Fair Value Option	(1,762)	(3,516)
Fair Value, Option, Aggregate Differences, Loans and Long-term Receivables	57	24
Loans Held For Investment [Member] | Performing Financial Instruments [Member]
Loans Receivable, Fair Value Disclosure	218	219
Aggregate Unpaid Principal Balance Under the Fair Value Option	(224)	(225)
Fair Value, Option, Loans Held as Assets, Aggregate Difference	(6)	(6)
Loans Held For Investment [Member] | Nonperforming Financing Receivable [Member]
Loans Receivable, Fair Value Disclosure	3	3
Aggregate Unpaid Principal Balance Under the Fair Value Option	(4)	(4)
Fair Value, Option, Loans Held as Assets, Aggregate Amount in Nonaccrual Status, Aggregated Difference	(1)	(1)
Brokered Time Deposits [Member]
Obligations, Fair Value Disclosure	128	78
Aggregate Unpaid Principal Balance Under the Fair Value Option	(130)	(80)
Fair Value, Option, Aggregate Differences, Long-term Debt Instruments	(2)	(2)
Long-term Debt [Member]
Obligations, Fair Value Disclosure	771	963
Aggregate Unpaid Principal Balance Under the Fair Value Option	(736)	(924)
Fair Value, Option, Aggregate Differences, Long-term Debt Instruments	$ 35	$ 39

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, 2017		Mar. 31, 2016
Trading Loans [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)		$ (2)	[1]	$ (6)	[2]
Trading Loans [Member] | Trading Revenue [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)		(2)		(6)
Trading Loans [Member] | Mortgage Production Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)		0	[3]	0	[4]
Trading Loans [Member] | Mortgage Servicing Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)		0		0
Trading Loans [Member] | Other Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)				0
Loans Held For Sale [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)		(12)	[1]	(55)	[2]
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)		(12)	[3]	(55)	[4]
Loans Held For Sale [Member] | Mortgage Servicing Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)		0		0
Loans Held For Sale [Member] | Other Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)				0
Loans Held For Investment [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	[2]			(3)
Loans Held For Investment [Member] | Trading Revenue [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)				0
Loans Held For Investment [Member] | Mortgage Production Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	[4]			0
Loans Held For Investment [Member] | Mortgage Servicing Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)				0
Loans Held For Investment [Member] | Other Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)				(3)
Mortgage Servicing Rights [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)		23	[1]	247	[2]
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)		(1)	[3]	0	[4]
Mortgage Servicing Rights [Member] | Mortgage Servicing Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)		24		247
Mortgage Servicing Rights [Member] | Other Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)				0
Brokered Time Deposits [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	[1]	(1)
Brokered Time Deposits [Member] | Trading Revenue [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)		(1)
Brokered Time Deposits [Member] | Mortgage Production Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	[3]	0
Brokered Time Deposits [Member] | Mortgage Servicing Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)		0
Long-term Debt [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)		(6)	[1]	2	[2]
Long-term Debt [Member] | Trading Revenue [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)		(6)		2
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
Long-term Debt [Member] | Other Income [Member]
Fair Value, Option, Changes in Fair Value, Gain (Loss)				$ 0
[1]	Changes in fair value for the three months ended March 31, 2017 exclude accrued interest for the period then ended. Interest income or interest expense on trading loans, LHFS, brokered time deposits, 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, 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.
[3]	Income related to LHFS does not include income from IRLCs. For the three months ended March 31, 2017, 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, 2016, income related to MSRs includes income recognized upon the sale of loans reported at LOCOM.

Change in Fair Value of Fina107

Change in Fair Value of Financial Instruments for which the FVO has been Elected (Additional Information) (Detail) - USD ($) $ in Millions	Mar. 31, 2017	Dec. 31, 2016
Loans Receivable, Fair Value Disclosure	$ 221	$ 222

Fair Value Election and Meas108

Fair Value Election and Measurement Level 3 Significant Unobservable Input Assumptions (Details) - USD ($) $ in Millions		3 Months Ended		12 Months Ended
		Mar. 31, 2017		Dec. 31, 2016
level 3 fair value assumptions [Line Items]
Trading assets	[1]	$ 6,007		$ 6,067
Available-for-sale Securities	[2]	31,127		30,672
Loans Held-for-sale, Fair Value Disclosure		1,819		3,540
Loans Receivable, Fair Value Disclosure		221		222
Servicing Asset at Fair Value, Amount		1,645		1,572
Fair Value, Inputs, Level 3 [Member]
level 3 fair value assumptions [Line Items]
Trading assets	[3]	32		28
Available-for-sale Securities	[3]	604		633
Loans Held-for-sale, Fair Value Disclosure	[4]	11		17
Fair Value, Measurements, Recurring [Member]
level 3 fair value assumptions [Line Items]
Trading assets		6,007		6,067
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
level 3 fair value assumptions [Line Items]
Trading assets		32		28
Available-for-sale Securities		604		633
Loans Held-for-sale, Fair Value Disclosure		6		12
Loans Receivable, Fair Value Disclosure		221		222
Servicing Asset at Fair Value, Amount		1,645		1,572
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		17	[5]	6	[6]
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		515		540
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		9		10
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		4		4
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		71		74
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		$ 6		$ 12
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		4.00%		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		(1.25%)		(1.25%)
Fair Value Inputs, Prepayment Rate		13.00%		28.00%
Fair Value Inputs, Probability of Default		2.00%		3.00%
Fair Value, Measurements, Recurring [Member] | Residential Mortgage, Loans Held For Sale [Member] | Income Approach Valuation Technique [Member] | Weighted Average [Member] | Fair Value, Inputs, Level 3 [Member]
level 3 fair value assumptions [Line Items]
Fair Value Inputs, Option Adjusted Spread		(1.25%)		(1.24%)
Fair Value Inputs, Prepayment Rate		8.00%		7.00%
Fair Value Inputs, Probability of Default		0.40%		0.40%
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		$ 3		$ 3
Fair Value, Measurements, Recurring [Member] | Loans Held For Investment [Member] | Income Approach Valuation Technique [Member] | Fair Value, Inputs, Level 3 [Member]
level 3 fair value assumptions [Line Items]
Loans Receivable, Fair Value Disclosure		$ 218		$ 219
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%)		(0.62%)
Fair Value Inputs, Prepayment Rate		2.00%		3.00%
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		25.00%		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		(1.82%)		(1.84%)
Fair Value Inputs, Prepayment Rate		11.00%		13.00%
Fair Value Inputs, Probability of Default		1.40%		2.10%
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		$ 1,645		$ 1,572
Fair Value, Measurements, Recurring [Member] | Mortgage Servicing Rights [Member] | Income Approach Valuation Technique [Member] | Minimum [Member] | Fair Value, Inputs, Level 3 [Member]
level 3 fair value assumptions [Line Items]
Fair Value Inputs, Option Adjusted Spread		(4.00%)		(0.00%)
Fair Value Inputs, Prepayment Rate		6.00%		1.00%
Fair Value, Measurements, Recurring [Member] | Mortgage Servicing Rights [Member] | Income Approach Valuation Technique [Member] | Maximum [Member] | Fair Value, Inputs, Level 3 [Member]
level 3 fair value assumptions [Line Items]
Fair Value Inputs, Option Adjusted Spread		(114.00%)		(122.00%)
Fair Value Inputs, Prepayment Rate		28.00%		25.00%
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%		9.00%
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%		40.00%
Fair Value Inputs, Msr Value		0.28%		0.22%
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		1.79%		1.70%
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		77.00%		81.00%
Fair Value Inputs, Msr Value		1.09%		1.06%
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,229 million and $1,437 million at March 31, 2017 and December 31, 2016, respectively.
[2]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $100 million and $0 million at March 31, 2017 and December 31, 2016, respectively.
[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 footnote.
[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]	Amount represents the net of IRLC assets and liabilities and includes the derivative liability associated with the Company's sale of Visa shares. Refer to the "Trading Liabilities and Derivative Instruments" section herein for a discussion of valuation assumptions related to the Visa derivative liability.
[6]	Amount represents the net of IRLC assets and liabilities and includes the derivative liability associated with the Company's sale of Visa shares. Refer to the "Trading Liabilities and Derivative Instruments" section herein for a discussion of valuation assumptions related to the Visa derivative liability.

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, 2017		Mar. 31, 2016		Dec. 31, 2016	Dec. 31, 2015
Other Liabilities [Member]
Transfers to other balance sheet line items				$ 0
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value				0			$ 23
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings				0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)				0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Purchases				0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Sales				0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Settlements				(23)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Liabilities Transfers Into Level 3				0
Fair Value Measurement With Unobservable Inputs Reconciliation, Recurring Basis, Liabilities Transfers Out Of Level 3				0
Change in unrealized gains / (losses) included in earnings for the period related to financial assets still held at the end of period				0
Derivative contracts, net [Member]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		$ 17		32		$ 6	15
Included in earnings		48	[1]	45	[2]
OCI		0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		0		0
Sales		0		0
Settlements		(1)		(1)
Transfers to other balance sheet line items		(36)		(29)
Transfers into Level 3		0		0
Transferred Out of Level 3 in The Fair Value Hierarchy		0		0
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income	[1],[3]	30		36
Trading Securities [Member]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		17		32		6	104
Included in earnings		48		44
OCI		0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		0		0
Sales		0		(88)
Settlements		(1)		(1)
Transfers to other balance sheet line items		(36)		(29)
Transfers into Level 3		0		0
Transferred Out of Level 3 in The Fair Value Hierarchy		0		0
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income		30	[3]	36	[4]
US States and Political Subdivisions Debt Securities [Member]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		4		5		4	5
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, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income		0		0
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		71		88		74	94
Included in earnings		0		0
OCI		(1)	[5]	(1)	[6]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		0		0
Sales		0		0
Settlements		(2)		(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, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income		0		0
Asset-backed Securities [Member]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		9		11		10	12
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)		(1)
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, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income		0		0
Other Debt Obligations [Member]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value				0			89
Included in earnings	[7]			(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, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income				0
Corporate Debt Securities [Member]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		5		5		5	5
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, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income		0		0
Equity Securities [Member]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		515		471		540	440
Included in earnings		0		0
OCI		(1)	[5]	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		43		106
Sales		0		0
Settlements		(64)		(75)
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		(5)		0
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income		0		0
Available-for-sale Securities [Member]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		604		580		633	556
Included in earnings		0		0
OCI		0		(1)	[6]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		43		106
Sales		0		0
Settlements		(67)		(81)
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		(5)		0
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income		0		0
Residential Mortgage, Loans Held For Sale [Member]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		6		4		12	5
Included in earnings		0		0
OCI		0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		0		0
Sales		(14)		(7)
Settlements		0		0
Transfers to other balance sheet line items		(2)		(1)
Transfers into Level 3		10		9
Transferred Out of Level 3 in The Fair Value Hierarchy		0		(2)
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income		0		0
Loans Held For Investment [Member]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value		221		255		$ 222	$ 257
Included in earnings		0		3	[8]
OCI		0		0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases		0		0
Sales		0		0
Settlements		(6)		(10)
Transfers to other balance sheet line items		(1)		(1)
Transfers into Level 3		4		4
Transferred Out of Level 3 in The Fair Value Hierarchy		0		0
Fair Value, Assets Measured on Recurring Basis, Change in Unrealized Gain (Loss) Included in Other Income		$ 0		$ 3	[4],[8]
[1]	Includes issuances, fair value changes, and expirations. Amount related to residential IRLCs is recognized in mortgage production related income, amount related to commercial IRLCs is recognized in commercial real estate related income, and amount related to Visa derivative liability is recognized in other noninterest expense.
[2]	Includes issuances, fair value changes, and expirations. Amount related to residential IRLCs is recognized in mortgage production related income and amount related to Visa derivative liability is recognized in other noninterest expense.
[3]	Change in unrealized gains/(losses) included in earnings during the period related to financial assets still held at March 31, 2017.
[4]	Change in unrealized gains/(losses) included in earnings during the period related to financial assets/liabilities still held at March 31, 2016.
[5]	Amounts recognized in OCI are included in change in net unrealized gains on securities AFS, net of tax
[6]	Amounts recognized in OCI are included in change in net unrealized gains on securities AFS, net of tax.
[7]	Amounts included in earnings are recognized in trading income.
[8]	Amounts are generally included in mortgage production related income; however, the mark on certain fair value loans is included in other noninterest income.

Carrying Value of Those Assets

Carrying Value of Those Assets Measured at Fair Value on a Non-Recurring Basis (Detail) - Fair Value, Measurements, Nonrecurring [Member] - USD ($) $ in Millions	3 Months Ended	12 Months Ended
	Mar. 31, 2017	Dec. 31, 2016
Loans Held For Investment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	$ 83	$ 75
Asset Impairment Charges	0	0
Loans Held For Investment [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	0	0
Loans Held For Investment [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	0	0
Loans Held For Investment [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	83	75
Other Real Estate Owned [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	11	17
Asset Impairment Charges	(2)	(2)
Other Real Estate Owned [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	0	0
Other Real Estate Owned [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	0	0
Other Real Estate Owned [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	11	17
Other Assets [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	42	112
Asset Impairment Charges	(5)	(36)
Other Assets [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	0	0
Other Assets [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	1	58
Other Assets [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure	41	54
Other Assets [Member] | Equity Method Investments [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Impairment Charges		(8)
Other Assets [Member] | Lease Agreements [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Impairment Charges		(12)
Other Assets [Member] | Building [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Impairment Charges	$ (5)	(12)
Other Assets [Member] | Land [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Impairment Charges		$ (4)

Carrying Amounts and Fair Value

Carrying Amounts and Fair Values of the Company's Financial Instruments (Detail) - USD ($) $ in Millions		Mar. 31, 2017	Dec. 31, 2016
Financial assets
Trading assets	[1]	$ 6,007	$ 6,067
Available-for-sale Securities	[2]	31,127	30,672
Loans Held-for-sale, Fair Value Disclosure		1,819	3,540
Financial liabilities
Long-term Debt, Fair Value		771	963
Fair Value, Inputs, Level 1 [Member]
Financial assets
Cash and Cash Equivalents, Fair Value Disclosure	[3]	8,274	6,423
Trading assets	[4]	776	881
Available-for-sale Securities	[4]	5,545	5,507
Loans Held-for-sale, Fair Value Disclosure	[5]	0	0
Loans Net Fair Value Disclosure	[6]	0	0
Financial liabilities
Consumer And Commercial Deposits, Fair Value Disclosure	[7]	0	0
Short-term Debt, Fair Value	[8]	0	0
Long-term Debt, Fair Value	[8]	0	0
Trading liabilities	[4]	660	846
Fair Value, Inputs, Level 2 [Member]
Financial assets
Cash and Cash Equivalents, Fair Value Disclosure	[3]	0	0
Trading assets	[4]	5,199	5,158
Available-for-sale Securities	[4]	24,978	24,532
Loans Held-for-sale, Fair Value Disclosure	[5]	2,100	4,161
Loans Net Fair Value Disclosure	[6]	166	282
Financial liabilities
Consumer And Commercial Deposits, Fair Value Disclosure	[7]	162,732	160,280
Short-term Debt, Fair Value	[8]	4,696	4,764
Long-term Debt, Fair Value	[8]	9,802	11,051
Trading liabilities	[4]	550	483
Fair Value, Inputs, Level 3 [Member]
Financial assets
Cash and Cash Equivalents, Fair Value Disclosure	[3]	0	0
Trading assets	[4]	32	28
Available-for-sale Securities	[4]	604	633
Loans Held-for-sale, Fair Value Disclosure	[5]	11	17
Loans Net Fair Value Disclosure	[6]	140,722	140,234
Financial liabilities
Consumer And Commercial Deposits, Fair Value Disclosure	[7]	0	0
Short-term Debt, Fair Value	[8]	0	0
Long-term Debt, Fair Value	[8]	758	728
Trading liabilities	[4]	15	22
Reported Value Measurement [Member]
Financial assets
Cash and Cash Equivalents, Fair Value Disclosure	[3]	8,274	6,423
Trading assets	[4]	6,007	6,067
Available-for-sale Securities	[4]	31,127	30,672
Loans Held-for-sale, Fair Value Disclosure	[5]	2,109	4,169
Loans Net Fair Value Disclosure	[6]	141,815	141,589
Financial liabilities
Consumer And Commercial Deposits, Fair Value Disclosure	[7]	162,853	160,398
Short-term Debt, Fair Value	[8]	4,696	4,764
Long-term Debt, Fair Value	[8]	10,496	11,748
Trading liabilities	[4]	1,225	1,351
Estimate of Fair Value, Fair Value Disclosure [Member]
Financial assets
Cash and Cash Equivalents, Fair Value Disclosure	[3]	8,274	6,423
Trading assets	[4]	6,007	6,067
Available-for-sale Securities	[4]	31,127	30,672
Loans Held-for-sale, Fair Value Disclosure	[5]	2,111	4,178
Loans Net Fair Value Disclosure	[6]	140,888	140,516
Financial liabilities
Consumer And Commercial Deposits, Fair Value Disclosure	[7]	162,732	160,280
Short-term Debt, Fair Value	[8]	4,696	4,764
Long-term Debt, Fair Value	[8]	10,560	11,779
Trading liabilities	[4]	$ 1,225	$ 1,351
[1]	Includes trading securities pledged as collateral where counterparties have the right to sell or repledge the collateral of $1,229 million and $1,437 million at March 31, 2017 and December 31, 2016, respectively.
[2]	Includes securities AFS pledged as collateral where counterparties have the right to sell or repledge the collateral of $100 million and $0 million at March 31, 2017 and December 31, 2016, respectively.
[3]	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.
[4]	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.
[5]	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.
[6]	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 101% on the loan portfolio’s net carrying value at both March 31, 2017 and December 31, 2016. 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.
[7]	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. Refer to the respective valuation section within this footnote for valuation information related to brokered time deposits that the Company measures at fair value as well as those that are carried at amortized cost.
[8]	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. Refer to the respective valuation section within this footnote for valuation information related to long-term debt that the Company measures at fair value. 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, 2017
Document Period End Date		Mar. 31, 2017
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		190
SEC Investment Adviser 12b-1 Fees [Member]
Loss Contingency, Estimate of Possible Loss		5
Cash payment for litigation [Member] | Potential Mortgage Servicing Settlement and Claims [Member]
Loss Contingency, Damages Awarded, Value		50
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

Business Segment Reporting (Det

Business Segment Reporting (Detail) $ in Millions	3 Months Ended
	Mar. 31, 2017USD ($)segments		Mar. 31, 2016USD ($)
Number of Operating Segments | segments	3
Segment Reporting Information Average Total Loans	$ 143,670		$ 138,372
Segment Reporting Information Average Total Deposits	158,874		149,229
Average total assets	204,252		193,014
Average total liabilities	180,581		169,217
Average total equity	23,671		23,797
Net, interest income	1,366		1,282
FTE adjustment	34		36
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	1,400	[1]	1,318	[2]
Provision for Loan, Lease, and Other Losses	119	[3]	101	[4]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	1,281		1,217
Total noninterest income	847		781
Noninterest Expense	1,465		1,318
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	663		680
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	193	[5]	231	[6]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	470		449
Net Income (Loss) Attributable to Noncontrolling Interest	2		2
Net Income (Loss) Attributable to Parent	468		447
Consumer Banking and Private Wealth Management [Member]
Segment Reporting Information Average Total Loans	44,074		41,589
Segment Reporting Information Average Total Deposits	98,871		93,238
Average total assets	49,794		47,285
Average total liabilities	99,478		93,853
Average total equity	0		0
Net, interest income	766		719
FTE adjustment	0		0
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	766	[1]	719	[2]
Provision for Loan, Lease, and Other Losses	88	[3]	29	[4]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	678		690
Total noninterest income	350		356
Noninterest Expense	797		741
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	231		305
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	85	[5]	113	[6]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	146		192
Net Income (Loss) Attributable to Noncontrolling Interest	0		0
Net Income (Loss) Attributable to Parent	146		192
Wholesale Banking [Member]
Segment Reporting Information Average Total Loans	72,451		70,773
Segment Reporting Information Average Total Deposits	57,393		53,620
Average total assets	85,864		84,363
Average total liabilities	63,108		59,496
Average total equity	0		0
Net, interest income	543		495
FTE adjustment	34		35
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	577	[1]	530	[2]
Provision for Loan, Lease, and Other Losses	31	[3]	82	[4]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	546		448
Total noninterest income	403		313
Noninterest Expense	482		411
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	467		350
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	174	[5]	131	[6]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	293		219
Net Income (Loss) Attributable to Noncontrolling Interest	0		0
Net Income (Loss) Attributable to Parent	293		219
Mortgage Banking
Segment Reporting Information Average Total Loans	27,078		25,946
Segment Reporting Information Average Total Deposits	2,543		2,311
Average total assets	31,475		29,203
Average total liabilities	2,861		2,686
Average total equity	0		0
Net, interest income	113		120
FTE adjustment	0		0
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	113	[1]	120	[2]
Provision for Loan, Lease, and Other Losses	0	[3]	(10)	[4]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	113		130
Total noninterest income	115		126
Noninterest Expense	184		174
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	44		82
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	15	[5]	32	[6]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	29		50
Net Income (Loss) Attributable to Noncontrolling Interest	0		0
Net Income (Loss) Attributable to Parent	29		50
Corporate Other [Member]
Segment Reporting Information Average Total Loans	67		64
Segment Reporting Information Average Total Deposits	117		107
Average total assets	34,005		30,560
Average total liabilities	15,158		13,201
Average total equity	0		0
Net, interest income	11		31
FTE adjustment	1		1
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	12	[1]	32	[2]
Provision for Loan, Lease, and Other Losses	0	[3]	0	[4]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	12		32
Total noninterest income	23		20
Noninterest Expense	6		(4)
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	29		56
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	(16)	[5]	16	[6]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	45		40
Net Income (Loss) Attributable to Noncontrolling Interest	2		2
Net Income (Loss) Attributable to Parent	43		38
Reconciling Items
Segment Reporting Information Average Total Loans	0		0
Segment Reporting Information Average Total Deposits	(50)		(47)
Average total assets	3,114		1,603
Average total liabilities	(24)		(19)
Average total equity	23,671		23,797
Net, interest income	(67)		(83)
FTE adjustment	(1)		0
Segment Reporting Information Net Interest Income Including Fully Taxable Equivalent Adjustment	(68)	[1]	(83)	[2]
Provision for Loan, Lease, and Other Losses	0	[3]	0	[4]
Segment Reporting Information Net Interest Income After Provision For Credit Losses and Taxable Equivalent Adjustment	(68)		(83)
Total noninterest income	(44)		(34)
Noninterest Expense	(4)		(4)
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	(108)		(113)
Income Tax Expense (Benefit) Including Fully Taxable Equivalent Adjustment Reversal	(65)	[5]	(61)	[6]
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	(43)		(52)
Net Income (Loss) Attributable to Noncontrolling Interest	0		0
Net Income (Loss) Attributable to Parent	$ (43)		$ (52)
[1]	Presented on a matched maturity funds transfer price basis for the segments.
[2]	Presented on a matched maturity funds transfer price basis for the segments.
[3]	Provision for credit losses represents net charge-offs by segment combined with an allocation to the segments for the provision attributable to quarterly changes in the ALLL and unfunded commitment reserve balances.
[4]	Provision/(benefit) for credit losses represents net charge-offs by segment combined with an allocation to the segments for the provision/(benefit) attributable to quarterly changes in the ALLL and unfunded commitment reserve balances.
[5]	Includes regular provision for income taxes as well as FTE income and tax credit adjustment reversals.
[6]	Includes regular provision for income taxes as well as FTE income and tax credit adjustment reversals.

Accumulated Other Comprehens114

Accumulated Other Comprehensive Income (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2017	Mar. 31, 2016	Dec. 31, 2016	Dec. 31, 2015
Accumulated Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax		$ (60)	$ 414	$ (62)	$ 135
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax		(199)	237	(157)	87
Accumulated Other Comprehensive Income (Loss), Financial Instruments, net of tax		(1)	0	(1)	0
Accumulated Other Comprehensive Income (Loss), Long-term Debt, Net of Tax		(8)	(7)	(7)	0
Accumulated Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net of Tax		(599)	(623)	(594)	(682)
Accumulated Other Comprehensive Income (Loss), Net of Tax		(867)	21	$ (821)	$ (460)
Cumulative effect of credit risk adjustment	[1]		0
Other Comprehensive Income (Loss), Unrealized Holding Gain (Loss) on Securities Arising During Period, Net of Tax		2	279
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax		(16)	192
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Brokered Time Deposits Arising During Period, Net of Tax		0	0
Other Comprehensive Income (Loss), Unrealized Credit Risk Gain (Loss) on Long-term Debt Arising During Period, Net of Tax		(1)	(2)
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		(15)	469
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		(26)	(42)
Other Comprehensive Income (Loss), Reclassification from AOCI on Brokered Time Deposits, Net of Tax		0	0
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		(5)	59
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax		(31)	17
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax		2	279
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax		(42)	150
Other Comprehensive Income (Loss), Brokered Time Deposits, Net of Tax		0	0
Other Comprehensive Income (Loss), Long Term Debt, Adjustment, Net of Tax	[2]	1	2
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, Net of Tax		(5)	59
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent		$ (46)	486
AOCI Attributable to Parent [Member]
Cumulative effect of credit risk adjustment	[1],[3]		$ (5)
[1]	Related to the Company's early adoption of the ASU 2016-01 provision related to changes in instrument-specific credit risk, beginning January 1, 2016. See Note 1, "Significant Accounting Policies," and Note 18, "Accumulated Other Comprehensive (Loss)/Income," for additional information.
[2]	Related to the Company's early adoption of the ASU 2016-01 provision related to changes in instrument-specific credit risk. See Note 1, "Significant Accounting Policies," and Note 18, "Accumulated Other Comprehensive (Loss)/Income," for additional information.
[3]	Related to the Company's early adoption of the ASU 2016-01 provision related to changes in instrument-specific credit risk. See Note 1, "Significant Accounting Policies," for additional information.

Accumulated Other Comprehens115

Accumulated Other Comprehensive Income Reclassifications out of AOCI (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
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	(41)	(67)
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, Tax	15	25
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, Net of Tax	(26)	(42)
Other Comprehensive (Income) Loss, Amortization Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Prior Service Cost (Credit), before Tax	(1)	(1)
Defined Benefit Plan, Amounts Recognized in Other Comprehensive Income (Loss), Net Actuarial Gain (Loss), before Tax	6	6
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Transition Asset (Obligation), before Tax	(11)	89
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	(6)	94
Other Comprehensive (Income) Loss, Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, Tax	1	(35)
Other Comprehensive (Income) Loss, Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, Net of Tax	(5)	59
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	$ (31)	$ 17