HSBC USA (HUSI+G) 10-Q 4 Aug 14 2014 Q2 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	6 Months Ended
	Jun. 30, 2014	Jul. 31, 2014
Document and Entity Information [Abstract]	'	'
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	30-Jun-14	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q2	'
Trading Symbol	'HSBCUSA	'
Entity Registrant Name	'HSBC USA INC /MD/	'
Entity Central Index Key	'0000083246	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Non-accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	713

CONSOLIDATED_STATEMENT_OF_INCO

CONSOLIDATED STATEMENT OF INCOME (UNAUDITED) (USD $)	3 Months Ended				6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014		Jun. 30, 2013		Jun. 30, 2014		Jun. 30, 2013
Interest income:	'		'		'		'
Loans	$471		$478		$935		$942
Securities	194		225		401		453
Trading assets	65		27		113		51
Short-term investments	20		16		36		30
Other	12		11		22		21
Total interest income	762		757		1,507		1,497
Interest expense:	'		'		'		'
Deposits	36		56		71		99
Short-term borrowings	14		8		23		17
Long-term debt	152		166		322		333
Other	-113		9		-101		25
Total interest expense	89		239		315		474
Net interest income	673	[1]	518	[1]	1,192	[1]	1,023	[1]
Provision for credit losses	85		67		101	[2]	88	[2]
Net interest income after provision for credit losses	588		451		1,091		935
Other revenues:	'		'		'		'
Credit card fees	13		21		27		34
Other fees and commissions	182		176		355		346
Trust income	32		31		63		63
Trading revenue	15		127		148		271
Net other-than-temporary impairment losses	-5	[3]	0	[3]	-7	[3]	0	[3]
Other securities gains (losses), net	-7		23		15		154
Servicing and other fees from HSBC affiliates	51		59		98		113
Residential mortgage banking revenue	22		9		70		55
Gain (loss) on instruments designated at fair value and related derivatives	-44		95		-16		88
Other income	2		25		8		34
Total other revenues	261		566		761		1,158
Operating expenses:	'		'		'		'
Salaries and employee benefits	223		247		438		499
Support services from HSBC affiliates	385		362		739		686
Occupancy expense, net	52		57		109		116
Other expenses	216		100		340		233
Total operating expenses	876	[4]	766	[4]	1,626	[4]	1,534	[4]
Income (loss) before income tax	-27		251		226		559
Income tax expense (benefit)	-206		71		-57		196
Net income	$179		$180		$283		$363
[1]	Net interest income of each segment represents the difference between actual interest earned on assets and interest paid on liabilities of the segment adjusted for a funding charge or credit. Segments are charged a cost to fund assets (e.g. customer loans) and receive a funding credit for funds provided (e.g. customer deposits) based on equivalent market rates. The objective of these charges/credits is to transfer interest rate risk from the segments to one centralized unit in Treasury and more appropriately reflect the profitability of segments.
[2]	The provision assigned to the segments is based on the segments' net charge offs and the change in allowance for credit losses.
[3]	During the three and six months ended June 30, 2014, other-than-temporary impairment ("OTTI") losses on securities held-to-maturity totaling $5 million and $7 million, respectively, were recognized in other revenues. There were no losses in the non-credit component of such impaired securities reflected in accumulated other comprehensive income ("AOCI"), net of tax during the periods. During the three and six months ended June 30, 2013, there were no OTTI losses on securities recognized in other revenues and no OTTI loss on securities were recognized in the non-credit component in AOCI, net of tax.
[4]	Expenses for the segments include fully apportioned corporate overhead expenses.

CONSOLIDATED_STATEMENT_OF_INCO1

CONSOLIDATED STATEMENT OF INCOME (UNAUDITED) Consolidated Statement of Income Parenthetical (USD $)	3 Months Ended				6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014		Jun. 30, 2013		Jun. 30, 2014		Jun. 30, 2013
Income Statement [Abstract]	'		'		'		'
Net other-than-temporary impairment losses	$5	[1]	$0	[1]	$7	[1]	$0	[1]
[1]	During the three and six months ended June 30, 2014, other-than-temporary impairment ("OTTI") losses on securities held-to-maturity totaling $5 million and $7 million, respectively, were recognized in other revenues. There were no losses in the non-credit component of such impaired securities reflected in accumulated other comprehensive income ("AOCI"), net of tax during the periods. During the three and six months ended June 30, 2013, there were no OTTI losses on securities recognized in other revenues and no OTTI loss on securities were recognized in the non-credit component in AOCI, net of tax.

CONSOLIDATED_STATEMENT_OF_COMP

CONSOLIDATED STATEMENT OF COMPREHENSIVE INCOME (UNAUDITED) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Statement of Comprehensive Income [Abstract]	'	'	'	'
Net income	$179	$180	$283	$363
Net change in unrealized gains (losses), net of tax:	'	'	'	'
Securities available-for-sale	175	-585	305	-735
Other-than-temporarily impaired debt securities held-to-maturity	2	0	3	0
Derivatives designated as cash flow hedges	-15	51	-35	74
Total other comprehensive income (loss)	162	-534	273	-661
Comprehensive income (loss)	$341	($354)	$556	($298)

CONSOLIDATED_BALANCE_SHEET_UNA

CONSOLIDATED BALANCE SHEET (UNAUDITED) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Assets:	'		'
Cash and due from banks	$2,325		$961
Interest bearing deposits with banks	23,946		19,614
Federal funds sold and securities purchased under agreements to resell	2,311		2,119
Trading assets	25,156		28,894
Securities available-for-sale	44,778		54,906
Securities held-to-maturity (fair value of $1.4 billion and $1.5 billion at June 30, 2014 and December 31, 2013, respectively)	1,205		1,358
Loans	72,198		67,695
Less – allowance for credit losses	624		606
Loans, net	71,574		67,089
Loans held for sale (includes $159 million and $58 million designated under fair value option at June 30, 2014 and December 31, 2013, respectively)	500		230
Properties and equipment, net	250		269
Intangible assets, net	240		295
Goodwill	1,612		1,612
Other assets	8,321		8,140
Total assets	182,218	[1]	185,487	[1]
Deposits in domestic offices:	'		'
Noninterest bearing	32,220		29,707
Interest bearing (includes $7.7 billion designated under fair value option at both June 30, 2014 and December 31, 2013, respectively)	65,734		62,903
Deposits in foreign offices:	'		'
Noninterest bearing	1,440		1,364
Interest bearing	16,127		18,634
Total deposits	115,521		112,608
Short-term borrowings	12,906		19,135
Long-term debt (includes $8.3 billion and $7.6 billion designated under fair value option at June 30, 2014 and December 31, 2013, respectively)	24,604		22,847
Total debt	153,031		154,590
Trading liabilities	8,815		10,875
Interest, taxes and other liabilities	3,388		3,558
Total liabilities	165,234	[1]	169,023	[1]
Shareholders’ equity	'		'
Preferred stock	1,565		1,565
Common shareholder’s equity:	'		'
Common stock ($5 par; 150,000,000 shares authorized; 713 shares issued and outstanding at June 30, 2014 and December 31, 2013)	0		0
Additional paid-in capital	14,106		14,106
Retained earnings	1,199		952
Accumulated other comprehensive income (loss)	114		-159
Total common shareholder’s equity	15,419		14,899
Total shareholders’ equity	16,984		16,464
Total liabilities and shareholders’ equity	$182,218		$185,487
[1]	The following table summarizes assets and liabilities related to our consolidated variable interest entities ("VIEs") as of June 30, 2014 and December 31, 2013 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate in consolidation. See Note 16, "Variable Interest Entities," for additional information. Assets: Interest bearing deposits with banks, $3 million and $5 million, Securities held-to-maturity, $157 million and $200 million Other assets $458 million and $502 million. Total assets $618 million and $707 million respectively. Liabilities: Long-term debt $92 million and $92 million, Interest, taxes and other liabilities $71 million and $93 million. Total liabilities $163 million and $185 million, respectively.

CONSOLIDATED_BALANCE_SHEET_UNA1

CONSOLIDATED BALANCE SHEET (UNAUDITED) (Parenthetical) (USD $)	Jun. 30, 2014		Dec. 31, 2013
Assets:	'		'
Interest bearing deposits with banks	$23,946,000,000		$19,614,000,000
Securities held-to-maturity	1,205,000,000		1,358,000,000
Other assets	8,321,000,000		8,140,000,000
Total assets	182,218,000,000	[1]	185,487,000,000	[1]
Liabilities	'		'
Long-term debt	24,604,000,000		22,847,000,000
Interest, taxes and other liabilities	3,388,000,000		3,558,000,000
Total liabilities	165,234,000,000	[1]	169,023,000,000	[1]
Securities held-to-maturity, fair value	1,372,000,000		1,499,000,000
Loans held for sale, fair value	159,000,000		58,000,000
Interest bearing, designated under fair value option	7,700,000,000		7,700,000,000
Long-term debt, designated under fair value option	8,300,000,000		7,600,000,000
Common stock, par value (usd per share)	$5		$5
Common stock, shares authorized (shares)	150,000,000		150,000,000
Common stock, shares issued (shares)	713		713
Common stock, shares outstanding (shares)	713		713
Variable interest entities [Member]	'		'
Assets:	'		'
Interest bearing deposits with banks	3,000,000		5,000,000
Securities held-to-maturity	157,000,000		200,000,000
Other assets	458,000,000		502,000,000
Total assets	618,000,000		707,000,000
Liabilities	'		'
Long-term debt	92,000,000		92,000,000
Interest, taxes and other liabilities	71,000,000		93,000,000
Total liabilities	$163,000,000		$185,000,000
[1]	The following table summarizes assets and liabilities related to our consolidated variable interest entities ("VIEs") as of June 30, 2014 and December 31, 2013 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate in consolidation. See Note 16, "Variable Interest Entities," for additional information. Assets: Interest bearing deposits with banks, $3 million and $5 million, Securities held-to-maturity, $157 million and $200 million Other assets $458 million and $502 million. Total assets $618 million and $707 million respectively. Liabilities: Long-term debt $92 million and $92 million, Interest, taxes and other liabilities $71 million and $93 million. Total liabilities $163 million and $185 million, respectively.

CONSOLIDATED_STATEMENT_OF_CHAN

CONSOLIDATED STATEMENT OF CHANGES IN SHAREHOLDERS' EQUITY (UNAUDITED) (USD $)	Total	Preferred Stock [Member]	Common Stock [Member]	Additional Paid-in Capital [Member]	Retained Earnings [Member]	Accumulated Other Comprehensive Income [Member]
In Millions, unless otherwise specified
Balance at beginning of period at Dec. 31, 2012	'	$1,565	'	'	'	'
Balance at beginning of period at Dec. 31, 2012	'	'	0	14,123	1,363	785
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'
Other	'	'	'	-33	'	'
Net income	363	'	'	'	'	'
Cash dividends declared on preferred stock	'	'	'	'	-36	'
Adjustment to add other-than-temporary impairment on securities held-to-maturity due to the consolidation of a variable interest entity	0	'	'	'	'	67
Other comprehensive income (loss), net of tax	-661	'	'	'	'	-661
Balance at end of period at Jun. 30, 2013	17,402	1,565	'	'	'	'
Balance at end of period at Jun. 30, 2013	15,837	'	0	14,090	1,690	57
Balance at beginning of period at Dec. 31, 2013	16,464	1,565	'	'	'	'
Balance at beginning of period at Dec. 31, 2013	14,899	'	0	14,106	952	-159
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'
Other	'	'	'	0	'	'
Net income	283	'	'	'	'	'
Cash dividends declared on preferred stock	'	'	'	'	-36	'
Adjustment to add other-than-temporary impairment on securities held-to-maturity due to the consolidation of a variable interest entity	-3	'	'	'	'	0
Other comprehensive income (loss), net of tax	273	'	'	'	'	273
Balance at end of period at Jun. 30, 2014	16,984	1,565	'	'	'	'
Balance at end of period at Jun. 30, 2014	$15,419	'	$0	$14,106	$1,199	$114

CONSOLIDATED_STATEMENT_OF_CASH

CONSOLIDATED STATEMENT OF CASH FLOWS (UNAUDITED) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014		Jun. 30, 2013
Cash flows from operating activities	'		'
Net income	$283		$363
Adjustments to reconcile net income to net cash provided by operating activities:	'		'
Depreciation and amortization	56		175
Provision for credit losses	101	[1]	88	[1]
Net realized gains on securities available-for-sale	-15		-146
Realized (gains) losses on securities held-to-maturity	7		-8
Net change in other assets and liabilities	-538		154
Net change in loans held for sale:	'		'
Originations of loans	-654		-1,043
Sales and collection of loans held for sale	537		1,246
Net change in trading assets and liabilities	1,678		4,064
Lower of amortized cost or fair value adjustments on loans held for sale	0		9
Loss (gain) on instruments designated at fair value and related derivatives	16		-88
Net cash provided by (used in) operating activities	1,471		4,814
Cash flows from investing activities	'		'
Net change in interest bearing deposits with banks	-4,332		-16,522
Net change in federal funds sold and securities purchased under agreements to resell	-192		1,750
Securities available-for-sale:	'		'
Purchases of securities available-for-sale	-6,512		-13,876
Proceeds from sales of securities available-for-sale	15,999		22,216
Proceeds from maturities of securities available-for-sale	1,541		4,745
Securities held-to-maturity:	'		'
Proceeds from sales of securities held-to-maturity	0		79
Proceeds from maturities of securities held-to-maturity	153		233
Change in loans:	'		'
Originations, net of collections	-5,441		-3,616
Loans sold to third parties	692		490
Net cash used for acquisitions of properties and equipment	-10		-15
Other, net	10		-15
Net cash provided by (used in) investing activities	1,908		-4,531
Cash flows from financing activities	'		'
Net change in deposits	2,755		-5,894
Debt:	'		'
Net change in short-term borrowings	-6,229		6,046
Issuance of long-term debt	3,887		2,875
Repayment of long-term debt	-2,392		-3,289
Other increases (decreases) in capital surplus	0		-33
Dividends paid	-36		-36
Net cash provided by (used in) financing activities	-2,015		-331
Net change in cash and due from banks	1,364		-48
Cash and due from banks at beginning of period	961		1,359
Cash and due from banks at end of period	$2,325		$1,311
[1]	The provision assigned to the segments is based on the segments' net charge offs and the change in allowance for credit losses.

Organization_and_Presentation

Organization and Presentation	6 Months Ended
	Jun. 30, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Organization and Presentation	'
	Organization and Presentation
	HSBC USA Inc. ("HSBC USA"), incorporated under the laws of Maryland, is a New York State based bank holding company and an indirect wholly-owned subsidiary of HSBC North America Holdings Inc. ("HSBC North America"), which is an indirect wholly-owned subsidiary of HSBC Holdings plc ("HSBC" and, together with its subsidiaries, "HSBC Group"). The accompanying unaudited interim consolidated financial statements of HSBC USA and its subsidiaries (collectively "HUSI") have been prepared in accordance with accounting principles generally accepted in the United States of America ("U.S. GAAP") for interim financial information and with the instructions to Form 10-Q and Article 10 of Regulation S-X, as well as in accordance with predominant practices within the banking industry. Accordingly, they do not include all of the information and footnotes required by generally accepted accounting principles for complete financial statements. In the opinion of management, all normal and recurring adjustments considered necessary for a fair presentation of financial position, results of operations and cash flows for the interim periods have been made. HUSI may also be referred to in these notes to the consolidated financial statements as "we", "us" or "our". These unaudited interim consolidated financial statements should be read in conjunction with our Annual Report on Form 10-K for the year ended December 31, 2013 (the "2013 Form 10-K"). Certain reclassifications have been made to prior period amounts to conform to the current period presentation.
	The preparation of financial statements in conformity with U.S. GAAP requires the use of estimates and assumptions that affect reported amounts and disclosures. Actual results could differ from those estimates. Interim results should not be considered indicative of results in future periods.
	On January 1, 2014, we adopted new accounting guidance on the presentation of Low Income Housing Tax Credit ("LIHTC") investments and related tax benefits. See Note 20, "New Accounting Pronouncements," for further details and related impacts.
	During the second quarter of 2014, we concluded certain state and local tax audits resulting in the settlement of significant uncertain tax positions covering a number of years. As a result, we released tax reserves previously maintained in relation to the periods and issues under review which resulted in an income tax benefit of $183 million during the quarter. In addition, we released our accrued interest associated with the tax reserves released which resulted in a $120 million benefit to interest expense during the quarter.

Trading_Assets_and_Liabilities

Trading Assets and Liabilities	6 Months Ended
	Jun. 30, 2014
Trading Assets And Liabilities [Abstract]	'
Trading Assets and Liabilities	'
	Trading Assets and Liabilities
	Trading assets and liabilities consisted of the following.
		June 30, 2014		December 31, 2013
		(in millions)
	Trading assets:
	U.S. Treasury	$	2,717	$	1,344
	U.S. Government agency issued or guaranteed	20		19
	U.S. Government sponsored enterprises(1)	115		159
	Obligations of U.S. states and political subdivisions	27		25
	Asset backed securities	494		481
	Corporate and foreign bonds	6,931		9,099
	Other securities	21		25
	Precious metals	10,477		11,751
	Derivatives	4,354		5,991
		$	25,156	$	28,894
	Trading liabilities:
	Securities sold, not yet purchased	$	771	$	308
	Payables for precious metals	3,037		3,826
	Derivatives	5,007		6,741
		$	8,815	$	10,875
	(1)	Includes mortgage backed securities of $88 million and $133 million issued or guaranteed by the Federal National Mortgage Association ("FNMA") and $27 million and $26 million issued or guaranteed by the Federal Home Loan Mortgage Corporation ("FHLMC") at June 30, 2014 and December 31, 2013, respectively.
	At June 30, 2014 and December 31, 2013, the fair value of derivatives included in trading assets has been reduced by $3,128 million and $3,870 million, respectively, relating to amounts recognized for the obligation to return cash collateral received under master netting agreements with derivative counterparties.
	At June 30, 2014 and December 31, 2013, the fair value of derivatives included in trading liabilities has been reduced by $2,277 million and $2,116 million, respectively, relating to amounts recognized for the right to reclaim cash collateral paid under master netting agreements with derivative counterparties.
	See Note 9, "Derivative Financial Instruments," for further information on our trading derivatives and related collateral.

Securities

Securities	6 Months Ended
	Jun. 30, 2014
Investments, Debt and Equity Securities [Abstract]	'
Securities	'
	Securities
	Our securities available-for-sale and securities held-to-maturity portfolios consisted of the following:
	30-Jun-14	Amortized				Non-Credit Loss Component of OTTI Securities				Unrealized				Unrealized				Fair
		Cost								Gains				Losses				Value
		(in millions)
	Securities available-for-sale:
	U.S. Treasury	$	19,506			$	—			$	392			$	(31	)		$	19,867
	U.S. Government sponsored enterprises:(1)
	Mortgage-backed securities	182				—				—				(5		)		177
	Collateralized mortgage obligations	39				—				—				—				39
	Direct agency obligations	4,114				—				243				(11		)		4,346
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	9,904				—				192				(212		)		9,884
	Collateralized mortgage obligations	4,871				—				13				(97		)		4,787
	Obligations of U.S. states and political subdivisions	728				—				12				(10		)		730
	Asset backed securities collateralized by:
	Residential mortgages	1				—				—				—				1
	Commercial mortgages	85				—				1				—				86
	Home equity	104				—				—				(10		)		94
	Other	105				—				—				(11		)		94
	Foreign debt securities(2)	4,503				—				12				(8		)		4,507
	Equity securities	165				—				3				(2		)		166
	Total available-for-sale securities	$	44,307			$	—			$	868			$	(397	)		$	44,778
	Securities held-to-maturity:
	U.S. Government sponsored enterprises:(3)
	Mortgage-backed securities	$	763			$	—			$	81			$	—			$	844
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	47				—				8				—				55
	Collateralized mortgage obligations	194				—				23				—				217
	Obligations of U.S. states and political subdivisions	26				—				1				—				27
	Asset-backed securities collateralized by residential mortgages	18				—				1				—				19
	Asset-backed securities and other debt securities held by a consolidated VIE(4)	255				(98		)		53				—				210
	Total held-to-maturity securities	$	1,303			$	(98	)		$	167			$	—			$	1,372
	December 31, 2013	Amortized				Non-Credit Loss Component of OTTI Securities				Unrealized				Unrealized				Fair
		Cost								Gains				Losses				Value
		(in millions)
	Securities available-for-sale:
	U.S. Treasury	$	27,716			$	—			$	391			$	(113	)		$	27,994
	U.S. Government sponsored enterprises:(1)
	Mortgage-backed securities	159				—				—				(14		)		145
	Collateralized mortgage obligations	41				—				—				(1		)		40
	Direct agency obligations	4,115				—				225				(16		)		4,324
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	10,304				—				40				(342		)		10,002
	Collateralized mortgage obligations	6,584				—				17				(154		)		6,447
	Obligations of U.S. states and political subdivisions	755				—				12				(25		)		742
	Asset backed securities collateralized by:
	Residential mortgages	1				—				—				—				1
	Commercial mortgages	125				—				1				—				126
	Home equity	263				—				—				(36		)		227
	Other	100				—				—				(6		)		94
	Foreign debt securities(2)	4,607				—				10				(15		)		4,602
	Equity securities	165				—				2				(5		)		162
	Total available-for-sale securities	$	54,935			$	—			$	698			$	(727	)		$	54,906
	Securities held-to-maturity:
	U.S. Government sponsored enterprises:(3)
	Mortgage-backed securities	$	845			$	—			$	88			$	—			$	933
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	52				—				8				—				60
	Collateralized mortgage obligations	214				—				24				—				238
	Obligations of U.S. states and political subdivisions	29				—				1				—				30
	Asset-backed securities collateralized by residential mortgages	18				—				1				—				19
	Asset-backed securities and other debt securities held by a consolidated VIE(4)	304				(104		)		19				—				219
Total held-to-maturity securities	$	1,462			$	(104	)		$	141			$	—			$	1,499
(1)	Includes securities at amortized cost of $189 million and $167 million issued or guaranteed by FNMA at June 30, 2014 and December 31, 2013, respectively, and $32 million and $33 million issued or guaranteed by FHLMC at June 30, 2014 and December 31, 2013, respectively.
(2)	At June 30, 2014 and December 31, 2013, foreign debt securities consisted of $1,140 million and $1,101 million, respectively, of securities fully backed by foreign governments. The remainder of foreign debt securities represents public sector entity, bank or corporate debt.
(3)	Includes securities at amortized cost of $357 million and $398 million issued or guaranteed by FNMA at June 30, 2014 and December 31, 2013, respectively, and $406 million and $447 million issued and guaranteed by FHLMC at June 30, 2014 and December 31, 2013, respectively.
(4)	Relates to securities held by Bryant Park Funding LLC ("Bryant Park"), a variable interest entity which was consolidated in the second quarter of 2013. See Note 16, "Variable Interest Entities" for additional information.
The following table summarizes gross unrealized losses and related fair values as of June 30, 2014 and December 31, 2013 classified as to the length of time the losses have existed:
	One Year or Less											Greater Than One Year
30-Jun-14	Number			Gross				Aggregate				Number			Gross				Aggregate
	of			Unrealized				Fair Value				of			Unrealized				Fair Value
	Securities			Losses				of Investment				Securities			Losses				of Investment
	(dollars are in millions)
Securities available-for-sale:
U.S. Treasury	4			$	(1	)		$	741			8			$	(30	)		$	2,128
U.S. Government sponsored enterprises	18			(1		)		41				30			(15		)		612
U.S. Government agency issued or guaranteed	40			(224		)		2,317				48			(85		)		2,224
Obligations of U.S. states and political subdivisions	14			(1		)		90				36			(9		)		336
Asset backed securities	3			(11		)		115				7			(10		)		100
Foreign debt securities	—			—				—				6			(8		)		2,470
Equity securities	1			(2		)		157				—			—				—
Securities available-for-sale	80			$	(240	)		$	3,461			135			$	(157	)		$	7,870
Securities held-to-maturity:
U.S. Government sponsored enterprises	13			$	—			$	—			49			$	—			$	—
U.S. Government agency issued or guaranteed	78			—				—				826			—				2
Obligations of U.S. states and political subdivisions	1			—				1				4			—				2
Securities held-to-maturity	92			$	—			$	1			879			$	—			$	4
	One Year or Less											Greater Than One Year
December 31, 2013	Number			Gross				Aggregate				Number			Gross				Aggregate
	of			Unrealized				Fair Value				of			Unrealized				Fair Value
	Securities			Losses				of Investment				Securities			Losses				of Investment
	(dollars are in millions)
Securities available-for-sale:
U.S. Treasury	22			$	(82	)		$	16,958			6			$	(31	)		$	630
U.S. Government sponsored enterprises	23			(12		)		400				20			(19		)		356
U.S. Government agency issued or guaranteed	170			(494		)		10,243				5			(2		)		23
Obligations of U.S. states and political subdivisions	42			(19		)		330				5			(6		)		65
Asset backed securities	3			(6		)		115				10			(36		)		237
Foreign debt securities	1			—				50				7			(15		)		2,916
Equity securities	1			(5		)		154				—			—				—
Securities available-for-sale	262			$	(618	)		$	28,250			53			$	(109	)		$	4,227
Securities held-to-maturity:
U.S. Government sponsored enterprises	13			$	—			$	—			48			$	—			$	—
U.S. Government agency issued or guaranteed	79			—				—				859			—				2
Obligations of U.S. states and political subdivisions	7			—				4				2			—				1
Securities held-to-maturity	99			$	—			$	4			909			$	—			$	3
Net unrealized gains and losses increased within the available-for-sale portfolio in the six months ended June 30, 2014 due to sales of U.S. government agency mortgage-backed securities and other asset-backed securities that were in a net unrealized loss position at December 31, 2013 and a decrease in yields on U.S. Government agency securities and U.S. Treasury securities during the period.
We have reviewed the securities for which there is an unrealized loss for other-than-temporary impairment in accordance with our accounting policies, discussed further below. As a result of consolidating Bryant Park during the second quarter of 2013, we had held-to-maturity asset backed securities that were previously determined to be other-than-temporarily impaired which totaled $157 million and $200 million at June 30, 2014 and December 31, 2013, respectively. We do not consider any other debt securities to be other-than-temporarily impaired at June 30, 2014 as we expect to recover their amortized cost basis and we neither intend nor expect to be required to sell these securities prior to recovery, even if that equates to holding securities until their individual maturities. However, additional other-than-temporary impairments may occur in future periods if the credit quality of the securities deteriorates.
On-going Assessment for Other-Than-Temporary Impairment  On a quarterly basis, we perform an assessment to determine whether there have been any events or economic circumstances to indicate that a security with an unrealized loss has suffered other-than-temporary impairment. A debt security is considered impaired if its fair value is less than its amortized cost at the reporting date. If impaired, we assess whether the unrealized loss is other-than-temporary.
An unrealized loss is generally deemed to be other-than-temporary and a credit loss is deemed to exist if the present value of the expected future cash flows is less than the amortized cost basis of the debt security. As a result, the credit loss component of an other-than-temporary impairment write-down for debt securities is recorded in earnings while the remaining portion of the impairment loss attributable to factors other than credit loss is recognized, net of tax, in other comprehensive income provided we do not intend to sell the underlying debt security and it is more likely than not that we would not have to sell the debt security prior to recovery.
For all securities held in the available-for-sale or held-to-maturity portfolios for which unrealized losses attributed to factors other than credit have existed for a period of time, we do not have the intention to sell and believe we will not be required to sell the securities for contractual, regulatory or liquidity reasons as of the reporting date. Our assessment for credit loss was concentrated on private label asset-backed securities. Substantially all of the private label asset-backed securities are supported by residential mortgages, home equity loans or commercial mortgages. Our assessment for credit loss was concentrated on this particular asset class because of the following inherent risk factors:
•	The recovery of the U.S. economy has been slow;
•	The high levels of pending foreclosure volume associated with a U.S. housing market in the early stages of recovery;
•	A lack of significant traction in government sponsored programs in loan modifications;
•	A lack of refinancing activities within certain segments of the mortgage market, even at the current low interest rate environment, and the re-default rate for refinanced loans;
•	The unemployment rate although improving remains high compared with historical levels;
•	The decline in the occupancy rate in commercial properties; and
•	The severity and duration of unrealized loss.
For a complete description of the factors considered when analyzing debt securities for impairment, see Note 5, "Securities" in our 2013 Form 10-K. There have been no material changes in our process for assessing impairment during 2014.
During the three and six months ended June 30, 2014, none of our debt securities were determined to have initial other-than-temporary impairment while the debt securities held by Bryant Park were determined to have changes to their previous other-than-temporary impairment estimates related to the credit component. The additional credit losses associated with the impaired debt securities, which reflects the excess of amortized cost over the present value of expected future cash flows, were $5 million and $7 million during the three and six months ended June 30, 2014, respectively, and were recorded as a component of net other-than-temporary impairment losses in the accompanying consolidated statement of income.
During the three and six months ended June 30, 2013, none of our debt securities were determined to have either initial other-than-temporary impairment or changes to previous other-than-temporary impairment estimates relating to the credit component, as such, there were no other-than-temporary impairment losses recognized related to credit loss.
At June 30, 2014 and December 31, 2013, the excess of discounted future cash flows over fair value, representing the non-credit component of the unrealized loss associated with all other-than-temporary impaired securities which is recognized in accumulated other comprehensive income (loss), was $98 million and $104 million, respectively.
The following table summarizes the rollforward of credit losses on debt securities that were other-than-temporarily impaired which have previously been recognized in income that we do not intend to sell nor will likely be required to sell:
	Three Months Ended June 30, 2014				Six Months Ended June 30, 2014
	(in millions)
Credit losses at the beginning of the period	$	63			$	61
Increase in credit losses for which an other-than-temporary impairment was previously recognized	5				7
Ending balance of credit losses on held-to-maturity debt securities for which a portion of an other-than-temporary impairment was recognized in other comprehensive income (loss)	$	68			$	68
At June 30, 2014, we held 18 individual asset-backed securities in the available-for-sale portfolio, of which 5 were also wrapped by a monoline insurance company. The asset-backed securities backed by a monoline wrap comprised $188 million of the total aggregate fair value of asset-backed securities of $275 million at June 30, 2014. The gross unrealized losses on these monoline wrapped securities were $21 million at June 30, 2014. We did not take into consideration the value of the monoline wrap of any non-investment grade monoline insurers as of June 30, 2014 and, therefore, we only considered the financial guarantee of monoline insurers on securities for purposes of evaluating other-than-temporary impairment on securities with a fair value of $93 million. No security wrapped by a below investment grade monoline insurance company was deemed to be other-than-temporarily impaired at June 30, 2014.
At December 31, 2013, we held 22 individual asset-backed securities in the available-for-sale portfolio, of which 8 were also wrapped by a monoline insurance company. The asset-backed securities backed by a monoline wrap comprised $321 million of the total aggregate fair value of asset-backed securities of $448 million at December 31, 2013. The gross unrealized losses on these monoline wrapped securities were $42 million at December 31, 2013. We did not take into consideration the value of the monoline wrap of any non-investment grade monoline insurers as of December 31, 2013 and, therefore, we only considered the financial guarantee of monoline insurers on securities with a fair value of $98 million for purposes of evaluating other-than-temporary impairment. No security wrapped by a below investment grade monoline insurance company was deemed to be other-than-temporarily impaired at December 31, 2013.
As discussed above, certain asset-backed securities in the available-for-sale portfolio have an embedded financial guarantee provided by monoline insurers. Because the financial guarantee is not a separate and distinct contract from the asset-backed security, they are considered as a single unit of account for fair value measurement and impairment assessment purposes. The monoline insurers are regulated by the insurance commissioners of the relevant states and certain monoline insurers that write the financial guarantee contracts are public companies. We did not consider the value of the monoline wrap of any non-investment grade monoline insurer at June 30, 2014 and December 31, 2013. In evaluating the extent of our reliance on investment grade monoline insurance companies, consideration is given to our assessment of the creditworthiness of the monoline and other market factors. We perform both a credit as well as a liquidity analysis on the monoline insurers each quarter. Our analysis also compares market-based credit default spreads, when available, to assess the appropriateness of our monoline insurer’s creditworthiness. Based on the public information available, including the regulatory reviews and actions undertaken by the state insurance commissions and the published financial results, we determine the degree of reliance to be placed on the financial guarantee policy in estimating the cash flows to be collected for the purpose of recognizing and measuring impairment loss.
A credit downgrade to non-investment grade is a key but not the only factor in determining the credit risk or the monoline insurer’s ability to fulfill its contractual obligation under the financial guarantee arrangement. Although a monoline may have been down-graded by the credit rating agencies or have been ordered to commute its operations by the insurance commissioners, it may retain the ability and the obligation to continue to pay claims in the near term. We evaluate the short-term liquidity of and the ability to pay claims by the monoline insurers in estimating the amounts of cash flows expected to be collected from specific asset-backed securities for the purpose of assessing and measuring credit loss.
Realized Gains (Losses) The following table summarizes realized gains and losses on investment securities transactions attributable to available-for-sale securities:
	Three Months Ended June 30,								Six Months Ended June 30,
	2014				2013				2014				2013
	(in millions)
Gross realized gains	$	25			$	83			$	68			$	207
Gross realized losses	(32		)		(60		)		(53		)		(61		)
Net realized gains	$	(7	)		$	23			$	15			$	146
During the three and six months ended June 30, 2014, we recognized losses of $5 million and $7 million, respectively, due to other-than-temporary impairment credit losses on securities held-to-maturity, as discussed above. During the first quarter of 2013, we sold six asset-backed securities out of our held-to-maturity portfolio with a total carrying value of $71 million and recognized a gain of $8 million. These sales were in response to the significant credit deterioration which had occurred on these securities which had been classified as substandard for regulatory reporting purposes and, therefore, these disposals did not affect our intent and ability to hold our remaining held-to-maturity portfolio until maturity.
Contractual Maturities and Yields The following table summarizes the amortized cost and fair values of securities available-for-sale and securities held-to-maturity at June 30, 2014 by contractual maturity. Expected maturities differ from contractual maturities because borrowers have the right to prepay obligations without prepayment penalties in certain cases. Securities available-for-sale amounts exclude equity securities as they do not have stated maturities. The table below also reflects the distribution of maturities of debt securities held at June 30, 2014, together with the approximate taxable equivalent yield of the portfolio. The yields shown are calculated by dividing annual interest income, including the accretion of discounts and the amortization of premiums, by the amortized cost of securities outstanding at June 30, 2014. Yields on tax-exempt obligations have been computed on a taxable equivalent basis using applicable statutory tax rates.
	Within							After One							After Five						After Ten
	One Year							But Within							But Within						Years
								Five Years							Ten Years
Taxable Equivalent Basis	Amount				Yield			Amount				Yield			Amount				Yield		Amount		Yield
	(dollars are in millions)
Available-for-sale:
U.S. Treasury	$	1,225			0.34	%		$	14,017			0.91	%		$	2,429			2.9	%	$	1,835	3.8	%
U.S. Government sponsored enterprises	—				—			1,108				2.62			2,450				3.27		777		3.74
U.S. Government agency issued or guaranteed	—				—			12				4.23			107				2.65		14,656		2.36
Obligations of U.S. states and political subdivisions	—				—			110				3.66			302				3.32		316		3.52
Asset backed securities	—				—			—				—			7				0.39		288		3.56
Foreign debt securities	554				3.1			3,949				1.94			—				—		—		—
Total amortized cost	$	1,779			1.2	%		$	19,196			1.24	%		$	5,295			3.09	%	$	17,872	2.61	%
Total fair value	$	1,781						$	19,299						$	5,587					$	17,945
Held-to-maturity:
U.S. Government sponsored enterprises	$	—			—	%		$	—			—	%		$	2			7.77	%	$	761	6.14	%
U.S. Government agency issued or guaranteed	—				—			1				7.62			2				7.75		238		6.49
Obligations of U.S. states and political subdivisions	5				5.28			8				4.4			6				3.94		7		5.04
Asset backed securities	—				—			—				—			—				—		18		6.21
Asset backed securities issued by consolidated VIE	—				—			—				—			64				0.33		93		0.33
Total amortized cost	$	5			5.28	%		$	9			4.79	%		$	74			1.05	%	$	1,117	5.72	%
Total fair value	$	5						$	11						$	78					$	1,278
Investments in Federal Home Loan Bank stock and Federal Reserve Bank stock of $130 million and $483 million, respectively, were included in other assets at June 30, 2014. Investments in Federal Home Loan Bank stock and Federal Reserve Bank stock of $139 million and $483 million, respectively, were included in other assets at and December 31, 2013.

Loans

Loans	6 Months Ended
	Jun. 30, 2014
Loans Receivable, Net [Abstract]	'
Loans	'
	Loans
	Loans consisted of the following:
		June 30, 2014		December 31, 2013
		(in millions)
	Commercial loans:
	Construction and other real estate	$	9,682	$	9,034
	Business and corporate banking	15,956		14,446
	Global banking(1)	24,268		21,625
	Other commercial	3,127		3,389
	Total commercial	53,033		48,494
	Consumer loans:
	Residential mortgages	16,097		15,826
	Home equity mortgages	1,914		2,011
	Credit cards	681		854
	Other consumer	473		510
	Total consumer	19,165		19,201
	Total loans	$	72,198	$	67,695
	(1)	Represents large multinational firms including globally focused U.S. corporate and financial institutions and U.S. dollar lending to multinational banking customers managed by HSBC on a global basis. Also includes loans to HSBC affiliates which totaled $5,080 million and $5,328 million at June 30, 2014 and December 31, 2013, respectively. See Note 13, "Related Party Transactions" for additional information regarding loans to HSBC affiliates.
	Net deferred origination fees totaled $6 million and $23 million at June 30, 2014 and December 31, 2013, respectively. At June 30, 2014 and December 31, 2013, we had a net unamortized premium on our loans of $14 million and $16 million, respectively.
	Age Analysis of Past Due Loans  The following table summarizes the past due status of our loans at June 30, 2014 and December 31, 2013. The aging of past due amounts is determined based on the contractual delinquency status of payments under the loan. An account is generally considered to be contractually delinquent when payments have not been made in accordance with the loan terms. Delinquency status is affected by customer account management policies and practices such as re-age, which results in the re-setting of the contractual delinquency status to current.
		Past Due					Total Past Due 30 Days or More
	At June 30, 2014	30 - 89 days		90+ days						Current(1)		Total Loans
		(in millions)
	Commercial loans:
	Construction and other real estate	$	7	$	14		$	21		$	9,661	$	9,682
	Business and corporate banking	7		27			34			15,922		15,956
	Global banking	—		—			—			24,268		24,268
	Other commercial	27		—			27			3,100		3,127
	Total commercial	41		41			82			52,951		53,033
	Consumer loans:
	Residential mortgages	400		935			1,335			14,762		16,097
	Home equity mortgages	18		54			72			1,842		1,914
	Credit cards	10		11			21			660		681
	Other consumer	10		10			20			453		473
	Total consumer	438		1,010			1,448			17,717		19,165
	Total loans	$	479	$	1,051		$	1,530		$	70,668	$	72,198
		Past Due					Total Past Due 30 Days or More
	At December 31, 2013	30 - 89 days		90+ days						Current(1)		Total Loans
		(in millions)
	Commercial loans:
	Construction and other real estate	$	6	$	58		$	64		$	8,970	$	9,034
	Business and corporate banking	48		36			84			14,362		14,446
	Global banking	8		3			11			21,614		21,625
	Other commercial	27		9			36			3,353		3,389
	Total commercial	89		106			195			48,299		48,494
	Consumer loans:
	Residential mortgages	443		1,037			1,480			14,346		15,826
	Home equity mortgages	28		59			87			1,924		2,011
	Credit cards	16		14			30			824		854
	Other consumer	12		13			25			485		510
	Total consumer	499		1,123			1,622			17,579		19,201
	Total loans	$	588	$	1,229		$	1,817		$	65,878	$	67,695
	(1)	Loans less than 30 days past due are presented as current.
	Nonaccrual Loans  Nonaccrual loans totaled $1,107 million and $1,305 million at June 30, 2014 and December 31, 2013, respectively. For an analysis of reserves for credit losses, see Note 5, "Allowance for Credit Losses." Nonaccrual loans and accruing receivables 90 days or more delinquent consisted of the following:
		June 30, 2014		December 31, 2013
		(in millions)
	Nonaccrual loans:
	Commercial:
	Real Estate:
	Construction and land loans	$	17	$	44
	Other real estate	47		122
	Business and corporate banking	28		21
	Global banking	—		65
Other commercial	2		2
Total commercial	94		254
Consumer:
Residential mortgages	879		949
Home equity mortgages	69		77
Total residential mortgages(1)(2)(3)	948		1,026
Total consumer loans	948		1,026
Nonaccrual loans held for sale	65		25
Total nonaccruing loans	1,107		1,305
Accruing loans contractually past due 90 days or more:
Commercial:
Business and corporate banking	7		5
Other commercial	1		1
Total commercial	8		6
Consumer:
Credit card receivables	11		14
Other consumer	11		14
Total consumer loans	22		28
Total accruing loans contractually past due 90 days or more	30		34
Total nonperforming loans	$	1,137	$	1,339
(1)	At June 30, 2014 and December 31, 2013, residential mortgage loan nonaccrual balances include $849 million and $866 million, respectively, of loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell.
(2)	Nonaccrual residential mortgages includes all receivables which are 90 or more days contractually delinquent as well as loans discharged under Chapter 7 bankruptcy and not re-affirmed and second lien loans where the first lien loan that we own or service is 90 or more days contractually delinquent.
(3)	Residential mortgage nonaccrual loans for all periods does not include guaranteed loans purchased from the Government National Mortgage Association ("GNMA"). Repayment of these loans are predominantly insured by the Federal Housing Administration and as such, these loans have different risk characteristics from the rest of our customer loan portfolio.
The following table provides additional information on our nonaccrual loans:
	Three Months Ended June 30,					Six Months Ended June 30,
	2014		2013			2014			2013
	(in millions)
Interest income that would have been recorded if the nonaccrual loans had been current in accordance with contractual terms during the period	$	22	$	30		$	46		$	61
Interest income that was recorded on nonaccrual loans and included in interest income during the period	6		8			14			11
Impaired Loans  A loan is considered to be impaired when it is deemed probable that not all principal and interest amounts due according to the contractual terms of the loan agreement will be collected. Probable losses from impaired loans are quantified and recorded as a component of the overall allowance for credit losses. Commercial and consumer loans for which we have modified the loan terms as part of a troubled debt restructuring are considered to be impaired loans. Additionally, commercial loans in nonaccrual status, or that have been partially charged-off or assigned a specific allowance for credit losses are also considered impaired loans.
Troubled debt restructurings  Troubled debt restructurings ("TDR Loans") represent loans for which the original contractual terms have been modified to provide for terms that are less than what we would be willing to accept for new loans with comparable risk because of deterioration in the borrower’s financial condition.
Modifications for consumer or commercial loans may include changes to one or more terms of the loan, including, but not limited to, a change in interest rate, extension of the amortization period, reduction in payment amount and partial forgiveness or deferment of principal. A substantial amount of our modifications involve interest rate reductions which lower the amount of interest income we are contractually entitled to receive in future periods. Through lowering the interest rate and other loan term changes, we believe we are able to increase the amount of cash flow that will ultimately be collected from the loan, given the borrower’s financial condition. TDR Loans are reserved for either based on the present value of expected future cash flows discounted at the loans’ original effective interest rates which generally results in a higher reserve requirement for these loans or in the case of certain secured loans, the estimated fair value of the underlying collateral. Once a consumer loan is classified as a TDR Loan, it continues to be reported as such until it is paid off or charged-off. For commercial loans, if subsequent performance is in accordance with the new terms and such terms reflect current market rates at the time of restructure, they will no longer be reported as a TDR Loan beginning in the year after restructuring. Since 2012, there have been no commercial loans that met this criteria and were removed from TDR Loan classification.
The following table presents information about receivables which were modified during the three and six months ended June 30, 2014 and 2013 and as a result of this action became classified as TDR Loans:
	Three Months Ended June 30,					Six Months Ended June 30,
	2014		2013			2014			2013
	(in millions)
Commercial loans:
Construction and other real estate	$	—	$	32		$	—		$	32
Business and corporate banking	11		5			11			9
Other commercial	—		—			10			—
Total commercial	11		37			21			41
Consumer loans:
Residential mortgages	47		49			81			92
Credit cards	1		1			3			1
Total consumer	48		50			84			93
Total	$	59	$	87		$	105		$	134
The weighted-average contractual rate reduction for consumer loans which became classified as TDR Loans during the three and six months ended June 30, 2014 was 1.52 percent and 1.51 percent, respectively, compared with 2.07 percent and 2.06 percent during the three and six months ended June 30, 2013, respectively. The weighted-average contractual rate reduction for commercial loans was not significant in either the number of loans or rate.
The following tables present information about our TDR Loans and the related credit loss reserves for TDR Loans:
	June 30, 2014		December 31, 2013
	(in millions)
TDR Loans(1)(2):
Commercial loans:
Construction and other real estate	$	205	$	292
Business and corporate banking	28		21
Global banking	—		51
Other commercial	—		25
Total commercial	233		389
Consumer loans:
Residential mortgages(3)	959		973
Credit cards	8		8
Total consumer	967		981
Total TDR Loans(4)	$	1,200	$	1,370
	June 30, 2014		December 31, 2013
	(in millions)
Allowance for credit losses for TDR Loans(5):
Commercial loans:
Construction and other real estate	$	2	$	16
Business and corporate banking	5		1
Total commercial	7		17
Consumer loans:
Residential mortgages	58		68
Credit cards	2		2
Total consumer	60		70
Total allowance for credit losses for TDR Loans	$	67	$	87
(1)	TDR Loans are considered to be impaired loans. For consumer loans, all such loans are considered impaired loans regardless of accrual status. For commercial loans, impaired loans include other loans in addition to TDR Loans which totaled $33 million and $92 million at June 30, 2014 and December 31, 2013, respectively.
(2)	The TDR Loan balances included in the table above reflect the current carrying amount of TDR Loans and includes all basis adjustments on the loan, such as unearned income, unamortized deferred fees and costs on originated loans, partial charge-offs and premiums or discounts on purchased loans. The following table reflects the unpaid principal balance of TDR Loans:
	June 30, 2014		December 31, 2013
	(in millions)
Commercial loans:
Construction and other real estate	$	219	$	309
Business and corporate banking	68		60
Global banking	—		51
Other commercial	—		28
Total commercial	287		448
Consumer loans:
Residential mortgages	1,145		1,153
Credit cards	8		8
Total consumer	1,153		1,161
Total	$	1,440	$	1,609
(3)	Includes $725 million and $706 million at June 30, 2014 and December 31, 2013, respectively, of loans that are recorded at the lower of amortized cost or fair value of the collateral less cost to sell.
(4)	Includes $343 million and $458 million at June 30, 2014 and December 31, 2013, respectively, of loans which are classified as nonaccrual.
(5)	Included in the allowance for credit losses.
The following table presents information about average TDR Loans and interest income recognized on TDR Loans:
	Three Months Ended June 30,					Six Months Ended June 30,
	2014		2013			2014			2013
	(in millions)
Average balance of TDR Loans
Commercial loans:
Construction and other real estate	$	220	$	290		$	244		$	307
Business and corporate banking	23		30			22			49
Global banking	—		—			17			—
Other commercial	5		29			12			30
Total commercial	248		349			295			386
Consumer loans:
Residential mortgages	948		890			947			906
Credit cards	8		12			8			13
Total consumer	956		902			955			919
Total average balance of TDR Loans	$	1,204	$	1,251		$	1,250		$	1,305
Interest income recognized on TDR Loans
Commercial loans:
Construction and other real estate	$	2	$	3		$	8		$	5
Other commercial	—		1			—			2
Total commercial	2		4			8			7
Consumer loans:
Residential mortgages	9		8			18			17
Total consumer	9		8			18			17
Total interest income recognized on TDR Loans	$	11	$	12		$	26		$	24
The following table presents loans which were classified as TDR Loans during the previous 12 months which for commercial loans became 90 days or greater contractually delinquent or for consumer loans became 60 days or greater contractually delinquent during the three and six months ended June 30, 2014 and 2013:
	Three Months Ended June 30,					Six Months Ended June 30,
	2014		2013			2014			2013
	(in millions)
Commercial loans:
Construction and other real estate	$	—	$	—		$	12		$	—
Total commercial	—		—			12			—
Consumer loans:
Residential mortgages	9		11			17			24
Total consumer	9		11			17			24
Total	$	9	$	11		$	29		$	24
Impaired commercial loans  The following table summarizes impaired commercial loan statistics:
	Amount with		Amount			Total Impaired			Impairment
	Impairment		without			Commercial			Reserve
	Reserves		Impairment			Loans(1)(2)
			Reserves
	(in millions)
At June 30, 2014
Construction and other real estate	$	19	$	194		$	213		$	4
Business and corporate banking	32		11			43			8
Global banking	—		—			—			—
Other commercial	2		8			10			2
Total	$	53	$	213		$	266		$	14
At December 31, 2013
Construction and other real estate	$	122	$	211		$	333		$	32
Business and corporate banking	28		12			40			3
Global banking	14		51			65			5
Other commercial	1		42			43			—
Total	$	165	$	316		$	481		$	40
(1)	Includes impaired commercial loans that are also considered TDR Loans which totaled $233 million and $389 million at June 30, 2014 and December 31, 2013, respectively.
(2)	The impaired commercial loan balances included in the table above reflect the current carrying amount of the loan and includes all basis adjustments, such as partial charge-offs, unamortized deferred fees and costs on originated loans and any premiums or discounts. The following table reflects the unpaid principal balance of impaired commercial loans included in the table above:
	June 30, 2014		December 31, 2013
	(in millions)
Construction and other real estate	$	232	$	380
Business and corporate banking	93		91
Global banking	—		123
Other commercial	10		47
Total	$	335	$	641
The following table presents information about average impaired commercial loan balances and interest income recognized on the impaired commercial loans:
	Three Months Ended June 30,					Six Months Ended June 30,
	2014		2013			2014			2013
						(in millions)
Average balance of impaired commercial loans:
Construction and other real estate	$	237	$	353		$	269		$	401
Business and corporate banking	36		58			37			74
Global banking	—		18			22			18
Other commercial	15		69			24			71
Total average balance of impaired commercial loans	$	288	$	498		$	352		$	564
Interest income recognized on impaired commercial loans:
Construction and other real estate	$	2	$	4		$	8		$	7
Other commercial	—		2			—			3
Total interest income recognized on impaired commercial loans	$	2	$	6		$	8		$	10
Commercial Loan Credit Quality Indicators  The following credit quality indicators are monitored for our commercial loan portfolio:
Criticized asset classifications  Criticized loan classifications are based on the risk rating standards of our primary regulator. Problem loans are assigned various criticized facility grades. We also assign obligor grades which are used under our allowance for credit losses methodology. The following facility grades are deemed to be criticized:
•	Special Mention – generally includes loans that are protected by collateral and/or the credit worthiness of the customer, but are potentially weak based upon economic or market circumstances which, if not checked or corrected, could weaken our credit position at some future date.
•	Substandard – includes loans that are inadequately protected by the underlying collateral and/or general credit worthiness of the customer. These loans present a distinct possibility that we will sustain some loss if the deficiencies are not corrected. This category also includes certain non-investment grade securities, as required by our principal regulator.
•	Doubtful – includes loans that have all the weaknesses exhibited by substandard loans, with the added characteristic that the weaknesses make collection or liquidation in full of the recorded loan highly improbable. However, although the possibility of loss is extremely high, certain factors exist which may strengthen the credit at some future date, and therefore the decision to charge off the loan is deferred. Loans graded as doubtful are required to be placed in nonaccruing status.
The following table summarizes criticized assets for commercial loans:
	Special Mention		Substandard			Doubtful			Total
	(in millions)
At June 30, 2014
Construction and other real estate	$	287	$	298		$	8		$	593
Business and corporate banking	715		153			4			872
Global banking	70		161			—			231
Other commercial	37		21			1			59
Total	$	1,109	$	633		$	13		$	1,755
At December 31, 2013
Construction and other real estate	$	351	$	346		$	30		$	727
Business and corporate banking	557		156			2			715
Global banking	367		112			5			484
Other commercial	79		33			—			112
Total	$	1,354	$	647		$	37		$	2,038
Nonperforming  The following table summarizes the status of our commercial loan portfolio:
	Performing		Nonaccrual			Accruing Loans			Total
	Loans		Loans			Contractually Past
						Due 90 days or More
	(in millions)
At June 30, 2014
Commercial:
Construction and other real estate	$	9,618	$	64		$	—		$	9,682
Business and corporate banking	15,921		28			7			15,956
Global banking	24,268		—			—			24,268
Other commercial	3,124		2			1			3,127
Total commercial	$	52,931	$	94		$	8		$	53,033
At December 31, 2013
Commercial:
Construction and other real estate	$	8,868	$	166		$	—		$	9,034
Business and corporate banking	14,420		21			5			14,446
Global banking	21,560		65			—			21,625
Other commercial	3,386		2			1			3,389
Total commercial	$	48,234	$	254		$	6		$	48,494
Credit risk profile  The following table shows the credit risk profile of our commercial loan portfolio:
	Investment		Non-Investment			Total
	Grade(1)		Grade
	(in millions)
At June 30, 2014
Construction and other real estate	$	7,159	$	2,523		$	9,682
Business and corporate banking	7,845		8,111			15,956
Global banking	21,140		3,128			24,268
Other commercial	1,608		1,519			3,127
Total commercial	$	37,752	$	15,281		$	53,033
At December 31, 2013
Construction and other real estate	$	6,069	$	2,965		$	9,034
Business and corporate banking	7,279		7,167			14,446
Global banking	18,636		2,989			21,625
Other commercial	1,583		1,806			3,389
Total commercial	$	33,567	$	14,927		$	48,494
(1)	Investment grade includes commercial loans with credit ratings of at least BBB- or above or the equivalent based on our internal credit rating system.
Consumer Loan Credit Quality Indicators   The following credit quality indicators are utilized for our consumer loan portfolio:
Delinquency  The following table summarizes dollars of two-months-and-over contractual delinquency and as a percent of total loans and loans held for sale ("delinquency ratio") for our consumer loan portfolio:
	30-Jun-14				December 31, 2013
	Delinquent Loans		Delinquency		Delinquent Loans			Delinquency
			Ratio					Ratio
	(dollars are in millions)
Consumer:
Residential mortgages	$	1,086	6.73	%	$	1,208		7.59	%
Home equity mortgages	59		3.08		68			3.38
Total residential mortgages(1)	1,145		6.34		1,276			7.11
Credit cards	15		2.2		21			2.46
Other consumer	15		2.78		19			3.32
Total consumer	$	1,175	6.1	%	$	1,316		6.8	%
(1)	At June 30, 2014 and December 31, 2013, residential mortgage loan delinquency includes $983 million and $1,074 million, respectively, of loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell.
Nonperforming   The following table summarizes the status of our consumer loan portfolio:
	Performing		Nonaccrual			Accruing Loans			Total
	Loans		Loans			Contractually Past
						Due 90 days or More
	(in millions)
At June 30, 2014
Consumer:
Residential mortgages	$	15,218	$	879		$	—		$	16,097
Home equity mortgages	1,845		69			—			1,914
Total residential mortgages	17,063		948			—			18,011
Credit cards	670		—			11			681
Other consumer	462		—			11			473
Total consumer	$	18,195	$	948		$	22		$	19,165
At December 31, 2013
Consumer:
Residential mortgages	$	14,877	$	949		$	—		$	15,826
Home equity mortgages	1,934		77			—			2,011
Total residential mortgages	16,811		1,026			—			17,837
Credit cards	840		—			14			854
Other consumer	496		—			14			510
Total consumer	$	18,147	$	1,026		$	28		$	19,201
Troubled debt restructurings  See discussion of impaired loans above for further details on this credit quality indicator.
Concentration of Credit Risk  At June 30, 2014 and December 31, 2013, our loan portfolio included interest-only residential mortgage loans totaling $3,645 million and $3,643 million, respectively. An interest-only residential mortgage loan allows a customer to pay the interest-only portion of the monthly payment for a period of time which results in lower payments during the initial loan period. However, subsequent events affecting a customer's financial position could affect the ability of customers to repay the loan in the future when the principal payments are required which increases the credit risk of this loan type.

Allowance_for_Credit_Losses

Allowance for Credit Losses	6 Months Ended
	Jun. 30, 2014
Receivables [Abstract]	'
Allowance for Credit Losses	'
	Allowance for Credit Losses
	The following table summarizes the changes in the allowance for credit losses by product and the related loan balance by product during the three and six months ended June 30, 2014 and 2013:
		Commercial												Consumer
		Construction			Business			Global			Other			Residential			Home			Credit			Other			Total
		and Other			and Corporate Banking			Banking			Comm’l			Mortgages			Equity			Card			Consumer
		Real Estate															Mortgages
		(in millions)
	Three Months Ended June 30, 2014
	Allowance for credit losses – beginning of period	$	93		$	129		$	67		$	19		$	156		$	52		$	45		$	13		$	574
	Provision charged (credited) to income	6			56			29			(9		)	7			(8		)	4			—			85
	Charge offs	(5		)	(6		)	—			—			(19		)	(3		)	(12		)	(3		)	(48		)
	Recoveries	—			1			—			3			5			1			2			1			13
	Net (charge offs) recoveries	(5		)	(5		)	—			3			(14		)	(2		)	(10		)	(2		)	(35		)
	Allowance for credit losses – end of period	$	94		$	180		$	96		$	13		$	149		$	42		$	39		$	11		$	624
	Three Months Ended June 30, 2013
	Allowance for credit losses – beginning of period	$	116		$	96		$	40		$	17		$	192		$	50		$	42		$	15		$	568
	Provision charged (credited) to income	(14		)	15			29			(4		)	14			13			13			1			67
	Charge offs	(1		)	(9		)	—			—			(13		)	(11		)	(11		)	(3		)	(48		)
	Recoveries	9			1			—			4			3			—			1			—			18
	Net (charge offs) recoveries	8			(8		)	—			4			(10		)	(11		)	(10		)	(3		)	(30		)
	Allowance for credit losses – end of period	$	110		$	103		$	69		$	17		$	196		$	52		$	45		$	13		$	605
	Six Months Ended June 30, 2014
	Allowance for credit losses – beginning of period	$	108		$	112		$	68		$	20		$	186		$	49		$	50		$	13		$	606
	Provision charged (credited) to income	8			75			36			(13		)	(9		)	(6		)	9			1			101
	Charge offs	(24		)	(11		)	(8		)	—			(36		)	(8		)	(23		)	(5		)	(115		)
	Recoveries	2			4			—			6			8			7			3			2			32
	Net (charge offs) recoveries	(22		)	(7		)	(8		)	6			(28		)	(1		)	(20		)	(3		)	(83		)
	Allowance for credit losses – end of period	$	94		$	180		$	96		$	13		$	149		$	42		$	39		$	11		$	624
	Ending balance: collectively evaluated for impairment	$	90		$	172		$	96		$	11		$	93		$	40		$	37		$	11		$	550
	Ending balance: individually evaluated for impairment	4			8			—			2			56			2			2			—			74
	Total allowance for credit losses	$	94		$	180		$	96		$	13		$	149		$	42		$	39		$	11		$	624
	Loans:
	Collectively evaluated for impairment	$	9,469		$	15,913		$	24,268		$	3,117		$	14,290		$	1,895		$	673		$	473		$	70,098
	Individually evaluated for impairment(1)	213			43			—			10			215			19			8			—			508
	Loans carried at lower of amortized cost or fair value less cost to sell	—			—			—			—			1,592			—			—			—			1,592
	Total loans	$	9,682		$	15,956		$	24,268		$	3,127		$	16,097		$	1,914		$	681		$	473		$	72,198
		Commercial												Consumer
		Construction			Business			Global			Other			Residential			Home			Credit			Other			Total
		and Other			and Corporate Banking			Banking			Comm’l			Mortgages			Equity			Card			Consumer
		Real Estate															Mortgages
		(in millions)
	Six Months Ended June 30, 2013
	Allowance for credit losses – beginning of period	$	162		$	97		$	41		$	17		$	210		$	45		$	55		$	20		$	647
	Provision charged (credited) to income	(5		)	17			28			(4		)	11			30			11			—			88
	Charge offs	(59		)	(15		)	—			—			(29		)	(23		)	(23		)	(9		)	(158		)
	Recoveries	12			4			—			4			4			—			2			2			28
	Net (charge offs) recoveries	(47		)	(11		)	—			4			(25		)	(23		)	(21		)	(7		)	(130		)
	Allowance for credit losses – end of period	$	110		$	103		$	69		$	17		$	196		$	52		$	45		$	13		$	605
	Ending balance: collectively evaluated for impairment	$	84		$	91		$	69		$	17		$	122		$	49		$	41		$	13		$	486
	Ending balance: individually evaluated for impairment	26			12			—			—			74			3			4			—			119
	Total allowance for credit losses	$	110		$	103		$	69		$	17		$	196		$	52		$	45		$	13		$	605
	Loans:
	Collectively evaluated for impairment	$	8,064		$	12,323		$	23,321		$	2,941		$	14,057		$	2,151		$	847		$	574		$	64,278
	Individually evaluated for impairment(1)	465			68			18			64			212			21			11			—			859
	Loans carried at lower of amortized cost or fair value less cost to sell	—			—			—			—			1,568			—			—			—			1,568
	Total loans	$	8,529		$	12,391		$	23,339		$	3,005		$	15,837		$	2,172		$	858		$	574		$	66,705
	(1)	For consumer loans and certain small business loans, these amounts represent TDR Loans for which we evaluate reserves using a discounted cash flow methodology. Each loan is individually identified as a TDR Loan and then grouped together with other TDR Loans with similar characteristics. The discounted cash flow analysis is then applied to these groups of TDR Loans. Loans individually evaluated for impairment exclude TDR loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell which totaled $725 million and $657 million at June 30, 2014 and 2013, respectively.

Loans_Held_for_Sale

Loans Held for Sale	6 Months Ended
	Jun. 30, 2014
Receivables [Abstract]	'
Loans Held for Sale	'
	Loans Held for Sale
	Loans held for sale consisted of the following:
		June 30, 2014		December 31, 2013
		(in millions)
	Commercial loans	$	396	$	76
	Consumer loans:
	Residential mortgages	38		91
	Other consumer	66		63
	Total consumer	104		154
	Total loans held for sale	$	500	$	230
	We originate commercial loans in connection with our participation in a number of syndicated credit facilities. Syndicated loans that are originated with the intent of selling them to unaffiliated third parties are classified as commercial loans held for sale. The fair value of commercial loans held for sale under this program was $159 million and $58 million at June 30, 2014 and December 31, 2013, respectively. We have elected to designate all commercial syndicated loans classified as held for sale at fair value under the fair value option. See Note 10, "Fair Value Option," for additional information.
	Commercial loans held for sale also includes $43 million of global banking loans at June 30, 2014, which were transferred to held for sale during the first half of 2014, as well as commercial real estate loans totaling $194 million and $18 million at June 30, 2014 and December 31, 2013, respectively.
	We sell all our agency eligible loan originations servicing released directly to PHH Mortgage Corporation ("PHH Mortgage"). Also included in residential mortgage loans held for sale are subprime residential mortgage loans with a fair value of $23 million and $46 million at June 30, 2014 and December 31, 2013, respectively, which were acquired from unaffiliated third parties and from HSBC Finance Corporation ("HSBC Finance") with the intent of securitizing or selling the loans to third parties. Gains and losses from the sale of residential mortgage loans are reflected as a component of residential mortgage banking revenue in the accompanying consolidated statement of income.
	Loans held for sale are subject to market risk, liquidity risk and interest rate risk, in that their value will fluctuate as a result of changes in market conditions, as well as the credit environment. PHH Mortgage is obligated to purchase agency eligible loans from us as of the earlier of when the customer locks the mortgage loan pricing or when the mortgage loan application is approved. As such, we retain none of the risk of market changes in mortgage rates for these loans.
	Other consumer loans held for sale includes certain student loans which we no longer originate.
	Excluding the commercial loans designated under fair value option discussed above, loans held for sale are recorded at the lower of amortized cost or fair value. While the initial carrying amount of consumer loans held for sale continued to exceed fair value at June 30, 2014, we experienced a decrease in the valuation allowance for consumer loans held for sale during the six months ended June 30, 2014 due primarily to loan sales. The valuation allowance on consumer loans held for sale was $46 million and $77 million at June 30, 2014 and December 31, 2013, respectively. The valuation allowance on commercial loans held for sale was $7 million at June 30, 2014 compared with no allowance at December 31, 2013.

Intangible_Assets

Intangible Assets	6 Months Ended
	Jun. 30, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Intangible Assets	'
	Intangible Assets
	Intangible assets consisted of the following:
		June 30, 2014				December 31, 2013
		(in millions)
	Mortgage servicing rights:
	Residential	$	186			$	227
	Commercial	2				10
	Total mortgage servicing rights	$	188			$	237
	Purchased credit card relationships	50				54
	Favorable lease agreements	2				4
	Total intangible assets	$	240			$	295
	Mortgage Servicing Rights ("MSRs")  A servicing asset is a contract under which estimated future revenues from contractually specified cash flows, such as servicing fees and other ancillary revenues, are expected to exceed the obligation to service the financial assets. We recognize the right to service mortgage loans as a separate and distinct asset at the time they are acquired or when originated loans are sold.
	MSRs are subject to credit, prepayment and interest rate risk, in that their value will fluctuate as a result of changes in these economic variables. Interest rate risk is mitigated through an economic hedging program that uses securities and derivatives to offset changes in the fair value of MSRs. Since the hedging program involves trading activity, risk is quantified and managed using a number of risk assessment techniques.
	Residential mortgage servicing rights  Residential MSRs are initially measured at fair value at the time that the related loans are sold and remeasured at fair value at each reporting date. Changes in fair value of MSRs are reflected in residential mortgage banking revenue in the period in which the changes occur. Fair value is determined based upon the application of valuation models and other inputs. The valuation models incorporate assumptions market participants would use in estimating future cash flows. The reasonableness of these valuation models is periodically validated by reference to external independent broker valuations and industry surveys.
	The following table summarizes the critical assumptions used to calculate the fair value of residential MSRs:
		June 30, 2014			December 31, 2013
	Annualized constant prepayment rate ("CPR")	13.8	%		11.3	%
	Constant discount rate	13.3			12.7
	Weighted average life (in years)	4.6			5.3
	The following table summarizes residential MSRs activity:
		Three Months Ended June 30,							Six Months Ended June 30,
		2014				2013			2014			2013
		(in millions)
	Fair value of MSRs:
	Beginning balance	$	205			$	190		$	227		$	168
	Additions related to loan sales	—				5			—			11
	Changes in fair value due to:
	Change in valuation model inputs or assumptions	(12		)		43			(24		)	69
	Customer payments	(7		)		(13		)	(17		)	(23		)
	Ending balance	$	186			$	225		$	186		$	225
	The outstanding principal balance of serviced for others mortgages, which are not included in the consolidated balance sheet, totaled $25,041 million and $26,951 million at June 30, 2014 and December 31, 2013, respectively.
	Servicing fees collected are included in residential mortgage banking revenue and totaled $17 million and $35 million during the three and six months ended June 30, 2014, respectively, compared with $21 million and $42 million during the three and six months ended June 30, 2013, respectively.
	During the second quarter of 2013, we completed the conversion of our mortgage processing and servicing operations to PHH Mortgage. Under the terms of the agreement, PHH Mortgage provides us with mortgage origination processing services as well as the sub-servicing of our portfolio of owned and serviced for others mortgages with an outstanding principal balance of $42,375 million and $44,039 million at June 30, 2014 and December 31, 2013, respectively. Although we continue to own both the mortgages on our balance sheet and the mortgage servicing rights associated with the serviced loans at the time of conversion, we now sell our agency eligible originations beginning with May 2013 applications to PHH Mortgage on a servicing released basis which results in no new mortgage servicing rights being recognized.
	Commercial mortgage servicing rights  Commercial MSRs represent servicing rights associated with commercial mortgage loans originated and sold to FNMA and FHLMC and are accounted for using the lower of amortized cost or fair value method. During the fourth quarter of 2013, we decided to sell $8 million of our commercial MSRs and, as a result, we considered these assets held for sale at June 30, 2014 and is reflected in other assets on the consolidated balance sheet. As the estimated sales price of these MSRs was in excess of its carrying amount, these MSRs continue to be carried at amortized cost. In July 2014, we completed the sale of these MSRs to a third party for $22 million, which will result in the recognition of a gain of $16 million in the third quarter of 2014.
	Purchased credit card relationships  In March 2012, we purchased from HSBC Finance the account relationships associated with $746 million of credit card receivables which were not included in the sale to Capital One Financial Corporation at a fair value of $108 million. Approximately $43 million of this value was associated with the credit card receivables sold to First Niagara Bank, National Association. The remaining $65 million was included in intangible assets and is being amortized over the estimated useful life of the credit card relationships which is ten years.

Derivative_Financial_Instrumen

Derivative Financial Instruments	6 Months Ended
	Jun. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative Financial Instruments	'
	Derivative Financial Instruments
	In the normal course of business, the derivative instruments entered into are for trading, market making and risk management purposes. For financial reporting purposes, a derivative instrument is designated in one of the following categories: (a) financial instruments held for trading, (b) hedging instruments designated as a qualifying hedge under derivative and hedge accounting principles or (c) a non-qualifying economic hedge. The derivative instruments held are predominantly swaps, futures, options and forward contracts. All derivatives are stated at fair value. Where we enter into enforceable master netting arrangements with counterparties, the master netting arrangements permit us to net those derivative asset and liability positions and to offset cash collateral held and posted with the same counterparty.
	The following table presents the fair value of derivative contracts by major product type on a gross basis. Gross fair values exclude the effects of both counterparty netting as well as collateral, and therefore are not representative of our exposure. The table below presents the amounts of counterparty netting and cash collateral that have been offset in the consolidated balance sheet, as well as cash and securities collateral posted and received under enforceable credit support agreements that do not meet the criteria for netting. Derivative assets and liabilities which are not subject to an enforceable master netting agreement, or are subject to a netting agreement that we have not yet determined to be enforceable, have not been netted in the table below. Where we have received or posted collateral under credit support agreements, but have not yet determined such agreements are enforceable, the related collateral also has not been netted in the table below.
		June 30, 2014								December 31, 2013
		Derivative assets				Derivative liabilities				Derivative assets				Derivative liabilities
		(in millions)
	Derivatives accounted for as fair value hedges(1)
	OTC-cleared(2)	$	20			$	132			$	75			$	20
	Bilateral OTC(2)	60				254				203				192
	Interest rate contracts	80				386				278				212
	Derivatives accounted for as cash flow hedges(1)
	Bilateral OTC(2)	1				18				—				3
	Foreign exchange contracts	1				18				—				3
	OTC-cleared(2)	14				—				16				—
	Bilateral OTC(2)	5				111				16				62
	Interest rate contracts	19				111				32				62
	Total derivatives accounted for as hedges	100				515				310				277
	Trading derivatives not accounted for as hedges(3)
	Exchange-traded(2)	96				37				82				32
	OTC-cleared(2)	21,454				22,595				24,218				25,468
	Bilateral OTC(2)	30,814				30,486				31,097				30,451
	Interest rate contracts	52,364				53,118				55,397				55,951
	Exchange-traded(2)	29				—				7				16
	Bilateral OTC(2)	12,745				11,586				15,422				14,565
	Foreign exchange contracts	12,774				11,586				15,429				14,581
	Equity contract - bilateral OTC(2)	1,421				1,418				1,413				1,412
	Exchange-traded(2)	3				138				181				6
	Bilateral OTC(2)	643				637				1,402				815
	Precious metals contracts	646				775				1,583				821
	OTC-cleared(2)	516				540				576				604
	Bilateral OTC(2)	3,283				3,369				4,079				4,104
	Credit contracts	3,799				3,909				4,655				4,708
	Other derivatives not accounted for as hedges(1)
	Interest rate contracts - bilateral OTC(2)	604				74				470				91
	Foreign exchange contracts - bilateral OTC(2)	1				18				—				44
	Equity contracts - bilateral OTC(2)	806				102				789				148
	Precious metals contracts - bilateral OTC(2)	—				19				—				36
	Credit contracts - bilateral OTC(2)	17				12				9				11
	Total derivatives	72,532				71,546				80,055				78,080
	Less: Gross amounts of receivable / payable subject to enforceable master netting agreements(4)(6)	63,522				63,522				68,616				68,616
	Less: Gross amounts of cash collateral received / posted subject to enforceable master netting agreements(5)(6)	3,128				2,277				3,870				2,116
	Net amounts of derivative assets / liabilities presented in the balance sheet	5,882				5,747				7,569				7,348
	Less: Gross amounts of financial instrument collateral received / posted subject to enforceable master netting agreements but not offset in the consolidated balance sheet	1,247				2,160				1,641				3,094
	Net amounts of derivative assets / liabilities	$	4,635			$	3,587			$	5,928			$	4,254
	(1)	Derivative assets/liabilities related to cash flow hedges, fair value hedges and derivative instruments held for purposes other than for trading are recorded in other assets / interest, taxes and other liabilities on the consolidated balance sheet.
	(2)	Over-the-counter (OTC) derivatives include derivatives executed and settled bilaterally with counterparties without the use of an organized exchange or central clearing house. The credit risk associated with bilateral OTC derivatives is managed through master netting agreements and obtaining collateral. OTC-cleared derivatives are executed bilaterally in the OTC market but then novated to a central clearing counterparty, whereby the central clearing counterparty becomes the counterparty to both of the original counterparties. Exchange traded derivatives are executed directly on an organized exchange that provides pre-trade price transparency. Credit risk is minimized for OTC-cleared derivatives and exchange traded derivatives through daily margining required by central clearing counterparties.
	(3)	Trading related derivative assets/liabilities are recorded in trading assets/trading liabilities on the consolidated balance sheet.
	(4)	Represents the netting of derivative receivable and payable balances for the same counterparty under enforceable netting agreements.
	(5)	Represents the netting of cash collateral posted and received by counterparty under enforceable credit support agreements.
	(6)	Netting is performed at a counterparty level in cases where enforceable master netting and credit support agreements are in place, regardless of the type of derivative instrument. Therefore, we have not attempted to allocate netting to the different types of derivative instruments shown in the table above.
	See Note 17, "Guarantee Arrangements, Pledged Assets and Collateral," for further information on offsetting related to resale and repurchase agreements and securities borrowing and lending arrangements.
	Derivatives Held for Risk Management Purposes  Our risk management policy requires us to identify, analyze and manage risks arising from the activities conducted during the normal course of business. We use derivative instruments as an asset and liability management tool to manage our exposures in interest rate, foreign currency and credit risks in existing assets and liabilities, commitments and forecasted transactions. The accounting for changes in fair value of a derivative instrument will depend on whether the derivative has been designated and qualifies for hedge accounting.
	We designate derivative instruments to offset the fair value risk and cash flow risk arising from fixed-rate and floating-rate assets and liabilities as well as forecasted transactions. We assess the hedging relationships, both at the inception of the hedge and on an ongoing basis, using a regression approach to determine whether the designated hedging instrument is highly effective in offsetting changes in the fair value or the cash flows attributable to the hedged risk. Accounting principles for qualifying hedges require us to prepare detailed documentation describing the relationship between the hedging instrument and the hedged item, including, but not limited to, the risk management objective, the hedging strategy and the methods to assess and measure the ineffectiveness of the hedging relationship. We discontinue hedge accounting when we determine that the hedge is no longer highly effective, the hedging instrument is terminated, sold or expired, the designated forecasted transaction is not probable of occurring, or when the designation is removed by us.
	Fair Value Hedges  In the normal course of business, we hold fixed-rate loans and securities and issue fixed-rate senior and subordinated debt obligations. The fair value of fixed-rate (U.S. dollar and non-U.S. dollar denominated) assets and liabilities fluctuates in response to changes in interest rates or foreign currency exchange rates. We utilize interest rate swaps, forward and futures contracts and foreign currency swaps to minimize the effect on earnings caused by interest rate and foreign currency volatility.
	The changes in the fair value of the hedged item designated in a qualifying hedge are captured as an adjustment to the carrying amount of the hedged item (basis adjustment). If the hedging relationship is terminated and the hedged item continues to exist, the basis adjustment is amortized over the remaining life of the hedged item. We recorded basis adjustments for active fair value hedges which decreased the carrying amount of our debt by less than $1 million and $1 million during the three and six months ended June 30, 2014, compared with an increase in the carrying amount of our debt of less than $1 million and $1 million during the three and six months ended June 30, 2013, respectively. We amortized $2 million and $5 million of basis adjustments related to terminated and/or re-designated fair value hedge relationships during the three and six months ended June 30, 2014 , respectively, compared with $3 million and $7 million during the three and six months ended June 30, 2013, respectively. The total accumulated unamortized basis adjustment amounted to an increase in the carrying amount of our debt of $27 million and $33 million as of June 30, 2014 and December 31, 2013, respectively. Basis adjustments for active fair value hedges of available-for-sale ("AFS") securities increased the carrying amount of the securities by $162 million and $338 million during the three and six months ended June 30, 2014, respectively, compared with decreases in the carrying amount of the securities of $445 million and $600 million during the three and six months ended June 30, 2013, respectively. Total accumulated unamortized basis adjustments for active fair value hedges of available-for-sale securities amounted to an increase in carrying amount of $281 million as of June 30, 2014 compared with a decrease of $84 million as of December 31, 2013, respectively.
	The following table presents information on gains and losses on derivative instruments designated and qualifying as hedging instruments in fair value hedges and the hedged items in fair value hedges and their location on the consolidated statement of income:
		Gain (Loss) on Derivative								Gain (Loss) on Hedged Items								Net Ineffective Gain (Loss) Recognized
		Interest Income				Other Income				Interest Income				Other Income				Other Income
		(Expense)								(Expense)
		(in millions)
	Three Months Ended June 30, 2014
	Interest rate contracts/AFS Securities	$	(64	)		$	(188	)		$	96			$	189			$	1
	Interest rate contracts/subordinated debt	2				—				(1		)		—				—
Total	$	(62	)		$	(188	)		$	95			$	189			$	1
Three Months Ended June 30, 2013
Interest rate contracts/AFS Securities	$	(55	)		$	397			$	111			$	(380	)		$	17
Interest rate contracts/subordinated debt	4				—				(15		)		—				—
Total	$	(51	)		$	397			$	96			$	(380	)		$	17
Six Months Ended June 30, 2014
Interest rate contracts/AFS Securities	$	(127	)		$	(407	)		$	198			$	401			$	(6	)
Interest rate contracts/subordinated debt	6				(1		)		(16		)		1				—
Total	$	(121	)		$	(408	)		$	182			$	402			$	(6	)
Six Months Ended June 30, 2013
Interest rate contracts/AFS Securities	$	(111	)		$	567			$	225			$	(554	)		$	13
Interest rate contracts/subordinated debt	8				(1		)		(30		)		1				—
Total	$	(103	)		$	566			$	195			$	(553	)		$	13
Cash Flow Hedges  We own or issue floating rate financial instruments and enter into forecasted transactions that give rise to variability in future cash flows. As a part of our risk management strategy, we use interest rate swaps, currency swaps and futures contracts to mitigate risk associated with variability in the cash flows. Changes in fair value of a derivative instrument associated with the effective portion of a qualifying cash flow hedge are recognized initially in other comprehensive income. When the cash flows for which the derivative is hedging materialize and are recorded in income or expense, the associated gain or loss from the hedging derivative previously recorded in accumulated other comprehensive income (loss) is reclassified into earnings in the same accounting period in which the designated forecasted transaction or hedged item affects earnings. If a cash flow hedge of a forecasted transaction is de-designated because it is no longer highly effective, or if the hedge relationship is terminated, the cumulative gain or loss on the hedging derivative to that date will continue to be reported in accumulated other comprehensive income (loss) unless it is probable that the hedged forecasted transaction will not occur by the end of the originally specified time period as documented at the inception of the hedge, at which time the cumulative gain or loss is released into earnings. As of June 30, 2014 and December 31, 2013, active cash flow hedge relationships extend or mature through July 2036. During the three and six months ended June 30, 2014, $2 million and $3 million of losses related to terminated and/or de-designated cash flow hedge relationships were amortized to earnings from accumulated other comprehensive income (loss) compared with losses of $3 million and $7 million during the three and six months ended June 30, 2013. During the next twelve months, we expect to amortize $9 million of remaining losses to earnings resulting from these terminated and/or de-designated cash flow hedges. The interest accrual related to the derivative contract is recognized in interest income.
The following table presents information on gains and losses on derivative instruments designated and qualifying as hedging instruments in cash flow hedges (including amounts recognized in accumulated other comprehensive income (loss) ("AOCI") from all terminated cash flow hedges) and their locations on the consolidated statement of income:
	Gain (Loss)								Location of Gain		Gain (Loss)								Location of Gain	Gain (Loss)
	Recognized								(Loss) Reclassified		Reclassed								(Loss)	Recognized
	in AOCI on								from AOCI		From AOCI								Recognized	in Income
	Derivative								into Income (Effective Portion)		into Income								in Income	on the
	(Effective										(Effective								on the Derivative	Derivative
	Portion)										Portion)								(Ineffective Portion and	(Ineffective
																			Amount Excluded from Effectiveness Testing)	Portion)
	2014				2013						2014				2013					2014		2013
	(in millions)
Three Months Ended June 30,
Foreign exchange contracts	$	—			$	—			Interest income (expense)		$	—			$	—			Other income	$	—	$	—
Interest rate contracts	(25		)		84				Interest income (expense)		(2		)		(3		)		Other income	—		1
Total	$	(25	)		$	84					$	(2	)		$	(3	)			$	—	$	1
Six Months Ended June 30,
Foreign exchange contracts	$	1			$	—			Interest income (expense)		$	—			$	—			Other income	$	—	$	—
Interest rate contracts	(61		)		119				Interest income (expense)		(3		)		(7		)		Other income	—		—
Total	$	(60	)		$	119					$	(3	)		$	(7	)			$	—	$	—
Trading Derivatives and Non-Qualifying Hedging Activities  In addition to risk management, we enter into derivative instruments for trading and market making purposes, to repackage risks and structure trades to facilitate clients’ needs for various risk taking and risk modification purposes. We manage our risk exposure by entering into offsetting derivatives with other financial institutions to mitigate the market risks, in part or in full, arising from our trading activities with our clients. In addition, we also enter into buy-protection credit derivatives with other market participants to manage our counterparty credit risk exposure. Where we enter into derivatives for trading purposes, realized and unrealized gains and losses are recognized in trading revenue or residential mortgage banking revenue. Credit losses arising from counterparty risk on over-the-counter derivative instruments and offsetting buy protection credit derivative positions are recognized as an adjustment to the fair value of the derivatives and are recorded in trading revenue.
We have elected the fair value option for certain fixed rate long-term debt issuances as well as hybrid instruments which include all structured notes and structured deposits and have entered into certain derivative contracts related to these debt issuances and hybrid instruments carried at fair value. These derivative contracts are non-qualifying hedges but are considered economic hedges. We have also entered into credit default swaps which are designated as economic hedges against the credit risks within our loan portfolio. In the event of an impairment loss occurring in a loan that is economically hedged, the impairment loss is recognized as provision for credit losses while the gain on the credit default swap is recorded as other income. In addition, we also from time to time have designated certain forward purchase or sale of to-be-announced ("TBA") securities to economically hedge mortgage servicing rights. Changes in the fair value of TBA positions, which are considered derivatives, are recorded in residential mortgage banking revenue. Derivative instruments designated as economic hedges that do not qualify for hedge accounting are recorded at fair value through profit and loss. Realized and unrealized gains and losses are recognized in gain (loss) on instruments designated at fair value and related derivatives, other income or residential mortgage banking revenue while the derivative asset or liability positions are reflected as other assets or other liabilities.
The following table presents information on gains and losses on derivative instruments held for trading purposes and their locations on the consolidated statement of income:
	Location of Gain (Loss)	Amount of Gain (Loss) Recognized in Income on Derivatives
	Recognized in Income on Derivatives	Three Months Ended June 30,								Six Months Ended June 30,
		2014				2013				2014				2013
		(in millions)
Interest rate contracts	Trading revenue	$	(89	)		$	(468	)		$	(32	)		$	(382	)
Interest rate contracts	Residential mortgage banking revenue	22				(34		)		37				(41		)
Foreign exchange contracts	Trading revenue	58				736				83				578
Equity contracts	Trading revenue	—				4				—				2
Precious metals contracts	Trading revenue	10				19				18				61
Credit contracts	Trading revenue	(108		)		(69		)		(115		)		78
Total		$	(107	)		$	188			$	(9	)		$	296
The following table presents information on gains and losses on derivative instruments held for non-qualifying hedging activities and their locations on the consolidated statement of income:
	Location of Gain (Loss)	Amount of Gain (Loss) Recognized in Income on Derivatives
	Recognized in Income on Derivatives	Three Months Ended June 30,								Six Months Ended June 30,
		2014				2013				2014				2013
										(in millions)
Interest rate contracts	Gain (loss) on instruments designated at fair value and related derivatives	$	111			$	(176	)		$	227			$	(238	)
Interest rate contracts	Residential mortgage banking revenue	—				4				—				4
Foreign exchange contracts	Gain (loss) on instruments designated at fair value and related derivatives	9				(44		)		13				(55		)
Equity contracts	Gain (loss) on instruments designated at fair value and related derivatives	258				(75		)		339				240
Precious metals contracts	Gain (loss) on instruments designated at fair value and related derivatives	8				(42		)		24				(42		)
Credit contracts	Gain (loss) on instruments designated at fair value and related derivatives	—				1				1				1
Credit contracts	Other income	(7		)		3				(11		)		3
Total		$	379			$	(329	)		$	593			$	(87	)
Credit-Risk Related Contingent Features  We enter into total return swap, interest rate swap, cross-currency swap and credit default swap contracts, amongst others which contain provisions that require us to maintain a specific credit rating from each of the major credit rating agencies. Sometimes the derivative instrument transactions are a part of broader structured product transactions. If HSBC Bank USA, National Association's ("HSBC Bank USA") credit ratings were to fall below the current ratings, the counterparties to our derivative instruments could demand us to post additional collateral. The amount of additional collateral required to be posted will depend on whether HSBC Bank USA is downgraded by one or more notches and whether the downgrade is in relation to long-term or short-term ratings. The aggregate fair value of all derivative instruments with credit-risk-related contingent features that were in a liability position as of June 30, 2014, was $4,701 million for which we have posted collateral of $3,837 million. The aggregate fair value of all derivative instruments with credit-risk-related contingent features that were in a liability position as of December 31, 2013, was $5,614 million for which we have posted collateral of $5,059 million. Substantially all of the collateral posted is in the form of cash or securities available-for-sale. See Note 17, "Guarantee Arrangements, Pledged Assets and Collateral," for further details.
In the event of a credit downgrade, we currently do not expect HSBC Bank USA’s long-term ratings to go below A2 and A+ or the short-term ratings to go below P-2 and A-1 by Moody’s and Standard & Poor's ("S&P"), respectively. The following tables summarize our obligation to post additional collateral (from the current collateral level) in certain hypothetical commercially reasonable downgrade scenarios. It is not appropriate to accumulate or extrapolate information presented in the tables below to determine our total obligation because the information presented to determine the obligation in hypothetical rating scenarios is not mutually exclusive.
Moody’s	Long-Term Ratings
Short-Term Ratings	A1				A2				A3
	(in millions)
P-1	$	—			$	53			$	182
P-2	1				53				182
S&P	Long-Term Ratings
Short-Term Ratings	AA-				A+				A
	(in millions)
A-1+	$	—			$	—			$	52
A-1	4				4				56
We would be required to post $5 million of additional collateral on total return swaps if HSBC Bank USA is downgraded by S&P and Moody’s by two notches on our long term rating accompanied by one notch downgrade in our short term rating.
Notional Value of Derivative Contracts  The following table summarizes the notional values of derivative contracts:
	June 30, 2014				December 31, 2013
	(in millions)
Interest rate:
Futures and forwards	$	115,127			$	175,468
Swaps	3,694,301				3,645,085
Options written	46,040				85,021
Options purchased	61,121				87,735
	3,916,589				3,993,309
Foreign Exchange:
Swaps, futures and forwards	843,970				804,278
Options written	121,210				82,817
Options purchased	122,574				84,835
Spot	59,786				52,193
	1,147,540				1,024,123
Commodities, equities and precious metals:
Swaps, futures and forwards	47,815				41,123
Options written	12,156				21,531
Options purchased	10,266				21,723
	70,237				84,377
Credit derivatives	303,034				355,286
Total	$	5,437,400			$	5,457,095

Goodwill

Goodwill	6 Months Ended
	Jun. 30, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Goodwill	'
	Goodwill
	During the first half of 2014, there were no events or changes in circumstances to indicate that it is more likely than not that the fair values of any of our reporting units have reduced below their respective carrying amounts.

Fair_Value_Option

Fair Value Option	6 Months Ended
	Jun. 30, 2014
Fair Value Option [Abstract]	'
Fair Value Option	'
	Fair Value Option
	We report our results to HSBC in accordance with its reporting basis, International Financial Reporting Standards ("IFRSs"). We typically have elected to apply fair value option accounting to selected financial instruments to align the measurement attributes of those instruments under U.S. GAAP and IFRSs and to simplify the accounting model applied to those financial instruments. We elected to apply fair value option ("FVO") reporting to commercial syndicated loans held for sale, certain fixed rate long-term debt issuances and hybrid instruments which include all structured notes and structured deposits. Changes in fair value for these assets and liabilities are reported as gain (loss) on instruments designated at fair value and related derivatives in the consolidated statement of income.
	Loans  We elected to apply FVO to certain commercial syndicated loans which are originated with the intent to sell and are included as loans held for sale in the consolidated balance sheet. The election allows us to account for these loans at fair value which is consistent with the manner in which the instruments are managed. Interest from these loans is recorded as interest income in the consolidated statement of income. Because a substantial majority of the loans elected for the fair value option are floating rate assets, changes in their fair value are primarily attributable to changes in loan-specific credit risk factors. The components of gain (loss) related to loans designated at fair value are summarized in the table below. As of June 30, 2014 and December 31, 2013, no loans for which the fair value option has been elected are 90 days or more past due or on nonaccrual status.
	Long-Term Debt (Own Debt Issuances)  We elected to apply FVO for certain fixed-rate long-term debt for which we had applied or otherwise would elect to apply fair value hedge accounting. The election allows us to achieve a similar accounting effect without having to meet the hedge accounting requirements. The own debt issuances elected under FVO are traded in secondary markets and, as such, the fair value is determined based on observed prices for the specific instruments. The observed market price of these instruments reflects the effect of changes to our own credit spreads and interest rates. Interest on the fixed-rate debt accounted for under FVO is recorded as interest expense in the consolidated statement of income. The components of gain (loss) related to long-term debt designated at fair value are summarized in the table below.
	Hybrid Instruments  We elected to apply fair value option accounting to all of our hybrid instruments issued, inclusive of structured notes and structured deposits. The valuation of the hybrid instruments is predominantly driven by the derivative features embedded within the instruments. Cash flows of the hybrid instruments are discounted at an appropriate rate for the applicable duration of the instrument adjusted for our own credit spreads. The credit spreads applied to structured notes are determined with reference to our own debt issuance rates observed in the primary and secondary markets, internal funding rates, and structured note rates in recent executions while the credit spreads applied to structured deposits are determined using market rates currently offered on comparable deposits with similar characteristics and maturities. Interest on this debt is recorded as interest expense in the consolidated statement of income. The components of gain (loss) related to hybrid instruments designated at fair value which reflect the instruments described above are summarized in the table below.
	The following table summarizes the fair value and unpaid principal balance for items we account for under FVO:
		Fair Value			Unpaid Principal Balance
		(in millions)
	At June 30, 2014
	Commercial syndicated loans	$	159		$	159
	Fixed rate long-term debt	2,063			1,750
	Hybrid instruments:
	Structured deposits	7,714			7,472
	Structured notes	6,200			5,787
	At December 31, 2013
	Commercial syndicated loans	$	58		$	59
	Fixed rate long-term debt	1,893			1,750
	Hybrid instruments:
	Structured deposits	7,740			7,539
	Structured notes	5,693			5,377
	Components of Gain (Loss) on Instruments at Fair Value and Related Derivatives  Gain (loss) on instruments designated at fair value and related derivatives includes the changes in fair value related to interest, credit and other risks as well as the mark-to-market adjustment on derivatives related to the financial instrument designated at fair value and net realized gains or losses on these derivatives. The following table summarizes the components of gain (loss) on instruments designated at fair value and related derivatives related to the changes in fair value of the financial instrument accounted for under FVO:
		Loans			Long-Term			Hybrid			Total
					Debt			Instruments
		(in millions)
	Three Months Ended June 30, 2014
	Interest rate and other components(1)	$	—		$	(61	)	$	(330	)	$	(391	)
	Credit risk component(2)(3)	—			(46		)	7			(39		)
	Total mark-to-market on financial instruments designated at fair value	—			(107		)	(323		)	(430		)
	Mark-to-market on the related derivatives	—			50			319			369
	Net realized gain on the related long-term debt derivatives	—			17			—			17
	Gain (loss) on instruments designated at fair value and related derivatives	$	—		$	(40	)	$	(4	)	$	(44	)
	Three Months Ended June 30, 2013
	Interest rate and other components(1)	$	—		$	120		$	204		$	324
	Credit risk component(2)(3)	—			53			54			107
	Total mark-to-market on financial instruments designated at fair value	—			173			258			431
	Mark-to-market on the related derivatives	—			(128		)	(224		)	(352		)
	Net realized gain on the related long-term debt derivatives	—			16			—			16
	Gain (loss) on instruments designated at fair value and related derivatives	$	—		$	61		$	34		$	95
	Six Months Ended June 30, 2014
	Interest rate and other components(1)	$	—		$	(143	)	$	(483	)	$	(626	)
	Credit risk component(2)(3)	—			(27		)	33			6
	Total mark-to-market on financial instruments designated at fair value	—			(170		)	(450		)	(620		)
	Net realized loss on financial instruments	—			—			—			—
	Mark-to-market on the related derivatives	—			120			450			570
	Net realized gain on the related long-term debt derivatives	—			34			—			34
	Gain (loss) on instruments designated at fair value and related derivatives	$	—		$	(16	)	$	—		$	(16	)
	Six Months Ended June 30, 2013
	Interest rate and other components(1)	$	—		$	183		$	(112	)	$	71
	Credit risk component(2)(3)	21			11			87			119
	Total mark-to-market on financial instruments designated at fair value	21			194			(25		)	190
	Net realized loss on financial instruments	(8		)	—			—			(8		)
	Mark-to-market on the related derivatives	—			(190		)	64			(126		)
	Net realized gain on the related long-term debt derivatives	—			32			—			32
	Gain (loss) on instruments designated at fair value and related derivatives	$	13		$	36		$	39		$	88
	(1)	As it relates to hybrid instruments, interest rate and other components includes interest rate, foreign exchange and equity contract risks.
	(2)	During the three and six months ended June 30, 2014, the losses in the credit risk component for long-term debt are attributable to the tightening of our own credit spreads while the gains during the three and six months ended June 30, 2013 are attributable to the widening of our own credit spreads.
	(3)	During the three months ended June 30, 2014, the gains in the credit risk component for hybrid instruments reflect the widening of credit spreads on structured deposits partially offset by the tightening of credit spreads on structured notes. During the six months ended June 30, 2014, the gains in the credit risk component for hybrid instruments are attributable primarily to the widening of credit spreads on structured notes. During the three and six months ended June 30, 2013, the gains in the credit risk component for hybrid instruments are attributable primarily to the widening of credit spreads on structured notes.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income	6 Months Ended
	Jun. 30, 2014
Equity [Abstract]	'
Accumulated Other Comprehensive Income	'
	Accumulated Other Comprehensive Income (Loss)
	Accumulated other comprehensive income (loss) includes certain items that are reported directly within a separate component of shareholders’ equity. The following table presents changes in accumulated other comprehensive income balances:
	Three Months Ended June 30,	2014			2013
		(in millions)
	Unrealized gains (losses) on securities available-for-sale:
	Balance at beginning of period	$	112		$	842
	Other comprehensive income (loss) for period:
	Net unrealized gains (losses) arising during period, net of tax of $110 million and $(398) million, respectively	171			(571		)
	Reclassification adjustment for (gains) losses realized in net income, net of tax of $3 million and $(9) million, respectively(1)	4			(14		)
	Total other comprehensive income (loss) for period	175			(585		)
	Balance at end of period	287			257
	Unrealized losses on other-than-temporarily impaired debt securities held-to-maturity:
	Balance at beginning of period	(59		)	—
	Adjustment to add other-than-temporary impairment due to the consolidation of VIE, net of tax of $(48) million	—			(67		)
	Other comprehensive income for period:
	Reclassification adjustment related to the accretion of unrealized other-than-temporary impairment, net of tax of $1 million(2)	2			—
	Total other comprehensive income for period	2			—
	Balance at end of period	(57		)	(67		)
	Unrealized gains (losses) on derivatives designated as cash flow hedges:
	Balance at beginning of period	(103		)	(178		)
	Other comprehensive income (loss) for period:
	Net gains (losses) arising during period, net of tax of $(10) million and $35 million, respectively	(16		)	49
	Reclassification adjustment for losses realized in net income, net of tax of $1 million and $1 million, respectively(3)	1			2
	Total other comprehensive income (loss) for period	(15		)	51
	Balance at end of period	(118		)	(127		)
	Pension and postretirement benefit liability:
	Balance at beginning and end of period	2			(6		)
	Total accumulated other comprehensive income at end of period	$	114		$	57
	Six Months Ended June 30,	2014			2013
		(in millions)
	Unrealized gains (losses) on securities available-for-sale:
	Balance at beginning of period	$	(18	)	$	992
	Other comprehensive income (loss) for period:
	Net unrealized gains (losses) arising during period, net of tax of $202 million and $(455) million, respectively	315			(649		)
	Reclassification adjustment for gains realized in net income, net of tax of $(6) million and $(60) million, respectively(1)	(10		)	(86		)
	Total other comprehensive income (loss) for period	305			(735		)
	Balance at end of period	287			257
	Unrealized losses on other-than-temporarily impaired debt securities held-to-maturity:
	Balance at beginning of period	(60		)	—
	Adjustment to add other-than-temporary impairment due to the consolidation of a VIE, net of tax of $(48) million	—			(67		)
	Other comprehensive income for period:
	Reclassification adjustment related to the accretion of unrealized other-than-temporary impairment, net of tax of $3 million(2)	3			—
	Total other comprehensive income for period	3			—
	Balance at end of period	(57		)	(67		)
	Unrealized gains (losses) on derivatives designated as cash flow hedges:
	Balance at beginning of period	(83		)	(201		)
	Other comprehensive income (loss) for period:
	Net gains (losses) arising during period, net of tax of $(23) million and $49 million, respectively	(37		)	70
	Reclassification adjustment for losses realized in net income, net of tax of $1 million and $3 million, respectively(3)	2			4
	Total other comprehensive income (loss) for period	(35		)	74
	Balance at end of period	(118		)	(127		)
	Pension and postretirement benefit liability:
	Balance at beginning and end of period	2			(6		)
	Total accumulated other comprehensive income at end of period	$	114		$	57
	(1)	Amount reclassified to net income is included in other securities gains, net in our consolidated statement of income.
	(2)	Amount reclassified to the carrying value of the debt securities is included in securities held-to-maturity in our consolidated balance sheet.
	(3)	Amount reclassified to net income is included in interest income (expense) in our consolidated statement of income.

Pensions_and_Other_Postretirem

Pensions and Other Postretirement Benefits	6 Months Ended
	Jun. 30, 2014
Compensation and Retirement Disclosure [Abstract]	'
Pensions and Other Postretirement Benefits	'
	Pension and Other Postretirement Benefits
	Defined Benefit Pension Plan  The components of pension expense for the defined benefit pension plan recorded in our consolidated statement of income and shown in the table below reflect the portion of pension expense of the combined HSBC North America Pension Plan (either the “HSBC North America Pension Plan” or the “Plan”) which has been allocated to us.
		Three Months Ended June 30,						Six Months Ended June 30,
		2014			2013			2014			2013
		(in millions)
	Service cost – benefits earned during the period	$	1		$	1		$	2		$	2
	Interest cost on projected benefit obligation	18			17			36			34
	Expected return on assets	(21		)	(21		)	(42		)	(41		)
	Recognized losses	9			13			19			26
	Pension expense	$	7		$	10		$	15		$	21
	Pension expense was lower during the three and six months ended June 30, 2014 mainly due to lower recognized losses. During the first quarter of 2014, an additional contribution of $74 million was made to the Plan.
	Postretirement Plans Other Than Pensions  The components of net periodic benefit cost for our postretirement plans other than pension are as follows:
		Three Months Ended June 30,						Six Months Ended June 30,
		2014			2013			2014			2013
		(in millions)
	Interest cost	$	1		$	—		$	1		$	1
	Net periodic postretirement benefit cost	$	1		$	—		$	1		$	1

Related_Party_Transactions

Related Party Transactions	6 Months Ended
	Jun. 30, 2014
Related Party Transactions [Abstract]	'
Related Party Transactions	'
	Related Party Transactions
	In the normal course of business, we conduct transactions with HSBC and its subsidiaries. These transactions occur at prevailing market rates and terms and include funding arrangements, derivative, servicing arrangements, information technology, centralized support services, banking and other miscellaneous services. All extensions of credit by (and certain credit exposures of) HSBC Bank USA to other HSBC affiliates (other than Federal Deposit Insurance Corporation ("FDIC") insured banks) are legally required to be secured by eligible collateral. The following tables and discussions below present the more significant related party balances and the income (expense) generated by related party transactions:
		30-Jun-14			December 31, 2013
		(in millions)
	Assets:
	Cash and due from banks	$	1,347		$	102
	Interest bearing deposits with banks (1)	1,226			631
	Trading assets (2)	15,993			17,082
	Loans	5,080			5,328
	Other (3)	1,168			1,219
	Total assets	$	24,814		$	24,362
	Liabilities:
	Deposits	$	18,676		$	16,936
	Trading liabilities (2)	17,543			19,463
	Short-term borrowings	1,748			1,514
	Long-term debt	3,983			3,987
	Other (3)	511			573
	Total liabilities	$	42,461		$	42,473
	(1)	Includes interest bearing deposits with HSBC Mexico S.A. of $1,100 million and $500 million at June 30, 2014 and December 31, 2013, respectively.
	(2)	Trading assets and trading liabilities do not reflect the impact of netting which allows the offsetting of amounts relating to certain contracts if certain conditions are met. Trading assets and liabilities primarily consist of derivatives contracts.
	(3)	Other assets and other liabilities primarily consist of derivative contracts.
		Three Months Ended June 30,						Six Months Ended June 30,
		2014			2013			2014			2013
		(in millions)
	Income/(Expense):
	Interest income	$	86		$	83		$	123		$	105
	Interest expense	(19		)	(19		)	(37		)	(39		)
	Net interest income	$	67		$	64		$	86		$	66
	Servicing and other fees from HSBC affiliate:
	Fees and commissions:
	HSBC Finance Corporation	$	23		$	26		$	38		$	47
	HSBC Markets (USA) Inc. ("HMUS")	1			4			5			9
	Other HSBC affiliates	12			14			31			30
	Other HSBC affiliates income	15			15			24			27
	Total affiliate income	$	51		$	59		$	98		$	113
	Support services from HSBC affiliates:
	HSBC Finance Corporation	$	(3	)	$	(5	)	$	(6	)	$	(9	)
	HMUS	(51		)	(54		)	(104		)	(106		)
	HSBC Technology & Services (USA) ("HTSU")	(271		)	(242		)	(524		)	(475		)
	Other HSBC affiliates	(60		)	(61		)	(105		)	(96		)
	Total support services from HSBC affiliates	$	(385	)	$	(362	)	$	(739	)	$	(686	)
	Stock based compensation expense with HSBC (1)	$	(10	)	$	(13	)	$	(18	)	$	(22	)
	-1	Employees may participate in one or more stock compensation plans sponsored by HSBC. These expenses are included in Salaries and employee benefits in our consolidated statement of income. Employees also may participate in a defined benefit pension plan and other postretirement plans sponsored by HSBC North America which are discussed in Note 12, "Pension and Other Postretirement Benefits."
	Funding Arrangements with HSBC Affiliates:
	We use HSBC affiliates to fund a portion of our borrowing and liquidity needs. Long-term debt with affiliates reflects $4.0 billion in senior debt with HSBC North America. Of this amount, $1.0 billion is a 5 year floating rate note which matures in August 2014 and $3.0 billion that matures in three equal installments of $1.0 billion in April 2015, 2016 and 2017. The debt bears interest at 90 day U.S. dollar Libor plus a spread, with each maturity at a different spread.
	We have the following funding arrangements available with HSBC affiliates, although there were no outstanding balances at either June 30, 2014 and December 31, 2013:
	•	$1,000 million committed line of credit with HSBC Investment (Bahamas) Limited;
	•	$500 million committed line of credit with HSBC; and
	•	$150 million uncommitted line of credit with HSBC North America Inc. ("HNAI").
	We have also incurred short-term borrowings with certain affiliates, largely related to metals activity. In addition, certain affiliates have also placed deposits with us.
	Lending and Derivative Related Arrangements Extended to HSBC Affiliates:
	At June 30, 2014 and December 31, 2013, we have the following loan balances outstanding with HSBC affiliates:
		30-Jun-14			December 31, 2013
		(in millions)
	HSBC Finance Corporation	$	3,014		$	3,015
	HSBC Markets (USA) Inc. ("HMUS") and subsidiaries	720			199
	HSBC Bank Brasil S.A.	1,100			1,000
	Other short-term affiliate lending	246			1,114
	Total assets	$	5,080		$	5,328
	HSBC Finance Corporation - We have extended a $5.0 billion, 364 day uncommitted unsecured revolving credit agreement to HSBC Finance which allows for borrowings with maturities of up to 15 years. At both June 30, 2014 and December 31, 2013, $3.0 billion was outstanding under this credit agreement with $512 million maturing in September 2017, $1.5 billion maturing in January 2018 and $1.0 billion maturing in September 2018. We have also extended a committed revolving credit facility to HSBC Finance of $1.0 billion which did not have any outstanding balance at either June 30, 2014 or December 31, 2013. This credit facility expires in May 2017.
	HMUS and subsidiaries - We have extended loans and lines, some of them uncommitted, to HMUS and its subsidiaries in the amount of $6.7 billion and $3.8 billion at June 30, 2014 and December 31, 2013, respectively, of which $720 million and $199 million, respectively, was outstanding. The outstanding balances mature at various stages between 2014 and 2017.
	HSBC Bank Brasil S.A. - We have extended uncommitted lines of credit to HSBC Bank Brasil in the amount of $1.1 billion and $1.5 billion at June 30, 2014 and December 31, 2013, respectively, of which $1.1 billion and $1.0 billion, respectively, was outstanding. The outstanding balances mature at various stages between 2014 and 2016.
	We have extended lines of credit to various other HSBC affiliates totaling $2.3 billion which did not have any outstanding balances at either June 30, 2014 and December 31, 2013.
Other short-term affiliate lending - In addition to loans and lines extended to affiliates discussed above, from time to time we may extend loans to affiliates which are generally short term in nature. At June 30, 2014 and December 31, 2013, there were $246 million and $1,114 million, respectively, of these loans outstanding.
HUSI is also committed to provide liquidity facilities to backstop the liquidity risk in Regency, an asset-backed commercial paper conduit consolidated by our affiliate, in relation to assets originated in the U.S. region. The notional amount of the liquidity facilities provided by HUSI to Regency was approximately $2.4 billion as of June 30, 2014, which is less than half of Regency's total liquidity facilities.
As part of a global HSBC strategy to offset interest rate or other market risks associated with debt issues and derivative contracts with unaffiliated third parties, we routinely enter into derivative transactions with HSBC Finance and other HSBC affiliates. The notional value of derivative contracts related to these contracts was approximately $1,138.7 billion and $1,210.6 billion at June 30, 2014 and December 31, 2013, respectively. The net credit exposure (defined as the net fair value of derivative assets and liabilities) related to the contracts was approximately $953 million and $845 million at June 30, 2014 and December 31, 2013, respectively. Our Global Banking and Markets business accounts for these transactions on a mark to market basis, with the change in value of contracts with HSBC affiliates substantially offset by the change in value of related contracts entered into with unaffiliated third parties.
Services Provided Between HSBC Affiliates:
Under multiple service level agreements, we provide services to and receive services from various HSBC affiliates. The following summarizes these activities:
•	Servicing activities for residential mortgage loans across North America are performed both by us and HSBC Finance. As a result, we receive servicing fees from HSBC Finance for services performed on their behalf and pay servicing fees to HSBC Finance for services performed on our behalf. The fees we receive from HSBC Finance are reported in Servicing and other fees from HSBC affiliates. Fees we pay to HSBC Finance are reported in Support services from HSBC affiliates. This includes fees paid for the servicing of residential mortgage loans (with a carrying amount of $907 million and $983 million at June 30, 2014 and December 31, 2013, respectively) that we purchased from HSBC Finance in 2003 and 2004.
•	HSBC North America's technology and certain centralized support services including human resources, corporate affairs, risk management, legal, compliance, tax, finance and other shared services that are centralized within HTSU. HTSU also provides certain item processing and statement processing activities to us. The fees we pay HTSU for the centralized support services and processing activities are included in Support services from HSBC affiliates. We also receive fees from HTSU for providing certain administrative services to them. The fees we receive from HTSU are included in Servicing and other fees from HSBC affiliates. In certain cases, for facilities used by HTSU, we may guarantee their performance under the lease agreements.
•	We use HSBC Global Resourcing (UK) Ltd., an HSBC affiliate located outside of the United States, to provide various support services to our operations including among other areas, customer service, systems, collection and accounting functions. The expenses related to these services are included in Support services from HSBC affiliates.
•	We utilize HSBC Securities (USA) Inc. ("HSI") for broker dealer, debt underwriting, customer referrals, loan syndication and other treasury and traded markets related services, pursuant to service level agreements. Fees charged by HSI for broker dealer, loan syndication services, treasury and traded markets related services are included in Support services from HSBC affiliates. Debt underwriting fees charged by HSI are deferred as a reduction of long-term debt and amortized to interest expense over the life of the related debt. Customer referral fees paid to HSI are netted against customer fee income, which is included in other fees and commissions.
Other Transactions with HSBC Affiliates
We also received revenue from our affiliates for rent on certain office space, which has been recorded as a component of support services from HSBC affiliates. Rental revenue from our affiliates totaled $13 million and $27 million during the three and six months ended June 30, 2014, respectively, compared with $13 million and $25 million during the three and six months ended June 30, 2013, respectively.

Business_Segments

Business Segments	6 Months Ended
	Jun. 30, 2014
Segment Reporting [Abstract]	'
Business Segments	'
	Business Segments
	We have four distinct business segments that we utilize for management reporting and analysis purposes, which are aligned with HSBC's global businesses and business strategy. There have been no changes in the basis of our segmentation or measurement of segment profit as compared with the presentation in our 2013 Form 10-K.
	Our segment results are presented in accordance with IFRSs (a non-U.S. GAAP financial measure) on a legal entity basis ("IFRSs Basis") as operating results are monitored and reviewed, trends are evaluated and decisions about allocating resources, such as employees are made almost exclusively on an IFRSs basis since we report financial information to our parent, HSBC, in accordance with IFRSs. We continue to monitor capital adequacy, establish dividend policy and report to regulatory agencies on a U.S. GAAP legal entity basis.
	A summary of the significant differences between U.S. GAAP and IFRSs as they impact our results are presented in Note 25, "Business Segments," in our 2013 Form 10-K. There have been no significant changes since December 31, 2013 in the differences between U.S. GAAP and IFRSs impacting our results.
	The following table summarizes the results for each segment on an IFRSs basis, as well as provides a reconciliation of total results under IFRSs to U.S. GAAP consolidated totals:
		IFRSs Consolidated Amounts
		RBWM			CMB		GB&M			PB			Other			Adjustments/			Total		IFRSs			IFRSs			U.S. GAAP
																Reconciling					Adjustments(4)			Reclassi-			Consolidated
																Items								fications(5)			Totals
		(in millions)
	Three Months Ended June 30, 2014
	Net interest income(1)	$	212		$	202	$	109		$	56		$	78		$	(4	)	$	653	$	(16	)	$	36		$	673
	Other operating income	104			64		151			25			(38		)	4			310		(6		)	(43		)	261
	Total operating income	316			266		260			81			40			—			963		(22		)	(7		)	934
	Loan impairment charges(3)	21			83		40			—			—			—			144		(52		)	(7		)	85
		295			183		220			81			40			—			819		30			—			849
	Operating expenses(2)	298			174		239			61			28			—			800		76			—			876
	Profit (loss) before income tax expense	$	(3	)	$	9	$	(19	)	$	20		$	12		$	—		$	19	$	(46	)	$	—		$	(27	)
	Three Months Ended June 30, 2013
	Net interest income(1)	$	206		$	172	$	125		$	49		$	(14	)	$	(3	)	$	535	$	(21	)	$	4		$	518
	Other operating income	82			77		295			30			68			3			555		12			(1		)	566
	Total operating income	288			249		420			79			54			—			1,090		(9		)	3			1,084
	Loan impairment charges(3)	21			1		6			—			—			—			28		19			20			67
		267			248		414			79			54			—			1,062		(28		)	(17		)	1,017
	Operating expenses(2)	300			171		250			67			22			—			810		(27		)	(17		)	766
	Profit (loss) before income tax expense	$	(33	)	$	77	$	164		$	12		$	32		$	—		$	252	$	(1	)	$	—		$	251
	Six Months Ended June 30, 2014
	Net interest income(1)	$	410		$	389	$	206		$	105		$	65		$	(9	)	$	1,166	$	(31	)	$	57		$	1,192
	Other operating income	217			132		445			50			(13		)	9			840		(10		)	(69		)	761
	Total operating income	627			521		651			155			52			—			2,006		(41		)	(12		)	1,953
	Loan impairment charges(3)	23			90		55			(5		)	—			—			163		(48		)	(14		)	101
		604			431		596			160			52			—			1,843		7			2			1,852
	Operating expenses(2)	577			332		478			116			53			—			1,556		68			2			1,626
	Profit (loss) before income tax expense	$	27		$	99	$	118		$	44		$	(1	)	$	—		$	287	$	(61	)	$	—		$	226
	Balances at end of period:
	Total assets	$	19,169		$	26,467	$	175,330		$	8,232		$	826		$	—		$	230,024	$	(47,570	)	$	(236	)	$	182,218
	Total loans, net	16,315			25,239		19,957			6,069			—			—			67,580		1,693			2,301			71,574
	Goodwill	581			358		—			325			—			—			1,264		348			—			1,612
	Total deposits	29,138			22,135		31,935			11,822			—			—			95,030		(3,128		)	23,619			115,521
		IFRSs Consolidated Amounts
		RBWM			CMB		GB&M			PB			Other			Adjustments/			Total		IFRSs			IFRSs			U.S. GAAP
																Reconciling					Adjustments(4)			Reclassi-			Consolidated
																Items								fications(5)			Totals
		(in millions)
	Six Months Ended June 30, 2013
	Net interest income(1)	$	421		$	342	$	234		$	94		$	(28	)	$	(7	)	$	1,056	$	(38	)	$	5		$	1,023
	Other operating income	189			142		677			58			51			7			1,124		38			(4		)	1,158
	Total operating income	610			484		911			152			23			—			2,180		—			1			2,181
	Loan impairment charges(3)	53			15		9			1			—			—			78		(4		)	14			88
		557			469		902			151			23			—			2,102		4			(13		)	2,093
	Operating expenses(2)	591			333		480			127			43			—			1,574		(27		)	(13		)	1,534
	Profit (loss) before income tax expense	$	(34	)	$	136	$	422		$	24		$	(20	)	$	—		$	528	$	31		$	—		$	559
	Balances at end of period:
	Total assets	$	19,563		$	20,799	$	197,729		$	7,499		$	1,088		$	—		$	246,678	$	(57,199	)	$	45		$	189,524
	Total loans, net	16,508			19,693		19,975			5,874			—			—			62,050		3,144			906			66,100
	Goodwill	581			358		480			325			—			—			1,744		484			—			2,228
	Total deposits	31,855			21,382		35,524			12,152			—			—			100,913		(5,047		)	15,869			111,735
	(1)	Net interest income of each segment represents the difference between actual interest earned on assets and interest paid on liabilities of the segment adjusted for a funding charge or credit. Segments are charged a cost to fund assets (e.g. customer loans) and receive a funding credit for funds provided (e.g. customer deposits) based on equivalent market rates. The objective of these charges/credits is to transfer interest rate risk from the segments to one centralized unit in Treasury and more appropriately reflect the profitability of segments.
	(2)	Expenses for the segments include fully apportioned corporate overhead expenses.
	(3)	The provision assigned to the segments is based on the segments' net charge offs and the change in allowance for credit losses.
	(4)	Represents adjustments associated with differences between IFRSs and U.S. GAAP bases of accounting.
	(5)	Represents differences in financial statement presentation between IFRSs and U.S. GAAP.

Retained_Earnings_and_Regulato

Retained Earnings and Regulatory Capital Requirements	6 Months Ended
	Jun. 30, 2014
Banking and Thrift [Abstract]	'
Retained Earnings and Regulatory Capital Requirements	'
	Retained Earnings and Regulatory Capital Requirements
	Bank dividends are a major source of funds used for payment by us of shareholder dividends and, along with interest earned on investments, cover our operating expenses which consist primarily of interest on outstanding debt. Any significant dividend from HSBC Bank USA would require the approval of the Office of the Comptroller of the Currency (the "OCC"). Approval is also required if the total of all dividends HSBC Bank USA declares in any year exceeds the cumulative net profits for that year, combined with the profits for the two preceding years reduced by dividends attributable to those years. Under a separate restriction, payment of dividends is prohibited in amounts greater than undivided profits then on hand, after deducting actual losses and bad debts. Bad debts are debts due and unpaid for a period of six months unless well secured, as defined, and in the process of collection.
	The following table summarizes the capital amounts and ratios of HSBC USA and HSBC Bank USA, calculated in accordance with banking regulations in effect as of June 30, 2014 and December 31, 2013:
		30-Jun-14						December 31, 2013
		Capital		Well-Capitalized		Actual		Capital		Well-Capitalized			Actual
		Amount		Minimum Ratio(1)(2)		Ratio		Amount		Minimum Ratio(1)			Ratio(3)
		(dollars are in millions)
	Total capital ratio:
	HSBC USA	$	21,009	10	%	16.01	%	$	20,242	10	%		16.36	%
	HSBC Bank USA	22,603		10	%	18.03		21,324		10			18.03
	Tier 1 capital ratio:
	HSBC USA	15,167		6		11.56		14,409		6			11.65
	HSBC Bank USA	17,011		8		13.57		15,763		6			13.33
	Common equity Tier 1 ratio(4):
	HSBC USA	13,679		4.5		10.42		12,301		5		(5)	9.94
	HSBC Bank USA	17,011		6.5		13.57		15,763		5			13.33
	Tier 1 leverage ratio:
	HSBC USA	15,167		4		8.28		14,409		3		(6)	7.9
	HSBC Bank USA	17,011		5		9.71		15,763		5			9.06
	Risk weighted assets:
	HSBC USA	131,231						123,737
	HSBC Bank USA	125,359						118,285
	(1)	HSBC USA and HSBC Bank USA are categorized as "well-capitalized," as defined by their principal regulators. To be categorized as well-capitalized under regulatory guidelines, a banking institution must have the minimum ratios reflected in the above table, and must not be subject to a directive, order, or written agreement to meet and maintain specific capital levels.
	(2)	As previously discussed, the minimum regulatory ratios for a depository institution to be well-capitalized will increase in 2015 under Basel III, and the new ratios are shown above. The total capital and Tier 1 capital ratios shown above for HSBC USA are the well-capitalized ratios for a bank holding company. There are no common equity Tier 1 or Tier 1 leverage ratio components in the definition of a well-capitalized bank holding company and the ratios shown are the required minimum ratios beginning in 2015.
	(3)	At December 31, 2013, capital ratios were reported according to Basel I rules and reflect the impact of the U.S. market risk final rule (known in the industry as Basel 2.5).
	(4)	Basel III introduces the common equity Tier 1 ratio. For December 31, 2013, the ratios presented are the Tier 1 common ratio calculated under Basel I.
	(5)	There was no Tier 1 common ratio component in the definition of a well-capitalized bank holding company under Basel I. The ratio shown is the required minimum Tier 1 common ratio, calculated under Basel I, as included in the Federal Reserve Board's final rule regarding capital plans for U.S. bank holding companies with total consolidated assets of $50 billion or more.
	(6)	There was no Tier 1 leverage ratio component in the definition of a well-capitalized bank holding company under Basel I. The ratio shown is the minimum required ratio.
	In 2013, U.S. regulators issued a final rule implementing the Basel III capital framework in the U.S. which, for banking organizations such as HSBC North America and HSBC Bank USA, took effect January 1, 2014 with certain provisions being phased in over time through the beginning of 2019. As a result, beginning in 2014, capital ratios are reported in accordance with the Basel III transition rules within the final rule.
	We did not receive any cash capital contributions from our immediate parent, HNAI during the first six months of 2014. We did not make any capital contributions to our subsidiary, HSBC Bank USA, during the six months ended June 30, 2014.

Variable_Interest_Entities

Variable Interest Entities	6 Months Ended
	Jun. 30, 2014
Variable Interest Entities [Abstract]	'
Variable Interest Entities	'
	Variable Interest Entities
	In the ordinary course of business, we have organized special purpose entities ("SPEs") primarily to structure financial products to meet our clients' investment needs, to facilitate clients to access and raise financing from capital markets and to securitize financial assets held to meet our own funding needs. For disclosure purposes, we aggregate SPEs based on the purpose, risk characteristics and business activities of the SPEs. A SPE is a VIE if it lacks sufficient equity investment at risk to finance its activities without additional subordinated financial support or, as a group, the holders of the equity investment at risk lack either a) the power through voting or similar rights to direct the activities of the entity that most significantly impacts the entity's economic performance; or b) the obligation to absorb the entity's expected losses, the right to receive the expected residual returns, or both.
	Variable Interest Entities  We consolidate VIEs in which we hold a controlling financial interest as evidenced by the power to direct the activities of a VIE that most significantly impact its economic performance and the obligation to absorb losses of, or the right to receive benefits from, the VIE that could be potentially significant to the VIE and therefore are deemed to be the primary beneficiary. We take into account our entire involvement in a VIE (explicit or implicit) in identifying variable interests that individually or in the aggregate could be significant enough to warrant our designation as the primary beneficiary and hence require us to consolidate the VIE or otherwise require us to make appropriate disclosures. We consider our involvement to be significant where we, among other things, (i) provide liquidity put options or other liquidity facilities to support the VIE's debt obligations; (ii) enter into derivative contracts to absorb the risks and benefits from the VIE or from the assets held by the VIE; (iii) provide a financial guarantee that covers assets held or liabilities issued; (iv) design, organize and structure the transaction; and (v) retain a financial or servicing interest in the VIE.
	We are required to evaluate whether to consolidate a VIE when we first become involved and on an ongoing basis. In almost all cases, a qualitative analysis of our involvement in the entity provides sufficient evidence to determine whether we are the primary beneficiary. In rare cases, a more detailed analysis to quantify the extent of variability to be absorbed by each variable interest holder is required to determine the primary beneficiary.
	Consolidated VIEs  The following table summarizes assets and liabilities related to our consolidated VIEs as of June 30, 2014 and December 31, 2013 which are consolidated on our balance sheets. Assets and liabilities exclude intercompany balances that eliminate in consolidation.
		30-Jun-14				December 31, 2013
		Consolidated		Consolidated		Consolidated		Consolidated
		Assets		Liabilities		Assets		Liabilities
		(in millions)
	Asset-backed commercial paper conduit:
	Interest bearing deposits with banks	3		—		5		—
	Held-to-maturity securities	157		—		200		—
	Other assets	40		—		45		—
	Other liabilities	—		—		—		3
	Subtotal	200		—		250		3
	Low income housing limited liability partnership:
	Other assets	418		—		457		—
	Long-term debt	—		92		—		92
	Other liabilities	—		71		—		90
	Subtotal	$	418	$	163	$	457	$	182
	Total	$	618	$	163	$	707	$	185
	Asset-backed conduit During 2013, HSBC decided to restructure certain of its asset-backed commercial paper conduit programs to have only one asset-backed commercial paper conduit providing securitized financing to HSBC clients globally. As part of this initiative, our commercial paper conduit otherwise known as Bryant Park is no longer transacting new business and certain existing Bryant Park customer transactions have been refinanced by an existing commercial paper conduit currently consolidated by HSBC Bank plc. Bryant Park continues to exist but only to fund select legacy assets it currently holds. Upon completion of the restructure in 2013, HSBC Bank USA became the primary beneficiary of Bryant Park at which time Bryant Park became included in our consolidated results.
	Low income housing limited liability partnership  In 2009, all low income housing investments held by us were transferred to a Limited Liability Partnership ("LLP") in exchange for debt and equity while a third party invested cash for an equity interest that is mandatorily redeemable at a future date. The LLP was created in order to ensure the utilization of future tax benefits from these low income housing tax projects. The LLP was deemed to be a VIE as it does not have sufficient equity investment at risk to finance its activities. Upon entering into this transaction, we concluded that we are the primary beneficiary of the LLP due to the nature of our continuing involvement and, as a result, consolidate the LLP and report the equity interest issued to the third party investor in other liabilities and the assets of the LLP in other assets on our consolidated balance sheet. The investments held by the LLP represent equity investments in the underlying low income housing partnerships for which the LLP applies equity-method accounting. The LLP does not consolidate the underlying partnerships because it does not have the power to direct the activities of the partnerships that most significantly impact the economic performance of the partnerships.
	Unconsolidated VIEs  We also have variable interests in other VIEs that are not consolidated because we are not the primary beneficiary. The following table provides additional information on these unconsolidated VIEs, including the variable interests held by us and our maximum exposure to loss arising from our involvements in these VIEs, as of June 30, 2014 and December 31, 2013:
		Variable Interests		Variable Interests		Total Assets in		Maximum
		Held Classified		Held Classified		Unconsolidated		Exposure
		as Assets		as Liabilities		VIEs		to Loss
		(in millions)
	At June 30, 2014
	Asset-backed commercial paper conduits	$	42	$	—	$	12,407	$	2,354
	Structured note vehicles	2,830		8		6,085		5,929
	Total	$	2,872	$	8	$	18,492	$	8,283
	At December 31, 2013
	Asset-backed commercial paper conduits	$	417	$	—	$	17,044	$	2,560
	Structured note vehicles	2,272		55		6,190		5,888
	Total	$	2,689	$	55	$	23,234	$	8,448
	Information on the types of variable interest entities with which we are involved, the nature of our involvement and the variable interests held in those entities is presented below.
	Asset-backed commercial paper ("ABCP") conduits  Separately from the Bryant Park facility discussed above, we provide liquidity facilities to Regency, a multi-seller ABCP conduit consolidated by our affiliate. Customers sell financial assets, such as trade receivables, to Regency, which funds the purchases by issuing short-term highly-rated commercial paper collateralized by the assets acquired. We, along with other financial institutions, provide liquidity facilities to Regency in the form of lines of credit or asset purchase commitments. These liquidity facilities support transactions associated with a specific seller of assets to the conduit and we would only be required to provide support in the event of certain triggers associated with those transactions and assets. Our obligations are generally pari passu with those of other institutions that also provide liquidity support to the same conduit or for the same transactions. We do not provide any program-wide credit enhancements to ABCP conduits.
	Each seller of assets to an ABCP conduit typically provides credit enhancements in the form of asset overcollateralization and, therefore, bears the risk of first loss related to the specific assets transferred. We do not transfer our own assets to Regency. We also do not provide the majority of the liquidity facilities to Regency. We have no ownership interests in, perform no administrative duties for, and do not service any of the assets held by Regency. We are not the primary beneficiary and do not consolidate Regency. Credit risk related to the liquidity facilities provided is managed by subjecting these facilities to our normal underwriting and risk management processes. The $2,354 million maximum exposure to loss presented in the table above represents the maximum amount of loans and asset purchases we could be required to fund under the liquidity facilities. The maximum loss exposure is estimated assuming the facilities are fully drawn and the underlying collateralized assets are in default with zero recovery value.
	Structured note vehicles  Our involvement in structured note vehicles includes derivatives such as interest rate and currency swaps and investments in the vehicles' debt instruments. With respect to several of these VIEs, we hold variable interests in the form of total return swaps under which we receive the total return on certain assets held by the VIE and pay a market rate of return.
	We also hold credit default swaps with these structured note VIEs under which we receive credit protection on specified reference assets in exchange for the payment of a premium. Through these derivatives, the VIEs assume the credit risk associated with the reference assets which are then passed on to the holders of the debt instruments they issue. Because they create rather than absorb variability, the credit default swaps we hold are not considered variable interests. In limited circumstances, we entered into total return swaps taking on the risks and benefits of certain structured notes issued by unconsolidated VIEs. The same risks and benefits are passed on to third party entities through back-end total return swaps. We earn a spread for facilitating the transaction. Our maximum exposure to loss is the notional amount of the structured notes covered by the swap. The maximum exposure to loss will occur in the unlikely scenario where the value of the structured notes is reduced to zero and, at the same time, the counterparty of the back-end swap defaults with zero recovery.
	We record all investments in, and derivative contracts with, unconsolidated structured note vehicles at fair value on our consolidated balance sheet. Our maximum exposure to loss is limited to the recorded amounts of these instruments or, where applicable, the notional amount of the derivatives wrapping the structured notes.
	Beneficial interests issued by third-party sponsored securitization entities  We hold certain beneficial interests such as mortgage-backed securities issued by third party sponsored securitization entities which may be considered VIEs. The investments are transacted at arm's-length and decisions to invest are based on a credit analysis of the underlying collateral assets or the issuer. We are a passive investor in these issuers and do not have the power to direct the activities of these issuers. As such, we do not consolidate these securitization entities. Additionally, we do not have other involvements in servicing or managing the collateral assets or provide financial or liquidity support to these issuers which potentially give rise to risk of loss exposure. These investments are an integral part of the disclosure in Note 3, "Securities," and Note 18, "Fair Value Measurements," and, therefore, are not disclosed in this note to avoid redundancy.

Guarantee_Arrangements_and_Ple

Guarantee Arrangements and Pledged Assets and Collateral	6 Months Ended
	Jun. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Guarantee Arrangements and Pledged Assets and Collateral	'
	Guarantee Arrangements, Pledged Assets and Collateral
	Guarantee Arrangements As part of our normal operations, we enter into credit derivatives and various off-balance sheet guarantee arrangements with affiliates and third parties. These arrangements arise principally in connection with our lending and client intermediation activities and include standby letters of credit and certain credit derivative transactions. The contractual amounts of these arrangements represent our maximum possible credit exposure in the event that we are required to fulfill the maximum obligation under the contractual terms of the guarantee.
	The following table presents total carrying value and contractual amounts of our sell protection credit derivatives and major off-balance sheet guarantee arrangements as of June 30, 2014 and December 31, 2013. Following the table is a description of the various arrangements.
		30-Jun-14								December 31, 2013
		Carrying				Notional/Maximum				Carrying				Notional/Maximum
		Value				Exposure to Loss				Value				Exposure to Loss
		(in millions)
	Credit derivatives(1)(4)	$	1,047			$	149,540			$	545			$	180,380
	Financial standby letters of credit, net of participations(2)(3)	—				5,491				—				5,237
	Performance (non-financial) guarantees(3)	—				2,904				—				3,172
	Liquidity asset purchase agreements(3)	—				2,354				—				2,560
	Total	$	1,047			$	160,289			$	545			$	191,349
	(1)	Includes $36,920 million and $34,856 million of notional issued for the benefit of HSBC affiliates at June 30, 2014 and December 31, 2013, respectively.
	(2)	Includes $842 million and $865 million issued for the benefit of HSBC affiliates at June 30, 2014 and December 31, 2013, respectively.
	(3)	For standby letters of credit and liquidity asset purchase agreements, maximum loss represents losses to be recognized assuming the letter of credit and liquidity facilities have been fully drawn and the obligors have defaulted with zero recovery.
	(4)	For credit derivatives, the maximum loss is represented by the notional amounts without consideration of mitigating effects from collateral or recourse arrangements.
	Credit-Risk Related Guarantees
	Credit derivatives  Credit derivatives are financial instruments that transfer the credit risk of a reference obligation from the credit protection buyer to the credit protection seller who is exposed to the credit risk without buying the reference obligation. We sell credit protection on underlying reference obligations (such as loans or securities) by entering into credit derivatives, primarily in the form of credit default swaps, with various institutions. We account for all credit derivatives at fair value. Where we sell credit protection to a counterparty that holds the reference obligation, the arrangement is effectively a financial guarantee on the reference obligation. Under a credit derivative contract, the credit protection seller will reimburse the credit protection buyer upon occurrence of a credit event (such as bankruptcy, insolvency, restructuring or failure to meet payment obligations when due) as defined in the derivative contract, in return for a periodic premium. Upon occurrence of a credit event, we will pay the counterparty the stated notional amount of the derivative contract and receive the underlying reference obligation. The recovery value of the reference obligation received could be significantly lower than its notional principal amount when a credit event occurs.
	Certain derivative contracts are subject to master netting arrangements and related collateral agreements. A party to a derivative contract may demand that the counterparty post additional collateral in the event its net exposure exceeds certain predetermined limits and when the credit rating falls below a certain grade. We set the collateral requirements by counterparty such that the collateral covers various transactions and products, and is not allocated to specific individual contracts.
	We manage our exposure to credit derivatives using a variety of risk mitigation strategies where we enter into offsetting hedge positions or transfer the economic risks, in part or in entirety, to investors through the issuance of structured credit products. We actively manage the credit and market risk exposure in the credit derivative portfolios on a net basis and, as such, retain no or a limited net sell protection position at any time. The following table summarizes our net credit derivative positions as of June 30, 2014 and December 31, 2013:
		30-Jun-14								December 31, 2013
		Carrying (Fair)				Notional				Carrying (Fair)				Notional
		Value								Value
		(in millions)
	Sell-protection credit derivative positions	$	1,047			$	149,540			$	545			$	180,380
	Buy-protection credit derivative positions	(1,056		)		153,494				(505		)		174,906
	Net position(1)	$	(9	)		$	(3,954	)		$	40			$	5,474
	(1)	Positions are presented net in the table above to provide a complete analysis of our risk exposure and depict the way we manage our credit derivative portfolio. The offset of the sell-protection credit derivatives against the buy-protection credit derivatives may not be legally binding in the absence of master netting agreements with the same counterparty. Furthermore, the credit loss triggering events for individual sell protection credit derivatives may not be the same or occur in the same period as those of the buy protection credit derivatives thereby not providing an exact offset.
	Standby letters of credit  A standby letter of credit is issued to a third party for the benefit of a customer and is a guarantee that the customer will perform or satisfy certain obligations under a contract. It irrevocably obligates us to pay a specified amount to the third party beneficiary if the customer fails to perform the contractual obligation. We issue two types of standby letters of credit: performance and financial. A performance standby letter of credit is issued where the customer is required to perform some nonfinancial contractual obligation, such as the performance of a specific act, whereas a financial standby letter of credit is issued where the customer's contractual obligation is of a financial nature, such as the repayment of a loan or debt instrument. As of June 30, 2014, the total amount of outstanding financial standby letters of credit (net of participations) and performance guarantees were $5,491 million and $2,904 million, respectively. As of December 31, 2013, the total amount of outstanding financial standby letters of credit (net of participations) and performance guarantees were $5,237 million and $3,172 million, respectively.
	The issuance of a standby letter of credit is subject to our credit approval process and collateral requirements. We charge fees for issuing letters of credit commensurate with the customer's credit evaluation and the nature of any collateral. Included in other liabilities are deferred fees on standby letters of credit, which represent the value of the stand-ready obligation to perform under these guarantees, amounting to $41 million and $46 million at June 30, 2014 and December 31, 2013, respectively. Also included in other liabilities is an allowance for credit losses on unfunded standby letters of credit of $19 million and $18 million at June 30, 2014 and December 31, 2013, respectively.
	The following table summarizes the credit ratings of credit risk related guarantees including the credit ratings of counterparties against which we sold credit protection and financial standby letters of credit as of June 30, 2014 as an indicative proxy of payment risk:
		Average		Credit Ratings of the Obligors or the Transactions
		Life
	Notional/Contractual Amounts	(in years)		Investment				Non-Investment				Total
				Grade				Grade
		(dollars are in millions)
	Sell-protection Credit Derivatives(1)
	Single name credit default swaps ("CDS")	2.5		$	96,763			$	18,760			$	115,523
	Structured CDS	2.1		11,139				1,565				12,704
	Index credit derivatives	2.8		17,148				194				17,342
	Total return swaps	3.3		3,553				418				3,971
	Subtotal			128,603				20,937				149,540
	Standby Letters of Credit(2)	1.1		6,222				2,173				8,395
	Total			$	134,825			$	23,110			$	157,935
	(1)	The credit ratings in the table represent external credit ratings for classification as investment grade and non-investment grade.
	(2)	External ratings for most of the obligors are not available. Presented above are the internal credit ratings which are developed using similar methodologies and rating scale equivalent to external credit ratings for purposes of classification as investment grade and non-investment grade.
	Our internal groupings are determined based on HSBC's risk rating systems and processes which assign a credit grade based on a scale which ranks the risk of default of a customer. The groupings are determined and used for managing risk and determining level of credit exposure appetite based on the customer's operating performance, liquidity, capital structure and debt service ability. In addition, we also incorporate subjective judgments into the risk rating process concerning such things as industry trends, comparison of performance to industry peers and perceived quality of management. We compare our internal risk ratings to outside external rating agency benchmarks, where possible, at the time of formal review and regularly monitor whether our risk ratings are comparable to the external ratings benchmark data.
	A non-investment grade rating of a referenced obligor has a negative impact to the fair value of the credit derivative and increases the likelihood that we will be required to perform under the credit derivative contract. We employ market-based parameters and, where possible, use the observable credit spreads of the referenced obligors as measurement inputs in determining the fair value of the credit derivatives. We believe that such market parameters are more indicative of the current status of payment/performance risk than external ratings by the rating agencies which may not be forward-looking in nature and, as a result, lag behind those market-based indicators.
	Mortgage Loan Repurchase Obligations
	Sale of mortgage loans  In the ordinary course of business, we originate and sell mortgage loans and provide various representations and warranties related to, among other things, the ownership of the loans, the validity of the liens, the loan selection and origination process, and the compliance to the origination criteria established by the agencies. In the event of a breach of our representations and warranties, we may be obligated to repurchase the loans with identified defects or to indemnify the buyers. Our contractual obligation arises only when the breach of representations and warranties are discovered and repurchase is demanded. Historically, these sales had been primarily to government sponsored entities ("GSEs") and, as a result of the settlements discussed in further detail below, the repurchase exposure associated with these sales has been substantially resolved. In addition, with the conversion of our mortgage processing and servicing operations to PHH Mortgage in the second quarter of 2013, new agency eligible originations beginning with May 2013 applications are sold directly to PHH Mortgage and PHH Mortgage is responsible for origination representations and warranties for all loans purchased.
	During the fourth quarter of 2013, we entered into a settlement with FNMA for $83 million which settled our liability for substantially all loans sold to FNMA between January 1, 2000 and June 26, 2012. The settlement resulted in a release of $15 million in repurchase reserves previously provided for this exposure. During the first quarter of 2014, we entered into a similar settlement with the FHLMC for $25 million, reflected in realized losses in the liability rollforward below, which settled our liability for substantially all loans sold to FHLMC from January 1, 2000 through 2013. As a result of the settlement and a re-assessment of the residual exposure, we released $34 million in repurchase reserves. We continue to maintain repurchase reserves for FNMA and FHLMC exposure associated with residual risk not covered by the settlement agreements.
	The following table provides information about outstanding repurchase demands received from GSEs and other third parties at June 30, 2014 and December 31, 2013:
		June 30, 2014				December 31, 2013
		(in millions)
	GSEs	$	3			$	41
	Others	—				3
	Total(1)	$	3			$	44
	(1)	Includes repurchase demands on loans sourced from our legacy broker channel of $1 million and $26 million at June 30, 2014 and December 31, 2013, respectively.
	In estimating our repurchase liability arising from breaches of representations and warranties, we consider historical losses on residual risks not covered by settlement agreements adjusted for any risk factors not captured in the historical losses.
	The following table summarizes the change in our estimated repurchase liability for loans sold to the GSEs and other third parties during the three and six months ended June 30, 2014 and 2013 for obligations arising from the breach of representations and warranties associated with the sale of these loans:
		Three Months Ended June 30,								Six Months Ended June 30,
		2014				2013				2014				2013
		(in millions)
Balance at beginning of period	$	36			$	211			$	99			$	219
Increase (decrease) in liability recorded through earnings	—				23				(34		)		36
Realized losses	(2		)		(17		)		(31		)		(38		)
Balance at end of period	$	34			$	217			$	34			$	217
Our remaining mortgage repurchase liability of $34 million at June 30, 2014 represents our best estimate of the loss that has been incurred including interest, resulting from various representations and warranties in the contractual provisions of our mortgage loan sales adjusted for settlements reached with counterparties. Because the level of mortgage loan repurchase losses is dependent upon economic factors, investor demand strategies and other external risk factors such as housing market trends that may change, the level of the liability for mortgage loan repurchase losses requires significant judgment. We have seen recent changes in investor demand trends and continue to evaluate our methods of determining the best estimate of loss based on these recent trends. As these estimates are influenced by factors outside our control, there is uncertainty inherent in these estimates making it reasonably possible that they could change. The range of reasonably possible losses in excess of our recorded repurchase liability is between zero and $30 million at June 30, 2014. This estimated range of reasonably possible losses was determined based upon modifying the assumptions utilized in our best estimate of probable losses to reflect what we believe to be reasonably possible adverse assumptions.
Written Put Options, Non Credit-Risk Related and Indemnity Arrangements
Liquidity asset purchase agreements  We provide liquidity facilities to Regency, a multi-seller ABCP conduit consolidated by our affiliate. Regency finances the purchase of individual assets by issuing commercial paper to third party investors. Each liquidity facility is transaction specific and has a maximum limit. Pursuant to the liquidity agreements, we are obligated, subject to certain limitations, to advance funds in an amount not to exceed the face value of the commercial paper in the event Regency is unable or unwilling to refinance its commercial paper. A liquidity asset purchase agreement is economically a conditional written put option issued to the conduit where the exercise price is the face value of the commercial paper. As of June 30, 2014 and December 31, 2013, we had issued $2,354 million and $2,560 million, respectively, of liquidity facilities to provide liquidity support to ABCP conduits. See Note 16, "Variable Interest Entities," for further information.
Clearinghouses and exchanges  We are a member of various exchanges and clearinghouses that trade and clear securities and/or derivatives contracts. Under the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010, members of a clearinghouse may be required to contribute to a guaranty fund to backstop members' obligations to the clearinghouse. As a member, we may be required to pay a proportionate share of the financial obligations of another member who defaults on its obligations to the exchange or the clearinghouse. Our guarantee obligations would arise only if the exchange or clearinghouse had exhausted its resources. Any potential contingent liability under these membership agreements cannot be estimated.
Pledged Assets  Pledged assets included in the consolidated balance sheet consisted of the following:
	June 30, 2014				December 31, 2013
	(in millions)
Interest bearing deposits with banks	$	324			$	355
Trading assets(1)	3,051				1,296
Securities available-for-sale(2)	15,307				21,346
Securities held-to-maturity	327				362
Loans(3)	3,732				3,969
Other assets(4)	2,904				2,904
Total	$	25,645			$	30,232
(1)	Trading assets are primarily pledged against liabilities associated with repurchase agreements.
(2)	Securities available-for-sale are primarily pledged against derivatives, public fund deposits, trust deposits and various short-term and long term borrowings, as well as providing capacity for potential secured borrowings from the Federal Home Loan Bank and the Federal Reserve Bank.
(3)	Loans are primarily residential mortgage loans pledged against long-term borrowings from the Federal Home Loan Bank.
(4)	Other assets represent cash on deposit with non-banks related to derivative collateral support agreements.
Debt securities pledged as collateral that can be sold or repledged by the secured party continue to be reported on the consolidated balance sheet. The fair value of securities available-for-sale that can be sold or repledged was $5,342 million and $10,950 million at June 30, 2014 and December 31, 2013, respectively. The fair value of trading assets that can be sold or repledged was $3,051 million and $1,296 million at June 30, 2014 and December 31, 2013, respectively.
The fair value of collateral we accepted but not reported on the consolidated balance sheet that can be sold or repledged was $7,345 million and $4,187 million at June 30, 2014 and December 31, 2013, respectively. This collateral was obtained under security resale agreements. Of this collateral, $3,522 million and $2,771 million has been sold or repledged as collateral under repurchase agreements or to cover short sales at June 30, 2014 and December 31, 2013, respectively.
Securitization Activity  In addition to the repurchase risk described above, we have also been involved as a sponsor/seller of loans used to facilitate whole loan securitizations underwritten by our affiliate, HSI. In this regard, we began acquiring residential mortgage loans in 2005 which were warehoused on our balance sheet with the intent of selling them to HSI to facilitate HSI’s whole loan securitization program which was discontinued in 2007. During 2005-2007, we purchased and sold $24 billion of such loans to HSI which were subsequently securitized and sold by HSI to third parties. See "Mortgage Securitization Activity and Litigation" in Note 20, "Litigation and Regulatory Matters," for additional discussion of related exposure.
Offsetting of Resale and Repurchase Agreements and Securities Borrowing and Lending Agreements
We enter into purchases and borrowings of securities under agreements to resell (resale agreements) and sales of securities under agreements to repurchase (repurchase agreements) identical or substantially the same securities. Resale and repurchase agreements are generally accounted for as secured lending and secured borrowing transactions, respectively.
The amounts advanced under resale agreements and the amounts borrowed under repurchase agreements are carried on the consolidated balance sheets at the amount advanced or borrowed, plus accrued interest to date. Interest earned on resale agreements is reported as interest income. Interest paid on repurchase agreements is reported as interest expense. We offset resale and repurchase agreements executed with the same counterparty under legally enforceable netting agreements that meet the applicable netting criteria as permitted by generally accepted accounting principles.
Repurchase agreements may require us to deposit cash or other collateral with the lender. In connection with resale agreements, it is our policy to obtain possession of collateral, which may include the securities purchased, with market value in excess of the principal amount loaned. The market value of the collateral subject to the resale and repurchase agreements is regularly monitored, and additional collateral is obtained or provided when appropriate, to ensure appropriate collateral coverage of these secured financing transactions.
The following table provides information about repurchase agreements and resell agreements that are subject to offset as of June 30, 2014 and December 31, 2013:
											Gross Amounts Not Offset in the Balance Sheet
	Gross Amounts Recognized				Gross Amounts Offset in the Balance Sheet(1)			Net Amounts Presented in the Balance Sheet			Financial Instruments (2)			Cash Collateral Received / Pledged		Net Amount (3)
	(in millions)
As of June 30, 2014:
Assets:
Securities purchased under agreements to resell	$	7,745			5,434			2,311			2,311			—		$	—
Liabilities:
Securities sold under repurchase agreements	$	11,915			5,434			6,481			6,481			—		$	—
As of December 31, 2013:
Assets:
Securities purchased under agreements to resell	$	4,187			2,068			2,119			2,118			—		$	1
Liabilities:
Securities sold under repurchase agreements	$	14,989			2,068			12,921			12,913			—		$	8
(1)	Represents recognized amount of resale and repurchase agreements with counterparties subject to legally enforceable netting agreements that meet the applicable netting criteria as permitted by generally accepted accounting principles.
(2)	Represents securities received or pledged to cover financing transaction exposures.
(3)	Represents the amount of our exposure that is not collateralized / covered by pledged collateral.

Fair_Value_Measurements

Fair Value Measurements	6 Months Ended
	Jun. 30, 2014
Fair Value Disclosures [Abstract]	'
Fair Value Measurements	'
	Fair Value Measurements
	Accounting principles related to fair value measurements provide a framework for measuring fair value that focuses on the exit price that would be received to sell an asset or paid to transfer a liability in the principal market (or in the absence of the principal market, the most advantageous market) accessible in an orderly transaction between willing market participants (the "Fair Value Framework"). Where required by the applicable accounting standards, assets and liabilities are measured at fair value using the "highest and best use" valuation premise. Fair value measurement guidance clarifies that financial instruments do not have alternative use and, as such, the fair value of financial instruments should be determined using an “in-exchange” valuation premise. However, the fair value measurement literature provides a valuation exception and permits an entity to measure the fair value of a group of financial assets and financial liabilities with offsetting credit risks and/or market risks based on the exit price it would receive or pay to transfer the net risk exposure of a group of assets or liabilities if certain conditions are met. We elected to apply the measurement exception to a group of derivative instruments with offsetting credit risks and market risks, which primarily relate to interest rate, foreign currency, debt and equity price risk, and commodity price risk as of the reporting date.
	Fair Value Adjustments  The best evidence of fair value is quoted market price in an actively traded market, where available. In the event listed price or market quotes are not available, valuation techniques that incorporate relevant transaction data and market parameters reflecting the attributes of the asset or liability under consideration are applied. Where applicable, fair value adjustments are made to ensure the financial instruments are appropriately recorded at fair value. The fair value adjustments reflect the risks associated with the products, contractual terms of the transactions, and the liquidity of the markets in which the transactions occur. The fair value adjustments are broadly categorized by the following major types:
	Credit risk adjustment - The credit risk adjustment is an adjustment to a group of financial assets and financial liabilities, predominantly derivative assets and derivative liabilities, to reflect the credit quality of the parties to the transaction in arriving at fair value. A credit valuation adjustment to a financial asset is required to reflect the default risk of the counterparty. A debit valuation adjustment to a financial liability is recorded to reflect the default risk of HUSI.
	For derivative instruments, we calculate the credit risk adjustment by applying the probability of default of the counterparty to the expected exposure, and multiplying the result by the expected loss given default. We estimate the implied probability of default based on the credit spread of the specific counterparty observed in the credit default swap market. Where credit default spread of the counterparty is not available, we use the credit default spread of a specific proxy (e.g. the credit default swap spread of the counterparty's parent). Where specific proxy credit default swap is not available, we apply a blended approach based on a combination of credit default swaps referencing to credit names of similar credit standing and the historical rating-based probability of default.
	Liquidity risk adjustment - The liquidity risk adjustment (primarily in the form of bid-offer adjustment) reflects the cost that would be incurred to close out the market risks by hedging, disposing or unwinding the position. Valuation models generally produce mid market values. The bid-offer adjustment is made in such a way that results in a measure that reflects the exit price that most represents the fair value of the financial asset or financial liability under consideration or, where applicable, the fair value of the net market risk exposure of a group of financial assets or financial liabilities. These adjustments relate primarily to Level 2 assets.
	Model valuation adjustment - Where fair value measurements are determined using an internal valuation model based on observable and unobservable inputs, certain valuation inputs may be less readily determinable. There may be a range of possible valuation inputs that market participants may assume in determining the fair value measurement. The resultant fair value measurement has inherent measurement risk if one or more parameters are unobservable and must be estimated. An input valuation adjustment is necessary to reflect the likelihood that market participants may use different input parameters, and to mitigate the possibility of measurement error. In addition, the values derived from valuation techniques are affected by the choice of valuation model and model limitation. When different valuation techniques are available, the choice of valuation model can be subjective. Furthermore, the valuation model applied may have measurement limitations. In those cases, an additional valuation adjustment is also applied to mitigate the measurement risk. Model valuation adjustments are not material and relate primarily to Level 2 instruments.
	We apply stress scenarios in determining appropriate liquidity risk and model risk adjustments for Level 3 fair values by reviewing the historical data for unobservable inputs (e.g., correlation, volatility). Some stress scenarios involve a 95 percent confidence interval (i.e., two standard deviations). Other stress scenarios may be performed using highly stressed historical inputs such as credit spreads experienced during a credit crisis. We also utilize unobservable parameter adjustments when instruments are valued using internally developed models which reflects the uncertainty in the value estimates provided by the model.
	Fair Value Hierarchy  The Fair Value Framework establishes a three-tiered fair value hierarchy as follows:
	Level 1 quoted market price - Level 1 inputs are quoted prices (unadjusted) in active markets for identical assets or liabilities.
	Level 2 valuation technique using observable inputs - Level 2 inputs include quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are inactive, and measurements determined using valuation models where all significant inputs are observable, such as interest rates and yield curves that are observable at commonly quoted intervals.
	Level 3 valuation technique with significant unobservable inputs - Level 3 inputs are unobservable inputs for the asset or liability and include situations where fair values are measured using valuation techniques based on one or more significant unobservable input.
	Classification within the fair value hierarchy is based on whether the lowest hierarchical level input that is significant to the fair value measurement is observable. As such, the classification within the fair value hierarchy is dynamic and can be transferred to other hierarchy levels in each reporting period. Transfers between leveling categories are assessed, determined and recognized at the end of each reporting period.
	Valuation Control Framework We have established a control framework which is designed to ensure that fair values are either determined or validated by a function independent of the risk-taker. To that end, the ultimate responsibility for the determination of fair values rests with Finance. Finance has established an independent price validation process to ensure that the assets and liabilities measured at fair value are properly stated.
	A valuation committee, chaired by the Head of Business Finance of Global Banking and Markets, meets monthly to review, monitor and discuss significant valuation matters arising from credit and market risks. The committee is responsible for establishing valuation policies and procedures, approving the internal valuation techniques and models developed by the Quantitative Risk and Valuation Group ("QRVG"), reviewing and approving valuation adjustments pertaining to, among other things, unobservable inputs, market liquidity, selection of valuation model and counterparty credit risk. Significant valuation risks identified in business activities are corroborated and addressed by the committee members and, where applicable, are escalated to the Chief Financial Officer of HUSI and the Audit Committee of the Board of Directors.
	Where fair value measurements are determined based on information obtained from independent pricing services or brokers, Finance applies appropriate validation procedures to substantiate fair value. For price validation purposes, quotations from at least two independent pricing sources are obtained for each financial instrument, where possible.
	The following factors are considered in determining fair values:
	▪	similarities between the asset or the liability under consideration and the asset or liability for which quotation is received;
	▪	collaboration of pricing by referencing to other independent market data such as market transactions and relevant benchmark indices;
	▪	consistency among different pricing sources;
	▪	the valuation approach and the methodologies used by the independent pricing sources in determining fair value;
	▪	the elapsed time between the date to which the market data relates and the measurement date;
	▪	the source of the fair value information; and
	▪	whether the security is traded in an active or inactive market.
	Greater weight is given to quotations of instruments with recent market transactions, pricing quotes from dealers who stand ready to transact, quotations provided by market-makers who structured such instrument and market consensus pricing based on inputs from a large number of survey participants. Any significant discrepancies among the external quotations are reviewed and adjustments to fair values are recorded where appropriate. Where the transaction volume of a specific instrument has been reduced and the fair value measurement becomes less transparent, Finance will apply more detailed procedures to understand and challenge the appropriateness of the unobservable inputs and the valuation techniques used by the independent pricing service. Where applicable, Finance will develop a fair value estimate using its own pricing model inputs to test reasonableness. Where fair value measurements are determined using internal valuation models, Finance will validate the fair value measurement by either developing unobservable inputs based on the industry consensus pricing surveys in which we participate or back testing by observing the actual settlements occurring soon after the measurement date. Any significant valuation adjustments are reported to and discussed with the valuation committee.
	Fair Value of Financial Instruments  The fair value estimates, methods and assumptions set forth below for our financial instruments, including those financial instruments carried at cost, are made solely to comply with disclosures required by generally accepted accounting principles in the United States and should be read in conjunction with the financial statements and notes included in this quarterly report.
	The following table summarizes the carrying value and estimated fair value of our financial instruments at June 30, 2014 and December 31, 2013:
	30-Jun-14	Carrying			Fair				Level 1			Level 2		Level 3
		Value			Value
		(in millions)
	Financial assets:
	Short-term financial assets	$	26,335		$	26,335			$	2,325		$	23,946	$	64
	Federal funds sold and securities purchased under resale agreements	2,311			2,311				—			2,311		—
	Non-derivative trading assets	20,802			20,802				2,717			15,006		3,079
	Derivatives	5,882			5,882				10			5,828		44
	Securities	46,081			46,150				27,924			18,226		—
	Commercial loans, net of allowance for credit losses	52,650			54,210				—			—		54,210
	Commercial loans designated under fair value option and held for sale	159			159				—			159		—
	Commercial loans held for sale	237			237				—			237		—
	Consumer loans, net of allowance for credit losses	18,924			16,732				—			—		16,732
	Consumer loans held for sale:
	Residential mortgages	38			38				—			14		24
	Other consumer	66			66				—			—		66
	Financial liabilities:
	Short-term financial liabilities	$	12,987		$	12,987			$	—		$	12,924	$	63
	Deposits:
	Without fixed maturities	105,977			105,977				—			105,977		—
	Fixed maturities	1,830			1,834				—			1,834		—
	Deposits designated under fair value option	7,714			7,714				—			5,457		2,257
	Non-derivative trading liabilities	3,808			3,808				656			3,152		—
	Derivatives	5,747			5,747				14			5,715		18
	Long-term debt	16,341			17,022				—			17,022		—
	Long-term debt designated under fair value option	8,263			8,263				—			7,525		738
	December 31, 2013	Carrying			Fair				Level 1			Level 2		Level 3
		Value			Value
		(in millions)
	Financial assets:
	Short-term financial assets	$	20,626		$	20,626			$	961		$	19,614	$	51
	Federal funds sold and securities purchased under resale agreements	2,119			2,119				—			2,119		—
	Non-derivative trading assets	22,903			22,903				1,344			18,924		2,635
	Derivatives	7,569			7,569				26			7,467		76
	Securities	56,368			56,405				39,553			16,852		—
	Commercial loans, net of allowance for credit losses	48,186			49,897				—			—		49,897
Commercial loans designated under fair value option and held for sale	58			58				—			58		—
Commercial loans held for sale	18			18				—			18		—
Consumer loans, net of allowance for credit losses	18,903			16,051				—			—		16,051
Consumer loans held for sale:
Residential mortgages	91			92				—			36		56
Other consumer	63			63				—			—		63
Financial liabilities:
Short-term financial liabilities	$	19,205		$	19,205			$	—		$	19,154	$	51
Deposits:
Without fixed maturities	102,584			102,584				—			102,584		—
Fixed maturities	2,284			2,289				—			2,289		—
Deposits designated under fair value option	7,740			7,740				—			5,406		2,334
Non-derivative trading liabilities	4,134			4,134				308			3,826		—
Derivatives	7,348			7,348				5			7,294		49
Long-term debt	15,261			15,729				—			15,729		—
Long-term debt designated under fair value option	7,586			7,586				—			6,686		900
Loan values presented in the table above were determined using the Fair Value Framework for measuring fair value, which is based on our best estimate of the amount within a range of value we believe would be received in a sale as of the balance sheet date (i.e. exit price). The secondary market demand and estimated value for our residential mortgage loans has been heavily influenced by the challenging economic conditions during the past several years, including house price depreciation, elevated unemployment, changes in consumer behavior, changes in discount rates and the lack of financing options available to support the purchase of receivables. For certain consumer loans, investors incorporate numerous assumptions in predicting cash flows, such as future interest rates, higher charge-off levels, slower voluntary prepayment speeds, different default and loss curves and estimated collateral values than we, as the servicer of these loans, believe will ultimately be the case. The investor's valuation process reflects this difference in overall cost of capital assumptions as well as the potential volatility in the underlying cash flow assumptions, the combination of which may yield a significant pricing discount from our intrinsic value. The estimated fair values at June 30, 2014 and December 31, 2013 reflect these market conditions. The increase in the relative fair value of our residential mortgage loans during 2014 is largely due to improved conditions in the housing industry driven by increased property values and, to a lesser extent, lower required market yields and increased investor demand for these types of receivables.
Assets and Liabilities Recorded at Fair Value on a Recurring Basis  The following table presents information about our assets and liabilities measured at fair value on a recurring basis as of June 30, 2014 and December 31, 2013, and indicates the fair value hierarchy of the valuation techniques utilized to determine such fair value:
	Fair Value Measurements on a Recurring Basis
30-Jun-14	Level 1			Level 2				Level 3			Gross		Netting(1)			Net
											Balance					Balance
	(in millions)
Assets:
Trading Securities, excluding derivatives:
U.S. Treasury, U.S. Government agencies and sponsored enterprises	$	2,717		$	135			$	—		$	2,852	$	—		$	2,852
Obligations of U.S. States and political subdivisions	—			27				—			27		—			27
Collateralized debt obligations	—			—				260			260		—			260
Asset-backed securities:
Residential mortgages	—			153				—			153		—			153
Student Loans	—			81				—			81		—			81
Corporate and other domestic debt securities	—			—				2,819			2,819		—			2,819
Debt Securities issued by foreign entities:
Corporate	—			77				—			77		—			77
Government-backed	—			4,035				—			4,035		—			4,035
Equity securities	—			21				—			21		—			21
Precious metals trading	—			10,477				—			10,477		—			10,477
Derivatives(2):
Interest rate contracts	97			52,969				1			53,067		—			53,067
Foreign exchange contracts	29			12,731				16			12,776		—			12,776
Equity contracts	—			2,062				165			2,227		—			2,227
Precious metals contracts	2			644				—			646		—			646
Credit contracts	—			3,460				356			3,816		—			3,816
Derivatives netting	—			—				—			—		(66,650		)	(66,650		)
Total derivatives	128			71,866				538			72,532		(66,650		)	5,882
Securities available-for-sale:
U.S. Treasury, U.S. Government agencies and sponsored enterprises	27,914			11,186				—			39,100		—			39,100
Obligations of U.S. states and political subdivisions	—			730				—			730		—			730
Asset-backed securities:
Residential mortgages	—			1				—			1		—			1
Commercial mortgages	—			86				—			86		—			86
Home equity	—			94				—			94		—			94
Other	—			94				—			94		—			94
Debt Securities issued by foreign entities:
Corporate	—			869				—			869		—			869
Government-backed	10			3,628				—			3,638		—			3,638
Equity securities	—			166				—			166		—			166
Loans(3)	—			159				—			159		—			159
Mortgage servicing rights(4)	—			—				186			186		—			186
Total assets	$	30,769		$	103,885			$	3,803		$	138,457	$	(66,650	)	$	71,807
Liabilities:
Deposits in domestic offices(5)	$	—		$	5,457			$	2,257		$	7,714	$	—		$	7,714
Trading liabilities, excluding derivatives	656			3,152				—			3,808		—			3,808
Derivatives(2):
Interest rate contracts	37			53,651				1			53,689		—			53,689
Foreign exchange contracts	—			11,606				16			11,622		—			11,622
Equity contracts	—			1,414				106			1,520		—			1,520
Precious metals contracts	138			656				—			794		—			794
Credit contracts	—			3,822				99			3,921		—			3,921
Derivatives netting	—			—				—			—		(65,799		)	(65,799		)
Total derivatives	175			71,149				222			71,546		(65,799		)	5,747
Long-term debt(6)	—			7,525				738			8,263		—			8,263
Total liabilities	$	831		$	87,283			$	3,217		$	91,331	$	(65,799	)	$	25,532
	Fair Value Measurements on a Recurring Basis
December 31, 2013	Level 1			Level 2				Level 3			Gross		Netting(1)			Net
											Balance					Balance
	(in millions)
Assets:
Trading Securities, excluding derivatives:
U.S. Treasury, U.S. Government agencies and sponsored enterprises	$	1,344		$	178			$	—		$	1,522	$	—		$	1,522
Obligations of U. S. States and political subdivisions	—			25				—			25		—			25
Collateralized debt obligations	—			—				254			254		—			254
Asset-backed securities:
Residential mortgages	—			159				—			159		—			159
Student loans	—			68				—			68		—			68
Corporate and other domestic debt securities	—			—				2,260			2,260		—			2,260
Debt Securities issued by foreign entities:
Corporate	—			495				—			495		—			495
Government-backed	—			6,223				121			6,344		—			6,344
Equity securities	—			25				—			25		—			25
Precious metals trading	—			11,751				—			11,751		—			11,751
Derivatives(2):
Interest rate contracts	81			56,095				1			56,177		—			56,177
Foreign exchange contracts	7			15,291				131			15,429		—			15,429
Equity contracts	—			2,042				160			2,202		—			2,202
Precious metals contracts	182			1,400				1			1,583		—			1,583
Credit contracts	—			4,152				512			4,664		—			4,664
Derivatives netting	—			—				—			—		(72,486		)	(72,486		)
Total derivatives	270			78,980				805			80,055		(72,486		)	7,569
Securities available-for-sale:
U.S. Treasury, U.S. Government agencies and sponsored enterprises	39,513			9,439				—			48,952		—			48,952
Obligations of U.S. states and political subdivisions	—			742				—			742		—			742
Asset-backed securities:
Residential mortgages	—			1				—			1		—			1
Commercial mortgages	—			126				—			126		—			126
Home equity	—			227				—			227		—			227
Other	—			94				—			94		—			94
Corporate and other domestic debt securities	—			—				—			—		—			—
Debt Securities issued by foreign entities:
Corporate	—			881				—			881		—			881
Government-backed	40			3,681				—			3,721		—			3,721
Equity securities	—			162				—			162		—			162
Loans(3)	—			58				—			58		—			58
Mortgage servicing rights(4)	—			—				227			227		—			227
Total assets	$	41,167		$	113,315			$	3,667		$	158,149	$	(72,486	)	$	85,663
Liabilities:
Deposits in domestic offices(5)	$	—		$	5,406			$	2,334		$	7,740	$	—		$	7,740
Trading liabilities, excluding derivatives	308			3,826				—			4,134		—			4,134
Derivatives(2):
Interest rate contracts	34			56,282				—			56,316		—			56,316
Foreign exchange contracts	16			14,576				36			14,628		—			14,628
Equity contracts	—			1,403				157			1,560		—			1,560
Precious metals contracts	7			847				3			857		—			857
Credit contracts	—			4,398				321			4,719		—			4,719
Derivatives netting	—			—				—			—		(70,732		)	(70,732		)
Total derivatives	57			77,506				517			78,080		(70,732		)	7,348
Long-term debt(6)	—			6,686				900			7,586		—			7,586
Total liabilities	$	365		$	93,424			$	3,751		$	97,540	$	(70,732	)	$	26,808
(1)	Represents counterparty and cash collateral netting which allow the offsetting of amounts relating to certain contracts if certain conditions are met.
(2)	Includes trading derivative assets of $4,354 million and $5,991 million and trading derivative liabilities of $5,007 million and $6,741 million as of June 30, 2014 and December 31, 2013, respectively, as well as derivatives held for hedging and commitments accounted for as derivatives.
(3)	Includes certain commercial loans held for sale which we have elected to apply the fair value option. See Note 6, "Loans Held for Sale," for further information.
(4)	See Note 7, "Intangible Assets," for additional information.
(5)	Represents structured deposits risk-managed on a fair value basis for which we have elected to apply the fair value option.
(6)	Includes structured notes and own debt issuances which we have elected to measure on a fair value basis.
Transfers between leveling categories are recognized at the end of each reporting period.
Transfers between Levels 1 and 2 Measurements  There were no transfers between Levels 1 and 2 during the three and six months ended June 30, 2014 and 2013.
Information on Level 3 assets and liabilities  The following table summarizes additional information about changes in the fair value of Level 3 assets and liabilities during the three and six months ended June 30, 2014 and 2013. As a risk management practice, we may risk manage the Level 3 assets and liabilities, in whole or in part, using securities and derivative positions that are classified as Level 1 or Level 2 measurements within the fair value hierarchy. Since those Level 1 and Level 2 risk management positions are not included in the table below, the information provided does not reflect the effect of such risk management activities related to the Level 3 assets and liabilities.
	Apr.  1,			Total Gains and  (Losses) Included in(1)							Purch-		Issu-			Settle-			Transfers			Transfers			Jun. 30,			Current
	2014										ases		ances			ments			Into			Out of			2014			Period
																			Level 3			Level 3						Unrealized
																												Gains
				Trading				Other																				(Losses)
				Revenue				Revenue
				(Loss)
	(in millions)
Assets:
Trading assets, excluding derivatives:
Collateralized debt obligations	$	258		$	7			$	—		$	—	$	—		$	(5	)	$	—		$	—		$	260		$	7
Corporate and other domestic debt securities	2,808			—				—			11		—			—			—			—			2,819			—
Corporate debt securities issued by foreign entities	—			—				—			—		—			—			—			—			—			—
Government debt securities issued by foreign entities	117			3				—			—		—			(1		)	—			(119		)	—			—
Equity securities	—			—				—			—		—			—			—			—			—			—
Derivatives, net(2):
Interest rate contracts	1			—				(1		)	—		—			—			—			—			—			—
Foreign exchange contracts	96			8				—			—		—			(6		)	—			(98		)	—			4
Equity contracts	24			66				—			—		—			(29		)	2			(4		)	59			41
Precious metals contracts	—			—				—			—		—			—			—			—			—			—
Credit contracts	181			(41		)		—			—		—			3			—			114			257			(42		)
Mortgage servicing rights(4)	205			—				(12		)	—		—			(7		)	—			—			186			(12		)
Total assets	$	3,690		$	43			$	(13	)	$	11	$	—		$	(45	)	$	2		$	(107	)	$	3,581		$	(2	)
Liabilities:
Deposits in domestic offices	$	(2,244	)	$	(85	)		$	—		$	—	$	(135	)	$	130		$	(27	)	$	104		(2,257		)	$	(34	)
Long-term debt	(732		)	4				—			—		(110		)	73			—			27			(738		)	(22		)
Total liabilities	$	(2,976	)	$	(81	)		$	—		$	—	$	(245	)	$	203		$	(27	)	$	131		$	(2,995	)	$	(56	)
	Jan. 1,			Total Gains and  (Losses) Included in(1)							Purch-		Issu-			Settle-			Transfers			Transfers			Jun. 30,			Current
	2014										ases		ances			ments			Into			Out of			2014			Period
																			Level 3			Level 3						Unrealized
																												Gains
				Trading				Other																				(Losses)
				Revenue				Revenue
				(Loss)
	(in millions)
Assets:
Trading assets, excluding derivatives:
Collateralized debt obligations	$	254		$	14			$	—		$	—	$	—		$	(8	)	$	—		$	—		$	260		$	14
Corporate and other domestic debt securities	2,260			(5		)		—			564		—			—			—			—			2,819			(6		)
Corporate debt securities issued by foreign entities	—			—				—			—		—			—			—			—			—			—
Government debt securities issued by foreign entities	121			5				—			—		—			(7		)	—			(119		)	—			—
Equity securities	—			—				—			—		—			—			—			—			—			—
Derivatives, net(2):
Interest rate contracts	1			—				(1		)	—		—			—			—			—			—			(1		)
Foreign exchange contracts	95			10				—			—		—			(12		)	—			(93		)	—			5
Equity contracts	3			86				—			—		—			(36		)	6			—			59			49
Precious metals contracts	(2		)	2				—			—		—			—			—			—			—			—
Credit contracts	191			(55		)		—			—		—			7			—			114			257			(98		)
Mortgage servicing rights(4)	227			—				(24		)	—		—			(17		)	—			—			186			(24		)
Total assets	$	3,150		$	57			$	(25	)	$	564	$	—		$	(73	)	$	6		$	(98	)	$	3,581		$	(61	)
Liabilities:
Deposits in domestic offices	$	(2,334	)	$	(210	)		$	—		$	—	$	(160	)	$	298		$	(95	)	$	244		(2,257		)	$	(51	)
Long-term debt	(900		)	97				—			—		(153		)	120			—			98			(738		)	(23		)
Total liabilities	$	(3,234	)	$	(113	)		$	—		$	—	$	(313	)	$	418		$	(95	)	$	342		$	(2,995	)	$	(74	)
	Apr.  1,			Total Gains and  (Losses) Included in(1)							Purch-		Issu-			Settle-			Transfers			Transfers			Jun. 30,			Current
	2013										ases		ances			ments			Into			Out of			2013			Period
																			Level 3			Level 3						Unrealized
																												Gains
				Trading				Other																				(Losses)
				Revenue				Revenue
				(Loss)
	(in millions)
Assets:
Trading assets, excluding derivatives:
Collateralized debt obligations	$	481		$	83			$	—		$	216	$	—		$	(553	)	$	—		$	—		$	227		$	56
Corporate and other domestic debt securities	1,524			21				—			16		—			(63		)	—			—			1,498			21
Corporate debt securities issued by foreign entities	294			(9		)		—			—		—			—			—			—			285			(9		)
Government debt securities issued by foreign entities	143			(7		)		—			—		—			(1		)	—			—			135			(9		)
Equity securities	11			(7		)		—			—		—			(4		)	—			—			—			(7		)
Derivatives, net(2):
Interest rate contracts	6			(1		)		(6		)	—		—			—			—			—			(1		)	(7		)
Foreign exchange contracts	134			(18		)		—			—		—			(6		)	(6		)	—			104			(28		)
Equity contracts	34			(81		)		—			—		—			(27		)	6			(15		)	(83		)	(92		)
Credit contracts	364			(105		)		—			—		—			(34		)	—			—			225			(82		)
Mortgage servicing rights(4)	190			—				30			—		5			—			—			—			225			30
Total assets	$	3,181		$	(124	)		$	24		$	232	$	5		$	(688	)	$	—		$	(15	)	$	2,615		$	(127	)
Liabilities:
Deposits in domestic offices	$	(2,876	)	$	411			$	—		$	—	$	(81	)	$	110		$	(177	)	$	165		(2,448		)	$	432
Long-term debt	(618		)	(242		)		—			—		(59		)	68			—			179			(672		)	(239		)
Total liabilities	$	(3,494	)	$	169			$	—		$	—	$	(140	)	$	178		$	(177	)	$	344		$	(3,120	)	$	193
	Jan. 1,			Total Gains and  (Losses) Included in(1)							Purch-		Issu-			Settle-			Transfers			Transfers			Jun. 30,			Current
	2013										ases		ances			ments			Into			Out of			2013			Period
																			Level 3			Level 3						Unrealized
																												Gains
				Trading				Other																				(Losses)
				Revenue				Revenue
				(Loss)
	(in millions)
Assets:
Trading assets, excluding derivatives:
Collateralized debt obligations	$	466		$	118			$	—		$	237	$	—		$	(594	)	$	—		$	—		$	227		$	87
Corporate and other domestic debt securities	1,861			28				—			31		—			(422		)	—			—			1,498			24
Corporate debt securities issued by foreign entities	299			(14		)		—			—		—			—			—			—			285			(14		)
Government debt securities issued by foreign entities	311			15				—			—		—			(191		)	—			—			135			10
Equity securities	9			(5		)		—			—		—			(4		)	—			—			—			(5		)
Derivatives, net(2):
Interest rate contracts	7			(1		)		(7		)	—		—			—			—			—			(1		)	(8		)
Foreign exchange contracts	5			(4		)		—			—		—			116			(13		)	—			104			106
Equity contracts	(7		)	(20		)		—			—		—			(48		)	13			(21		)	(83		)	(73		)
Credit contracts	571			(155		)		—			—		—			(145		)	(46		)	—			225			(274		)
Mortgage servicing rights(4)	168			—				46			—		11			—			—			—			225			51
Total assets	$	3,690		$	(38	)		$	39		$	268	$	11		$	(1,288	)	$	(46	)	$	(21	)	$	2,615		$	(96	)
Liabilities:
Deposits in domestic offices	$	(2,636	)	$	370			$	—		$	—	$	(485	)	$	219		$	(160	)	$	244		(2,448		)	$	406
Long-term debt	(429		)	(273		)		—			—		(270		)	119			—			181			(672		)	(250		)
Total liabilities	$	(3,065	)	$	97			$	—		$	—	$	(755	)	$	338		$	(160	)	$	425		$	(3,120	)	$	156
(1)	Includes realized and unrealized gains and losses.
(2)	Level 3 net derivatives included derivative assets of $538 million and derivative liabilities of $222 million as of June 30, 2014 and derivative assets of $985 million and derivative liabilities of $740 million as of June 30, 2013.
(3)	See Note 7, "Intangible Assets," for additional information.
The following table presents quantitative information about the unobservable inputs used to determine the recurring fair value measurement of assets and liabilities classified as Level 3 fair value measurements as of June 30, 2014 and December 31, 2013:
30-Jun-14
Financial Instrument Type		Fair Value (in millions)		Valuation Technique(s)		Significant Unobservable Inputs		Range of Inputs
Collateralized debt obligations		260		Broker quotes or consensus pricing and, where applicable, discounted cash flows		Prepayment rates		1% - 5%
						Conditional default rates		6% - 7%
						Loss severity rates		90% - 91%
Corporate and other domestic debt securities		2,819		Discounted cash flows		Spread volatility on collateral assets		1% - 3%
						Correlation between insurance claim shortfall and collateral value		80%
Interest rate derivative contracts		—		Market comparable adjusted for probability to fund		Probability to fund for rate lock commitments		5% - 97%
Foreign exchange derivative contracts(1)		—		Option pricing model		Implied volatility of currency pairs		8% - 14%
Equity derivative contracts(1)		59		Option pricing model		Equity / Equity Index volatility		9% - 41%
						Equity / Equity and Equity / Index correlation		47% - 60%
Credit derivative contracts		257		Option pricing model		Correlation of defaults of a portfolio of reference credit names		49% - 56%
						Issuer by issuer correlation of defaults		83% - 95%
Mortgage servicing rights		186		Option adjusted discounted cash flows		Constant prepayment rates		8% - 46%
						Option adjusted spread		8% - 19%
						Estimated annualized costs to service		$91 - $333 per account
Deposits in domestic offices (structured deposits)(1)(2)		(2,257	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		8% - 14%
						Equity / Equity Index volatility		9% - 41%
						Equity / Equity and Equity / Index correlation		47% - 60%
Long-term debt (structured notes)(1)(2)		(738	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		8% - 14%
						Equity / Equity Index volatility		9% - 41%
						Equity / Equity and Equity / Index correlation		47% - 60%
December 31, 2013
Financial Instrument Type		Fair Value (in millions)		Valuation Technique(s)		Significant Unobservable Inputs		Range of Inputs
Collateralized debt obligations		254		Broker quotes or consensus pricing and, where applicable, discounted cash flows		Prepayment rates		0% - 5%
						Conditional default rates		5% - 7%
						Loss severity rates		90% - 100%
Corporate and other domestic debt securities		2,260		Discounted cash flows		Spread volatility on collateral assets		1% - 3%
						Correlation between insurance claim shortfall and collateral value		80%
Corporate and government debt securities issued by foreign entities		121		Discounted cash flows		Correlations of default among a portfolio of credit names of embedded credit derivatives		36% - 63%
Interest rate derivative contracts		1		Market comparable adjusted for probability to fund		Probability to fund for rate lock commitments		10% - 99%
Foreign exchange derivative contracts(1)		95		Option pricing model		Implied volatility of currency pairs		11% - 16%
Equity derivative contracts(1)		3		Option pricing model		Equity / Equity Index volatility		6% - 69%
						Equity / Equity and Equity / Index correlation		50% - 58%
Credit derivative contracts		191		Option pricing model		Correlation of defaults of a portfolio of reference credit names		46% - 54%
						Industry by industry correlation of defaults		83% - 95%
Mortgage servicing rights		227		Option adjusted discounted cash flows		Constant prepayment rates		5% - 22%
						Option adjusted spread		8% - 19%
						Estimated annualized costs to service		$91 - $333 per account
Deposits in domestic offices (structured deposits)(1)(2)		(2,334	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		11% - 16%
						Equity / Equity Index volatility		6% - 69%
						Equity / Equity and Equity / Index correlation		50% - 58%
Long-term debt (structured notes)(1)(2)		(900	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		11% - 16%
						Equity / Equity Index volatility		6% - 69%
						Equity / Equity and Equity / Index correlation		50% - 58%
(1)	We are the client-facing entity and we enter into identical but opposite derivatives to transfer the resultant risks to our affiliates. With the exception of counterparty credit risks, we are market neutral. The corresponding intra-group derivatives are presented as equity derivatives and foreign exchange derivatives in the table.
(2)	Structured deposits and structured notes contain embedded derivative features whose fair value measurements contain significant Level 3 inputs.
Significant Unobservable Inputs for Recurring Fair Value Measurements
Collateralized Debt Obligations (CDOs)
▪	Prepayment rate - The rate at which borrowers pay off the mortgage loans early. The prepayment rate is affected by a number of factors including the location of the mortgage collateral, the interest rate type of the mortgage loans, borrowers' credit and sensitivity to interest rate movement. The prepayment rate of our CDOs portfolio is tilted towards the low end of the range.
▪	Default rate - Annualized percentage of default rate over a group of collateral such as residential or commercial mortgage loans. The default rate and loss severity rate are positively correlated. The default rate of our portfolio is close to the mid point of the range.
▪	Loss Severity Rate - Included in our Level 3 CDOs portfolio are collateralized loan obligations (CLOs) and trust preferred securities which are about equally distributed. The loss severity rate for trust preferred securities as of June 30, 2014 is about 1.8 times that of CLOs.
Derivatives
▪	Correlation of Default - The default correlation of a group of credit exposures measures the likelihood that the credit references within a group will default together. The default correlation is a significant input to structured credit products such as nth-to-default swaps. In addition, the correlation between the currency and the default risk of the reference credits is a critical input to a foreign currency denominated credit default swap where the correlation is not observable.
▪	Implied volatility - The implied volatility is a significant pricing input for freestanding or embedded options including equity, foreign currency and interest rate options. The level of volatility is a function of the nature of the underlying risk, the level of strike price and the years to maturity of the option. Depending on the underlying risk and tenure, we determine the implied volatility based on observable input where information is available. However, substantially all of the implied volatilities are derived based on historical information. The implied volatility for different foreign currency pairs is between 8 percent and 14 percent while the implied volatility for equity/equity or equity/equity index is between 9 percent and 41 percent, respectively at June 30, 2014. Although implied foreign currency volatility and equity volatility appear to be widely distributed at the portfolio level, the deviation of implied volatility on a trade-by-trade basis is narrower. The average deviation of implied volatility for the foreign currency pair and at-the-money equity option are 3 percent and 5 percent, respectively at June 30, 2014.
▪	Correlations of a group of foreign currency or equity - Correlation measures the relative change in values among two or more variables (i.e., equity or foreign currency pair). Variables can be positively or negatively correlated. Correlation is a key input in determining the fair value of a derivative referenced to a basket of variables such as equities or foreign currencies. A majority of the correlations are not observable, but are derived based on historical data. The correlation between equity/equity and equity/equity index was between 47 percent and 60 percent at June 30, 2014.
Sensitivity of Level 3 Inputs to Fair Value Measurements
Collateralized Debt Obligations - Probability of default, prepayment speed and loss severity rate are significant unobservable inputs. Significant increase (decrease) in these inputs will result in a lower (higher) fair value measurement of a collateralized debt obligation. A change in assumption for default probability is often accompanied by a directionally similar change in loss severity, and a directionally opposite change in prepayment speed.
Corporate and Domestic Debt Securities - The fair value measurements of certain corporate debt securities are affected by the fair value of the underlying portfolios of investments used as collateral and the make-whole guarantee provided by third party guarantors. The probability that the collateral fair value declines below the collateral call threshold concurrent with the guarantors failure to perform its make whole obligation is unobservable. The increase (decrease) in the probability the collateral value falls below the collateral call threshold is often accompanied by a directionally similar change in default probability of the guarantor.
Credit derivatives - Correlation of default among a basket of reference credit names is a significant unobservable input if the credit attributes of the portfolio are not within the parameters of relevant standardized CDS indices. Significant increase (decrease) in the unobservable input will result in a lower (higher) fair value measurement of the credit derivative. A change in assumption for default correlation is often accompanied by a directionally similar change in default probability and loss rates of other credit names in the basket.
Equity and foreign exchange derivatives - The fair value measurement of a structured equity or foreign exchange derivative is primarily affected by the implied volatility of the underlying equity price or exchange rate of the paired foreign currencies. The implied volatility is not observable. Significant increase (decrease) in the implied volatility will result in a higher (lower) fair value of a long position in the derivative contract.
Significant Transfers Into and Out of Level 3 Measurements During the three and six months ended June 30, 2014, we transferred $104 million and $244 million, respectively, of deposits in domestic offices and $27 million and $98 million, respectively, of long-term debt, which we have elected to carry at fair value, from Level 3 to Level 2 as a result of the embedded derivative no longer being unobservable as the derivative option is closer to maturity and there is more observability in short term volatility. During the second quarter of 2014, we transferred $119 million of government debt securities issued by foreign governments from Level 3 to Level 2 due to the availability of inputs in the market including independent pricing service valuations. Additionally, during the three and six months ended June 30, 2014, we transferred $27 million and $95 million, respectively, of deposits in domestic offices, which we have elected to carry at fair value, from Level 2 to Level 3 as a result of a change in the observability of underlying instruments that resulted in the embedded derivative being unobservable.
During the three and six months ended June 30, 2013, we transferred $165 million and $244 million, respectively, of deposits in domestic offices and $179 million and $181 million, respectively, of long-term debt, which we have elected to carry at fair value, from Level 3 to Level 2 as a result of the embedded derivative no longer being unobservable as the derivative option is closer in maturity and there is more observability in short term volatility. Additionally, during the three and six months ended June 30, 2013, we transferred $177 million and $160 million, respectively, of deposits in domestic offices, which we have elected to carry at fair value, from Level 2 to Level 3 as a result of a change in the observability of underlying instruments that resulted in the embedded derivative being unobservable.
Assets and Liabilities Recorded at Fair Value on a Non-recurring Basis  Certain financial and non-financial assets are measured at fair value on a non-recurring basis and therefore, are not included in the tables above. These assets include (a) mortgage and commercial loans classified as held for sale reported at the lower of amortized cost or fair value and (b) impaired loans or assets that are written down to fair value based on the valuation of underlying collateral during the period. These instruments are not measured at fair value on an ongoing basis but are subject to fair value adjustment in certain circumstances (e.g., impairment). The following table presents the fair value hierarchy level within which the fair value of the financial and non-financial assets has been recorded as of June 30, 2014 and December 31, 2013. The gains (losses) during the three and six months ended June 30, 2014 and 2013 are also included.
	Non-Recurring Fair Value Measurements												Total Gains (Losses)			Total Gains (Losses)
	as of June 30, 2014												For the Three Months Ended June 30, 2014			For the Six Months Ended
	Level 1			Level 2				Level 3			Total					30-Jun-14
	(in millions)
Residential mortgage loans held for sale(1)	$	—		$	2			$	24		$	26	$	(2	)	$	1
Impaired commercial loans(2)	—			—				24			24		(4		)	3
Consumer loans(3)	—			107				—			107		(9		)	(23		)
Real estate owned(4)	21			—				—			21		(3		)	(2		)
Commercial loans held for sale(5)	—			43				—			43		(7		)	(7		)
Total assets at fair value on a non-recurring basis	$	21		$	152			$	48		$	221	$	(25	)	$	(28	)
	Non-Recurring Fair Value Measurements												Total Gains (Losses)			Total Gains (Losses)
	as of December 31, 2013												For the Three Months Ended June 30, 2013			For the Six Months Ended
	Level 1			Level 2				Level 3			Total					30-Jun-13
	(in millions)
Residential mortgage loans held for sale(1)	$	—		$	9			$	56		$	65	$	—		$	3
Impaired commercial loans(2)	—			—				108			108		(1		)	(2		)
Consumer loans(3)	—			492				—			492		(23		)	(51		)
Real estate owned(4)	20			—				—			20		—			2
Total assets at fair value on a non-recurring basis	$	20		$	501			$	164		$	685	$	(24	)	$	(48	)
(1)	As of June 30, 2014 and December 31, 2013, the fair value of the loans held for sale was below cost. Certain residential mortgage loans held for sale have been classified as a Level 3 fair value measurement within the fair value hierarchy as the underlying real estate properties which determine fair value are illiquid assets as a result of market conditions and significant inputs in estimating fair value were unobservable. Additionally, the fair value of these properties is affected by, among other things, the location, the payment history and the completeness of the loan documentation.
(2)	Certain commercial loans have undergone troubled debt restructurings and are considered impaired. As a matter of practical expedient, we measure the credit impairment of a collateral-dependent loan based on the fair value of the collateral asset. The collateral often involves real estate properties that are illiquid due to market conditions. As a result, these loans are classified as a Level 3 fair value measurement within the fair value hierarchy.
(3)	Represents residential mortgage loans held for investment whose carrying amount was reduced during the periods presented based on the fair value of the underlying collateral.
(4)	Real estate owned is required to be reported on the balance sheet net of transactions costs. The real estate owned amounts in the table above reflect the fair value unadjusted for transaction costs.
(5)	Represents certain commercial loans that have been transferred to the held for sale portfolio.
The following table presents quantitative information about non-recurring fair value measurements of assets and liabilities classified with Level 3 of the fair value hierarchy as of June 30, 2014 and December 31, 2013:
As of June 30, 2014
Financial Instrument Type		Fair Value (in millions)			Valuation Technique(s)		Significant Unobservable Inputs		Range of Inputs
Residential mortgage loans held for sale		$	24		Valuation of third party appraisal on underlying collateral		Loss severity rates		0% - 100%
Impaired commercial loans		24			Valuation of third party appraisal on underlying collateral		Loss severity rates		10% - 48%
As of December 31, 2013
Financial Instrument Type		Fair Value (in millions)			Valuation Technique(s)		Significant Unobservable Inputs		Range of Inputs
Residential mortgage loans held for sale		$	56		Valuation of third party appraisal on underlying collateral		Loss severity rates		0% - 100%
Impaired commercial loans		108			Valuation of third party appraisal on underlying collateral		Loss severity rates		1% - 66%
Significant Unobservable Inputs for Non-Recurring Fair Value Measurements
Residential mortgage loans held for sale primarily represent subprime residential mortgage loans which were previously acquired with the intent of securitizing or selling them to third parties. The weighted average loss severity rate for these loans was approximately 70 percent at June 30, 2014. These severity rates are primarily impacted by the value of the underlying collateral securing the loans.
Impaired loans represent commercial loans. The weighted average severity rate for these loans was approximately 27 percent at June 30, 2014. These severity rates are primarily impacted by the value of the underlying collateral securing the loans.
Valuation Techniques  Following is a description of valuation methodologies used for assets and liabilities recorded at fair value and for estimating fair value for those financial instruments not recorded at fair value for which fair value disclosure is required.
Short-term financial assets and liabilities - The carrying amount of certain financial assets and liabilities recorded at cost is considered to approximate fair value because they are short-term in nature, bear interest rates that approximate market rates, and generally have negligible credit risk. These items include cash and due from banks, interest bearing deposits with banks, accrued interest receivable, customer acceptance assets and liabilities and short-term borrowings.
Federal funds sold and securities purchased and sold under resale and repurchase agreements - Federal funds sold and securities purchased and sold under resale and repurchase agreements are recorded at cost. A significant majority of these transactions are short-term in nature and, as such, the recorded amounts approximate fair value. For transactions with long-dated maturities, fair value is based on dealer quotes for instruments with similar terms and collateral.
Loans - Except for certain commercial syndicated loans, we do not record loans at fair value on a recurring basis. From time to time, we record impairments to loans. The write-downs can be based on observable market price of the loan or the underlying collateral value. In addition, fair value estimates are determined based on the product type, financial characteristics, pricing features and maturity.
•	Mortgage Loans Held for Sale – Certain residential mortgage loans are classified as held for sale and are recorded at the lower of amortized cost or fair value. The fair value of these mortgage loans is determined based on the valuation information observed in alternative exit markets, such as the whole loan market, adjusted for portfolio specific factors. These factors include the location of the collateral, the loan-to-value ratio, the estimated rate and timing of default, the probability of default or foreclosure and loss severity if foreclosure does occur.
•	Syndicated Loans Held for Sale – We record certain commercial syndicated loans which are originated with the intent to sell at fair value. Where available, market consensus pricing obtained from independent sources is used to estimate the fair value of the syndicated loans. In validating the fair value, we take into consideration the number of participants submitting pricing information, the range of pricing information and distribution, the methodology applied by the pricing services to cleanse the data and market liquidity. Where consensus pricing information is not available, fair value is estimated using observable market prices of similar instruments or inputs, including bonds, credit derivatives, and loans with similar characteristics. Where observable market parameters are not available, fair value is determined based on contractual cash flows, adjusted for the probability of default and estimated recoveries where applicable, discounted at the rate demanded by market participants under current market conditions. In those cases, we also consider the loan specific attributes and inherent credit risk and risk mitigating factors such as collateral arrangements.
•	Commercial Loans – Commercial loans and commercial real estate loans are valued by discounting the contractual cash flows, adjusted for prepayments and the borrower’s credit risk, using a discount rate that reflects the current rates offered to borrowers of similar credit standing for the remaining term to maturity and, when applicable, our own estimate of liquidity premium.
•	Commercial Impaired Loans – Generally represents collateral dependent commercial loans with fair value determined based on pricing quotes obtained from an independent third party appraisal.
•	Consumer Loans – The estimated fair value of our consumer loans were determined by developing an approximate range of value from a mix of various sources as appropriate for the respective pool of assets. These sources included estimates from an HSBC affiliate which reflect over-the-counter trading activity, forward looking discounted cash flow models using assumptions consistent with those which would be used by market participants in valuing such receivables; trading input from other market participants which includes observed primary and secondary trades; where appropriate, the impact of current estimated rating agency credit tranching levels with the associated benchmark credit spreads; and general discussions held directly with potential investors. For revolving products, the estimated fair value excludes future draws on the available credit line as well as other items and, therefore, does not include the fair value of the entire relationship.
Valuation inputs include estimates of future interest rates, prepayment speeds, default and loss curves, estimated collateral value and market discount rates reflecting management’s estimate of the rate that would be required by investors in the current market given the specific characteristics and inherent credit risk of the receivables. Some of these inputs are influenced by collateral value changes and unemployment rates. Where available, such inputs are derived principally from or corroborated by observable market data. We perform analytical reviews of fair value changes on a quarterly basis and periodically validate our valuation methodologies and assumptions based on the results of actual sales of such receivables. In addition, from time to time, we may engage a third party valuation specialist to measure the fair value of a pool of receivables. Portfolio risk management personnel provide further validation through discussions with third party brokers and other market participants. Since an active market for these receivables does not exist, the fair value measurement process uses unobservable significant inputs specific to the performance characteristics of the various receivable portfolios.
Lending-related commitments - The fair value of commitments to extend credit, standby letters of credit and financial guarantees are not included in the table. The majority of the lending related commitments are not carried at fair value on a recurring basis nor are they actively traded. These instruments generate fees, which approximate those currently charged to originate similar commitments, which are recognized over the term of the commitment period. Deferred fees on commitments and standby letters of credit totaled $41 million and $46 million at June 30, 2014 and December 31, 2013, respectively.
Precious metals trading - Precious metals trading primarily includes physical inventory which is valued using spot prices.
Securities - Where available, debt and equity securities are valued based on quoted market prices. If a quoted market price for the identical security is not available, the security is valued based on quotes from similar securities, where possible. For certain securities, internally developed valuation models are used to determine fair values or validate quotes obtained from pricing services. The following summarizes the valuation methodology used for our major security classes:
•	U.S. Treasury, U.S. Government agency issued or guaranteed and Obligations of U.S. state and political subdivisions – As these securities transact in an active market, fair value measurements are based on quoted prices for the identical security or quoted prices for similar securities with adjustments as necessary made using observable inputs which are market corroborated.
•	U.S. Government sponsored enterprises – For government sponsored mortgage-backed securities which transact in an active market, fair value measurements are based on quoted prices for the identical security or quoted prices for similar securities with adjustments as necessary made using observable inputs which are market corroborated. For government sponsored mortgage-backed securities which do not transact in an active market, fair value is determined primarily based on pricing information obtained from pricing services and is verified by internal review processes.
•	Asset-backed securities, including collateralized debt obligations – Fair value is primarily determined based on pricing information obtained from independent pricing services adjusted for the characteristics and the performance of the underlying collateral.
The following tables provide additional information relating to asset-backed securities as well as certain collateralized debt obligations held as of June 30, 2014:
Trading asset-backed securities:
Rating of Securities:(1)	Collateral Type:	Level 2			Level 3				Total
		(in millions)
AAA -A	Residential mortgages - Alt A	$	89		$	—			$	89
	Residential mortgages - Subprime	59			—				59
	Student loans	81			—				81
	Total AAA -A	229			—				229
BBB -B	Collateralized debt obligations	—			260				260
CCC-Unrated	Residential mortgages - Subprime	5			—				5
		$	234		$	260			$	494
Available-for-sale securities backed by collateral:
Rating of Securities:(1)	Collateral Type:	Level 2			Level 3				Total
		(in millions)
AAA -A	Commercial mortgages	$	86		$	—			$	86
	Home equity - Alt A	94			—				94
	Other	94			—				94
	Total AAA -A	274			—				274
CCC -Unrated	Residential mortgages - Alt A	1			—				1
		$	275		$	—			$	275
(1)	We utilize Standard & Poor's ("S&P") as the primary source of credit ratings in the tables above. If S&P ratings are not available, ratings by Moody's and Fitch are used in that order. Ratings for collateralized debt obligations represent the ratings associated with the underlying collateral.
•	Other domestic debt and foreign debt securities (corporate and government) - For non-callable corporate securities, a credit spread scale is created for each issuer. These spreads are then added to the equivalent maturity U.S. Treasury yield to determine current pricing. Credit spreads are obtained from the new market, secondary trading levels and dealer quotes. For securities with early redemption features, an option adjusted spread ("OAS") model is incorporated to adjust the spreads determined above. Additionally, we survey the broker/dealer community to obtain relevant trade data including benchmark quotes and updated spreads.
•	Equity securities – Except for those legacy investments in hedge funds, since most of our securities are transacted in active markets, fair value measurements are determined based on quoted prices for the identical security. For hedge fund investments, we receive monthly statements from the investment manager with the estimated fair value.
Derivatives – Derivatives are recorded at fair value. Asset and liability positions in individual derivatives that are covered by legally enforceable master netting agreements, including receivables (payables) for cash collateral posted (received), are offset and presented net in accordance with accounting principles which allow the offsetting of amounts.
Derivatives traded on an exchange are valued using quoted prices. OTC derivatives, which comprise a majority of derivative contract positions, are valued using valuation techniques. The fair value for the majority of our derivative instruments are determined based on internally developed models that utilize independently corroborated market parameters, including interest rate yield curves, option volatilities, and currency rates. For complex or long-dated derivative products where market data is not available, fair value may be affected by the underlying assumptions about, among other things, the timing of cash flows, expected exposure, probability of default and recovery rates. The fair values of certain structured derivative products are sensitive to unobservable inputs such as default correlations of the referenced credit and volatilities of embedded options. These estimates are susceptible to significant change in future periods as market conditions change.
We use the Overnight Indexed Swap (OIS) curves as inputs to measure the fair value of collateralized interest rate derivatives.
Significant inputs related to derivative classes are broken down as follows:
•	Credit Derivatives – Use credit default curves and recovery rates which are generally provided by broker quotes and various pricing services. Certain credit derivatives may also use correlation inputs in their model valuation. Correlation is derived using market quotes from brokers and various pricing services.
•	Interest Rate Derivatives – Swaps use interest rate curves based on currency that are actively quoted by brokers and other pricing services. Options will also use volatility inputs which are also quoted in the broker market.
•	Foreign Exchange ("FX") Derivatives – FX transactions, to the extent possible, use spot and forward FX rates which are quoted in the broker market. Where applicable, we also use implied volatility of currency pairs as inputs.
•	Equity Derivatives – Use listed equity security pricing and implied volatilities from equity traded options position.
•	Precious Metal Derivatives – Use spot and forward metal rates which are quoted in the broker market.
As discussed earlier, we make fair value adjustments to model valuations in order to ensure that those values represent appropriate estimates of fair value. These adjustments, which are applied consistently over time, are generally required to reflect factors such as bid-ask spreads and counterparty credit risk that can affect prices in arms-length transactions with unrelated third parties. Such adjustments are based on management judgment and may not be observable.
We estimate the counterparty credit risk for financial assets and own credit standing for financial liabilities (the "credit risk adjustments") in determining the fair value measurement. For derivative instruments, we calculate the credit risk adjustment by applying the probability of default of the counterparty to the expected exposure, and multiplying the result by the expected loss given default. We also take into consideration the risk mitigating factors including collateral agreements and master netting arrangements in determining credit risk adjustments. We estimate the implied probability of default based on the credit spread of the specific counterparty observed in the credit default swap market. Where credit default spread of the counterparty is not available, we use the credit default spread of a specific proxy (e.g. the credit default swap spread of the counterparty's parent). Where specific proxy credit default swap is not available, we apply a blended approach based on a combination of credit default swaps referencing to credit names of similar credit standing and the historical rating-based probability of default.
Real estate owned - Fair value is determined based on third party appraisals obtained at the time we take title to the property and, if less than the carrying amount of the loan, the carrying amount of the loan is adjusted to the fair value. The carrying amount of the property is further reduced, if necessary, at least every 45 days to reflect observable local market data, including local area sales data.
Mortgage servicing rights - We elected to measure residential mortgage servicing rights, which are classified as intangible assets, at fair value. The fair value for the residential mortgage servicing rights is determined based on an option adjusted approach which involves discounting servicing cash flows under various interest rate projections at risk-adjusted rates. The valuation model also incorporates our best estimate of the prepayment speed of the mortgage loans, current cost to service and discount rates which are unobservable. As changes in interest rates is a key factor affecting the prepayment speed and hence the fair value of the mortgage servicing rights, we use various interest rate derivatives and forward purchase contracts of mortgage-backed securities to risk-manage the mortgage servicing rights.
Structured notes – Structured notes are hybrid instruments containing embedded derivatives. Structured notes are elected to be measured at fair value in their entirety under fair value option accounting principles. The valuation of hybrid instruments is predominantly driven by the derivative features embedded within the instruments. The valuation of embedded derivatives may include significant unobservable inputs such as correlation of the referenced credit names or volatility of the embedded option.
Cash flows of the funded notes are discounted at the appropriate rate for the applicable duration of the instrument adjusted for our own credit spreads. The credit spreads so applied are determined with reference to our own debt issuance rates observed in the primary and secondary markets, internal funding rates, and the structured note rates in recent executions.
Long-term debt – We elected to apply fair value option to certain own debt issuances for which fair value hedge accounting otherwise would have been applied. These own debt issuances elected under FVO are traded in secondary markets and, as such, the fair value is determined based on observed prices for the specific instrument. The observed market price of these instruments reflects the effect of our own credit spreads. The credit spreads applied to these instruments were derived from the spreads at the measurement date.
For long-term debt recorded at cost, fair value is determined based on quoted market prices where available. If quoted market prices are not available, fair value is based on dealer quotes, quoted prices of similar instruments, or internally developed valuation models adjusted for own credit risks.
Deposits – For fair value disclosure purposes, the carrying amount of deposits with no stated maturity (e.g., demand, savings, and certain money market deposits), which represents the amount payable upon demand, is considered to generally approximate fair value. For deposits with stated maturities, including structured deposits, fair value is estimated by discounting cash flows using market interest rates currently offered on deposits with similar characteristics and maturities.

Litigation_and_Regulatory_Matt

Litigation and Regulatory Matters	6 Months Ended
	Jun. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Litigation and Regulatory Matters	'
	Litigation and Regulatory Matters
	The following supplements, and should be read together with, the disclosure in Note 28, "Litigation and Regulatory Matters," in our 2013 Form 10-K and our Form 10-Q for the three month period ended March 31, 2014 (the "2014 First Quarter 10-Q"). Only those matters with significant updates and new matters since our disclosure in our 2013 Form 10-K and our 2014 First Quarter Form 10-Q are reported herein.
	In addition to the matters described below, and in our 2013 Form 10-K and our 2014 First Quarter Form 10-Q, in the ordinary course of business, we are routinely named as defendants in, or as parties to, various legal actions and proceedings relating to activities of our current and/or former operations. These legal actions and proceedings may include claims for substantial or indeterminate compensatory or punitive damages, or for injunctive relief. In the ordinary course of business, we also are subject to governmental and regulatory examinations, information-gathering requests, investigations and proceedings (both formal and informal), certain of which may result in adverse judgments, settlements, fines, penalties, injunctions or other relief. In connection with formal and informal inquiries by these regulators, we receive numerous requests, subpoenas and orders seeking documents, testimony and other information in connection with various aspects of our regulated activities.
	In view of the inherent unpredictability of litigation and regulatory matters, particularly where the damages sought are substantial or indeterminate or when the proceedings or investigations are in the early stages, we cannot determine with any degree of certainty the timing or ultimate resolution of litigation and regulatory matters or the eventual loss, fines, penalties or business impact, if any, that may result. We establish reserves for litigation and regulatory matters when those matters present loss contingencies that are both probable and can be reasonably estimated. Once established, reserves are adjusted from time to time, as appropriate, in light of additional information. The actual costs of resolving litigation and regulatory matters, however, may be substantially higher than the amounts reserved for those matters.
	For the litigation and governmental and regulatory matters disclosed below and in Note 28, "Litigation and Regulatory Matters," in our 2013 Form 10-K and in Note 19 "Litigation and Regulatory Matters" in our 2014 First Quarter Form 10-Q as to which a loss in excess of accrued liability is reasonably possible in future periods and for which there is sufficient currently available information on the basis of which management believes it can make a reliable estimate, we believe a reasonable estimate could be as much as $1.2 billion for HUSI and its U.S. affiliates. The litigation and governmental and regulatory matters underlying this estimate of possible loss will change from time to time and actual results may differ significantly from this current estimate.
	Given the substantial or indeterminate amounts sought in certain of these matters, and the inherent unpredictability of such matters, an adverse outcome in certain of these matters could have a material adverse effect on our consolidated financial statements in particular quarterly or annual periods.
	Litigation
	Salveson v. JPMorgan Chase et al. (N.D.Cal. No. 13-CV-5816) On May 8, 2014, after being served with the complaint, HSBC filed a separate motion to dismiss, and both it and HNAH joined the joint motion to dismiss. On June 4, 2014, the Judicial Panel on Multidistrict Litigation transferred the case to the Eastern District of New York for consolidation with MDL 1720.
	Credit Default Swap Litigation On May 23, 2014, defendants filed motions to dismiss plaintiffs’ second amended, consolidated complaint. The motion is fully briefed and pending.
	Gold and Silver Fix Litigation
	Since March 2014, numerous putative class actions have been filed in the US District Courts for the Southern District of New York, the District of New Jersey and the Northern District of California naming HSBC and a number of other members of The London Gold Market Fixing Ltd as defendants. The complaints allege that, from January 2004 to the present, defendants conspired to manipulate the price of gold and gold derivatives during the afternoon London gold fix in order to reap profits on proprietary trades. Plaintiffs have filed a motion for transfer with the Judicial Panel on Multi-District Litigation requesting assignment to and consolidation in the New York District Court. That motion is pending.
	In July 2014, putative class actions were filed in the US District Court for the Southern and Eastern Districts of New York naming HSBC, HSBC Bank plc, HSBC Bank USA and the other members of The London Silver Market Fixing Ltd as defendants. The complaints allege that, from January 2007 to the present, defendants conspired to manipulate the price of physical silver and silver derivatives for their collective benefit in violation of the US Commodity Exchange Act and US antitrust laws. These actions are at a very early stage.
	Based on the facts currently known, it is not practicable at this time for us to predict the resolution of these private lawsuits, including the timing and potential impact on us.
	Madoff Litigation
	In December 2008, Bernard L. Madoff ("Madoff") was arrested for running a Ponzi scheme and a trustee was appointed for the liquidation of his firm, Bernard L. Madoff Investment Securities LLC ("Madoff Securities"), an SEC-registered broker-dealer and investment adviser. Various non-U.S. HSBC companies provided custodial, administration and similar services to a number of funds incorporated outside the United States whose assets were invested with Madoff Securities. Plaintiffs (including funds, funds investors and the Madoff Securities trustee) have commenced Madoff-related proceedings against numerous defendants in a multitude of jurisdictions. Various HSBC companies have been named as defendants in suits in the United States, Ireland, Luxembourg and other jurisdictions. Certain suits (which include U.S. putative class actions) allege that the HSBC defendants knew or should have known of Madoff's fraud and breached various duties to the funds and fund investors.
	In re Herald, Primeo and Thema Funds Securities Litigation On May 28, 2014, after the United States Supreme Court decided Chadbourne & Park LLP v. Troice, 134 S. Ct. 1058 (2014), the Second Circuit denied Thema International Fund plc’s petition for panel rehearing following its affirmance of the district court’s dismissal of all U.S. class action claims against the HSBC defendants on forum non conveniens grounds. The petition for rehearing en banc remains pending.
	The Madoff Securities trustee filed a suit in the U.S. captioned Picard v. HSBC et al (Bankr S.D.N.Y. No. 09-01364), which also names certain funds, investment managers, and other non-HSBC entities and individuals, seeking $9 billion in damages and additional recoveries from HSBC Bank USA, certain of our foreign affiliates and the various other non-HSBC co-defendants. In July 2011, the district court dismissed the trustee's various common law claims, which in total account for approximately $6.6 billion of the potential exposure in the action, on the grounds that the trustee lacked standing to assert them, and the Court of Appeals affirmed that decision in June 2013. On June 30, 2014, the Supreme Court denied the trustee’s petition for a writ of certiorari of the Court of Appeal’s decision. The dismissal of the trustee’s common law claims is now final.
	The district court previously returned the trustee's bankruptcy claims to the bankruptcy court for further proceedings, but retained certain issues for further consideration. These claims seek the return of the transfers of funds from Bernard L. Madoff Investment Securities LLC (“Madoff Securities”) to the feeder fund defendants as well as subsequent transfers of those assets from the feeder funds to other defendants, including the HSBC defendants, as preferential and fraudulent transfers under U.S. bankruptcy law. As to the HSBC defendants, which include HSBC Bank USA, the claims seek recovery of unspecified amounts that the HSBC defendants received from funds invested with Madoff, including amounts that the HSBC defendants received when they redeemed units held in the various funds. On July 7, 2014, the district court ruled that the U.S. bankruptcy code does not provide the trustee the right to recover money that was transferred between foreign entities, even if that money ultimately is traceable to Madoff Securities. This decision is subject to appeal and has not been applied to the facts of the trustee’s case against the HSBC defendants, so its impact on the trustee’s remaining claims is uncertain.
	There are many factors that may affect the range of possible outcomes, and the resulting financial impact, of the various Madoff-related proceedings including, but not limited to, the circumstances of the fraud, the multiple jurisdictions in which proceedings have been brought and the number of different plaintiffs and defendants in such proceedings. For these reasons, among others, we are unable to reasonably estimate the aggregate liability or ranges of liability that might arise as a result of these claims but they could be significant. In any event, we consider that we have good defenses to these claims and will continue to defend them vigorously.
	Benchmark Rate Litigation In May 2014 HSBC, HSBC Bank plc, HSBC USA and HSBC Finance, along with the other U.S. dollar Libor panel banks, were named as defendants in a lawsuit filed by two mutual funds managed by Prudential Investment Portfolios seeking unspecified damages as a result of alleged artificial suppression of U.S. dollar Libor rates which plaintiffs allege resulted in plaintiffs receiving substantially less interest payments in connection with certain transactions entered into with the defendants. Additionally, the Federal Deposit Insurance Corporation, in its role as receiver for several failed banks, filed a complaint against the British Bankers Association and the U.S. dollar Libor panel banks, including HSBC, HSBC Bank USA, and The Hongkong and Shanghai Banking Corporation, seeking unspecified damages as a result of fraudulent artificial suppression of U.S. dollar Libor rates. These actions have been transferred and/or consolidated with a U.S. dollar Libor Multi-District Litigation proceeding in the U.S. District Court for the Southern District of New York. HSBC and HSBC Bank plc are defendants in that proceeding as well. These actions are subject to a stay imposed by the court.
	Mortgage Securitization Activity and Litigation
	In addition to the repurchase risk described in Note 17, "Guarantee Arrangements and Pledged Assets," HSBC Bank USA has also been involved as a sponsor/seller of loans used to facilitate whole loan securitizations underwritten by HSI. During 2005-2007, HSBC Bank USA purchased and sold $24 billion of whole loans to HSI which were subsequently securitized and sold by HSI to third parties. The outstanding principal balance on these loans was approximately $6.1 billion and $6.5 billion at June 30, 2014 and December 31, 2013, respectively.
	Participants in the U.S. mortgage securitization market that purchased and repackaged whole loans have been the subject of lawsuits and governmental and regulatory investigations and inquiries, which have been directed at groups within the U.S. mortgage market, such as servicers, originators, underwriters, trustees or sponsors of securitizations, and at particular participants within these groups. As the industry's residential mortgage foreclosure issues continue, HSBC Bank USA has taken title to a number of foreclosed homes as trustee on behalf of various securitization trusts. As nominal record owner of these properties, HSBC Bank USA has been sued by municipalities and tenants alleging various violations of law, including laws regarding property upkeep and tenants' rights. While we believe and continue to maintain that the obligations at issue and any related liability are properly those of the servicer of each trust, we continue to receive significant and adverse publicity in connection with these and similar matters, including foreclosures that are serviced by others in the name of "HSBC, as trustee."
	Federal Housing Finance Agency, as Conservator for the Federal National Mortgage Association and the Federal Home Loan Mortgage Corporation v. HSBC North America Holdings Inc. et al. (S.D.N.Y. No. CV 11-6189-LAK) Various defendants' motions for summary judgment and other applications have been fully briefed and are currently pending before the court. Expert discovery is scheduled to continue through August 2014. The aggregate unpaid principal balance of the securities was approximately $1.5 billion and $1.6 billion at June 30, 2014 and December 30, 2013, respectively.
	In June 2014, the Deutsche Zentral-Genossenschaftsbank AG, New York Branch v. HSBC North America Holdings Inc., et al (S.D.N.Y. No. 12-CV-4025) and Bayerische Landesbank v HSBC Holdings plc, et al. (Index No. 65481/12) matters each were resolved by a confidential settlement among the parties. The settlements did not have a material impact on our results.
	In May 2014 Commerzbank AG London Branch filed a complaint against nearly 70 different financial institutions, including HSBC, HSI and HSI Asset Securitization Corporation, seeking unspecified damages as a result of alleged fraud and fraudulent concealment committed by the defendants in the securitization of residential mortgages and the sale of those securities to the plaintiff. Commerzbank had previously filed a summons with notice against the same defendants in December 2013. This action is at an early stage.
	In June 2014, a lawsuit was filed in New York State court against HSBC Bank USA, as trustee of approximately 264 identified trusts (the "Trusts"). Similar lawsuits were filed simultaneously against other non-HSBC financial institutions that served as mortgage securitization pool trustees. The plaintiffs are investors in the Trusts and include, among others, BlackRock and PIMCO funds. The lawsuits were brought derivatively on behalf of the Trusts. The complaint against HSBC Bank USA alleges that the Trusts have sustained losses in collateral value of over $32 billion. The lawsuit seeks unspecified damages resulting from an alleged breach of the Trust Indenture Act, breach of fiduciary duties, and negligence. This action is at an early stage.
	Shareholder Derivative Action On May 7, 2014 a shareholder of HSBC (who is not a shareholder of HSBC Bank USA, HNAH or HSBC USA) filed a shareholder derivative action, captioned Michael Mason-Mahon v. Douglas J. Flint, et al. (New York State Supreme Court, Nassau County, Index No. 602052/2014), purportedly on behalf of HSBC, HSBC Bank USA, HNAH and HSBC USA in New York State Supreme Court against the directors, certain officers and certain former directors of those HSBC companies alleging that those directors and officers breached their fiduciary duties to the companies and caused a waste of corporate assets by allegedly permitting and/or causing the conduct underlying the DPA. This action is at a very early stage, but the ultimate outcome of the action is not expected to have a material impact on HUSI.

New_Accounting_Pronouncements

New Accounting Pronouncements	6 Months Ended
	Jun. 30, 2014
Accounting Policies [Abstract]	'
New Accounting Pronouncements	'
	New Accounting Pronouncements
	Unrecognized Tax Benefits In July 2013, the Financial Accounting Standards Board ("FASB") issued an Accounting Standards Update ("ASU") that provides guidance on financial statement presentation of an unrecognized tax benefit when a net operating loss (“NOL”) carryforward, a similar tax loss, or a tax credit carryforward exists in the same tax jurisdiction. The ASU requires an entity to present the unrecognized tax benefit as a reduction of the deferred tax asset for an NOL or tax credit carryforward whenever the NOL or tax credit carryforward would be available to reduce the additional taxable income or tax due if the tax position is disallowed. However, the ASU requires an entity to present an unrecognized tax benefit on the balance sheet as a liability if certain conditions are met. The new guidance is effective for all annual and interim periods beginning January 1, 2014. The adoption of this guidance did not have an impact on our unrecognized tax benefit liability.
	Accounting for Investments in Qualified Housing Projects In January 2014, the FASB issued an ASU which permits, but does not require, an investor to amortize its Low Income Housing Tax Credit ("LIHTC") investments in proportion to the allocated Low Income Housing Federal tax benefits and present such tax benefits net of investment amortization in the income tax line. The ASU is effective for fiscal years beginning after December 15, 2014 to be applied retrospectively with early adoption permitted. We elected to early adopt the ASU on January 1, 2014 due to its improvement in the presentation of the economic benefits of this investment class. The early adoption of the ASU required the previous period to also be restated and resulted in a reduction to operating expenses of $21 million and $42 million in both of the three and six months ended June 30, 2014 and 2013, respectively, with a corresponding increase to income tax expense. There was no overall impact to net income.
	Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity In April 2014, the FASB issued an ASU which changes the criteria for determining whether a disposition qualifies for discontinued operations presentation and requires enhanced disclosures about discontinued operations and significant dispositions that do not qualify for discontinued operations reporting. Under the ASU, only disposals representing a strategic shift in operations, such as a disposal of a major geographic area, a major line of business, a major equity method investment or other major parts of an entity, are required to be presented as discontinued operations. The ASU will be effective prospectively for all disposals (or classifications as held for sale) of components of an entity that occur within annual and interim periods beginning January 1, 2015. Early adoption is permitted, but only for disposals (or classifications as held for sale) that have not been reported in financial statements previously issued or available for issuance. The adoption of this guidance is not expected to have a significant impact on our financial position or results of operations.
	Recognition of Revenue from Contracts with Customers In May 2014, the FASB issued an ASU which provides a principles-based framework for revenue recognition that supersedes virtually all previously issued revenue recognition guidance. Additionally, the ASU requires improved disclosures to help users of financial statements better understand the nature, amount, timing, and uncertainty of revenue that is recognized. The core principle of the five-step revenue recognition framework is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. The ASU will be effective for all annual and interim periods beginning January 1, 2017. The amendments in the ASU should be applied either retrospectively to each prior reporting period presented or retrospectively with the cumulative effect of initially applying this ASU recognized at the date of initial application. We are currently evaluating the potential impact of adopting this ASU, including determining which transition method to apply.
	Repurchase to Maturity Transactions, Repurchase Financings, and Disclosures In June 2014, the FASB issued an ASU which changes the accounting for repurchase-to-maturity transactions to secured borrowing accounting and requires secured borrowing accounting for the repurchase agreement in a contemporaneous repurchase financing arrangement. The accounting changes in the ASU will be effective for all annual and interim periods beginning January 1, 2015 and will require the changes in accounting for transactions outstanding on the effective date to be presented as a cumulative-effect adjustment to retained earnings as of the beginning of the period of adoption. The ASU also requires new disclosure about certain transactions accounted for as a sale to be presented for interim and annual periods beginning January 1, 2015, and new disclosure about repurchase agreements, securities lending transactions, and repurchase-to-maturity transactions that are accounted for as secured borrowings to be presented for annual periods beginning January 1, 2015, and for interim periods beginning April 1, 2015. We are currently evaluating the potential impact the adoption of this ASU may have on our financial position and results of operations.
	There were no additional accounting pronouncements issued that are expected to have a significant impact on our financial position or results of operations.

Fair_Value_Measurements_Polici

Fair Value Measurements (Policies)	6 Months Ended
	Jun. 30, 2014
Fair Value Disclosures [Abstract]	'
Fair Value Hierarchy	'
	The Fair Value Framework establishes a three-tiered fair value hierarchy as follows:
	Level 1 quoted market price - Level 1 inputs are quoted prices (unadjusted) in active markets for identical assets or liabilities.
	Level 2 valuation technique using observable inputs - Level 2 inputs include quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are inactive, and measurements determined using valuation models where all significant inputs are observable, such as interest rates and yield curves that are observable at commonly quoted intervals.
	Level 3 valuation technique with significant unobservable inputs - Level 3 inputs are unobservable inputs for the asset or liability and include situations where fair values are measured using valuation techniques based on one or more significant unobservable input.
	Classification within the fair value hierarchy is based on whether the lowest hierarchical level input that is significant to the fair value measurement is observable. As such, the classification within the fair value hierarchy is dynamic and can be transferred to other hierarchy levels in each reporting period. Transfers between leveling categories are assessed, determined and recognized at the end of each reporting period.

New_Accounting_Pronouncements_

New Accounting Pronouncements (Policies)	6 Months Ended
	Jun. 30, 2014
Accounting Policies [Abstract]	'
New Accounting Pronouncements Adopted	'
	Unrecognized Tax Benefits In July 2013, the Financial Accounting Standards Board ("FASB") issued an Accounting Standards Update ("ASU") that provides guidance on financial statement presentation of an unrecognized tax benefit when a net operating loss (“NOL”) carryforward, a similar tax loss, or a tax credit carryforward exists in the same tax jurisdiction. The ASU requires an entity to present the unrecognized tax benefit as a reduction of the deferred tax asset for an NOL or tax credit carryforward whenever the NOL or tax credit carryforward would be available to reduce the additional taxable income or tax due if the tax position is disallowed. However, the ASU requires an entity to present an unrecognized tax benefit on the balance sheet as a liability if certain conditions are met. The new guidance is effective for all annual and interim periods beginning January 1, 2014. The adoption of this guidance did not have an impact on our unrecognized tax benefit liability.
	Accounting for Investments in Qualified Housing Projects In January 2014, the FASB issued an ASU which permits, but does not require, an investor to amortize its Low Income Housing Tax Credit ("LIHTC") investments in proportion to the allocated Low Income Housing Federal tax benefits and present such tax benefits net of investment amortization in the income tax line. The ASU is effective for fiscal years beginning after December 15, 2014 to be applied retrospectively with early adoption permitted. We elected to early adopt the ASU on January 1, 2014 due to its improvement in the presentation of the economic benefits of this investment class. The early adoption of the ASU required the previous period to also be restated and resulted in a reduction to operating expenses of $21 million and $42 million in both of the three and six months ended June 30, 2014 and 2013, respectively, with a corresponding increase to income tax expense. There was no overall impact to net income.
	Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity In April 2014, the FASB issued an ASU which changes the criteria for determining whether a disposition qualifies for discontinued operations presentation and requires enhanced disclosures about discontinued operations and significant dispositions that do not qualify for discontinued operations reporting. Under the ASU, only disposals representing a strategic shift in operations, such as a disposal of a major geographic area, a major line of business, a major equity method investment or other major parts of an entity, are required to be presented as discontinued operations. The ASU will be effective prospectively for all disposals (or classifications as held for sale) of components of an entity that occur within annual and interim periods beginning January 1, 2015. Early adoption is permitted, but only for disposals (or classifications as held for sale) that have not been reported in financial statements previously issued or available for issuance. The adoption of this guidance is not expected to have a significant impact on our financial position or results of operations.
	Recognition of Revenue from Contracts with Customers In May 2014, the FASB issued an ASU which provides a principles-based framework for revenue recognition that supersedes virtually all previously issued revenue recognition guidance. Additionally, the ASU requires improved disclosures to help users of financial statements better understand the nature, amount, timing, and uncertainty of revenue that is recognized. The core principle of the five-step revenue recognition framework is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. The ASU will be effective for all annual and interim periods beginning January 1, 2017. The amendments in the ASU should be applied either retrospectively to each prior reporting period presented or retrospectively with the cumulative effect of initially applying this ASU recognized at the date of initial application. We are currently evaluating the potential impact of adopting this ASU, including determining which transition method to apply.
	Repurchase to Maturity Transactions, Repurchase Financings, and Disclosures In June 2014, the FASB issued an ASU which changes the accounting for repurchase-to-maturity transactions to secured borrowing accounting and requires secured borrowing accounting for the repurchase agreement in a contemporaneous repurchase financing arrangement. The accounting changes in the ASU will be effective for all annual and interim periods beginning January 1, 2015 and will require the changes in accounting for transactions outstanding on the effective date to be presented as a cumulative-effect adjustment to retained earnings as of the beginning of the period of adoption. The ASU also requires new disclosure about certain transactions accounted for as a sale to be presented for interim and annual periods beginning January 1, 2015, and new disclosure about repurchase agreements, securities lending transactions, and repurchase-to-maturity transactions that are accounted for as secured borrowings to be presented for annual periods beginning January 1, 2015, and for interim periods beginning April 1, 2015. We are currently evaluating the potential impact the adoption of this ASU may have on our financial position and results of operations.

Trading_Assets_and_Liabilities1

Trading Assets and Liabilities (Tables)	6 Months Ended
	Jun. 30, 2014
Trading Assets And Liabilities [Abstract]	'
Trading Assets and Liabilities	'
	Trading assets and liabilities consisted of the following.
		June 30, 2014		December 31, 2013
		(in millions)
	Trading assets:
	U.S. Treasury	$	2,717	$	1,344
	U.S. Government agency issued or guaranteed	20		19
	U.S. Government sponsored enterprises(1)	115		159
	Obligations of U.S. states and political subdivisions	27		25
	Asset backed securities	494		481
	Corporate and foreign bonds	6,931		9,099
	Other securities	21		25
	Precious metals	10,477		11,751
	Derivatives	4,354		5,991
		$	25,156	$	28,894
	Trading liabilities:
	Securities sold, not yet purchased	$	771	$	308
	Payables for precious metals	3,037		3,826
	Derivatives	5,007		6,741
		$	8,815	$	10,875
	(1)	Includes mortgage backed securities of $88 million and $133 million issued or guaranteed by the Federal National Mortgage Association ("FNMA") and $27 million and $26 million issued or guaranteed by the Federal Home Loan Mortgage Corporation ("FHLMC") at June 30, 2014 and December 31, 2013, respectively.

Securities_Tables

Securities (Tables)	6 Months Ended
	Jun. 30, 2014
Investments, Debt and Equity Securities [Abstract]	'
Amortized Cost and Fair Value of the Securities Available-for-Sale and Held-to-Maturity	'
	Our securities available-for-sale and securities held-to-maturity portfolios consisted of the following:
	30-Jun-14	Amortized				Non-Credit Loss Component of OTTI Securities				Unrealized				Unrealized				Fair
		Cost								Gains				Losses				Value
		(in millions)
	Securities available-for-sale:
	U.S. Treasury	$	19,506			$	—			$	392			$	(31	)		$	19,867
	U.S. Government sponsored enterprises:(1)
	Mortgage-backed securities	182				—				—				(5		)		177
	Collateralized mortgage obligations	39				—				—				—				39
	Direct agency obligations	4,114				—				243				(11		)		4,346
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	9,904				—				192				(212		)		9,884
	Collateralized mortgage obligations	4,871				—				13				(97		)		4,787
	Obligations of U.S. states and political subdivisions	728				—				12				(10		)		730
	Asset backed securities collateralized by:
	Residential mortgages	1				—				—				—				1
	Commercial mortgages	85				—				1				—				86
	Home equity	104				—				—				(10		)		94
	Other	105				—				—				(11		)		94
	Foreign debt securities(2)	4,503				—				12				(8		)		4,507
	Equity securities	165				—				3				(2		)		166
	Total available-for-sale securities	$	44,307			$	—			$	868			$	(397	)		$	44,778
	Securities held-to-maturity:
	U.S. Government sponsored enterprises:(3)
	Mortgage-backed securities	$	763			$	—			$	81			$	—			$	844
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	47				—				8				—				55
	Collateralized mortgage obligations	194				—				23				—				217
	Obligations of U.S. states and political subdivisions	26				—				1				—				27
	Asset-backed securities collateralized by residential mortgages	18				—				1				—				19
	Asset-backed securities and other debt securities held by a consolidated VIE(4)	255				(98		)		53				—				210
	Total held-to-maturity securities	$	1,303			$	(98	)		$	167			$	—			$	1,372
	December 31, 2013	Amortized				Non-Credit Loss Component of OTTI Securities				Unrealized				Unrealized				Fair
		Cost								Gains				Losses				Value
		(in millions)
	Securities available-for-sale:
	U.S. Treasury	$	27,716			$	—			$	391			$	(113	)		$	27,994
	U.S. Government sponsored enterprises:(1)
	Mortgage-backed securities	159				—				—				(14		)		145
	Collateralized mortgage obligations	41				—				—				(1		)		40
	Direct agency obligations	4,115				—				225				(16		)		4,324
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	10,304				—				40				(342		)		10,002
	Collateralized mortgage obligations	6,584				—				17				(154		)		6,447
	Obligations of U.S. states and political subdivisions	755				—				12				(25		)		742
	Asset backed securities collateralized by:
	Residential mortgages	1				—				—				—				1
	Commercial mortgages	125				—				1				—				126
	Home equity	263				—				—				(36		)		227
	Other	100				—				—				(6		)		94
	Foreign debt securities(2)	4,607				—				10				(15		)		4,602
	Equity securities	165				—				2				(5		)		162
	Total available-for-sale securities	$	54,935			$	—			$	698			$	(727	)		$	54,906
	Securities held-to-maturity:
	U.S. Government sponsored enterprises:(3)
	Mortgage-backed securities	$	845			$	—			$	88			$	—			$	933
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	52				—				8				—				60
	Collateralized mortgage obligations	214				—				24				—				238
	Obligations of U.S. states and political subdivisions	29				—				1				—				30
	Asset-backed securities collateralized by residential mortgages	18				—				1				—				19
	Asset-backed securities and other debt securities held by a consolidated VIE(4)	304				(104		)		19				—				219
	Total held-to-maturity securities	$	1,462			$	(104	)		$	141			$	—			$	1,499
(1)	Includes securities at amortized cost of $189 million and $167 million issued or guaranteed by FNMA at June 30, 2014 and December 31, 2013, respectively, and $32 million and $33 million issued or guaranteed by FHLMC at June 30, 2014 and December 31, 2013, respectively.
(2)	At June 30, 2014 and December 31, 2013, foreign debt securities consisted of $1,140 million and $1,101 million, respectively, of securities fully backed by foreign governments. The remainder of foreign debt securities represents public sector entity, bank or corporate debt.
(3)	Includes securities at amortized cost of $357 million and $398 million issued or guaranteed by FNMA at June 30, 2014 and December 31, 2013, respectively, and $406 million and $447 million issued and guaranteed by FHLMC at June 30, 2014 and December 31, 2013, respectively.
(4)	Relates to securities held by Bryant Park Funding LLC ("Bryant Park"), a variable interest entity which was consolidated in the second quarter of 2013. See Note 16, "Variable Interest Entities" for additional information.
Gross Unrealized Losses and Related Fair Values	'
	The following table summarizes gross unrealized losses and related fair values as of June 30, 2014 and December 31, 2013 classified as to the length of time the losses have existed:
		One Year or Less											Greater Than One Year
	30-Jun-14	Number			Gross				Aggregate				Number			Gross				Aggregate
		of			Unrealized				Fair Value				of			Unrealized				Fair Value
		Securities			Losses				of Investment				Securities			Losses				of Investment
		(dollars are in millions)
	Securities available-for-sale:
	U.S. Treasury	4			$	(1	)		$	741			8			$	(30	)		$	2,128
	U.S. Government sponsored enterprises	18			(1		)		41				30			(15		)		612
	U.S. Government agency issued or guaranteed	40			(224		)		2,317				48			(85		)		2,224
	Obligations of U.S. states and political subdivisions	14			(1		)		90				36			(9		)		336
	Asset backed securities	3			(11		)		115				7			(10		)		100
	Foreign debt securities	—			—				—				6			(8		)		2,470
	Equity securities	1			(2		)		157				—			—				—
	Securities available-for-sale	80			$	(240	)		$	3,461			135			$	(157	)		$	7,870
	Securities held-to-maturity:
	U.S. Government sponsored enterprises	13			$	—			$	—			49			$	—			$	—
	U.S. Government agency issued or guaranteed	78			—				—				826			—				2
	Obligations of U.S. states and political subdivisions	1			—				1				4			—				2
	Securities held-to-maturity	92			$	—			$	1			879			$	—			$	4
		One Year or Less											Greater Than One Year
	December 31, 2013	Number			Gross				Aggregate				Number			Gross				Aggregate
		of			Unrealized				Fair Value				of			Unrealized				Fair Value
		Securities			Losses				of Investment				Securities			Losses				of Investment
		(dollars are in millions)
	Securities available-for-sale:
	U.S. Treasury	22			$	(82	)		$	16,958			6			$	(31	)		$	630
	U.S. Government sponsored enterprises	23			(12		)		400				20			(19		)		356
	U.S. Government agency issued or guaranteed	170			(494		)		10,243				5			(2		)		23
	Obligations of U.S. states and political subdivisions	42			(19		)		330				5			(6		)		65
	Asset backed securities	3			(6		)		115				10			(36		)		237
	Foreign debt securities	1			—				50				7			(15		)		2,916
	Equity securities	1			(5		)		154				—			—				—
	Securities available-for-sale	262			$	(618	)		$	28,250			53			$	(109	)		$	4,227
	Securities held-to-maturity:
	U.S. Government sponsored enterprises	13			$	—			$	—			48			$	—			$	—
	U.S. Government agency issued or guaranteed	79			—				—				859			—				2
	Obligations of U.S. states and political subdivisions	7			—				4				2			—				1
	Securities held-to-maturity	99			$	—			$	4			909			$	—			$	3
Other than Temporary Impairment, Credit Losses Recognized in Earnings	'
	The following table summarizes the rollforward of credit losses on debt securities that were other-than-temporarily impaired which have previously been recognized in income that we do not intend to sell nor will likely be required to sell:
		Three Months Ended June 30, 2014				Six Months Ended June 30, 2014
		(in millions)
	Credit losses at the beginning of the period	$	63			$	61
	Increase in credit losses for which an other-than-temporary impairment was previously recognized	5				7
	Ending balance of credit losses on held-to-maturity debt securities for which a portion of an other-than-temporary impairment was recognized in other comprehensive income (loss)	$	68			$	68
Realized Gains and Losses on Investment Securities Transactions Attributable to Available-for-Sale Securities	'
	The following table summarizes realized gains and losses on investment securities transactions attributable to available-for-sale securities:
		Three Months Ended June 30,								Six Months Ended June 30,
		2014				2013				2014				2013
		(in millions)
	Gross realized gains	$	25			$	83			$	68			$	207
	Gross realized losses	(32		)		(60		)		(53		)		(61		)
	Net realized gains	$	(7	)		$	23			$	15			$	146
Distribution of Maturities of Debt Securities with the Approximate Yield of the Portfolio	'
	The table below also reflects the distribution of maturities of debt securities held at June 30, 2014, together with the approximate taxable equivalent yield of the portfolio. The yields shown are calculated by dividing annual interest income, including the accretion of discounts and the amortization of premiums, by the amortized cost of securities outstanding at June 30, 2014. Yields on tax-exempt obligations have been computed on a taxable equivalent basis using applicable statutory tax rates.
		Within							After One							After Five						After Ten
		One Year							But Within							But Within						Years
									Five Years							Ten Years
	Taxable Equivalent Basis	Amount				Yield			Amount				Yield			Amount				Yield		Amount		Yield
		(dollars are in millions)
	Available-for-sale:
	U.S. Treasury	$	1,225			0.34	%		$	14,017			0.91	%		$	2,429			2.9	%	$	1,835	3.8	%
	U.S. Government sponsored enterprises	—				—			1,108				2.62			2,450				3.27		777		3.74
	U.S. Government agency issued or guaranteed	—				—			12				4.23			107				2.65		14,656		2.36
	Obligations of U.S. states and political subdivisions	—				—			110				3.66			302				3.32		316		3.52
	Asset backed securities	—				—			—				—			7				0.39		288		3.56
	Foreign debt securities	554				3.1			3,949				1.94			—				—		—		—
	Total amortized cost	$	1,779			1.2	%		$	19,196			1.24	%		$	5,295			3.09	%	$	17,872	2.61	%
	Total fair value	$	1,781						$	19,299						$	5,587					$	17,945
	Held-to-maturity:
	U.S. Government sponsored enterprises	$	—			—	%		$	—			—	%		$	2			7.77	%	$	761	6.14	%
	U.S. Government agency issued or guaranteed	—				—			1				7.62			2				7.75		238		6.49
	Obligations of U.S. states and political subdivisions	5				5.28			8				4.4			6				3.94		7		5.04
	Asset backed securities	—				—			—				—			—				—		18		6.21
	Asset backed securities issued by consolidated VIE	—				—			—				—			64				0.33		93		0.33
	Total amortized cost	$	5			5.28	%		$	9			4.79	%		$	74			1.05	%	$	1,117	5.72	%
	Total fair value	$	5						$	11						$	78					$	1,278

Loans_Tables

Loans (Tables)	6 Months Ended
	Jun. 30, 2014
Loans Receivable, Net [Abstract]	'
Components of Loans	'
	Loans consisted of the following:
		June 30, 2014		December 31, 2013
		(in millions)
	Commercial loans:
	Construction and other real estate	$	9,682	$	9,034
	Business and corporate banking	15,956		14,446
	Global banking(1)	24,268		21,625
	Other commercial	3,127		3,389
	Total commercial	53,033		48,494
	Consumer loans:
	Residential mortgages	16,097		15,826
	Home equity mortgages	1,914		2,011
	Credit cards	681		854
	Other consumer	473		510
	Total consumer	19,165		19,201
	Total loans	$	72,198	$	67,695
	(1)	Represents large multinational firms including globally focused U.S. corporate and financial institutions and U.S. dollar lending to multinational banking customers managed by HSBC on a global basis. Also includes loans to HSBC affiliates which totaled $5,080 million and $5,328 million at June 30, 2014 and December 31, 2013, respectively. See Note 13, "Related Party Transactions" for additional information regarding loans to HSBC affiliates.
Summary of Past Due Status of Loans	'
	The following table summarizes the past due status of our loans at June 30, 2014 and December 31, 2013. The aging of past due amounts is determined based on the contractual delinquency status of payments under the loan. An account is generally considered to be contractually delinquent when payments have not been made in accordance with the loan terms. Delinquency status is affected by customer account management policies and practices such as re-age, which results in the re-setting of the contractual delinquency status to current.
		Past Due					Total Past Due 30 Days or More
	At June 30, 2014	30 - 89 days		90+ days						Current(1)		Total Loans
		(in millions)
	Commercial loans:
	Construction and other real estate	$	7	$	14		$	21		$	9,661	$	9,682
	Business and corporate banking	7		27			34			15,922		15,956
	Global banking	—		—			—			24,268		24,268
	Other commercial	27		—			27			3,100		3,127
	Total commercial	41		41			82			52,951		53,033
	Consumer loans:
	Residential mortgages	400		935			1,335			14,762		16,097
	Home equity mortgages	18		54			72			1,842		1,914
	Credit cards	10		11			21			660		681
	Other consumer	10		10			20			453		473
	Total consumer	438		1,010			1,448			17,717		19,165
	Total loans	$	479	$	1,051		$	1,530		$	70,668	$	72,198
		Past Due					Total Past Due 30 Days or More
	At December 31, 2013	30 - 89 days		90+ days						Current(1)		Total Loans
		(in millions)
	Commercial loans:
	Construction and other real estate	$	6	$	58		$	64		$	8,970	$	9,034
	Business and corporate banking	48		36			84			14,362		14,446
	Global banking	8		3			11			21,614		21,625
	Other commercial	27		9			36			3,353		3,389
	Total commercial	89		106			195			48,299		48,494
	Consumer loans:
	Residential mortgages	443		1,037			1,480			14,346		15,826
	Home equity mortgages	28		59			87			1,924		2,011
	Credit cards	16		14			30			824		854
	Other consumer	12		13			25			485		510
	Total consumer	499		1,123			1,622			17,579		19,201
	Total loans	$	588	$	1,229		$	1,817		$	65,878	$	67,695
	(1)	Loans less than 30 days past due are presented as current.
Summary of Nonaccrual Loans and Accruing Receivables 90 Days or More Delinquent	'
	Nonaccrual loans and accruing receivables 90 days or more delinquent consisted of the following:
		June 30, 2014		December 31, 2013
		(in millions)
	Nonaccrual loans:
	Commercial:
	Real Estate:
	Construction and land loans	$	17	$	44
	Other real estate	47		122
	Business and corporate banking	28		21
	Global banking	—		65
	Other commercial	2		2
	Total commercial	94		254
	Consumer:
	Residential mortgages	879		949
	Home equity mortgages	69		77
	Total residential mortgages(1)(2)(3)	948		1,026
	Total consumer loans	948		1,026
	Nonaccrual loans held for sale	65		25
	Total nonaccruing loans	1,107		1,305
	Accruing loans contractually past due 90 days or more:
	Commercial:
	Business and corporate banking	7		5
	Other commercial	1		1
	Total commercial	8		6
	Consumer:
	Credit card receivables	11		14
	Other consumer	11		14
	Total consumer loans	22		28
	Total accruing loans contractually past due 90 days or more	30		34
	Total nonperforming loans	$	1,137	$	1,339
	(1)	At June 30, 2014 and December 31, 2013, residential mortgage loan nonaccrual balances include $849 million and $866 million, respectively, of loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell.
	(2)	Nonaccrual residential mortgages includes all receivables which are 90 or more days contractually delinquent as well as loans discharged under Chapter 7 bankruptcy and not re-affirmed and second lien loans where the first lien loan that we own or service is 90 or more days contractually delinquent.
	(3)	Residential mortgage nonaccrual loans for all periods does not include guaranteed loans purchased from the Government National Mortgage Association ("GNMA"). Repayment of these loans are predominantly insured by the Federal Housing Administration and as such, these loans have different risk characteristics from the rest of our customer loan portfolio.
Schedule of Additional Information on Nonaccrual Loans	'
	The following table provides additional information on our nonaccrual loans:
		Three Months Ended June 30,					Six Months Ended June 30,
		2014		2013			2014			2013
		(in millions)
	Interest income that would have been recorded if the nonaccrual loans had been current in accordance with contractual terms during the period	$	22	$	30		$	46		$	61
	Interest income that was recorded on nonaccrual loans and included in interest income during the period	6		8			14			11
Summary of Receivables which were Modified and as a Result Became Classified as TDR Loans	'
	The following table presents information about receivables which were modified during the three and six months ended June 30, 2014 and 2013 and as a result of this action became classified as TDR Loans:
		Three Months Ended June 30,					Six Months Ended June 30,
		2014		2013			2014			2013
		(in millions)
	Commercial loans:
	Construction and other real estate	$	—	$	32		$	—		$	32
	Business and corporate banking	11		5			11			9
	Other commercial	—		—			10			—
	Total commercial	11		37			21			41
	Consumer loans:
	Residential mortgages	47		49			81			92
	Credit cards	1		1			3			1
	Total consumer	48		50			84			93
	Total	$	59	$	87		$	105		$	134
Summary of TDR and Related Credit Loss Reserves for TDR Loans	'
	The following tables present information about our TDR Loans and the related credit loss reserves for TDR Loans:
		June 30, 2014		December 31, 2013
		(in millions)
	TDR Loans(1)(2):
	Commercial loans:
	Construction and other real estate	$	205	$	292
	Business and corporate banking	28		21
	Global banking	—		51
	Other commercial	—		25
	Total commercial	233		389
	Consumer loans:
	Residential mortgages(3)	959		973
	Credit cards	8		8
	Total consumer	967		981
	Total TDR Loans(4)	$	1,200	$	1,370
		June 30, 2014		December 31, 2013
		(in millions)
	Allowance for credit losses for TDR Loans(5):
	Commercial loans:
	Construction and other real estate	$	2	$	16
	Business and corporate banking	5		1
	Total commercial	7		17
	Consumer loans:
	Residential mortgages	58		68
	Credit cards	2		2
	Total consumer	60		70
	Total allowance for credit losses for TDR Loans	$	67	$	87
	(1)	TDR Loans are considered to be impaired loans. For consumer loans, all such loans are considered impaired loans regardless of accrual status. For commercial loans, impaired loans include other loans in addition to TDR Loans which totaled $33 million and $92 million at June 30, 2014 and December 31, 2013, respectively.
	(2)	The TDR Loan balances included in the table above reflect the current carrying amount of TDR Loans and includes all basis adjustments on the loan, such as unearned income, unamortized deferred fees and costs on originated loans, partial charge-offs and premiums or discounts on purchased loans. The following table reflects the unpaid principal balance of TDR Loans:
		June 30, 2014		December 31, 2013
		(in millions)
	Commercial loans:
	Construction and other real estate	$	219	$	309
	Business and corporate banking	68		60
	Global banking	—		51
	Other commercial	—		28
	Total commercial	287		448
	Consumer loans:
	Residential mortgages	1,145		1,153
	Credit cards	8		8
	Total consumer	1,153		1,161
	Total	$	1,440	$	1,609
	(3)	Includes $725 million and $706 million at June 30, 2014 and December 31, 2013, respectively, of loans that are recorded at the lower of amortized cost or fair value of the collateral less cost to sell.
	(4)	Includes $343 million and $458 million at June 30, 2014 and December 31, 2013, respectively, of loans which are classified as nonaccrual.
	(5)	Included in the allowance for credit losses.
Trouble Debt Restructuring Additional Information	'
	The following table presents information about average TDR Loans and interest income recognized on TDR Loans:
		Three Months Ended June 30,					Six Months Ended June 30,
		2014		2013			2014			2013
		(in millions)
	Average balance of TDR Loans
	Commercial loans:
	Construction and other real estate	$	220	$	290		$	244		$	307
	Business and corporate banking	23		30			22			49
	Global banking	—		—			17			—
	Other commercial	5		29			12			30
	Total commercial	248		349			295			386
	Consumer loans:
	Residential mortgages	948		890			947			906
	Credit cards	8		12			8			13
	Total consumer	956		902			955			919
	Total average balance of TDR Loans	$	1,204	$	1,251		$	1,250		$	1,305
	Interest income recognized on TDR Loans
	Commercial loans:
	Construction and other real estate	$	2	$	3		$	8		$	5
	Other commercial	—		1			—			2
	Total commercial	2		4			8			7
	Consumer loans:
	Residential mortgages	9		8			18			17
	Total consumer	9		8			18			17
	Total interest income recognized on TDR Loans	$	11	$	12		$	26		$	24
Loans Classified as TDR Loans	'
	The following table presents loans which were classified as TDR Loans during the previous 12 months which for commercial loans became 90 days or greater contractually delinquent or for consumer loans became 60 days or greater contractually delinquent during the three and six months ended June 30, 2014 and 2013:
		Three Months Ended June 30,					Six Months Ended June 30,
		2014		2013			2014			2013
		(in millions)
	Commercial loans:
	Construction and other real estate	$	—	$	—		$	12		$	—
	Total commercial	—		—			12			—
	Consumer loans:
	Residential mortgages	9		11			17			24
	Total consumer	9		11			17			24
	Total	$	9	$	11		$	29		$	24
Impaired Commercial Loans Considered as TDR Loans	'
	Impaired commercial loans  The following table summarizes impaired commercial loan statistics:
		Amount with		Amount			Total Impaired			Impairment
		Impairment		without			Commercial			Reserve
		Reserves		Impairment			Loans(1)(2)
				Reserves
		(in millions)
	At June 30, 2014
	Construction and other real estate	$	19	$	194		$	213		$	4
	Business and corporate banking	32		11			43			8
	Global banking	—		—			—			—
	Other commercial	2		8			10			2
	Total	$	53	$	213		$	266		$	14
	At December 31, 2013
	Construction and other real estate	$	122	$	211		$	333		$	32
	Business and corporate banking	28		12			40			3
	Global banking	14		51			65			5
	Other commercial	1		42			43			—
	Total	$	165	$	316		$	481		$	40
	(1)	Includes impaired commercial loans that are also considered TDR Loans which totaled $233 million and $389 million at June 30, 2014 and December 31, 2013, respectively.
	(2)	The impaired commercial loan balances included in the table above reflect the current carrying amount of the loan and includes all basis adjustments, such as partial charge-offs, unamortized deferred fees and costs on originated loans and any premiums or discounts. The following table reflects the unpaid principal balance of impaired commercial loans included in the table above:
		June 30, 2014		December 31, 2013
		(in millions)
	Construction and other real estate	$	232	$	380
	Business and corporate banking	93		91
	Global banking	—		123
	Other commercial	10		47
	Total	$	335	$	641
Average Balance and Interest Income Recognized on Impaired Commercial Loans	'
	The following table presents information about average impaired commercial loan balances and interest income recognized on the impaired commercial loans:
		Three Months Ended June 30,					Six Months Ended June 30,
		2014		2013			2014			2013
							(in millions)
	Average balance of impaired commercial loans:
	Construction and other real estate	$	237	$	353		$	269		$	401
	Business and corporate banking	36		58			37			74
	Global banking	—		18			22			18
	Other commercial	15		69			24			71
	Total average balance of impaired commercial loans	$	288	$	498		$	352		$	564
	Interest income recognized on impaired commercial loans:
	Construction and other real estate	$	2	$	4		$	8		$	7
	Other commercial	—		2			—			3
	Total interest income recognized on impaired commercial loans	$	2	$	6		$	8		$	10
Summary of Criticized Assets for Commercial Loans	'
	The following table summarizes criticized assets for commercial loans:
		Special Mention		Substandard			Doubtful			Total
		(in millions)
	At June 30, 2014
	Construction and other real estate	$	287	$	298		$	8		$	593
	Business and corporate banking	715		153			4			872
	Global banking	70		161			—			231
	Other commercial	37		21			1			59
	Total	$	1,109	$	633		$	13		$	1,755
	At December 31, 2013
	Construction and other real estate	$	351	$	346		$	30		$	727
	Business and corporate banking	557		156			2			715
	Global banking	367		112			5			484
	Other commercial	79		33			—			112
	Total	$	1,354	$	647		$	37		$	2,038
Status of Commercial Loan Portfolio	'
	The following table summarizes the status of our commercial loan portfolio:
		Performing		Nonaccrual			Accruing Loans			Total
		Loans		Loans			Contractually Past
							Due 90 days or More
		(in millions)
	At June 30, 2014
	Commercial:
	Construction and other real estate	$	9,618	$	64		$	—		$	9,682
	Business and corporate banking	15,921		28			7			15,956
	Global banking	24,268		—			—			24,268
	Other commercial	3,124		2			1			3,127
	Total commercial	$	52,931	$	94		$	8		$	53,033
	At December 31, 2013
	Commercial:
	Construction and other real estate	$	8,868	$	166		$	—		$	9,034
	Business and corporate banking	14,420		21			5			14,446
	Global banking	21,560		65			—			21,625
	Other commercial	3,386		2			1			3,389
	Total commercial	$	48,234	$	254		$	6		$	48,494
Credit Risk Profile of Commercial Loan	'
	The following table shows the credit risk profile of our commercial loan portfolio:
		Investment		Non-Investment			Total
		Grade(1)		Grade
		(in millions)
	At June 30, 2014
	Construction and other real estate	$	7,159	$	2,523		$	9,682
	Business and corporate banking	7,845		8,111			15,956
	Global banking	21,140		3,128			24,268
	Other commercial	1,608		1,519			3,127
	Total commercial	$	37,752	$	15,281		$	53,033
	At December 31, 2013
	Construction and other real estate	$	6,069	$	2,965		$	9,034
	Business and corporate banking	7,279		7,167			14,446
	Global banking	18,636		2,989			21,625
	Other commercial	1,583		1,806			3,389
	Total commercial	$	33,567	$	14,927		$	48,494
	(1)	Investment grade includes commercial loans with credit ratings of at least BBB- or above or the equivalent based on our internal credit rating system.
Delinquency Ratio for Consumer Loan	'
	The following table summarizes dollars of two-months-and-over contractual delinquency and as a percent of total loans and loans held for sale ("delinquency ratio") for our consumer loan portfolio:
		30-Jun-14				December 31, 2013
		Delinquent Loans		Delinquency		Delinquent Loans			Delinquency
				Ratio					Ratio
		(dollars are in millions)
	Consumer:
	Residential mortgages	$	1,086	6.73	%	$	1,208		7.59	%
	Home equity mortgages	59		3.08		68			3.38
	Total residential mortgages(1)	1,145		6.34		1,276			7.11
	Credit cards	15		2.2		21			2.46
	Other consumer	15		2.78		19			3.32
	Total consumer	$	1,175	6.1	%	$	1,316		6.8	%
	(1)	At June 30, 2014 and December 31, 2013, residential mortgage loan delinquency includes $983 million and $1,074 million, respectively, of loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell.
Status of Consumer Loan Portfolio	'
	The following table summarizes the status of our consumer loan portfolio:
		Performing		Nonaccrual			Accruing Loans			Total
		Loans		Loans			Contractually Past
							Due 90 days or More
		(in millions)
	At June 30, 2014
	Consumer:
	Residential mortgages	$	15,218	$	879		$	—		$	16,097
	Home equity mortgages	1,845		69			—			1,914
	Total residential mortgages	17,063		948			—			18,011
	Credit cards	670		—			11			681
	Other consumer	462		—			11			473
	Total consumer	$	18,195	$	948		$	22		$	19,165
	At December 31, 2013
	Consumer:
	Residential mortgages	$	14,877	$	949		$	—		$	15,826
	Home equity mortgages	1,934		77			—			2,011
	Total residential mortgages	16,811		1,026			—			17,837
	Credit cards	840		—			14			854
	Other consumer	496		—			14			510
	Total consumer	$	18,147	$	1,026		$	28		$	19,201

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	6 Months Ended
	Jun. 30, 2014
Receivables [Abstract]	'
Summary of Changes in the Allowance for Credit Losses and the Related Loan Balance by Product	'
	The following table summarizes the changes in the allowance for credit losses by product and the related loan balance by product during the three and six months ended June 30, 2014 and 2013:
		Commercial												Consumer
		Construction			Business			Global			Other			Residential			Home			Credit			Other			Total
		and Other			and Corporate Banking			Banking			Comm’l			Mortgages			Equity			Card			Consumer
		Real Estate															Mortgages
		(in millions)
	Three Months Ended June 30, 2014
	Allowance for credit losses – beginning of period	$	93		$	129		$	67		$	19		$	156		$	52		$	45		$	13		$	574
	Provision charged (credited) to income	6			56			29			(9		)	7			(8		)	4			—			85
	Charge offs	(5		)	(6		)	—			—			(19		)	(3		)	(12		)	(3		)	(48		)
	Recoveries	—			1			—			3			5			1			2			1			13
	Net (charge offs) recoveries	(5		)	(5		)	—			3			(14		)	(2		)	(10		)	(2		)	(35		)
	Allowance for credit losses – end of period	$	94		$	180		$	96		$	13		$	149		$	42		$	39		$	11		$	624
	Three Months Ended June 30, 2013
	Allowance for credit losses – beginning of period	$	116		$	96		$	40		$	17		$	192		$	50		$	42		$	15		$	568
	Provision charged (credited) to income	(14		)	15			29			(4		)	14			13			13			1			67
	Charge offs	(1		)	(9		)	—			—			(13		)	(11		)	(11		)	(3		)	(48		)
	Recoveries	9			1			—			4			3			—			1			—			18
	Net (charge offs) recoveries	8			(8		)	—			4			(10		)	(11		)	(10		)	(3		)	(30		)
	Allowance for credit losses – end of period	$	110		$	103		$	69		$	17		$	196		$	52		$	45		$	13		$	605
	Six Months Ended June 30, 2014
	Allowance for credit losses – beginning of period	$	108		$	112		$	68		$	20		$	186		$	49		$	50		$	13		$	606
	Provision charged (credited) to income	8			75			36			(13		)	(9		)	(6		)	9			1			101
	Charge offs	(24		)	(11		)	(8		)	—			(36		)	(8		)	(23		)	(5		)	(115		)
	Recoveries	2			4			—			6			8			7			3			2			32
	Net (charge offs) recoveries	(22		)	(7		)	(8		)	6			(28		)	(1		)	(20		)	(3		)	(83		)
	Allowance for credit losses – end of period	$	94		$	180		$	96		$	13		$	149		$	42		$	39		$	11		$	624
	Ending balance: collectively evaluated for impairment	$	90		$	172		$	96		$	11		$	93		$	40		$	37		$	11		$	550
	Ending balance: individually evaluated for impairment	4			8			—			2			56			2			2			—			74
	Total allowance for credit losses	$	94		$	180		$	96		$	13		$	149		$	42		$	39		$	11		$	624
	Loans:
	Collectively evaluated for impairment	$	9,469		$	15,913		$	24,268		$	3,117		$	14,290		$	1,895		$	673		$	473		$	70,098
	Individually evaluated for impairment(1)	213			43			—			10			215			19			8			—			508
	Loans carried at lower of amortized cost or fair value less cost to sell	—			—			—			—			1,592			—			—			—			1,592
	Total loans	$	9,682		$	15,956		$	24,268		$	3,127		$	16,097		$	1,914		$	681		$	473		$	72,198
		Commercial												Consumer
		Construction			Business			Global			Other			Residential			Home			Credit			Other			Total
		and Other			and Corporate Banking			Banking			Comm’l			Mortgages			Equity			Card			Consumer
		Real Estate															Mortgages
		(in millions)
	Six Months Ended June 30, 2013
	Allowance for credit losses – beginning of period	$	162		$	97		$	41		$	17		$	210		$	45		$	55		$	20		$	647
	Provision charged (credited) to income	(5		)	17			28			(4		)	11			30			11			—			88
	Charge offs	(59		)	(15		)	—			—			(29		)	(23		)	(23		)	(9		)	(158		)
	Recoveries	12			4			—			4			4			—			2			2			28
	Net (charge offs) recoveries	(47		)	(11		)	—			4			(25		)	(23		)	(21		)	(7		)	(130		)
	Allowance for credit losses – end of period	$	110		$	103		$	69		$	17		$	196		$	52		$	45		$	13		$	605
	Ending balance: collectively evaluated for impairment	$	84		$	91		$	69		$	17		$	122		$	49		$	41		$	13		$	486
	Ending balance: individually evaluated for impairment	26			12			—			—			74			3			4			—			119
	Total allowance for credit losses	$	110		$	103		$	69		$	17		$	196		$	52		$	45		$	13		$	605
	Loans:
	Collectively evaluated for impairment	$	8,064		$	12,323		$	23,321		$	2,941		$	14,057		$	2,151		$	847		$	574		$	64,278
	Individually evaluated for impairment(1)	465			68			18			64			212			21			11			—			859
	Loans carried at lower of amortized cost or fair value less cost to sell	—			—			—			—			1,568			—			—			—			1,568
	Total loans	$	8,529		$	12,391		$	23,339		$	3,005		$	15,837		$	2,172		$	858		$	574		$	66,705
	(1)	For consumer loans and certain small business loans, these amounts represent TDR Loans for which we evaluate reserves using a discounted cash flow methodology. Each loan is individually identified as a TDR Loan and then grouped together with other TDR Loans with similar characteristics. The discounted cash flow analysis is then applied to these groups of TDR Loans. Loans individually evaluated for impairment exclude TDR loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell which totaled $725 million and $657 million at June 30, 2014 and 2013, respectively.

Loans_Held_for_Sale_Tables

Loans Held for Sale (Tables)	6 Months Ended
	Jun. 30, 2014
Receivables [Abstract]	'
Loans Held for Sale	'
	Loans held for sale consisted of the following:
		June 30, 2014		December 31, 2013
		(in millions)
	Commercial loans	$	396	$	76
	Consumer loans:
	Residential mortgages	38		91
	Other consumer	66		63
	Total consumer	104		154
	Total loans held for sale	$	500	$	230

Intangible_Assets_Tables

Intangible Assets (Tables)	6 Months Ended
	Jun. 30, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Schedule of Intangible Assets	'
	Intangible assets consisted of the following:
		June 30, 2014				December 31, 2013
		(in millions)
	Mortgage servicing rights:
	Residential	$	186			$	227
	Commercial	2				10
	Total mortgage servicing rights	$	188			$	237
	Purchased credit card relationships	50				54
	Favorable lease agreements	2				4
	Total intangible assets	$	240			$	295
Fair Value of Residential MSRs	'
	The following table summarizes the critical assumptions used to calculate the fair value of residential MSRs:
		June 30, 2014			December 31, 2013
	Annualized constant prepayment rate ("CPR")	13.8	%		11.3	%
	Constant discount rate	13.3			12.7
	Weighted average life (in years)	4.6			5.3
Residential MSRs Activity	'
	The following table summarizes residential MSRs activity:
		Three Months Ended June 30,							Six Months Ended June 30,
		2014				2013			2014			2013
		(in millions)
	Fair value of MSRs:
	Beginning balance	$	205			$	190		$	227		$	168
	Additions related to loan sales	—				5			—			11
	Changes in fair value due to:
	Change in valuation model inputs or assumptions	(12		)		43			(24		)	69
	Customer payments	(7		)		(13		)	(17		)	(23		)
	Ending balance	$	186			$	225		$	186		$	225

Derivative_Financial_Instrumen1

Derivative Financial Instruments (Tables)	6 Months Ended
	Jun. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Schedule of Derivative Instruments	'
	The following table presents the fair value of derivative contracts by major product type on a gross basis. Gross fair values exclude the effects of both counterparty netting as well as collateral, and therefore are not representative of our exposure. The table below presents the amounts of counterparty netting and cash collateral that have been offset in the consolidated balance sheet, as well as cash and securities collateral posted and received under enforceable credit support agreements that do not meet the criteria for netting. Derivative assets and liabilities which are not subject to an enforceable master netting agreement, or are subject to a netting agreement that we have not yet determined to be enforceable, have not been netted in the table below. Where we have received or posted collateral under credit support agreements, but have not yet determined such agreements are enforceable, the related collateral also has not been netted in the table below.
		June 30, 2014								December 31, 2013
		Derivative assets				Derivative liabilities				Derivative assets				Derivative liabilities
		(in millions)
	Derivatives accounted for as fair value hedges(1)
	OTC-cleared(2)	$	20			$	132			$	75			$	20
	Bilateral OTC(2)	60				254				203				192
	Interest rate contracts	80				386				278				212
	Derivatives accounted for as cash flow hedges(1)
	Bilateral OTC(2)	1				18				—				3
	Foreign exchange contracts	1				18				—				3
	OTC-cleared(2)	14				—				16				—
	Bilateral OTC(2)	5				111				16				62
	Interest rate contracts	19				111				32				62
	Total derivatives accounted for as hedges	100				515				310				277
	Trading derivatives not accounted for as hedges(3)
	Exchange-traded(2)	96				37				82				32
	OTC-cleared(2)	21,454				22,595				24,218				25,468
	Bilateral OTC(2)	30,814				30,486				31,097				30,451
	Interest rate contracts	52,364				53,118				55,397				55,951
	Exchange-traded(2)	29				—				7				16
	Bilateral OTC(2)	12,745				11,586				15,422				14,565
	Foreign exchange contracts	12,774				11,586				15,429				14,581
	Equity contract - bilateral OTC(2)	1,421				1,418				1,413				1,412
	Exchange-traded(2)	3				138				181				6
	Bilateral OTC(2)	643				637				1,402				815
	Precious metals contracts	646				775				1,583				821
	OTC-cleared(2)	516				540				576				604
	Bilateral OTC(2)	3,283				3,369				4,079				4,104
	Credit contracts	3,799				3,909				4,655				4,708
	Other derivatives not accounted for as hedges(1)
	Interest rate contracts - bilateral OTC(2)	604				74				470				91
	Foreign exchange contracts - bilateral OTC(2)	1				18				—				44
	Equity contracts - bilateral OTC(2)	806				102				789				148
	Precious metals contracts - bilateral OTC(2)	—				19				—				36
	Credit contracts - bilateral OTC(2)	17				12				9				11
	Total derivatives	72,532				71,546				80,055				78,080
	Less: Gross amounts of receivable / payable subject to enforceable master netting agreements(4)(6)	63,522				63,522				68,616				68,616
	Less: Gross amounts of cash collateral received / posted subject to enforceable master netting agreements(5)(6)	3,128				2,277				3,870				2,116
	Net amounts of derivative assets / liabilities presented in the balance sheet	5,882				5,747				7,569				7,348
	Less: Gross amounts of financial instrument collateral received / posted subject to enforceable master netting agreements but not offset in the consolidated balance sheet	1,247				2,160				1,641				3,094
	Net amounts of derivative assets / liabilities	$	4,635			$	3,587			$	5,928			$	4,254
	(1)	Derivative assets/liabilities related to cash flow hedges, fair value hedges and derivative instruments held for purposes other than for trading are recorded in other assets / interest, taxes and other liabilities on the consolidated balance sheet.
	(2)	Over-the-counter (OTC) derivatives include derivatives executed and settled bilaterally with counterparties without the use of an organized exchange or central clearing house. The credit risk associated with bilateral OTC derivatives is managed through master netting agreements and obtaining collateral. OTC-cleared derivatives are executed bilaterally in the OTC market but then novated to a central clearing counterparty, whereby the central clearing counterparty becomes the counterparty to both of the original counterparties. Exchange traded derivatives are executed directly on an organized exchange that provides pre-trade price transparency. Credit risk is minimized for OTC-cleared derivatives and exchange traded derivatives through daily margining required by central clearing counterparties.
	(3)	Trading related derivative assets/liabilities are recorded in trading assets/trading liabilities on the consolidated balance sheet.
	(4)	Represents the netting of derivative receivable and payable balances for the same counterparty under enforceable netting agreements.
	(5)	Represents the netting of cash collateral posted and received by counterparty under enforceable credit support agreements.
	(6)	Netting is performed at a counterparty level in cases where enforceable master netting and credit support agreements are in place, regardless of the type of derivative instrument. Therefore, we have not attempted to allocate netting to the different types of derivative instruments shown in the table above.
Derivative Instruments, Gain (Loss)	'
	The following table presents information on gains and losses on derivative instruments designated and qualifying as hedging instruments in fair value hedges and the hedged items in fair value hedges and their location on the consolidated statement of income:
		Gain (Loss) on Derivative								Gain (Loss) on Hedged Items								Net Ineffective Gain (Loss) Recognized
		Interest Income				Other Income				Interest Income				Other Income				Other Income
		(Expense)								(Expense)
		(in millions)
	Three Months Ended June 30, 2014
	Interest rate contracts/AFS Securities	$	(64	)		$	(188	)		$	96			$	189			$	1
	Interest rate contracts/subordinated debt	2				—				(1		)		—				—
	Total	$	(62	)		$	(188	)		$	95			$	189			$	1
	Three Months Ended June 30, 2013
	Interest rate contracts/AFS Securities	$	(55	)		$	397			$	111			$	(380	)		$	17
	Interest rate contracts/subordinated debt	4				—				(15		)		—				—
	Total	$	(51	)		$	397			$	96			$	(380	)		$	17
	Six Months Ended June 30, 2014
	Interest rate contracts/AFS Securities	$	(127	)		$	(407	)		$	198			$	401			$	(6	)
	Interest rate contracts/subordinated debt	6				(1		)		(16		)		1				—
	Total	$	(121	)		$	(408	)		$	182			$	402			$	(6	)
	Six Months Ended June 30, 2013
	Interest rate contracts/AFS Securities	$	(111	)		$	567			$	225			$	(554	)		$	13
	Interest rate contracts/subordinated debt	8				(1		)		(30		)		1				—
	Total	$	(103	)		$	566			$	195			$	(553	)		$	13
	The following table presents information on gains and losses on derivative instruments held for non-qualifying hedging activities and their locations on the consolidated statement of income:
		Location of Gain (Loss)	Amount of Gain (Loss) Recognized in Income on Derivatives
		Recognized in Income on Derivatives	Three Months Ended June 30,								Six Months Ended June 30,
			2014				2013				2014				2013
											(in millions)
	Interest rate contracts	Gain (loss) on instruments designated at fair value and related derivatives	$	111			$	(176	)		$	227			$	(238	)
	Interest rate contracts	Residential mortgage banking revenue	—				4				—				4
	Foreign exchange contracts	Gain (loss) on instruments designated at fair value and related derivatives	9				(44		)		13				(55		)
	Equity contracts	Gain (loss) on instruments designated at fair value and related derivatives	258				(75		)		339				240
	Precious metals contracts	Gain (loss) on instruments designated at fair value and related derivatives	8				(42		)		24				(42		)
	Credit contracts	Gain (loss) on instruments designated at fair value and related derivatives	—				1				1				1
	Credit contracts	Other income	(7		)		3				(11		)		3
	Total		$	379			$	(329	)		$	593			$	(87	)
Gains and Losses on Derivative Instruments Designated and Qualifying as Hedging Instruments in Cash Flow Hedges	'
	The following table presents information on gains and losses on derivative instruments designated and qualifying as hedging instruments in cash flow hedges (including amounts recognized in accumulated other comprehensive income (loss) ("AOCI") from all terminated cash flow hedges) and their locations on the consolidated statement of income:
		Gain (Loss)								Location of Gain		Gain (Loss)								Location of Gain	Gain (Loss)
		Recognized								(Loss) Reclassified		Reclassed								(Loss)	Recognized
		in AOCI on								from AOCI		From AOCI								Recognized	in Income
		Derivative								into Income (Effective Portion)		into Income								in Income	on the
		(Effective										(Effective								on the Derivative	Derivative
		Portion)										Portion)								(Ineffective Portion and	(Ineffective
																				Amount Excluded from Effectiveness Testing)	Portion)
		2014				2013						2014				2013					2014		2013
		(in millions)
	Three Months Ended June 30,
	Foreign exchange contracts	$	—			$	—			Interest income (expense)		$	—			$	—			Other income	$	—	$	—
	Interest rate contracts	(25		)		84				Interest income (expense)		(2		)		(3		)		Other income	—		1
	Total	$	(25	)		$	84					$	(2	)		$	(3	)			$	—	$	1
	Six Months Ended June 30,
	Foreign exchange contracts	$	1			$	—			Interest income (expense)		$	—			$	—			Other income	$	—	$	—
	Interest rate contracts	(61		)		119				Interest income (expense)		(3		)		(7		)		Other income	—		—
	Total	$	(60	)		$	119					$	(3	)		$	(7	)			$	—	$	—
Gains and Losses on Derivative Instruments Held for other Purposes	'
	The following table presents information on gains and losses on derivative instruments held for trading purposes and their locations on the consolidated statement of income:
		Location of Gain (Loss)	Amount of Gain (Loss) Recognized in Income on Derivatives
		Recognized in Income on Derivatives	Three Months Ended June 30,								Six Months Ended June 30,
			2014				2013				2014				2013
			(in millions)
	Interest rate contracts	Trading revenue	$	(89	)		$	(468	)		$	(32	)		$	(382	)
	Interest rate contracts	Residential mortgage banking revenue	22				(34		)		37				(41		)
	Foreign exchange contracts	Trading revenue	58				736				83				578
	Equity contracts	Trading revenue	—				4				—				2
	Precious metals contracts	Trading revenue	10				19				18				61
	Credit contracts	Trading revenue	(108		)		(69		)		(115		)		78
	Total		$	(107	)		$	188			$	(9	)		$	296
Credit-Risk Related Contingent Features	'
	The following tables summarize our obligation to post additional collateral (from the current collateral level) in certain hypothetical commercially reasonable downgrade scenarios. It is not appropriate to accumulate or extrapolate information presented in the tables below to determine our total obligation because the information presented to determine the obligation in hypothetical rating scenarios is not mutually exclusive.
	Moody’s	Long-Term Ratings
	Short-Term Ratings	A1				A2				A3
		(in millions)
	P-1	$	—			$	53			$	182
	P-2	1				53				182
	S&P	Long-Term Ratings
	Short-Term Ratings	AA-				A+				A
		(in millions)
	A-1+	$	—			$	—			$	52
	A-1	4				4				56
Notional Value of Derivative Contracts	'
	The following table summarizes the notional values of derivative contracts:
		June 30, 2014				December 31, 2013
		(in millions)
	Interest rate:
	Futures and forwards	$	115,127			$	175,468
	Swaps	3,694,301				3,645,085
	Options written	46,040				85,021
	Options purchased	61,121				87,735
		3,916,589				3,993,309
	Foreign Exchange:
	Swaps, futures and forwards	843,970				804,278
	Options written	121,210				82,817
	Options purchased	122,574				84,835
	Spot	59,786				52,193
		1,147,540				1,024,123
	Commodities, equities and precious metals:
	Swaps, futures and forwards	47,815				41,123
	Options written	12,156				21,531
	Options purchased	10,266				21,723
		70,237				84,377
	Credit derivatives	303,034				355,286
	Total	$	5,437,400			$	5,457,095

Fair_Value_Option_Tables

Fair Value Option (Tables)	6 Months Ended
	Jun. 30, 2014
Fair Value Option [Abstract]	'
Fair Value, Option, Quantitative Disclosures	'
	The following table summarizes the fair value and unpaid principal balance for items we account for under FVO:
		Fair Value			Unpaid Principal Balance
		(in millions)
	At June 30, 2014
	Commercial syndicated loans	$	159		$	159
	Fixed rate long-term debt	2,063			1,750
	Hybrid instruments:
	Structured deposits	7,714			7,472
	Structured notes	6,200			5,787
	At December 31, 2013
	Commercial syndicated loans	$	58		$	59
	Fixed rate long-term debt	1,893			1,750
	Hybrid instruments:
	Structured deposits	7,740			7,539
	Structured notes	5,693			5,377
Components of Gain on Instruments at Fair Value and Related Derivatives	'
	The following table summarizes the components of gain (loss) on instruments designated at fair value and related derivatives related to the changes in fair value of the financial instrument accounted for under FVO:
		Loans			Long-Term			Hybrid			Total
					Debt			Instruments
		(in millions)
	Three Months Ended June 30, 2014
	Interest rate and other components(1)	$	—		$	(61	)	$	(330	)	$	(391	)
	Credit risk component(2)(3)	—			(46		)	7			(39		)
	Total mark-to-market on financial instruments designated at fair value	—			(107		)	(323		)	(430		)
	Mark-to-market on the related derivatives	—			50			319			369
	Net realized gain on the related long-term debt derivatives	—			17			—			17
	Gain (loss) on instruments designated at fair value and related derivatives	$	—		$	(40	)	$	(4	)	$	(44	)
	Three Months Ended June 30, 2013
	Interest rate and other components(1)	$	—		$	120		$	204		$	324
	Credit risk component(2)(3)	—			53			54			107
	Total mark-to-market on financial instruments designated at fair value	—			173			258			431
	Mark-to-market on the related derivatives	—			(128		)	(224		)	(352		)
	Net realized gain on the related long-term debt derivatives	—			16			—			16
	Gain (loss) on instruments designated at fair value and related derivatives	$	—		$	61		$	34		$	95
	Six Months Ended June 30, 2014
	Interest rate and other components(1)	$	—		$	(143	)	$	(483	)	$	(626	)
	Credit risk component(2)(3)	—			(27		)	33			6
	Total mark-to-market on financial instruments designated at fair value	—			(170		)	(450		)	(620		)
	Net realized loss on financial instruments	—			—			—			—
	Mark-to-market on the related derivatives	—			120			450			570
	Net realized gain on the related long-term debt derivatives	—			34			—			34
	Gain (loss) on instruments designated at fair value and related derivatives	$	—		$	(16	)	$	—		$	(16	)
	Six Months Ended June 30, 2013
	Interest rate and other components(1)	$	—		$	183		$	(112	)	$	71
	Credit risk component(2)(3)	21			11			87			119
	Total mark-to-market on financial instruments designated at fair value	21			194			(25		)	190
	Net realized loss on financial instruments	(8		)	—			—			(8		)
	Mark-to-market on the related derivatives	—			(190		)	64			(126		)
	Net realized gain on the related long-term debt derivatives	—			32			—			32
	Gain (loss) on instruments designated at fair value and related derivatives	$	13		$	36		$	39		$	88
	(1)	As it relates to hybrid instruments, interest rate and other components includes interest rate, foreign exchange and equity contract risks.
	(2)	During the three and six months ended June 30, 2014, the losses in the credit risk component for long-term debt are attributable to the tightening of our own credit spreads while the gains during the three and six months ended June 30, 2013 are attributable to the widening of our own credit spreads.
	(3)	During the three months ended June 30, 2014, the gains in the credit risk component for hybrid instruments reflect the widening of credit spreads on structured deposits partially offset by the tightening of credit spreads on structured notes. During the six months ended June 30, 2014, the gains in the credit risk component for hybrid instruments are attributable primarily to the widening of credit spreads on structured notes. During the three and six months ended June 30, 2013, the gains in the credit risk component for hybrid instruments are attributable primarily to the widening of credit spreads on structured notes.

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Tables)	6 Months Ended
	Jun. 30, 2014
Equity [Abstract]	'
Accumulated Other Comprehensive Income (Loss)	'
	The following table presents changes in accumulated other comprehensive income balances:
	Three Months Ended June 30,	2014			2013
		(in millions)
	Unrealized gains (losses) on securities available-for-sale:
	Balance at beginning of period	$	112		$	842
	Other comprehensive income (loss) for period:
	Net unrealized gains (losses) arising during period, net of tax of $110 million and $(398) million, respectively	171			(571		)
	Reclassification adjustment for (gains) losses realized in net income, net of tax of $3 million and $(9) million, respectively(1)	4			(14		)
	Total other comprehensive income (loss) for period	175			(585		)
	Balance at end of period	287			257
	Unrealized losses on other-than-temporarily impaired debt securities held-to-maturity:
	Balance at beginning of period	(59		)	—
	Adjustment to add other-than-temporary impairment due to the consolidation of VIE, net of tax of $(48) million	—			(67		)
	Other comprehensive income for period:
	Reclassification adjustment related to the accretion of unrealized other-than-temporary impairment, net of tax of $1 million(2)	2			—
	Total other comprehensive income for period	2			—
	Balance at end of period	(57		)	(67		)
	Unrealized gains (losses) on derivatives designated as cash flow hedges:
	Balance at beginning of period	(103		)	(178		)
	Other comprehensive income (loss) for period:
	Net gains (losses) arising during period, net of tax of $(10) million and $35 million, respectively	(16		)	49
	Reclassification adjustment for losses realized in net income, net of tax of $1 million and $1 million, respectively(3)	1			2
	Total other comprehensive income (loss) for period	(15		)	51
	Balance at end of period	(118		)	(127		)
	Pension and postretirement benefit liability:
	Balance at beginning and end of period	2			(6		)
	Total accumulated other comprehensive income at end of period	$	114		$	57
	Six Months Ended June 30,	2014			2013
		(in millions)
	Unrealized gains (losses) on securities available-for-sale:
	Balance at beginning of period	$	(18	)	$	992
	Other comprehensive income (loss) for period:
	Net unrealized gains (losses) arising during period, net of tax of $202 million and $(455) million, respectively	315			(649		)
	Reclassification adjustment for gains realized in net income, net of tax of $(6) million and $(60) million, respectively(1)	(10		)	(86		)
	Total other comprehensive income (loss) for period	305			(735		)
	Balance at end of period	287			257
	Unrealized losses on other-than-temporarily impaired debt securities held-to-maturity:
	Balance at beginning of period	(60		)	—
	Adjustment to add other-than-temporary impairment due to the consolidation of a VIE, net of tax of $(48) million	—			(67		)
	Other comprehensive income for period:
	Reclassification adjustment related to the accretion of unrealized other-than-temporary impairment, net of tax of $3 million(2)	3			—
	Total other comprehensive income for period	3			—
	Balance at end of period	(57		)	(67		)
	Unrealized gains (losses) on derivatives designated as cash flow hedges:
	Balance at beginning of period	(83		)	(201		)
	Other comprehensive income (loss) for period:
	Net gains (losses) arising during period, net of tax of $(23) million and $49 million, respectively	(37		)	70
	Reclassification adjustment for losses realized in net income, net of tax of $1 million and $3 million, respectively(3)	2			4
	Total other comprehensive income (loss) for period	(35		)	74
	Balance at end of period	(118		)	(127		)
	Pension and postretirement benefit liability:
	Balance at beginning and end of period	2			(6		)
	Total accumulated other comprehensive income at end of period	$	114		$	57
	(1)	Amount reclassified to net income is included in other securities gains, net in our consolidated statement of income.
	(2)	Amount reclassified to the carrying value of the debt securities is included in securities held-to-maturity in our consolidated balance sheet.
	(3)	Amount reclassified to net income is included in interest income (expense) in our consolidated statement of income.

Pensions_and_Other_Postretirem1

Pensions and Other Postretirement Benefits (Tables)	6 Months Ended
	Jun. 30, 2014
HSBC North America Pension Plan [Member]	'
Defined Benefit Plans and Other Postretirement Benefit Plans [Line Items]	'
Components of Net Periodic Benefit Cost	'
		Three Months Ended June 30,						Six Months Ended June 30,
		2014			2013			2014			2013
		(in millions)
	Service cost – benefits earned during the period	$	1		$	1		$	2		$	2
	Interest cost on projected benefit obligation	18			17			36			34
	Expected return on assets	(21		)	(21		)	(42		)	(41		)
	Recognized losses	9			13			19			26
	Pension expense	$	7		$	10		$	15		$	21
Postretirement Plans Other Than Pensions [Member]	'
Defined Benefit Plans and Other Postretirement Benefit Plans [Line Items]	'
Components of Net Periodic Benefit Cost	'
		Three Months Ended June 30,						Six Months Ended June 30,
		2014			2013			2014			2013
		(in millions)
	Interest cost	$	1		$	—		$	1		$	1
	Net periodic postretirement benefit cost	$	1		$	—		$	1		$	1

Related_Party_Transactions_Tab

Related Party Transactions (Tables)	6 Months Ended
	Jun. 30, 2014
Related Party Transactions [Abstract]	'
Summary of Related Party Transactions	'
	The following tables and discussions below present the more significant related party balances and the income (expense) generated by related party transactions:
		30-Jun-14			December 31, 2013
		(in millions)
	Assets:
	Cash and due from banks	$	1,347		$	102
	Interest bearing deposits with banks (1)	1,226			631
	Trading assets (2)	15,993			17,082
	Loans	5,080			5,328
	Other (3)	1,168			1,219
	Total assets	$	24,814		$	24,362
	Liabilities:
	Deposits	$	18,676		$	16,936
	Trading liabilities (2)	17,543			19,463
	Short-term borrowings	1,748			1,514
	Long-term debt	3,983			3,987
	Other (3)	511			573
	Total liabilities	$	42,461		$	42,473
	(1)	Includes interest bearing deposits with HSBC Mexico S.A. of $1,100 million and $500 million at June 30, 2014 and December 31, 2013, respectively.
	(2)	Trading assets and trading liabilities do not reflect the impact of netting which allows the offsetting of amounts relating to certain contracts if certain conditions are met. Trading assets and liabilities primarily consist of derivatives contracts.
	(3)	Other assets and other liabilities primarily consist of derivative contracts.
		Three Months Ended June 30,						Six Months Ended June 30,
		2014			2013			2014			2013
		(in millions)
	Income/(Expense):
	Interest income	$	86		$	83		$	123		$	105
	Interest expense	(19		)	(19		)	(37		)	(39		)
	Net interest income	$	67		$	64		$	86		$	66
	Servicing and other fees from HSBC affiliate:
	Fees and commissions:
	HSBC Finance Corporation	$	23		$	26		$	38		$	47
	HSBC Markets (USA) Inc. ("HMUS")	1			4			5			9
	Other HSBC affiliates	12			14			31			30
	Other HSBC affiliates income	15			15			24			27
	Total affiliate income	$	51		$	59		$	98		$	113
	Support services from HSBC affiliates:
	HSBC Finance Corporation	$	(3	)	$	(5	)	$	(6	)	$	(9	)
	HMUS	(51		)	(54		)	(104		)	(106		)
	HSBC Technology & Services (USA) ("HTSU")	(271		)	(242		)	(524		)	(475		)
	Other HSBC affiliates	(60		)	(61		)	(105		)	(96		)
	Total support services from HSBC affiliates	$	(385	)	$	(362	)	$	(739	)	$	(686	)
	Stock based compensation expense with HSBC (1)	$	(10	)	$	(13	)	$	(18	)	$	(22	)
	-1	Employees may participate in one or more stock compensation plans sponsored by HSBC. These expenses are included in Salaries and employee benefits in our consolidated statement of income. Employees also may participate in a defined benefit pension plan and other postretirement plans sponsored by HSBC North America which are discussed in Note 12, "Pension and Other Postretirement Benefits."
Schedule of Assets by Related Party	'
	At June 30, 2014 and December 31, 2013, we have the following loan balances outstanding with HSBC affiliates:
		30-Jun-14			December 31, 2013
		(in millions)
	HSBC Finance Corporation	$	3,014		$	3,015
	HSBC Markets (USA) Inc. ("HMUS") and subsidiaries	720			199
	HSBC Bank Brasil S.A.	1,100			1,000
	Other short-term affiliate lending	246			1,114
	Total assets	$	5,080		$	5,328

Business_Segments_Tables

Business Segments (Tables)	6 Months Ended
	Jun. 30, 2014
Segment Reporting [Abstract]	'
Summary on Reconciliation of Results under IFRS to US GAAP	'
	The following table summarizes the results for each segment on an IFRSs basis, as well as provides a reconciliation of total results under IFRSs to U.S. GAAP consolidated totals:
		IFRSs Consolidated Amounts
		RBWM			CMB		GB&M			PB			Other			Adjustments/			Total		IFRSs			IFRSs			U.S. GAAP
																Reconciling					Adjustments(4)			Reclassi-			Consolidated
																Items								fications(5)			Totals
		(in millions)
	Three Months Ended June 30, 2014
	Net interest income(1)	$	212		$	202	$	109		$	56		$	78		$	(4	)	$	653	$	(16	)	$	36		$	673
	Other operating income	104			64		151			25			(38		)	4			310		(6		)	(43		)	261
	Total operating income	316			266		260			81			40			—			963		(22		)	(7		)	934
	Loan impairment charges(3)	21			83		40			—			—			—			144		(52		)	(7		)	85
		295			183		220			81			40			—			819		30			—			849
	Operating expenses(2)	298			174		239			61			28			—			800		76			—			876
	Profit (loss) before income tax expense	$	(3	)	$	9	$	(19	)	$	20		$	12		$	—		$	19	$	(46	)	$	—		$	(27	)
	Three Months Ended June 30, 2013
	Net interest income(1)	$	206		$	172	$	125		$	49		$	(14	)	$	(3	)	$	535	$	(21	)	$	4		$	518
	Other operating income	82			77		295			30			68			3			555		12			(1		)	566
	Total operating income	288			249		420			79			54			—			1,090		(9		)	3			1,084
	Loan impairment charges(3)	21			1		6			—			—			—			28		19			20			67
		267			248		414			79			54			—			1,062		(28		)	(17		)	1,017
	Operating expenses(2)	300			171		250			67			22			—			810		(27		)	(17		)	766
	Profit (loss) before income tax expense	$	(33	)	$	77	$	164		$	12		$	32		$	—		$	252	$	(1	)	$	—		$	251
	Six Months Ended June 30, 2014
	Net interest income(1)	$	410		$	389	$	206		$	105		$	65		$	(9	)	$	1,166	$	(31	)	$	57		$	1,192
	Other operating income	217			132		445			50			(13		)	9			840		(10		)	(69		)	761
	Total operating income	627			521		651			155			52			—			2,006		(41		)	(12		)	1,953
	Loan impairment charges(3)	23			90		55			(5		)	—			—			163		(48		)	(14		)	101
		604			431		596			160			52			—			1,843		7			2			1,852
	Operating expenses(2)	577			332		478			116			53			—			1,556		68			2			1,626
	Profit (loss) before income tax expense	$	27		$	99	$	118		$	44		$	(1	)	$	—		$	287	$	(61	)	$	—		$	226
	Balances at end of period:
	Total assets	$	19,169		$	26,467	$	175,330		$	8,232		$	826		$	—		$	230,024	$	(47,570	)	$	(236	)	$	182,218
	Total loans, net	16,315			25,239		19,957			6,069			—			—			67,580		1,693			2,301			71,574
	Goodwill	581			358		—			325			—			—			1,264		348			—			1,612
	Total deposits	29,138			22,135		31,935			11,822			—			—			95,030		(3,128		)	23,619			115,521
		IFRSs Consolidated Amounts
		RBWM			CMB		GB&M			PB			Other			Adjustments/			Total		IFRSs			IFRSs			U.S. GAAP
																Reconciling					Adjustments(4)			Reclassi-			Consolidated
																Items								fications(5)			Totals
		(in millions)
	Six Months Ended June 30, 2013
	Net interest income(1)	$	421		$	342	$	234		$	94		$	(28	)	$	(7	)	$	1,056	$	(38	)	$	5		$	1,023
	Other operating income	189			142		677			58			51			7			1,124		38			(4		)	1,158
	Total operating income	610			484		911			152			23			—			2,180		—			1			2,181
	Loan impairment charges(3)	53			15		9			1			—			—			78		(4		)	14			88
		557			469		902			151			23			—			2,102		4			(13		)	2,093
	Operating expenses(2)	591			333		480			127			43			—			1,574		(27		)	(13		)	1,534
	Profit (loss) before income tax expense	$	(34	)	$	136	$	422		$	24		$	(20	)	$	—		$	528	$	31		$	—		$	559
	Balances at end of period:
	Total assets	$	19,563		$	20,799	$	197,729		$	7,499		$	1,088		$	—		$	246,678	$	(57,199	)	$	45		$	189,524
	Total loans, net	16,508			19,693		19,975			5,874			—			—			62,050		3,144			906			66,100
	Goodwill	581			358		480			325			—			—			1,744		484			—			2,228
	Total deposits	31,855			21,382		35,524			12,152			—			—			100,913		(5,047		)	15,869			111,735
	(1)	Net interest income of each segment represents the difference between actual interest earned on assets and interest paid on liabilities of the segment adjusted for a funding charge or credit. Segments are charged a cost to fund assets (e.g. customer loans) and receive a funding credit for funds provided (e.g. customer deposits) based on equivalent market rates. The objective of these charges/credits is to transfer interest rate risk from the segments to one centralized unit in Treasury and more appropriately reflect the profitability of segments.
	(2)	Expenses for the segments include fully apportioned corporate overhead expenses.
	(3)	The provision assigned to the segments is based on the segments' net charge offs and the change in allowance for credit losses.
	(4)	Represents adjustments associated with differences between IFRSs and U.S. GAAP bases of accounting.
	(5)	Represents differences in financial statement presentation between IFRSs and U.S. GAAP.

Retained_Earnings_and_Regulato1

Retained Earnings and Regulatory Capital Requirements (Tables)	6 Months Ended
	Jun. 30, 2014
Banking and Thrift [Abstract]	'
Capital Amounts and Ratios in Accordance With Current Banking Regulations	'
	The following table summarizes the capital amounts and ratios of HSBC USA and HSBC Bank USA, calculated in accordance with banking regulations in effect as of June 30, 2014 and December 31, 2013:
		30-Jun-14						December 31, 2013
		Capital		Well-Capitalized		Actual		Capital		Well-Capitalized			Actual
		Amount		Minimum Ratio(1)(2)		Ratio		Amount		Minimum Ratio(1)			Ratio(3)
		(dollars are in millions)
	Total capital ratio:
	HSBC USA	$	21,009	10	%	16.01	%	$	20,242	10	%		16.36	%
	HSBC Bank USA	22,603		10	%	18.03		21,324		10			18.03
	Tier 1 capital ratio:
	HSBC USA	15,167		6		11.56		14,409		6			11.65
	HSBC Bank USA	17,011		8		13.57		15,763		6			13.33
	Common equity Tier 1 ratio(4):
	HSBC USA	13,679		4.5		10.42		12,301		5		(5)	9.94
	HSBC Bank USA	17,011		6.5		13.57		15,763		5			13.33
	Tier 1 leverage ratio:
	HSBC USA	15,167		4		8.28		14,409		3		(6)	7.9
	HSBC Bank USA	17,011		5		9.71		15,763		5			9.06
	Risk weighted assets:
	HSBC USA	131,231						123,737
	HSBC Bank USA	125,359						118,285
	(1)	HSBC USA and HSBC Bank USA are categorized as "well-capitalized," as defined by their principal regulators. To be categorized as well-capitalized under regulatory guidelines, a banking institution must have the minimum ratios reflected in the above table, and must not be subject to a directive, order, or written agreement to meet and maintain specific capital levels.
	(2)	As previously discussed, the minimum regulatory ratios for a depository institution to be well-capitalized will increase in 2015 under Basel III, and the new ratios are shown above. The total capital and Tier 1 capital ratios shown above for HSBC USA are the well-capitalized ratios for a bank holding company. There are no common equity Tier 1 or Tier 1 leverage ratio components in the definition of a well-capitalized bank holding company and the ratios shown are the required minimum ratios beginning in 2015.
	(3)	At December 31, 2013, capital ratios were reported according to Basel I rules and reflect the impact of the U.S. market risk final rule (known in the industry as Basel 2.5).
	(4)	Basel III introduces the common equity Tier 1 ratio. For December 31, 2013, the ratios presented are the Tier 1 common ratio calculated under Basel I.
	(5)	There was no Tier 1 common ratio component in the definition of a well-capitalized bank holding company under Basel I. The ratio shown is the required minimum Tier 1 common ratio, calculated under Basel I, as included in the Federal Reserve Board's final rule regarding capital plans for U.S. bank holding companies with total consolidated assets of $50 billion or more.
	(6)	There was no Tier 1 leverage ratio component in the definition of a well-capitalized bank holding company under Basel I. The ratio shown is the minimum required ratio.
	In

Variable_Interest_Entities_Tab

Variable Interest Entities (Tables)	6 Months Ended
	Jun. 30, 2014
Variable Interest Entities [Abstract]	'
Summary of Assets and Liabilities Related to Consolidated Variable Interest Entities	'
	The following table summarizes assets and liabilities related to our consolidated VIEs as of June 30, 2014 and December 31, 2013 which are consolidated on our balance sheets. Assets and liabilities exclude intercompany balances that eliminate in consolidation.
		30-Jun-14				December 31, 2013
		Consolidated		Consolidated		Consolidated		Consolidated
		Assets		Liabilities		Assets		Liabilities
		(in millions)
	Asset-backed commercial paper conduit:
	Interest bearing deposits with banks	3		—		5		—
	Held-to-maturity securities	157		—		200		—
	Other assets	40		—		45		—
	Other liabilities	—		—		—		3
	Subtotal	200		—		250		3
	Low income housing limited liability partnership:
	Other assets	418		—		457		—
	Long-term debt	—		92		—		92
	Other liabilities	—		71		—		90
	Subtotal	$	418	$	163	$	457	$	182
	Total	$	618	$	163	$	707	$	185
Variable Interests Held by Us and Our Maximum Exposure to Loss Rising From Our Involvements in Those VIEs	'
	The following table provides additional information on these unconsolidated VIEs, including the variable interests held by us and our maximum exposure to loss arising from our involvements in these VIEs, as of June 30, 2014 and December 31, 2013:
		Variable Interests		Variable Interests		Total Assets in		Maximum
		Held Classified		Held Classified		Unconsolidated		Exposure
		as Assets		as Liabilities		VIEs		to Loss
		(in millions)
	At June 30, 2014
	Asset-backed commercial paper conduits	$	42	$	—	$	12,407	$	2,354
	Structured note vehicles	2,830		8		6,085		5,929
	Total	$	2,872	$	8	$	18,492	$	8,283
	At December 31, 2013
	Asset-backed commercial paper conduits	$	417	$	—	$	17,044	$	2,560
	Structured note vehicles	2,272		55		6,190		5,888
	Total	$	2,689	$	55	$	23,234	$	8,448

Guarantee_Arrangements_and_Ple1

Guarantee Arrangements and Pledged Assets and Collateral (Tables)	6 Months Ended
	Jun. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Carrying Value and Contractual Amounts of our Sell Protection Credit Derivatives and Major Off-Balance Sheet Guarantee Arrangements	'
	The following table presents total carrying value and contractual amounts of our sell protection credit derivatives and major off-balance sheet guarantee arrangements as of June 30, 2014 and December 31, 2013. Following the table is a description of the various arrangements.
		30-Jun-14								December 31, 2013
		Carrying				Notional/Maximum				Carrying				Notional/Maximum
		Value				Exposure to Loss				Value				Exposure to Loss
		(in millions)
	Credit derivatives(1)(4)	$	1,047			$	149,540			$	545			$	180,380
	Financial standby letters of credit, net of participations(2)(3)	—				5,491				—				5,237
	Performance (non-financial) guarantees(3)	—				2,904				—				3,172
	Liquidity asset purchase agreements(3)	—				2,354				—				2,560
	Total	$	1,047			$	160,289			$	545			$	191,349
	(1)	Includes $36,920 million and $34,856 million of notional issued for the benefit of HSBC affiliates at June 30, 2014 and December 31, 2013, respectively.
	(2)	Includes $842 million and $865 million issued for the benefit of HSBC affiliates at June 30, 2014 and December 31, 2013, respectively.
	(3)	For standby letters of credit and liquidity asset purchase agreements, maximum loss represents losses to be recognized assuming the letter of credit and liquidity facilities have been fully drawn and the obligors have defaulted with zero recovery.
	(4)	For credit derivatives, the maximum loss is represented by the notional amounts without consideration of mitigating effects from collateral or recourse arrangements.
Net Credit Derivative Positions	'
	The following table summarizes our net credit derivative positions as of June 30, 2014 and December 31, 2013:
		30-Jun-14								December 31, 2013
		Carrying (Fair)				Notional				Carrying (Fair)				Notional
		Value								Value
		(in millions)
	Sell-protection credit derivative positions	$	1,047			$	149,540			$	545			$	180,380
	Buy-protection credit derivative positions	(1,056		)		153,494				(505		)		174,906
	Net position(1)	$	(9	)		$	(3,954	)		$	40			$	5,474
	(1)	Positions are presented net in the table above to provide a complete analysis of our risk exposure and depict the way we manage our credit derivative portfolio. The offset of the sell-protection credit derivatives against the buy-protection credit derivatives may not be legally binding in the absence of master netting agreements with the same counterparty. Furthermore, the credit loss triggering events for individual sell protection credit derivatives may not be the same or occur in the same period as those of the buy protection credit derivatives thereby not providing an exact offset.
Summary of Credit Ratings of Credit Risk Related Guarantees	'
	The following table summarizes the credit ratings of credit risk related guarantees including the credit ratings of counterparties against which we sold credit protection and financial standby letters of credit as of June 30, 2014 as an indicative proxy of payment risk:
		Average		Credit Ratings of the Obligors or the Transactions
		Life
	Notional/Contractual Amounts	(in years)		Investment				Non-Investment				Total
				Grade				Grade
		(dollars are in millions)
	Sell-protection Credit Derivatives(1)
	Single name credit default swaps ("CDS")	2.5		$	96,763			$	18,760			$	115,523
	Structured CDS	2.1		11,139				1,565				12,704
	Index credit derivatives	2.8		17,148				194				17,342
	Total return swaps	3.3		3,553				418				3,971
	Subtotal			128,603				20,937				149,540
	Standby Letters of Credit(2)	1.1		6,222				2,173				8,395
	Total			$	134,825			$	23,110			$	157,935
	(1)	The credit ratings in the table represent external credit ratings for classification as investment grade and non-investment grade.
	(2)	External ratings for most of the obligors are not available. Presented above are the internal credit ratings which are developed using similar methodologies and rating scale equivalent to external credit ratings for purposes of classification as investment grade and non-investment grade.
Outstanding Repurchase Demands Received From GSEs and Other Third Parties	'
	The following table provides information about outstanding repurchase demands received from GSEs and other third parties at June 30, 2014 and December 31, 2013:
		June 30, 2014				December 31, 2013
		(in millions)
	GSEs	$	3			$	41
	Others	—				3
	Total(1)	$	3			$	44
	(1)	Includes repurchase demands on loans sourced from our legacy broker channel of $1 million and $26 million at June 30, 2014 and December 31, 2013, respectively.
Summary of Change in Estimated Repurchase Liability for Loans Sold to GSEs and Other Third Parties	'
	The following table summarizes the change in our estimated repurchase liability for loans sold to the GSEs and other third parties during the three and six months ended June 30, 2014 and 2013 for obligations arising from the breach of representations and warranties associated with the sale of these loans:
		Three Months Ended June 30,								Six Months Ended June 30,
		2014				2013				2014				2013
		(in millions)
	Balance at beginning of period	$	36			$	211			$	99			$	219
	Increase (decrease) in liability recorded through earnings	—				23				(34		)		36
	Realized losses	(2		)		(17		)		(31		)		(38		)
	Balance at end of period	$	34			$	217			$	34			$	217
Summary of Pledged Assets Included in Consolidated Balance Sheet	'
	Pledged assets included in the consolidated balance sheet consisted of the following:
		June 30, 2014				December 31, 2013
		(in millions)
	Interest bearing deposits with banks	$	324			$	355
	Trading assets(1)	3,051				1,296
	Securities available-for-sale(2)	15,307				21,346
	Securities held-to-maturity	327				362
	Loans(3)	3,732				3,969
	Other assets(4)	2,904				2,904
	Total	$	25,645			$	30,232
	(1)	Trading assets are primarily pledged against liabilities associated with repurchase agreements.
	(2)	Securities available-for-sale are primarily pledged against derivatives, public fund deposits, trust deposits and various short-term and long term borrowings, as well as providing capacity for potential secured borrowings from the Federal Home Loan Bank and the Federal Reserve Bank.
	(3)	Loans are primarily residential mortgage loans pledged against long-term borrowings from the Federal Home Loan Bank.
	(4)	Other assets represent cash on deposit with non-banks related to derivative collateral support agreements.
Offsetting Assets and Liabilities	'
	The following table provides information about repurchase agreements and resell agreements that are subject to offset as of June 30, 2014 and December 31, 2013:
												Gross Amounts Not Offset in the Balance Sheet
		Gross Amounts Recognized				Gross Amounts Offset in the Balance Sheet(1)			Net Amounts Presented in the Balance Sheet			Financial Instruments (2)			Cash Collateral Received / Pledged		Net Amount (3)
		(in millions)
	As of June 30, 2014:
	Assets:
	Securities purchased under agreements to resell	$	7,745			5,434			2,311			2,311			—		$	—
	Liabilities:
	Securities sold under repurchase agreements	$	11,915			5,434			6,481			6,481			—		$	—
	As of December 31, 2013:
	Assets:
	Securities purchased under agreements to resell	$	4,187			2,068			2,119			2,118			—		$	1
	Liabilities:
	Securities sold under repurchase agreements	$	14,989			2,068			12,921			12,913			—		$	8
	(1)	Represents recognized amount of resale and repurchase agreements with counterparties subject to legally enforceable netting agreements that meet the applicable netting criteria as permitted by generally accepted accounting principles.
	(2)	Represents securities received or pledged to cover financing transaction exposures.
	(3)	Represents the amount of our exposure that is not collateralized / covered by pledged collateral.

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	6 Months Ended
	Jun. 30, 2014
Fair Value Disclosures [Abstract]	'
Carrying Value and Estimated Fair Value of Financial Instruments	'
	The following table summarizes the carrying value and estimated fair value of our financial instruments at June 30, 2014 and December 31, 2013:
	30-Jun-14	Carrying			Fair				Level 1			Level 2		Level 3
		Value			Value
		(in millions)
	Financial assets:
	Short-term financial assets	$	26,335		$	26,335			$	2,325		$	23,946	$	64
	Federal funds sold and securities purchased under resale agreements	2,311			2,311				—			2,311		—
	Non-derivative trading assets	20,802			20,802				2,717			15,006		3,079
	Derivatives	5,882			5,882				10			5,828		44
	Securities	46,081			46,150				27,924			18,226		—
	Commercial loans, net of allowance for credit losses	52,650			54,210				—			—		54,210
	Commercial loans designated under fair value option and held for sale	159			159				—			159		—
	Commercial loans held for sale	237			237				—			237		—
	Consumer loans, net of allowance for credit losses	18,924			16,732				—			—		16,732
	Consumer loans held for sale:
	Residential mortgages	38			38				—			14		24
	Other consumer	66			66				—			—		66
	Financial liabilities:
	Short-term financial liabilities	$	12,987		$	12,987			$	—		$	12,924	$	63
	Deposits:
	Without fixed maturities	105,977			105,977				—			105,977		—
	Fixed maturities	1,830			1,834				—			1,834		—
	Deposits designated under fair value option	7,714			7,714				—			5,457		2,257
	Non-derivative trading liabilities	3,808			3,808				656			3,152		—
	Derivatives	5,747			5,747				14			5,715		18
	Long-term debt	16,341			17,022				—			17,022		—
	Long-term debt designated under fair value option	8,263			8,263				—			7,525		738
	December 31, 2013	Carrying			Fair				Level 1			Level 2		Level 3
		Value			Value
		(in millions)
	Financial assets:
	Short-term financial assets	$	20,626		$	20,626			$	961		$	19,614	$	51
	Federal funds sold and securities purchased under resale agreements	2,119			2,119				—			2,119		—
	Non-derivative trading assets	22,903			22,903				1,344			18,924		2,635
	Derivatives	7,569			7,569				26			7,467		76
	Securities	56,368			56,405				39,553			16,852		—
	Commercial loans, net of allowance for credit losses	48,186			49,897				—			—		49,897
	Commercial loans designated under fair value option and held for sale	58			58				—			58		—
	Commercial loans held for sale	18			18				—			18		—
	Consumer loans, net of allowance for credit losses	18,903			16,051				—			—		16,051
	Consumer loans held for sale:
	Residential mortgages	91			92				—			36		56
	Other consumer	63			63				—			—		63
	Financial liabilities:
	Short-term financial liabilities	$	19,205		$	19,205			$	—		$	19,154	$	51
	Deposits:
	Without fixed maturities	102,584			102,584				—			102,584		—
	Fixed maturities	2,284			2,289				—			2,289		—
	Deposits designated under fair value option	7,740			7,740				—			5,406		2,334
	Non-derivative trading liabilities	4,134			4,134				308			3,826		—
	Derivatives	7,348			7,348				5			7,294		49
	Long-term debt	15,261			15,729				—			15,729		—
	Long-term debt designated under fair value option	7,586			7,586				—			6,686		900
Assets and Liabilities Recorded at Fair Value on a Recurring Basis	'
	The following table presents information about our assets and liabilities measured at fair value on a recurring basis as of June 30, 2014 and December 31, 2013, and indicates the fair value hierarchy of the valuation techniques utilized to determine such fair value:
		Fair Value Measurements on a Recurring Basis
	30-Jun-14	Level 1			Level 2				Level 3			Gross		Netting(1)			Net
												Balance					Balance
		(in millions)
	Assets:
	Trading Securities, excluding derivatives:
	U.S. Treasury, U.S. Government agencies and sponsored enterprises	$	2,717		$	135			$	—		$	2,852	$	—		$	2,852
	Obligations of U.S. States and political subdivisions	—			27				—			27		—			27
	Collateralized debt obligations	—			—				260			260		—			260
	Asset-backed securities:
	Residential mortgages	—			153				—			153		—			153
	Student Loans	—			81				—			81		—			81
	Corporate and other domestic debt securities	—			—				2,819			2,819		—			2,819
	Debt Securities issued by foreign entities:
	Corporate	—			77				—			77		—			77
	Government-backed	—			4,035				—			4,035		—			4,035
	Equity securities	—			21				—			21		—			21
	Precious metals trading	—			10,477				—			10,477		—			10,477
	Derivatives(2):
	Interest rate contracts	97			52,969				1			53,067		—			53,067
	Foreign exchange contracts	29			12,731				16			12,776		—			12,776
	Equity contracts	—			2,062				165			2,227		—			2,227
	Precious metals contracts	2			644				—			646		—			646
	Credit contracts	—			3,460				356			3,816		—			3,816
	Derivatives netting	—			—				—			—		(66,650		)	(66,650		)
	Total derivatives	128			71,866				538			72,532		(66,650		)	5,882
	Securities available-for-sale:
	U.S. Treasury, U.S. Government agencies and sponsored enterprises	27,914			11,186				—			39,100		—			39,100
	Obligations of U.S. states and political subdivisions	—			730				—			730		—			730
	Asset-backed securities:
	Residential mortgages	—			1				—			1		—			1
	Commercial mortgages	—			86				—			86		—			86
	Home equity	—			94				—			94		—			94
	Other	—			94				—			94		—			94
	Debt Securities issued by foreign entities:
	Corporate	—			869				—			869		—			869
	Government-backed	10			3,628				—			3,638		—			3,638
	Equity securities	—			166				—			166		—			166
	Loans(3)	—			159				—			159		—			159
	Mortgage servicing rights(4)	—			—				186			186		—			186
	Total assets	$	30,769		$	103,885			$	3,803		$	138,457	$	(66,650	)	$	71,807
	Liabilities:
	Deposits in domestic offices(5)	$	—		$	5,457			$	2,257		$	7,714	$	—		$	7,714
	Trading liabilities, excluding derivatives	656			3,152				—			3,808		—			3,808
	Derivatives(2):
	Interest rate contracts	37			53,651				1			53,689		—			53,689
	Foreign exchange contracts	—			11,606				16			11,622		—			11,622
	Equity contracts	—			1,414				106			1,520		—			1,520
	Precious metals contracts	138			656				—			794		—			794
	Credit contracts	—			3,822				99			3,921		—			3,921
	Derivatives netting	—			—				—			—		(65,799		)	(65,799		)
	Total derivatives	175			71,149				222			71,546		(65,799		)	5,747
	Long-term debt(6)	—			7,525				738			8,263		—			8,263
	Total liabilities	$	831		$	87,283			$	3,217		$	91,331	$	(65,799	)	$	25,532
		Fair Value Measurements on a Recurring Basis
	December 31, 2013	Level 1			Level 2				Level 3			Gross		Netting(1)			Net
												Balance					Balance
		(in millions)
	Assets:
	Trading Securities, excluding derivatives:
	U.S. Treasury, U.S. Government agencies and sponsored enterprises	$	1,344		$	178			$	—		$	1,522	$	—		$	1,522
	Obligations of U. S. States and political subdivisions	—			25				—			25		—			25
Collateralized debt obligations	—			—				254			254		—			254
Asset-backed securities:
Residential mortgages	—			159				—			159		—			159
Student loans	—			68				—			68		—			68
Corporate and other domestic debt securities	—			—				2,260			2,260		—			2,260
Debt Securities issued by foreign entities:
Corporate	—			495				—			495		—			495
Government-backed	—			6,223				121			6,344		—			6,344
Equity securities	—			25				—			25		—			25
Precious metals trading	—			11,751				—			11,751		—			11,751
Derivatives(2):
Interest rate contracts	81			56,095				1			56,177		—			56,177
Foreign exchange contracts	7			15,291				131			15,429		—			15,429
Equity contracts	—			2,042				160			2,202		—			2,202
Precious metals contracts	182			1,400				1			1,583		—			1,583
Credit contracts	—			4,152				512			4,664		—			4,664
Derivatives netting	—			—				—			—		(72,486		)	(72,486		)
Total derivatives	270			78,980				805			80,055		(72,486		)	7,569
Securities available-for-sale:
U.S. Treasury, U.S. Government agencies and sponsored enterprises	39,513			9,439				—			48,952		—			48,952
Obligations of U.S. states and political subdivisions	—			742				—			742		—			742
Asset-backed securities:
Residential mortgages	—			1				—			1		—			1
Commercial mortgages	—			126				—			126		—			126
Home equity	—			227				—			227		—			227
Other	—			94				—			94		—			94
Corporate and other domestic debt securities	—			—				—			—		—			—
Debt Securities issued by foreign entities:
Corporate	—			881				—			881		—			881
Government-backed	40			3,681				—			3,721		—			3,721
Equity securities	—			162				—			162		—			162
Loans(3)	—			58				—			58		—			58
Mortgage servicing rights(4)	—			—				227			227		—			227
Total assets	$	41,167		$	113,315			$	3,667		$	158,149	$	(72,486	)	$	85,663
Liabilities:
Deposits in domestic offices(5)	$	—		$	5,406			$	2,334		$	7,740	$	—		$	7,740
Trading liabilities, excluding derivatives	308			3,826				—			4,134		—			4,134
Derivatives(2):
Interest rate contracts	34			56,282				—			56,316		—			56,316
Foreign exchange contracts	16			14,576				36			14,628		—			14,628
Equity contracts	—			1,403				157			1,560		—			1,560
Precious metals contracts	7			847				3			857		—			857
Credit contracts	—			4,398				321			4,719		—			4,719
Derivatives netting	—			—				—			—		(70,732		)	(70,732		)
Total derivatives	57			77,506				517			78,080		(70,732		)	7,348
Long-term debt(6)	—			6,686				900			7,586		—			7,586
Total liabilities	$	365		$	93,424			$	3,751		$	97,540	$	(70,732	)	$	26,808
(1)	Represents counterparty and cash collateral netting which allow the offsetting of amounts relating to certain contracts if certain conditions are met.
(2)	Includes trading derivative assets of $4,354 million and $5,991 million and trading derivative liabilities of $5,007 million and $6,741 million as of June 30, 2014 and December 31, 2013, respectively, as well as derivatives held for hedging and commitments accounted for as derivatives.
(3)	Includes certain commercial loans held for sale which we have elected to apply the fair value option. See Note 6, "Loans Held for Sale," for further information.
(4)	See Note 7, "Intangible Assets," for additional information.
(5)	Represents structured deposits risk-managed on a fair value basis for which we have elected to apply the fair value option.
(6)	Includes structured notes and own debt issuances which we have elected to measure on a fair value basis.
Changes in Fair Value of Level 3 Assets and Liabilities	'
	The following table summarizes additional information about changes in the fair value of Level 3 assets and liabilities during the three and six months ended June 30, 2014 and 2013. As a risk management practice, we may risk manage the Level 3 assets and liabilities, in whole or in part, using securities and derivative positions that are classified as Level 1 or Level 2 measurements within the fair value hierarchy. Since those Level 1 and Level 2 risk management positions are not included in the table below, the information provided does not reflect the effect of such risk management activities related to the Level 3 assets and liabilities.
		Apr.  1,			Total Gains and  (Losses) Included in(1)							Purch-		Issu-			Settle-			Transfers			Transfers			Jun. 30,			Current
		2014										ases		ances			ments			Into			Out of			2014			Period
																				Level 3			Level 3						Unrealized
																													Gains
					Trading				Other																				(Losses)
					Revenue				Revenue
					(Loss)
		(in millions)
	Assets:
	Trading assets, excluding derivatives:
	Collateralized debt obligations	$	258		$	7			$	—		$	—	$	—		$	(5	)	$	—		$	—		$	260		$	7
	Corporate and other domestic debt securities	2,808			—				—			11		—			—			—			—			2,819			—
	Corporate debt securities issued by foreign entities	—			—				—			—		—			—			—			—			—			—
	Government debt securities issued by foreign entities	117			3				—			—		—			(1		)	—			(119		)	—			—
	Equity securities	—			—				—			—		—			—			—			—			—			—
	Derivatives, net(2):
	Interest rate contracts	1			—				(1		)	—		—			—			—			—			—			—
	Foreign exchange contracts	96			8				—			—		—			(6		)	—			(98		)	—			4
	Equity contracts	24			66				—			—		—			(29		)	2			(4		)	59			41
	Precious metals contracts	—			—				—			—		—			—			—			—			—			—
	Credit contracts	181			(41		)		—			—		—			3			—			114			257			(42		)
	Mortgage servicing rights(4)	205			—				(12		)	—		—			(7		)	—			—			186			(12		)
	Total assets	$	3,690		$	43			$	(13	)	$	11	$	—		$	(45	)	$	2		$	(107	)	$	3,581		$	(2	)
	Liabilities:
	Deposits in domestic offices	$	(2,244	)	$	(85	)		$	—		$	—	$	(135	)	$	130		$	(27	)	$	104		(2,257		)	$	(34	)
	Long-term debt	(732		)	4				—			—		(110		)	73			—			27			(738		)	(22		)
	Total liabilities	$	(2,976	)	$	(81	)		$	—		$	—	$	(245	)	$	203		$	(27	)	$	131		$	(2,995	)	$	(56	)
		Jan. 1,			Total Gains and  (Losses) Included in(1)							Purch-		Issu-			Settle-			Transfers			Transfers			Jun. 30,			Current
		2014										ases		ances			ments			Into			Out of			2014			Period
																				Level 3			Level 3						Unrealized
																													Gains
					Trading				Other																				(Losses)
					Revenue				Revenue
					(Loss)
		(in millions)
	Assets:
	Trading assets, excluding derivatives:
	Collateralized debt obligations	$	254		$	14			$	—		$	—	$	—		$	(8	)	$	—		$	—		$	260		$	14
	Corporate and other domestic debt securities	2,260			(5		)		—			564		—			—			—			—			2,819			(6		)
	Corporate debt securities issued by foreign entities	—			—				—			—		—			—			—			—			—			—
	Government debt securities issued by foreign entities	121			5				—			—		—			(7		)	—			(119		)	—			—
	Equity securities	—			—				—			—		—			—			—			—			—			—
	Derivatives, net(2):
	Interest rate contracts	1			—				(1		)	—		—			—			—			—			—			(1		)
	Foreign exchange contracts	95			10				—			—		—			(12		)	—			(93		)	—			5
	Equity contracts	3			86				—			—		—			(36		)	6			—			59			49
	Precious metals contracts	(2		)	2				—			—		—			—			—			—			—			—
	Credit contracts	191			(55		)		—			—		—			7			—			114			257			(98		)
	Mortgage servicing rights(4)	227			—				(24		)	—		—			(17		)	—			—			186			(24		)
	Total assets	$	3,150		$	57			$	(25	)	$	564	$	—		$	(73	)	$	6		$	(98	)	$	3,581		$	(61	)
	Liabilities:
	Deposits in domestic offices	$	(2,334	)	$	(210	)		$	—		$	—	$	(160	)	$	298		$	(95	)	$	244		(2,257		)	$	(51	)
	Long-term debt	(900		)	97				—			—		(153		)	120			—			98			(738		)	(23		)
	Total liabilities	$	(3,234	)	$	(113	)		$	—		$	—	$	(313	)	$	418		$	(95	)	$	342		$	(2,995	)	$	(74	)
		Apr.  1,			Total Gains and  (Losses) Included in(1)							Purch-		Issu-			Settle-			Transfers			Transfers			Jun. 30,			Current
		2013										ases		ances			ments			Into			Out of			2013			Period
																				Level 3			Level 3						Unrealized
																													Gains
					Trading				Other																				(Losses)
					Revenue				Revenue
					(Loss)
		(in millions)
Assets:
Trading assets, excluding derivatives:
Collateralized debt obligations	$	481		$	83			$	—		$	216	$	—		$	(553	)	$	—		$	—		$	227		$	56
Corporate and other domestic debt securities	1,524			21				—			16		—			(63		)	—			—			1,498			21
Corporate debt securities issued by foreign entities	294			(9		)		—			—		—			—			—			—			285			(9		)
Government debt securities issued by foreign entities	143			(7		)		—			—		—			(1		)	—			—			135			(9		)
Equity securities	11			(7		)		—			—		—			(4		)	—			—			—			(7		)
Derivatives, net(2):
Interest rate contracts	6			(1		)		(6		)	—		—			—			—			—			(1		)	(7		)
Foreign exchange contracts	134			(18		)		—			—		—			(6		)	(6		)	—			104			(28		)
Equity contracts	34			(81		)		—			—		—			(27		)	6			(15		)	(83		)	(92		)
Credit contracts	364			(105		)		—			—		—			(34		)	—			—			225			(82		)
Mortgage servicing rights(4)	190			—				30			—		5			—			—			—			225			30
Total assets	$	3,181		$	(124	)		$	24		$	232	$	5		$	(688	)	$	—		$	(15	)	$	2,615		$	(127	)
Liabilities:
Deposits in domestic offices	$	(2,876	)	$	411			$	—		$	—	$	(81	)	$	110		$	(177	)	$	165		(2,448		)	$	432
Long-term debt	(618		)	(242		)		—			—		(59		)	68			—			179			(672		)	(239		)
Total liabilities	$	(3,494	)	$	169			$	—		$	—	$	(140	)	$	178		$	(177	)	$	344		$	(3,120	)	$	193
	Jan. 1,			Total Gains and  (Losses) Included in(1)							Purch-		Issu-			Settle-			Transfers			Transfers			Jun. 30,			Current
	2013										ases		ances			ments			Into			Out of			2013			Period
																			Level 3			Level 3						Unrealized
																												Gains
				Trading				Other																				(Losses)
				Revenue				Revenue
				(Loss)
	(in millions)
Assets:
Trading assets, excluding derivatives:
Collateralized debt obligations	$	466		$	118			$	—		$	237	$	—		$	(594	)	$	—		$	—		$	227		$	87
Corporate and other domestic debt securities	1,861			28				—			31		—			(422		)	—			—			1,498			24
Corporate debt securities issued by foreign entities	299			(14		)		—			—		—			—			—			—			285			(14		)
Government debt securities issued by foreign entities	311			15				—			—		—			(191		)	—			—			135			10
Equity securities	9			(5		)		—			—		—			(4		)	—			—			—			(5		)
Derivatives, net(2):
Interest rate contracts	7			(1		)		(7		)	—		—			—			—			—			(1		)	(8		)
Foreign exchange contracts	5			(4		)		—			—		—			116			(13		)	—			104			106
Equity contracts	(7		)	(20		)		—			—		—			(48		)	13			(21		)	(83		)	(73		)
Credit contracts	571			(155		)		—			—		—			(145		)	(46		)	—			225			(274		)
Mortgage servicing rights(4)	168			—				46			—		11			—			—			—			225			51
Total assets	$	3,690		$	(38	)		$	39		$	268	$	11		$	(1,288	)	$	(46	)	$	(21	)	$	2,615		$	(96	)
Liabilities:
Deposits in domestic offices	$	(2,636	)	$	370			$	—		$	—	$	(485	)	$	219		$	(160	)	$	244		(2,448		)	$	406
Long-term debt	(429		)	(273		)		—			—		(270		)	119			—			181			(672		)	(250		)
Total liabilities	$	(3,065	)	$	97			$	—		$	—	$	(755	)	$	338		$	(160	)	$	425		$	(3,120	)	$	156
(1)	Includes realized and unrealized gains and losses.
(2)	Level 3 net derivatives included derivative assets of $538 million and derivative liabilities of $222 million as of June 30, 2014 and derivative assets of $985 million and derivative liabilities of $740 million as of June 30, 2013.
(3)	See Note 7, "Intangible Assets," for additional information.
Quantitative Information about Recurring Fair Value Measurement of Assets and Liabilities Classified as Level 3	'
	The following table presents quantitative information about the unobservable inputs used to determine the recurring fair value measurement of assets and liabilities classified as Level 3 fair value measurements as of June 30, 2014 and December 31, 2013:
	30-Jun-14
	Financial Instrument Type		Fair Value (in millions)		Valuation Technique(s)		Significant Unobservable Inputs		Range of Inputs
	Collateralized debt obligations		260		Broker quotes or consensus pricing and, where applicable, discounted cash flows		Prepayment rates		1% - 5%
							Conditional default rates		6% - 7%
							Loss severity rates		90% - 91%
	Corporate and other domestic debt securities		2,819		Discounted cash flows		Spread volatility on collateral assets		1% - 3%
							Correlation between insurance claim shortfall and collateral value		80%
	Interest rate derivative contracts		—		Market comparable adjusted for probability to fund		Probability to fund for rate lock commitments		5% - 97%
	Foreign exchange derivative contracts(1)		—		Option pricing model		Implied volatility of currency pairs		8% - 14%
	Equity derivative contracts(1)		59		Option pricing model		Equity / Equity Index volatility		9% - 41%
							Equity / Equity and Equity / Index correlation		47% - 60%
	Credit derivative contracts		257		Option pricing model		Correlation of defaults of a portfolio of reference credit names		49% - 56%
							Issuer by issuer correlation of defaults		83% - 95%
	Mortgage servicing rights		186		Option adjusted discounted cash flows		Constant prepayment rates		8% - 46%
							Option adjusted spread		8% - 19%
							Estimated annualized costs to service		$91 - $333 per account
	Deposits in domestic offices (structured deposits)(1)(2)		(2,257	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		8% - 14%
							Equity / Equity Index volatility		9% - 41%
							Equity / Equity and Equity / Index correlation		47% - 60%
	Long-term debt (structured notes)(1)(2)		(738	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		8% - 14%
							Equity / Equity Index volatility		9% - 41%
							Equity / Equity and Equity / Index correlation		47% - 60%
	December 31, 2013
	Financial Instrument Type		Fair Value (in millions)		Valuation Technique(s)		Significant Unobservable Inputs		Range of Inputs
	Collateralized debt obligations		254		Broker quotes or consensus pricing and, where applicable, discounted cash flows		Prepayment rates		0% - 5%
							Conditional default rates		5% - 7%
							Loss severity rates		90% - 100%
	Corporate and other domestic debt securities		2,260		Discounted cash flows		Spread volatility on collateral assets		1% - 3%
							Correlation between insurance claim shortfall and collateral value		80%
	Corporate and government debt securities issued by foreign entities		121		Discounted cash flows		Correlations of default among a portfolio of credit names of embedded credit derivatives		36% - 63%
	Interest rate derivative contracts		1		Market comparable adjusted for probability to fund		Probability to fund for rate lock commitments		10% - 99%
	Foreign exchange derivative contracts(1)		95		Option pricing model		Implied volatility of currency pairs		11% - 16%
	Equity derivative contracts(1)		3		Option pricing model		Equity / Equity Index volatility		6% - 69%
							Equity / Equity and Equity / Index correlation		50% - 58%
	Credit derivative contracts		191		Option pricing model		Correlation of defaults of a portfolio of reference credit names		46% - 54%
							Industry by industry correlation of defaults		83% - 95%
	Mortgage servicing rights		227		Option adjusted discounted cash flows		Constant prepayment rates		5% - 22%
							Option adjusted spread		8% - 19%
							Estimated annualized costs to service		$91 - $333 per account
	Deposits in domestic offices (structured deposits)(1)(2)		(2,334	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		11% - 16%
							Equity / Equity Index volatility		6% - 69%
							Equity / Equity and Equity / Index correlation		50% - 58%
	Long-term debt (structured notes)(1)(2)		(900	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		11% - 16%
							Equity / Equity Index volatility		6% - 69%
							Equity / Equity and Equity / Index correlation		50% - 58%
	(1)	We are the client-facing entity and we enter into identical but opposite derivatives to transfer the resultant risks to our affiliates. With the exception of counterparty credit risks, we are market neutral. The corresponding intra-group derivatives are presented as equity derivatives and foreign exchange derivatives in the table.
	(2)	Structured deposits and structured notes contain embedded derivative features whose fair value measurements contain significant Level 3 inputs.
Fair Value Hierarchy Level within Which Fair Value of Financial and Non-Financial Assets has been Recorded	'
	The following table presents the fair value hierarchy level within which the fair value of the financial and non-financial assets has been recorded as of June 30, 2014 and December 31, 2013. The gains (losses) during the three and six months ended June 30, 2014 and 2013 are also included.
		Non-Recurring Fair Value Measurements												Total Gains (Losses)			Total Gains (Losses)
		as of June 30, 2014												For the Three Months Ended June 30, 2014			For the Six Months Ended
		Level 1			Level 2				Level 3			Total					30-Jun-14
		(in millions)
	Residential mortgage loans held for sale(1)	$	—		$	2			$	24		$	26	$	(2	)	$	1
	Impaired commercial loans(2)	—			—				24			24		(4		)	3
	Consumer loans(3)	—			107				—			107		(9		)	(23		)
	Real estate owned(4)	21			—				—			21		(3		)	(2		)
	Commercial loans held for sale(5)	—			43				—			43		(7		)	(7		)
	Total assets at fair value on a non-recurring basis	$	21		$	152			$	48		$	221	$	(25	)	$	(28	)
		Non-Recurring Fair Value Measurements												Total Gains (Losses)			Total Gains (Losses)
		as of December 31, 2013												For the Three Months Ended June 30, 2013			For the Six Months Ended
		Level 1			Level 2				Level 3			Total					30-Jun-13
		(in millions)
	Residential mortgage loans held for sale(1)	$	—		$	9			$	56		$	65	$	—		$	3
	Impaired commercial loans(2)	—			—				108			108		(1		)	(2		)
	Consumer loans(3)	—			492				—			492		(23		)	(51		)
	Real estate owned(4)	20			—				—			20		—			2
	Total assets at fair value on a non-recurring basis	$	20		$	501			$	164		$	685	$	(24	)	$	(48	)
	(1)	As of June 30, 2014 and December 31, 2013, the fair value of the loans held for sale was below cost. Certain residential mortgage loans held for sale have been classified as a Level 3 fair value measurement within the fair value hierarchy as the underlying real estate properties which determine fair value are illiquid assets as a result of market conditions and significant inputs in estimating fair value were unobservable. Additionally, the fair value of these properties is affected by, among other things, the location, the payment history and the completeness of the loan documentation.
	(2)	Certain commercial loans have undergone troubled debt restructurings and are considered impaired. As a matter of practical expedient, we measure the credit impairment of a collateral-dependent loan based on the fair value of the collateral asset. The collateral often involves real estate properties that are illiquid due to market conditions. As a result, these loans are classified as a Level 3 fair value measurement within the fair value hierarchy.
	(3)	Represents residential mortgage loans held for investment whose carrying amount was reduced during the periods presented based on the fair value of the underlying collateral.
	(4)	Real estate owned is required to be reported on the balance sheet net of transactions costs. The real estate owned amounts in the table above reflect the fair value unadjusted for transaction costs.
	(5)	Represents certain commercial loans that have been transferred to the held for sale portfolio.
Quantitative Information about Non Recurring Fair Value Measurement of Assets and Liabilities	'
	The following table presents quantitative information about non-recurring fair value measurements of assets and liabilities classified with Level 3 of the fair value hierarchy as of June 30, 2014 and December 31, 2013:
	As of June 30, 2014
	Financial Instrument Type		Fair Value (in millions)			Valuation Technique(s)		Significant Unobservable Inputs		Range of Inputs
	Residential mortgage loans held for sale		$	24		Valuation of third party appraisal on underlying collateral		Loss severity rates		0% - 100%
	Impaired commercial loans		24			Valuation of third party appraisal on underlying collateral		Loss severity rates		10% - 48%
	As of December 31, 2013
	Financial Instrument Type		Fair Value (in millions)			Valuation Technique(s)		Significant Unobservable Inputs		Range of Inputs
	Residential mortgage loans held for sale		$	56		Valuation of third party appraisal on underlying collateral		Loss severity rates		0% - 100%
	Impaired commercial loans		108			Valuation of third party appraisal on underlying collateral		Loss severity rates		1% - 66%
Additional Information Relating to Asset-Backed Securities and Collateralized Debt Obligations	'
	The following tables provide additional information relating to asset-backed securities as well as certain collateralized debt obligations held as of June 30, 2014:
	Trading asset-backed securities:
	Rating of Securities:(1)	Collateral Type:	Level 2			Level 3				Total
			(in millions)
	AAA -A	Residential mortgages - Alt A	$	89		$	—			$	89
		Residential mortgages - Subprime	59			—				59
		Student loans	81			—				81
		Total AAA -A	229			—				229
	BBB -B	Collateralized debt obligations	—			260				260
	CCC-Unrated	Residential mortgages - Subprime	5			—				5
			$	234		$	260			$	494
	Available-for-sale securities backed by collateral:
	Rating of Securities:(1)	Collateral Type:	Level 2			Level 3				Total
			(in millions)
	AAA -A	Commercial mortgages	$	86		$	—			$	86
		Home equity - Alt A	94			—				94
		Other	94			—				94
		Total AAA -A	274			—				274
	CCC -Unrated	Residential mortgages - Alt A	1			—				1
			$	275		$	—			$	275
	(1)	We utilize Standard & Poor's ("S&P") as the primary source of credit ratings in the tables above. If S&P ratings are not available, ratings by Moody's and Fitch are used in that order. Ratings for collateralized debt obligations represent the ratings associated with the underlying collateral.

Organization_and_Presentation_

Organization and Presentation Organization and Presentation (Details) (USD $)	Jun. 30, 2014
In Millions, unless otherwise specified
Income, Taxes and Other Liabilities - Income Tax Reserve [Member]	'
Income Tax Contingency [Line Items]	'
Income Tax Examination, Increase (Decrease) in Liability from Prior Year	$183
Interest, Taxes and Other Liabilities - Accrued Interest [Member]	'
Income Tax Contingency [Line Items]	'
Income Tax Examination, Increase (Decrease) in Liability from Prior Year	$120

Trading_Assets_and_Liabilities2

Trading Assets and Liabilities (Details) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading assets	$25,156		$28,894
Trading liabilities	8,815		10,875
U.S. Treasury [Member]	'		'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading assets	2,717		1,344
US Government agency issued or guaranteed [Member]	'		'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading assets	20		19
US Government sponsored enterprises [Member]	'		'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading assets	115	[1]	159	[1]
Obligations of U.S. states and political subdivision [Member]	'		'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading assets	27		25
Asset backed securities [Member]	'		'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading assets	494		481
Corporate and foreign bonds [Member]	'		'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading assets	6,931		9,099
Other securities [Member]	'		'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading assets	21		25
Precious metals [Member]	'		'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading assets	10,477		11,751
Trading liabilities	3,037		3,826
Derivatives [Member]	'		'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading assets	4,354		5,991
Trading liabilities	5,007		6,741
Securities sold, not yet purchased [Member]	'		'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading liabilities	$771		$308
[1]	Includes mortgage backed securities of $88 million and $133 million issued or guaranteed by the Federal National Mortgage Association ("FNMA") and $27 million and $26 million issued or guaranteed by the Federal Home Loan Mortgage Corporation ("FHLMC") at June 30, 2014 and December 31, 2013, respectively.

Trading_Assets_and_Liabilities3

Trading Assets and Liabilities (Parenthetical) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Trading assets	$25,156	$28,894
Collateralized Mortgage Backed Securities [Member] | Federal National Mortgage Association Certificates and Obligations (FNMA) [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Trading assets	88	133
Collateralized Mortgage Backed Securities [Member] | Federal Home Loan Mortgage Corporation Certificates and Obligations (FHLMC) [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Trading assets	$27	$26

Trading_Assets_and_Liabilities4

Trading Assets and Liabilities - Additional Information (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'		'
Derivatives included in trading assets, amount offset	$3,128	[1],[2]	$3,870	[1],[2]
Derivatives included in trading liabilities, amount offset	2,277	[1],[2]	2,116	[1],[2]
Trading Assets [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Derivatives included in trading assets, amount offset	3,128		3,870
Trading Liabilities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Derivatives included in trading liabilities, amount offset	$2,277		$2,116
[1]	Netting is performed at a counterparty level in cases where enforceable master netting and credit support agreements are in place, regardless of the type of derivative instrument. Therefore, we have not attempted to allocate netting to the different types of derivative instruments shown in the table above.
[2]	Represents the netting of cash collateral posted and received by counterparty under enforceable credit support agreements.

Securities_Amortized_Cost_and_

Securities - Amortized Cost and Fair Value of Asset Backed Securities (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	$44,307		$54,935
Unrealized Gains, Available-for-sale securities	868		698
Unrealized Losses, Available-for-sale securities	-397		-727
Fair Value, Available-for-sale securities	44,778		54,906
Amortized Cost, Held-to-Maturity Securities	1,303		1,462
Non-Credit Loss Component of OTTI Securities, Held-to-Maturity Securities	-98		-104
Unrealized Gains, Held-to-Maturity Securities	167		141
Unrealized Losses, Held-to-Maturity Securities	0		0
Fair Value, Securities-held-to-maturity	1,372		1,499
U.S. Treasury [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	19,506		27,716
Unrealized Gains, Available-for-sale securities	392		391
Unrealized Losses, Available-for-sale securities	-31		-113
Fair Value, Available-for-sale securities	19,867		27,994
Mortgage-backed securities [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	182	[1]	159	[1]
Unrealized Gains, Available-for-sale securities	0	[1]	0	[1]
Unrealized Losses, Available-for-sale securities	-5	[1]	-14	[1]
Fair Value, Available-for-sale securities	177	[1]	145	[1]
Amortized Cost, Held-to-Maturity Securities	763	[2]	845	[2]
Non-Credit Loss Component of OTTI Securities, Held-to-Maturity Securities	0	[2]	'
Unrealized Gains, Held-to-Maturity Securities	81	[2]	88	[2]
Unrealized Losses, Held-to-Maturity Securities	0	[2]	0	[2]
Fair Value, Securities-held-to-maturity	844	[2]	933	[2]
Collateralized Mortgage Obligations [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	39	[1]	41	[1]
Unrealized Gains, Available-for-sale securities	0	[1]	0	[1]
Unrealized Losses, Available-for-sale securities	0	[1]	-1	[1]
Fair Value, Available-for-sale securities	39	[1]	40	[1]
Direct agency obligations [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	4,114	[1]	4,115	[1]
Unrealized Gains, Available-for-sale securities	243	[1]	225	[1]
Unrealized Losses, Available-for-sale securities	-11	[1]	-16	[1]
Fair Value, Available-for-sale securities	4,346	[1]	4,324	[1]
Mortgage-backed securities [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	9,904		10,304
Unrealized Gains, Available-for-sale securities	192		40
Unrealized Losses, Available-for-sale securities	-212		-342
Fair Value, Available-for-sale securities	9,884		10,002
Amortized Cost, Held-to-Maturity Securities	47		52
Non-Credit Loss Component of OTTI Securities, Held-to-Maturity Securities	0		'
Unrealized Gains, Held-to-Maturity Securities	8		8
Unrealized Losses, Held-to-Maturity Securities	0		0
Fair Value, Securities-held-to-maturity	55		60
Mortgage-backed securities [Member] | Federal National Mortgage Association Certificates and Obligations (FNMA) [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Fair Value, Securities-held-to-maturity	357		398
Mortgage-backed securities [Member] | Federal Home Loan Mortgage Corporation Certificates and Obligations (FHLMC) [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Fair Value, Securities-held-to-maturity	406		447
Collateralized mortgage obligations [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	4,871		6,584
Unrealized Gains, Available-for-sale securities	13		17
Unrealized Losses, Available-for-sale securities	-97		-154
Fair Value, Available-for-sale securities	4,787		6,447
Amortized Cost, Held-to-Maturity Securities	194		214
Non-Credit Loss Component of OTTI Securities, Held-to-Maturity Securities	0		'
Unrealized Gains, Held-to-Maturity Securities	23		24
Unrealized Losses, Held-to-Maturity Securities	0		0
Fair Value, Securities-held-to-maturity	217		238
Obligations of U.S. states and political subdivision [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	728		755
Unrealized Gains, Available-for-sale securities	12		12
Unrealized Losses, Available-for-sale securities	-10		-25
Fair Value, Available-for-sale securities	730		742
Amortized Cost, Held-to-Maturity Securities	26		29
Non-Credit Loss Component of OTTI Securities, Held-to-Maturity Securities	0		'
Unrealized Gains, Held-to-Maturity Securities	1		1
Unrealized Losses, Held-to-Maturity Securities	0		0
Fair Value, Securities-held-to-maturity	27		30
Residential mortgages [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	1		1
Unrealized Gains, Available-for-sale securities	0		0
Unrealized Losses, Available-for-sale securities	0		0
Fair Value, Available-for-sale securities	1		1
Amortized Cost, Held-to-Maturity Securities	18		18
Non-Credit Loss Component of OTTI Securities, Held-to-Maturity Securities	0		'
Unrealized Gains, Held-to-Maturity Securities	1		1
Unrealized Losses, Held-to-Maturity Securities	0		0
Fair Value, Securities-held-to-maturity	19		19
Commercial mortgages [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	85		125
Unrealized Gains, Available-for-sale securities	1		1
Unrealized Losses, Available-for-sale securities	0		0
Fair Value, Available-for-sale securities	86		126
Home equity [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	104		263
Unrealized Gains, Available-for-sale securities	0		0
Unrealized Losses, Available-for-sale securities	-10		-36
Fair Value, Available-for-sale securities	94		227
Other [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	105		100
Unrealized Gains, Available-for-sale securities	0		0
Unrealized Losses, Available-for-sale securities	-11		-6
Fair Value, Available-for-sale securities	94		94
Foreign debt securities [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	4,503	[3]	4,607	[3]
Unrealized Gains, Available-for-sale securities	12	[3]	10	[3]
Unrealized Losses, Available-for-sale securities	-8	[3]	-15	[3]
Fair Value, Available-for-sale securities	4,507	[3]	4,602	[3]
Foreign debt securities [Member] | Foreign Government [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Foreign debt securities fully backed by foreign governments	1,140		1,101
Equity securities [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	165		165
Unrealized Gains, Available-for-sale securities	3		2
Unrealized Losses, Available-for-sale securities	-2		-5
Fair Value, Available-for-sale securities	166		162
Asset-backed securities and other debt securities held by a consolidated VIE [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Held-to-Maturity Securities	255	[4]	304	[4]
Non-Credit Loss Component of OTTI Securities, Held-to-Maturity Securities	-98	[4]	-104	[4]
Unrealized Gains, Held-to-Maturity Securities	53	[4]	19	[4]
Unrealized Losses, Held-to-Maturity Securities	0	[4]	0	[4]
Fair Value, Securities-held-to-maturity	210	[4]	219	[4]
US Government agency issued or guaranteed [Member] | Federal National Mortgage Association Certificates and Obligations (FNMA) [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	189		167
US Government agency issued or guaranteed [Member] | Federal Home Loan Mortgage Corporation Certificates and Obligations (FHLMC) [Member]	'		'
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]	'		'
Amortized Cost, Available-for-sale securities	$32		$33
[1]	Includes securities at amortized cost of $189 million and $167 million issued or guaranteed by FNMA at June 30, 2014 and December 31, 2013, respectively, and $32 million and $33 million issued or guaranteed by FHLMC at June 30, 2014 and December 31, 2013, respectively.
[2]	Includes securities at amortized cost of $357 million and $398 million issued or guaranteed by FNMA at June 30, 2014 and December 31, 2013, respectively, and $406 million and $447 million issued and guaranteed by FHLMC at June 30, 2014 and December 31, 2013, respectively.
[3]	At June 30, 2014 and December 31, 2013, foreign debt securities consisted of $1,140 million and $1,101 million, respectively, of securities fully backed by foreign governments. The remainder of foreign debt securities represents public sector entity, bank or corporate debt.
[4]	Relates to securities held by Bryant Park Funding LLC ("Bryant Park"), a variable interest entity which was consolidated in the second quarter of 2013. See Note 16, "Variable Interest Entities" for additional information.

Securities_Gross_unrealized_lo

Securities - Gross unrealized losses and related fair values (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified	security	security
Schedule of Available-for-sale Securities [Line Items]	'	'
Number of securities available for sale in one year or less	80	262
Securities available-for-sale gross unrealized losses one year or less	($240)	($618)
Securities available-for-sale aggregate fair value of investment one year or less	3,461	28,250
Number of Securities available for sale greater than one year	135	53
Securities available-for-sale gross unrealized losses greater than one year	-157	-109
Securities available-for-sale aggregate fair value of investment greater than one year	7,870	4,227
Number of securities held-to-maturity in one year or less	92	99
Securities held-to-maturity gross unrealized losses one year or less	0	0
Securities held-to-maturity aggregate fair value of investment one year or less	1	4
Securities held-to-maturity greater than one year	879	909
Securities held-to-maturity gross unrealized losses greater than one year	0	0
Securities held-to-maturity aggregate fair value of investment greater than one year	4	3
U.S. Treasury [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Number of securities available for sale in one year or less	4	22
Securities available-for-sale gross unrealized losses one year or less	-1	-82
Securities available-for-sale aggregate fair value of investment one year or less	741	16,958
Number of Securities available for sale greater than one year	8	6
Securities available-for-sale gross unrealized losses greater than one year	-30	-31
Securities available-for-sale aggregate fair value of investment greater than one year	2,128	630
US Government sponsored enterprises [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Number of securities available for sale in one year or less	18	23
Securities available-for-sale gross unrealized losses one year or less	-1	-12
Securities available-for-sale aggregate fair value of investment one year or less	41	400
Number of Securities available for sale greater than one year	30	20
Securities available-for-sale gross unrealized losses greater than one year	-15	-19
Securities available-for-sale aggregate fair value of investment greater than one year	612	356
Number of securities held-to-maturity in one year or less	13	13
Securities held-to-maturity gross unrealized losses one year or less	0	0
Securities held-to-maturity aggregate fair value of investment one year or less	0	0
Securities held-to-maturity greater than one year	49	48
Securities held-to-maturity gross unrealized losses greater than one year	0	0
Securities held-to-maturity aggregate fair value of investment greater than one year	0	0
U.S. Government agency issued or guaranteed [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Number of securities available for sale in one year or less	40	170
Securities available-for-sale gross unrealized losses one year or less	-224	-494
Securities available-for-sale aggregate fair value of investment one year or less	2,317	10,243
Number of Securities available for sale greater than one year	48	5
Securities available-for-sale gross unrealized losses greater than one year	-85	-2
Securities available-for-sale aggregate fair value of investment greater than one year	2,224	23
Number of securities held-to-maturity in one year or less	78	79
Securities held-to-maturity gross unrealized losses one year or less	0	0
Securities held-to-maturity aggregate fair value of investment one year or less	0	0
Securities held-to-maturity greater than one year	826	859
Securities held-to-maturity gross unrealized losses greater than one year	0	0
Securities held-to-maturity aggregate fair value of investment greater than one year	2	2
Obligations of U.S. states and political subdivision [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Number of securities available for sale in one year or less	14	42
Securities available-for-sale gross unrealized losses one year or less	-1	-19
Securities available-for-sale aggregate fair value of investment one year or less	90	330
Number of Securities available for sale greater than one year	36	5
Securities available-for-sale gross unrealized losses greater than one year	-9	-6
Securities available-for-sale aggregate fair value of investment greater than one year	336	65
Number of securities held-to-maturity in one year or less	1	7
Securities held-to-maturity gross unrealized losses one year or less	0	0
Securities held-to-maturity aggregate fair value of investment one year or less	1	4
Securities held-to-maturity greater than one year	4	2
Securities held-to-maturity gross unrealized losses greater than one year	0	0
Securities held-to-maturity aggregate fair value of investment greater than one year	2	1
Asset backed securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Number of securities available for sale in one year or less	3	3
Securities available-for-sale gross unrealized losses one year or less	-11	-6
Securities available-for-sale aggregate fair value of investment one year or less	115	115
Number of Securities available for sale greater than one year	7	10
Securities available-for-sale gross unrealized losses greater than one year	-10	-36
Securities available-for-sale aggregate fair value of investment greater than one year	100	237
Foreign debt securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Number of securities available for sale in one year or less	0	1
Securities available-for-sale gross unrealized losses one year or less	0	0
Securities available-for-sale aggregate fair value of investment one year or less	0	50
Number of Securities available for sale greater than one year	6	7
Securities available-for-sale gross unrealized losses greater than one year	-8	-15
Securities available-for-sale aggregate fair value of investment greater than one year	2,470	2,916
Equity securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Number of securities available for sale in one year or less	1	1
Securities available-for-sale gross unrealized losses one year or less	-2	-5
Securities available-for-sale aggregate fair value of investment one year or less	157	154
Number of Securities available for sale greater than one year	0	0
Securities available-for-sale gross unrealized losses greater than one year	0	0
Securities available-for-sale aggregate fair value of investment greater than one year	$0	$0

Securities_Other_than_Temporar

Securities - Other than Temporary Impairment, Credit Losses Recognized in Earnings (Details) (USD $)	3 Months Ended	6 Months Ended		3 Months Ended	6 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2013	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2014
				Held-to-maturity Securities [Member]	Held-to-maturity Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]	'	'	'	'	'
Credit losses at the beginning of the period	'	'	'	$63	$61
Increase in credit losses for which an other-than-temporary impairment was previously recognized	8	-7	8	-5	-7
Ending balance of credit losses on held-to-maturity debt securities for which a portion of an other-than-temporary impairment was recognized in other comprehensive income (loss)	'	'	'	$68	$68

Securities_Realized_gains_and_

Securities - Realized gains and losses on investment securities Transactions Attributable to available-for-sale securities (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Investments, Debt and Equity Securities [Abstract]	'	'	'	'
Gross realized gains	$25	$83	$68	$207
Gross realized losses	-32	-60	-53	-61
Net realized gains	($7)	$23	$15	$146

Securities_Distribution_of_mat

Securities - Distribution of maturities of debt securities with approximate yield of portfolio (Detail) (USD $)	Jun. 30, 2014
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'
Available-for-sale amount within one year	$1,779
Available-for-sale yield within one year	1.20%
Available-for-sale amount after one but within five years	19,196
Available-for-sale yield after one but within five years	1.24%
Available-for-sale amount after five but within ten years	5,295
Available-for-sale yield after five but within ten years	3.09%
Available-for-sale amount after ten years	17,872
Available-for-sale yield after ten years	2.61%
Total fair value within one year	1,781
Total fair value after one but within five years	19,299
Total fair value after five but within ten years	5,587
Total fair value after ten years	17,945
Held-to-maturity amount within one year	5
Held-to-maturity yield within one year	5.28%
Held-to-maturity amount after one but within five years	9
Held-to-maturity yield after one but within five years	4.79%
Held-to-maturity after five but within ten years	74
Held-to-maturity yield after five but within ten years	1.05%
Held-to-maturity after ten years	1,117
Held-to-maturity yield after ten years	5.72%
Total fair value within one year	5
Total fair value after one but within five years	11
Total fair value after five but within ten years	78
Total fair value after ten years	1,278
U.S. Treasury [Member]	'
Schedule of Available-for-sale Securities [Line Items]	'
Available-for-sale amount within one year	1,225
Available-for-sale yield within one year	0.34%
Available-for-sale amount after one but within five years	14,017
Available-for-sale yield after one but within five years	0.91%
Available-for-sale amount after five but within ten years	2,429
Available-for-sale yield after five but within ten years	2.90%
Available-for-sale amount after ten years	1,835
Available-for-sale yield after ten years	3.80%
US Government sponsored enterprises [Member]	'
Schedule of Available-for-sale Securities [Line Items]	'
Available-for-sale amount within one year	0
Available-for-sale yield within one year	0.00%
Available-for-sale amount after one but within five years	1,108
Available-for-sale yield after one but within five years	2.62%
Available-for-sale amount after five but within ten years	2,450
Available-for-sale yield after five but within ten years	3.27%
Available-for-sale amount after ten years	777
Available-for-sale yield after ten years	3.74%
Held-to-maturity amount within one year	0
Held-to-maturity yield within one year	0.00%
Held-to-maturity amount after one but within five years	0
Held-to-maturity yield after one but within five years	0.00%
Held-to-maturity after five but within ten years	2
Held-to-maturity yield after five but within ten years	7.77%
Held-to-maturity after ten years	761
Held-to-maturity yield after ten years	6.14%
U.S. Government agency issued or guaranteed [Member]	'
Schedule of Available-for-sale Securities [Line Items]	'
Available-for-sale amount within one year	0
Available-for-sale yield within one year	0.00%
Available-for-sale amount after one but within five years	12
Available-for-sale yield after one but within five years	4.23%
Available-for-sale amount after five but within ten years	107
Available-for-sale yield after five but within ten years	2.65%
Available-for-sale amount after ten years	14,656
Available-for-sale yield after ten years	2.36%
Held-to-maturity amount within one year	0
Held-to-maturity yield within one year	0.00%
Held-to-maturity amount after one but within five years	1
Held-to-maturity yield after one but within five years	7.62%
Held-to-maturity after five but within ten years	2
Held-to-maturity yield after five but within ten years	7.75%
Held-to-maturity after ten years	238
Held-to-maturity yield after ten years	6.49%
Obligations of U.S. states and political subdivision [Member]	'
Schedule of Available-for-sale Securities [Line Items]	'
Available-for-sale amount within one year	0
Available-for-sale yield within one year	0.00%
Available-for-sale amount after one but within five years	110
Available-for-sale yield after one but within five years	3.66%
Available-for-sale amount after five but within ten years	302
Available-for-sale yield after five but within ten years	3.32%
Available-for-sale amount after ten years	316
Available-for-sale yield after ten years	3.52%
Held-to-maturity amount within one year	5
Held-to-maturity yield within one year	5.28%
Held-to-maturity amount after one but within five years	8
Held-to-maturity yield after one but within five years	4.40%
Held-to-maturity after five but within ten years	6
Held-to-maturity yield after five but within ten years	3.94%
Held-to-maturity after ten years	7
Held-to-maturity yield after ten years	5.04%
Asset backed securities [Member]	'
Schedule of Available-for-sale Securities [Line Items]	'
Available-for-sale amount within one year	0
Available-for-sale yield within one year	0.00%
Available-for-sale amount after one but within five years	0
Available-for-sale yield after one but within five years	0.00%
Available-for-sale amount after five but within ten years	7
Available-for-sale yield after five but within ten years	0.39%
Available-for-sale amount after ten years	288
Available-for-sale yield after ten years	3.56%
Held-to-maturity amount within one year	0
Held-to-maturity yield within one year	0.00%
Held-to-maturity amount after one but within five years	0
Held-to-maturity yield after one but within five years	0.00%
Held-to-maturity after five but within ten years	0
Held-to-maturity yield after five but within ten years	0.00%
Held-to-maturity after ten years	18
Held-to-maturity yield after ten years	6.21%
Foreign debt securities [Member]	'
Schedule of Available-for-sale Securities [Line Items]	'
Available-for-sale amount within one year	554
Available-for-sale yield within one year	3.10%
Available-for-sale amount after one but within five years	3,949
Available-for-sale yield after one but within five years	1.94%
Available-for-sale amount after five but within ten years	0
Available-for-sale yield after five but within ten years	0.00%
Available-for-sale amount after ten years	0
Available-for-sale yield after ten years	0.00%
Asset backed securities issued by consolidated VIE [Member]	'
Schedule of Available-for-sale Securities [Line Items]	'
Held-to-maturity amount within one year	0
Held-to-maturity yield within one year	0.00%
Held-to-maturity amount after one but within five years	0
Held-to-maturity yield after one but within five years	0.00%
Held-to-maturity after five but within ten years	64
Held-to-maturity yield after five but within ten years	0.33%
Held-to-maturity after ten years	$93
Held-to-maturity yield after ten years	0.33%

Securities_Additional_Informat

Securities - Additional Information (Detail) (USD $)

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

Mar. 31, 2013

Jun. 30, 2014

Jun. 30, 2013

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2013

security

security

security

Asset backed securities [Member]

Asset backed securities [Member]

Asset backed securities issued by consolidated VIE [Member]

Asset backed securities issued by consolidated VIE [Member]

Federal Home Loan Bank [Member]

Federal Home Loan Bank [Member]

Federal Reserve Bank [Member]

Federal Reserve Bank [Member]

Held-to-maturity Securities [Member]

Held-to-maturity Securities [Member]

Held-to-maturity Securities [Member]

Schedule of Available-for-sale Securities [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Securities held-to-maturity

'

$1,205,000,000

'

$1,358,000,000

$157,000,000

$200,000,000

'

'

'

'

'

'

'

'

'

Increase in credit losses for which an other-than-temporary impairment was previously recognized

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

Non-Credit Loss Component of OTTI Securities, Held-to-Maturity Securities

'

-98,000,000

'

-104,000,000

'

'

-98,000,000

[1]

-104,000,000

[1]

'

'

'

'

'

'

'

Assets backed securities in available for sale portfolio

'

18

'

22

'

'

'

'

'

'

'

'

'

'

'

Assets backed securities wrapped by monoline insurance company

'

5

'

8

'

'

'

'

'

'

'

'

'

'

'

Value of asset backed securities backed by insurance company

'

188,000,000

'

321,000,000

'

'

'

'

'

'

'

'

'

'

'

Fair value of asset backed securities

'

275,000,000

'

448,000,000

'

'

'

'

'

'

'

'

'

'

'

Available-for-sale securities, backed by insurance company, accumulated unrecognized holding loss

'

21,000,000

'

42,000,000

'

'

'

'

'

'

'

'

'

'

'

Fair value of financial guarantee

'

93,000,000

'

98,000,000

'

'

'

'

'

'

'

'

'

'

'

Security wrapped by below investment grade monoline insurance was deemed to be other-than-temporarily impaired

'

0

'

0

'

'

'

'

'

'

'

'

'

'

'

Number of assets sold from held-to-maturity portfolio

6

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Sold security at carrying value

71,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Gain (loss) on held-to-maturity securities

8,000,000

-7,000,000

8,000,000

'

'

'

'

'

'

'

'

'

-5,000,000

-7,000,000

'

Investments in stock were included in other assets

'

'

'

'

'

'

'

'

$130,000,000

$139,000,000

$483,000,000

$483,000,000

'

'

'

[1]

Relates to securities held by Bryant Park Funding LLC ("Bryant Park"), a variable interest entity which was consolidated in the second quarter of 2013. See Note 16, "Variable Interest Entities" for additional information.

Loans_Components_of_Loans_Deta

Loans - Components of Loans (Details) (USD $)	Jun. 30, 2014		Dec. 31, 2013		Jun. 30, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Total loans	$72,198		$67,695		$66,705
Commercial Loan [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Total commercial	53,033		48,494		'
Total loans	53,033		48,494		'
Commercial Loan [Member] | Construction and Other Real Estate [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Total commercial	9,682		9,034		'
Total loans	9,682		9,034		8,529
Commercial Loan [Member] | Business and Corporate Banking [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Total commercial	15,956		14,446		'
Total loans	15,956		14,446		12,391
Commercial Loan [Member] | Global Banking [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Total commercial	24,268	[1]	21,625	[1]	'
Total loans	24,268		21,625		23,339
Commercial Loan [Member] | Other Commercial [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Total commercial	3,127		3,389		'
Total loans	3,127		3,389		3,005
Consumer Loans [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Total consumer	19,165		19,201		'
Total loans	19,165		19,201		'
Consumer Loans [Member] | Residential Mortgage [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Total consumer	16,097		15,826		'
Total loans	16,097		15,826		15,837
Consumer Loans [Member] | Home Equity Mortgages [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Total consumer	1,914		2,011		'
Total loans	1,914		2,011		2,172
Consumer Loans [Member] | Credit Cards [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Total consumer	681		854		'
Total loans	681		854		858
Consumer Loans [Member] | Other consumer [Member]	'		'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'
Total consumer	473		510		'
Total loans	$473		$510		$574
[1]	Represents large multinational firms including globally focused U.S. corporate and financial institutions and U.S. dollar lending to multinational banking customers managed by HSBC on a global basis. Also includes loans to HSBC affiliates which totaled $5,080 million and $5,328 million at June 30, 2014 and December 31, 2013, respectively. See Note 13, "Related Party Transactions" for additional information regarding loans to HSBC affiliates.

Loans_Additional_Information_D

Loans - Additional Information (Detail) (USD $)

30 Months Ended

3 Months Ended

6 Months Ended

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Consumer Loans [Member]

Consumer Loans [Member]

Consumer Loans [Member]

Consumer Loans [Member]

Consumer Loans [Member]

Residential Mortgage And Home Equity [Member]

Residential Mortgage And Home Equity [Member]

Parent And Other Subsidiaries Of Common Parent [Member]

Parent And Other Subsidiaries Of Common Parent [Member]

Consumer Loans [Member]

Consumer Loans [Member]

Accounts, Notes, Loans and Financing Receivable [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

Loans

$72,198,000,000

$67,695,000,000

$66,705,000,000

$19,165,000,000

'

$19,165,000,000

'

$19,201,000,000

$18,011,000,000

$17,837,000,000

$5,080,000,000

$5,328,000,000

Net deferred origination fees

6,000,000

23,000,000

'

'

'

'

'

'

'

'

'

'

Net unamortized premium on loans

14,000,000

16,000,000

'

'

'

'

'

'

'

'

'

'

Total nonaccruing loans

1,107,000,000

1,305,000,000

'

948,000,000

'

948,000,000

'

1,026,000,000

948,000,000

[1],[2],[3]

1,026,000,000

[1],[2],[3]

'

'

Residential mortgage loan delinquency carried at lower of amortized cost or fair value less cost to sell

983,000,000

1,074,000,000

'

'

'

'

'

'

849,000,000

866,000,000

'

'

Commercial loans removed from TDR classification

$0

'

'

'

'

'

'

'

'

'

'

'

Weighted average rate of reduction

'

'

'

1.52%

2.07%

1.51%

2.06%

'

'

'

'

'

[1]

Residential mortgage nonaccrual loans for all periods does not include guaranteed loans purchased from the Government National Mortgage Association ("GNMA"). Repayment of these loans are predominantly insured by the Federal Housing Administration and as such, these loans have different risk characteristics from the rest of our customer loan portfolio.

[2]

Nonaccrual residential mortgages includes all receivables which are 90 or more days contractually delinquent as well as loans discharged under Chapter 7 bankruptcy and not re-affirmed and second lien loans where the first lien loan that we own or service is 90 or more days contractually delinquent.

[3]

At June 30, 2014 and December 31, 2013, residential mortgage loan nonaccrual balances include $849 million and $866 million, respectively, of loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell.

Loans_Summary_of_Past_Due_Stat

Loans - Summary of Past Due Status of Loans (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013		Jun. 30, 2013
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
Days Past Due, 30-89 days	$479		$588		'
Days Past Due, 90 + days	1,051		1,229		'
Total Past Due	1,530		1,817		'
Current	70,668	[1]	65,878	[1]	'
Total loans	72,198		67,695		66,705
Commercial Loan [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
Days Past Due, 30-89 days	41		89		'
Days Past Due, 90 + days	41		106		'
Total Past Due	82		195		'
Current	52,951	[1]	48,299	[1]	'
Total loans	53,033		48,494		'
Commercial Loan [Member] | Construction and Other Real Estate [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
Days Past Due, 30-89 days	7		6		'
Days Past Due, 90 + days	14		58		'
Total Past Due	21		64		'
Current	9,661	[1]	8,970	[1]	'
Total loans	9,682		9,034		8,529
Commercial Loan [Member] | Business and Corporate Banking [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
Days Past Due, 30-89 days	7		48		'
Days Past Due, 90 + days	27		36		'
Total Past Due	34		84		'
Current	15,922	[1]	14,362	[1]	'
Total loans	15,956		14,446		12,391
Commercial Loan [Member] | Global Banking [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
Days Past Due, 30-89 days	0		8		'
Days Past Due, 90 + days	0		3		'
Total Past Due	0		11		'
Current	24,268	[1]	21,614	[1]	'
Total loans	24,268		21,625		23,339
Commercial Loan [Member] | Other Commercial [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
Days Past Due, 30-89 days	27		27		'
Days Past Due, 90 + days	0		9		'
Total Past Due	27		36		'
Current	3,100	[1]	3,353	[1]	'
Total loans	3,127		3,389		3,005
Consumer Loans [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
Days Past Due, 30-89 days	438		499		'
Days Past Due, 90 + days	1,010		1,123		'
Total Past Due	1,448		1,622		'
Current	17,717	[1]	17,579	[1]	'
Total loans	19,165		19,201		'
Consumer Loans [Member] | Residential Mortgage [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
Days Past Due, 30-89 days	400		443		'
Days Past Due, 90 + days	935		1,037		'
Total Past Due	1,335		1,480		'
Current	14,762	[1]	14,346	[1]	'
Total loans	16,097		15,826		15,837
Consumer Loans [Member] | Home Equity Mortgages [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
Days Past Due, 30-89 days	18		28		'
Days Past Due, 90 + days	54		59		'
Total Past Due	72		87		'
Current	1,842	[1]	1,924	[1]	'
Total loans	1,914		2,011		2,172
Consumer Loans [Member] | Credit Cards [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
Days Past Due, 30-89 days	10		16		'
Days Past Due, 90 + days	11		14		'
Total Past Due	21		30		'
Current	660	[1]	824	[1]	'
Total loans	681		854		858
Consumer Loans [Member] | Other consumer [Member]	'		'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'
Days Past Due, 30-89 days	10		12		'
Days Past Due, 90 + days	10		13		'
Total Past Due	20		25		'
Current	453	[1]	485	[1]	'
Total loans	$473		$510		$574
[1]	Loans less than 30 days past due are presented as current.

Loans_Summary_of_Nonaccrual_Lo

Loans - Summary of Nonaccrual Loans and Accruing Receivables 90 Days or More Delinquent (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total nonaccruing loans	$1,107,000,000		$1,305,000,000
Total accruing loans contractually past due 90 days or more	30,000,000		34,000,000
Total nonperforming loans	1,137,000,000		1,339,000,000
Commercial Loan [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total nonaccruing loans	94,000,000		254,000,000
Total accruing loans contractually past due 90 days or more	8,000,000		6,000,000
Commercial Loan [Member] | Construction and land loans [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total nonaccruing loans	17,000,000		44,000,000
Commercial Loan [Member] | Other real estate [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total nonaccruing loans	47,000,000		122,000,000
Commercial Loan [Member] | Business and Corporate Banking [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total nonaccruing loans	28,000,000		21,000,000
Total accruing loans contractually past due 90 days or more	7,000,000		5,000,000
Commercial Loan [Member] | Global Banking [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total nonaccruing loans	0		65,000,000
Total accruing loans contractually past due 90 days or more	0		0
Commercial Loan [Member] | Other Commercial [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total nonaccruing loans	2,000,000		2,000,000
Total accruing loans contractually past due 90 days or more	1,000,000		1,000,000
Consumer Loans [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total nonaccruing loans	948,000,000		1,026,000,000
Total accruing loans contractually past due 90 days or more	22,000,000		28,000,000
Consumer Loans [Member] | Residential Mortgage [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total nonaccruing loans	879,000,000		949,000,000
Total accruing loans contractually past due 90 days or more	0		0
Consumer Loans [Member] | Home Equity Mortgages [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total nonaccruing loans	69,000,000		77,000,000
Total accruing loans contractually past due 90 days or more	0		0
Consumer Loans [Member] | Total residential mortgages [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total nonaccruing loans	948,000,000	[1],[2],[3]	1,026,000,000	[1],[2],[3]
Total accruing loans contractually past due 90 days or more	0		0
Consumer Loans [Member] | Credit Card Receivable [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total accruing loans contractually past due 90 days or more	11,000,000		14,000,000
Consumer Loans [Member] | Other consumer [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total nonaccruing loans	0		0
Total accruing loans contractually past due 90 days or more	11,000,000		14,000,000
Nonaccrual Loans Held For Sale [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total nonaccruing loans	$65,000,000		$25,000,000
[1]	Residential mortgage nonaccrual loans for all periods does not include guaranteed loans purchased from the Government National Mortgage Association ("GNMA"). Repayment of these loans are predominantly insured by the Federal Housing Administration and as such, these loans have different risk characteristics from the rest of our customer loan portfolio.
[2]	Nonaccrual residential mortgages includes all receivables which are 90 or more days contractually delinquent as well as loans discharged under Chapter 7 bankruptcy and not re-affirmed and second lien loans where the first lien loan that we own or service is 90 or more days contractually delinquent.
[3]	At June 30, 2014 and December 31, 2013, residential mortgage loan nonaccrual balances include $849 million and $866 million, respectively, of loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell.

Loans_Loans_Schedule_of_Additi

Loans Loans - Schedule of Additional Information on Nonaccrual Loans (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Loans Receivable, Net [Abstract]	'	'	'	'
Interest income that would have been recorded if the nonaccrual receivable had been current in accordance with contractual terms during the period	$22	$30	$46	$61
Interest income that was recorded on nonaccrual loans and included in interest income during the period	$6	$8	$14	$11

Loans_Summary_of_Receivables_w

Loans - Summary of Receivables which were Modified and as Result Became Classified as TDR Loans (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Financing Receivable, Impaired [Line Items]	'	'	'	'
Total	$59	$87	$105	$134
Commercial Loan [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Total	11	37	21	41
Commercial Loan [Member] | Construction and Other Real Estate [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Total	0	32	0	32
Commercial Loan [Member] | Business and Corporate Banking [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Total	11	5	11	9
Commercial Loan [Member] | Other Commercial [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Total	0	0	10	0
Consumer Loans [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Total	48	50	84	93
Consumer Loans [Member] | Residential Mortgage [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Total	47	49	81	92
Consumer Loans [Member] | Credit Cards [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Total	$1	$1	$3	$1

Loans_Summary_of_TDR_and_Relat

Loans - Summary of TDR and Related Credit Loss Reserves for TDR Loans (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Financing Receivable, Impaired [Line Items]	'		'
TDR Loans	$1,200	[1],[2],[3]	$1,370	[1],[2],[3]
Allowance for credit losses on TDR Loans	67	[4]	87	[4]
Unpaid Principal Balance of TDR Loans	1,440		1,609
Commercial Loan [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
TDR Loans	233	[1],[3]	389	[1],[3]
Allowance for credit losses on TDR Loans	7	[4]	17	[4]
Unpaid Principal Balance of TDR Loans	287		448
Commercial Loan [Member] | Construction and Other Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
TDR Loans	205	[1],[3]	292	[1],[3]
Allowance for credit losses on TDR Loans	2	[4]	16	[4]
Unpaid Principal Balance of TDR Loans	219		309
Commercial Loan [Member] | Business and Corporate Banking [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
TDR Loans	28	[1],[3]	21	[1],[3]
Allowance for credit losses on TDR Loans	5	[4]	1	[4]
Unpaid Principal Balance of TDR Loans	68		60
Commercial Loan [Member] | Global Banking [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
TDR Loans	0	[1],[3]	51	[1],[3]
Unpaid Principal Balance of TDR Loans	0		51
Commercial Loan [Member] | Other Commercial [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
TDR Loans	0	[1],[3]	25	[1],[3]
Unpaid Principal Balance of TDR Loans	0		28
Consumer Loans [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
TDR Loans	967	[1],[3]	981	[1],[3]
Allowance for credit losses on TDR Loans	60	[4]	70	[4]
Unpaid Principal Balance of TDR Loans	1,153		1,161
Consumer Loans [Member] | Residential Mortgage [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
TDR Loans	959	[1],[3],[5]	973	[1],[3],[5]
Allowance for credit losses on TDR Loans	58	[4]	68	[4]
Unpaid Principal Balance of TDR Loans	1,145		1,153
Consumer Loans [Member] | Credit Cards [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
TDR Loans	8	[1],[3]	8	[1],[3]
Allowance for credit losses on TDR Loans	2	[4]	2	[4]
Unpaid Principal Balance of TDR Loans	$8		$8
[1]	TDR Loans are considered to be impaired loans. For consumer loans, all such loans are considered impaired loans regardless of accrual status. For commercial loans, impaired loans include other loans in addition to TDR Loans which totaled $33 million and $92 million at June 30, 2014 and December 31, 2013, respectively.
[2]	Includes $343 million and $458 million at June 30, 2014 and December 31, 2013, respectively, of loans which are classified as nonaccrual.
[3]	The TDR Loan balances included in the table above reflect the current carrying amount of TDR Loans and includes all basis adjustments on the loan, such as unearned income, unamortized deferred fees and costs on originated loans, partial charge-offs and premiums or discounts on purchased loans. The following table reflects the unpaid principal balance of TDR Loans:June 30, 2014 December 31, 2013 (in millions)Commercial loans: Construction and other real estate$219 $309Business and corporate banking68 60Global banking— 51Other commercial— 28Total commercial287 448Consumer loans: Residential mortgages1,145 1,153Credit cards8 8Total consumer1,153 1,161Total$1,440 $1,609
[4]	Included in the allowance for credit losses.
[5]	Includes $725 million and $706 million at June 30, 2014 and December 31, 2013, respectively, of loans that are recorded at the lower of amortized cost or fair value of the collateral less cost to sell.

Loans_Summary_of_TDR_and_Relat1

Loans - Summary of TDR and Related Credit Loss Reserves for TDR Loans (Parenthetical) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Loans Receivable, Net [Abstract]	'	'
Other loans included in impaired loans apart from TDR loans	$33	$92
Residential mortgage loan carried at lower of amortized cost or fair value less cost to sell	725	706
Non Accrual loans included in TDR loan	$343	$458

Loans_Trouble_Debt_Restructuri

Loans - Trouble Debt Restructuring Additional Information (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Financing Receivable, Modifications [Line Items]	'	'	'	'
Trouble debt restructuring average recorded investment	$1,204	$1,251	$1,250	$1,305
Trouble debt restructuring interest income recognized	11	12	26	24
Commercial Loan [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Trouble debt restructuring average recorded investment	248	349	295	386
Trouble debt restructuring interest income recognized	2	4	8	7
Commercial Loan [Member] | Construction and Other Real Estate [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Trouble debt restructuring average recorded investment	220	290	244	307
Trouble debt restructuring interest income recognized	2	3	8	5
Commercial Loan [Member] | Business and Corporate Banking [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Trouble debt restructuring average recorded investment	23	30	22	49
Commercial Loan [Member] | Global Banking [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Trouble debt restructuring average recorded investment	0	0	17	0
Commercial Loan [Member] | Other Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Trouble debt restructuring average recorded investment	5	29	12	30
Trouble debt restructuring interest income recognized	0	1	0	2
Consumer Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Trouble debt restructuring average recorded investment	956	902	955	919
Trouble debt restructuring interest income recognized	9	8	18	17
Consumer Loans [Member] | Residential Mortgage [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Trouble debt restructuring average recorded investment	948	890	947	906
Trouble debt restructuring interest income recognized	9	8	18	17
Consumer Loans [Member] | Credit Cards [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Trouble debt restructuring average recorded investment	$8	$12	$8	$13

Loans_Loans_Classified_as_TDR_

Loans - Loans Classified as TDR Loans (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Financing Receivable, Modifications [Line Items]	'	'	'	'
TDR loans during previous months which became contractually delinquent	$9	$11	$29	$24
Commercial Loan [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
TDR loans during previous months which became contractually delinquent	0	0	12	0
Commercial Loan [Member] | Construction and Other Real Estate [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
TDR loans during previous months which became contractually delinquent	0	0	12	0
Consumer Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
TDR loans during previous months which became contractually delinquent	9	11	17	24
Consumer Loans [Member] | Residential Mortgage [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
TDR loans during previous months which became contractually delinquent	$9	$11	$17	$24

Loans_Impaired_Commercial_Loan

Loans - Impaired Commercial Loans Considered as TDR Loans (Detail) (Commercial Loan [Member], USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Financing Receivable, Impaired [Line Items]	'		'
Amount with Impairment Reserves	$53		$165
Amount without Impairment Reserves	213		316
Total Impaired Commercial Loans	266	[1],[2]	481	[1],[2]
Impairment Reserve	14		40
Construction and Other Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Amount with Impairment Reserves	19		122
Amount without Impairment Reserves	194		211
Total Impaired Commercial Loans	213	[1],[2]	333	[1],[2]
Impairment Reserve	4		32
Business and Corporate Banking [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Amount with Impairment Reserves	32		28
Amount without Impairment Reserves	11		12
Total Impaired Commercial Loans	43	[1],[2]	40	[1],[2]
Impairment Reserve	8		3
Global Banking [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Amount with Impairment Reserves	0		14
Amount without Impairment Reserves	0		51
Total Impaired Commercial Loans	0	[1],[2]	65	[1],[2]
Impairment Reserve	0		5
Other Commercial [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Amount with Impairment Reserves	2		1
Amount without Impairment Reserves	8		42
Total Impaired Commercial Loans	10	[1],[2]	43	[1],[2]
Impairment Reserve	$2		$0
[1]	The impaired commercial loan balances included in the table above reflect the current carrying amount of the loan and includes all basis adjustments, such as partial charge-offs, unamortized deferred fees and costs on originated loans and any premiums or discounts. The following table reflects the unpaid principal balance of impaired commercial loans included in the table above:June 30, 2014 December 31, 2013 (in millions)Construction and other real estate$232 $380Business and corporate banking93 91Global banking— 123Other commercial10 47Total$335 $641
[2]	Includes impaired commercial loans that are also considered TDR Loans which totaled $233 million and $389 million at June 30, 2014 and December 31, 2013, respectively.

Loans_Impaired_Commercial_Loan1

Loans - Impaired Commercial Loans Considered as TDR Loans (Parenthetical) (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Financing Receivable, Impaired [Line Items]	'		'
TDR Loans	$1,200	[1],[2],[3]	$1,370	[1],[2],[3]
Commercial Loan [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
TDR Loans	233	[1],[3]	389	[1],[3]
Unpaid principal balance of impaired commercial loans	335		641
Commercial Loan [Member] | Construction and Other Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
TDR Loans	205	[1],[3]	292	[1],[3]
Unpaid principal balance of impaired commercial loans	232		380
Commercial Loan [Member] | Business and Corporate Banking [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
TDR Loans	28	[1],[3]	21	[1],[3]
Unpaid principal balance of impaired commercial loans	93		91
Commercial Loan [Member] | Global Banking [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
TDR Loans	0	[1],[3]	51	[1],[3]
Unpaid principal balance of impaired commercial loans	0		123
Commercial Loan [Member] | Other Commercial [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
TDR Loans	0	[1],[3]	25	[1],[3]
Unpaid principal balance of impaired commercial loans	$10		$47
[1]	TDR Loans are considered to be impaired loans. For consumer loans, all such loans are considered impaired loans regardless of accrual status. For commercial loans, impaired loans include other loans in addition to TDR Loans which totaled $33 million and $92 million at June 30, 2014 and December 31, 2013, respectively.
[2]	Includes $343 million and $458 million at June 30, 2014 and December 31, 2013, respectively, of loans which are classified as nonaccrual.
[3]	The TDR Loan balances included in the table above reflect the current carrying amount of TDR Loans and includes all basis adjustments on the loan, such as unearned income, unamortized deferred fees and costs on originated loans, partial charge-offs and premiums or discounts on purchased loans. The following table reflects the unpaid principal balance of TDR Loans:June 30, 2014 December 31, 2013 (in millions)Commercial loans: Construction and other real estate$219 $309Business and corporate banking68 60Global banking— 51Other commercial— 28Total commercial287 448Consumer loans: Residential mortgages1,145 1,153Credit cards8 8Total consumer1,153 1,161Total$1,440 $1,609

Loans_Average_Balance_and_Inte

Loans - Average Balance and Interest Income Recognized on Impaired Commercial Loans (Detail) (Commercial Loan [Member], USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Financing Receivable, Impaired [Line Items]	'	'	'	'
Total average balance of impaired commercial loans	$288	$498	$352	$564
Total interest income recognized on impaired commercial loans	2	6	8	10
Construction and Other Real Estate [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Total average balance of impaired commercial loans	237	353	269	401
Total interest income recognized on impaired commercial loans	2	4	8	7
Business and Corporate Banking [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Total average balance of impaired commercial loans	36	58	37	74
Global Banking [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Total average balance of impaired commercial loans	0	18	22	18
Other Commercial [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Total average balance of impaired commercial loans	15	69	24	71
Total interest income recognized on impaired commercial loans	$0	$2	$0	$3

Loans_Summary_of_Criticized_As

Loans - Summary of Criticized Assets for Commercial Loans (Detail) (Commercial Loan [Member], USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	$1,755	$2,038
Construction and Other Real Estate [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	593	727
Business and Corporate Banking [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	872	715
Global Banking [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	231	484
Other Commercial [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	59	112
Special Mention [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	1,109	1,354
Special Mention [Member] | Construction and Other Real Estate [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	287	351
Special Mention [Member] | Business and Corporate Banking [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	715	557
Special Mention [Member] | Global Banking [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	70	367
Special Mention [Member] | Other Commercial [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	37	79
Substandard [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	633	647
Substandard [Member] | Construction and Other Real Estate [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	298	346
Substandard [Member] | Business and Corporate Banking [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	153	156
Substandard [Member] | Global Banking [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	161	112
Substandard [Member] | Other Commercial [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	21	33
Doubtful [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	13	37
Doubtful [Member] | Construction and Other Real Estate [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	8	30
Doubtful [Member] | Business and Corporate Banking [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	4	2
Doubtful [Member] | Global Banking [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	0	5
Doubtful [Member] | Other Commercial [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Loans and leases doubtful receivable commercial net of deferred income	$1	$0

Loans_Status_of_Commercial_Loa

Loans - Status of Commercial Loan Portfolio (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2013
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Nonaccrual Loans	$1,107,000,000	$1,305,000,000	'
Accruing Loans Contractually Past Due 90 days or More	30,000,000	34,000,000	'
Total loans	72,198,000,000	67,695,000,000	66,705,000,000
Commercial Loan [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Performing Loans	52,931,000,000	48,234,000,000	'
Nonaccrual Loans	94,000,000	254,000,000	'
Accruing Loans Contractually Past Due 90 days or More	8,000,000	6,000,000	'
Total loans	53,033,000,000	48,494,000,000	'
Commercial Loan [Member] | Construction and Other Real Estate [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Performing Loans	9,618,000,000	8,868,000,000	'
Nonaccrual Loans	64,000,000	166,000,000	'
Accruing Loans Contractually Past Due 90 days or More	0	0	'
Total loans	9,682,000,000	9,034,000,000	8,529,000,000
Commercial Loan [Member] | Business and Corporate Banking [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Performing Loans	15,921,000,000	14,420,000,000	'
Nonaccrual Loans	28,000,000	21,000,000	'
Accruing Loans Contractually Past Due 90 days or More	7,000,000	5,000,000	'
Total loans	15,956,000,000	14,446,000,000	12,391,000,000
Commercial Loan [Member] | Global Banking [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Performing Loans	24,268,000,000	21,560,000,000	'
Nonaccrual Loans	0	65,000,000	'
Accruing Loans Contractually Past Due 90 days or More	0	0	'
Total loans	24,268,000,000	21,625,000,000	23,339,000,000
Commercial Loan [Member] | Other Commercial [Member]	'	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'	'
Performing Loans	3,124,000,000	3,386,000,000	'
Nonaccrual Loans	2,000,000	2,000,000	'
Accruing Loans Contractually Past Due 90 days or More	1,000,000	1,000,000	'
Total loans	$3,127,000,000	$3,389,000,000	$3,005,000,000

Loans_Credit_Risk_Profile_of_C

Loans - Credit Risk Profile of Commercial Loans (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013		Jun. 30, 2013
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	$72,198		$67,695		$66,705
Commercial Loan [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	53,033		48,494		'
Commercial Loan [Member] | Construction and Other Real Estate [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	9,682		9,034		8,529
Commercial Loan [Member] | Business and Corporate Banking [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	15,956		14,446		12,391
Commercial Loan [Member] | Global Banking [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	24,268		21,625		23,339
Commercial Loan [Member] | Other Commercial [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	3,127		3,389		3,005
Commercial Loan [Member] | External Credit Rating, Investment Grade [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	37,752	[1]	33,567	[1]	'
Commercial Loan [Member] | External Credit Rating, Investment Grade [Member] | Construction and Other Real Estate [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	7,159	[1]	6,069	[1]	'
Commercial Loan [Member] | External Credit Rating, Investment Grade [Member] | Business and Corporate Banking [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	7,845	[1]	7,279	[1]	'
Commercial Loan [Member] | External Credit Rating, Investment Grade [Member] | Global Banking [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	21,140	[1]	18,636	[1]	'
Commercial Loan [Member] | External Credit Rating, Investment Grade [Member] | Other Commercial [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	1,608	[1]	1,583	[1]	'
Commercial Loan [Member] | External Credit Rating, Non Investment Grade [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	15,281		14,927		'
Commercial Loan [Member] | External Credit Rating, Non Investment Grade [Member] | Construction and Other Real Estate [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	2,523		2,965		'
Commercial Loan [Member] | External Credit Rating, Non Investment Grade [Member] | Business and Corporate Banking [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	8,111		7,167		'
Commercial Loan [Member] | External Credit Rating, Non Investment Grade [Member] | Global Banking [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	3,128		2,989		'
Commercial Loan [Member] | External Credit Rating, Non Investment Grade [Member] | Other Commercial [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Total loans	$1,519		$1,806		'
[1]	Investment grade includes commercial loans with credit ratings of at least BBB- or above or the equivalent based on our internal credit rating system.

Loans_Delinquency_Ratio_for_Co

Loans - Delinquency Ratio for Consumer Loan (Detail) (Consumer Loans [Member], USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]	'		'
Delinquent Loans	$1,175		$1,316
Delinquency Ratio	6.10%		6.80%
Total residential mortgages [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Delinquent Loans	1,145	[1]	1,276	[1]
Delinquency Ratio	6.34%	[1]	7.11%	[1]
Residential Mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Delinquent Loans	1,086		1,208
Delinquency Ratio	6.73%		7.59%
Home Equity Mortgages [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Delinquent Loans	59		68
Delinquency Ratio	3.08%		3.38%
Credit Cards [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Delinquent Loans	15		21
Delinquency Ratio	2.20%		2.46%
Other consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Delinquent Loans	$15		$19
Delinquency Ratio	2.78%		3.32%
[1]	At June 30, 2014 and December 31, 2013, residential mortgage loan delinquency includes $983 million and $1,074 million, respectively, of loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell.

Loans_Delinquency_Ratio_for_Co1

Loans - Delinquency Ratio for Consumer Loan (Parenthetical) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Loans Receivable, Net [Abstract]	'	'
Residential mortgage loan delinquency carried at lower of amortized cost or fair value less cost to sell	$983	$1,074

Loans_Status_of_Consumer_Loan_

Loans - Status of Consumer Loan Portfolio (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013		Jun. 30, 2013
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Nonaccrual Loans	$1,107,000,000		$1,305,000,000		'
Accruing Loans Contractually Past Due 90 days or More	30,000,000		34,000,000		'
Total loans	72,198,000,000		67,695,000,000		66,705,000,000
Consumer Loans [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Performing Loans	18,195,000,000		18,147,000,000		'
Nonaccrual Loans	948,000,000		1,026,000,000		'
Accruing Loans Contractually Past Due 90 days or More	22,000,000		28,000,000		'
Total loans	19,165,000,000		19,201,000,000		'
Consumer Loans [Member] | Total residential mortgages [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Performing Loans	17,063,000,000		16,811,000,000		'
Nonaccrual Loans	948,000,000	[1],[2],[3]	1,026,000,000	[1],[2],[3]	'
Accruing Loans Contractually Past Due 90 days or More	0		0		'
Total loans	18,011,000,000		17,837,000,000		'
Consumer Loans [Member] | Residential Mortgage [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Performing Loans	15,218,000,000		14,877,000,000		'
Nonaccrual Loans	879,000,000		949,000,000		'
Accruing Loans Contractually Past Due 90 days or More	0		0		'
Total loans	16,097,000,000		15,826,000,000		15,837,000,000
Consumer Loans [Member] | Home Equity Mortgages [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Performing Loans	1,845,000,000		1,934,000,000		'
Nonaccrual Loans	69,000,000		77,000,000		'
Accruing Loans Contractually Past Due 90 days or More	0		0		'
Total loans	1,914,000,000		2,011,000,000		2,172,000,000
Consumer Loans [Member] | Credit Cards [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Performing Loans	670,000,000		840,000,000		'
Nonaccrual Loans	0		0		'
Accruing Loans Contractually Past Due 90 days or More	11,000,000		14,000,000		'
Total loans	681,000,000		854,000,000		858,000,000
Consumer Loans [Member] | Other consumer [Member]	'		'		'
Financing Receivable, Recorded Investment [Line Items]	'		'		'
Performing Loans	462,000,000		496,000,000		'
Nonaccrual Loans	0		0		'
Accruing Loans Contractually Past Due 90 days or More	11,000,000		14,000,000		'
Total loans	$473,000,000		$510,000,000		$574,000,000
[1]	Residential mortgage nonaccrual loans for all periods does not include guaranteed loans purchased from the Government National Mortgage Association ("GNMA"). Repayment of these loans are predominantly insured by the Federal Housing Administration and as such, these loans have different risk characteristics from the rest of our customer loan portfolio.
[2]	Nonaccrual residential mortgages includes all receivables which are 90 or more days contractually delinquent as well as loans discharged under Chapter 7 bankruptcy and not re-affirmed and second lien loans where the first lien loan that we own or service is 90 or more days contractually delinquent.
[3]	At June 30, 2014 and December 31, 2013, residential mortgage loan nonaccrual balances include $849 million and $866 million, respectively, of loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell.

Loans_Concentration_of_Credit_

Loans - Concentration of Credit Risk (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Loans Receivable, Net [Abstract]	'	'
Interest only residential mortgage loans	$3,645	$3,643

Allowance_for_Credit_Losses_Su

Allowance for Credit Losses - Summary of Changes in Allowance for Credit Losses and Related Loan Balance by Product (Detail) (USD $)	3 Months Ended				6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014		Jun. 30, 2013		Jun. 30, 2014		Jun. 30, 2013		Dec. 31, 2013	Sep. 30, 2012
Allowance for Loan and Lease Losses [Roll Forward]	'		'		'		'		'	'
Balance at beginning of period	$574		$568		$606		$647		'	$605
Provision (credit) for credit losses	85		67		101	[1]	88	[1]	'	'
Charge-offs	-48		-48		-115		-158		'	'
Recoveries	13		18		32		28		'	'
Net (charge offs) recoveries	-35		-30		-83		-130		'	'
Balance at end of period	624		605		624		605		'	605
Ending balance: collectively evaluated for impairment	550		486		550		486		'	'
Ending balance: individually evaluated for impairment	74		119		74		119		'	'
Total allowances for credit losses	624		605		624		605		'	605
Collectively evaluated for impairment	70,098		64,278		70,098		64,278		'	'
Individually evaluated for impairment	508	[2]	859	[2]	508	[2]	859	[2]	'	'
Loans carried at the lower of amortized cost or fair value less cost to sell	1,592		1,568		1,592		1,568		'	'
Total loans	72,198		66,705		72,198		66,705		67,695	'
Commercial Loan [Member]	'		'		'		'		'	'
Allowance for Loan and Lease Losses [Roll Forward]	'		'		'		'		'	'
Total loans	53,033		'		53,033		'		48,494	'
Commercial Loan [Member] | Construction and Other Real Estate [Member]	'		'		'		'		'	'
Allowance for Loan and Lease Losses [Roll Forward]	'		'		'		'		'	'
Balance at beginning of period	93		116		108		162		'	110
Provision (credit) for credit losses	6		-14		8		-5		'	'
Charge-offs	-5		-1		-24		-59		'	'
Recoveries	0		9		2		12		'	'
Net (charge offs) recoveries	-5		8		-22		-47		'	'
Balance at end of period	94		110		94		110		'	110
Ending balance: collectively evaluated for impairment	90		84		90		84		'	'
Ending balance: individually evaluated for impairment	4		26		4		26		'	'
Total allowances for credit losses	94		110		94		110		'	110
Collectively evaluated for impairment	9,469		8,064		9,469		8,064		'	'
Individually evaluated for impairment	213	[2]	465	[2]	213	[2]	465	[2]	'	'
Loans carried at the lower of amortized cost or fair value less cost to sell	0		0		0		0		'	'
Total loans	9,682		8,529		9,682		8,529		9,034	'
Commercial Loan [Member] | Business and Corporate Banking [Member]	'		'		'		'		'	'
Allowance for Loan and Lease Losses [Roll Forward]	'		'		'		'		'	'
Balance at beginning of period	129		96		112		97		'	103
Provision (credit) for credit losses	56		15		75		17		'	'
Charge-offs	-6		-9		-11		-15		'	'
Recoveries	1		1		4		4		'	'
Net (charge offs) recoveries	-5		-8		-7		-11		'	'
Balance at end of period	180		103		180		103		'	103
Ending balance: collectively evaluated for impairment	172		91		172		91		'	'
Ending balance: individually evaluated for impairment	8		12		8		12		'	'
Total allowances for credit losses	180		103		180		103		'	103
Collectively evaluated for impairment	15,913		12,323		15,913		12,323		'	'
Individually evaluated for impairment	43	[2]	68	[2]	43	[2]	68	[2]	'	'
Loans carried at the lower of amortized cost or fair value less cost to sell	0		0		0		0		'	'
Total loans	15,956		12,391		15,956		12,391		14,446	'
Commercial Loan [Member] | Global Banking [Member]	'		'		'		'		'	'
Allowance for Loan and Lease Losses [Roll Forward]	'		'		'		'		'	'
Balance at beginning of period	67		40		68		41		'	69
Provision (credit) for credit losses	29		29		36		28		'	'
Charge-offs	0		0		-8		0		'	'
Recoveries	0		0		0		0		'	'
Net (charge offs) recoveries	0		0		-8		0		'	'
Balance at end of period	96		69		96		69		'	69
Ending balance: collectively evaluated for impairment	96		69		96		69		'	'
Ending balance: individually evaluated for impairment	0		0		0		0		'	'
Total allowances for credit losses	96		69		96		69		'	69
Collectively evaluated for impairment	24,268		23,321		24,268		23,321		'	'
Individually evaluated for impairment	0	[2]	18	[2]	0	[2]	18	[2]	'	'
Loans carried at the lower of amortized cost or fair value less cost to sell	0		0		0		0		'	'
Total loans	24,268		23,339		24,268		23,339		21,625	'
Commercial Loan [Member] | Other Commercial [Member]	'		'		'		'		'	'
Allowance for Loan and Lease Losses [Roll Forward]	'		'		'		'		'	'
Balance at beginning of period	19		17		20		17		'	17
Provision (credit) for credit losses	-9		-4		-13		-4		'	'
Charge-offs	0		0		0		0		'	'
Recoveries	3		4		6		4		'	'
Net (charge offs) recoveries	3		4		6		4		'	'
Balance at end of period	13		17		13		17		'	17
Ending balance: collectively evaluated for impairment	11		17		11		17		'	'
Ending balance: individually evaluated for impairment	2		0		2		0		'	'
Total allowances for credit losses	13		17		13		17		'	17
Collectively evaluated for impairment	3,117		2,941		3,117		2,941		'	'
Individually evaluated for impairment	10	[2]	64	[2]	10	[2]	64	[2]	'	'
Loans carried at the lower of amortized cost or fair value less cost to sell	0		0		0		0		'	'
Total loans	3,127		3,005		3,127		3,005		3,389	'
Consumer Loans [Member]	'		'		'		'		'	'
Allowance for Loan and Lease Losses [Roll Forward]	'		'		'		'		'	'
Total loans	19,165		'		19,165		'		19,201	'
Consumer Loans [Member] | Residential Mortgages [Member]	'		'		'		'		'	'
Allowance for Loan and Lease Losses [Roll Forward]	'		'		'		'		'	'
Balance at beginning of period	156		192		186		210		'	196
Provision (credit) for credit losses	7		14		-9		11		'	'
Charge-offs	-19		-13		-36		-29		'	'
Recoveries	5		3		8		4		'	'
Net (charge offs) recoveries	-14		-10		-28		-25		'	'
Balance at end of period	149		196		149		196		'	196
Ending balance: collectively evaluated for impairment	93		122		93		122		'	'
Ending balance: individually evaluated for impairment	56		74		56		74		'	'
Total allowances for credit losses	149		196		149		196		'	196
Collectively evaluated for impairment	14,290		14,057		14,290		14,057		'	'
Individually evaluated for impairment	215	[2]	212	[2]	215	[2]	212	[2]	'	'
Loans carried at the lower of amortized cost or fair value less cost to sell	1,592		1,568		1,592		1,568		'	'
Total loans	16,097		15,837		16,097		15,837		15,826	'
Consumer Loans [Member] | Home Equity Mortgages [Member]	'		'		'		'		'	'
Allowance for Loan and Lease Losses [Roll Forward]	'		'		'		'		'	'
Balance at beginning of period	52		50		49		45		'	52
Provision (credit) for credit losses	-8		13		-6		30		'	'
Charge-offs	-3		-11		-8		-23		'	'
Recoveries	1		0		7		0		'	'
Net (charge offs) recoveries	-2		-11		-1		-23		'	'
Balance at end of period	42		52		42		52		'	52
Ending balance: collectively evaluated for impairment	40		49		40		49		'	'
Ending balance: individually evaluated for impairment	2		3		2		3		'	'
Total allowances for credit losses	42		52		42		52		'	52
Collectively evaluated for impairment	1,895		2,151		1,895		2,151		'	'
Individually evaluated for impairment	19	[2]	21	[2]	19	[2]	21	[2]	'	'
Loans carried at the lower of amortized cost or fair value less cost to sell	0		0		0		0		'	'
Total loans	1,914		2,172		1,914		2,172		2,011	'
Consumer Loans [Member] | Credit Card [Member]	'		'		'		'		'	'
Allowance for Loan and Lease Losses [Roll Forward]	'		'		'		'		'	'
Balance at beginning of period	45		42		50		55		'	45
Provision (credit) for credit losses	4		13		9		11		'	'
Charge-offs	-12		-11		-23		-23		'	'
Recoveries	2		1		3		2		'	'
Net (charge offs) recoveries	-10		-10		-20		-21		'	'
Balance at end of period	39		45		39		45		'	45
Ending balance: collectively evaluated for impairment	37		41		37		41		'	'
Ending balance: individually evaluated for impairment	2		4		2		4		'	'
Total allowances for credit losses	39		45		39		45		'	45
Collectively evaluated for impairment	673		847		673		847		'	'
Individually evaluated for impairment	8	[2]	11	[2]	8	[2]	11	[2]	'	'
Loans carried at the lower of amortized cost or fair value less cost to sell	0		0		0		0		'	'
Total loans	681		858		681		858		854	'
Consumer Loans [Member] | Other consumer [Member]	'		'		'		'		'	'
Allowance for Loan and Lease Losses [Roll Forward]	'		'		'		'		'	'
Balance at beginning of period	13		15		13		20		'	13
Provision (credit) for credit losses	0		1		1		0		'	'
Charge-offs	-3		-3		-5		-9		'	'
Recoveries	1		0		2		2		'	'
Net (charge offs) recoveries	-2		-3		-3		-7		'	'
Balance at end of period	11		13		11		13		'	13
Ending balance: collectively evaluated for impairment	11		13		11		13		'	'
Ending balance: individually evaluated for impairment	0		0		0		0		'	'
Total allowances for credit losses	11		13		11		13		'	13
Collectively evaluated for impairment	473		574		473		574		'	'
Individually evaluated for impairment	0	[2]	0	[2]	0	[2]	0	[2]	'	'
Loans carried at the lower of amortized cost or fair value less cost to sell	0		0		0		0		'	'
Total loans	$473		$574		$473		$574		$510	'
[1]	The provision assigned to the segments is based on the segments' net charge offs and the change in allowance for credit losses.
[2]	For consumer loans and certain small business loans, these amounts represent TDR Loans for which we evaluate reserves using a discounted cash flow methodology. Each loan is individually identified as a TDR Loan and then grouped together with other TDR Loans with similar characteristics. The discounted cash flow analysis is then applied to these groups of TDR Loans. Loans individually evaluated for impairment exclude TDR loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell which totaled $725 million and $657 million at June 30, 2014 and 2013, respectively.

Allowance_for_Credit_Losses_Su1

Allowance for Credit Losses - Summary of Changes in Allowance for Credit Losses and Related Loan Balance by Product (Parenthetical) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Jun. 30, 2013
In Millions, unless otherwise specified			Tdr [Member]	Tdr [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Residential mortgage loan carried at lower of amortized cost or fair value less cost to sell	$725	$706	$725	$657

Loans_Held_for_Sale_Loans_Held

Loans Held for Sale - Loans Held for Sale (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total loans held for sale	$500	$230
Commercial Loan [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total loans held for sale	396	76
Consumer Loans [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total loans held for sale	104	154
Consumer Loans [Member] | Residential Mortgage [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total loans held for sale	38	91
Consumer Loans [Member] | Other consumer [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total loans held for sale	$66	$63

Loans_Held_for_Sale_Additional

Loans Held for Sale - Additional Information (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total loans held for sale	$500	$230
Residential mortgage loans held for sale include subprime residential mortgage loans at fair value	23	46
Commercial Loan [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total loans held for sale	396	76
Valuation allowance	7	0
Commercial Loans - Syndicated Fair Value Option [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total loans held for sale	159	58
Commercial Loans - Global Banking [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total loans held for sale	43	'
Commercial Loans - Real Estate [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total loans held for sale	194	18
Consumer Loans [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total loans held for sale	104	154
Valuation allowance	$46	$77

Intangible_Assets_Schedule_of_

Intangible Assets - Schedule of Intangible Assets (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Finite-Lived Intangible Assets [Line Items]	'	'
Total intangible assets	$240	$295
Mortgage servicing rights [Member]	'	'
Finite-Lived Intangible Assets [Line Items]	'	'
Total intangible assets	188	237
Mortage Servicing Rights - Residential Real Estate [Member]	'	'
Finite-Lived Intangible Assets [Line Items]	'	'
Total intangible assets	186	227
Mortgage Servicing Rights - Commercial Real Estate [Member]	'	'
Finite-Lived Intangible Assets [Line Items]	'	'
Total intangible assets	2	10
Purchased credit card relationships [Member]	'	'
Finite-Lived Intangible Assets [Line Items]	'	'
Total intangible assets	50	54
Favorable lease argeement [Member]	'	'
Finite-Lived Intangible Assets [Line Items]	'	'
Total intangible assets	$2	$4

Intangible_Assets_Fair_Value_o

Intangible Assets - Fair Value of Residential MSRs (Detail)	3 Months Ended
	Jun. 30, 2014	Dec. 31, 2013
Goodwill and Intangible Assets Disclosure [Abstract]	'	'
Annualized constant prepayment rate (CPR)	13.80%	11.30%
Constant discount rate	13.30%	12.70%
Weighted average life	'4 years 7 months 6 days	'5 years 3 months 18 days

Intangible_Assets_Residential_

Intangible Assets - Residential MSRs Activity (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Fair value of MSRs:	'	'	'	'
Beginning balance	$205	$190	$227	$168
Additions related to loan sales	0	5	0	11
Changes in fair value due to:	'	'	'	'
Change in valuation model inputs or assumptions	-12	43	-24	69
Customer payments	-7	-13	-17	-23
Ending balance	$186	$225	$186	$225

Intangible_Assets_Additional_I

Intangible Assets - Additional Information (Detail) (USD $)	1 Months Ended	3 Months Ended		6 Months Ended				1 Months Ended	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2012	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013	Jun. 30, 2014	Jul. 31, 2014	Sep. 30, 2014
							Mortgage Servicing Rights - Commercial Real Estate [Member]	Subsequent Event [Member]	Subsequent Event [Member]
								Mortgage Servicing Rights - Commercial Real Estate [Member]	Mortgage Servicing Rights - Commercial Real Estate [Member]
Finite-Lived Intangible Assets [Line Items]	'	'	'	'	'	'	'	'	'
Outstanding principal balances at period end of residential mortgage loans serviced for others	'	$25,041	'	$25,041	'	$26,951	'	'	'
Residential mortgage banking revenue service fees	'	17	21	35	42	'	'	'	'
Outstanding principal balances at period end of residential mortgage loans owned and serviced for others	'	42,375	'	42,375	'	44,039	'	'	'
Assets held for sale	'	'	'	'	'	'	8	'	'
Proceeds from sale of Commercial MSRs	'	'	'	'	'	'	'	22	'
Gain on sale of Commercial MSRs	'	'	'	'	'	'	'	'	16
Purchased from HSBC Finance account of credit card	746	'	'	'	'	'	'	'	'
Credit card receivables not being sold to Capital One at a fair value	108	'	'	'	'	'	'	'	'
Fair value of Intangible asset related to account relationships purchased include in branch sale	43	'	'	'	'	'	'	'	'
Fair value of Intangible asset related to account relationships purchased retained	$65	'	'	'	'	'	'	'	'
Useful life	'10 years	'	'	'	'	'	'	'	'

Derivative_Financial_Instrumen2

Derivative Financial Instruments - Fair Value of Derivatives and Balance Offsetting (Details) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	$72,532		$80,055
Derivative liabilities	71,546		78,080
Less: Gross amounts of payable subject to enforceable master netting agreements	63,522	[1],[2]	68,616	[1],[2]
Less: Gross amounts of receivable subject to enforceable master netting agreements	63,522	[1],[2]	68,616	[1],[2]
Less: Gross amounts of cash collateral received subject to enforceable master netting agreements(5)(6)	3,128	[1],[3]	3,870	[1],[3]
Less: Gross amounts of cash collateral posted subject to enforceable master netting agreements(5)(6)	2,277	[1],[3]	2,116	[1],[3]
Net amounts of derivative assets presented in the balance sheet	5,882		7,569
Net amounts of derivative liabilities presented in the balance sheet	5,747		7,348
Less: Gross amounts of financial instrument collateral received subject to enforceable master netting agreements but not offset in the consolidated balance sheet	1,247		1,641
Less: Gross amounts of financial instrument collateral posted subject to enforceable master netting agreements but not offset in the consolidated balance sheet	2,160		3,094
Net amounts of derivative assets	4,635		5,928
Net amounts of derivative liabilities	3,587		4,254
Trading Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Less: Gross amounts of cash collateral received subject to enforceable master netting agreements(5)(6)	3,128		3,870
Trading Liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Less: Gross amounts of cash collateral posted subject to enforceable master netting agreements(5)(6)	2,277		2,116
Designated as Hedging Instrument [Member] | Other assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	100	[4]	310	[4]
Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	515	[4]	277	[4]
Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	52,364	[5]	55,397	[5]
Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	53,118	[5]	55,951	[5]
Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	12,774	[5]	15,429	[5]
Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	11,586	[5]	14,581	[5]
Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	646	[5]	1,583	[5]
Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	775	[5]	821	[5]
Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	3,799	[5]	4,655	[5]
Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	3,909	[5]	4,708	[5]
Fair Value Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Other assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	80	[4]	278	[4]
Fair Value Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	386	[4]	212	[4]
Cash Flow Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Other assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	19	[4]	32	[4]
Cash Flow Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	111	[4]	62	[4]
Cash Flow Hedging [Member] | Foreign exchange contracts [Member] | Designated as Hedging Instrument [Member] | Other assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	1	[4]	0	[4]
Cash Flow Hedging [Member] | Foreign exchange contracts [Member] | Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	18	[4]	3	[4]
OTC Cleared [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	21,454	[5],[6]	24,218	[5],[6]
OTC Cleared [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	22,595	[5],[6]	25,468	[5],[6]
OTC Cleared [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	516	[5],[6]	576	[5],[6]
OTC Cleared [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	540	[5],[6]	604	[5],[6]
OTC Cleared [Member] | Fair Value Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Other assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	20	[4],[6]	75	[4],[6]
OTC Cleared [Member] | Fair Value Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	132	[4],[6]	20	[4],[6]
OTC Cleared [Member] | Cash Flow Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Other assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	14	[4],[6]	16	[4],[6]
OTC Cleared [Member] | Cash Flow Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	0	[4],[6]	0	[4],[6]
Bilateral OTC [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	604	[4],[6]	470	[4],[6]
Bilateral OTC [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	74	[4],[6]	91	[4],[6]
Bilateral OTC [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	30,814	[5],[6]	31,097	[5],[6]
Bilateral OTC [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	30,486	[5],[6]	30,451	[5],[6]
Bilateral OTC [Member] | Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	1	[4],[6]	0	[4],[6]
Bilateral OTC [Member] | Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	18	[4],[6]	44	[4],[6]
Bilateral OTC [Member] | Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	12,745	[5],[6]	15,422	[5],[6]
Bilateral OTC [Member] | Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	11,586	[5],[6]	14,565	[5],[6]
Bilateral OTC [Member] | Equity contracts [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	806	[4],[6]	789	[4],[6]
Bilateral OTC [Member] | Equity contracts [Member] | Not Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	102	[4],[6]	148	[4],[6]
Bilateral OTC [Member] | Equity contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	1,421	[5],[6]	1,413	[5],[6]
Bilateral OTC [Member] | Equity contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	1,418	[5],[6]	1,412	[5],[6]
Bilateral OTC [Member] | Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	0	[4],[6]	0	[4],[6]
Bilateral OTC [Member] | Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	19	[4],[6]	36	[4],[6]
Bilateral OTC [Member] | Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	643	[5],[6]	1,402	[5],[6]
Bilateral OTC [Member] | Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	637	[5],[6]	815	[5],[6]
Bilateral OTC [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	17	[4],[6]	9	[4],[6]
Bilateral OTC [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	12	[4],[6]	11	[4],[6]
Bilateral OTC [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	3,283	[5],[6]	4,079	[5],[6]
Bilateral OTC [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	3,369	[5],[6]	4,104	[5],[6]
Bilateral OTC [Member] | Fair Value Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Other assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	60	[4],[6]	203	[4],[6]
Bilateral OTC [Member] | Fair Value Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	254	[4],[6]	192	[4],[6]
Bilateral OTC [Member] | Cash Flow Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Other assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	5	[4],[6]	16	[4],[6]
Bilateral OTC [Member] | Cash Flow Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	111	[4],[6]	62	[4],[6]
Bilateral OTC [Member] | Cash Flow Hedging [Member] | Foreign exchange contracts [Member] | Designated as Hedging Instrument [Member] | Other assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	1	[4],[6]	0	[4],[6]
Bilateral OTC [Member] | Cash Flow Hedging [Member] | Foreign exchange contracts [Member] | Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	18	[4],[6]	3	[4],[6]
Exchange Traded [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	96	[5],[6]	82	[5],[6]
Exchange Traded [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	37	[5],[6]	32	[5],[6]
Exchange Traded [Member] | Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	29	[5],[6]	7	[5],[6]
Exchange Traded [Member] | Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	0	[5],[6]	16	[5],[6]
Exchange Traded [Member] | Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative assets	3	[5],[6]	181	[5],[6]
Exchange Traded [Member] | Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative liabilities	$138	[5],[6]	$6	[5],[6]
[1]	Netting is performed at a counterparty level in cases where enforceable master netting and credit support agreements are in place, regardless of the type of derivative instrument. Therefore, we have not attempted to allocate netting to the different types of derivative instruments shown in the table above.
[2]	Represents the netting of derivative receivable and payable balances for the same counterparty under enforceable netting agreements.
[3]	Represents the netting of cash collateral posted and received by counterparty under enforceable credit support agreements.
[4]	Derivative assets/liabilities related to cash flow hedges, fair value hedges and derivative instruments held for purposes other than for trading are recorded in other assets / interest, taxes and other liabilities on the consolidated balance sheet.
[5]	Trading related derivative assets/liabilities are recorded in trading assets/trading liabilities on the consolidated balance sheet.
[6]	Over-the-counter (OTC) derivatives include derivatives executed and settled bilaterally with counterparties without the use of an organized exchange or central clearing house. The credit risk associated with bilateral OTC derivatives is managed through master netting agreements and obtaining collateral. OTC-cleared derivatives are executed bilaterally in the OTC market but then novated to a central clearing counterparty, whereby the central clearing counterparty becomes the counterparty to both of the original counterparties. Exchange traded derivatives are executed directly on an organized exchange that provides pre-trade price transparency. Credit risk is minimized for OTC-cleared derivatives and exchange traded derivatives through daily margining required by central clearing counterparties.

Derivative_Financial_Instrumen3

Derivative Financial Instruments - Additional Information (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Derivative [Line Items]	'	'	'	'	'
Fair value hedges which increase (decrease) the carrying amount of debt (less than $1 million for the 3 months ended June 30, 2014 and June 30, 2013)	($1)	$1	($1)	$1	'
Amortization of basis adjustments related to fair value hedge relationships	2	3	5	7	'
Increase (decrease) in accumulated unamortized adjustments for carrying amount of debt	27	'	27	'	33
Increase (decrease) in basis adjustment for active fair value hedges of available for sale securities	162	-445	338	-600	'
Increase (decrease) In accumulated unamortized adjustments for fair value hedges as available for sale securities	281	'	281	'	-84
Next twelve months, reclassification of remaining losses to earnings resulting from cash flow hedges	'	'	9	'	'
Aggregate fair value of all derivative instruments with credit-risk-related contingent	4,701	'	4,701	'	5,614
Collateral already posted aggregate fair value	3,837	'	3,837	'	5,059
Additional collateral aggregate fair value on return swap	5	'	5	'	'
Cash Flow Hedging [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'	'
Derivative [Line Items]	'	'	'	'	'
Income (loss) related to cash flow hedge were amortized to earnings from accumulated other comprehensive income (loss)	($2)	($3)	($3)	($7)	'

Derivative_Financial_Instrumen4

Derivative Financial Instruments - Gains and Losses on Hedged Items in Fair Value Hedges (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net Ineffective Gain (Loss) Recognized - Other Income	$0	$1	$0	$0
Interest Income Expense [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) on Derivative - Interest Income (Expense)	-62	-51	-121	-103
Gain (Loss) on Hedged Items - Interest Income (Expense)	95	96	182	195
Interest Income Expense [Member] | Interest rate contracts/AFS securities [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) on Derivative - Interest Income (Expense)	-64	-55	-127	-111
Gain (Loss) on Hedged Items - Interest Income (Expense)	96	111	198	225
Interest Income Expense [Member] | Interest rate contracts/subordinated debt [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) on Derivative - Interest Income (Expense)	2	4	6	8
Gain (Loss) on Hedged Items - Interest Income (Expense)	-1	-15	-16	-30
Other Income [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) on Derivative - Interest Income (Expense)	-188	397	-408	566
Gain (Loss) on Hedged Items - Interest Income (Expense)	189	-380	402	-553
Net Ineffective Gain (Loss) Recognized - Other Income	1	17	-6	13
Other Income [Member] | Interest rate contracts/AFS securities [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) on Derivative - Interest Income (Expense)	-188	397	-407	567
Gain (Loss) on Hedged Items - Interest Income (Expense)	189	-380	401	-554
Net Ineffective Gain (Loss) Recognized - Other Income	1	17	-6	13
Other Income [Member] | Interest rate contracts/subordinated debt [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) on Derivative - Interest Income (Expense)	0	0	-1	-1
Gain (Loss) on Hedged Items - Interest Income (Expense)	0	0	1	1
Net Ineffective Gain (Loss) Recognized - Other Income	$0	$0	$0	$0

Derivative_Financial_Instrumen5

Derivative Financial Instruments - Gains and Losses on Derivative Instruments Designated and Qualifying As Hedging Instruments in Cash Flow Hedges (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) Recognized in AOCI on Derivative (Effective Portion)	($25)	$84	($60)	$119
Gain (Loss) Recognized in AOCI on Derivative (Effective Portion)	-2	-3	-3	-7
Gain (Loss) Recognized in Income on the Derivative (Ineffective Portion)	0	1	0	0
Other Income [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) Recognized in Income on the Derivative (Ineffective Portion)	1	17	-6	13
Foreign exchange contracts [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) Recognized in AOCI on Derivative (Effective Portion)	0	0	1	0
Foreign exchange contracts [Member] | Interest Income Expense [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) Recognized in AOCI on Derivative (Effective Portion)	0	0	0	0
Foreign exchange contracts [Member] | Other Income [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) Recognized in Income on the Derivative (Ineffective Portion)	0	0	0	0
Interest rate contracts [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) Recognized in AOCI on Derivative (Effective Portion)	-25	84	-61	119
Interest rate contracts [Member] | Interest Income Expense [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) Recognized in AOCI on Derivative (Effective Portion)	-2	-3	-3	-7
Interest rate contracts [Member] | Other Income [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) Recognized in Income on the Derivative (Ineffective Portion)	$0	$1	$0	$0

Derivative_Financial_Instrumen6

Derivative Financial Instruments - Gains and Losses on Derivative Instruments Held For Trading Purpose (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Amount of Gain (Loss) Recognized in Income on Derivatives	($107)	$188	($9)	$296
Trading revenue [Member] | Interest rate contracts [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Amount of Gain (Loss) Recognized in Income on Derivatives	-89	-468	-32	-382
Trading revenue [Member] | Foreign exchange contracts [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Amount of Gain (Loss) Recognized in Income on Derivatives	58	736	83	578
Trading revenue [Member] | Equity contracts [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Amount of Gain (Loss) Recognized in Income on Derivatives	0	4	0	2
Trading revenue [Member] | Precious metals contracts [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Amount of Gain (Loss) Recognized in Income on Derivatives	10	19	18	61
Trading revenue [Member] | Credit contracts [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Amount of Gain (Loss) Recognized in Income on Derivatives	-108	-69	-115	78
Residential mortgage banking revenue [Member] | Interest rate contracts [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Amount of Gain (Loss) Recognized in Income on Derivatives	$22	($34)	$37	($41)

Derivative_Financial_Instrumen7

Derivative Financial Instruments - Gains and Losses on Derivative Instruments Held For Other Purpose (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivatives, Fair Value [Line Items]	'	'	'	'
Amount of Gain (Loss) Recognized in Income on Derivatives	$379	($329)	$593	($87)
Gain (loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Interest rate contracts [Member]	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'
Amount of Gain (Loss) Recognized in Income on Derivatives	111	-176	227	-238
Gain (loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Foreign exchange contracts [Member]	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'
Amount of Gain (Loss) Recognized in Income on Derivatives	9	-44	13	-55
Gain (loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Equity contracts [Member]	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'
Amount of Gain (Loss) Recognized in Income on Derivatives	258	-75	339	240
Gain (loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Precious metals contracts [Member]	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'
Amount of Gain (Loss) Recognized in Income on Derivatives	8	-42	24	-42
Gain (loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Credit contracts [Member]	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'
Amount of Gain (Loss) Recognized in Income on Derivatives	0	1	1	1
Residential mortgage banking revenue [Member] | Interest rate contracts [Member]	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'
Amount of Gain (Loss) Recognized in Income on Derivatives	0	4	0	4
Other Income [Member] | Credit contracts [Member]	'	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'	'
Amount of Gain (Loss) Recognized in Income on Derivatives	($7)	$3	($11)	$3

Derivative_Financial_Instrumen8

Derivative Financial Instruments - Credit-Risk Related Contingent Features (Detail) (USD $)	Jun. 30, 2014
In Millions, unless otherwise specified
Moody's Short Term Ratings P 1 [Member] | Moody's Long Term Ratings A1 [Member]	'
Credit Derivatives [Line Items]	'
Total Credit Rating Scenario of Derivatives	$0
Moody's Short Term Ratings P 1 [Member] | Moody's Long Term Ratings A2 [Member]	'
Credit Derivatives [Line Items]	'
Total Credit Rating Scenario of Derivatives	53
Moody's Short Term Ratings P 1 [Member] | Moody's Long Term Ratings A3 [Member]	'
Credit Derivatives [Line Items]	'
Total Credit Rating Scenario of Derivatives	182
Moody's Short Term Ratings P 2 [Member] | Moody's Long Term Ratings A1 [Member]	'
Credit Derivatives [Line Items]	'
Total Credit Rating Scenario of Derivatives	1
Moody's Short Term Ratings P 2 [Member] | Moody's Long Term Ratings A2 [Member]	'
Credit Derivatives [Line Items]	'
Total Credit Rating Scenario of Derivatives	53
Moody's Short Term Ratings P 2 [Member] | Moody's Long Term Ratings A3 [Member]	'
Credit Derivatives [Line Items]	'
Total Credit Rating Scenario of Derivatives	182
S&P Short Term Ratings A 1 [Member] | S&P Long Term Ratings AA- [Member]	'
Credit Derivatives [Line Items]	'
Total Credit Rating Scenario of Derivatives	0
S&P Short Term Ratings A 1 [Member] | S&P Long Term Ratings A [Member]	'
Credit Derivatives [Line Items]	'
Total Credit Rating Scenario of Derivatives	0
S&P Short Term Ratings A 1 [Member] | S&P Long Term Ratings A [Member]	'
Credit Derivatives [Line Items]	'
Total Credit Rating Scenario of Derivatives	52
S&P Short Term Rating A 1 [Member] | S&P Long Term Ratings AA- [Member]	'
Credit Derivatives [Line Items]	'
Total Credit Rating Scenario of Derivatives	4
S&P Short Term Rating A 1 [Member] | S&P Long Term Ratings A [Member]	'
Credit Derivatives [Line Items]	'
Total Credit Rating Scenario of Derivatives	4
S&P Short Term Rating A 1 [Member] | S&P Long Term Ratings A [Member]	'
Credit Derivatives [Line Items]	'
Total Credit Rating Scenario of Derivatives	$56

Derivative_Financial_Instrumen9

Derivative Financial Instruments - Notional Value of Derivative Contracts (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivative [Line Items]	'	'
Total	$5,437,400	$5,457,095
Interest rate contracts [Member]	'	'
Derivative [Line Items]	'	'
Total	3,916,589	3,993,309
Interest rate contracts [Member] | Futures and forwards [Member]	'	'
Derivative [Line Items]	'	'
Total	115,127	175,468
Interest rate contracts [Member] | Swaps [Member]	'	'
Derivative [Line Items]	'	'
Total	3,694,301	3,645,085
Interest rate contracts [Member] | Options written [Member]	'	'
Derivative [Line Items]	'	'
Total	46,040	85,021
Interest rate contracts [Member] | Options purchased [Member]	'	'
Derivative [Line Items]	'	'
Total	61,121	87,735
Foreign exchange contracts [Member]	'	'
Derivative [Line Items]	'	'
Total	1,147,540	1,024,123
Foreign exchange contracts [Member] | Options written [Member]	'	'
Derivative [Line Items]	'	'
Total	121,210	82,817
Foreign exchange contracts [Member] | Options purchased [Member]	'	'
Derivative [Line Items]	'	'
Total	122,574	84,835
Foreign exchange contracts [Member] | Swaps, futures and forwards [Member]	'	'
Derivative [Line Items]	'	'
Total	843,970	804,278
Foreign exchange contracts [Member] | Spot [Member]	'	'
Derivative [Line Items]	'	'
Total	59,786	52,193
Commodity and Equity Contract [Member]	'	'
Derivative [Line Items]	'	'
Total	70,237	84,377
Commodity and Equity Contract [Member] | Options written [Member]	'	'
Derivative [Line Items]	'	'
Total	12,156	21,531
Commodity and Equity Contract [Member] | Options purchased [Member]	'	'
Derivative [Line Items]	'	'
Total	10,266	21,723
Commodity and Equity Contract [Member] | Swaps, futures and forwards [Member]	'	'
Derivative [Line Items]	'	'
Total	47,815	41,123
Credit contracts [Member]	'	'
Derivative [Line Items]	'	'
Total	$303,034	$355,286

Fair_Value_Option_Additional_I

Fair Value Option - Additional Information (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Nonaccrual Loans	$1,107,000,000	$1,305,000,000
Accruing Loans Contractually Past Due 90 days or More	30,000,000	34,000,000
Loans Receivable [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Nonaccrual Loans	0	0
Accruing Loans Contractually Past Due 90 days or More	$0	$0

Fair_Value_Option_Long_term_de

Fair Value Option - Long term debt (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value Option [Abstract]	'	'
Fair Value - Commercial syndicated loans	$159	$58
Fair Value - Fixed rate long-term debt	2,063	1,893
Deposits at fair value	7,714	7,740
Fair Value - Structured Notes	6,200	5,693
Unpaid Principal Balance - Commercial syndicated loans	159	59
Unpaid Principal Balance - Fixed rate long-term debt	1,750	1,750
Unpaid Principal Balance - Hybrid instruments structured deposits	7,472	7,539
Unpaid Principal Balance - Structured notes	$5,787	$5,377

Fair_Value_Option_Components_o

Fair Value Option - Components of Gain on Instruments at Fair Value and Related Derivatives (Detail) (USD $)	3 Months Ended				6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014		Jun. 30, 2013		Jun. 30, 2014		Jun. 30, 2013
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]	'		'		'		'
Interest rate and other components	($391)	[1]	$324	[1]	($626)	[1]	$71	[1]
Credit risk component	-39		107		6	[2],[3]	119	[2],[3]
Total mark-to-market on financial instruments designated at fair value	-430		431		-620		190
Net realized loss on the financial instruments	'		'		0		-8
Mark-to-market on the related derivatives	369		-352		570		-126
Net realized gain on the related long-term debt derivatives	17		16		34		32
Gain (loss) on instruments designated at fair value and related derivatives	-44		95		-16		88
Loans [Member]	'		'		'		'
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]	'		'		'		'
Interest rate and other components	0	[1]	0	[1]	0	[1]	0	[1]
Credit risk component	0		0		0	[2],[3]	21	[2],[3]
Total mark-to-market on financial instruments designated at fair value	0		0		0		21
Net realized loss on the financial instruments	'		'		0		-8
Mark-to-market on the related derivatives	0		0		0		0
Net realized gain on the related long-term debt derivatives	0		0		0		0
Gain (loss) on instruments designated at fair value and related derivatives	0		0		0		13
Long-term Debt [Member]	'		'		'		'
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]	'		'		'		'
Interest rate and other components	-61	[1]	120	[1]	-143	[1]	183	[1]
Credit risk component	-46		53		-27	[2],[3]	11	[2],[3]
Total mark-to-market on financial instruments designated at fair value	-107		173		-170		194
Net realized loss on the financial instruments	'		'		0		0
Mark-to-market on the related derivatives	50		-128		120		-190
Net realized gain on the related long-term debt derivatives	17		16		34		32
Gain (loss) on instruments designated at fair value and related derivatives	-40		61		-16		36
Hybrid Instruments [Member]	'		'		'		'
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]	'		'		'		'
Interest rate and other components	-330	[1]	204	[1]	-483	[1]	-112	[1]
Credit risk component	7		54		33	[2],[3]	87	[2],[3]
Total mark-to-market on financial instruments designated at fair value	-323		258		-450		-25
Net realized loss on the financial instruments	'		'		0		0
Mark-to-market on the related derivatives	319		-224		450		64
Net realized gain on the related long-term debt derivatives	0		0		0		0
Gain (loss) on instruments designated at fair value and related derivatives	($4)		$34		$0		$39
[1]	As it relates to hybrid instruments, interest rate and other components includes interest rate, foreign exchange and equity contract risks.
[2]	During the three and six months ended June 30, 2014, the losses in the credit risk component for long-term debt are attributable to the tightening of our own credit spreads while the gains during the three and six months ended June 30, 2013 are attributable to the widening of our own credit spreads.
[3]	During the three months ended June 30, 2014, the gains in the credit risk component for hybrid instruments reflect the widening of credit spreads on structured deposits partially offset by the tightening of credit spreads on structured notes. During the six months ended June 30, 2014, the gains in the credit risk component for hybrid instruments are attributable primarily to the widening of credit spreads on structured notes. During the three and six months ended June 30, 2013, the gains in the credit risk component for hybrid instruments are attributable primarily to the widening of credit spreads on structured notes.

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income - (Detail) (USD $)	3 Months Ended				6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014		Jun. 30, 2013		Jun. 30, 2014		Jun. 30, 2013		Dec. 31, 2013
Unrealized gains (losses) on securities available-for-sale:	'		'		'		'		'
Balance at beginning of period	$112		$842		($18)		$992		'
Other comprehensive income for period:	'		'		'		'		'
Net unrealized gains (losses) arising during period, net of tax	171		-571		315		-649		'
Reclassification adjustment for gains realized in net income, net of tax	4	[1]	-14	[1]	-10	[1]	-86	[1]	'
Total other comprehensive income (loss) for period	175		-585		305		-735		'
Balance at end of period	287		257		287		257		'
Unrealized losses on other-than-temporarily impaired debt securities held-to-maturity:	'		'		'		'		'
Balance at beginning of period	-59		0		-60		0		'
Adjustment to add other-than-temporary impairment due to the consolidation of a VIE, net of tax	0		-67		0		-67		'
Reclassification adjustment related to the accretion of unrealized other-than-temporary impairment, net of tax	2	[2]	0	[2]	3	[2]	0	[2]	'
Total other comprehensive income for period	2		0		3		0		'
Balance at end of period	-57		-67		-57		-67		'
Unrealized (losses) gains on derivatives classified as cash flow hedges:	'		'		'		'		'
Balance at beginning of period	-103		-178		-83		-201		'
Other comprehensive income (loss) for period:	'		'		'		'		'
Net gains (losses) arising during period, net of tax	-16		49		-37		70		'
Reclassification adjustment for losses realized in net income, net of tax	1	[3]	2	[3]	2	[3]	4	[3]	'
Total other comprehensive income (loss) for period	-15		51		-35		74		'
Balance at end of period	-118		-127		-118		-127		'
Pension and postretirement benefit liability:	'		'		'		'		'
Balance at beginning of period	2		-6		2		-6		'
Balance at end of period	2		-6		2		-6		'
Total accumulated other comprehensive income at end of period	$114		$57		$114		$57		($159)
[1]	Amount reclassified to net income is included in other securities gains, net in our consolidated statement of income.
[2]	Amount reclassified to the carrying value of the debt securities is included in securities held-to-maturity in our consolidated balance sheet.
[3]	Amount reclassified to net income is included in interest income (expense) in our consolidated statement of income.

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income - Parenthetical (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
Equity [Abstract]	'	'	'	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net of Tax	$2	($6)	$2	($6)	$2	$2	($6)	($6)
Tax (benefit) expense included in net unrealized gains (losses)	110	-398	202	-455	'	'	'	'
Tax included in reclassification	3	-9	-6	-60	'	'	'	'
Other than Temporary impairment losses, Tax (benefit)	0	-48	0	-48	'	'	'	'
Tax included in reclassification	1	0	3	0	'	'	'	'
Tax (benefit) expense included in net unrealized gains (losses)	-10	35	-23	49	'	'	'	'
Tax included in reclassification	$1	$1	$1	$3	'	'	'	'

Pensions_and_Other_Postretirem2

Pensions and Other Postretirement Benefits-Net Periodic Benefit Cost (Detail) (USD $)	3 Months Ended			6 Months Ended		3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
		Postretirement Plans Other Than Pensions [Member]	Postretirement Plans Other Than Pensions [Member]	Postretirement Plans Other Than Pensions [Member]	Postretirement Plans Other Than Pensions [Member]	HSBC USA Inc [Member]	HSBC USA Inc [Member]	HSBC USA Inc [Member]	HSBC USA Inc [Member]
						HSBC North America Pension Plan [Member]	HSBC North America Pension Plan [Member]	HSBC North America Pension Plan [Member]	HSBC North America Pension Plan [Member]
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'	'	'	'	'	'
Service cost – benefits earned during the period	'	'	'	'	'	$1	$1	$2	$2
Interest cost on projected benefit obligation	'	1	0	1	1	18	17	36	34
Expected return on assets	'	'	'	'	'	-21	-21	-42	-41
Recognized losses	'	'	'	'	'	9	13	19	26
Net periodic benefit cost	'	1	0	1	1	7	10	15	21
Additional contribution	$74	'	'	'	'	'	'	'	'

Related_Party_Transactions_Sum

Related Party Transactions - Summary of Related Party Transactions (Details) (USD $)	Jun. 30, 2014		Dec. 31, 2013		Jun. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Assets:	'		'		'	'
Cash and due from banks	$2,325		$961		$1,311	$1,359
Interest bearing deposits with banks	23,946		19,614		'	'
Trading assets	25,156		28,894		'	'
Loans	72,198		67,695		66,705	'
Other assets	8,321		8,140		'	'
Total assets	182,218	[1]	185,487	[1]	189,524	'
Liabilities:	'		'		'	'
Deposits	115,521		112,608		111,735	'
Trading liabilities	8,815		10,875		'	'
Short-term borrowings	12,906		19,135		'	'
Long-term debt	24,604		22,847		'	'
Other	3,388		3,558		'	'
Total liabilities	165,234	[1]	169,023	[1]	'	'
Parent And Other Subsidiaries Of Common Parent [Member]	'		'		'	'
Assets:	'		'		'	'
Cash and due from banks	1,347		102		'	'
Interest bearing deposits with banks	1,226	[2]	631	[2]	'	'
Trading assets	15,993	[3]	17,082	[3]	'	'
Loans	5,080		5,328		'	'
Other assets	1,168	[4]	1,219	[4]	'	'
Total assets	24,814		24,362		'	'
Liabilities:	'		'		'	'
Deposits	18,676		16,936		'	'
Trading liabilities	17,543	[3]	19,463	[3]	'	'
Short-term borrowings	1,748		1,514		'	'
Long-term debt	3,983		3,987		'	'
Other	511	[4]	573	[4]	'	'
Total liabilities	$42,461		$42,473		'	'
[1]	The following table summarizes assets and liabilities related to our consolidated variable interest entities ("VIEs") as of June 30, 2014 and December 31, 2013 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate in consolidation. See Note 16, "Variable Interest Entities," for additional information. Assets: Interest bearing deposits with banks, $3 million and $5 million, Securities held-to-maturity, $157 million and $200 million Other assets $458 million and $502 million. Total assets $618 million and $707 million respectively. Liabilities: Long-term debt $92 million and $92 million, Interest, taxes and other liabilities $71 million and $93 million. Total liabilities $163 million and $185 million, respectively.
[2]	Includes interest bearing deposits with HSBC Mexico S.A. of $1,100 million and $500 million at June 30, 2014 and December 31, 2013, respectively.
[3]	Trading assets and trading liabilities do not reflect the impact of netting which allows the offsetting of amounts relating to certain contracts if certain conditions are met. Trading assets and liabilities primarily consist of derivatives contracts.
[4]	Other assets and other liabilities primarily consist of derivative contracts.

Related_Party_Transactions_Sum1

Related Party Transactions - Summary of Related Party Transactions (Income - Expense) (Details) (USD $)	3 Months Ended				6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014		Jun. 30, 2013		Jun. 30, 2014		Jun. 30, 2013
Related Party Transaction [Line Items]	'		'		'		'
Interest income	$762		$757		$1,507		$1,497
Interest expense	-89		-239		-315		-474
Net interest income	673	[1]	518	[1]	1,192	[1]	1,023	[1]
Servicing and other fees with HSBC affiliates:	'		'		'		'
Total affiliate income	51		59		98		113
Support services from HSBC affiliates:	'		'		'		'
Total support services from HSBC affiliates	-385		-362		-739		-686
Parent And Other Subsidiaries Of Common Parent [Member]	'		'		'		'
Related Party Transaction [Line Items]	'		'		'		'
Interest income	86		83		123		105
Interest expense	-19		-19		-37		-39
Net interest income	67		64		86		66
Support services from HSBC affiliates:	'		'		'		'
Stock based compensation expense with HSBC	-10	[2]	-13	[2]	-18	[2]	-22	[2]
Hsbc Finance And Other Hsbc Affiliates [Member]	'		'		'		'
Servicing and other fees with HSBC affiliates:	'		'		'		'
Total affiliate income	51		59		98		113
Support services from HSBC affiliates:	'		'		'		'
Total support services from HSBC affiliates	-385		-362		-739		-686
HSBC Finance Corporation [Member]	'		'		'		'
Servicing and other fees with HSBC affiliates:	'		'		'		'
Total affiliate income	23		26		38		47
Support services from HSBC affiliates:	'		'		'		'
Total support services from HSBC affiliates	-3		-5		-6		-9
HSBC Markets (USA) Inc. (HMUS) and subsidiaries [Member]	'		'		'		'
Servicing and other fees with HSBC affiliates:	'		'		'		'
Total affiliate income	1		4		5		9
Support services from HSBC affiliates:	'		'		'		'
Total support services from HSBC affiliates	-51		-54		-104		-106
Other HSBC Affiliates [Member]	'		'		'		'
Servicing and other fees with HSBC affiliates:	'		'		'		'
Total affiliate income	12		14		31		30
Support services from HSBC affiliates:	'		'		'		'
Total support services from HSBC affiliates	-60		-61		-105		-96
Other HSBC Affiliates Income [Member]	'		'		'		'
Servicing and other fees with HSBC affiliates:	'		'		'		'
Total affiliate income	15		15		24		27
HSBC Technology and Services (USA) (HTSU) [Member]	'		'		'		'
Support services from HSBC affiliates:	'		'		'		'
Total support services from HSBC affiliates	($271)		($242)		($524)		($475)
[1]	Net interest income of each segment represents the difference between actual interest earned on assets and interest paid on liabilities of the segment adjusted for a funding charge or credit. Segments are charged a cost to fund assets (e.g. customer loans) and receive a funding credit for funds provided (e.g. customer deposits) based on equivalent market rates. The objective of these charges/credits is to transfer interest rate risk from the segments to one centralized unit in Treasury and more appropriately reflect the profitability of segments.
[2]	Employees may participate in one or more stock compensation plans sponsored by HSBC. These expenses are included in Salaries and employee benefits in our consolidated statement of income. Employees also may participate in a defined benefit pension plan and other postretirement plans sponsored by HSBC North America which are discussed in Note 12, "Pension and Other Postretirement Benefits."

Related_Party_Transactions_Sum2

Related Party Transactions - Summary of Assets (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Related Party Transaction [Line Items]	'	'
Due from Affiliates	$5,080,000,000	$5,328,000,000
HSBC Finance Corporation [Member]	'	'
Related Party Transaction [Line Items]	'	'
Due from Affiliates	3,014,000,000	3,015,000,000
HMUS [Member]	'	'
Related Party Transaction [Line Items]	'	'
Due from Affiliates	720,000,000	199,000,000
Loan And Lease Receivable Revolving Line Of Credit Outstanding	720,000,000	199,000,000
HSBC Bank Brasil [Member]	'	'
Related Party Transaction [Line Items]	'	'
Loan And Lease Receivable Revolving Line Of Credit Outstanding	1,100,000,000	1,000,000,000
Other Affiliates [Member]	'	'
Related Party Transaction [Line Items]	'	'
Loan And Lease Receivable Revolving Line Of Credit Outstanding	$246,000,000	$1,114,000,000

Related_Party_Transactions_Add

Related Party Transactions - Additional Information (Details) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Related Party Transaction [Line Items]	'	'	'	'	'
Long-term debt	$24,604,000,000	'	$24,604,000,000	'	$22,847,000,000
Due from Affiliates	5,080,000,000	'	5,080,000,000	'	5,328,000,000
Derivative, notional amount	5,437,400,000,000	'	5,437,400,000,000	'	5,457,095,000,000
Rent from related party	13,000,000	13,000,000	27,000,000	25,000,000	'
HSBC Mexico [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Extended loans and lines of credit	1,100,000,000	'	1,100,000,000	'	500,000,000
HNAH [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Long-term debt	4,000,000,000	'	4,000,000,000	'	'
Senior note interest rate period	'	'	'90 days	'	'
Amount outstanding under the loan agreement	0	'	0	'	0
HSBC Investment Bahamas [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Amount outstanding under the loan agreement	0	'	0	'	0
Maximum borrowing capacity	1,000,000,000	'	1,000,000,000	'	1,000,000,000
HSBC [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Amount outstanding under the loan agreement	0	'	0	'	0
Maximum borrowing capacity	500,000,000	'	500,000,000	'	500,000,000
HNAI [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Maximum borrowing capacity	150,000,000	'	150,000,000	'	150,000,000
HSBC Finance Corporation [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Extended loans and lines of credit	5,000,000,000	'	5,000,000,000	'	'
Debt term	'	'	'364 days	'	'
Due from Affiliates	3,014,000,000	'	3,014,000,000	'	3,015,000,000
HSBC Finance Corporation [Member] | Extended Uncommitted Revolving Credit Facility [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Loan And Lease Receivable Revolving Line Of Credit Outstanding	3,000,000,000	'	3,000,000,000	'	'
Extended unsecured uncommitted credit facility to certain subsidiary maturity	'	'	'15 years	'	'
HSBC Finance Corporation [Member] | Extended Uncommitted Revolving Credit Facility [Member] | Maturity Date, September 2017 [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Maturing amount of credit agreement	512,000,000	'	512,000,000	'	'
HSBC Finance Corporation [Member] | Extended Uncommitted Revolving Credit Facility [Member] | Maturity Date, January 2018 [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Maturing amount of credit agreement	1,500,000,000	'	1,500,000,000	'	'
HSBC Finance Corporation [Member] | Extended Uncommitted Revolving Credit Facility [Member] | Maturity Date, September 2018 [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Maturing amount of credit agreement	1,000,000,000	'	1,000,000,000	'	'
HSBC Finance Corporation [Member] | Extended committed revolving credit facility [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Loan And Lease Receivable Revolving Line Of Credit Outstanding	0	'	0	'	0
Loan And Lease Receivable Unused Line Of Credit Facility	1,000,000,000	'	1,000,000,000	'	1,000,000,000
HSBC Finance Corporation [Member] | Residential Mortgage [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Residential mortgage loans servicing	907,000,000	'	907,000,000	'	983,000,000
HMUS [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Extended loans and lines of credit	6,700,000,000	'	6,700,000,000	'	3,800,000,000
Loan And Lease Receivable Revolving Line Of Credit Outstanding	720,000,000	'	720,000,000	'	199,000,000
Due from Affiliates	720,000,000	'	720,000,000	'	199,000,000
HSBC Bank Brasil [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Extended loans and lines of credit	1,100,000,000	'	1,100,000,000	'	1,500,000,000
Loan And Lease Receivable Revolving Line Of Credit Outstanding	1,100,000,000	'	1,100,000,000	'	1,000,000,000
Other Affiliates [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Loan And Lease Receivable Revolving Line Of Credit Outstanding	246,000,000	'	246,000,000	'	1,114,000,000
Other Affiliates [Member] | Extended committed revolving credit facility [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Loan And Lease Receivable Revolving Line Of Credit Outstanding	0	'	0	'	0
Loan And Lease Receivable Unused Line Of Credit Facility	2,300,000,000	'	2,300,000,000	'	2,300,000,000
Regency [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Related Party Transaction, Liquidity Facility, Notional Amount	2,400,000,000	'	2,400,000,000	'	'
Hsbc Finance And Other Hsbc Affiliates [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Derivative, notional amount	1,138,700,000,000	'	1,138,700,000,000	'	1,210,600,000,000
Fair value of derivative receivables	953,000,000	'	953,000,000	'	845,000,000
Five Year Floating Rate Note Maturing August 2014 [Member] | HNAH [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Senior notes	1,000,000,000	'	1,000,000,000	'	'
Five Year Floating Rate Note Maturing August 2014 [Member] | HNAH [Member] | Senior Notes [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Debt term	'	'	'5 years	'	'
Loan Maturing in Three Equal Installments on April 2015, 2016, 2017 [Member] | HNAH [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Senior notes	3,000,000,000	'	3,000,000,000	'	'
Notes mature installments period one	$1,000,000,000	'	$1,000,000,000	'	'
Loan Maturing in Three Equal Installments on April 2015, 2016, 2017 [Member] | HNAH [Member] | Senior Notes [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Number of equal installments	'	'	3	'	'

Business_Segments_Additional_I

Business Segments Additional Information (Details)	6 Months Ended
	Jun. 30, 2014
	segment
Segment Reporting [Abstract]	'
Number of Reportable Segments	4

Business_Segments_Summary_on_R

Business Segments - Summary on Reconciliation of Results Under Ifrs to Us Gaap (Detail) (USD $)	3 Months Ended				6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014		Jun. 30, 2013		Jun. 30, 2014		Jun. 30, 2013		Dec. 31, 2013
Operating Statistics [Line Items]	'		'		'		'		'
US GAAP Based, Net interest income	$673	[1]	$518	[1]	$1,192	[1]	$1,023	[1]	'
US GAAP Based, Other operating income	261		566		761		1,158		'
US GAAP Based, Total operating income	934		1,084		1,953		2,181		'
Provision (credit) for credit losses	85		67		101	[2]	88	[2]	'
US GAAP Based, Operating income, net	849		1,017		1,852		2,093		'
US GAAP Based, Operating expenses	876	[3]	766	[3]	1,626	[3]	1,534	[3]	'
Income (loss) before income tax	-27		251		226		559		'
Total assets	182,218	[4]	189,524		182,218	[4]	189,524		185,487	[4]
US GAAP Based, Total loans, net	71,574		66,100		71,574		66,100		67,089
US GAAP Based, Goodwill	1,612		2,228		1,612		2,228		1,612
US GAAP Based, Total deposits	115,521		111,735		115,521		111,735		112,608
Adjustments Or Reconciling Items [Member]	'		'		'		'		'
Operating Statistics [Line Items]	'		'		'		'		'
IFRS Based, Net Interest Income	-4	[1]	-3	[1]	-9	[1]	-7	[1]	'
IFRS Based, Other operating income	4		3		9		7		'
IFRS Based, Total operating income	0		0		0		0		'
IFRS Loan Impairment charges	0		0		0	[2]	0	[2]	'
IFRS Based, Operating income, net	0		0		0		0		'
IFRS Based Operating expenses	0	[3]	0	[3]	0	[3]	0	[3]	'
IFRS Based, Profit before income tax expense	0		0		0		0		'
Total Assets	0		0		0		0		'
IFRS Based, Total loans, net	0		0		0		0		'
IFRS Based, Goodwill	0		0		0		0		'
IFRS Based, Total deposits	0		0		0		0		'
Aggregate [Member]	'		'		'		'		'
Operating Statistics [Line Items]	'		'		'		'		'
IFRS Based, Net Interest Income	653	[1]	535	[1]	1,166	[1]	1,056	[1]	'
IFRS Based, Other operating income	310		555		840		1,124		'
IFRS Based, Total operating income	963		1,090		2,006		2,180		'
IFRS Loan Impairment charges	144		28		163	[2]	78	[2]	'
IFRS Based, Operating income, net	819		1,062		1,843		2,102		'
IFRS Based Operating expenses	800	[3]	810	[3]	1,556	[3]	1,574	[3]	'
IFRS Based, Profit before income tax expense	19		252		287		528		'
Total Assets	230,024		246,678		230,024		246,678		'
IFRS Based, Total loans, net	67,580		62,050		67,580		62,050		'
IFRS Based, Goodwill	1,264		1,744		1,264		1,744		'
IFRS Based, Total deposits	95,030		100,913		95,030		100,913		'
Ifrs Adjustments [Member]	'		'		'		'		'
Operating Statistics [Line Items]	'		'		'		'		'
IFRS Based, Net Interest Income	-16	[1],[5]	-21	[1],[5]	-31	[1],[5]	-38	[1],[5]	'
IFRS Based, Other operating income	-6	[5]	12	[5]	-10	[5]	38	[5]	'
IFRS Based, Total operating income	-22	[5]	-9	[5]	-41	[5]	0	[5]	'
IFRS Loan Impairment charges	-52	[5]	19	[5]	-48	[2],[5]	-4	[2],[5]	'
IFRS Based, Operating income, net	30	[5]	-28	[5]	7	[5]	4	[5]	'
IFRS Based Operating expenses	76	[3],[5]	-27	[3],[5]	68	[3],[5]	-27	[3],[5]	'
IFRS Based, Profit before income tax expense	-46	[5]	-1	[5]	-61	[5]	31	[5]	'
Total Assets	-47,570	[5]	-57,199	[5]	-47,570	[5]	-57,199	[5]	'
IFRS Based, Total loans, net	1,693	[5]	3,144	[5]	1,693	[5]	3,144	[5]	'
IFRS Based, Goodwill	348	[5]	484	[5]	348	[5]	484	[5]	'
IFRS Based, Total deposits	-3,128	[5]	-5,047	[5]	-3,128	[5]	-5,047	[5]	'
Ifrs Reclassifications [Member]	'		'		'		'		'
Operating Statistics [Line Items]	'		'		'		'		'
IFRS Based, Net Interest Income	36	[1],[6]	4	[1],[6]	57	[1],[6]	5	[1],[6]	'
IFRS Based, Other operating income	-43	[6]	-1	[6]	-69	[6]	-4	[6]	'
IFRS Based, Total operating income	-7	[6]	3	[6]	-12	[6]	1	[6]	'
IFRS Loan Impairment charges	-7	[6]	20	[6]	-14	[2],[6]	14	[2],[6]	'
IFRS Based, Operating income, net	0	[6]	-17	[6]	2	[6]	-13	[6]	'
IFRS Based Operating expenses	0	[3],[6]	-17	[3],[6]	2	[3],[6]	-13	[3],[6]	'
IFRS Based, Profit before income tax expense	0	[6]	0	[6]	0	[6]	0	[6]	'
Total Assets	-236	[6]	45	[6]	-236	[6]	45	[6]	'
IFRS Based, Total loans, net	2,301	[6]	906	[6]	2,301	[6]	906	[6]	'
IFRS Based, Goodwill	0	[6]	0	[6]	0	[6]	0	[6]	'
IFRS Based, Total deposits	23,619	[6]	15,869	[6]	23,619	[6]	15,869	[6]	'
RBWM [Member]	'		'		'		'		'
Operating Statistics [Line Items]	'		'		'		'		'
IFRS Based, Net Interest Income	212	[1]	206	[1]	410	[1]	421	[1]	'
IFRS Based, Other operating income	104		82		217		189		'
IFRS Based, Total operating income	316		288		627		610		'
IFRS Loan Impairment charges	21		21		23	[2]	53	[2]	'
IFRS Based, Operating income, net	295		267		604		557		'
IFRS Based Operating expenses	298	[3]	300	[3]	577	[3]	591	[3]	'
IFRS Based, Profit before income tax expense	-3		-33		27		-34		'
Total Assets	19,169		19,563		19,169		19,563		'
IFRS Based, Total loans, net	16,315		16,508		16,315		16,508		'
IFRS Based, Goodwill	581		581		581		581		'
IFRS Based, Total deposits	29,138		31,855		29,138		31,855		'
CMB [Member]	'		'		'		'		'
Operating Statistics [Line Items]	'		'		'		'		'
IFRS Based, Net Interest Income	202	[1]	172	[1]	389	[1]	342	[1]	'
IFRS Based, Other operating income	64		77		132		142		'
IFRS Based, Total operating income	266		249		521		484		'
IFRS Loan Impairment charges	83		1		90	[2]	15	[2]	'
IFRS Based, Operating income, net	183		248		431		469		'
IFRS Based Operating expenses	174	[3]	171	[3]	332	[3]	333	[3]	'
IFRS Based, Profit before income tax expense	9		77		99		136		'
Total Assets	26,467		20,799		26,467		20,799		'
IFRS Based, Total loans, net	25,239		19,693		25,239		19,693		'
IFRS Based, Goodwill	358		358		358		358		'
IFRS Based, Total deposits	22,135		21,382		22,135		21,382		'
GBM [Member]	'		'		'		'		'
Operating Statistics [Line Items]	'		'		'		'		'
IFRS Based, Net Interest Income	109	[1]	125	[1]	206	[1]	234	[1]	'
IFRS Based, Other operating income	151		295		445		677		'
IFRS Based, Total operating income	260		420		651		911		'
IFRS Loan Impairment charges	40		6		55	[2]	9	[2]	'
IFRS Based, Operating income, net	220		414		596		902		'
IFRS Based Operating expenses	239	[3]	250	[3]	478	[3]	480	[3]	'
IFRS Based, Profit before income tax expense	-19		164		118		422		'
Total Assets	175,330		197,729		175,330		197,729		'
IFRS Based, Total loans, net	19,957		19,975		19,957		19,975		'
IFRS Based, Goodwill	0		480		0		480		'
IFRS Based, Total deposits	31,935		35,524		31,935		35,524		'
PB [Member]	'		'		'		'		'
Operating Statistics [Line Items]	'		'		'		'		'
IFRS Based, Net Interest Income	56	[1]	49	[1]	105	[1]	94	[1]	'
IFRS Based, Other operating income	25		30		50		58		'
IFRS Based, Total operating income	81		79		155		152		'
IFRS Loan Impairment charges	0		0		-5	[2]	1	[2]	'
IFRS Based, Operating income, net	81		79		160		151		'
IFRS Based Operating expenses	61	[3]	67	[3]	116	[3]	127	[3]	'
IFRS Based, Profit before income tax expense	20		12		44		24		'
Total Assets	8,232		7,499		8,232		7,499		'
IFRS Based, Total loans, net	6,069		5,874		6,069		5,874		'
IFRS Based, Goodwill	325		325		325		325		'
IFRS Based, Total deposits	11,822		12,152		11,822		12,152		'
Other [Member]	'		'		'		'		'
Operating Statistics [Line Items]	'		'		'		'		'
IFRS Based, Net Interest Income	78	[1]	-14	[1]	65	[1]	-28	[1]	'
IFRS Based, Other operating income	-38		68		-13		51		'
IFRS Based, Total operating income	40		54		52		23		'
IFRS Loan Impairment charges	0		0		0	[2]	0	[2]	'
IFRS Based, Operating income, net	40		54		52		23		'
IFRS Based Operating expenses	28	[3]	22	[3]	53	[3]	43	[3]	'
IFRS Based, Profit before income tax expense	12		32		-1		-20		'
Total Assets	826		1,088		826		1,088		'
IFRS Based, Total loans, net	0		0		0		0		'
IFRS Based, Goodwill	0		0		0		0		'
IFRS Based, Total deposits	$0		$0		$0		$0		'
[1]	Net interest income of each segment represents the difference between actual interest earned on assets and interest paid on liabilities of the segment adjusted for a funding charge or credit. Segments are charged a cost to fund assets (e.g. customer loans) and receive a funding credit for funds provided (e.g. customer deposits) based on equivalent market rates. The objective of these charges/credits is to transfer interest rate risk from the segments to one centralized unit in Treasury and more appropriately reflect the profitability of segments.
[2]	The provision assigned to the segments is based on the segments' net charge offs and the change in allowance for credit losses.
[3]	Expenses for the segments include fully apportioned corporate overhead expenses.
[4]	The following table summarizes assets and liabilities related to our consolidated variable interest entities ("VIEs") as of June 30, 2014 and December 31, 2013 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate in consolidation. See Note 16, "Variable Interest Entities," for additional information. Assets: Interest bearing deposits with banks, $3 million and $5 million, Securities held-to-maturity, $157 million and $200 million Other assets $458 million and $502 million. Total assets $618 million and $707 million respectively. Liabilities: Long-term debt $92 million and $92 million, Interest, taxes and other liabilities $71 million and $93 million. Total liabilities $163 million and $185 million, respectively.
[5]	Represents adjustments associated with differences between IFRSs and U.S. GAAP bases of accounting.
[6]	resents differences in financial statement presentation between IFRSs and U.S. GAAP.

Retained_Earnings_and_Regulato2

Retained Earnings and Regulatory Capital Requirements - Capital Amounts and Ratios in Accordance With Current Banking Regulations (Details) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
HSBC USA Inc [Member]	'		'
Total capital ratio:	'		'
Capital Amount	$21,009		$20,242
Well-Capitalized Minimum Ratio, Total capital	10.00%	[1],[2]	10.00%	[3]
Actual Ratio, Total Capital	16.01%		16.36%	[3]
Tier 1 capital ratio:	'		'
Capital Amount, Tier 1 capital	15,167		14,409
Well-Capitalized Minimum Ratio, Tier 1 capital	6.00%	[1],[2]	6.00%	[1]
Actual Ratio, Tier 1 Capital	11.56%		11.65%	[3]
Common equity Tier 1 ratio:	'		'
Capital Amount, Common Equity Tier One, Basel III.	13,679		'
Well Capitalized Minimum Ratio Common Equity Tier 1	4.50%	[1],[2],[4]	'
Actual Ratio Common Equity Tier 1	10.42%		'
Capital Amount, Common equity Tier 1 ratio	'		12,301
Well-Capitalized Minimum Ratio, Tier 1 common capital	'		5.00%	[1],[4],[5]
Actual Ratio, Tier 1 common capital	'		9.94%	[3],[4]
Tier 1 leverage ratio:	'		'
Capital Amount, Tier 1 leverage capital	15,167		14,409
Well-Capitalized Minimum Ratio, Tier 1 leverage capital	4.00%	[1],[2]	3.00%	[1],[6]
Actual Ratio, Tier 1 leverage capital	8.28%		7.90%	[3]
Risk weighted assets:	'		'
Risk Weighted Assets	131,231		123,737
HSBC Bank USA, National Association [Member]	'		'
Total capital ratio:	'		'
Capital Amount	22,603		21,324
Well-Capitalized Minimum Ratio, Total capital	10.00%	[1],[2]	10.00%	[1]
Actual Ratio, Total Capital	18.03%		18.03%	[3]
Tier 1 capital ratio:	'		'
Capital Amount, Tier 1 capital	17,011		15,763
Well-Capitalized Minimum Ratio, Tier 1 capital	8.00%	[1],[2]	6.00%	[1]
Actual Ratio, Tier 1 Capital	13.57%		13.33%	[3]
Common equity Tier 1 ratio:	'		'
Capital Amount, Common Equity Tier One, Basel III.	17,011		'
Well Capitalized Minimum Ratio Common Equity Tier 1	6.50%	[1],[2],[4]	'
Actual Ratio Common Equity Tier 1	13.57%		'
Capital Amount, Common equity Tier 1 ratio	'		15,763
Well-Capitalized Minimum Ratio, Tier 1 common capital	'		5.00%	[1],[4]
Actual Ratio, Tier 1 common capital	'		13.33%	[3],[4]
Tier 1 leverage ratio:	'		'
Capital Amount, Tier 1 leverage capital	17,011		15,763
Well-Capitalized Minimum Ratio, Tier 1 leverage capital	5.00%	[1],[2]	5.00%	[1]
Actual Ratio, Tier 1 leverage capital	9.71%		9.06%	[3]
Risk weighted assets:	'		'
Risk Weighted Assets	$125,359		$118,285
[1]	HSBC USA and HSBC Bank USA are categorized as "well-capitalized," as defined by their principal regulators. To be categorized as well-capitalized under regulatory guidelines, a banking institution must have the minimum ratios reflected in the above table, and must not be subject to a directive, order, or written agreement to meet and maintain specific capital levels.
[2]	As previously discussed, the minimum regulatory ratios for a depository institution to be well-capitalized will increase in 2015 under Basel III, and the new ratios are shown above. The total capital and Tier 1 capital ratios shown above for HSBC USA are the well-capitalized ratios for a bank holding company. There are no common equity Tier 1 or Tier 1 leverage ratio components in the definition of a well-capitalized bank holding company and the ratios shown are the required minimum ratios beginning in 2015.
[3]	At December 31, 2013, capital ratios were reported according to Basel I rules and reflect the impact of the U.S. market risk final rule (known in the industry as Basel 2.5).
[4]	Basel III introduces the common equity Tier 1 ratio. For December 31, 2013, the ratios presented are the Tier 1 common ratio calculated under Basel I.
[5]	There was no Tier 1 common ratio component in the definition of a well-capitalized bank holding company under Basel I. The ratio shown is the required minimum Tier 1 common ratio, calculated under Basel I, as included in the Federal Reserve Board's final rule regarding capital plans for U.S. bank holding companies with total consolidated assets of $50 billion or more.
[6]	There was no Tier 1 leverage ratio component in the definition of a well-capitalized bank holding company under Basel I. The ratio shown is the minimum required ratio.

Retained_Earnings_and_Regulato3

Retained Earnings and Regulatory Capital Requirements - Capital Amounts and Ratios in Accordance With Current Banking Regulations (Parenthetical) (Details) (USD $)	Jun. 30, 2014
Banking and Thrift [Abstract]	'
Consolidated assets under tier one common capital	$50,000,000,000

Retained_Earnings_and_Regulato4

Retained Earnings and Regulatory Capital Requirements - Additional Information (Details) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'
Distributions	$0
HNAI [Member]	'
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'
Contributions	$0

Variable_Interest_Entities_Sum

Variable Interest Entities - Summary of Assets and Liabilities Related to Consolidated Variable Interest Entities (Details) (USD $)	Jun. 30, 2014		Dec. 31, 2013		Jun. 30, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'		'		'
Interest bearing deposits with banks	$23,946		$19,614		'
Securities held-to-maturity	1,205		1,358		'
Other assets	8,321		8,140		'
Total assets	182,218	[1]	185,487	[1]	189,524
Other	3,388		3,558		'
Long-term debt	24,604		22,847		'
Total liabilities	165,234	[1]	169,023	[1]	'
Variable interest entities [Member]	'		'		'
Variable Interest Entity [Line Items]	'		'		'
Interest bearing deposits with banks	3		5		'
Securities held-to-maturity	157		200		'
Other assets	458		502		'
Total assets	618		707		'
Other	71		93		'
Long-term debt	92		92		'
Total liabilities	163		185		'
Asset-backed commercial paper conduits [Member]	'		'		'
Variable Interest Entity [Line Items]	'		'		'
Interest bearing deposits with banks	3		5		'
Securities held-to-maturity	157		200		'
Other assets	40		45		'
Total assets	200		250		'
Other	0		3		'
Total liabilities	0		3		'
Low Income Housing Limited Liability Partnership [Member]	'		'		'
Variable Interest Entity [Line Items]	'		'		'
Other assets	418		457		'
Total assets	418		457		'
Other	71		90		'
Long-term debt	92		92		'
Total liabilities	$163		$182		'
[1]	The following table summarizes assets and liabilities related to our consolidated variable interest entities ("VIEs") as of June 30, 2014 and December 31, 2013 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate in consolidation. See Note 16, "Variable Interest Entities," for additional information. Assets: Interest bearing deposits with banks, $3 million and $5 million, Securities held-to-maturity, $157 million and $200 million Other assets $458 million and $502 million. Total assets $618 million and $707 million respectively. Liabilities: Long-term debt $92 million and $92 million, Interest, taxes and other liabilities $71 million and $93 million. Total liabilities $163 million and $185 million, respectively.

Variable_Interest_Entities_Var

Variable Interest Entities - Variable Interests Held by Us and Our Maximum Exposure to Loss Rising From Our Involvements in Those VIEs (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Variable Interests Held Classified as Assets	$2,872	$2,689
Variable Interests Held Classified as Liabilities	8	55
Total Assets in Unconsolidated VIEs	18,492	23,234
Maximum Exposure to Loss	8,283	8,448
Asset-backed commercial paper conduits [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Variable Interests Held Classified as Assets	42	417
Variable Interests Held Classified as Liabilities	0	0
Total Assets in Unconsolidated VIEs	12,407	17,044
Maximum Exposure to Loss	2,354	2,560
Structured note vehicles [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Variable Interests Held Classified as Assets	2,830	2,272
Variable Interests Held Classified as Liabilities	8	55
Total Assets in Unconsolidated VIEs	6,085	6,190
Maximum Exposure to Loss	$5,929	$5,888

Variable_Interest_Entities_Add

Variable Interest Entities - Additional Information (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'
Maximum Exposure to Loss	$8,283	$8,448
Asset-backed commercial paper conduits [Member]	'	'
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'
Maximum Exposure to Loss	$2,354	$2,560

Guarantee_Arrangements_and_Ple2

Guarantee Arrangements and Pledged Assets and Collateral - Carrying Value and Contractual Amounts of our Sell Protection Credit Derivatives and Major Off-Balance Sheet Guarantee Arrangements (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Guarantor Obligations [Line Items]	'		'
Carrying Value	$1,047		$545
Notional/Maximum Exposure to Loss	160,289		191,349
Credit derivatives [Member]	'		'
Guarantor Obligations [Line Items]	'		'
Carrying Value	1,047	[1],[2]	545	[1],[2]
Notional/Maximum Exposure to Loss	149,540	[1],[2]	180,380	[1],[2]
Financial standby letters of credit, net of participations [Member]	'		'
Guarantor Obligations [Line Items]	'		'
Carrying Value	0	[3],[4]	0	[3],[4]
Notional/Maximum Exposure to Loss	5,491	[3],[4]	5,237	[3],[4]
Performance (non-financial) guarantees [Member]	'		'
Guarantor Obligations [Line Items]	'		'
Carrying Value	0	[3]	0	[3]
Notional/Maximum Exposure to Loss	2,904	[3]	3,172	[3]
Liquidity asset purchase agreements [Member]	'		'
Guarantor Obligations [Line Items]	'		'
Carrying Value	0	[3]	0	[3]
Notional/Maximum Exposure to Loss	$2,354	[3]	$2,560	[3]
[1]	Includes $36,920 million and $34,856 million of notional issued for the benefit of HSBC affiliates at June 30, 2014 and December 31, 2013, respectively.
[2]	For credit derivatives, the maximum loss is represented by the notional amounts without consideration of mitigating effects from collateral or recourse arrangements.
[3]	For standby letters of credit and liquidity asset purchase agreements, maximum loss represents losses to be recognized assuming the letter of credit and liquidity facilities have been fully drawn and the obligors have defaulted with zero recovery.
[4]	Includes $842 million and $865 million issued for the benefit of HSBC affiliates at June 30, 2014 and December 31, 2013, respectively.

Guarantee_Arrangements_and_Ple3

Guarantee Arrangements and Pledged Assets and Collateral - Carrying Value and Contractual Amounts of our Sell Protection Credit Derivatives and Major Off-Balance Sheet Guarantee Arrangements (Parenthetical) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Credit derivatives [Member]	'	'
Guarantor Obligations [Line Items]	'	'
Guarantee Arrangement for the benefit of Affiliates	$36,920	$34,856
Financial standby letters of credit, net of participations [Member]	'	'
Guarantor Obligations [Line Items]	'	'
Guarantee Arrangement for the benefit of Affiliates	$842	$865

Guarantee_Arrangements_and_Ple4

Guarantee Arrangements and Pledged Assets and Collateral - Net Credit Derivative Positions (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Carrying (Fair) Value [Member]	'		'
Credit Derivatives [Line Items]	'		'
Sell-protection credit derivative positions	$1,047		$545
Buy-protection credit derivative positions	1,056		505
Net position	-9	[1]	40	[1]
Notional [Member]	'		'
Credit Derivatives [Line Items]	'		'
Sell-protection credit derivative positions	149,540		180,380
Buy-protection credit derivative positions	153,494		174,906
Net position	($3,954)	[1]	$5,474	[1]
[1]	Positions are presented net in the table above to provide a complete analysis of our risk exposure and depict the way we manage our credit derivative portfolio. The offset of the sell-protection credit derivatives against the buy-protection credit derivatives may not be legally binding in the absence of master netting agreements with the same counterparty. Furthermore, the credit loss triggering events for individual sell protection credit derivatives may not be the same or occur in the same period as those of the buy protection credit derivatives thereby not providing an exact offset.

Guarantee_Arrangements_and_Ple5

Guarantee Arrangements and Pledged Assets and Collateral - Additional Information (Detail) (USD $)

Jun. 30, 2014

Mar. 31, 2014

Dec. 31, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Dec. 31, 2007

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Mar. 31, 2014

Hsbc Securities [Member]

Securities available-for-sale [Member]

Securities available-for-sale [Member]

Trading Securities [Member]

Trading Securities [Member]

Financial Guarantee [Member]

Federal National Mortgage Association [Member]

Federal Home Loan Mortgage Corporation [Member]

Collateralized Securities [Member]

Guarantor Obligations [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Deferred fee on stand by letters of credit

$41,000,000

'

$46,000,000

'

'

'

'

'

'

'

'

'

'

'

Allowance for credit losses on unfunded standby letters of credit

19,000,000

'

18,000,000

'

'

'

'

'

'

'

'

'

'

'

Settlement with FNMA

'

'

'

'

'

'

'

'

'

'

'

'

83,000,000

25,000,000

Release of provision

'

'

'

'

'

'

'

'

'

'

'

'

15,000,000

34,000,000

Outstanding repurchase demands on loans sourced from our legacy broker channel

1,000,000

'

26,000,000

'

'

'

'

'

'

'

'

'

'

'

Repurchase liability for loans

34,000,000

36,000,000

99,000,000

217,000,000

211,000,000

219,000,000

'

'

'

'

'

'

'

'

Range of possible losses in excess of recorded repurchase liability, minimum

'

'

'

'

'

'

'

'

'

'

'

0

'

'

Range of possible losses in excess of recorded repurchase liability, maximum

'

'

'

'

'

'

'

'

'

'

'

30,000,000

'

'

Liquidity facilities

2,354,000,000

'

2,560,000,000

'

'

'

'

'

'

'

'

'

'

'

Securities available-for-sale

'

'

'

'

'

'

'

5,342,000,000

10,950,000,000

3,051,000,000

1,296,000,000

'

'

'

Separately reported available-for-sale pledged assets

7,345,000,000

'

4,187,000,000

'

'

'

'

'

'

'

'

'

'

'

Securities sold under agreements to repurchase

3,522,000,000

'

2,771,000,000

'

'

'

'

'

'

'

'

'

'

'

Whole loan securitization

'

'

'

'

'

'

$24,000,000,000

'

'

'

'

'

'

'

Guarantee_Arrangements_and_Ple6

Guarantee Arrangements and Pledged Assets and Collateral - Summary of Credit Ratings of Credit Risk Related Guarantees (Detail) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	157,935
Sell-protection Credit Derivatives [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	149,540
Single name credit default swaps (CDS) [Member]	'
Credit Derivatives [Line Items]	'
Average Life in years	'2 years 6 months	[1]
Single name credit default swaps (CDS) [Member] | Sell-protection Credit Derivatives [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	115,523	[1]
Structured CDS [Member]	'
Credit Derivatives [Line Items]	'
Average Life in years	'2 years 1 month 6 days	[1]
Structured CDS [Member] | Sell-protection Credit Derivatives [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	12,704	[1]
Index credit derivatives [Member]	'
Credit Derivatives [Line Items]	'
Average Life in years	'2 years 9 months 18 days	[1]
Index credit derivatives [Member] | Sell-protection Credit Derivatives [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	17,342	[1]
Total return swaps [Member]	'
Credit Derivatives [Line Items]	'
Average Life in years	'3 years 3 months 18 days	[1]
Total return swaps [Member] | Sell-protection Credit Derivatives [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	3,971	[1]
Standby Letters of Credit [Member]	'
Credit Derivatives [Line Items]	'
Average Life in years	'1 year 1 month 6 days	[2]
Credit Ratings of the Obligors or the Transactions	8,395	[2]
External Credit Rating, Investment Grade [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	134,825
External Credit Rating, Investment Grade [Member] | Sell-protection Credit Derivatives [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	128,603
External Credit Rating, Investment Grade [Member] | Single name credit default swaps (CDS) [Member] | Sell-protection Credit Derivatives [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	96,763	[1]
External Credit Rating, Investment Grade [Member] | Structured CDS [Member] | Sell-protection Credit Derivatives [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	11,139	[1]
External Credit Rating, Investment Grade [Member] | Index credit derivatives [Member] | Sell-protection Credit Derivatives [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	17,148	[1]
External Credit Rating, Investment Grade [Member] | Total return swaps [Member] | Sell-protection Credit Derivatives [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	3,553	[1]
External Credit Rating, Investment Grade [Member] | Standby Letters of Credit [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	6,222	[2]
External Credit Rating, Non Investment Grade [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	23,110
External Credit Rating, Non Investment Grade [Member] | Sell-protection Credit Derivatives [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	20,937
External Credit Rating, Non Investment Grade [Member] | Single name credit default swaps (CDS) [Member] | Sell-protection Credit Derivatives [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	18,760	[1]
External Credit Rating, Non Investment Grade [Member] | Structured CDS [Member] | Sell-protection Credit Derivatives [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	1,565	[1]
External Credit Rating, Non Investment Grade [Member] | Index credit derivatives [Member] | Sell-protection Credit Derivatives [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	194	[1]
External Credit Rating, Non Investment Grade [Member] | Total return swaps [Member] | Sell-protection Credit Derivatives [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	418	[1]
External Credit Rating, Non Investment Grade [Member] | Standby Letters of Credit [Member]	'
Credit Derivatives [Line Items]	'
Credit Ratings of the Obligors or the Transactions	2,173	[2]
[1]	The credit ratings in the table represent external credit ratings for classification as investment grade and non-investment grade.
[2]	External ratings for most of the obligors are not available. Presented above are the internal credit ratings which are developed using similar methodologies and rating scale equivalent to external credit ratings for purposes of classification as investment grade and non-investment grade.

Guarantee_Arrangements_and_Ple7

Guarantee Arrangements and Pledged Assets and Collateral - Outstanding Repurchase Demands Received From GSEs and Other Third Parties (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Commitments and Contingencies Disclosure [Abstract]	'		'
GSEs	$3		$41
Others	0		3
Total	$3	[1]	$44	[1]
[1]	Includes repurchase demands on loans sourced from our legacy broker channel of $1 million and $26 million at June 30, 2014 and December 31, 2013, respectively.

Guarantee_Arrangements_and_Ple8

Guarantee Arrangements and Pledged Assets and Collateral - Summary of Change in Estimated Repurchase Liability for Loans Sold to GSEs and Other Third Parties (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Estimated Repurchase Liability For Loans Sold [Roll Forward]	'	'	'	'
Balance at beginning of period	$36	$211	$99	$219
Increase (decrease) in liability recorded through earnings	0	23	-34	36
Realized losses	-2	-17	-31	-38
Balance at end of period	$34	$217	$34	$217

Guarantee_Arrangements_and_Ple9

Guarantee Arrangements and Pledged Assets and Collateral - Summary of Pledged Assets Included in Consolidated Balance Sheet (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Commitments and Contingencies Disclosure [Abstract]	'		'
Interest bearing deposits with banks	$324		$355
Trading assets	3,051	[1]	1,296	[1]
Securities available-for-sale	15,307	[2]	21,346	[2]
Securities held to maturity	327		362
Loans	3,732	[3]	3,969	[3]
Other assets	2,904	[4]	2,904	[4]
Total	$25,645		$30,232
[1]	Trading assets are primarily pledged against liabilities associated with repurchase agreements.
[2]	Securities available-for-sale are primarily pledged against derivatives, public fund deposits, trust deposits and various short-term and long term borrowings, as well as providing capacity for potential secured borrowings from the Federal Home Loan Bank and the Federal Reserve Bank.
[3]	Loans are primarily residential mortgage loans pledged against long-term borrowings from the Federal Home Loan Bank.
[4]	Other assets represent cash on deposit with non-banks related to derivative collateral support agreements.

Recovered_Sheet1

Guarantee Arrangements and Pledged Assets and Collateral - Offsetting of Resale and Repurchase Agreements and Securities Borrowing and Lending Agreements (Details) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Commitments and Contingencies Disclosure [Abstract]	'		'
Securities purchased under agreements to resell, Gross Amounts Recognized	$7,745		$4,187
Securities sold under repurchase agreements, Gross Amounts Offset in the Balance Sheet	5,434	[1]	2,068	[1]
Securities Purchased under Agreements to Resell	2,311		2,119
Securities purchased under agreements to resell, Gross Amounts Not Offset in the Balance Sheet, Financial Instruments	2,311	[2]	2,118	[2]
Securities purchased under agreements to resell, Gross Amounts Not Offset in the Balance Sheet, Cash Collateral Receive / Pledged	0		0
Securities purchased under agreements to resell, Net amount	0	[3]	1	[3]
Securities sold under repurchase agreements, Gross Amounts Recognized	11,915		14,989
Securities sold under repurchase agreements, Gross Amounts Offset in the Balance Sheet	5,434	[1]	2,068	[1]
Securities sold under repurchase agreements, Net Amounts Presented in the Balance Sheet	6,481		12,921
Securities sold under repurchase agreements, Gross Amounts Not Offset in the Balance sheet, Financial Instruments	6,481	[2]	12,913	[2]
Securities sold under repurchase agreements, Gross Amounts Not Offset in the Balance Sheet, Cash Collateral Received / Pledged	0		0
Securities sold under repurchase agreements, Net amount	$0	[3]	$8	[3]
[1]	Represents recognized amount of resale and repurchase agreements with counterparties subject to legally enforceable netting agreements that meet the applicable netting criteria as permitted by generally accepted accounting principles.
[2]	Represents securities received or pledged to cover financing transaction exposures.
[3]	Represents the amount of our exposure that is not collateralized / covered by pledged collateral.

Fair_Value_Measurements_Carryi

Fair Value Measurements - Carrying Value and Estimated Fair Value of Financial Instruments (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value Of Other Financial Instrument [Line Items]	'	'
Federal funds sold and securities purchased under resale agreements	$2,311	$2,119
Commercial loans designated under fair value option and held for sale	159	58
Loans held for sale	500	230
Deposits designated under fair value option	7,714	7,740
Long-term debt designated under fair value option	8,300	7,600
Commercial Loan [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	396	76
Consumer Loans [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	104	154
Consumer Loans [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	38	91
Consumer Loans [Member] | Other consumer [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	66	63
Level 1 [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Short-term financial assets	2,325	961
Federal funds sold and securities purchased under resale agreements	0	0
Non-derivative trading assets	2,717	1,344
Derivatives	10	26
Securities	27,924	39,553
Commercial loans, net of allowance for credit losses	0	0
Commercial loans designated under fair value option and held for sale	0	0
Consumer loans, net of allowance for credit losses	0	0
Short-term financial liabilities	0	0
Deposits without fixed maturities	0	0
Deposits with fixed maturities	0	0
Deposits designated under fair value option	0	0
Non-derivative trading liabilities	656	308
Derivatives	14	5
Long-term debt	0	0
Long-term debt designated under fair value option	0	0
Level 1 [Member] | Commercial Loan [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	0	0
Level 1 [Member] | Consumer Loans [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	0	0
Level 1 [Member] | Consumer Loans [Member] | Other consumer [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	0	0
Level 2 [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Short-term financial assets	23,946	19,614
Federal funds sold and securities purchased under resale agreements	2,311	2,119
Non-derivative trading assets	15,006	18,924
Derivatives	5,828	7,467
Securities	18,226	16,852
Commercial loans, net of allowance for credit losses	0	0
Commercial loans designated under fair value option and held for sale	159	58
Consumer loans, net of allowance for credit losses	0	0
Short-term financial liabilities	12,924	19,154
Deposits without fixed maturities	105,977	102,584
Deposits with fixed maturities	1,834	2,289
Deposits designated under fair value option	5,457	5,406
Non-derivative trading liabilities	3,152	3,826
Derivatives	5,715	7,294
Long-term debt	17,022	15,729
Long-term debt designated under fair value option	7,525	6,686
Level 2 [Member] | Commercial Loan [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	237	18
Level 2 [Member] | Consumer Loans [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	14	36
Level 2 [Member] | Consumer Loans [Member] | Other consumer [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	0	0
Level 3 [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Short-term financial assets	64	51
Federal funds sold and securities purchased under resale agreements	0	0
Non-derivative trading assets	3,079	2,635
Derivatives	44	76
Securities	0	0
Commercial loans, net of allowance for credit losses	54,210	49,897
Commercial loans designated under fair value option and held for sale	0	0
Consumer loans, net of allowance for credit losses	16,732	16,051
Short-term financial liabilities	63	51
Deposits without fixed maturities	0	0
Deposits with fixed maturities	0	0
Deposits designated under fair value option	2,257	2,334
Non-derivative trading liabilities	0	0
Derivatives	18	49
Long-term debt	0	0
Long-term debt designated under fair value option	738	900
Level 3 [Member] | Commercial Loan [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	0	0
Level 3 [Member] | Consumer Loans [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	24	56
Level 3 [Member] | Consumer Loans [Member] | Other consumer [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	66	63
Carrying Value [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Short-term financial assets	26,335	20,626
Federal funds sold and securities purchased under resale agreements	2,311	2,119
Non-derivative trading assets	20,802	22,903
Derivatives	5,882	7,569
Securities	46,081	56,368
Commercial loans, net of allowance for credit losses	52,650	48,186
Commercial loans designated under fair value option and held for sale	159	58
Consumer loans, net of allowance for credit losses	18,924	18,903
Short-term financial liabilities	12,987	19,205
Deposits without fixed maturities	105,977	102,584
Deposits with fixed maturities	1,830	2,284
Deposits designated under fair value option	7,714	7,740
Non-derivative trading liabilities	3,808	4,134
Derivatives	5,747	7,348
Long-term debt	16,341	15,261
Long-term debt designated under fair value option	8,263	7,586
Carrying Value [Member] | Commercial Loan [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	237	18
Carrying Value [Member] | Consumer Loans [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	38	91
Carrying Value [Member] | Consumer Loans [Member] | Other consumer [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	66	63
Estimate of fair value [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Short-term financial assets	26,335	20,626
Federal funds sold and securities purchased under resale agreements	2,311	2,119
Non-derivative trading assets	20,802	22,903
Derivatives	5,882	7,569
Securities	46,150	56,405
Commercial loans, net of allowance for credit losses	54,210	49,897
Commercial loans designated under fair value option and held for sale	159	58
Consumer loans, net of allowance for credit losses	16,732	16,051
Short-term financial liabilities	12,987	19,205
Deposits without fixed maturities	105,977	102,584
Deposits with fixed maturities	1,834	2,289
Deposits designated under fair value option	7,714	7,740
Non-derivative trading liabilities	3,808	4,134
Derivatives	5,747	7,348
Long-term debt	17,022	15,729
Long-term debt designated under fair value option	8,263	7,586
Estimate of fair value [Member] | Commercial Loan [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	237	18
Estimate of fair value [Member] | Consumer Loans [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	38	92
Estimate of fair value [Member] | Consumer Loans [Member] | Other consumer [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Loans held for sale	$66	$63

Fair_Value_Measurements_Assets

Fair Value Measurements - Assets and Liabilities Recorded at Fair Value on Recurring Basis (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	$30,769		$41,167
Gross Balance, Liabilities	831		365
Level 1 [Member] | Equity securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Debt Securities issued by foreign entities [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Debt Securities issued by foreign entities [Member] | Foreign Government Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	10		40
Level 1 [Member] | Deposits in domestic offices [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	0	[1]	0	[1]
Level 1 [Member] | Trading Liabilities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	656		308
Level 1 [Member] | Derivatives [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	175	[2]	57	[2]
Level 1 [Member] | Derivatives [Member] | Interest rate contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	37	[2]	34	[2]
Level 1 [Member] | Derivatives [Member] | Foreign exchange contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	0	[2]	16	[2]
Level 1 [Member] | Derivatives [Member] | Equity contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	0	[2]	0	[2]
Level 1 [Member] | Derivatives [Member] | Precious metals contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	138	[2]	7	[2]
Level 1 [Member] | Derivatives [Member] | Credit contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	0	[2]	0	[2]
Level 1 [Member] | Derivatives [Member] | Derivatives netting [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	0	[2]	0	[2]
Level 1 [Member] | Long-term Debt [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	0	[3]	0	[3]
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Equity securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Precious metals [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	2,717		1,344
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Obligations of U.S. States and political subdivisions [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Collateralized debt obligations [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Asset backed securities [Member] | Residential Mortgage [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Asset backed securities [Member] | Student Loans [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Debt Securities issued by foreign entities [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Debt Securities issued by foreign entities [Member] | Foreign Government Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Derivatives [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	128	[2]	270	[2]
Level 1 [Member] | Derivatives [Member] | Interest rate contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	97	[2]	81	[2]
Level 1 [Member] | Derivatives [Member] | Foreign exchange contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	29	[2]	7	[2]
Level 1 [Member] | Derivatives [Member] | Equity contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0	[2]	0	[2]
Level 1 [Member] | Derivatives [Member] | Precious metals contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	2	[2]	182	[2]
Level 1 [Member] | Derivatives [Member] | Credit contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0	[2]	0	[2]
Level 1 [Member] | Derivatives [Member] | Derivatives netting [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0	[2]	0	[2]
Level 1 [Member] | Securities available-for-sale [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	'		0
Level 1 [Member] | Securities available-for-sale [Member] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	27,914		39,513
Level 1 [Member] | Securities available-for-sale [Member] | Obligations of U.S. States and political subdivisions [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Residential Mortgage [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Commercial mortgages [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Home Equity Line of Credit [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Others [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 1 [Member] | Loans [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0	[4]	0	[4]
Level 1 [Member] | Mortgage servicing rights [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0	[5]	0	[5]
Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	103,885		113,315
Gross Balance, Liabilities	87,283		93,424
Level 2 [Member] | Equity securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	166		162
Level 2 [Member] | Debt Securities issued by foreign entities [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	869		881
Level 2 [Member] | Debt Securities issued by foreign entities [Member] | Foreign Government Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	3,628		3,681
Level 2 [Member] | Deposits in domestic offices [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	5,457	[1]	5,406	[1]
Level 2 [Member] | Trading Liabilities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	3,152		3,826
Level 2 [Member] | Derivatives [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	71,149	[2]	77,506	[2]
Level 2 [Member] | Derivatives [Member] | Interest rate contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	53,651	[2]	56,282	[2]
Level 2 [Member] | Derivatives [Member] | Foreign exchange contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	11,606	[2]	14,576	[2]
Level 2 [Member] | Derivatives [Member] | Equity contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	1,414	[2]	1,403	[2]
Level 2 [Member] | Derivatives [Member] | Precious metals contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	656	[2]	847	[2]
Level 2 [Member] | Derivatives [Member] | Credit contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	3,822	[2]	4,398	[2]
Level 2 [Member] | Derivatives [Member] | Derivatives netting [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	0	[2]	0	[2]
Level 2 [Member] | Long-term Debt [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	7,525	[3]	6,686	[3]
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Equity securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	21		25
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Precious metals [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	10,477		11,751
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	135		178
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Obligations of U.S. States and political subdivisions [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	27		25
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Collateralized debt obligations [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Asset backed securities [Member] | Residential Mortgage [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	153		159
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Asset backed securities [Member] | Student Loans [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	81		68
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Debt Securities issued by foreign entities [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	77		495
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Debt Securities issued by foreign entities [Member] | Foreign Government Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	4,035		6,223
Level 2 [Member] | Derivatives [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	71,866	[2]	78,980	[2]
Level 2 [Member] | Derivatives [Member] | Interest rate contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	52,969	[2]	56,095	[2]
Level 2 [Member] | Derivatives [Member] | Foreign exchange contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	12,731	[2]	15,291	[2]
Level 2 [Member] | Derivatives [Member] | Equity contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	2,062	[2]	2,042	[2]
Level 2 [Member] | Derivatives [Member] | Precious metals contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	644	[2]	1,400	[2]
Level 2 [Member] | Derivatives [Member] | Credit contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	3,460	[2]	4,152	[2]
Level 2 [Member] | Derivatives [Member] | Derivatives netting [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0	[2]	0	[2]
Level 2 [Member] | Securities available-for-sale [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	'		0
Level 2 [Member] | Securities available-for-sale [Member] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	11,186		9,439
Level 2 [Member] | Securities available-for-sale [Member] | Obligations of U.S. States and political subdivisions [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	730		742
Level 2 [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Residential Mortgage [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	1		1
Level 2 [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Commercial mortgages [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	86		126
Level 2 [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Home Equity Line of Credit [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	94		227
Level 2 [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Others [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	94		94
Level 2 [Member] | Loans [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	159	[4]	58	[4]
Level 2 [Member] | Mortgage servicing rights [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0	[5]	0	[5]
Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	3,803		3,667
Gross Balance, Liabilities	3,217		3,751
Level 3 [Member] | Equity securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Debt Securities issued by foreign entities [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Debt Securities issued by foreign entities [Member] | Foreign Government Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Deposits in domestic offices [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	2,257	[1]	2,334	[1]
Level 3 [Member] | Trading Liabilities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	0		0
Level 3 [Member] | Derivatives [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	222	[2]	517	[2]
Level 3 [Member] | Derivatives [Member] | Interest rate contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	1	[2]	0	[2]
Level 3 [Member] | Derivatives [Member] | Foreign exchange contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	16	[2]	36	[2]
Level 3 [Member] | Derivatives [Member] | Equity contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	106	[2]	157	[2]
Level 3 [Member] | Derivatives [Member] | Precious metals contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	0	[2]	3	[2]
Level 3 [Member] | Derivatives [Member] | Credit contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	99	[2]	321	[2]
Level 3 [Member] | Derivatives [Member] | Derivatives netting [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	0	[2]	0	[2]
Level 3 [Member] | Long-term Debt [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	738	[3]	900	[3]
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	2,819		2,260
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Equity securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Precious metals [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Obligations of U.S. States and political subdivisions [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Collateralized debt obligations [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	260		254
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Asset backed securities [Member] | Residential Mortgage [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Asset backed securities [Member] | Student Loans [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Debt Securities issued by foreign entities [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Debt Securities issued by foreign entities [Member] | Foreign Government Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		121
Level 3 [Member] | Derivatives [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	538	[2]	805	[2]
Level 3 [Member] | Derivatives [Member] | Interest rate contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	1	[2]	1	[2]
Level 3 [Member] | Derivatives [Member] | Foreign exchange contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	16	[2]	131	[2]
Level 3 [Member] | Derivatives [Member] | Equity contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	165	[2]	160	[2]
Level 3 [Member] | Derivatives [Member] | Precious metals contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0	[2]	1	[2]
Level 3 [Member] | Derivatives [Member] | Credit contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	356	[2]	512	[2]
Level 3 [Member] | Derivatives [Member] | Derivatives netting [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0	[2]	0	[2]
Level 3 [Member] | Securities available-for-sale [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	'		0
Level 3 [Member] | Securities available-for-sale [Member] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Securities available-for-sale [Member] | Obligations of U.S. States and political subdivisions [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Residential Mortgage [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Commercial mortgages [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Home Equity Line of Credit [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Others [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0		0
Level 3 [Member] | Loans [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0	[4]	0	[4]
Level 3 [Member] | Mortgage servicing rights [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	186	[5]	227	[5]
Estimate of fair value [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	138,457		158,149
Netting, Assets	-66,650	[6]	-72,486	[6]
Net Balance, Assets	71,807		85,663
Gross Balance, Liabilities	91,331		97,540
Netting, Liabilities	-65,799	[6]	-70,732	[6]
Net Balance, Liabilities	25,532		26,808
Estimate of fair value [Member] | Equity securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	166		162
Net Balance, Assets	166		162
Estimate of fair value [Member] | Debt Securities issued by foreign entities [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	869		881
Net Balance, Assets	869		881
Estimate of fair value [Member] | Debt Securities issued by foreign entities [Member] | Foreign Government Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	3,638		3,721
Net Balance, Assets	3,638		3,721
Estimate of fair value [Member] | Deposits in domestic offices [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	7,714	[1]	7,740	[1]
Net Balance, Liabilities	7,714	[1]	7,740	[1]
Estimate of fair value [Member] | Trading Liabilities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	3,808		4,134
Net Balance, Liabilities	3,808		4,134
Estimate of fair value [Member] | Derivatives [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	71,546	[2]	78,080	[2]
Netting, Liabilities	-65,799	[2],[6]	-70,732	[2],[6]
Net Balance, Liabilities	5,747	[2]	7,348	[2]
Estimate of fair value [Member] | Derivatives [Member] | Interest rate contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	53,689	[2]	56,316	[2]
Netting, Liabilities	0	[2],[6]	0	[2],[6]
Net Balance, Liabilities	53,689	[2]	56,316	[2]
Estimate of fair value [Member] | Derivatives [Member] | Foreign exchange contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	11,622	[2]	14,628	[2]
Netting, Liabilities	0	[2],[6]	0	[2],[6]
Net Balance, Liabilities	11,622	[2]	14,628	[2]
Estimate of fair value [Member] | Derivatives [Member] | Equity contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	1,520	[2]	1,560	[2]
Netting, Liabilities	0	[2],[6]	0	[2],[6]
Net Balance, Liabilities	1,520	[2]	1,560	[2]
Estimate of fair value [Member] | Derivatives [Member] | Precious metals contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	794	[2]	857	[2]
Netting, Liabilities	0	[2],[6]	0	[2],[6]
Net Balance, Liabilities	794	[2]	857	[2]
Estimate of fair value [Member] | Derivatives [Member] | Credit contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	3,921	[2]	4,719	[2]
Netting, Liabilities	0	[2],[6]	0	[2],[6]
Net Balance, Liabilities	3,921	[2]	4,719	[2]
Estimate of fair value [Member] | Derivatives [Member] | Derivatives netting [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	0	[2]	0	[2]
Netting, Liabilities	-65,799	[2],[6]	-70,732	[2],[6]
Net Balance, Liabilities	-65,799	[2]	-70,732	[2]
Estimate of fair value [Member] | Long-term Debt [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Liabilities	8,263	[3]	7,586	[3]
Netting, Liabilities	0	[3],[6]	'
Net Balance, Liabilities	8,263	[3]	7,586	[3]
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	2,819		2,260
Net Balance, Assets	2,819		2,260
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Equity securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	21		25
Net Balance, Assets	21		25
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Precious metals [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	10,477		11,751
Net Balance, Assets	10,477		11,751
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	2,852		1,522
Net Balance, Assets	2,852		1,522
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Obligations of U.S. States and political subdivisions [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	27		25
Net Balance, Assets	27		25
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Collateralized debt obligations [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	260		254
Net Balance, Assets	260		254
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Asset backed securities [Member] | Residential Mortgage [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	153		159
Net Balance, Assets	153		159
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Asset backed securities [Member] | Student Loans [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	81		68
Net Balance, Assets	81		68
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Debt Securities issued by foreign entities [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	77		495
Net Balance, Assets	77		495
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Debt Securities issued by foreign entities [Member] | Foreign Government Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	4,035		6,344
Net Balance, Assets	4,035		6,344
Estimate of fair value [Member] | Derivatives [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	72,532	[2]	80,055	[2]
Netting, Assets	-66,650	[2],[6]	-72,486	[2],[6]
Net Balance, Assets	5,882	[2]	7,569	[2]
Estimate of fair value [Member] | Derivatives [Member] | Interest rate contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	53,067	[2]	56,177	[2]
Netting, Assets	0	[2],[6]	0	[2],[6]
Net Balance, Assets	53,067	[2]	56,177	[2]
Estimate of fair value [Member] | Derivatives [Member] | Foreign exchange contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	12,776	[2]	15,429	[2]
Netting, Assets	0	[2],[6]	0	[2],[6]
Net Balance, Assets	12,776	[2]	15,429	[2]
Estimate of fair value [Member] | Derivatives [Member] | Equity contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	2,227	[2]	2,202	[2]
Netting, Assets	0	[2],[6]	0	[2],[6]
Net Balance, Assets	2,227	[2]	2,202	[2]
Estimate of fair value [Member] | Derivatives [Member] | Precious metals contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	646	[2]	1,583	[2]
Netting, Assets	0	[2],[6]	0	[2],[6]
Net Balance, Assets	646	[2]	1,583	[2]
Estimate of fair value [Member] | Derivatives [Member] | Credit contracts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	3,816	[2]	4,664	[2]
Netting, Assets	0	[2],[6]	0	[2],[6]
Net Balance, Assets	3,816	[2]	4,664	[2]
Estimate of fair value [Member] | Derivatives [Member] | Derivatives netting [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	0	[2]	0	[2]
Netting, Assets	-66,650	[2],[6]	-72,486	[2],[6]
Net Balance, Assets	-66,650	[2]	-72,486	[2]
Estimate of fair value [Member] | Securities available-for-sale [Member] | Corporate Debt Securities [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	'		0
Net Balance, Assets	'		0
Estimate of fair value [Member] | Securities available-for-sale [Member] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	39,100		48,952
Net Balance, Assets	39,100		48,952
Estimate of fair value [Member] | Securities available-for-sale [Member] | Obligations of U.S. States and political subdivisions [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	730		742
Net Balance, Assets	730		742
Estimate of fair value [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Residential Mortgage [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	1		1
Net Balance, Assets	1		1
Estimate of fair value [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Commercial mortgages [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	86		126
Net Balance, Assets	86		126
Estimate of fair value [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Home Equity Line of Credit [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	94		227
Net Balance, Assets	94		227
Estimate of fair value [Member] | Securities available-for-sale [Member] | Asset backed securities [Member] | Others [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	94		94
Net Balance, Assets	94		94
Estimate of fair value [Member] | Loans [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	159	[4]	58	[4]
Net Balance, Assets	159	[4]	58	[4]
Estimate of fair value [Member] | Mortgage servicing rights [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Gross Balance, Assets	186	[5]	227	[5]
Net Balance, Assets	$186	[5]	$227	[5]
[1]	Represents structured deposits risk-managed on a fair value basis for which we have elected to apply the fair value option.
[2]	Includes trading derivative assets of $4,354 million and $5,991 million and trading derivative liabilities of $5,007 million and $6,741 million as of June 30, 2014 and December 31, 2013, respectively, as well as derivatives held for hedging and commitments accounted for as derivatives.
[3]	Includes structured notes and own debt issuances which we have elected to measure on a fair value basis.
[4]	Includes certain commercial loans held for sale which we have elected to apply the fair value option. See Note 6, "Loans Held for Sale," for further information.
[5]	See Note 7, "Intangible Assets," for additional information.
[6]	Represents counterparty and cash collateral netting which allow the offsetting of amounts relating to certain contracts if certain conditions are met.

Fair_Value_Measurements_Additi

Fair Value Measurements - Additional Information (Detail) (USD $)

3 Months Ended

6 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

6 Months Ended

12 Months Ended

6 Months Ended

12 Months Ended

6 Months Ended

12 Months Ended

6 Months Ended

12 Months Ended

6 Months Ended

12 Months Ended

6 Months Ended

12 Months Ended

6 Months Ended

12 Months Ended

6 Months Ended

12 Months Ended

6 Months Ended

12 Months Ended

6 Months Ended

12 Months Ended

In Millions, unless otherwise specified

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Minimum [Member]

Maximum [Member]

Derivatives [Member]

Derivatives [Member]

Derivative Liabilities [Member]

Derivative Liabilities [Member]

Credit contracts [Member]

Credit contracts [Member]

Credit contracts [Member]

Credit contracts [Member]

Credit contracts [Member]

Credit contracts [Member]

Credit contracts [Member]

Credit contracts [Member]

Derivatives [Member]

Derivatives [Member]

Deposits In Domestic Office [Member]

Deposits In Domestic Office [Member]

Deposits In Domestic Office [Member]

Deposits In Domestic Office [Member]

Long-term Debt [Member]

Long-term Debt [Member]

Long-term Debt [Member]

Long-term Debt [Member]

Foreign Government Debt Securities [Member]

Foreign Government Debt Securities [Member]

Foreign Government Debt Securities [Member]

Foreign Government Debt Securities [Member]

Foreign Government Debt Securities [Member]

Foreign Government Debt Securities [Member]

Foreign Government Debt Securities [Member]

Foreign Government Debt Securities [Member]

Foreign exchange contracts [Member]

Foreign exchange contracts [Member]

Foreign exchange contracts [Member]

Foreign exchange contracts [Member]

Deposits In Domestic Offices [Member]

Deposits In Domestic Offices [Member]

Deposits In Domestic Offices [Member]

Deposits In Domestic Offices [Member]

Deposits In Domestic Offices [Member]

Deposits In Domestic Offices [Member]

Deposits In Domestic Offices [Member]

Deposits In Domestic Offices [Member]

Equity contracts [Member]

Equity contracts [Member]

Equity contracts [Member]

Equity contracts [Member]

Equity contracts [Member]

Equity contracts [Member]

Equity contracts [Member]

Equity contracts [Member]

Loss Severity Rates [Member]

Loss Severity Rates [Member]

Option pricing model [Member]

Option pricing model [Member]

Option pricing model [Member]

Option pricing model [Member]

Option adjusted discounted cash flows [Member]

Option adjusted discounted cash flows [Member]

Option adjusted discounted cash flows [Member]

Option adjusted discounted cash flows [Member]

Option adjusted discounted cash flows [Member]

Option adjusted discounted cash flows [Member]

Option adjusted discounted cash flows [Member]

Option adjusted discounted cash flows [Member]

Option pricing model [Member]

Option pricing model [Member]

Option pricing model [Member]

Option pricing model [Member]

Option pricing model [Member]

Option pricing model [Member]

Option pricing model [Member]

Option pricing model [Member]

Residential Mortgage [Member]

Commercial Loan [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Foreign Exchange Volatility And Correlation Of Basket Of Currencies [Member]

Foreign Exchange Volatility And Correlation Of Basket Of Currencies [Member]

Foreign Exchange Volatility And Correlation Of Basket Of Currencies [Member]

Foreign Exchange Volatility And Correlation Of Basket Of Currencies [Member]

Equity / Equity Index volatility [Member]

Equity / Equity Index volatility [Member]

Equity / Equity and Equity / Index correlation [Member]

Equity / Equity and Equity / Index correlation [Member]

Equity / Equity Index volatility [Member]

Equity / Equity Index volatility [Member]

Equity / Equity and Equity / Index correlation [Member]

Equity / Equity and Equity / Index correlation [Member]

Equity / Equity Index volatility [Member]

Equity / Equity Index volatility [Member]

Equity / Equity and Equity / Index correlation [Member]

Equity / Equity and Equity / Index correlation [Member]

Equity / Equity Index volatility [Member]

Equity / Equity Index volatility [Member]

Equity / Equity and Equity / Index correlation [Member]

Equity / Equity and Equity / Index correlation [Member]

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

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair value of assets

$3,581

$2,615

$3,581

$2,615

$3,690

$3,150

$3,181

$3,690

'

'

$538

$985

$222

$740

$257

$225

[1]

$257

$225

[1]

$181

[1]

$191

[1]

$364

[1]

$571

[1]

'

'

'

'

'

'

'

'

'

'

$0

$135

$0

$135

$117

$121

$143

$311

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Trading securities

25,156

'

25,156

'

'

28,894

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4,354

5,991

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Trading liabilities

8,815

'

8,815

'

'

10,875

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

5,007

6,741

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss severity rate

'

'

1.8

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Foreign currency implied volatility

'

'

3.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Equity implied volatility

'

'

5.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Transfers Into Level 3

2

0

6

-46

'

'

'

'

'

'

'

'

'

'

0

[1]

0

[1]

0

[1]

-46

[1]

'

'

'

'

'

'

'

-177

'

-160

'

'

'

'

0

0

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Long-term debt from Level 3 to Level 2

131

344

342

425

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

104

165

244

244

27

179

98

181

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Transfer out of level 3

107

15

98

21

'

'

'

'

'

'

'

'

'

'

-114

[1]

0

[1]

-114

[1]

0

[1]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

119

0

119

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Transfers into level 3

27

177

95

160

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

27

'

95

'

0

0

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Range of Inputs

'

'

'

'

'

'

'

'

70.00%

27.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

8.00%

[2]

11.00%

[2]

14.00%

[2]

16.00%

[2]

9.00%

[2],[3]

6.00%

[2],[3]

47.00%

50.00%

41.00%

[2],[3]

69.00%

[2],[3]

60.00%

58.00%

9.00%

[2]

6.00%

[2]

52.00%

[2]

50.00%

[2]

41.00%

[2]

69.00%

[2]

54.00%

[2]

58.00%

[2]

Deferred fee on stand by letters of credit

$41

'

$41

'

'

$46

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Revaluation period

'

'

'45 days

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

[1]

Level 3 net derivatives included derivative assets of $538 million and derivative liabilities of $222 million as of June 30, 2014 and derivative assets of $985 million and derivative liabilities of $740 million as of June 30, 2013.

[2]

We are the client-facing entity and we enter into identical but opposite derivatives to transfer the resultant risks to our affiliates. With the exception of counterparty credit risks, we are market neutral. The corresponding intra-group derivatives are presented as equity derivatives and foreign exchange derivatives in the table.

[3]

Structured deposits and structured notes contain embedded derivative features whose fair value measurements contain significant Level 3 inputs.

Fair_Value_Measurements_Change

Fair Value Measurements - Changes in Fair Value of Level 3 Assets and Liabilities (Detail) (USD $)	3 Months Ended				6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014		Jun. 30, 2013		Jun. 30, 2014		Jun. 30, 2013
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Fair Value Assets, Beginning Balance	$3,690		$3,181		$3,150		$3,690
Fair Value Assets, Trading Revenue (Loss)	43	[1]	-124	[1]	57	[1]	-38	[1]
Fair Value Assets, Other Revenue	-13	[1]	24	[1]	-25	[1]	39	[1]
Fair Value Assets, Purchases	11		232		564		268
Fair Value Assets, Issuances	0		5		0		11
Fair Value Assets, Settlements	-45		-688		-73		-1,288
Transfers Into Level 3	2		0		6		-46
Fair Value Assets, Transfers Out of Level 3	-107		-15		-98		-21
Fair Value Assets, Ending Balance	3,581		2,615		3,581		2,615
Fair Value Assets, Current Period Unrealized Gains (Losses)	-2		-127		-61		-96
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Fair Value Liability, Beginning Balance	-2,976		-3,494		-3,234		-3,065
Fair Value Liability, Trading Revenue (Loss)	-81	[1]	169	[1]	-113	[1]	97	[1]
Fair Value Liability, Purchases	0		0		0		0
Fair Value Liability, Issuances	-245		-140		-313		-755
Fair Value Liability, Settlements	203		178		418		338
Transfers into level 3	-27		-177		-95		-160
Fair Value Liability, Transfers Out of Level 3	131		344		342		425
Fair Value Liability, Ending Balance	-2,995		-3,120		-2,995		-3,120
Fair Value Liability, Current Period Unrealized Gains (Losses)	-56		193		-74		156
Interest rate contracts [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Fair Value Assets, Beginning Balance	1	[2]	6	[2]	1	[2]	7	[2]
Fair Value Assets, Trading Revenue (Loss)	0	[1],[2]	-1	[1],[2]	0	[1],[2]	-1	[1],[2]
Fair Value Assets, Other Revenue	-1	[1],[2]	-6	[1],[2]	-1	[1],[2]	-7	[1],[2]
Fair Value Assets, Purchases	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value Assets, Issuances	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value Assets, Settlements	0	[2]	0	[2]	0	[2]	0	[2]
Transfers Into Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value Assets, Transfers Out of Level 3	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value Assets, Ending Balance	0	[2]	-1	[2]	0	[2]	-1	[2]
Fair Value Assets, Current Period Unrealized Gains (Losses)	0	[2]	-7	[2]	-1	[2]	-8	[2]
Foreign exchange contracts [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Fair Value Assets, Beginning Balance	96	[2]	134	[2]	95	[2]	5	[2]
Fair Value Assets, Trading Revenue (Loss)	8	[1],[2]	-18	[1],[2]	10	[1],[2]	-4	[1],[2]
Fair Value Assets, Other Revenue	0	[1],[2]	0	[1],[2]	0	[1],[2]	0	[1],[2]
Fair Value Assets, Purchases	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value Assets, Issuances	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value Assets, Settlements	-6	[2]	-6	[2]	-12	[2]	116	[2]
Transfers Into Level 3	0	[2]	-6	[2]	0	[2]	-13	[2]
Fair Value Assets, Transfers Out of Level 3	-98	[2]	0	[2]	-93	[2]	0	[2]
Fair Value Assets, Ending Balance	0	[2]	104	[2]	0	[2]	104	[2]
Fair Value Assets, Current Period Unrealized Gains (Losses)	4	[2]	-28	[2]	5	[2]	106	[2]
Equity contracts [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Fair Value Assets, Beginning Balance	24	[2]	34	[2]	3	[2]	-7	[2]
Fair Value Assets, Trading Revenue (Loss)	66	[1],[2]	-81	[1],[2]	86	[1],[2]	-20	[1],[2]
Fair Value Assets, Other Revenue	0	[1],[2]	0	[1],[2]	0	[1],[2]	0	[1],[2]
Fair Value Assets, Purchases	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value Assets, Issuances	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value Assets, Settlements	-29	[2]	-27	[2]	-36	[2]	-48	[2]
Transfers Into Level 3	2	[2]	6	[2]	6	[2]	13	[2]
Fair Value Assets, Transfers Out of Level 3	-4	[2]	-15	[2]	0	[2]	-21	[2]
Fair Value Assets, Ending Balance	59	[2]	-83	[2]	59	[2]	-83	[2]
Fair Value Assets, Current Period Unrealized Gains (Losses)	41	[2]	-92	[2]	49	[2]	-73	[2]
Precious metals contracts [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Fair Value Assets, Beginning Balance	0	[2]	'		-2	[2]	'
Fair Value Assets, Trading Revenue (Loss)	0	[1],[2]	'		2	[1],[2]	'
Fair Value Assets, Other Revenue	0	[1],[2]	'		0	[1],[2]	'
Fair Value Assets, Purchases	0	[2]	'		0	[2]	'
Fair Value Assets, Issuances	0	[2]	'		0	[2]	'
Fair Value Assets, Settlements	0	[2]	'		0	[2]	'
Transfers Into Level 3	0	[2]	'		0	[2]	'
Fair Value Assets, Transfers Out of Level 3	0	[2]	'		0	[2]	'
Fair Value Assets, Ending Balance	0	[2]	'		0	[2]	'
Fair Value Assets, Current Period Unrealized Gains (Losses)	0	[2]	'		0	[2]	'
Credit contracts [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Fair Value Assets, Beginning Balance	181	[2]	364	[2]	191	[2]	571	[2]
Fair Value Assets, Trading Revenue (Loss)	-41	[1],[2]	-105	[1],[2]	-55	[1],[2]	-155	[1],[2]
Fair Value Assets, Other Revenue	0	[1],[2]	0	[1],[2]	0	[1],[2]	0	[1],[2]
Fair Value Assets, Purchases	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value Assets, Issuances	0	[2]	0	[2]	0	[2]	0	[2]
Fair Value Assets, Settlements	3	[2]	-34	[2]	7	[2]	-145	[2]
Transfers Into Level 3	0	[2]	0	[2]	0	[2]	-46	[2]
Fair Value Assets, Transfers Out of Level 3	114	[2]	0	[2]	114	[2]	0	[2]
Fair Value Assets, Ending Balance	257		225	[2]	257		225	[2]
Fair Value Assets, Current Period Unrealized Gains (Losses)	-42	[2]	-82	[2]	-98	[2]	-274	[2]
Collateralized debt obligations [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Fair Value Assets, Beginning Balance	258		481		254		466
Fair Value Assets, Trading Revenue (Loss)	7	[1]	83	[1]	14	[1]	118	[1]
Fair Value Assets, Other Revenue	0	[1]	0	[1]	0	[1]	0	[1]
Fair Value Assets, Purchases	0		216		0		237
Fair Value Assets, Issuances	0		0		0		0
Fair Value Assets, Settlements	-5		-553		-8		-594
Transfers Into Level 3	0		0		0		0
Fair Value Assets, Transfers Out of Level 3	0		0		0		0
Fair Value Assets, Ending Balance	260		227		260		227
Fair Value Assets, Current Period Unrealized Gains (Losses)	7		56		14		87
Corporate and other domestic [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Fair Value Assets, Beginning Balance	2,808		1,524		2,260		1,861
Fair Value Assets, Trading Revenue (Loss)	0	[1]	21	[1]	-5	[1]	28	[1]
Fair Value Assets, Other Revenue	0	[1]	0	[1]	0	[1]	0	[1]
Fair Value Assets, Purchases	11		16		564		31
Fair Value Assets, Issuances	0		0		0		0
Fair Value Assets, Settlements	0		-63		0		-422
Transfers Into Level 3	0		0		0		0
Fair Value Assets, Transfers Out of Level 3	0		0		0		0
Fair Value Assets, Ending Balance	2,819		1,498		2,819		1,498
Fair Value Assets, Current Period Unrealized Gains (Losses)	0		21		-6		24
Foreign debt securities [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Fair Value Assets, Beginning Balance	0		294		0		299
Fair Value Assets, Trading Revenue (Loss)	0	[1]	-9	[1]	0	[1]	-14	[1]
Fair Value Assets, Other Revenue	0	[1]	0	[1]	0	[1]	0	[1]
Fair Value Assets, Purchases	0		0		0		0
Fair Value Assets, Issuances	0		0		0		0
Fair Value Assets, Settlements	0		0		0		0
Transfers Into Level 3	0		0		0		0
Fair Value Assets, Transfers Out of Level 3	0		0		0		0
Fair Value Assets, Ending Balance	0		285		0		285
Fair Value Assets, Current Period Unrealized Gains (Losses)	0		-9		0		-14
Government debt securities issued by foreign entities [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Fair Value Assets, Beginning Balance	117		143		121		311
Fair Value Assets, Trading Revenue (Loss)	3	[1]	-7	[1]	5	[1]	15	[1]
Fair Value Assets, Other Revenue	0	[1]	0		0	[1]	0
Fair Value Assets, Purchases	0		0		0		0
Fair Value Assets, Issuances	0		0		0		0
Fair Value Assets, Settlements	-1		-1		-7		-191
Transfers Into Level 3	0		0		0		0
Fair Value Assets, Transfers Out of Level 3	-119		0		-119		0
Fair Value Assets, Ending Balance	0		135		0		135
Fair Value Assets, Current Period Unrealized Gains (Losses)	0		-9		0		10
Equity securities [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Fair Value Assets, Beginning Balance	0		11		0		9
Fair Value Assets, Trading Revenue (Loss)	0	[1]	-7	[1]	0	[1]	-5	[1]
Fair Value Assets, Other Revenue	0	[1]	0	[1]	0	[1]	0	[1]
Fair Value Assets, Purchases	0		0		0		0
Fair Value Assets, Issuances	0		0		0		0
Fair Value Assets, Settlements	0		-4		0		-4
Transfers Into Level 3	0		0		0		0
Fair Value Assets, Transfers Out of Level 3	0		0		0		0
Fair Value Assets, Ending Balance	0		0		0		0
Fair Value Assets, Current Period Unrealized Gains (Losses)	0		-7		0		-5
Mortgage servicing rights [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Fair Value Assets, Beginning Balance	205	[2],[3]	190	[2],[4]	227	[2],[3]	168	[2],[3]
Fair Value Assets, Trading Revenue (Loss)	0	[1],[2],[3]	0	[1],[2]	0	[1],[2],[3]	0	[1],[2],[3]
Fair Value Assets, Other Revenue	-12	[1],[2],[3]	30	[1],[2]	-24	[1],[2],[3]	46	[1],[2],[3]
Fair Value Assets, Purchases	0	[2],[3]	0	[2],[4]	0	[2],[3]	0	[2],[3]
Fair Value Assets, Issuances	0	[2],[3]	5	[2],[4]	0	[2],[3]	11	[2],[3]
Fair Value Assets, Settlements	-7	[2],[3]	0	[2],[4]	-17	[2],[3]	0	[2],[3]
Transfers Into Level 3	0	[2],[3]	0	[2],[4]	0	[2],[3]	0	[2],[3]
Fair Value Assets, Transfers Out of Level 3	0	[2],[3]	0	[2],[4]	0	[2],[3]	0	[2],[3]
Fair Value Assets, Ending Balance	186	[2],[3]	225	[2],[3],[4]	186	[2],[3]	225	[2],[3],[4]
Fair Value Assets, Current Period Unrealized Gains (Losses)	-12	[2],[3]	30	[2],[4]	-24	[2],[3]	51	[2],[3]
Deposits In Domestic Office [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Transfers Into Level 3	'		-177		'		-160
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Fair Value Liability, Beginning Balance	-2,244		-2,876		-2,334		-2,636
Fair Value Liability, Trading Revenue (Loss)	-85	[1]	411	[1]	-210	[1]	370	[1]
Fair Value Liability, Purchases	0		0		0		0
Fair Value Liability, Issuances	-135		-81		-160		-485
Fair Value Liability, Settlements	130		110		298		219
Transfers into level 3	-27		'		-95		'
Fair Value Liability, Transfers Out of Level 3	104		165		244		244
Fair Value Liability, Ending Balance	-2,257		-2,448		-2,257		-2,448
Fair Value Liability, Current Period Unrealized Gains (Losses)	-34		432		-51		406
Long-term Debt [Member]	'		'		'		'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Fair Value Liability, Beginning Balance	-732		-618		-900		-429
Fair Value Liability, Trading Revenue (Loss)	4	[1]	-242	[1]	97	[1]	-273	[1]
Fair Value Liability, Purchases	0		0		0		0
Fair Value Liability, Issuances	-110		-59		-153		-270
Fair Value Liability, Settlements	73		68		120		119
Transfers into level 3	0		0		0		0
Fair Value Liability, Transfers Out of Level 3	27		179		98		181
Fair Value Liability, Ending Balance	-738		-672		-738		-672
Fair Value Liability, Current Period Unrealized Gains (Losses)	($22)		($239)		($23)		($250)
[1]	Includes realized and unrealized gains and losses.
[2]	Level 3 net derivatives included derivative assets of $538 million and derivative liabilities of $222 million as of June 30, 2014 and derivative assets of $985 million and derivative liabilities of $740 million as of June 30, 2013.
[3]	See Note 7, "Intangible Assets," for additional information.
[4]	Includes certain commercial loans held for sale which we have elected to apply the fair value option. See Note 6, "Loans Held for Sale," for further information.

Fair_Value_Measurements_Quanti

Fair Value Measurements - Quantitative Information about Recurring Fair Value Measurement of Assets and Liabilities Classified as Level 3 (Detail) (USD $)	6 Months Ended		12 Months Ended
	Jun. 30, 2014		Dec. 31, 2013
Minimum [Member] | Collateralized debt obligations [Member] | Broker quotes or consensus pricing and, where applicable, discounted cash flows [Member] | Prepayment rates [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	1.00%		0.00%
Minimum [Member] | Collateralized debt obligations [Member] | Broker quotes or consensus pricing and, where applicable, discounted cash flows [Member] | Constant default rates [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	6.00%		5.00%
Minimum [Member] | Collateralized debt obligations [Member] | Broker quotes or consensus pricing and, where applicable, discounted cash flows [Member] | Loss Severity Rates [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	90.00%		90.00%
Minimum [Member] | Corporate and other domestic [Member] | Discounted cash flows [Member] | Spread volatility on collateral assets [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	1.00%		1.00%
Minimum [Member] | Foreign debt securities [Member] | Discounted cash flows [Member] | Correlations of default among a portfolio of credit names of embedded credit derivatives [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	'		36.00%
Minimum [Member] | Interest rate contracts [Member] | Market comparable adjusted for probability to fund [Member] | Probability to fund for rate lock commitments [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	5.00%		10.00%
Minimum [Member] | Foreign exchange contracts [Member] | Option pricing model [Member] | Implied volatility of currency pairs [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	8.00%	[1]	11.00%	[1]
Minimum [Member] | Equity derivative contracts [Member] | Option pricing model [Member] | Equity / Equity Index volatility [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	9.00%	[1]	6.00%	[1]
Minimum [Member] | Equity derivative contracts [Member] | Option pricing model [Member] | Equity / Equity and Equity / Index correlation [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	52.00%	[1]	50.00%	[1]
Minimum [Member] | Credit contracts [Member] | Option pricing model [Member] | Correlation of defaults of a portfolio of reference credit names [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	49.00%		46.00%
Minimum [Member] | Credit contracts [Member] | Option pricing model [Member] | Issuer by issuer correlation of defaults [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	83.00%		'
Minimum [Member] | Credit Derivative Contracts [Member] | Option pricing model [Member] | Industry by industry correlation of defaults [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	'		83.00%
Minimum [Member] | Mortgage servicing rights [Member] | Option adjusted discounted cash flows [Member] | Constant prepayment rates [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	8.00%		5.00%
Minimum [Member] | Mortgage servicing rights [Member] | Option adjusted discounted cash flows [Member] | Option adjusted spread [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	8.00%		8.00%
Minimum [Member] | Mortgage servicing rights [Member] | Option adjusted discounted cash flows [Member] | Estimated annualized costs to service [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of inputs per account	91		91
Minimum [Member] | Deposits In Domestic Offices [Member] | Option adjusted discounted cash flows [Member] | Equity / Equity Index volatility [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	9.00%	[1],[2]	6.00%	[1],[2]
Minimum [Member] | Deposits In Domestic Offices [Member] | Option adjusted discounted cash flows [Member] | Equity / Equity and Equity / Index correlation [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	47.00%		50.00%
Minimum [Member] | Deposits In Domestic Offices [Member] | Option adjusted discounted cash flows [Member] | Implied volatility of currency pairs [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	8.00%	[1],[2]	11.00%	[1],[2]
Minimum [Member] | Long-term Debt [Member] | Option adjusted discounted cash flows [Member] | Equity / Equity Index volatility [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	9.00%	[1],[2]	6.00%	[1],[2]
Minimum [Member] | Long-term Debt [Member] | Option adjusted discounted cash flows [Member] | Equity / Equity and Equity / Index correlation [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	47.00%	[1],[2]	50.00%	[1],[2]
Minimum [Member] | Long-term Debt [Member] | Option adjusted discounted cash flows [Member] | Implied volatility of currency pairs [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	8.00%	[1],[2]	11.00%	[1],[2]
Maximum [Member] | Collateralized debt obligations [Member] | Broker quotes or consensus pricing and, where applicable, discounted cash flows [Member] | Prepayment rates [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	5.00%		5.00%
Maximum [Member] | Collateralized debt obligations [Member] | Broker quotes or consensus pricing and, where applicable, discounted cash flows [Member] | Constant default rates [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	7.00%		7.00%
Maximum [Member] | Collateralized debt obligations [Member] | Broker quotes or consensus pricing and, where applicable, discounted cash flows [Member] | Loss Severity Rates [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	91.00%		100.00%
Maximum [Member] | Corporate and other domestic [Member] | Discounted cash flows [Member] | Spread volatility on collateral assets [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	3.00%		3.00%
Maximum [Member] | Foreign debt securities [Member] | Discounted cash flows [Member] | Correlations of default among a portfolio of credit names of embedded credit derivatives [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	'		63.00%
Maximum [Member] | Interest rate contracts [Member] | Market comparable adjusted for probability to fund [Member] | Probability to fund for rate lock commitments [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	97.00%		99.00%
Maximum [Member] | Foreign exchange contracts [Member] | Option pricing model [Member] | Implied volatility of currency pairs [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	14.00%	[1]	16.00%	[1]
Maximum [Member] | Equity derivative contracts [Member] | Option pricing model [Member] | Equity / Equity Index volatility [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	41.00%	[1]	69.00%	[1]
Maximum [Member] | Equity derivative contracts [Member] | Option pricing model [Member] | Equity / Equity and Equity / Index correlation [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	54.00%	[1]	58.00%	[1]
Maximum [Member] | Credit contracts [Member] | Option pricing model [Member] | Correlation of defaults of a portfolio of reference credit names [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	56.00%		54.00%
Maximum [Member] | Credit contracts [Member] | Option pricing model [Member] | Issuer by issuer correlation of defaults [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	95.00%		'
Maximum [Member] | Credit Derivative Contracts [Member] | Option pricing model [Member] | Industry by industry correlation of defaults [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	'		95.00%
Maximum [Member] | Mortgage servicing rights [Member] | Option adjusted discounted cash flows [Member] | Constant prepayment rates [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	46.00%		22.00%
Maximum [Member] | Mortgage servicing rights [Member] | Option adjusted discounted cash flows [Member] | Option adjusted spread [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	19.00%		19.00%
Maximum [Member] | Mortgage servicing rights [Member] | Option adjusted discounted cash flows [Member] | Estimated annualized costs to service [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of inputs per account	333		333
Maximum [Member] | Deposits In Domestic Offices [Member] | Option adjusted discounted cash flows [Member] | Equity / Equity Index volatility [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	41.00%	[1],[2]	69.00%	[1],[2]
Maximum [Member] | Deposits In Domestic Offices [Member] | Option adjusted discounted cash flows [Member] | Equity / Equity and Equity / Index correlation [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	60.00%		58.00%
Maximum [Member] | Deposits In Domestic Offices [Member] | Option adjusted discounted cash flows [Member] | Implied volatility of currency pairs [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	14.00%	[1],[2]	16.00%	[1],[2]
Maximum [Member] | Long-term Debt [Member] | Option adjusted discounted cash flows [Member] | Equity / Equity Index volatility [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	41.00%	[1],[2]	69.00%	[1],[2]
Maximum [Member] | Long-term Debt [Member] | Option adjusted discounted cash flows [Member] | Equity / Equity and Equity / Index correlation [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	60.00%	[1],[2]	58.00%	[1],[2]
Maximum [Member] | Long-term Debt [Member] | Option adjusted discounted cash flows [Member] | Implied volatility of currency pairs [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	14.00%	[1],[2]	16.00%	[1],[2]
Weighted Average [Member] | Corporate and other domestic [Member] | Discounted cash flows [Member] | Correlation between insurance claim shortfall and collateral value [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Range of Inputs	80.00%		80.00%
Recurring [Member] | Level 3 [Member] | Prepayment rates [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Prepayment rates		'Prepayment rates
Recurring [Member] | Level 3 [Member] | Constant default rates [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Conditional default rates		'Conditional default rates
Recurring [Member] | Level 3 [Member] | Loss Severity Rates [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Loss severity rates		'Loss severity rates
Recurring [Member] | Level 3 [Member] | Spread volatility on collateral assets [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Spread volatility on collateral assets		'Spread volatility on collateral assets
Recurring [Member] | Level 3 [Member] | Correlation between insurance claim shortfall and collateral value [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Correlation between insurance claim shortfall and collateral value		'Correlation between insurance claim shortfall and collateral value
Recurring [Member] | Level 3 [Member] | Correlations of default among a portfolio of credit names of embedded credit derivatives [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'		'Correlations of default among a portfolio of credit names of embedded credit derivatives
Recurring [Member] | Level 3 [Member] | Probability to fund for rate lock commitments [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Probability to fund for rate lock commitments		'Probability to fund for rate lock commitments
Recurring [Member] | Level 3 [Member] | Implied volatility of currency pairs [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Implied volatility of currency pairs		'Implied volatility of currency pairs
Recurring [Member] | Level 3 [Member] | Equity / Equity Index volatility [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Equity / Equity Index volatility	[1],[2]	'Equity / Equity Index volatility
Recurring [Member] | Level 3 [Member] | Equity / Equity and Equity / Index correlation [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Equity / Equity and Equity / Index correlation	[1],[2]	'Equity / Equity and Equity / Index correlation
Recurring [Member] | Level 3 [Member] | Correlation of defaults of a portfolio of reference credit names [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Correlation of defaults of a portfolio of reference credit names		'Correlation of defaults of a portfolio of reference credit names
Recurring [Member] | Level 3 [Member] | Industry by industry correlation of defaults [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Issuer by issuer correlation of defaults		'Industry by industry correlation of defaults
Recurring [Member] | Level 3 [Member] | Constant prepayment rates [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Constant prepayment rates		'Constant prepayment rates
Recurring [Member] | Level 3 [Member] | Option adjusted spread [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Option adjusted spread		'Option adjusted spread
Recurring [Member] | Level 3 [Member] | Estimated annualized costs to service [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Estimated annualized costs to service		'Estimated annualized costs to service
Recurring [Member] | Level 3 [Member] | Implied volatility of currency pairs [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Implied volatility of currency pairs	[1],[2]	'Implied volatility of currency pairs
Recurring [Member] | Level 3 [Member] | Broker quotes or consensus pricing and, where applicable, discounted cash flows [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Broker quotes or consensus pricing and, where applicable, discounted cash flows		'Broker quotes or consensus pricing and, where applicable, discounted cash flows
Recurring [Member] | Level 3 [Member] | Discounted cash flows [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Discounted cash flows		'Discounted cash flows
Recurring [Member] | Level 3 [Member] | Broker quotes or consensus pricing [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Discounted cash flows		'
Recurring [Member] | Level 3 [Member] | Market comparable adjusted for probability to fund [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Market comparable adjusted for probability to fund		'Market comparable adjusted for probability to fund
Recurring [Member] | Level 3 [Member] | Option pricing model [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Option pricing model	[1]	'Option pricing model
Recurring [Member] | Level 3 [Member] | Option adjusted discounted cash flows [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Significant Unobservable Inputs	'Option adjusted discounted cash flows	[1],[2]	'Option adjusted discounted cash flows
Recurring [Member] | Level 3 [Member] | Collateralized debt obligations [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Fair Value, Assets	260,000,000		254,000,000
Recurring [Member] | Level 3 [Member] | Corporate and other domestic [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Fair Value, Assets	2,819,000,000		2,260,000,000
Recurring [Member] | Level 3 [Member] | Foreign debt securities [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Fair Value, Assets	0		121,000,000
Recurring [Member] | Level 3 [Member] | Interest rate contracts [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Fair Value, Assets	0		1,000,000
Recurring [Member] | Level 3 [Member] | Foreign exchange contracts [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Fair Value, Assets	0	[1]	95,000,000
Recurring [Member] | Level 3 [Member] | Equity derivative contracts [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Fair Value, Assets	59,000,000	[1]	3,000,000
Recurring [Member] | Level 3 [Member] | Credit contracts [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Fair Value, Assets	257,000,000	[1]	191,000,000
Recurring [Member] | Level 3 [Member] | Mortgage servicing rights [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Fair Value, Assets	186,000,000		227,000,000
Recurring [Member] | Level 3 [Member] | Deposits In Domestic Offices [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Fair Value, Liabilities	-2,257,000,000	[1],[2]	-2,334,000,000
Recurring [Member] | Level 3 [Member] | Long-term Debt [Member]	'		'
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]	'		'
Fair Value, Liabilities	-738,000,000	[1],[2]	-900,000,000
[1]	We are the client-facing entity and we enter into identical but opposite derivatives to transfer the resultant risks to our affiliates. With the exception of counterparty credit risks, we are market neutral. The corresponding intra-group derivatives are presented as equity derivatives and foreign exchange derivatives in the table.
[2]	Structured deposits and structured notes contain embedded derivative features whose fair value measurements contain significant Level 3 inputs.

Fair_Value_Measurements_Fair_V

Fair Value Measurements - Fair Value Hierarchy Level within which Fair Value of Financial and Non-Financial Assets has Been Recorded (Detail) (Fair Value, Measurements, Nonrecurring [Member], USD $)

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

In Millions, unless otherwise specified

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Estimate of Fair Value Measurement [Member]

Estimate of Fair Value Measurement [Member]

Residential Mortgage [Member]

Residential Mortgage [Member]

Residential Mortgage [Member]

Residential Mortgage [Member]

Residential Mortgage [Member]

Residential Mortgage [Member]

Residential Mortgage [Member]

Residential Mortgage [Member]

Residential Mortgage [Member]

Residential Mortgage [Member]

Residential Mortgage [Member]

Residential Mortgage [Member]

Impaired loans [Member]

Impaired loans [Member]

Impaired loans [Member]

Impaired loans [Member]

Impaired loans [Member]

Impaired loans [Member]

Impaired loans [Member]

Impaired loans [Member]

Impaired loans [Member]

Impaired loans [Member]

Impaired loans [Member]

Impaired loans [Member]

Impaired Consumer Loans [Member]

Impaired Consumer Loans [Member]

Impaired Consumer Loans [Member]

Impaired Consumer Loans [Member]

Impaired Consumer Loans [Member]

Impaired Consumer Loans [Member]

Impaired Consumer Loans [Member]

Impaired Consumer Loans [Member]

Impaired Consumer Loans [Member]

Impaired Consumer Loans [Member]

Impaired Consumer Loans [Member]

Impaired Consumer Loans [Member]

Commercial real estate [Member]

Commercial real estate [Member]

Commercial real estate [Member]

Commercial real estate [Member]

Commercial real estate [Member]

Commercial real estate [Member]

Commercial real estate [Member]

Commercial real estate [Member]

Commercial real estate [Member]

Commercial real estate [Member]

Commercial real estate [Member]

Commercial real estate [Member]

Commercial Loans Held for Sale [Member]

Commercial Loans Held for Sale [Member]

Commercial Loans Held for Sale [Member]

Commercial Loans Held for Sale [Member]

Commercial Loans Held for Sale [Member]

Commercial Loans Held for Sale [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Estimate of Fair Value Measurement [Member]

Estimate of Fair Value Measurement [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Estimate of Fair Value Measurement [Member]

Estimate of Fair Value Measurement [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Estimate of Fair Value Measurement [Member]

Estimate of Fair Value Measurement [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Estimate of Fair Value Measurement [Member]

Estimate of Fair Value Measurement [Member]

Level 1 [Member]

Level 2 [Member]

Level 3 [Member]

Estimate of Fair Value Measurement [Member]

Accounts, Notes, Loans and Financing Receivable [Line Items]

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Non-Recurring Fair Volume Measurements

'

'

'

'

$21

$20

$152

$501

$48

$164

$221

$685

'

'

'

'

$0

[1]

$0

[1]

$2

[1]

$9

[1]

$24

[1]

$56

[1]

$26

[1]

$65

[1]

'

'

'

'

$0

[2]

$0

[2]

$0

[2]

$0

[2]

$24

[2]

$108

[2]

$24

[2]

$108

[2]

'

'

'

'

$0

[3]

$0

[3]

$107

[3]

$492

[3]

$0

[3]

$0

[3]

$107

[3]

$492

[3]

'

'

'

'

$21

[4]

$20

[4]

$0

[4]

$0

[4]

$0

[4]

$0

[4]

$21

[4]

$20

[4]

'

'

$0

[5]

$43

[5]

$0

[5]

$43

[5]

Total Gains (Losses)

($25)

($24)

($28)

($48)

'

'

'

'

'

'

'

'

($2)

[1]

$0

[1]

$1

[1]

$3

[1]

'

'

'

'

'

'

'

'

($4)

[2]

($1)

[2]

$3

[2]

($2)

[2]

'

'

'

'

'

'

'

'

($9)

[3]

($23)

[3]

($23)

[3]

($51)

[3]

'

'

'

'

'

'

'

'

($3)

[4]

$0

[4]

($2)

[4]

$2

[4]

'

'

'

'

'

'

'

'

($7)

($7)

[5]

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[1]

As of June 30, 2014 and December 31, 2013, the fair value of the loans held for sale was below cost. Certain residential mortgage loans held for sale have been classified as a Level 3 fair value measurement within the fair value hierarchy as the underlying real estate properties which determine fair value are illiquid assets as a result of market conditions and significant inputs in estimating fair value were unobservable. Additionally, the fair value of these properties is affected by, among other things, the location, the payment history and the completeness of the loan documentation.

[2]

Certain commercial loans have undergone troubled debt restructurings and are considered impaired. As a matter of practical expedient, we measure the credit impairment of a collateral-dependent loan based on the fair value of the collateral asset. The collateral often involves real estate properties that are illiquid due to market conditions. As a result, these loans are classified as a Level 3 fair value measurement within the fair value hierarchy.

[3]

Represents residential mortgage loans held for investment whose carrying amount was reduced during the periods presented based on the fair value of the underlying collateral.

[4]

Real estate owned is required to be reported on the balance sheet net of transactions costs. The real estate owned amounts in the table above reflect the fair value unadjusted for transaction costs.

[5]

Represents certain commercial loans that have been transferred to the held for sale portfolio.

Fair_Value_Measurements_Quanti1

Fair Value Measurements - Quantitative Information about Non Recurring Fair Value Measurement of Assets and Liabilities (Detail) (Level 3 [Member], USD $)	6 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014		Dec. 31, 2013
Residential Mortgage [Member] | Third Party Appraisal [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Valuation Technique(s)	'Valuation of third party appraisal on underlying collateral		'Valuation of third party appraisal on underlying collateral
Residential Mortgage [Member] | Loss Severity Rates [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Significant Unobservable Inputs	'Loss severity rates		'Loss severity rates
Residential Mortgage [Member] | Minimum [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Range of Inputs	0.00%		0.00%
Residential Mortgage [Member] | Maximum [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Range of Inputs	100.00%		100.00%
Impaired loans [Member] | Third Party Appraisal [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Valuation Technique(s)	'Valuation of third party appraisal on underlying collateral		'Valuation of third party appraisal on underlying collateral
Impaired loans [Member] | Loss Severity Rates [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Significant Unobservable Inputs	'Loss severity rates		'Loss severity rates
Impaired loans [Member] | Minimum [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Range of Inputs	10.00%		1.00%
Impaired loans [Member] | Maximum [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Range of Inputs	48.00%		66.00%
Fair Value, Measurements, Nonrecurring [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Fair Value	48		164
Fair Value, Measurements, Nonrecurring [Member] | Residential Mortgage [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Fair Value	24	[1]	56	[1]
Fair Value, Measurements, Nonrecurring [Member] | Impaired loans [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Fair Value	24	[2]	108	[2]
[1]	As of June 30, 2014 and December 31, 2013, the fair value of the loans held for sale was below cost. Certain residential mortgage loans held for sale have been classified as a Level 3 fair value measurement within the fair value hierarchy as the underlying real estate properties which determine fair value are illiquid assets as a result of market conditions and significant inputs in estimating fair value were unobservable. Additionally, the fair value of these properties is affected by, among other things, the location, the payment history and the completeness of the loan documentation.
[2]	Certain commercial loans have undergone troubled debt restructurings and are considered impaired. As a matter of practical expedient, we measure the credit impairment of a collateral-dependent loan based on the fair value of the collateral asset. The collateral often involves real estate properties that are illiquid due to market conditions. As a result, these loans are classified as a Level 3 fair value measurement within the fair value hierarchy.

Fair_Value_Measurements_Additi1

Fair Value Measurements - Additional Information Relating To Asset-Backed Securities and Collateralized Debt Obligations (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	$275	$448
Level 2 [Member] | Trading Securities [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	234	'
Level 3 [Member] | Trading Securities [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	260	'
Estimate of Fair Value Measurement [Member] | Trading Securities [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	494	'
AAA - A Rating [Member] | Level 2 [Member] | Trading Securities [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	229	'
AAA - A Rating [Member] | Level 2 [Member] | Trading Securities [Member] | Student Loans [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	81	'
AAA - A Rating [Member] | Level 2 [Member] | Available for sale securities [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	274	'
AAA - A Rating [Member] | Level 2 [Member] | Available for sale securities [Member] | Other [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	94	'
AAA - A Rating [Member] | Level 2 [Member] | Alt [Member] | Trading Securities [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	89	'
AAA - A Rating [Member] | Level 2 [Member] | Alt [Member] | Available for sale securities [Member] | Home Equity Line of Credit [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	94	'
AAA - A Rating [Member] | Level 2 [Member] | Subprime [Member] | Trading Securities [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	59	'
AAA - A Rating [Member] | Level 2 [Member] | Commercial Mortgages [Member] | Available for sale securities [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	86	'
AAA - A Rating [Member] | Level 3 [Member] | Trading Securities [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	0	'
AAA - A Rating [Member] | Level 3 [Member] | Trading Securities [Member] | Student Loans [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	0	'
AAA - A Rating [Member] | Level 3 [Member] | Available for sale securities [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	0	'
AAA - A Rating [Member] | Level 3 [Member] | Available for sale securities [Member] | Other [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	0	'
AAA - A Rating [Member] | Level 3 [Member] | Alt [Member] | Trading Securities [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	0	'
AAA - A Rating [Member] | Level 3 [Member] | Alt [Member] | Available for sale securities [Member] | Home Equity Line of Credit [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	0	'
AAA - A Rating [Member] | Level 3 [Member] | Subprime [Member] | Trading Securities [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	0	'
AAA - A Rating [Member] | Level 3 [Member] | Commercial Mortgages [Member] | Available for sale securities [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	0	'
AAA - A Rating [Member] | Estimate of Fair Value Measurement [Member] | Trading Securities [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	229	'
AAA - A Rating [Member] | Estimate of Fair Value Measurement [Member] | Trading Securities [Member] | Student Loans [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	81	'
AAA - A Rating [Member] | Estimate of Fair Value Measurement [Member] | Available for sale securities [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	274	'
AAA - A Rating [Member] | Estimate of Fair Value Measurement [Member] | Available for sale securities [Member] | Other [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	94	'
AAA - A Rating [Member] | Estimate of Fair Value Measurement [Member] | Alt [Member] | Trading Securities [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	89	'
AAA - A Rating [Member] | Estimate of Fair Value Measurement [Member] | Alt [Member] | Available for sale securities [Member] | Home Equity Line of Credit [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	94	'
AAA - A Rating [Member] | Estimate of Fair Value Measurement [Member] | Subprime [Member] | Trading Securities [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	59	'
AAA - A Rating [Member] | Estimate of Fair Value Measurement [Member] | Commercial Mortgages [Member] | Available for sale securities [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	86	'
BBB -B Rating [Member] | Level 2 [Member] | Trading Securities [Member] | Collateralized debt obligations [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	0	'
BBB -B Rating [Member] | Level 3 [Member] | Trading Securities [Member] | Collateralized debt obligations [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	260	'
BBB -B Rating [Member] | Estimate of Fair Value Measurement [Member] | Trading Securities [Member] | Collateralized debt obligations [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	260	'
CCC - Unrated [Member] | Level 2 [Member] | Available for sale securities [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	275	'
CCC - Unrated [Member] | Level 2 [Member] | Alt [Member] | Available for sale securities [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	1	'
CCC - Unrated [Member] | Level 2 [Member] | Subprime [Member] | Trading Securities [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	5	'
CCC - Unrated [Member] | Level 3 [Member] | Available for sale securities [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	0	'
CCC - Unrated [Member] | Level 3 [Member] | Alt [Member] | Available for sale securities [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	0	'
CCC - Unrated [Member] | Level 3 [Member] | Subprime [Member] | Trading Securities [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	0	'
CCC - Unrated [Member] | Estimate of Fair Value Measurement [Member] | Available for sale securities [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	275	'
CCC - Unrated [Member] | Estimate of Fair Value Measurement [Member] | Alt [Member] | Available for sale securities [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Available-for-sale securities backed by collateral	1	'
CCC - Unrated [Member] | Estimate of Fair Value Measurement [Member] | Subprime [Member] | Trading Securities [Member] | Residential Mortgage [Member]	'	'
Fair Value Of Other Financial Instrument [Line Items]	'	'
Trading asset-backed securities and related collateral	$5	'

Litigation_and_Regulatory_Matt1

Litigation and Regulatory Matters - Additional Information (Details) (USD $)	Jun. 30, 2014	Jul. 31, 2011	Dec. 31, 2010	31-May-14	Jun. 30, 2014	31-May-14	Jun. 30, 2014	Dec. 31, 2013	Dec. 31, 2007	Jun. 30, 2014	Dec. 31, 2013
In Billions, unless otherwise specified		Madoff Litigation [Member]	Madoff Litigation [Member]	Benchmark Rate Litigation, Prudential Investment Portfolios [Member]	Blackrock and PIMCO Funds [Member]	Residential Mortgage Backed Securities Related Litigation [Member]	Hsbc Securities [Member]	Hsbc Securities [Member]	Hsbc Securities [Member]	Hsbc Securities [Member]	Hsbc Securities [Member]
				plaintiff	trust	Institution	Residential Mortgage Backed Securities Related Litigation [Member]	Residential Mortgage Backed Securities Related Litigation [Member]	Mortgage Securitization Activity Related Litigation [Member]	Mortgage Securitization Activity Related Litigation [Member]	Mortgage Securitization Activity Related Litigation [Member]
Loss Contingencies [Line Items]	'	'	'	'	'	'	'	'	'	'	'
Estimate of loss	$1.20	'	'	'	'	'	'	'	'	'	'
Damages sought	'	'	9	'	32	'	'	'	'	'	'
Claims dismissed	'	6.6	'	'	'	'	'	'	'	'	'
Number of plaintiffs	'	'	'	2	'	'	'	'	'	'	'
Mortgage Securitization Loan Purchase And Sold	'	'	'	'	'	'	'	'	24	'	'
Mortgage Securitization Outstanding Loan Purchase And Sold	'	'	'	'	'	'	'	'	'	6.1	6.5
Unpaid principal balance of securities	'	'	'	'	'	'	$1.50	$1.60	'	'	'
Number of financial institutions	'	'	'	'	'	70	'	'	'	'	'
Number of Identified Trusts	'	'	'	'	264	'	'	'	'	'	'

New_Accounting_Pronouncements_1

New Accounting Pronouncements (Details) (USD $)	3 Months Ended				6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014		Jun. 30, 2013		Jun. 30, 2014		Jun. 30, 2013
New Accounting Pronouncement, Early Adoption [Line Items]	'		'		'		'
Reduction in operating expenses	($876)	[1]	($766)	[1]	($1,626)	[1]	($1,534)	[1]
Income tax expense (benefit)	206		-71		57		-196
Accounting Standards Update 2014-01 [Member]	'		'		'		'
New Accounting Pronouncement, Early Adoption [Line Items]	'		'		'		'
Reduction in operating expenses	21		21		42		42
Income tax expense (benefit)	$21		$21		$42		$42
[1]	Expenses for the segments include fully apportioned corporate overhead expenses.