HSBC USA (HUSI+G) 10-Q 5 May 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2015	1-May-15
Document and Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	FALSE
Document Period End Date	31-Mar-15
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q1
Trading Symbol	HSBCUSA
Entity Registrant Name	HSBC USA INC /MD/
Entity Central Index Key	83246
Current Fiscal Year End Date	-19
Entity Filer Category	Non-accelerated Filer
Entity Common Stock, Shares Outstanding		714

CONSOLIDATED_STATEMENT_OF_INCO

CONSOLIDATED STATEMENT OF INCOME (UNAUDITED) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Interest income:
Loans	$501		$464
Securities	200		207
Trading assets	95		48
Short-term investments	22		16
Other	15		10
Total interest income	833		745
Interest expense:
Deposits	46		35
Short-term borrowings	11		6
Long-term debt	167		170
Other	3		15
Total interest expense	227		226
Net interest income	606	[1]	519	[1]
Provision for credit losses	53		16
Net interest income after provision for credit losses	553		503
Other revenues:
Credit card fees	10		14
Other fees and commissions	182		173
Trust income	35		31
Trading revenue	33		133
Net other-than-temporary impairment losses	0	[2]	-2	[2]
Other securities gains, net	23		22
Servicing and other fees from HSBC affiliates	56		47
Residential mortgage banking revenue	19		48
Gain on instruments designated at fair value and related derivatives	85		28
Other income	21		6
Total other revenues	464		500
Operating expenses:
Salaries and employee benefits	246		215
Support services from HSBC affiliates	352		354
Occupancy expense, net	56		57
Other expenses	123		124
Total operating expenses	777	[3]	750	[3]
Income before income tax	240		253
Income tax expense	76		149
Net income	$164		$104
[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 Balance Sheet Management and more appropriately reflect the profitability of segments.
[2]	During the three months ended March 31, 2015, there were no other-than-temporary impairment ("OTTI") losses on securities recognized in other revenues and no OTTI losses in the non-credit component of securities recognized in accumulated other comprehensive loss ("AOCI"), net of tax. During the three months ended March 31, 2014, OTTI losses on securities held-to-maturity totaling $2 million were recognized in other revenues. There were no OTTI losses in the non-credit component of such impaired securities recognized in AOCI, net of tax.
[3]	Expenses for the segments include fully apportioned corporate overhead expenses.

CONSOLIDATED_STATEMENT_OF_INCO1

CONSOLIDATED STATEMENT OF INCOME (UNAUDITIED) Consolidated Statement of Income (Loss) Parenthetical (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014
Net other-than-temporary impairment losses	$2	[1]
Other Revenues [Member]
Net other-than-temporary impairment losses	$2	[1]
[1]	During the three months ended March 31, 2015, there were no other-than-temporary impairment ("OTTI") losses on securities recognized in other revenues and no OTTI losses in the non-credit component of securities recognized in accumulated other comprehensive loss ("AOCI"), net of tax. During the three months ended March 31, 2014, OTTI losses on securities held-to-maturity totaling $2 million were recognized in other revenues. There were no OTTI losses in the non-credit component of such impaired securities recognized in AOCI, net of tax.

CONSOLIDATED_STATEMENT_OF_COMP

CONSOLIDATED STATEMENT OF COMPREHENSIVE INCOME (UNAUDITED) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Statement of Comprehensive Income [Abstract]
Net income	$164	$104
Net change in unrealized gains (losses), net of tax:
Investment securities	-28	130
Other-than-temporarily impaired debt securities held-to-maturity	0	1
Derivatives designated as cash flow hedges	-19	-20
Pension and post-retirement benefit plans	1	0
Total other comprehensive income (loss)	-46	111
Comprehensive income	$118	$215

CONSOLIDATED_BALANCE_SHEET_UNA

CONSOLIDATED BALANCE SHEET (UNAUDITED) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Assets:
Cash and due from banks	$972		$891
Interest bearing deposits with banks	32,249		30,807
Federal funds sold and securities purchased under agreements to resell	6,965		1,413
Trading assets	22,444		21,092
Securities available-for-sale	33,096		30,140
Securities held-to-maturity (fair value of $14.4 billion and $13.7 billion at March 31, 2015 and December 31, 2014, respectively)	14,015		13,469
Loans	81,458		77,741
Less – allowance for credit losses	703		680
Loans, net	80,755		77,061
Loans held for sale (includes $255 million and $384 million designated under fair value option at March 31, 2015 and December 31, 2014, respectively)	405		612
Properties and equipment, net	238		247
Intangible assets, net	186		206
Goodwill	1,612		1,612
Other assets	8,657		7,989
Total assets	201,594	[1]	185,539	[1]
Deposits in domestic offices:
Noninterest bearing	30,598		29,715
Interest bearing (includes $6.9 billion and $7.3 billion designated under fair value option at March 31, 2015 and December 31, 2014, respectively)	75,240		71,191
Deposits in foreign offices:
Noninterest bearing	845		850
Interest bearing	12,411		14,362
Total deposits	119,094		116,118
Short-term borrowings	15,653		12,795
Long-term debt (includes $9.0 billion and $8.8 billion designated under fair value option at March 31, 2015 and December 31, 2014, respectively)	29,420		27,524
Total debt	164,167		156,437
Trading liabilities	11,288		8,164
Interest, taxes and other liabilities	5,068		3,971
Total liabilities	180,523	[1]	168,572	[1]
Shareholders’ equity
Preferred stock	1,565		1,565
Common shareholder’s equity:
Common stock ($5 par; 150,000,000 shares authorized; 714 and 713 shares issued and outstanding at March 31, 2015 and December 31, 2014, respectively)	0		0
Additional paid-in capital	18,174		14,170
Retained earnings	1,379		1,233
Accumulated other comprehensive loss	-47		-1
Total common shareholders' equity	19,506		15,402
Total shareholders’ equity	21,071		16,967
Total liabilities and shareholders’ equity	$201,594		$185,539
[1]	The following table summarizes assets and liabilities related to our consolidated variable interest entities ("VIEs") as of March 31, 2015 and December 31, 2014 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate in consolidation. See Note 216, "Variable Interest Entities," for additional information. Assets: Other assets $372 million and $380 million. Total assets $372 million and $380 million respectively. Liabilities: Long-term debt $92 million and $92 million, Interest, taxes and other liabilities $86 million and $75 million. Total liabilities $178 million and $167 million, respectively.

CONSOLIDATED_BALANCE_SHEET_UNA1

CONSOLIDATED BALANCE SHEET (UNAUDITED) (Parenthetical) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, except Share data, unless otherwise specified
Securities held-to-maturity, fair value	$14,350		$13,695
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)	714		713
Common stock, shares outstanding (shares)	714		713
Assets:
Other assets	8,657		7,989
Total assets	201,594	[1]	185,539	[1]
Liabilities
Long-term debt	29,420		27,524
Interest, taxes and other liabilities	5,068		3,971
Total liabilities	180,523	[1]	168,572	[1]
Variable interest entities [Member]
Assets:
Other assets	372		380
Total assets	372		380
Liabilities
Long-term debt	92		92
Interest, taxes and other liabilities	86		75
Total liabilities	178		167
Loans Receivable [Member]
Loans Held-for-sale, designated under fair value option	255		384
Deposits [Member]
Deposits designated under fair value option	6,948		7,346
Long-term debt [Member]
Long-term debt designated under fair value option	$9,033		$8,791
[1]	The following table summarizes assets and liabilities related to our consolidated variable interest entities ("VIEs") as of March 31, 2015 and December 31, 2014 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate in consolidation. See Note 216, "Variable Interest Entities," for additional information. Assets: Other assets $372 million and $380 million. Total assets $372 million and $380 million respectively. Liabilities: Long-term debt $92 million and $92 million, Interest, taxes and other liabilities $86 million and $75 million. Total liabilities $178 million and $167 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 Loss [Member]
In Millions, unless otherwise specified
Balance at beginning of period at Dec. 31, 2013		$1,565
Balance at beginning of period at Dec. 31, 2013			0	14,106	952	-159
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Capital contribution from parent				0
Employee benefit plans				6
Net income	104				104
Cash dividends declared on preferred stock					-18
Other comprehensive income (loss), net of tax	111					111
Balance at end of period at Mar. 31, 2014	16,667	1,565
Balance at end of period at Mar. 31, 2014	15,102		0	14,112	1,038	-48
Balance at beginning of period at Dec. 31, 2014	16,967	1,565
Balance at beginning of period at Dec. 31, 2014	15,402		0	14,170	1,233	-1
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Capital contribution from parent				4,000
Employee benefit plans				4
Net income	164				164
Cash dividends declared on preferred stock					-18
Other comprehensive income (loss), net of tax	-46					-46
Balance at end of period at Mar. 31, 2015	21,071	1,565
Balance at end of period at Mar. 31, 2015	$19,506		$0	$18,174	$1,379	($47)

CONSOLIDATED_STATEMENT_OF_CASH

CONSOLIDATED STATEMENT OF CASH FLOWS (UNAUDITED) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Cash flows from operating activities
Net income	$164	$104
Adjustments to reconcile net income to net cash provided by operating activities:
Depreciation and amortization	37	32
Provision for credit losses	53	16
Other-than-temporary impairment related to securities held-to-maturity	0	2
Net realized gains on securities available-for-sale	-23	-22
Net change in other assets and liabilities	650	743
Net change in loans held for sale:
Originations of loans	-760	-374
Sales and collection of loans held for sale	758	385
Net change in trading assets and liabilities	1,772	32
Lower of amortized cost or fair value adjustments on loans held for sale	6	-1
Gain on instruments designated at fair value and related derivatives	-85	-28
Net cash provided by operating activities	2,572	889
Cash flows from investing activities
Net change in interest bearing deposits with banks	-1,442	-3,852
Net change in federal funds sold and securities purchased under agreements to resell	-5,552	767
Securities available-for-sale:
Purchases of securities available-for-sale	-8,509	-5,783
Proceeds from sales of securities available-for-sale	5,491	6,855
Proceeds from maturities of securities available-for-sale	236	701
Securities held-to-maturity:
Purchases of securities held-to-maturity	-1,105	0
Proceeds from maturities of securities held-to-maturity	554	75
Change in loans:
Originations, net of collections	-3,652	-2,014
Loans sold to third parties	98	11
Net cash used for acquisitions of properties and equipment	-6	-5
Other, net	-209	0
Net cash used in investing activities	-14,096	-3,245
Cash flows from financing activities
Net change in deposits	2,919	-7,147
Debt:
Net change in short-term borrowings	2,858	9,632
Issuance of long-term debt	8,943	767
Repayment of long-term debt	-7,101	-690
Capital contribution from parent	4,000	0
Other increases in capital surplus	4	6
Dividends paid	-18	-18
Net cash provided by financing activities	11,605	2,550
Net change in cash and due from banks	81	194
Cash and due from banks at beginning of period	891	961
Cash and due from banks at end of period	$972	$1,155

Organization_and_Presentation

Organization and Presentation	3 Months Ended
	Mar. 31, 2015
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, 2014 (the "2014 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.

Trading_Assets_and_Liabilities

Trading Assets and Liabilities	3 Months Ended
	Mar. 31, 2015
Trading Assets And Liabilities [Abstract]
Trading Assets and Liabilities	Trading Assets and Liabilities
	Trading assets and liabilities consisted of the following:
		March 31, 2015		December 31, 2014
		(in millions)
	Trading assets:
	U.S. Treasury	$	2,912	$	2,675
	U.S. Government agency issued or guaranteed	4		3
	U.S. Government sponsored enterprises(1)	103		45
	Obligations of U.S. states and political subdivisions	586		591
	Asset backed securities	480		481
	Corporate and foreign bonds	8,525		9,681
	Other securities	18		22
	Precious metals	3,310		1,992
	Derivatives, net	6,506		5,602
		$	22,444	$	21,092
	Trading liabilities:
	Securities sold, not yet purchased	$	646	$	683
	Payables for precious metals	—		22
	Derivatives, net	10,642		7,459
		$	11,288	$	8,164
	(1)	Consists of mortgage backed securities of $103 million and $45 million issued or guaranteed by the Federal National Mortgage Association ("FNMA") at March 31, 2015 and December 31, 2014, respectively.
	At March 31, 2015 and December 31, 2014, the fair value of derivatives included in trading assets is net of $6,573 million and $4,811 million, respectively, relating to amounts recognized for the obligation to return cash collateral received under master netting agreements with derivative counterparties.
	At March 31, 2015 and December 31, 2014, the fair value of derivatives included in trading liabilities is net of $1,084 million and $1,724 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	3 Months Ended
	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Securities	Securities
	Our securities available-for-sale and securities held-to-maturity portfolios consisted of the following:
	31-Mar-15	Amortized				Unrealized				Unrealized				Fair
		Cost				Gains				Losses				Value
		(in millions)
	Securities available-for-sale:
	U.S. Treasury	$	10,720			$	235			$	(56	)		$	10,899
	U.S. Government sponsored enterprises:(1)
	Mortgage-backed securities	670				8				(1		)		677
	Collateralized mortgage obligations	35				—				—				35
	Direct agency obligations	4,143				206				(6		)		4,343
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	11,457				93				(26		)		11,524
	Collateralized mortgage obligations	378				7				(1		)		384
	Obligations of U.S. states and political subdivisions	742				10				(4		)		748
	Asset backed securities collateralized by:
	Commercial mortgages	29				—				—				29
	Home equity	94				—				(9		)		85
	Other	112				—				(18		)		94
	Foreign debt securities(2)	4,121				9				(17		)		4,113
	Equity securities	162				3				—				165
	Total available-for-sale securities	$	32,663			$	571			$	(138	)		$	33,096
	Securities held-to-maturity:
	U.S. Government sponsored enterprises:(3)
	Mortgage-backed securities	$	5,280			$	177			$	(1	)		$	5,456
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	3,482				59				—				3,541
	Collateralized mortgage obligations	5,222				100				(2		)		5,320
	Obligations of U.S. states and political subdivisions	21				1				—				22
	Asset-backed securities collateralized by residential mortgages	10				1				—				11
	Total held-to-maturity securities	$	14,015			$	338			$	(3	)		$	14,350
	December 31, 2014	Amortized				Unrealized				Unrealized				Fair
		Cost				Gains				Losses				Value
		(in millions)
	Securities available-for-sale:
	U.S. Treasury	$	11,793			$	276			$	(58	)		$	12,011
	U.S. Government sponsored enterprises:(1)
	Mortgage-backed securities	520				5				(1		)		524
	Collateralized mortgage obligations	35				—				—				35
	Direct agency obligations	3,995				217				(6		)		4,206
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	7,985				101				(27		)		8,059
	Collateralized mortgage obligations	329				3				(2		)		330
	Obligations of U.S. states and political subdivisions	661				10				(4		)		667
	Asset backed securities collateralized by:
	Commercial mortgages	43				—				—				43
	Home equity	97				—				(8		)		89
	Other	110				—				(16		)		94
	Foreign debt securities(2)	3,921				6				(12		)		3,915
	Equity securities	165				3				(1		)		167
	Total available-for-sale securities	$	29,654			$	621			$	(135	)		$	30,140
	Securities held-to-maturity:
	U.S. Government sponsored enterprises:(3)
	Mortgage-backed securities	$	4,868			$	120			$	(1	)		$	4,987
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	3,700				53				(1		)		3,752
	Collateralized mortgage obligations	4,867				54				(1		)		4,920
	Obligations of U.S. states and political subdivisions	23				1				—				24
	Asset-backed securities collateralized by residential mortgages	11				1				—				12
	Total held-to-maturity securities	$	13,469			$	229			$	(3	)		$	13,695
	(1)	Includes securities at amortized cost of $672 million and $521 million issued or guaranteed by FNMA at March 31, 2015 and December 31, 2014, respectively, and $33 million and $34 million issued or guaranteed by the Federal Home Loan Mortgage Corporation ("FHLMC") at March 31, 2015 and December 31, 2014, respectively.
	(2)	At March 31, 2015 and December 31, 2014, foreign debt securities consisted of $1,053 million and $689 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 $3,539 million and $3,185 million issued or guaranteed by FNMA at March 31, 2015 and December 31, 2014, respectively, and $1,741 million and $1,683 million issued and guaranteed by FHLMC at March 31, 2015 and December 31, 2014, respectively.
	The following table summarizes gross unrealized losses and related fair values as of March 31, 2015 and December 31, 2014 classified as to the length of time the losses have existed:
	One Year or Less											Greater Than One Year
31-Mar-15	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	25			$	(46	)		$	4,178			5			$	(10	)	$	750
U.S. Government sponsored enterprises	9			(4		)		352				17			(3		)	160
U.S. Government agency issued or guaranteed	5			(20		)		889				8			(7		)	131
Obligations of U.S. states and political subdivisions	38			(3		)		220				21			(1		)	168
Asset backed securities	1			—				—				9			(27		)	196
Foreign debt securities	8			(16		)		3,055				1			(1		)	200
Equity securities	1			—				159				—			—			—
Securities available-for-sale	87			$	(89	)		$	8,853			61			$	(49	)	$	1,605
Securities held-to-maturity:
U.S. Government sponsored enterprises	15			$	(1	)		$	172			50			$	—		$	—
U.S. Government agency issued or guaranteed	101			(2		)		310				768			—			1
Obligations of U.S. states and political subdivisions	1			—				—				3			—			1
Securities held-to-maturity	117			$	(3	)		$	482			821			$	—		$	2
	One Year or Less											Greater Than One Year
December 31, 2014	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	6			$	(47	)		$	3,459			4			$	(11	)	$	1,546
U.S. Government sponsored enterprises	2			(1		)		128				24			(6		)	391
U.S. Government agency issued or guaranteed	30			(20		)		2,046				10			(9		)	213
Obligations of U.S. states and political subdivisions	34			(2		)		146				23			(2		)	194
Asset backed securities	1			—				3				9			(24		)	199
Foreign debt securities	5			(9		)		1,805				3			(3		)	898
Equity securities	1			(1		)		158				—			—			—
Securities available-for-sale	79			$	(80	)		$	7,745			73			$	(55	)	$	3,441
Securities held-to-maturity:
U.S. Government sponsored enterprises	144			$	(1	)		$	394			47			$	—		$	—
U.S. Government agency issued or guaranteed	103			(2		)		985				800			—			2
Obligations of U.S. states and political subdivisions	—			—				—				3			—			1
Securities held-to-maturity	247			$	(3	)		$	1,379			850			$	—		$	3
Net unrealized gains decreased within the available-for-sale portfolio in the first quarter of 2015 due primarily to sales of U.S. Treasury securities that were in a net unrealized gain position at December 31, 2014, partially offset by a decrease in yields.
Although the fair value of a particular security is below its amortized cost, it does not necessarily result in a credit loss and hence an other-than-temporary impairment. The decline in fair value may be caused by, among other things, the illiquidity of the market. 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. At March 31, 2015 and December 31, 2014, we do not consider any of our debt securities to be other-than-temporarily impaired 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, other-than-temporary impairments may occur in future periods if the credit quality of the securities deteriorates.
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 impairment is other-than-temporary.
If we intend to sell the debt security or if it is more-likely-than-not that we will be required to sell the debt security before the recovery of its amortized cost basis, the impairment is considered other-than-temporary and the unrealized loss is recorded in earnings. An impairment is also considered other-than-temporary if a credit loss exists (i.e., the present value of the expected future cash flows is less than the amortized cost basis of the debt security). In the event a credit loss exists, the credit loss component of an other-than-temporary impairment 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 (loss).
For all securities held in the available-for-sale or held-to-maturity portfolios for which unrealized losses attributed to factors other than credit existed, we do not have the intention to sell and believe will not be required to sell the securities for contractual, regulatory or liquidity reasons as of the reporting date. For a complete description of the factors considered when analyzing debt securities for impairments, see Note 5, "Securities," in our 2014 Form 10-K. There have been no material changes in our process for assessing impairment during 2015.
During the three months ended March 31, 2015, 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.
During the three months ended March 31, 2014, none of our debt securities were determined to have initial other-than-temporary impairment while one held-to-maturity asset-backed debt security, which was previously determined to be other-than-temporarily impaired, had a change to its other-than-temporary impairment estimate related to the credit component. The additional credit loss associated with the impaired debt security, which reflects the excess of amortized cost over the present value of expected future cash flows, was $2 million and was recorded as a component of net other-than-temporary impairment losses in the accompanying consolidated statement of income.
The following table summarizes the rollforward of credit losses which have been recognized in income on other-than-temporary impaired securities that we do not intend to sell nor will likely be required to sell:
Three Months Ended March 31,	2015				2014
	(in millions)
Beginning 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)	$	—			$	61
Increase in credit losses for which an other-than-temporary impairment was previously recognized	—				2
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)	$	—			$	63
At March 31, 2015, we held 15 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 $180 million of the total aggregate fair value of asset-backed securities of $208 million at March 31, 2015. The gross unrealized losses on these monoline wrapped securities were $27 million at March 31, 2015. We did not take into consideration the value of the monoline wrap of any non-investment grade monoline insurers as of March 31, 2015 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 $85 million.
At December 31, 2014, we held 15 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 $183 million of the total aggregate fair value of asset-backed securities of $226 million at December 31, 2014. The gross unrealized losses on these monoline wrapped securities were $23 million at December 31, 2014. We did not take into consideration the value of the monoline wrap of any non-investment grade monoline insurers as of December 31, 2014 and, therefore, we only considered the financial guarantee of monoline insurers on securities with a fair value of $89 million for purposes of evaluating other-than-temporary impairment.
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. 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 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 March 31,	2015				2014
	(in millions)
Gross realized gains	$	30			$	43
Gross realized losses	(7		)		(21		)
Net realized gains	$	23			$	22
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 March 31, 2015 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 March 31, 2015, together with the approximate taxable equivalent yield of the portfolio. The yields shown are calculated by dividing annualized interest income, including the accretion of discounts and the amortization of premiums, by the amortized cost of securities outstanding at March 31, 2015. 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	$	—			—	%		$	4,124			0.7	%		$	3,227		2.24	%	$	3,369	2.81	%
U.S. Government sponsored enterprises	—				—			2,057				3.08			1,723			2.77		1,068		3.27
U.S. Government agency issued or guaranteed	—				—			9				4.22			42			3.89		11,784		2.84
Obligations of U.S. states and political subdivisions	—				—			96				4.12			296			2.96		350		3.41
Asset backed securities	—				—			—				—			—			—		235		3.2
Foreign debt securities	567				3.16			3,554				1.42			—			—		—		—
Total amortized cost	$	567			3.16	%		$	9,840			1.5	%		$	5,288		2.46	%	$	16,806	2.88	%
Total fair value	$	574						$	9,954						$	5,479				$	16,924
Held-to-maturity:
U.S. Government sponsored enterprises	$	—			—	%		$	92			1.4	%		$	615		2.52	%	$	4,573	3.01	%
U.S. Government agency issued or guaranteed	—				—			1				7.66			47			2.8		8,656		2.44
Obligations of U.S. states and political subdivisions	3				5.09			8				3.93			6			3.83		4		5.34
Asset backed securities	—				—			—				—			—			—		10		6.4
Total amortized cost	$	3			5.09	%		$	101			1.65	%		$	668		2.55	%	$	13,243	2.64	%
Total fair value	$	3						$	103						$	685				$	13,559
Investments in Federal Home Loan Bank stock and Federal Reserve Bank stock of $315 million and $485 million, respectively, were included in other assets at March 31, 2015. Investments in Federal Home Loan Bank stock and Federal Reserve Bank stock of $108 million and $483 million, respectively, were included in other assets at December 31, 2014.

Loans

Loans	3 Months Ended
	Mar. 31, 2015
Receivables [Abstract]
Loans	Loans
	Loans consisted of the following:
		March 31, 2015		December 31, 2014
		(in millions)
	Commercial loans:
	Construction and other real estate	$	10,901	$	10,300
	Business and corporate banking	19,251		17,819
	Global banking(1)	28,029		26,387
	Other commercial	3,466		3,581
	Total commercial	61,647		58,087
	Consumer loans:
	Residential mortgages	16,991		16,661
	Home equity mortgages	1,716		1,784
	Credit cards	680		720
	Other consumer	424		489
	Total consumer	19,811		19,654
	Total loans	$	81,458	$	77,741
	(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 $5,016 million and $4,821 million at March 31, 2015 and December 31, 2014, respectively. See Note 13, "Related Party Transactions," for additional information regarding loans to HSBC affiliates.
	Net deferred origination fees totaled $45 million and $34 million at March 31, 2015 and December 31, 2014, respectively. At March 31, 2015 and December 31, 2014, we had a net unamortized premium on our loans of $12 million and $10 million, respectively.
	Age Analysis of Past Due Loans  The following table summarizes the past due status of our loans at March 31, 2015 and December 31, 2014. 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 March 31, 2015	30 - 89 days		90+ days						Current(1)		Total Loans
		(in millions)
	Commercial loans:
	Construction and other real estate	$	40	$	30		$	70		$	10,831	$	10,901
	Business and corporate banking	13		4			17			19,234		19,251
	Global banking	—		—			—			28,029		28,029
	Other commercial	6		6			12			3,454		3,466
	Total commercial	59		40			99			61,548		61,647
	Consumer loans:
	Residential mortgages	355		879			1,234			15,757		16,991
	Home equity mortgages	19		54			73			1,643		1,716
	Credit cards	10		10			20			660		680
	Other consumer	8		8			16			408		424
	Total consumer	392		951			1,343			18,468		19,811
	Total loans	$	451	$	991		$	1,442		$	80,016	$	81,458
		Past Due					Total Past Due 30 Days or More
	At December 31, 2014	30 - 89 days		90+ days						Current(1)		Total Loans
		(in millions)
	Commercial loans:
	Construction and other real estate	$	25	$	22		$	47		$	10,253	$	10,300
	Business and corporate banking	32		9			41			17,778		17,819
	Global banking	—		—			—			26,387		26,387
	Other commercial	15		6			21			3,560		3,581
	Total commercial	72		37			109			57,978		58,087
	Consumer loans:
	Residential mortgages	390		931			1,321			15,340		16,661
	Home equity mortgages	21		56			77			1,707		1,784
	Credit cards	11		10			21			699		720
	Other consumer	9		9			18			471		489
	Total consumer	431		1,006			1,437			18,217		19,654
	Total loans	$	503	$	1,043		$	1,546		$	76,195	$	77,741
	(1)	Loans less than 30 days past due are presented as current.
	Nonaccrual Loans  Nonaccrual loans totaled $1,062 million and $1,101 million at March 31, 2015 and December 31, 2014, 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:
		March 31, 2015		December 31, 2014
		(in millions)
	Nonaccrual loans:
	Commercial:
	Construction and other real estate	$	74	$	65
	Business and corporate banking	78		74
	Commercial nonaccrual loans held for sale	36		43
	Total commercial	188		182
	Consumer:
	Residential mortgages(1)(2)(3)	803		847
Home equity mortgages(1)(2)	67		68
Consumer nonaccrual loans held for sale	4		4
Total consumer loans	874		919
Total nonaccruing loans	1,062		1,101
Accruing loans contractually past due 90 days or more:
Commercial:
Business and corporate banking	1		1
Total commercial	1		1
Consumer:
Credit card receivables	10		10
Other consumer	9		10
Total consumer loans	19		20
Total accruing loans contractually past due 90 days or more	20		21
Total nonperforming loans	$	1,082	$	1,122
(1)	At March 31, 2015 and December 31, 2014, nonaccrual consumer mortgage loans include $760 million and $817 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 consumer mortgage loans include 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)	Nonaccrual consumer mortgage 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 consumer loan portfolio.
The following table provides additional information on our nonaccrual loans:
Three Months Ended March 31,	2015		2014
	(in millions)
Interest income that would have been recorded if the nonaccrual loans had been current in accordance with contractual terms during the period	$	21	$	28
Interest income that was recorded on nonaccrual loans and included in interest income during the period	6		8
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  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 or accrued interest . 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. During the three months ended March 31, 2015 and 2014 there were no commercial loans that met this criteria and were removed from TDR Loan classification.
The following table presents information about loans which were modified during the three months ended March 31, 2015 and 2014 and as a result of this action became classified as TDR Loans:
Three Months Ended March 31,	2015		2014
	(in millions)
Commercial loans:
Business and corporate banking	26		10
Global banking	13		—
Total commercial	39		10
Consumer loans:
Residential mortgages	35		33
Home equity mortgages	—		1
Credit cards	1		2
Total consumer	36		36
Total	$	75	$	46
The weighted-average contractual rate reduction for consumer loans which became classified as TDR Loans during the three months ended March 31, 2015 and 2014 was 1.77 percent and 1.50 percent, 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:
	March 31, 2015		December 31, 2014
	(in millions)
TDR Loans(1)(2):
Commercial loans:
Construction and other real estate	$	179	$	186
Business and corporate banking	44		24
Global banking	13		—
Total commercial	236		210
Consumer loans:
Residential mortgages(3)	980		972
Home equity mortgages(3)	20		20
Credit cards	6		6
Total consumer	1,006		998
Total TDR Loans(4)	$	1,242	$	1,208
Allowance for credit losses for TDR Loans(5):
Commercial loans:
Construction and other real estate	$	2	$	4
Business and corporate banking	4		5
Total commercial	6		9
Consumer loans:
Residential mortgages	42		43
Home equity mortgages	1		2
Credit cards	2		2
Total consumer	45		47
Total allowance for credit losses for TDR Loans	$	51	$	56
(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 $79 million and $85 million at March 31, 2015 and December 31, 2014, 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:
	March 31, 2015		December 31, 2014
	(in millions)
Commercial loans:
Construction and other real estate	$	197	$	201
Business and corporate banking	50		51
Global banking	13		—
Total commercial	260		252
Consumer loans:
Residential mortgages	1,147		1,139
Home equity mortgages	44		44
Credit cards	6		6
Total consumer	1,197		1,189
Total	$	1,457	$	1,441
(3)	Includes $778 million and $763 million at March 31, 2015 and December 31, 2014, respectively, of loans that are recorded at the lower of amortized cost or fair value of the collateral less cost to sell.
(4)	Includes $451 million and $485 million at March 31, 2015 and December 31, 2014, 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 March 31,	2015		2014
	(in millions)
Average balance of TDR Loans:
Commercial loans:
Construction and other real estate	$	182	$	264
Business and corporate banking	34		19
Global banking	7		25
Other commercial	—		18
Total commercial	223		326
Consumer loans:
Residential mortgages	976		922
Home equity mortgages	20		19
Credit cards	6		8
Total consumer	1,002		949
Total average balance of TDR Loans	$	1,225	$	1,275
Interest income recognized on TDR Loans:
Commercial loans:
Construction and other real estate	$	1	$	6
Business and corporate banking	1		—
Total commercial	2		6
Consumer loans:
Residential mortgages	9		9
Total consumer	9		9
Total interest income recognized on TDR Loans	$	11	$	15
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 months ended March 31, 2015 and 2014:
Three Months Ended March 31,	2015		2014
	(in millions)
Commercial loans:
Construction and other real estate	$	2	$	12
Business and corporate banking	1		—
Total commercial	3		12
Consumer loans:
Residential mortgages	9		8
Total consumer	9		8
Total	$	12	$	20
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 March 31, 2015
Construction and other real estate	$	14	$	185		$	199		$	3
Business and corporate banking	68		28			96			23
Global banking	—		13			13			—
Other commercial	1		6			7			1
Total commercial	$	83	$	232		$	315		$	27
At December 31, 2014
Construction and other real estate	$	18	$	179		$	197		$	5
Business and corporate banking	72		18			90			24
Global banking	—		—			—			—
Other commercial	2		6			8			1
Total commercial	$	92	$	203		$	295		$	30
(1)	Includes impaired commercial loans that are also considered TDR Loans which totaled $236 million and $210 million at March 31, 2015 and December 31, 2014, 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:
	March 31, 2015		December 31, 2014
	(in millions)
Construction and other real estate	$	223	$	224
Business and corporate banking	101		122
Global banking	13		—
Other commercial	7		8
Total commercial	$	344	$	354
The following table presents information about average impaired commercial loan balances and interest income recognized on the impaired commercial loans:
Three Months Ended March 31,	2015		2014
	(in millions)
Average balance of impaired commercial loans:
Construction and other real estate	$	198	$	297
Business and corporate banking	93		35
Global banking	7		33
Other commercial	8		32
Total average balance of impaired commercial loans	$	306	$	397
Interest income recognized on impaired commercial loans:
Construction and other real estate	$	1	$	6
Business and corporate banking	1		—
Total interest income recognized on impaired commercial loans	$	2	$	6
Commercial Loan Credit Quality Indicators  The following credit quality indicators are monitored for our commercial loan portfolio:
Criticized loans  Criticized loan classifications are based on the risk rating standards of our 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.
•	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 commercial loans:
	Special Mention		Substandard			Doubtful			Total
	(in millions)
At March 31, 2015
Construction and other real estate	$	254	$	219		$	1		$	474
Business and corporate banking	1,286		358			24			1,668
Global banking	2,009		197			—			2,206
Other commercial	—		6			1			7
Total commercial	$	3,549	$	780		$	26		$	4,355
At December 31, 2014
Construction and other real estate	$	310	$	230		$	7		$	547
Business and corporate banking	1,001		238			22			1,261
Global banking	1,770		202			—			1,972
Other commercial	1		6			—			7
Total commercial	$	3,082	$	676		$	29		$	3,787
Nonperforming  The following table summarizes the status of our commercial loan portfolio, excluding loans held for sale:
	Performing		Nonaccrual			Accruing Loans			Total
	Loans		Loans			Contractually Past
						Due 90 days or More
	(in millions)
At March 31, 2015
Construction and other real estate	$	10,827	$	74		$	—		$	10,901
Business and corporate banking	19,172		78			1			19,251
Global banking	28,029		—			—			28,029
Other commercial	3,466		—			—			3,466
Total commercial	$	61,494	$	152		$	1		$	61,647
At December 31, 2014
Construction and other real estate	$	10,235	$	65		$	—		$	10,300
Business and corporate banking	17,744		74			1			17,819
Global banking	26,387		—			—			26,387
Other commercial	3,581		—			—			3,581
Total commercial	$	57,947	$	139		$	1		$	58,087
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 March 31, 2015
Construction and other real estate	$	8,314	$	2,587		$	10,901
Business and corporate banking	9,707		9,544			19,251
Global banking	23,146		4,883			28,029
Other commercial	1,831		1,635			3,466
Total commercial	$	42,998	$	18,649		$	61,647
At December 31, 2014
Construction and other real estate	$	7,820	$	2,480		$	10,300
Business and corporate banking	8,835		8,984			17,819
Global banking	23,400		2,987			26,387
Other commercial	1,873		1,708			3,581
Total commercial	$	41,928	$	16,159		$	58,087
(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:
	31-Mar-15				December 31, 2014
	Delinquent Loans		Delinquency		Delinquent Loans			Delinquency
			Ratio					Ratio
	(dollars are in millions)
Residential mortgages(1)(2)	$	957	5.62	%	$	1,013		6.07	%
Home equity mortgages(1)(2)	60		3.5		62			3.48
Credit cards	14		2.06		14			1.94
Other consumer	13		2.53		14			2.52
Total consumer	$	1,044	5.24	%	$	1,103		5.59	%
(1)	At March 31, 2015 and December 31, 2014, consumer mortgage loan delinquency includes $908 million and $936 million, respectively, of loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell.
(2)	At March 31, 2015 and December 31, 2014, consumer mortgage loans include $609 million and $608 million, respectively, of loans that were in the process of foreclosure.
Nonperforming   The following table summarizes the status of our consumer loan portfolio, excluding loans held for sale:
	Performing		Nonaccrual			Accruing Loans			Total
	Loans		Loans			Contractually Past
						Due 90 days or More
	(in millions)
At March 31, 2015
Residential mortgages	$	16,188	$	803		$	—		$	16,991
Home equity mortgages	1,649		67			—			1,716
Credit cards	670		—			10			680
Other consumer	415		—			9			424
Total consumer	$	18,922	$	870		$	19		$	19,811
At December 31, 2014
Residential mortgages	$	15,814	$	847		$	—		$	16,661
Home equity mortgages	1,716		68			—			1,784
Credit cards	710		—			10			720
Other consumer	479		—			10			489
Total consumer	$	18,719	$	915		$	20		$	19,654
Troubled debt restructurings  See discussion of impaired loans above for further details on this credit quality indicator.
Concentration of Credit Risk  At March 31, 2015 and December 31, 2014, our loan portfolio included interest-only residential mortgage loans totaling $3,561 million and $3,531 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	3 Months Ended
	Mar. 31, 2015
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 months ended March 31, 2015 and 2014:
		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 March 31, 2015
	Allowance for credit losses – beginning of period	$	89		$	275		$	107		$	21		$	107		$	32		$	39		$	10		$	680
	Provision charged (credited) to income	2			24			21			1			—			(2		)	3			4			53
	Charge offs	(1		)	(6		)	—			(1		)	(14		)	(2		)	(8		)	(6		)	(38		)
	Recoveries	—			2			—			—			2			1			1			2			8
	Net (charge offs) recoveries	(1		)	(4		)	—			(1		)	(12		)	(1		)	(7		)	(4		)	(30		)
	Allowance for credit losses – end of period	$	90		$	295		$	128		$	21		$	95		$	29		$	35		$	10		$	703
	Ending balance: collectively evaluated for impairment	$	87		$	272		$	128		$	20		$	53		$	28		$	33		$	10		$	631
	Ending balance: individually evaluated for impairment	3			23			—			1			42			1			2			—			72
	Total allowance for credit losses	$	90		$	295		$	128		$	21		$	95		$	29		$	35		$	10		$	703
	Loans:
	Collectively evaluated for impairment	$	10,702		$	19,155		$	28,016		$	3,459		$	15,281		$	1,640		$	674		$	424		$	79,351
	Individually evaluated for impairment(1)	199			96			13			7			217			5			6			—			543
	Loans carried at lower of amortized cost or fair value less cost to sell	—			—			—			—			1,493			71			—			—			1,564
	Total loans	$	10,901		$	19,251		$	28,029		$	3,466		$	16,991		$	1,716		$	680		$	424		$	81,458
	Three Months Ended March 31, 2014
	Allowance for credit losses – beginning of period	$	108		$	112		$	68		$	20		$	186		$	49		$	50		$	13		$	606
	Provision charged (credited) to income	2			19			7			(4		)	(16		)	2			5			1			16
	Charge offs	(19		)	(5		)	(8		)	—			(17		)	(5		)	(11		)	(2		)	(67		)
	Recoveries	2			3			—			3			3			6			1			1			19
	Net (charge offs) recoveries	(17		)	(2		)	(8		)	3			(14		)	1			(10		)	(1		)	(48		)
	Allowance for credit losses – end of period	$	93		$	129		$	67		$	19		$	156		$	52		$	45		$	13		$	574
	Ending balance: collectively evaluated for impairment	$	84		$	126		$	67		$	18		$	96		$	50		$	43		$	13		$	497
	Ending balance: individually evaluated for impairment	9			3			—			1			60			2			2			—			77
	Total allowance for credit losses	$	93		$	129		$	67		$	19		$	156		$	52		$	45		$	13		$	574
	Loans:
	Collectively evaluated for impairment	$	8,905		$	15,681		$	21,979		$	3,031		$	14,150		$	1,851		$	674		$	483		$	66,754
	Individually evaluated for impairment(1)	260			17			—			20			202			19			9			—			527
	Loans carried at lower of amortized cost or fair value less cost to sell	—			—			—			—			1,548			68			—			—			1,616
	Total loans	$	9,165		$	15,698		$	21,979		$	3,051		$	15,900		$	1,938		$	683		$	483		$	68,897
	(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 $778 million and $718 million at March 31, 2015 and 2014, respectively.

Loans_Held_for_Sale

Loans Held for Sale	3 Months Ended
	Mar. 31, 2015
Receivables [Abstract]
Loans Held for Sale	Loans Held for Sale
	Loans held for sale consisted of the following:
		March 31, 2015		December 31, 2014
		(in millions)
	Commercial loans	$	291	$	528
	Consumer loans:
	Residential mortgages	24		18
	Other consumer	90		66
	Total consumer loans	114		84
	Total loans held for sale	$	405	$	612
	We originate commercial loans in connection with our participation in a number of syndicated credit facilities with the intent of selling the loans to unaffiliated third parties. We also purchase commercial loans from the secondary market and hold the loans as hedges against our exposure to certain total return swaps. The commercial loans under these programs are classified as commercial loans held for sale and are recorded at fair value as we have elected to designate these loans under the fair value option. The fair value of these commercial loans held for sale was $255 million and $384 million at March 31, 2015 and December 31, 2014, respectively. See Note 10, "Fair Value Option," for additional information.
	Commercial loans held for sale also included $34 million and $44 million of global banking loans at March 31, 2015 and December 31, 2014, respectively, which were transferred to held for sale during 2014, as well as commercial real estate loans totaling $2 million and $100 million at March 31, 2015 and December 31, 2014, respectively.
	We sell all our agency eligible loan originations servicing released directly to PHH Mortgage Corporation ("PHH Mortgage"). 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. Also included in residential mortgage loans held for sale are subprime residential mortgage loans with a fair value of $4 million at both March 31, 2015 and December 31, 2014 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.
	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 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. The valuation allowance on consumer loans held for sale was $12 million and $15 million at March 31, 2015 and December 31, 2014, respectively. The valuation allowance on commercial loans held for sale was $12 million at March 31, 2015 compared with $5 million allowance at December 31, 2014.

Intangible_Assets

Intangible Assets	3 Months Ended
	Mar. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Intangible Assets	Intangible Assets
	Intangible assets consisted of the following:
		March 31, 2015				December 31, 2014
		(in millions)
	Mortgage servicing rights	$	140			$	159
	Purchased credit card relationships	46				47
	Total intangible assets	$	186			$	206
	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.
	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 MSRs:
		March 31, 2015			December 31, 2014
	Annualized constant prepayment rate ("CPR")	18.2	%		15.9	%
	Constant discount rate	14	%		14.1	%
	Weighted average life (in years)	3.7			4.1
	The following table summarizes MSRs activity:
	Three Months Ended March 31,	2015				2014
		(in millions)
	Fair value of MSRs:
	Beginning balance	$	159			$	227
	Changes in fair value due to changes in valuation model inputs or assumptions	(11		)		(12		)
	Reductions related to customer payments	(8		)		(10		)
	Ending balance	$	140			$	205
	The outstanding principal balance of serviced for others mortgages, which are not included in the consolidated balance sheet, totaled $22,244 million and $23,101 million at March 31, 2015 and December 31, 2014, respectively.
	Servicing fees collected are included in residential mortgage banking revenue and totaled $15 million and $18 million during the three months ended March 31, 2015 and 2014, respectively.
	During 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 $40,319 million and $40,889 million at March 31, 2015 and December 31, 2014, 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 to PHH Mortgage on a servicing released basis which results in no new mortgage servicing rights being recognized.
	Purchased credit card relationships  In 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. 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.

Goodwill

Goodwill	3 Months Ended
	Mar. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill	Goodwill
	Goodwill was $1,612 million at both March 31, 2015 and December 31, 2014. Included in goodwill for these periods were accumulated impairment losses of $670 million. During the first quarter of 2015, 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.

Derivative_Financial_Instrumen

Derivative Financial Instruments	3 Months Ended
	Mar. 31, 2015
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.
		March 31, 2015								December 31, 2014
		Derivative assets				Derivative liabilities				Derivative assets				Derivative liabilities
		(in millions)
	Derivatives accounted for as fair value hedges(1)
	OTC-cleared(2)	$	11			$	298			$	1			$	206
	Bilateral OTC(2)	3				353				4				268
	Interest rate contracts	14				651				5				474
	Derivatives accounted for as cash flow hedges(1)
	Foreign exchange contracts - bilateral OTC(2)	71				—				45				—
	OTC-cleared(2)	8				7				8				6
	Bilateral OTC(2)	—				194				—				161
	Interest rate contracts	8				201				8				167
	Total derivatives accounted for as hedges	93				852				58				641
	Trading derivatives not accounted for as hedges(3)
	Exchange-traded(2)	30				51				46				43
	OTC-cleared(2)	22,608				22,240				16,862				17,557
	Bilateral OTC(2)	28,247				28,985				28,370				28,398
	Interest rate contracts	50,885				51,276				45,278				45,998
	Exchange-traded(2)	22				47				—				13
	Bilateral OTC(2)	27,683				26,262				22,219				20,826
	Foreign exchange contracts	27,705				26,309				22,219				20,839
	Equity contracts - bilateral OTC(2)	1,569				1,568				1,635				1,632
	Exchange-traded(2)	33				31				59				18
	Bilateral OTC(2)	794				645				1,013				591
	Precious metals contracts	827				676				1,072				609
	OTC-cleared(2)	635				784				604				730
	Bilateral OTC(2)	3,550				3,205				3,518				3,288
	Credit contracts	4,185				3,989				4,122				4,018
	Other derivatives not accounted for as hedges(1)
	Interest rate contracts - bilateral OTC(2)	865				114				768				88
	Foreign exchange contracts - bilateral OTC(2)	—				72				—				44
	Equity contracts - bilateral OTC(2)	841				157				757				167
	Precious metals contracts - bilateral OTC(2)	—				—				—				5
	Credit contracts - bilateral OTC(2)	98				9				73				9
	Total derivatives	87,068				85,022				75,982				74,050
	Less: Gross amounts of receivable / payable subject to enforceable master netting agreements(4)(6)	72,092				72,092				63,913				63,913
	Less: Gross amounts of cash collateral received / posted subject to enforceable master netting agreements(5)(6)	6,573				1,084				4,811				1,724
	Net amounts of derivative assets / liabilities presented in the balance sheet	8,403				11,846				7,258				8,413
	Less: Gross amounts of financial instrument collateral received / posted subject to enforceable master netting agreements but not offset in the consolidated balance sheet	1,273				5,420				1,837				4,398
	Net amounts of derivative assets / liabilities	$	7,130			$	6,426			$	5,421			$	4,015
	(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 during the three months ended March 31, 2015, compared with an increase in the carrying amount of our debt of $1 million during the three months ended March 31, 2014. We amortized $1 million and $3 million of basis adjustments related to terminated and/or re-designated fair value hedge relationships of our debt during the three months ended March 31, 2015 and 2014, respectively. The total accumulated unamortized basis adjustments for terminated fair value hedges amounted to increases in the carrying amount of our debt of $19 million and $21 million as of March 31, 2015 and December 31, 2014, respectively. Basis adjustments for active fair value hedges of available-for-sale ("AFS") securities increased the carrying amount of the securities by $219 million during the three months ended March 31, 2015, compared with an increase of $176 million during the three months ended March 31, 2014. Total accumulated unamortized basis adjustments for active fair value hedges of available-for-sale securities amounted to an increase in the carrying amount of $638 million as of March 31, 2015, compared with an increase of $458 million as of December 31, 2014.
	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 March 31, 2015
	Interest rate contracts/AFS Securities	$	(54	)		$	(249	)		$	88			$	240			$	(9	)
	Interest rate contracts/subordinated debt	3				—				(11		)		—				—
	Total	$	(51	)		$	(249	)		$	77			$	240			$	(9	)
	Three Months Ended March 31, 2014
Interest rate contracts/AFS Securities	$	(64	)		$	(219	)		$	102			$	213			$	(6	)
Interest rate contracts/subordinated debt	4				(1		)		(15		)		1				—
Total	$	(60	)		$	(220	)		$	87			$	214			$	(6	)
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 (loss). 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 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 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 March 31, 2015 and December 31, 2014, active cash flow hedge relationships extend or mature through July 2036. During the three months ended March 31, 2015, $3 million of losses related to terminated and/or re-designated cash flow hedge relationships were amortized to earnings from accumulated other comprehensive loss compared with losses of $1 million during the three months ended March 31, 2014. During the next twelve months, we expect to amortize $11 million of remaining losses to earnings resulting from these terminated and/or re-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 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	Recognized
	in AOCI on								from AOCI into Income		From AOCI								in Income on the Derivative	in Income
	Derivative								(Effective Portion)		into Income								(Ineffective Portion and	on the
	(Effective										(Effective								Amount Excluded from Effectiveness Testing)	Derivative
	Portion)										Portion)									(Ineffective
																				Portion)
	2015				2014						2015				2014					2015		2014
	(in millions)
Three Months Ended March 31,
Foreign exchange contracts	$	—			$	1			Interest income (expense)		$	—			$	—			Other income	$	—	$	—
Interest rate contracts	(33		)		(36		)		Interest income (expense)		(3		)		(1		)		Other income	—		—
Total	$	(33	)		$	(35	)				$	(3	)		$	(1	)			$	—	$	—
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 March 31,
		2015				2014
		(in millions)
Interest rate contracts	Trading revenue	$	470			$	61
Interest rate contracts	Residential mortgage banking revenue	24				11
Foreign exchange contracts	Trading revenue	(356		)		25
Equity contracts	Trading revenue	(1		)		—
Precious metals contracts	Trading revenue	46				8
Credit contracts	Trading revenue	(21		)		(7		)
Total		$	162			$	98
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 March 31,
		2015				2014
		(in millions)
Interest rate contracts	Gain (loss) on instruments designated at fair value and related derivatives	$	109			$	116
Interest rate contracts	Residential mortgage banking revenue	—				—
Foreign exchange contracts	Gain (loss) on instruments designated at fair value and related derivatives	(1		)		4
Equity contracts	Gain (loss) on instruments designated at fair value and related derivatives	257				81
Precious metals contracts	Gain (loss) on instruments designated at fair value and related derivatives	1				16
Credit contracts	Gain (loss) on instruments designated at fair value and related derivatives	—				1
Credit contracts	Other income	22				(4		)
Total		$	388			$	214
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. The aggregate fair value of all derivative instruments with credit-risk-related contingent features that were in a liability position as of March 31, 2015, was $8,862 million for which we had posted collateral of $7,751 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, 2014, was $7,006 million for which we had posted collateral of $6,136 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.
The following tables summarize our obligation to post additional collateral (from the current collateral level) in certain hypothetical commercially reasonable downgrade scenarios of our long term ratings. 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.
	Single-notch downgrade				Two-notch downgrade
Moody’s	A2				A3
	(in millions)
Amount of additional collateral to be posted upon downgrade	$	47			$	414
	Single-notch downgrade				Two-notch downgrade
Standard & Poor's ("S&P")	A+				A
	(in millions)
Amount of additional collateral to be posted upon downgrade	$	—			$	47
Notional Value of Derivative Contracts  The following table summarizes the notional values of derivative contracts:
	March 31, 2015				December 31, 2014
	(in millions)
Interest rate:
Futures and forwards	$	143,809			$	87,406
Swaps	2,913,021				3,096,382
Options written	77,549				70,903
Options purchased	99,543				83,524
	3,233,922				3,338,215
Foreign Exchange:
Swaps, futures and forwards	912,060				866,835
Options written	105,858				117,088
Options purchased	101,442				118,350
Spot	63,229				58,700
	1,182,589				1,160,973
Commodities, equities and precious metals:
Swaps, futures and forwards	46,163				48,263
Options written	16,324				18,015
Options purchased	20,637				23,452
	83,124				89,730
Credit derivatives	237,549				240,737
Total	$	4,737,184			$	4,829,655

Fair_Value_Option

Fair Value Option	3 Months Ended
	Mar. 31, 2015
Fair Value Option [Abstract]
Fair Value Option	Fair Value Option
	We report our results to HSBC in accordance with HSBC Group accounting and reporting policies ("Group Reporting Basis"), which apply International Financial Reporting Standards ("IFRS"). We typically have elected to apply fair value option ("FVO") accounting to selected financial instruments to align the measurement attributes of those instruments under U.S. GAAP and the Group Reporting Basis and to simplify the accounting model applied to those financial instruments. We elected to apply FVO reporting to certain commercial 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 accounting to certain commercial syndicated loans which are originated with the intent to sell and certain commercial loans that we purchased from the secondary market and hold as hedges against our exposure to certain total return swaps and include these loans 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 March 31, 2015 and December 31, 2014, 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 accounting 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 FVO 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 March 31, 2015
	Commercial loans held for sale	$	255		$	270
	Fixed rate long-term debt	2,191			1,750
	Hybrid instruments:
	Structured deposits	6,948			6,768
	Structured notes	6,842			6,466
	At December 31, 2014
	Commercial loans held for sale	$	384		$	390
	Fixed rate long-term debt	2,179			1,750
	Hybrid instruments:
	Structured deposits	7,346			7,176
	Structured notes	6,612			6,275
	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 March 31, 2015
	Interest rate and other components(1)	$	—		$	(82	)	$	(288	)	$	(370	)
	Credit risk component(2)(3)	(10		)	70			29			89
	Total mark-to-market on financial instruments designated at fair value	(10		)	(12		)	(259		)	(281		)
	Net realized loss on financial instruments	—			—			—			—
	Mark-to-market on the related derivatives	—			70			279			349
	Net realized gain on the related long-term debt derivatives	—			17			—			17
	Gain (loss) on instruments designated at fair value and related derivatives	$	(10	)	$	75		$	20		$	85
	Three Months Ended March 31, 2014
	Interest rate and other components(1)	$	—		$	(82	)	$	(153	)	$	(235	)
	Credit risk component(2)(3)	—			19			26			45
	Total mark-to-market on financial instruments designated at fair value	—			(63		)	(127		)	(190		)
	Net realized loss on financial instruments	—			—			—			—
	Mark-to-market on the related derivatives	—			70			131			201
	Net realized gain on the related long-term debt derivatives	—			17			—			17
	Gain (loss) on instruments designated at fair value and related derivatives	$	—		$	24		$	4		$	28
	(1)	As it relates to hybrid instruments, interest rate and other components includes interest rate, foreign exchange and equity contract risks.
	(2)	During the first quarter of 2015 and 2014, the gains in the credit risk component for long-term debt were attributable to the widening of our own credit spreads.
	(3)	During the first quarter of 2015, the gain in the credit risk component for hybrid instruments is attributable primarily to the widening of our own credit spreads related to structured notes while the gain during the first quarter of 2014 was attributable primarily to the widening of our own credit spreads related to structured notes partially offset by the tightening of credit spreads on structured deposits.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income (Loss)	3 Months Ended
	Mar. 31, 2015
Equity [Abstract]
Accumulated Other Comprehensive Income	Accumulated Other Comprehensive Loss
	Accumulated other comprehensive loss includes certain items that are reported directly within a separate component of shareholders’ equity. The following table presents changes in accumulated other comprehensive loss balances:
	Three Months Ended March 31,	2015			2014
		(in millions)
	Unrealized gains (losses) on investment securities:
	Balance at beginning of period	$	158		$	(18	)
	Other comprehensive income (loss) for period:
	Net unrealized gains (losses) arising during period, net of tax of $(11) million and $93 million, respectively	(19		)	144
	Reclassification adjustment for gains realized in net income, net of tax of $(9) million and $(9) million, respectively(1)	(14		)	(14		)
	Amortization of net unrealized losses on securities transferred from available-for-sale to held-to-maturity realized in net income, net of tax of $3 million(2)	5			—
	Total other comprehensive income (loss) for period	(28		)	130
	Balance at end of period	130			112
	Unrealized losses on other-than-temporarily impaired debt securities held-to-maturity:
	Balance at beginning of period	—			(60		)
	Other comprehensive income for period:
	Reclassification adjustment related to the accretion of unrealized other-than-temporary impairment, net of tax of $1 million(3)	—			1
	Total other comprehensive income for period	—			1
	Balance at end of period	—			(59		)
	Unrealized losses on derivatives designated as cash flow hedges:
	Balance at beginning of period	(156		)	(83		)
	Other comprehensive loss for period:
	Net unrealized losses arising during period, net of tax of $(12) million and $(13) million, respectively	(21		)	(21		)
	Reclassification adjustment for losses realized in net income, net of tax of $1 million and less than $1 million, respectively(4)	2			1
	Total other comprehensive loss for period	(19		)	(20		)
	Balance at end of period	(175		)	(103		)
	Pension and postretirement benefit liability:
	Balance at beginning of period	(3		)	2
	Other comprehensive income for period:
	Change in unfunded pension and postretirement liability, net of tax of less than $1 million	1			—
	Total other comprehensive income for period	1			—
	Balance at and end of period	(2		)	2
	Total accumulated other comprehensive loss at end of period	$	(47	)	$	(48	)
	(1)	Amount reclassified to net income is included in other securities gains, net in our consolidated statement of income.
	(2)	Amount amortized to net income is included in interest income in our consolidated statement of income. During the third quarter of 2014, we transferred securities from available-for-sale to held-to-maturity. At the date of transfer, AOCI included net pretax unrealized losses of $234 million related to the transferred securities which will be amortized over the remaining contractual life of each security as an adjustment of yield in a manner consistent with the amortization of any premium or discount.
	(3)	Amount reclassified to the carrying value of the debt securities is included in securities held-to-maturity in our consolidated balance sheet.
	(4)	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	3 Months Ended
	Mar. 31, 2015
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 "HBSC North America Pension Plan" or the "Plan") which has been allocated to us.
	Three Months Ended March 31,	2015			2014
		(in millions)
	Service cost – benefits earned during the period	$	2		$	1
	Interest cost on projected benefit obligation	17			18
	Expected return on plan assets	(23		)	(20		)
	Amortization of net actuarial loss	9			9
	Pension expense	$	5		$	8
	During the first quarter of 2015, HSBC North America made an additional contribution of $46 million 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 March 31,	2015			2014
		(in millions)
	Interest cost on accumulated benefit obligation	1			1
	Net periodic postretirement benefit cost	$	1		$	1

Related_Party_Transactions

Related Party Transactions	3 Months Ended
	Mar. 31, 2015
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:
		31-Mar-15			December 31, 2014
		(in millions)
	Assets:
	Cash and due from banks	$	171		$	140
	Interest bearing deposits with banks(1)	1,017			928
	Trading assets(2)	21,048			20,194
	Loans	5,016			4,821
	Other(3)	1,082			983
	Total assets	$	28,334		$	27,066
	Liabilities:
	Deposits	$	15,688		$	16,596
	Trading liabilities(2)	22,478			21,130
	Short-term borrowings	1,676			847
	Long-term debt	—			3,981
	Other(3)	387			459
	Total liabilities	$	40,229		$	43,013
	(1)	Includes interest bearing deposits with HSBC Mexico S.A. of $800 million at both March 31, 2015 and December 31, 2014, 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 March 31,	2015			2014
		(in millions)
	Income/(Expense):
	Interest income	$	30		$	14
	Interest expense	(14		)	(18		)
	Net interest income (expense)	16			(4		)
	Trading revenue	148			852
	Servicing and other fees from HSBC affiliates:
	HSBC Bank Plc	19			16
	HSBC Finance Corporation	16			15
	HSBC Markets (USA) Inc. ("HMUS")	7			4
	Other HSBC affiliates	14			12
	Total servicing and other fees from HSBC affiliates	56			47
	Gain (loss) on instruments designed at fair value and related derivatives	258			98
	Support services from HSBC affiliates:
	HMUS	(64		)	(57		)
	HSBC Technology & Services (USA) ("HTSU")	(240		)	(253		)
	Other HSBC affiliates	(48		)	(44		)
	Total support services from HSBC affiliates	(352		)	(354		)
	Stock based compensation expense with HSBC(1)	(13		)	(7		)
	(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. At December 31, 2014, long-term debt with affiliates reflected $4.0 billion in floating rate senior debt with HSBC North America. During the first quarter of 2015, we repaid this debt in full. See Note 15, "Retained Earnings and Regulatory Capital Requirements," for additional details.
	We have the following funding arrangements available with HSBC affiliates, although there were no outstanding balances at either March 31, 2015 or December 31, 2014:
	•	$805 million committed line of credit with HSBC Investment (Bahamas) Limited; and
	•	$150 million uncommitted line of credit with HSBC North America Inc. ("HNAI").
	We have also incurred short-term borrowings with certain affiliates. In addition, certain affiliates have also placed deposits with us.
	Lending and Derivative Related Arrangements Extended to HSBC Affiliates:
	At March 31, 2015 and December 31, 2014, we have the following loan balances outstanding with HSBC affiliates:
		31-Mar-15			December 31, 2014
		(in millions)
	HSBC Finance Corporation	$	3,014		$	3,014
	HSBC Markets (USA) Inc. ("HMUS") and subsidiaries	764			563
	HSBC Bank Brasil S.A.	1,110			1,108
	Other short-term affiliate lending	128			136
	Total loans	$	5,016		$	4,821
	HSBC Finance Corporation We have extended a $5.0 billion, 364-day uncommitted unsecured revolving credit agreement to HSBC Finance which expires during the fourth quarter of 2015. The credit agreement allows for borrowings with maturities of up to 5 years. At both March 31, 2015 and December 31, 2014, $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 March 31, 2015 or December 31, 2014. 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 at both March 31, 2015 and December 31, 2014, respectively, of which $764 million and $563 million, respectively, was outstanding. The outstanding balances mature in May 2015.
	HSBC Bank Brasil S.A. We have extended uncommitted lines of credit to HSBC Bank Brasil in the amount of $1.2 billion of which $1.1 billion was outstanding at both March 31, 2015 and December 31, 2014, respectively. The outstanding balances mature at various stages between 2016 and 2018.
	We have extended lines of credit to various other HSBC affiliates totaling $2.3 billion which did not have any outstanding balances at either March 31, 2015 and December 31, 2014.
	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 March 31, 2015 and December 31, 2014, there were $128 million and $136 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 an HSBC affiliate, in relation to assets originated in the U.S. The notional amount of the liquidity facilities provided by HUSI to Regency was approximately $2.7 billion as of March 31, 2015, 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 certain securities, debt issues and derivative contracts with unaffiliated third parties, we routinely enter into derivative transactions with HSBC Finance, HSBC Bank plc and other HSBC affiliates. The notional value of derivative contracts related to these transactions was approximately $1,063.2 billion and $1,082.6 billion at March 31, 2015 and December 31, 2014, respectively. The net credit exposure (defined as the net fair value of derivative assets and liabilities) related to the contracts was approximately $1,089 million and $1,166 million at March 31, 2015 and December 31, 2014, 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 $804 million and $837 million at March 31, 2015 and December 31, 2014, 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 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 $15 million and $14 million during the three months ended March 31, 2015 and 2014, respectively.

Business_Segments

Business Segments	3 Months Ended
	Mar. 31, 2015
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: Retail Banking and Wealth Management ("RBWM"), Commercial Banking ("CMB"), Global Banking and Markets ("GB&M") and Private Banking ("PB"). There have been no changes in the basis of our segmentation or measurement of segment profit as compared with the presentation in our 2014 Form 10-K.
	Our segment results are presented in accordance with HSBC Group accounting and reporting policies, which apply International Financial Reporting Standards ("IFRS") and, as a result, our segment results are prepared and presented using financial information prepared on the basis of HSBC Group's accounting and reporting policies ("Group Reporting Basis") (a non-U.S. GAAP financial measure) as operating results are monitored and reviewed, trends are evaluated and decisions about allocating resources, such as employees, are primarily made on this basis. However, we continue to monitor capital adequacy, establish dividend policy and report to regulatory agencies on a U.S. GAAP basis.
	We are currently in the process of re-evaluating the financial information used to manage our businesses, including the scope and content of the U.S. GAAP financial data being reported to our Management and our Board. To the extent we make changes to this reporting in 2015, we will evaluate any impact such changes may have on our segment reporting.
	A summary of differences between U.S. GAAP and Group Reporting Basis as they impact our results are presented in Note 23, "Business Segments," in our 2014 Form 10-K. There have been no significant changes since December 31, 2014 in the differences between U.S. GAAP and Group Reporting Basis.
	The following table summarizes the results for each segment on a Group Reporting Basis, as well as provides a reconciliation of total results under the Group Reporting Basis to U.S. GAAP consolidated totals:
		Group Reporting Basis Consolidated Amounts
		RBWM			CMB		GB&M		PB			Other			Adjustments/			Total		Group Reporting Basis			Group Reporting Basis			U.S. GAAP
															Reconciling					Adjustments(3)			Reclassi-			Consolidated
															Items								fications(4)			Totals
		(in millions)
	Three Months Ended March 31, 2015
	Net interest income(1)	$	197		$	201	$	118	$	49		$	(6	)	$	(5	)	$	554	$	(14	)	$	66		$	606
	Other operating income	87			77		266		24			82			5			541		(10		)	(67		)	464
	Total operating income	284			278		384		73			76			—			1,095		(24		)	(1		)	1,070
	Loan impairment charges	22			10		8		—			—			—			40		14			(1		)	53
		262			268		376		73			76			—			1,055		(38		)	—			1,017
	Operating expenses(2)	281			169		259		58			27			—			794		(17		)	—			777
	Profit (loss) before income tax expense	$	(19	)	$	99	$	117	$	15		$	49		$	—		$	261	$	(21	)	$	—		$	240
	Balances at end of period:
	Total assets	$	19,856		$	30,788	$	198,942	$	8,121		$	804		$	—		$	258,511	$	(56,958	)	$	41		$	201,594
	Total loans, net	16,902			29,649		23,341		6,424			—			—			76,316		891			3,548			80,755
	Goodwill	581			358		—		325			—			—			1,264		348			—			1,612
	Total deposits	29,240			22,209		38,891		10,973			—			—			101,313		(5,975		)	23,756			119,094
	Three Months Ended March 31, 2014
	Net interest income(1)	$	198		$	187	$	97	$	49		$	(13	)	$	(5	)	$	513	$	(15	)	$	21		$	519
	Other operating income	113			68		294		25			25			5			530		(4		)	(26		)	500
	Total operating income	311			255		391		74			12			—			1,043		(19		)	(5		)	1,019
	Loan impairment charges	2			7		15		(5		)	—			—			19		4			(7		)	16
		309			248		376		79			12			—			1,024		(23		)	2			1,003
	Operating expenses(2)	279			158		239		55			25			—			756		(8		)	2			750
	Profit (loss) before income tax expense	$	30		$	90	$	137	$	24		$	(13	)	$	—		$	268	$	(15	)	$	—		$	253
	Balances at end of period:
	Total assets	$	19,143		$	25,594	$	181,545	$	8,231		$	723		$	—		$	235,236	$	(47,888	)	$	(174	)	$	187,174
	Total loans, net	16,177			24,509		17,485		6,022			—			—			64,193		1,411			2,719			68,323
	Goodwill	581			358		—		325			—			—			1,264		348			—			1,612
	Total deposits	30,206			21,254		30,126		12,529			—			—			94,115		(3,247		)	14,663			105,531
	(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 Balance Sheet Management and more appropriately reflect the profitability of segments.
	(2)	Expenses for the segments include fully apportioned corporate overhead expenses.
	(3)	Represents adjustments associated with differences between the Group Reporting Basis and the U.S. GAAP basis of accounting.
	(4)	Represents differences in financial statement presentation between Group Reporting Basis and U.S. GAAP.

Retained_Earnings_and_Regulato

Retained Earnings and Regulatory Capital Requirements	3 Months Ended
	Mar. 31, 2015
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. 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 March 31, 2015 and December 31, 2014:
		31-Mar-15							December 31, 2014
		Capital		Well-Capitalized			Actual		Capital		Well-Capitalized			Actual
		Amount		Ratio(1)			Ratio		Amount		Ratio(1)			Ratio
		(dollars are in millions)
	Total capital ratio:(3)
	HSBC USA	$	24,732	10	%		16.34	%	$	21,017	10	%		15.78	%
	HSBC Bank USA	26,916		10			18.55		22,760		10			17.86
	Tier 1 capital ratio:(3)
	HSBC USA	19,089		6			12.61		15,205		6			11.41
	HSBC Bank USA	22,246		8			15.33		17,215		8			13.51
	Common equity Tier 1 ratio:(3)
	HSBC USA	17,830		4.5		(2)	11.78		13,754		4.5		(2)	10.33
	HSBC Bank USA	19,863		6.5			13.69		17,215		6.5			13.51
	Tier 1 leverage ratio:
	HSBC USA	19,089		4		(2)	9.91		15,205		4		(2)	8.54
	HSBC Bank USA	22,246		5			12.02		17,215		5			10.06
	Risk weighted assets:(3)
	HSBC USA	151,347							133,211
	HSBC Bank USA	145,121							127,456
	(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 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. The regulatory ratios for an institution to be well-capitalized under Basel III became effective beginning January 1, 2015 and the new ratios are shown for both periods.
	(2)	There are no common equity Tier 1 or Tier 1 leverage ratio components in the definition of a well-capitalized bank holding company. The ratios shown in both periods are the required regulatory minimum ratios beginning in 2015.
	(3)	At March 31, 2015, risk weighted assets are calculated under the Basel III Standardized Approach, which replaced the Basel I risk-based guidance for determining risk weighted assets beginning January 1, 2015.
	In 2013, U.S. banking 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, the capital ratios in the table above are reported in accordance with the Basel III transition rules within the final rule. In addition, the Basel III final rule introduced the Standardized Approach for risk weighted assets, which replaced the Basel I risk-based guidance for determining risk weighted assets beginning January 1, 2015.
	During the first quarter of 2015, HSBC USA repaid $4,000 million of senior long-term debt previously issued to HSBC North America and HSBC Bank USA repaid $900 million of subordinated long-term debt previously issued to HSBC USA. In conjunction with these repayments, HSBC USA received a capital contribution of $4,000 million from its immediate parent, HNAI, in exchange for one share of common stock and HSBC USA made capital contributions to its subsidiary, HSBC Bank USA, of $2,400 million in exchange for two shares of common stock and $2,500 million in exchange for 250 shares of non-cumulative preferred stock. These capital actions were taken to support our growth strategy and to strengthen the Basel III regulatory capital positions of both HSBC USA and HSBC Bank USA.

Variable_Interest_Entities

Variable Interest Entities	3 Months Ended
	Mar. 31, 2015
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. An 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 March 31, 2015 and December 31, 2014 which are consolidated on our balance sheets. Assets and liabilities exclude intercompany balances that eliminate on consolidation.
		31-Mar-15				December 31, 2014
		Consolidated		Consolidated		Consolidated		Consolidated
		Assets		Liabilities		Assets		Liabilities
		(in millions)
	Low income housing limited liability partnership:
	Other assets	$	372	$	—	$	380	$	—
	Long-term debt	—		92		—		92
	Interest, taxes and other liabilities	—		86		—		75
	Total	$	372	$	178	$	380	$	167
	Low income housing limited liability partnership  In 2009, all low income housing investments held by us at the time 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. As a practical expedient, we amortize the investments in proportion to the allocated tax benefits under the proportional amortization method of 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 March 31, 2015 and December 31, 2014:
		Variable Interests		Variable Interests		Total Assets in		Maximum
		Held Classified		Held Classified		Unconsolidated		Exposure
		as Assets		as Liabilities		VIEs		to Loss
		(in millions)
	At March 31, 2015
	Asset-backed commercial paper conduits	$	50	$	—	$	10,761	$	2,710
	Structured note vehicles	2,848		7		5,876		5,868
	Low income housing partnerships	44		38		141		44
	Total	$	2,942	$	45	$	16,778	$	8,622
	At December 31, 2014
	Asset-backed commercial paper conduits	$	29	$	—	$	10,984	$	2,685
	Structured note vehicles	2,841		7		5,867		5,860
	Low income housing partnerships	44		39		141		44
	Total	$	2,914	$	46	$	16,992	$	8,589
	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  We provide liquidity facilities to Regency, a multi-seller ABCP conduit consolidated by an HSBC 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 $2,710 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. 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 derivatives wrapping the structured notes. 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. In other situations, we hold credit default swaps with structured note issuing 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. We record all investments in, and derivative contracts with, unconsolidated structured note vehicles at fair value on our consolidated balance sheet.
	Low income housing partnerships Separately from the low income housing LLP discussed above, we invest as a limited partner in low income housing partnerships that operate qualified affordable housing projects and generate tax benefits, including federal low income housing tax credits, for investors. The partnerships are deemed to be VIEs because they do not have sufficient equity investment at risk and are structured with non-substantive voting rights. We are not the primary beneficiary of the VIEs and do not consolidate them.
	Our investment in low income housing partnerships are recorded in other assets on the consolidated balance sheet. As a practical expedient, we amortize the investment in proportion to the allocated tax benefits under the proportional amortization method of accounting. The maximum exposure to loss shown in the table above represents our recorded investment.
	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	3 Months Ended
	Mar. 31, 2015
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 March 31, 2015 and December 31, 2014. Following the table is a description of the various arrangements.
		31-Mar-15								December 31, 2014
		Carrying				Notional / Maximum				Carrying				Notional / Maximum
		Value				Exposure to Loss				Value				Exposure to Loss
		(in millions)
	Credit derivatives(1)(4)	$	(1,776	)		$	115,685			$	(1,484	)		$	117,768
	Financial standby letters of credit, net of participations(2)(3)	—				6,174				—				5,358
	Performance standby letters of credit, net of participations(2)(3)	—				2,943				—				3,083
	Liquidity asset purchase agreements(3)	—				2,710				—				2,685
	Total	$	(1,776	)		$	127,512			$	(1,484	)		$	128,894
	(1)	Includes $32,035 million and $32,688 million of notional issued for the benefit of HSBC affiliates at March 31, 2015 and December 31, 2014, respectively.
	(2)	Includes $880 million and $937 million issued for the benefit of HSBC affiliates at March 31, 2015 and December 31, 2014, 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 March 31, 2015 and December 31, 2014:
		31-Mar-15								December 31, 2014
		Carrying / Fair				Notional				Carrying / Fair				Notional
		Value								Value
		(in millions)
	Sell-protection credit derivative positions	$	(1,776	)		$	115,685			$	(1,484	)		$	117,768
	Buy-protection credit derivative positions	2,142				121,864				1,741				122,969
	Net position(1)	$	366			$	6,179			$	257			$	5,201
	(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 non-financial 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 March 31, 2015, the total amount of outstanding financial standby letters of credit (net of participations) and performance guarantees (net of participations) were $6,174 million and $2,943 million, respectively. As of December 31, 2014, the total amount of outstanding financial standby letters of credit (net of participations) and performance guarantees (net of participations) were $5,358 million and $3,083 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 $52 million and $50 million at March 31, 2015 and December 31, 2014, respectively. Also included in other liabilities is an allowance for credit losses on unfunded standby letters of credit of $17 million and $16 million at March 31, 2015 and December 31, 2014, 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 March 31, 2015 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")	2.7		$	72,959			$	19,139			$	92,098
	Structured CDS	1.8		6,111				652				6,763
	Index credit derivatives	2.2		4,840				8,288				13,128
	Total return swaps	2.7		3,299				397				3,696
	Subtotal			87,209				28,476				115,685
	Standby Letters of Credit(2)	1.1		6,717				2,400				9,117
	Total			$	93,926			$	30,876			$	124,802
	(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.
	Non Credit-Risk Related Guarantees and Other Arrangements
	Liquidity asset purchase agreements  We provide liquidity facilities to Regency, a multi-seller ABCP conduit consolidated by an HSBC 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 March 31, 2015 and December 31, 2014 we had issued $2,710 million and $2,685 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.
	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 Matters" in Note 28, "Litigation and Regulatory Matters," in our 2014 Form10-K for additional discussion of related exposure. There have been no significant changes with regards to this exposure since December 31, 2014. The outstanding principal balance on these loans was approximately $5.7 billion at both March 31, 2015 and December 31, 2014, respectively.
	Mortgage Loan Repurchase Obligations  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 settlements with FNMA and FHLMC during 2013 and 2014, 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 2013, new agency eligible originations are sold directly to PHH Mortgage and PHH Mortgage is responsible for origination representations and warranties for all loans purchased.
	During the first quarter of 2014, we entered into a 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 exposure associated with residual risks not covered by the settlement agreement.
	The following table provides information about outstanding repurchase demands received from GSEs and other third parties at March 31, 2015 and December 31, 2014:
		March 31, 2015				December 31, 2014
		(in millions)
	GSEs	$	2			$	2
	Others	1				1
	Total	$	3			$	3
	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 months ended March 31, 2015 and 2014 for obligations arising from the breach of representations and warranties associated with the sale of these loans:
	Three Months Ended March 31,	2015				2014
		(in millions)
Balance at beginning of period	$	27			$	99
Increase (decrease) in liability recorded through earnings	(3		)		(34		)
Realized losses	(1		)		(29		)
Balance at end of period	$	23			$	36
Our remaining mortgage repurchase liability of $23 million at March 31, 2015 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, including significantly lower levels of demands received, 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 $25 million at March 31, 2015. 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.
Pledged Assets
Pledged assets included in the consolidated balance sheet consisted of the following:
	March 31, 2015				December 31, 2014
	(in millions)
Interest bearing deposits with banks	$	397			$	415
Trading assets(1)	2,809				2,886
Securities available-for-sale(2)	24,794				22,023
Securities held-to-maturity	3,410				3,602
Loans(3)	13,488				12,580
Other assets(4)	1,996				2,495
Total	$	46,894			$	44,001
(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 of New York ("FHLB") and the Federal Reserve Bank of New York.
(3)	Loans are primarily residential mortgage loans pledged against current and potential borrowings from the FHLB and the Federal Reserve Bank of New York.
(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 $9,869 million and $8,348 million at March 31, 2015 and December 31, 2014, respectively. The fair value of trading assets that can be sold or repledged was $2,809 million and $2,886 million at March 31, 2015 and December 31, 2014, respectively.
The fair value of collateral we accepted but not reported on the consolidated balance sheet that can be sold or repledged was $8,608 million and $6,765 million at March 31, 2015 and December 31, 2014, respectively. This collateral was obtained under security resale agreements. Of this collateral, $1,182 million and $2,226 million has been sold or repledged as collateral under repurchase agreements or to cover short sales at March 31, 2015 and December 31, 2014, respectively.
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 March 31, 2015 and December 31, 2014:
											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 March 31, 2015:
Assets:
Securities purchased under agreements to resell	$	8,608			1,643			6,965			6,965			—	$	—
Liabilities:
Securities sold under repurchase agreements	$	13,860			1,643			12,217			12,217			—	$	—
As of December 31, 2014:
Assets:
Securities purchased under agreements to resell	$	7,165			5,752			1,413			1,413			—	$	—
Liabilities:
Securities sold under repurchase agreements	$	13,459			5,752			7,707			7,707			—	$	—
(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	3 Months Ended
	Mar. 31, 2015
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.
	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.
	Valuation of uncollateralized derivatives - During 2014, we adopted a funding fair value adjustment ("FFVA") to reflect the estimated present value of the future market funding cost or benefit associated with funding uncollateralized derivative exposure at rates other than the Overnight Indexed Swap ("OIS") rate. See "Valuation Techniques - Derivatives" below for additional details.
	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 GB&M, meets monthly to review, monitor and discuss significant valuation matters arising from credit and market risks. The committee is responsible for reviewing and approving valuation policies and procedures including any valuation adjustments pertaining to, among other things, independent price verification, market liquidity, unobservable inputs, model uncertainty and counterparty credit risk. All valuation models are reviewed by the valuation committee in terms of model development, enhancements and performance. All models are independently reviewed by the Markets IMR function and applicable valuation model recommendations are reported to and discussed with the valuation committee. 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 report.
	The following table summarizes the carrying value and estimated fair value of our financial instruments at March 31, 2015 and December 31, 2014:
	31-Mar-15	Carrying			Fair				Level 1			Level 2		Level 3
		Value			Value
		(in millions)
	Financial assets:
	Short-term financial assets	$	33,260		$	33,260			$	972		$	32,249	$	39
	Federal funds sold and securities purchased under resale agreements	6,965			6,965				—			6,965		—
	Non-derivative trading assets	15,938			15,938				2,912			9,925		3,101
	Derivatives	8,403			8,403				8			8,350		45
	Securities	47,111			47,446				25,141			22,305		—
	Commercial loans, net of allowance for credit losses	61,113			62,494				—			—		62,494
	Commercial loans designated under fair value option and held for sale	255			255				—			255		—
	Commercial loans held for sale	36			36				—			36		—
	Consumer loans, net of allowance for credit losses	19,642			18,143				—			—		18,143
	Consumer loans held for sale:
	Residential mortgages	24			25				—			20		5
	Other consumer	90			90				—			—		90
	Financial liabilities:
	Short-term financial liabilities	$	15,710		$	15,710			$	—		$	15,671	$	39
	Deposits:
	Without fixed maturities	109,625			109,625				—			109,625		—
	Fixed maturities	2,521			2,524				—			2,524		—
	Deposits designated under fair value option	6,948			6,948				—			5,022		1,926
	Non-derivative trading liabilities	646			646				477			169		—
	Derivatives	11,846			11,846				19			11,798		29
	Long-term debt	20,387			21,259				—			21,259		—
	Long-term debt designated under fair value option	9,033			9,033				—			8,391		642
	December 31, 2014	Carrying			Fair				Level 1			Level 2		Level 3
		Value			Value
		(in millions)
	Financial assets:
	Short-term financial assets	$	31,746		$	31,746			$	891		$	30,807	$	48
	Federal funds sold and securities purchased under resale agreements	1,413			1,413				—			1,413		—
	Non-derivative trading assets	15,490			15,490				2,675			9,722		3,093
	Derivatives	7,258			7,258				10			7,200		48
	Securities	43,609			43,835				22,048			21,787		—
	Commercial loans, net of allowance for credit losses	57,595			58,891				—			—		58,891
	Commercial loans designated under fair value option and held for sale	384			384				—			384		—
Commercial loans held for sale	144			144				—			144		—
Consumer loans, net of allowance for credit losses	19,466			17,896				—			—		17,896
Consumer loans held for sale:
Residential mortgages	18			19				—			14		5
Other consumer	66			66				—			—		66
Financial liabilities:
Short-term financial liabilities	$	12,861		$	12,861			$	—		$	12,813	$	48
Deposits:
Without fixed maturities	105,962			105,962				—			105,962		—
Fixed maturities	2,810			2,813				—			2,813		—
Deposits designated under fair value option	7,346			7,346				—			5,378		1,968
Non-derivative trading liabilities	705			705				653			52		—
Derivatives	8,413			8,413				8			8,376		29
Long-term debt	18,733			19,524				—			19,524		—
Long-term debt designated under fair value option	8,791			8,791				—			8,144		647
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 March 31, 2015 and December 31, 2014 reflect these market conditions. The increase in the relative fair value of our residential mortgage loans since December 31, 2014 reflects the conditions in the housing industry which have continued to show improvement in 2015 due to improvements in property values as well as 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 March 31, 2015 and December 31, 2014, and indicates the fair value hierarchy of the valuation techniques utilized to determine such fair value:
	Fair Value Measurements on a Recurring Basis
31-Mar-15	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	$	2,912		$	107			$	—		$	3,019	$	—		$	3,019
Obligations of U.S. States and political subdivisions	—			586				—			586		—			586
Collateralized debt obligations	—			—				253			253		—			253
Asset-backed securities:
Residential mortgages	—			139				—			139		—			139
Student Loans	—			88				—			88		—			88
Corporate and other domestic debt securities	—			—				2,848			2,848		—			2,848
Debt Securities issued by foreign entities:
Corporate	—			183				—			183		—			183
Government-backed	—			5,494				—			5,494		—			5,494
Equity securities	—			18				—			18		—			18
Precious metals trading	—			3,310				—			3,310		—			3,310
Derivatives(2):
Interest rate contracts	32			51,719				21			51,772		—			51,772
Foreign exchange contracts	22			27,735				19			27,776		—			27,776
Equity contracts	—			2,245				165			2,410		—			2,410
Precious metals contracts	33			794				—			827		—			827
Credit contracts	—			4,025				258			4,283		—			4,283
Derivatives netting	—			—				—			—		(78,665		)	(78,665		)
Total derivatives	87			86,518				463			87,068		(78,665		)	8,403
Securities available-for-sale:
U.S. Treasury, U.S. Government agencies and sponsored enterprises	25,141			2,721				—			27,862		—			27,862
Obligations of U.S. states and political subdivisions	—			748				—			748		—			748
Asset-backed securities:
Commercial mortgages	—			29				—			29		—			29
Home equity	—			85				—			85		—			85
Other	—			94				—			94		—			94
Debt Securities issued by foreign entities:
Corporate	—			360				—			360		—			360
Government-backed	—			3,753				—			3,753		—			3,753
Equity securities	—			165				—			165		—			165
Loans(3)	—			255				—			255		—			255
Mortgage servicing rights(4)	—			—				141			141		—			141
Total assets	$	28,140		$	104,653			$	3,705		$	136,498	$	(78,665	)	$	57,833
Liabilities:
Deposits in domestic offices(5)	$	—		$	5,022			$	1,926		$	6,948	$	—		$	6,948
Trading liabilities, excluding derivatives	477			169				—			646		—			646
Derivatives(2):
Interest rate contracts	58			52,183				1			52,242		—			52,242
Foreign exchange contracts	47			26,315				19			26,381		—			26,381
Equity contracts	—			1,603				122			1,725		—			1,725
Precious metals contracts	31			645				—			676		—			676
Credit contracts	—			3,932				66			3,998		—			3,998
Derivatives netting	—			—				—			—		(73,176		)	(73,176		)
Total derivatives	136			84,678				208			85,022		(73,176		)	11,846
Long-term debt(5)	—			8,391				642			9,033		—			9,033
Total liabilities	$	613		$	98,260			$	2,776		$	101,649	$	(73,176	)	$	28,473
	Fair Value Measurements on a Recurring Basis
December 31, 2014	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	$	2,675		$	48			$	—		$	2,723	$	—		$	2,723
Obligations of U. S. States and political subdivisions	—			591				—			591		—			591
Collateralized debt obligations	—			—				253			253		—			253
Asset-backed securities:
Residential mortgages	—			142				—			142		—			142
Student loans	—			86				—			86		—			86
Corporate and other domestic debt securities	—			1				2,840			2,841		—			2,841
Debt Securities issued by foreign entities:
Corporate	—			184				—			184		—			184
Government-backed	—			6,656				—			6,656		—			6,656
Equity securities	—			22				—			22		—			22
Precious metals trading	—			1,992				—			1,992		—			1,992
Derivatives(2):
Interest rate contracts	46			46,012				1			46,059		—			46,059
Foreign exchange contracts	—			22,241				23			22,264		—			22,264
Equity contracts	—			2,212				180			2,392		—			2,392
Precious metals contracts	59			1,013				—			1,072		—			1,072
Credit contracts	—			3,899				296			4,195		—			4,195
Derivatives netting	—			—				—			—		(68,724		)	(68,724		)
Total derivatives	105			75,377				500			75,982		(68,724		)	7,258
Securities available-for-sale:
U.S. Treasury, U.S. Government agencies and sponsored enterprises	22,048			3,117				—			25,165		—			25,165
Obligations of U.S. states and political subdivisions	—			667				—			667		—			667
Asset-backed securities:
Commercial mortgages	—			43				—			43		—			43
Home equity	—			89				—			89		—			89
Other	—			94				—			94		—			94
Debt Securities issued by foreign entities:
Corporate	—			517				—			517		—			517
Government-backed	—			3,398				—			3,398		—			3,398
Equity securities	—			167				—			167		—			167
Loans(3)	—			384				—			384		—			384
Mortgage servicing rights(4)	—			—				159			159		—			159
Total assets	$	24,828		$	93,575			$	3,752		$	122,155	$	(68,724	)	$	53,431
Liabilities:
Deposits in domestic offices(5)	$	—		$	5,378			$	1,968		$	7,346	$	—		$	7,346
Trading liabilities, excluding derivatives	653			52				—			705		—			705
Derivatives(2):
Interest rate contracts	43			46,683				1			46,727		—			46,727
Foreign exchange contracts	13			20,847				23			20,883		—			20,883
Equity contracts	—			1,661				138			1,799		—			1,799
Precious metals contracts	18			596				—			614		—			614
Credit contracts	—			3,941				86			4,027		—			4,027
Derivatives netting	—			—				—			—		(65,637		)	(65,637		)
Total derivatives	74			73,728				248			74,050		(65,637		)	8,413
Long-term debt(5)	—			8,144				647			8,791		—			8,791
Total liabilities	$	727		$	87,302			$	2,863		$	90,892	$	(65,637	)	$	25,255
(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 $6,506 million and $5,602 million and trading derivative liabilities of $10,642 million and $7,459 million as of March 31, 2015 and December 31, 2014, 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)	See Note 10, "Fair Value Option," for additional information.
Transfers between levels of the fair value hierarchy 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 months ended March 31, 2015 and 2014.
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 months ended March 31, 2015 and 2014. 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.
	Jan. 1,			Total Gains and  (Losses) Included in(1)							Purch-		Issu-			Settle-			Transfers			Transfers			Mar. 31,			Current
	2015										ases		ances			ments			Into			Out of			2015			Period
																			Level 3			Level 3						Unrealized
																												Gains
				Trading				Other																				(Losses)
				Revenue				Revenue
				(Loss)
	(in millions)
Assets:
Trading assets, excluding derivatives:
Collateralized debt obligations	$	253		$	9			$	—		$	—	$	—		$	(8	)	$	—		$	—		$	254		$	7
Corporate and other domestic debt securities	2,840			—				—			8		—			—			—			—			2,848			—
Derivatives, net(2):
Interest rate contracts	—			19				1			—		—			—			—			—			20			20
Foreign exchange contracts	—			—				—			—		—			—			—			—			—			—
Equity contracts	42			23				—			—		—			(21		)	—			(1		)	43			14
Credit contracts	210			(12		)		—			—		—			(6		)	—			—			192			(40		)
Mortgage servicing rights(3)	159			—				(14		)	—		—			(4		)	—			—			141			(14		)
Total assets	$	3,504		$	39			$	(13	)	$	8	$	—		$	(39	)	$	—		$	(1	)	$	3,498		$	(13	)
Liabilities:
Deposits in domestic offices(4)	$	(1,968	)	$	—			$	(19	)	$	—	$	(89	)	$	49		$	—		$	101		$	(1,926	)	$	(13	)
Long-term debt(4)	(647		)	—				(7		)	—		(87		)	79			—			20			(642		)	(6		)
Total liabilities	$	(2,615	)	$	—			$	(26	)	$	—	$	(176	)	$	128		$	—		$	121		$	(2,568	)	$	(19	)
	Jan. 1,			Total Gains and  (Losses) Included in(1)							Purch-		Issu-			Settle-			Transfers			Transfers			Mar. 31,			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		$	7			$	—		$	—	$	—		$	(3	)	$	—		$	—		$	258		$	7
Corporate and other domestic debt securities	2,260			(5		)		—			553		—			—			—			—			2,808			(6		)
Government debt securities issued by foreign entities	121			2				—			—		—			(6		)	—			—			117			(4		)
Derivatives, net(2):
Interest rate contracts	1			—				—			—		—			—			—			—			1			—
Foreign exchange contracts	95			1				—			—		—			(6		)	—			6			96			1
Equity contracts	3			19				—			—		—			(7		)	4			5			24			12
Precious metals contracts	(2		)	2				—			—		—			—			—			—			—			—
Credit contracts	191			(13		)		—			—		—			3			—			—			181			(28		)
Mortgage servicing rights(3)	227			—				(12		)	—		—			(10		)	—			—			205			(12		)
Total assets	$	3,150		$	13			$	(12	)	$	553	$	—		$	(29	)	$	4		$	11		$	3,690		$	(30	)
Liabilities:
Deposits in domestic offices(4)	$	(2,334	)	$	(124	)		$	—		$	—	$	(25	)	$	167		$	(68	)	$	140		$	(2,244	)	$	(23	)
Long-term debt(4)	(900		)	93				—			—		(43		)	47			—			71			(732		)	(2		)
Total liabilities	$	(3,234	)	$	(31	)		$	—		$	—	$	(68	)	$	214		$	(68	)	$	211		$	(2,976	)	$	(25	)
(1)	Includes realized and unrealized gains and losses.
(2)	Level 3 net derivatives included derivative assets of $463 million and derivative liabilities of $208 million as of March 31, 2015 and derivative assets of $694 million and derivative liabilities of $392 million as of March 31, 2014.
(3)	See Note 7, "Intangible Assets," for additional information.
(4)	See Note 10, "Fair Value Option," 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 March 31, 2015 and December 31, 2014:
31-Mar-15
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		1% - 6%
						Conditional default rates		6% - 7%
						Loss severity rates		90% - 91%
Corporate and other domestic debt securities		2,848		Discounted cash flows		Spread volatility on collateral assets		1% - 4%
						Correlation between insurance claim shortfall and collateral value		80%
Interest rate derivative contracts		20		Market comparable adjusted for probability to fund		Probability to fund for rate lock commitments		6% - 99%
Foreign exchange derivative contracts(1)		—		Option pricing model		Implied volatility of currency pairs		17% - 22%
Equity derivative contracts(1)		43		Option pricing model		Equity / Equity Index volatility		13% - 65%
						Equity / Equity and Equity / Index correlation		47% - 59%
Credit derivative contracts		192		Option pricing model		Correlation of defaults of a portfolio of reference credit names		49% - 52%
						Issuer by issuer correlation of defaults		82% - 83%
Mortgage servicing rights		141		Option adjusted discounted cash flows		Constant prepayment rates		11% - 51%
						Option adjusted spread		8% - 14%
						Estimated annualized costs to service		$91 - $333 per account
Deposits in domestic offices (structured deposits)(1)(2)		(1,926	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		17% - 22%
						Equity / Equity Index volatility		13% - 65%
						Equity / Equity and Equity / Index correlation		47% - 59%
Long-term debt (structured notes)(1)(2)		(642	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		17% - 22%
						Equity / Equity Index volatility		13% - 65%
						Equity / Equity and Equity / Index correlation		47% - 59%
December 31, 2014
Financial Instrument Type		Fair Value (in millions)		Valuation Technique(s)		Significant Unobservable Inputs		Range of Inputs
Collateralized debt obligations		253		Broker quotes or consensus pricing and, where applicable, discounted cash flows		Prepayment rates		1% - 6%
						Conditional default rates		6% - 7%
						Loss severity rates		90% - 91%
Corporate and other domestic debt securities		2,840		Discounted cash flows		Spread volatility on collateral assets		2% - 4%
						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		6% - 98%
Foreign exchange derivative contracts(1)		—		Option pricing model		Implied volatility of currency pairs		10% - 17%
Equity derivative contracts(1)		42		Option pricing model		Equity / Equity Index volatility		11% - 60%
						Equity / Equity and Equity / Index correlation		47% - 73%
Credit derivative contracts		210		Option pricing model		Correlation of defaults of a portfolio of reference credit names		52% - 57%
						Issuer by issuer correlation of defaults		82% - 83%
Mortgage servicing rights		159		Option adjusted discounted cash flows		Constant prepayment rates		10% - 49%
						Option adjusted spread		8% - 19%
						Estimated annualized costs to service		$91 - $333 per account
Deposits in domestic offices (structured deposits)(1)(2)		(1,968	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		10% - 17%
						Equity / Equity Index volatility		11% - 60%
						Equity / Equity and Equity / Index correlation		47% - 73%
Long-term debt (structured notes)(1)(2)		(647	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		10% - 17%
						Equity / Equity Index volatility		11% - 60%
						Equity / Equity and Equity / Index correlation		47% - 73%
(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 March 31, 2015 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 17 percent and 22 percent while the implied volatility for equity/equity or equity/equity index is between 13 percent and 65 percent, respectively at March 31, 2015. 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 7 percent and 6 percent, respectively at March 31, 2015.
▪	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 59 percent at March 31, 2015.
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 months ended March 31, 2015, we transferred $101 million of deposits in domestic offices and $20 million 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 three months ended March 31, 2014, we transferred $140 million of deposits in domestic offices and $71 million 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 months ended March 31, 2014, we transferred $68 million 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 March 31, 2015 and December 31, 2014. The gains (losses) during the three months ended March 31, 2015 and 2014 are also included.
	Non-Recurring Fair Value Measurements												Total Gains (Losses)
	as of March 31, 2015												For the Three Months Ended
	Level 1			Level 2				Level 3			Total		31-Mar-15
	(in millions)
Residential mortgage loans held for sale(1)	$	—		$	1			$	5		$	6	$	—
Consumer loans(2)	—			37				—			37		(10		)
Commercial loans held for sale(3)	—			35				—			35		(8		)
Impaired commercial loans(4)	—			—				48			48		—
Real estate owned(5)	—			22				—			22		1
Total assets at fair value on a non-recurring basis	$	—		$	95			$	53		$	148	$	(17	)
	Non-Recurring Fair Value Measurements												Total Gains (Losses)
	as of December 31, 2014												For the Three Months Ended
	Level 1			Level 2				Level 3			Total		31-Mar-14
	(in millions)
Residential mortgage loans held for sale(1)	$	—		$	—			$	5		$	5	$	3
Consumer loans(2)	—			164				—			164		(15		)
Commercial loans held for sale(3)	—			77				—			77		—
Impaired commercial loans(4)	—			—				53			53		(6		)
Real estate owned(5)	—			19				—			19		1
Total assets at fair value on a non-recurring basis	$	—		$	260			$	58		$	318	$	(17	)
(1)	As of March 31, 2015 and December 31, 2014, 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)	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.
(3)	As of March 31, 2015 and December 31, 2014, the fair value of the loans held for sale was below cost.
(4)	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.
(5)	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.
The following tables present quantitative information about non-recurring fair value measurements of assets and liabilities classified with Level 3 of the fair value hierarchy as of March 31, 2015 and December 31, 2014:
As of March 31, 2015
Financial Instrument Type		Fair Value (in millions)			Valuation Technique(s)		Significant Unobservable Inputs		Range of Inputs
Residential mortgage loans held for sale		$	5		Valuation of third party appraisal on underlying collateral		Loss severity rates		0% - 100%
Impaired commercial loans		48			Valuation of third party appraisal on underlying collateral		Loss severity rates		17% - 40%
As of December 31, 2014
Financial Instrument Type		Fair Value (in millions)			Valuation Technique(s)		Significant Unobservable Inputs		Range of Inputs
Residential mortgage loans held for sale		$	5		Valuation of third party appraisal on underlying collateral		Loss severity rates		0% - 100%
Impaired commercial loans		53			Valuation of third party appraisal on underlying collateral		Loss severity rates		8% - 47%
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 68 percent at March 31, 2015. 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 32 percent at March 31, 2015. 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, customer acceptance assets and liabilities, short-term borrowings and dividends payable.
Federal funds sold and purchased and securities purchased and sold under resale and repurchase agreements - Federal funds sold and purchased 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 loans held for sale for which the fair value option has been elected, 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, the underlying collateral value or a discounted cash flow analysis. In addition, fair value estimates are determined based on the product type, financial characteristics, pricing features and maturity.
•	Loans held for sale – Certain residential mortgage whole loans, consumer receivables and commercial loans are recorded at the lower of amortized cost or fair value. Where available, we measure held for sale mortgage whole loans based on transaction prices of loan portfolios of similar characteristics observed in the whole loan market. Adjustments are made to reflect differences in collateral location, loan-to-value ratio, FICO scores, vintage year, default rates, the completeness of the loan documentation and other risk characteristics. The fair value estimates of consumer receivables and commercial loans are determined primarily using the discounted cash flow method with estimated inputs in prepayment rates, default rates, loss severity, and market rate of return.
•	Commercial loans held for sale designated under FVO – We record certain commercial loans held for sale at fair value. Where available, fair value is based on observable market consensus pricing obtained from independent sources, relevant broker quotes or observed market prices of instruments with similar characteristics. Where observable market parameters are not available, fair value is determined based on contractual cash flows adjusted for estimates of prepayment rates, expected default rates and loss severity discounted at management's estimate of the expected rate of return required by market participants. We also consider loan specific risk mitigating factors such as collateral arrangements in determining the fair value estimate.
•	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 $52 million and $50 million at March 31, 2015 and December 31, 2014, 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 March 31, 2015:
Trading asset-backed securities:
Rating of Securities:(1)	Collateral Type:	Level 2			Level 3				Total
		(in millions)
AAA -A	Residential mortgages - Alt A	$	80		$	—			$	80
	Residential mortgages - Subprime	53			—				53
	Student loans	88			—				88
	Total AAA -A	221			—				221
BBB -B	Collateralized debt obligations	—			253				253
CCC-Unrated	Residential mortgages - Subprime	6			—				6
		$	227		$	253			$	480
Available-for-sale securities backed by collateral:
Rating of Securities:(1)	Collateral Type:	Level 2			Level 3				Total
		(in millions)
AAA -A	Commercial mortgages	$	29		$	—			$	29
	Home equity - Alt A	85			—				85
	Other	94			—				94
	Total AAA -A	$	208		$	—			$	208
(1)	We utilize 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 OIS curves as inputs to measure the fair value of collateralized derivatives. Historically, we valued uncollateralized derivatives by discounting expected future cash flows at a benchmark interest rate, typically LIBOR or its equivalent. In line with evolving industry practice, we changed this approach during 2014. We now view the OIS curve as the base discounting curve for all derivatives, both collateralized and uncollateralized, and have adopted a FFVA to reflect the estimated present value of the future market funding cost or benefit associated with funding uncollateralized derivative exposure at rates other than the OIS rate. This is an area in which a full industry consensus has not yet emerged. We will continue to monitor industry evolution and refine the calculation methodology as necessary.
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 and deposits – Structured notes and deposits are hybrid instruments containing embedded derivatives and 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 and deposits are discounted at the relevant interest rates for the 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 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, 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	3 Months Ended
	Mar. 31, 2015
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 2014 Form 10-K. Only those matters with significant updates and new matters since our disclosure in our 2014 Form 10-K are reported herein.
	In addition to the matters described below, and in our 2014 Form 10-Ks, 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 2014 Form 10-K 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 $60 million 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.
	Based on the facts currently known, in respect of each of the below investigations, it is not practicable at this time for us to determine the terms on which these ongoing investigations will be resolved or the timing of such resolution or for us to estimate reliably the amounts, or range of possible amounts, of any fines and/or penalties. As matters progress, it is possible that any fines and/or penalties could be significant.
	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 any particular quarterly or annual period.
	Credit Card Litigation  In the Speedy Stop Food Stores LLC v. Visa Inc. (Tex. Dist. Ct., Victoria City, No. 13-10-75377-A) case, the court granted plaintiff’s motion for partial summary judgment on the issue of whether plaintiff has antitrust standing and denied defendants’ motion for partial summary judgment on the same issue in April 2015. Discovery is proceeding.
	Salveson v. JPMorgan Chase et al. (N.D.Cal. No. 13-CV-5816) The motion for reconsideration of the court’s order granting defendants’ motion to dismiss is fully briefed, and we await a decision from the court.
	Checking Account Overdraft Litigation In March 2015, plaintiffs in the state court action (Ofra Levin et al v. HSBC Bank USA, N.A. et al. (N.Y. Sup. Ct. 650562/11) (“State Action”)) filed papers in support of an agreement reached with HSBC Bank USA to settle the claims on a class wide basis for $30 million. The settlement is subject to court approval. The court has scheduled a preliminary approval hearing for July 7, 2015, at which time the court will also consider the federal plaintiffs' motion to intervene in the action.
	In the federal court multidistrict litigation (In re HSBC Bank, USA, N.A. Debit Card Overdraft Fee Litigation (E.D.N.Y. 2:13-MD-02451)), HSBC Bank USA filed a motion to stay the federal court action given the settlement in the State Action. Plaintiffs opposed the motion and filed a cross-motion for injunctive relief seeking to prevent the settlement in the State Action from proceeding. In April 2015, the court issued an order denying plaintiffs’ motion for an injunction and granting, in part, HSBC Bank USA’s motion for a stay. The court ruled that discovery may proceed but that the pending motion for class certification would be held in abeyance pending proceedings in the State Action regarding approval of the settlement.
	DeKalb County, et al. v. HSBC North America Holdings Inc., et al. In March 2015, the court denied the HSBC defendants’ motion for summary judgment.
	Lender-Placed Insurance Matters In April 2015, the court granted preliminary approval of the settlement reached by the parties in the Weller, et al. v. HSBC Mortgage Services, Inc., et al. (D. Col. No. 13-CV-00185) putative class action regarding lender placed flood insurance. Under the agreement, HSBC agreed to pay $1.8 million inclusive of claims, attorneys’ fees and administrative costs. The court has scheduled a final settlement approval hearing for October 2015.
	Private Mortgage Insurance Matters The court denied the HSBC defendants’ motion for summary judgment, without prejudice.
	People of the State of New York v. HSBC Bank USA, National Association and HSBC Mortgage Corporation (USA) On March 30, 2015, the court granted HSBC Mortgage Corporation’s ("HSBC Mortgage") motion for summary judgment and dismissed the New York Attorney General’s (“AG”) Petition. The AG may appeal the court’s decision.
	Precious Metals Fix Matters
	In re Commodity Exchange Inc., Gold Futures and Options Trading Litigation (Gold Fix Litigation) A second consolidated amended complaint was filed in March 2015, and defendants must file their consolidated response thereto on April 30, 2015.
	In re London Silver Fixing, Ltd. Antitrust Litigation (Silver Fix Litigation) Defendants filed a consolidated response to the consolidated amended complaint in March 2015. Plaintiffs filed a second amended complaint in response to the motion in April 2015.
	Platinum and Palladium Fix Litigation Plaintiffs filed a consolidated amended complaint in April 2015. Defendants’ consolidated response thereto is due in June 2015.
	Madoff Litigation
	In December 2008, Bernard L. Madoff ("Madoff") was arrested and ultimately pleaded guilty to 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, as described below) 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 March 2015, the U.S. Supreme Court denied the Herald and Thema plaintiffs’ petition for writ of certiorari in the In re Herald, Primeo and Thema Securities Litigation. The dismissal of the Herald and Thema plaintiffs’ claims on grounds of forum non conveniens is now complete.
	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
	Defendants’ motions to dismiss the amended complaints filed in individual actions were heard in the first quarter of 2015.
	Residential Funding Litigation
	In December 2013, Residential Funding Company, LLC (“RFC”) filed an action against HSBC Mortgage in Minnesota state court relating to alleged losses RFC suffered as a result of its purchase of approximately 8,800 mortgage loans from HSBC Mortgage between 1986 and 2007. The action subsequently was removed and transferred to the U.S. District Court for the Southern District of New York (“S.D.N.Y.”) and then referred to the Bankruptcy Court for the S.D.N.Y. for disposition in connection with RFC’s pending bankruptcy action. Residential Funding Co. v. HSBC Mortg. Corp. (USA), Adv. Proc. No. 14-01915(MG). An amended complaint was subsequently filed with Rescap Liquidating Trust, as successor to RFC f/k/a Residential Funding Corporation as the named plaintiff. RFC alleges claims for breach of contract for alleged breach of representations and warranties concerning the quality and characteristics of the mortgage loans and contractual indemnification for alleged losses incurred by RFC arising out of purported defects in loans that RFC purchased from HSBC Mortgage and subsequently sold to third parties. In February 2015, the court granted in part and denied in part HSBC Mortgage’s motion to dismiss. The court dismissed breach of contract claims relating to loans purchased before May 14, 2006 on statute of limitations grounds but allowed other claims to proceed. Discovery is proceeding.
	Mortgage Securitization Pool Trust Litigation Additional actions have been filed against HSBC Bank USA in its role as trustee for certain trusts by National Credit Union Administration Board, as liquidating agent, and the Western and Southern Life Insurance Company, et al., in the U.S. District Court for the Southern District of New York and Ohio state court, respectively, alleging that the trusts have sustained losses to collateral. These matters are at very early stages.
	Shareholder Derivative Action The nominal corporate defendants (HSBC, HSBC Bank USA, HSBC North America and HSBC USA) filed a motion to dismiss the amended complaint in March 2015. Individual defendants who have been served also responded to the amended complaint.
	Charlotte Freeman, et al. v. HSBC Holdings plc, et al. Defendants filed a motion to dismiss in March 2015. In response, plaintiffs filed an amended complaint in April 2015. Motions to dismiss are to be filed in May 2015.
	Alfredo Villoldo, et al. v. HSBC Bank USA, N.A., et al. HSBC and HSBC Bank USA filed a motion to dismiss in April 2015.
	Other Regulatory and Law Enforcement Investigations
	In November 2014, the Argentine tax authority filed a complaint alleging an unlawful association between HSBC Private Bank Suisse SA, HSBC Bank Argentina and HSBC Bank USA and certain HSBC officers, which allegedly enabled HSBC customers to evade Argentine tax obligations. The Argentine Congress has convened a special committee to investigate the matter and issues related to allegations of evasion of Argentine income taxes broadly. The Committee met on April 1, 2015 and is expected to continue to meet weekly and we are monitoring its proceedings.

New_Accounting_Pronouncements

New Accounting Pronouncements	3 Months Ended
	Mar. 31, 2015
Accounting Changes and Error Corrections [Abstract]
New Accounting Pronouncements	New Accounting Pronouncements
	The following new accounting pronouncements were adopted effective January 1, 2015:
	Ÿ	Residential Real Estate Collateralized Consumer Mortgage Loans In January 2014, the Financial Accounting Standards Board ("FASB") issued an Accounting Standards Update ("ASU") to define an in-substance repossession or foreclosure of residential real estate for purposes of determining whether or not an entity should derecognize a consumer mortgage loan collateralized by that real estate. Under the standard, an in-substance repossession or foreclosure has occurred if the entity has obtained legal title to the real estate as a result of the completion of a foreclosure (even if the borrower has rights to reclaim the property after the foreclosure upon the payment of certain amounts specified by law), or if, through a deed in lieu of foreclosure or other legal agreement, the borrower conveys all interest in the real estate to the entity in satisfaction of the loan. The standard also requires entities to disclose both the amount of foreclosed residential real estate held as well as the recorded investment in consumer mortgage loans collateralized by residential real estate that the entity is in the process of foreclosing upon. We adopted this guidance on January 1, 2015. The adoption of this standard did not have any impact on our financial statements. See Note 4, "Loans," for the new disclosure required by this standard.
	•	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 are effective for all annual and interim periods beginning January 1, 2015. The ASU also requires 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. The adoption of this guidance did not have a significant impact on our financial position or results of operations.
	The following are accounting pronouncements which will be adopted in future periods:
	Ÿ	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 may be applied either retrospectively to each prior reporting period presented or retrospectively with the cumulative effect of adoption recognized in equity at the date of initial application. We are currently evaluating the potential impact of adopting this ASU, including determining which transition method to apply.
	Ÿ	Amendments to the Consolidation Analysis In February 2015, the FASB issued an ASU which rescinds the deferral of VIE consolidation guidance for reporting entities with interests in certain investment funds and provides a new scope exception to registered money market funds and similar unregistered money market funds. The ASU makes several other amendments including a) the elimination of certain criteria previously used for determining whether fees paid to a decision maker represent a variable interest; b) revising the consolidation model for limited partnerships and similar entities which could be variable interest entities or voting interest entities; c) excluding certain fees paid to a decision maker from the risk and benefit test in the primary beneficiary determination if certain conditions are met; and d) reduces the application of the related party guidance for VIEs. The ASU will be effective for all annual and interim periods beginning January 1, 2016 and the guidance can be applied either retrospectively or by recording a cumulative effect adjustment to equity with early adoption permitted. We are currently evaluating the potential impact of adopting this ASU, but currently do not expect the adoption of this guidance will have a significant impact on our financial position or results of operations.
	There have been no additional accounting pronouncements issued during the first quarter of 2015 that are expected to have or could have a significant impact on our financial position or results of operations.

Fair_Value_Measurements_Fair_V

Fair Value Measurements Fair Value Measurements (Policies)	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Fair Value Hierarchy	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.

Trading_Assets_and_Liabilities1

Trading Assets and Liabilities (Tables)	3 Months Ended
	Mar. 31, 2015
Trading Assets And Liabilities [Abstract]
Trading Assets and Liabilities	Trading assets and liabilities consisted of the following:
		March 31, 2015		December 31, 2014
		(in millions)
	Trading assets:
	U.S. Treasury	$	2,912	$	2,675
	U.S. Government agency issued or guaranteed	4		3
	U.S. Government sponsored enterprises(1)	103		45
	Obligations of U.S. states and political subdivisions	586		591
	Asset backed securities	480		481
	Corporate and foreign bonds	8,525		9,681
	Other securities	18		22
	Precious metals	3,310		1,992
	Derivatives, net	6,506		5,602
		$	22,444	$	21,092
	Trading liabilities:
	Securities sold, not yet purchased	$	646	$	683
	Payables for precious metals	—		22
	Derivatives, net	10,642		7,459
		$	11,288	$	8,164
	(1)	Consists of mortgage backed securities of $103 million and $45 million issued or guaranteed by the Federal National Mortgage Association ("FNMA") at March 31, 2015 and December 31, 2014, respectively.

Securities_Tables

Securities (Tables)	3 Months Ended
	Mar. 31, 2015
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:
	31-Mar-15	Amortized				Unrealized				Unrealized				Fair
		Cost				Gains				Losses				Value
		(in millions)
	Securities available-for-sale:
	U.S. Treasury	$	10,720			$	235			$	(56	)		$	10,899
	U.S. Government sponsored enterprises:(1)
	Mortgage-backed securities	670				8				(1		)		677
	Collateralized mortgage obligations	35				—				—				35
	Direct agency obligations	4,143				206				(6		)		4,343
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	11,457				93				(26		)		11,524
	Collateralized mortgage obligations	378				7				(1		)		384
	Obligations of U.S. states and political subdivisions	742				10				(4		)		748
	Asset backed securities collateralized by:
	Commercial mortgages	29				—				—				29
	Home equity	94				—				(9		)		85
	Other	112				—				(18		)		94
	Foreign debt securities(2)	4,121				9				(17		)		4,113
	Equity securities	162				3				—				165
	Total available-for-sale securities	$	32,663			$	571			$	(138	)		$	33,096
	Securities held-to-maturity:
	U.S. Government sponsored enterprises:(3)
	Mortgage-backed securities	$	5,280			$	177			$	(1	)		$	5,456
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	3,482				59				—				3,541
	Collateralized mortgage obligations	5,222				100				(2		)		5,320
	Obligations of U.S. states and political subdivisions	21				1				—				22
	Asset-backed securities collateralized by residential mortgages	10				1				—				11
	Total held-to-maturity securities	$	14,015			$	338			$	(3	)		$	14,350
	December 31, 2014	Amortized				Unrealized				Unrealized				Fair
		Cost				Gains				Losses				Value
		(in millions)
	Securities available-for-sale:
	U.S. Treasury	$	11,793			$	276			$	(58	)		$	12,011
	U.S. Government sponsored enterprises:(1)
	Mortgage-backed securities	520				5				(1		)		524
	Collateralized mortgage obligations	35				—				—				35
	Direct agency obligations	3,995				217				(6		)		4,206
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	7,985				101				(27		)		8,059
	Collateralized mortgage obligations	329				3				(2		)		330
	Obligations of U.S. states and political subdivisions	661				10				(4		)		667
	Asset backed securities collateralized by:
	Commercial mortgages	43				—				—				43
	Home equity	97				—				(8		)		89
	Other	110				—				(16		)		94
	Foreign debt securities(2)	3,921				6				(12		)		3,915
	Equity securities	165				3				(1		)		167
	Total available-for-sale securities	$	29,654			$	621			$	(135	)		$	30,140
	Securities held-to-maturity:
	U.S. Government sponsored enterprises:(3)
	Mortgage-backed securities	$	4,868			$	120			$	(1	)		$	4,987
	U.S. Government agency issued or guaranteed:
	Mortgage-backed securities	3,700				53				(1		)		3,752
	Collateralized mortgage obligations	4,867				54				(1		)		4,920
	Obligations of U.S. states and political subdivisions	23				1				—				24
	Asset-backed securities collateralized by residential mortgages	11				1				—				12
	Total held-to-maturity securities	$	13,469			$	229			$	(3	)		$	13,695
	(1)	Includes securities at amortized cost of $672 million and $521 million issued or guaranteed by FNMA at March 31, 2015 and December 31, 2014, respectively, and $33 million and $34 million issued or guaranteed by the Federal Home Loan Mortgage Corporation ("FHLMC") at March 31, 2015 and December 31, 2014, respectively.
	(2)	At March 31, 2015 and December 31, 2014, foreign debt securities consisted of $1,053 million and $689 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 $3,539 million and $3,185 million issued or guaranteed by FNMA at March 31, 2015 and December 31, 2014, respectively, and $1,741 million and $1,683 million issued and guaranteed by FHLMC at March 31, 2015 and December 31, 2014, respectively.
Gross Unrealized Losses and Related Fair Values	The following table summarizes gross unrealized losses and related fair values as of March 31, 2015 and December 31, 2014 classified as to the length of time the losses have existed:
		One Year or Less											Greater Than One Year
	31-Mar-15	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	25			$	(46	)		$	4,178			5			$	(10	)	$	750
	U.S. Government sponsored enterprises	9			(4		)		352				17			(3		)	160
	U.S. Government agency issued or guaranteed	5			(20		)		889				8			(7		)	131
	Obligations of U.S. states and political subdivisions	38			(3		)		220				21			(1		)	168
	Asset backed securities	1			—				—				9			(27		)	196
	Foreign debt securities	8			(16		)		3,055				1			(1		)	200
	Equity securities	1			—				159				—			—			—
	Securities available-for-sale	87			$	(89	)		$	8,853			61			$	(49	)	$	1,605
	Securities held-to-maturity:
	U.S. Government sponsored enterprises	15			$	(1	)		$	172			50			$	—		$	—
	U.S. Government agency issued or guaranteed	101			(2		)		310				768			—			1
	Obligations of U.S. states and political subdivisions	1			—				—				3			—			1
	Securities held-to-maturity	117			$	(3	)		$	482			821			$	—		$	2
		One Year or Less											Greater Than One Year
	December 31, 2014	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	6			$	(47	)		$	3,459			4			$	(11	)	$	1,546
	U.S. Government sponsored enterprises	2			(1		)		128				24			(6		)	391
	U.S. Government agency issued or guaranteed	30			(20		)		2,046				10			(9		)	213
	Obligations of U.S. states and political subdivisions	34			(2		)		146				23			(2		)	194
	Asset backed securities	1			—				3				9			(24		)	199
	Foreign debt securities	5			(9		)		1,805				3			(3		)	898
	Equity securities	1			(1		)		158				—			—			—
	Securities available-for-sale	79			$	(80	)		$	7,745			73			$	(55	)	$	3,441
	Securities held-to-maturity:
	U.S. Government sponsored enterprises	144			$	(1	)		$	394			47			$	—		$	—
	U.S. Government agency issued or guaranteed	103			(2		)		985				800			—			2
	Obligations of U.S. states and political subdivisions	—			—				—				3			—			1
	Securities held-to-maturity	247			$	(3	)		$	1,379			850			$	—		$	3
Other than Temporary Impairment, Credit Losses Recognized in Earnings	The following table summarizes the rollforward of credit losses which have been recognized in income on other-than-temporary impaired securities that we do not intend to sell nor will likely be required to sell:
	Three Months Ended March 31,	2015				2014
		(in millions)
	Beginning 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)	$	—			$	61
	Increase in credit losses for which an other-than-temporary impairment was previously recognized	—				2
	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)	$	—			$	63
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 March 31,	2015				2014
		(in millions)
	Gross realized gains	$	30			$	43
	Gross realized losses	(7		)		(21		)
	Net realized gains	$	23			$	22
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 March 31, 2015, together with the approximate taxable equivalent yield of the portfolio. The yields shown are calculated by dividing annualized interest income, including the accretion of discounts and the amortization of premiums, by the amortized cost of securities outstanding at March 31, 2015. 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	$	—			—	%		$	4,124			0.7	%		$	3,227		2.24	%	$	3,369	2.81	%
	U.S. Government sponsored enterprises	—				—			2,057				3.08			1,723			2.77		1,068		3.27
	U.S. Government agency issued or guaranteed	—				—			9				4.22			42			3.89		11,784		2.84
	Obligations of U.S. states and political subdivisions	—				—			96				4.12			296			2.96		350		3.41
	Asset backed securities	—				—			—				—			—			—		235		3.2
	Foreign debt securities	567				3.16			3,554				1.42			—			—		—		—
	Total amortized cost	$	567			3.16	%		$	9,840			1.5	%		$	5,288		2.46	%	$	16,806	2.88	%
	Total fair value	$	574						$	9,954						$	5,479				$	16,924
	Held-to-maturity:
	U.S. Government sponsored enterprises	$	—			—	%		$	92			1.4	%		$	615		2.52	%	$	4,573	3.01	%
	U.S. Government agency issued or guaranteed	—				—			1				7.66			47			2.8		8,656		2.44
	Obligations of U.S. states and political subdivisions	3				5.09			8				3.93			6			3.83		4		5.34
	Asset backed securities	—				—			—				—			—			—		10		6.4
	Total amortized cost	$	3			5.09	%		$	101			1.65	%		$	668		2.55	%	$	13,243	2.64	%
	Total fair value	$	3						$	103						$	685				$	13,559

Loans_Tables

Loans (Tables)	3 Months Ended
	Mar. 31, 2015
Receivables [Abstract]
Components of Loans	Loans consisted of the following:
		March 31, 2015		December 31, 2014
		(in millions)
	Commercial loans:
	Construction and other real estate	$	10,901	$	10,300
	Business and corporate banking	19,251		17,819
	Global banking(1)	28,029		26,387
	Other commercial	3,466		3,581
	Total commercial	61,647		58,087
	Consumer loans:
	Residential mortgages	16,991		16,661
	Home equity mortgages	1,716		1,784
	Credit cards	680		720
	Other consumer	424		489
	Total consumer	19,811		19,654
	Total loans	$	81,458	$	77,741
	(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 $5,016 million and $4,821 million at March 31, 2015 and December 31, 2014, 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 March 31, 2015 and December 31, 2014. 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 March 31, 2015	30 - 89 days		90+ days						Current(1)		Total Loans
		(in millions)
	Commercial loans:
	Construction and other real estate	$	40	$	30		$	70		$	10,831	$	10,901
	Business and corporate banking	13		4			17			19,234		19,251
	Global banking	—		—			—			28,029		28,029
	Other commercial	6		6			12			3,454		3,466
	Total commercial	59		40			99			61,548		61,647
	Consumer loans:
	Residential mortgages	355		879			1,234			15,757		16,991
	Home equity mortgages	19		54			73			1,643		1,716
	Credit cards	10		10			20			660		680
	Other consumer	8		8			16			408		424
	Total consumer	392		951			1,343			18,468		19,811
	Total loans	$	451	$	991		$	1,442		$	80,016	$	81,458
		Past Due					Total Past Due 30 Days or More
	At December 31, 2014	30 - 89 days		90+ days						Current(1)		Total Loans
		(in millions)
	Commercial loans:
	Construction and other real estate	$	25	$	22		$	47		$	10,253	$	10,300
	Business and corporate banking	32		9			41			17,778		17,819
	Global banking	—		—			—			26,387		26,387
	Other commercial	15		6			21			3,560		3,581
	Total commercial	72		37			109			57,978		58,087
	Consumer loans:
	Residential mortgages	390		931			1,321			15,340		16,661
	Home equity mortgages	21		56			77			1,707		1,784
	Credit cards	11		10			21			699		720
	Other consumer	9		9			18			471		489
	Total consumer	431		1,006			1,437			18,217		19,654
	Total loans	$	503	$	1,043		$	1,546		$	76,195	$	77,741
	(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:
		March 31, 2015		December 31, 2014
		(in millions)
	Nonaccrual loans:
	Commercial:
	Construction and other real estate	$	74	$	65
	Business and corporate banking	78		74
	Commercial nonaccrual loans held for sale	36		43
	Total commercial	188		182
	Consumer:
	Residential mortgages(1)(2)(3)	803		847
	Home equity mortgages(1)(2)	67		68
	Consumer nonaccrual loans held for sale	4		4
	Total consumer loans	874		919
	Total nonaccruing loans	1,062		1,101
	Accruing loans contractually past due 90 days or more:
	Commercial:
	Business and corporate banking	1		1
	Total commercial	1		1
	Consumer:
	Credit card receivables	10		10
	Other consumer	9		10
	Total consumer loans	19		20
	Total accruing loans contractually past due 90 days or more	20		21
	Total nonperforming loans	$	1,082	$	1,122
	(1)	At March 31, 2015 and December 31, 2014, nonaccrual consumer mortgage loans include $760 million and $817 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 consumer mortgage loans include 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)	Nonaccrual consumer mortgage 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 consumer loan portfolio.
Schedule of Additional Information on Nonaccrual Loans	The following table provides additional information on our nonaccrual loans:
	Three Months Ended March 31,	2015		2014
		(in millions)
	Interest income that would have been recorded if the nonaccrual loans had been current in accordance with contractual terms during the period	$	21	$	28
	Interest income that was recorded on nonaccrual loans and included in interest income during the period	6		8
Summary of Receivables which were Modified and as a Result Became Classified as TDR Loans	The following table presents information about loans which were modified during the three months ended March 31, 2015 and 2014 and as a result of this action became classified as TDR Loans:
	Three Months Ended March 31,	2015		2014
		(in millions)
	Commercial loans:
	Business and corporate banking	26		10
	Global banking	13		—
	Total commercial	39		10
	Consumer loans:
	Residential mortgages	35		33
	Home equity mortgages	—		1
	Credit cards	1		2
	Total consumer	36		36
	Total	$	75	$	46
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:
		March 31, 2015		December 31, 2014
		(in millions)
	TDR Loans(1)(2):
	Commercial loans:
	Construction and other real estate	$	179	$	186
	Business and corporate banking	44		24
	Global banking	13		—
	Total commercial	236		210
	Consumer loans:
	Residential mortgages(3)	980		972
	Home equity mortgages(3)	20		20
	Credit cards	6		6
	Total consumer	1,006		998
	Total TDR Loans(4)	$	1,242	$	1,208
	Allowance for credit losses for TDR Loans(5):
	Commercial loans:
	Construction and other real estate	$	2	$	4
	Business and corporate banking	4		5
	Total commercial	6		9
	Consumer loans:
	Residential mortgages	42		43
	Home equity mortgages	1		2
	Credit cards	2		2
	Total consumer	45		47
	Total allowance for credit losses for TDR Loans	$	51	$	56
	(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 $79 million and $85 million at March 31, 2015 and December 31, 2014, 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:
		March 31, 2015		December 31, 2014
		(in millions)
	Commercial loans:
	Construction and other real estate	$	197	$	201
	Business and corporate banking	50		51
	Global banking	13		—
	Total commercial	260		252
	Consumer loans:
	Residential mortgages	1,147		1,139
	Home equity mortgages	44		44
	Credit cards	6		6
	Total consumer	1,197		1,189
	Total	$	1,457	$	1,441
	(3)	Includes $778 million and $763 million at March 31, 2015 and December 31, 2014, respectively, of loans that are recorded at the lower of amortized cost or fair value of the collateral less cost to sell.
	(4)	Includes $451 million and $485 million at March 31, 2015 and December 31, 2014, 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 March 31,	2015		2014
		(in millions)
	Average balance of TDR Loans:
	Commercial loans:
	Construction and other real estate	$	182	$	264
	Business and corporate banking	34		19
	Global banking	7		25
	Other commercial	—		18
	Total commercial	223		326
	Consumer loans:
	Residential mortgages	976		922
	Home equity mortgages	20		19
	Credit cards	6		8
	Total consumer	1,002		949
	Total average balance of TDR Loans	$	1,225	$	1,275
	Interest income recognized on TDR Loans:
	Commercial loans:
	Construction and other real estate	$	1	$	6
	Business and corporate banking	1		—
	Total commercial	2		6
	Consumer loans:
	Residential mortgages	9		9
	Total consumer	9		9
	Total interest income recognized on TDR Loans	$	11	$	15
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 months ended March 31, 2015 and 2014:
	Three Months Ended March 31,	2015		2014
		(in millions)
	Commercial loans:
	Construction and other real estate	$	2	$	12
	Business and corporate banking	1		—
	Total commercial	3		12
	Consumer loans:
	Residential mortgages	9		8
	Total consumer	9		8
	Total	$	12	$	20
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 March 31, 2015
	Construction and other real estate	$	14	$	185		$	199		$	3
	Business and corporate banking	68		28			96			23
	Global banking	—		13			13			—
	Other commercial	1		6			7			1
	Total commercial	$	83	$	232		$	315		$	27
	At December 31, 2014
	Construction and other real estate	$	18	$	179		$	197		$	5
	Business and corporate banking	72		18			90			24
	Global banking	—		—			—			—
	Other commercial	2		6			8			1
	Total commercial	$	92	$	203		$	295		$	30
	(1)	Includes impaired commercial loans that are also considered TDR Loans which totaled $236 million and $210 million at March 31, 2015 and December 31, 2014, 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:
		March 31, 2015		December 31, 2014
		(in millions)
	Construction and other real estate	$	223	$	224
	Business and corporate banking	101		122
	Global banking	13		—
	Other commercial	7		8
	Total commercial	$	344	$	354
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 March 31,	2015		2014
		(in millions)
	Average balance of impaired commercial loans:
	Construction and other real estate	$	198	$	297
	Business and corporate banking	93		35
	Global banking	7		33
	Other commercial	8		32
	Total average balance of impaired commercial loans	$	306	$	397
	Interest income recognized on impaired commercial loans:
	Construction and other real estate	$	1	$	6
	Business and corporate banking	1		—
	Total interest income recognized on impaired commercial loans	$	2	$	6
Summary of Criticized Assets for Commercial Loans	The following table summarizes criticized commercial loans:
		Special Mention		Substandard			Doubtful			Total
		(in millions)
	At March 31, 2015
	Construction and other real estate	$	254	$	219		$	1		$	474
	Business and corporate banking	1,286		358			24			1,668
	Global banking	2,009		197			—			2,206
	Other commercial	—		6			1			7
	Total commercial	$	3,549	$	780		$	26		$	4,355
	At December 31, 2014
	Construction and other real estate	$	310	$	230		$	7		$	547
	Business and corporate banking	1,001		238			22			1,261
	Global banking	1,770		202			—			1,972
	Other commercial	1		6			—			7
	Total commercial	$	3,082	$	676		$	29		$	3,787
Status of Commercial Loan Portfolio	The following table summarizes the status of our commercial loan portfolio, excluding loans held for sale:
		Performing		Nonaccrual			Accruing Loans			Total
		Loans		Loans			Contractually Past
							Due 90 days or More
		(in millions)
	At March 31, 2015
	Construction and other real estate	$	10,827	$	74		$	—		$	10,901
	Business and corporate banking	19,172		78			1			19,251
	Global banking	28,029		—			—			28,029
	Other commercial	3,466		—			—			3,466
	Total commercial	$	61,494	$	152		$	1		$	61,647
	At December 31, 2014
	Construction and other real estate	$	10,235	$	65		$	—		$	10,300
	Business and corporate banking	17,744		74			1			17,819
	Global banking	26,387		—			—			26,387
	Other commercial	3,581		—			—			3,581
	Total commercial	$	57,947	$	139		$	1		$	58,087
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 March 31, 2015
	Construction and other real estate	$	8,314	$	2,587		$	10,901
	Business and corporate banking	9,707		9,544			19,251
	Global banking	23,146		4,883			28,029
	Other commercial	1,831		1,635			3,466
	Total commercial	$	42,998	$	18,649		$	61,647
	At December 31, 2014
	Construction and other real estate	$	7,820	$	2,480		$	10,300
	Business and corporate banking	8,835		8,984			17,819
	Global banking	23,400		2,987			26,387
	Other commercial	1,873		1,708			3,581
	Total commercial	$	41,928	$	16,159		$	58,087
	(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:
		31-Mar-15				December 31, 2014
		Delinquent Loans		Delinquency		Delinquent Loans			Delinquency
				Ratio					Ratio
		(dollars are in millions)
	Residential mortgages(1)(2)	$	957	5.62	%	$	1,013		6.07	%
	Home equity mortgages(1)(2)	60		3.5		62			3.48
	Credit cards	14		2.06		14			1.94
	Other consumer	13		2.53		14			2.52
	Total consumer	$	1,044	5.24	%	$	1,103		5.59	%
	(1)	At March 31, 2015 and December 31, 2014, consumer mortgage loan delinquency includes $908 million and $936 million, respectively, of loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell.
	(2)	At March 31, 2015 and December 31, 2014, consumer mortgage loans include $609 million and $608 million, respectively, of loans that were in the process of foreclosure.
Status of Consumer Loan Portfolio	The following table summarizes the status of our consumer loan portfolio, excluding loans held for sale:
		Performing		Nonaccrual			Accruing Loans			Total
		Loans		Loans			Contractually Past
							Due 90 days or More
		(in millions)
	At March 31, 2015
	Residential mortgages	$	16,188	$	803		$	—		$	16,991
	Home equity mortgages	1,649		67			—			1,716
	Credit cards	670		—			10			680
	Other consumer	415		—			9			424
	Total consumer	$	18,922	$	870		$	19		$	19,811
	At December 31, 2014
	Residential mortgages	$	15,814	$	847		$	—		$	16,661
	Home equity mortgages	1,716		68			—			1,784
	Credit cards	710		—			10			720
	Other consumer	479		—			10			489
	Total consumer	$	18,719	$	915		$	20		$	19,654

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	3 Months Ended
	Mar. 31, 2015
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 months ended March 31, 2015 and 2014:
		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 March 31, 2015
	Allowance for credit losses – beginning of period	$	89		$	275		$	107		$	21		$	107		$	32		$	39		$	10		$	680
	Provision charged (credited) to income	2			24			21			1			—			(2		)	3			4			53
	Charge offs	(1		)	(6		)	—			(1		)	(14		)	(2		)	(8		)	(6		)	(38		)
	Recoveries	—			2			—			—			2			1			1			2			8
	Net (charge offs) recoveries	(1		)	(4		)	—			(1		)	(12		)	(1		)	(7		)	(4		)	(30		)
	Allowance for credit losses – end of period	$	90		$	295		$	128		$	21		$	95		$	29		$	35		$	10		$	703
	Ending balance: collectively evaluated for impairment	$	87		$	272		$	128		$	20		$	53		$	28		$	33		$	10		$	631
	Ending balance: individually evaluated for impairment	3			23			—			1			42			1			2			—			72
	Total allowance for credit losses	$	90		$	295		$	128		$	21		$	95		$	29		$	35		$	10		$	703
	Loans:
	Collectively evaluated for impairment	$	10,702		$	19,155		$	28,016		$	3,459		$	15,281		$	1,640		$	674		$	424		$	79,351
	Individually evaluated for impairment(1)	199			96			13			7			217			5			6			—			543
	Loans carried at lower of amortized cost or fair value less cost to sell	—			—			—			—			1,493			71			—			—			1,564
	Total loans	$	10,901		$	19,251		$	28,029		$	3,466		$	16,991		$	1,716		$	680		$	424		$	81,458
	Three Months Ended March 31, 2014
	Allowance for credit losses – beginning of period	$	108		$	112		$	68		$	20		$	186		$	49		$	50		$	13		$	606
	Provision charged (credited) to income	2			19			7			(4		)	(16		)	2			5			1			16
	Charge offs	(19		)	(5		)	(8		)	—			(17		)	(5		)	(11		)	(2		)	(67		)
	Recoveries	2			3			—			3			3			6			1			1			19
	Net (charge offs) recoveries	(17		)	(2		)	(8		)	3			(14		)	1			(10		)	(1		)	(48		)
	Allowance for credit losses – end of period	$	93		$	129		$	67		$	19		$	156		$	52		$	45		$	13		$	574
	Ending balance: collectively evaluated for impairment	$	84		$	126		$	67		$	18		$	96		$	50		$	43		$	13		$	497
	Ending balance: individually evaluated for impairment	9			3			—			1			60			2			2			—			77
	Total allowance for credit losses	$	93		$	129		$	67		$	19		$	156		$	52		$	45		$	13		$	574
	Loans:
	Collectively evaluated for impairment	$	8,905		$	15,681		$	21,979		$	3,031		$	14,150		$	1,851		$	674		$	483		$	66,754
	Individually evaluated for impairment(1)	260			17			—			20			202			19			9			—			527
	Loans carried at lower of amortized cost or fair value less cost to sell	—			—			—			—			1,548			68			—			—			1,616
	Total loans	$	9,165		$	15,698		$	21,979		$	3,051		$	15,900		$	1,938		$	683		$	483		$	68,897
	(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 $778 million and $718 million at March 31, 2015 and 2014, respectively.

Loans_Held_for_Sale_Tables

Loans Held for Sale (Tables)	3 Months Ended
	Mar. 31, 2015
Receivables [Abstract]
Loans Held for Sale	Loans held for sale consisted of the following:
		March 31, 2015		December 31, 2014
		(in millions)
	Commercial loans	$	291	$	528
	Consumer loans:
	Residential mortgages	24		18
	Other consumer	90		66
	Total consumer loans	114		84
	Total loans held for sale	$	405	$	612

Intangible_Assets_Tables

Intangible Assets (Tables)	3 Months Ended
	Mar. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Schedule of Intangible Assets	Intangible assets consisted of the following:
		March 31, 2015				December 31, 2014
		(in millions)
	Mortgage servicing rights	$	140			$	159
	Purchased credit card relationships	46				47
	Total intangible assets	$	186			$	206
Fair Value of Residential MSRs	The following table summarizes the critical assumptions used to calculate the fair value of MSRs:
		March 31, 2015			December 31, 2014
	Annualized constant prepayment rate ("CPR")	18.2	%		15.9	%
	Constant discount rate	14	%		14.1	%
	Weighted average life (in years)	3.7			4.1
Residential MSRs Activity	The following table summarizes MSRs activity:
	Three Months Ended March 31,	2015				2014
		(in millions)
	Fair value of MSRs:
	Beginning balance	$	159			$	227
	Changes in fair value due to changes in valuation model inputs or assumptions	(11		)		(12		)
	Reductions related to customer payments	(8		)		(10		)
	Ending balance	$	140			$	205

Derivative_Financial_Instrumen1

Derivative Financial Instruments (Tables)	3 Months Ended
	Mar. 31, 2015
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.
		March 31, 2015								December 31, 2014
		Derivative assets				Derivative liabilities				Derivative assets				Derivative liabilities
		(in millions)
	Derivatives accounted for as fair value hedges(1)
	OTC-cleared(2)	$	11			$	298			$	1			$	206
	Bilateral OTC(2)	3				353				4				268
	Interest rate contracts	14				651				5				474
	Derivatives accounted for as cash flow hedges(1)
	Foreign exchange contracts - bilateral OTC(2)	71				—				45				—
	OTC-cleared(2)	8				7				8				6
	Bilateral OTC(2)	—				194				—				161
	Interest rate contracts	8				201				8				167
	Total derivatives accounted for as hedges	93				852				58				641
	Trading derivatives not accounted for as hedges(3)
	Exchange-traded(2)	30				51				46				43
	OTC-cleared(2)	22,608				22,240				16,862				17,557
	Bilateral OTC(2)	28,247				28,985				28,370				28,398
	Interest rate contracts	50,885				51,276				45,278				45,998
	Exchange-traded(2)	22				47				—				13
	Bilateral OTC(2)	27,683				26,262				22,219				20,826
	Foreign exchange contracts	27,705				26,309				22,219				20,839
	Equity contracts - bilateral OTC(2)	1,569				1,568				1,635				1,632
	Exchange-traded(2)	33				31				59				18
	Bilateral OTC(2)	794				645				1,013				591
	Precious metals contracts	827				676				1,072				609
	OTC-cleared(2)	635				784				604				730
	Bilateral OTC(2)	3,550				3,205				3,518				3,288
	Credit contracts	4,185				3,989				4,122				4,018
	Other derivatives not accounted for as hedges(1)
	Interest rate contracts - bilateral OTC(2)	865				114				768				88
	Foreign exchange contracts - bilateral OTC(2)	—				72				—				44
	Equity contracts - bilateral OTC(2)	841				157				757				167
	Precious metals contracts - bilateral OTC(2)	—				—				—				5
	Credit contracts - bilateral OTC(2)	98				9				73				9
	Total derivatives	87,068				85,022				75,982				74,050
	Less: Gross amounts of receivable / payable subject to enforceable master netting agreements(4)(6)	72,092				72,092				63,913				63,913
	Less: Gross amounts of cash collateral received / posted subject to enforceable master netting agreements(5)(6)	6,573				1,084				4,811				1,724
	Net amounts of derivative assets / liabilities presented in the balance sheet	8,403				11,846				7,258				8,413
	Less: Gross amounts of financial instrument collateral received / posted subject to enforceable master netting agreements but not offset in the consolidated balance sheet	1,273				5,420				1,837				4,398
	Net amounts of derivative assets / liabilities	$	7,130			$	6,426			$	5,421			$	4,015
	(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 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 March 31,
			2015				2014
			(in millions)
	Interest rate contracts	Gain (loss) on instruments designated at fair value and related derivatives	$	109			$	116
	Interest rate contracts	Residential mortgage banking revenue	—				—
	Foreign exchange contracts	Gain (loss) on instruments designated at fair value and related derivatives	(1		)		4
	Equity contracts	Gain (loss) on instruments designated at fair value and related derivatives	257				81
	Precious metals contracts	Gain (loss) on instruments designated at fair value and related derivatives	1				16
	Credit contracts	Gain (loss) on instruments designated at fair value and related derivatives	—				1
	Credit contracts	Other income	22				(4		)
	Total		$	388			$	214
	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 March 31, 2015
	Interest rate contracts/AFS Securities	$	(54	)		$	(249	)		$	88			$	240			$	(9	)
	Interest rate contracts/subordinated debt	3				—				(11		)		—				—
	Total	$	(51	)		$	(249	)		$	77			$	240			$	(9	)
	Three Months Ended March 31, 2014
	Interest rate contracts/AFS Securities	$	(64	)		$	(219	)		$	102			$	213			$	(6	)
	Interest rate contracts/subordinated debt	4				(1		)		(15		)		1				—
	Total	$	(60	)		$	(220	)		$	87			$	214			$	(6	)
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 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	Recognized
		in AOCI on								from AOCI into Income		From AOCI								in Income on the Derivative	in Income
		Derivative								(Effective Portion)		into Income								(Ineffective Portion and	on the
		(Effective										(Effective								Amount Excluded from Effectiveness Testing)	Derivative
		Portion)										Portion)									(Ineffective
																					Portion)
		2015				2014						2015				2014					2015		2014
		(in millions)
	Three Months Ended March 31,
	Foreign exchange contracts	$	—			$	1			Interest income (expense)		$	—			$	—			Other income	$	—	$	—
	Interest rate contracts	(33		)		(36		)		Interest income (expense)		(3		)		(1		)		Other income	—		—
	Total	$	(33	)		$	(35	)				$	(3	)		$	(1	)			$	—	$	—
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 March 31,
			2015				2014
			(in millions)
	Interest rate contracts	Trading revenue	$	470			$	61
	Interest rate contracts	Residential mortgage banking revenue	24				11
	Foreign exchange contracts	Trading revenue	(356		)		25
	Equity contracts	Trading revenue	(1		)		—
	Precious metals contracts	Trading revenue	46				8
	Credit contracts	Trading revenue	(21		)		(7		)
	Total		$	162			$	98
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 of our long term ratings. 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.
		Single-notch downgrade				Two-notch downgrade
	Moody’s	A2				A3
		(in millions)
	Amount of additional collateral to be posted upon downgrade	$	47			$	414
		Single-notch downgrade				Two-notch downgrade
	Standard & Poor's ("S&P")	A+				A
		(in millions)
	Amount of additional collateral to be posted upon downgrade	$	—			$	47
Notional Value of Derivative Contracts	The following table summarizes the notional values of derivative contracts:
		March 31, 2015				December 31, 2014
		(in millions)
	Interest rate:
	Futures and forwards	$	143,809			$	87,406
	Swaps	2,913,021				3,096,382
	Options written	77,549				70,903
	Options purchased	99,543				83,524
		3,233,922				3,338,215
	Foreign Exchange:
	Swaps, futures and forwards	912,060				866,835
	Options written	105,858				117,088
	Options purchased	101,442				118,350
	Spot	63,229				58,700
		1,182,589				1,160,973
	Commodities, equities and precious metals:
	Swaps, futures and forwards	46,163				48,263
	Options written	16,324				18,015
	Options purchased	20,637				23,452
		83,124				89,730
	Credit derivatives	237,549				240,737
	Total	$	4,737,184			$	4,829,655

Fair_Value_Option_Tables

Fair Value Option (Tables)	3 Months Ended
	Mar. 31, 2015
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 March 31, 2015
	Commercial loans held for sale	$	255		$	270
	Fixed rate long-term debt	2,191			1,750
	Hybrid instruments:
	Structured deposits	6,948			6,768
	Structured notes	6,842			6,466
	At December 31, 2014
	Commercial loans held for sale	$	384		$	390
	Fixed rate long-term debt	2,179			1,750
	Hybrid instruments:
	Structured deposits	7,346			7,176
	Structured notes	6,612			6,275
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 March 31, 2015
	Interest rate and other components(1)	$	—		$	(82	)	$	(288	)	$	(370	)
	Credit risk component(2)(3)	(10		)	70			29			89
	Total mark-to-market on financial instruments designated at fair value	(10		)	(12		)	(259		)	(281		)
	Net realized loss on financial instruments	—			—			—			—
	Mark-to-market on the related derivatives	—			70			279			349
	Net realized gain on the related long-term debt derivatives	—			17			—			17
	Gain (loss) on instruments designated at fair value and related derivatives	$	(10	)	$	75		$	20		$	85
	Three Months Ended March 31, 2014
	Interest rate and other components(1)	$	—		$	(82	)	$	(153	)	$	(235	)
	Credit risk component(2)(3)	—			19			26			45
	Total mark-to-market on financial instruments designated at fair value	—			(63		)	(127		)	(190		)
	Net realized loss on financial instruments	—			—			—			—
	Mark-to-market on the related derivatives	—			70			131			201
	Net realized gain on the related long-term debt derivatives	—			17			—			17
	Gain (loss) on instruments designated at fair value and related derivatives	$	—		$	24		$	4		$	28
	(1)	As it relates to hybrid instruments, interest rate and other components includes interest rate, foreign exchange and equity contract risks.
	(2)	During the first quarter of 2015 and 2014, the gains in the credit risk component for long-term debt were attributable to the widening of our own credit spreads.
	(3)	During the first quarter of 2015, the gain in the credit risk component for hybrid instruments is attributable primarily to the widening of our own credit spreads related to structured notes while the gain during the first quarter of 2014 was attributable primarily to the widening of our own credit spreads related to structured notes partially offset by the tightening of credit spreads on structured deposits.

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Loss) (Tables)	3 Months Ended
	Mar. 31, 2015
Equity [Abstract]
Accumulated Other Comprehensive Income (Loss)	The following table presents changes in accumulated other comprehensive loss balances:
	Three Months Ended March 31,	2015			2014
		(in millions)
	Unrealized gains (losses) on investment securities:
	Balance at beginning of period	$	158		$	(18	)
	Other comprehensive income (loss) for period:
	Net unrealized gains (losses) arising during period, net of tax of $(11) million and $93 million, respectively	(19		)	144
	Reclassification adjustment for gains realized in net income, net of tax of $(9) million and $(9) million, respectively(1)	(14		)	(14		)
	Amortization of net unrealized losses on securities transferred from available-for-sale to held-to-maturity realized in net income, net of tax of $3 million(2)	5			—
	Total other comprehensive income (loss) for period	(28		)	130
	Balance at end of period	130			112
	Unrealized losses on other-than-temporarily impaired debt securities held-to-maturity:
	Balance at beginning of period	—			(60		)
	Other comprehensive income for period:
	Reclassification adjustment related to the accretion of unrealized other-than-temporary impairment, net of tax of $1 million(3)	—			1
	Total other comprehensive income for period	—			1
	Balance at end of period	—			(59		)
	Unrealized losses on derivatives designated as cash flow hedges:
	Balance at beginning of period	(156		)	(83		)
	Other comprehensive loss for period:
	Net unrealized losses arising during period, net of tax of $(12) million and $(13) million, respectively	(21		)	(21		)
	Reclassification adjustment for losses realized in net income, net of tax of $1 million and less than $1 million, respectively(4)	2			1
	Total other comprehensive loss for period	(19		)	(20		)
	Balance at end of period	(175		)	(103		)
	Pension and postretirement benefit liability:
	Balance at beginning of period	(3		)	2
	Other comprehensive income for period:
	Change in unfunded pension and postretirement liability, net of tax of less than $1 million	1			—
	Total other comprehensive income for period	1			—
	Balance at and end of period	(2		)	2
	Total accumulated other comprehensive loss at end of period	$	(47	)	$	(48	)
	(1)	Amount reclassified to net income is included in other securities gains, net in our consolidated statement of income.
	(2)	Amount amortized to net income is included in interest income in our consolidated statement of income. During the third quarter of 2014, we transferred securities from available-for-sale to held-to-maturity. At the date of transfer, AOCI included net pretax unrealized losses of $234 million related to the transferred securities which will be amortized over the remaining contractual life of each security as an adjustment of yield in a manner consistent with the amortization of any premium or discount.
	(3)	Amount reclassified to the carrying value of the debt securities is included in securities held-to-maturity in our consolidated balance sheet.
	(4)	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)	3 Months Ended
	Mar. 31, 2015
HSBC North America Pension Plan [Member]
Defined Benefit Plans and Other Postretirement Benefit Plans [Line Items]
Components of Net Periodic Benefit Cost	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 "HBSC North America Pension Plan" or the "Plan") which has been allocated to us.
	Three Months Ended March 31,	2015			2014
		(in millions)
	Service cost – benefits earned during the period	$	2		$	1
	Interest cost on projected benefit obligation	17			18
	Expected return on plan assets	(23		)	(20		)
	Amortization of net actuarial loss	9			9
	Pension expense	$	5		$	8
Postretirement Plans Other Than Pensions [Member]
Defined Benefit Plans and Other Postretirement Benefit Plans [Line Items]
Components of Net Periodic Benefit Cost	The components of net periodic benefit cost for our postretirement plans other than pension are as follows:
	Three Months Ended March 31,	2015			2014
		(in millions)
	Interest cost on accumulated benefit obligation	1			1
	Net periodic postretirement benefit cost	$	1		$	1

Related_Party_Transactions_Tab

Related Party Transactions (Tables)	3 Months Ended
	Mar. 31, 2015
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:
		31-Mar-15			December 31, 2014
		(in millions)
	Assets:
	Cash and due from banks	$	171		$	140
	Interest bearing deposits with banks(1)	1,017			928
	Trading assets(2)	21,048			20,194
	Loans	5,016			4,821
	Other(3)	1,082			983
	Total assets	$	28,334		$	27,066
	Liabilities:
	Deposits	$	15,688		$	16,596
	Trading liabilities(2)	22,478			21,130
	Short-term borrowings	1,676			847
	Long-term debt	—			3,981
	Other(3)	387			459
	Total liabilities	$	40,229		$	43,013
	(1)	Includes interest bearing deposits with HSBC Mexico S.A. of $800 million at both March 31, 2015 and December 31, 2014, 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 March 31,	2015			2014
		(in millions)
	Income/(Expense):
	Interest income	$	30		$	14
	Interest expense	(14		)	(18		)
	Net interest income (expense)	16			(4		)
	Trading revenue	148			852
	Servicing and other fees from HSBC affiliates:
	HSBC Bank Plc	19			16
	HSBC Finance Corporation	16			15
	HSBC Markets (USA) Inc. ("HMUS")	7			4
	Other HSBC affiliates	14			12
	Total servicing and other fees from HSBC affiliates	56			47
	Gain (loss) on instruments designed at fair value and related derivatives	258			98
	Support services from HSBC affiliates:
	HMUS	(64		)	(57		)
	HSBC Technology & Services (USA) ("HTSU")	(240		)	(253		)
	Other HSBC affiliates	(48		)	(44		)
	Total support services from HSBC affiliates	(352		)	(354		)
	Stock based compensation expense with HSBC(1)	(13		)	(7		)
	(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 March 31, 2015 and December 31, 2014, we have the following loan balances outstanding with HSBC affiliates:
		31-Mar-15			December 31, 2014
		(in millions)
	HSBC Finance Corporation	$	3,014		$	3,014
	HSBC Markets (USA) Inc. ("HMUS") and subsidiaries	764			563
	HSBC Bank Brasil S.A.	1,110			1,108
	Other short-term affiliate lending	128			136
	Total loans	$	5,016		$	4,821

Business_Segments_Tables

Business Segments (Tables)	3 Months Ended
	Mar. 31, 2015
Segment Reporting [Abstract]
Summary on Reconciliation of Results under Group Reporting Basis to US GAAP	The following table summarizes the results for each segment on a Group Reporting Basis, as well as provides a reconciliation of total results under the Group Reporting Basis to U.S. GAAP consolidated totals:
		Group Reporting Basis Consolidated Amounts
		RBWM			CMB		GB&M		PB			Other			Adjustments/			Total		Group Reporting Basis			Group Reporting Basis			U.S. GAAP
															Reconciling					Adjustments(3)			Reclassi-			Consolidated
															Items								fications(4)			Totals
		(in millions)
	Three Months Ended March 31, 2015
	Net interest income(1)	$	197		$	201	$	118	$	49		$	(6	)	$	(5	)	$	554	$	(14	)	$	66		$	606
	Other operating income	87			77		266		24			82			5			541		(10		)	(67		)	464
	Total operating income	284			278		384		73			76			—			1,095		(24		)	(1		)	1,070
	Loan impairment charges	22			10		8		—			—			—			40		14			(1		)	53
		262			268		376		73			76			—			1,055		(38		)	—			1,017
	Operating expenses(2)	281			169		259		58			27			—			794		(17		)	—			777
	Profit (loss) before income tax expense	$	(19	)	$	99	$	117	$	15		$	49		$	—		$	261	$	(21	)	$	—		$	240
	Balances at end of period:
	Total assets	$	19,856		$	30,788	$	198,942	$	8,121		$	804		$	—		$	258,511	$	(56,958	)	$	41		$	201,594
	Total loans, net	16,902			29,649		23,341		6,424			—			—			76,316		891			3,548			80,755
	Goodwill	581			358		—		325			—			—			1,264		348			—			1,612
	Total deposits	29,240			22,209		38,891		10,973			—			—			101,313		(5,975		)	23,756			119,094
	Three Months Ended March 31, 2014
	Net interest income(1)	$	198		$	187	$	97	$	49		$	(13	)	$	(5	)	$	513	$	(15	)	$	21		$	519
	Other operating income	113			68		294		25			25			5			530		(4		)	(26		)	500
	Total operating income	311			255		391		74			12			—			1,043		(19		)	(5		)	1,019
	Loan impairment charges	2			7		15		(5		)	—			—			19		4			(7		)	16
		309			248		376		79			12			—			1,024		(23		)	2			1,003
	Operating expenses(2)	279			158		239		55			25			—			756		(8		)	2			750
	Profit (loss) before income tax expense	$	30		$	90	$	137	$	24		$	(13	)	$	—		$	268	$	(15	)	$	—		$	253
	Balances at end of period:
	Total assets	$	19,143		$	25,594	$	181,545	$	8,231		$	723		$	—		$	235,236	$	(47,888	)	$	(174	)	$	187,174
	Total loans, net	16,177			24,509		17,485		6,022			—			—			64,193		1,411			2,719			68,323
	Goodwill	581			358		—		325			—			—			1,264		348			—			1,612
	Total deposits	30,206			21,254		30,126		12,529			—			—			94,115		(3,247		)	14,663			105,531
	(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 Balance Sheet Management and more appropriately reflect the profitability of segments.
	(2)	Expenses for the segments include fully apportioned corporate overhead expenses.
	(3)	Represents adjustments associated with differences between the Group Reporting Basis and the U.S. GAAP basis of accounting.
	(4)	Represents differences in financial statement presentation between Group Reporting Basis and U.S. GAAP.

Retained_Earnings_and_Regulato1

Retained Earnings and Regulatory Capital Requirements (Tables)	3 Months Ended
	Mar. 31, 2015
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 March 31, 2015 and December 31, 2014:
		31-Mar-15							December 31, 2014
		Capital		Well-Capitalized			Actual		Capital		Well-Capitalized			Actual
		Amount		Ratio(1)			Ratio		Amount		Ratio(1)			Ratio
		(dollars are in millions)
	Total capital ratio:(3)
	HSBC USA	$	24,732	10	%		16.34	%	$	21,017	10	%		15.78	%
	HSBC Bank USA	26,916		10			18.55		22,760		10			17.86
	Tier 1 capital ratio:(3)
	HSBC USA	19,089		6			12.61		15,205		6			11.41
	HSBC Bank USA	22,246		8			15.33		17,215		8			13.51
	Common equity Tier 1 ratio:(3)
	HSBC USA	17,830		4.5		(2)	11.78		13,754		4.5		(2)	10.33
	HSBC Bank USA	19,863		6.5			13.69		17,215		6.5			13.51
	Tier 1 leverage ratio:
	HSBC USA	19,089		4		(2)	9.91		15,205		4		(2)	8.54
	HSBC Bank USA	22,246		5			12.02		17,215		5			10.06
	Risk weighted assets:(3)
	HSBC USA	151,347							133,211
	HSBC Bank USA	145,121							127,456
	(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 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. The regulatory ratios for an institution to be well-capitalized under Basel III became effective beginning January 1, 2015 and the new ratios are shown for both periods.
	(2)	There are no common equity Tier 1 or Tier 1 leverage ratio components in the definition of a well-capitalized bank holding company. The ratios shown in both periods are the required regulatory minimum ratios beginning in 2015.
	(3)	At March 31, 2015, risk weighted assets are calculated under the Basel III Standardized Approach, which replaced the Basel I risk-based guidance for determining risk weighted assets beginning January 1, 2015.

Variable_Interest_Entities_Tab

Variable Interest Entities (Tables)	3 Months Ended
	Mar. 31, 2015
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 March 31, 2015 and December 31, 2014 which are consolidated on our balance sheets. Assets and liabilities exclude intercompany balances that eliminate on consolidation.
		31-Mar-15				December 31, 2014
		Consolidated		Consolidated		Consolidated		Consolidated
		Assets		Liabilities		Assets		Liabilities
		(in millions)
	Low income housing limited liability partnership:
	Other assets	$	372	$	—	$	380	$	—
	Long-term debt	—		92		—		92
	Interest, taxes and other liabilities	—		86		—		75
	Total	$	372	$	178	$	380	$	167
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 March 31, 2015 and December 31, 2014:
		Variable Interests		Variable Interests		Total Assets in		Maximum
		Held Classified		Held Classified		Unconsolidated		Exposure
		as Assets		as Liabilities		VIEs		to Loss
		(in millions)
	At March 31, 2015
	Asset-backed commercial paper conduits	$	50	$	—	$	10,761	$	2,710
	Structured note vehicles	2,848		7		5,876		5,868
	Low income housing partnerships	44		38		141		44
	Total	$	2,942	$	45	$	16,778	$	8,622
	At December 31, 2014
	Asset-backed commercial paper conduits	$	29	$	—	$	10,984	$	2,685
	Structured note vehicles	2,841		7		5,867		5,860
	Low income housing partnerships	44		39		141		44
	Total	$	2,914	$	46	$	16,992	$	8,589

Guarantee_Arrangements_and_Ple1

Guarantee Arrangements and Pledged Assets and Collateral (Tables)	3 Months Ended
	Mar. 31, 2015
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 March 31, 2015 and December 31, 2014. Following the table is a description of the various arrangements.
		31-Mar-15								December 31, 2014
		Carrying				Notional / Maximum				Carrying				Notional / Maximum
		Value				Exposure to Loss				Value				Exposure to Loss
		(in millions)
	Credit derivatives(1)(4)	$	(1,776	)		$	115,685			$	(1,484	)		$	117,768
	Financial standby letters of credit, net of participations(2)(3)	—				6,174				—				5,358
	Performance standby letters of credit, net of participations(2)(3)	—				2,943				—				3,083
	Liquidity asset purchase agreements(3)	—				2,710				—				2,685
	Total	$	(1,776	)		$	127,512			$	(1,484	)		$	128,894
	(1)	Includes $32,035 million and $32,688 million of notional issued for the benefit of HSBC affiliates at March 31, 2015 and December 31, 2014, respectively.
	(2)	Includes $880 million and $937 million issued for the benefit of HSBC affiliates at March 31, 2015 and December 31, 2014, 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 March 31, 2015 and December 31, 2014:
		31-Mar-15								December 31, 2014
		Carrying / Fair				Notional				Carrying / Fair				Notional
		Value								Value
		(in millions)
	Sell-protection credit derivative positions	$	(1,776	)		$	115,685			$	(1,484	)		$	117,768
	Buy-protection credit derivative positions	2,142				121,864				1,741				122,969
	Net position(1)	$	366			$	6,179			$	257			$	5,201
	(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 March 31, 2015 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")	2.7		$	72,959			$	19,139			$	92,098
	Structured CDS	1.8		6,111				652				6,763
	Index credit derivatives	2.2		4,840				8,288				13,128
	Total return swaps	2.7		3,299				397				3,696
	Subtotal			87,209				28,476				115,685
	Standby Letters of Credit(2)	1.1		6,717				2,400				9,117
	Total			$	93,926			$	30,876			$	124,802
	(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 March 31, 2015 and December 31, 2014:
		March 31, 2015				December 31, 2014
		(in millions)
	GSEs	$	2			$	2
	Others	1				1
	Total	$	3			$	3
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 months ended March 31, 2015 and 2014 for obligations arising from the breach of representations and warranties associated with the sale of these loans:
	Three Months Ended March 31,	2015				2014
		(in millions)
	Balance at beginning of period	$	27			$	99
	Increase (decrease) in liability recorded through earnings	(3		)		(34		)
	Realized losses	(1		)		(29		)
	Balance at end of period	$	23			$	36
Summary of Pledged Assets Included in Consolidated Balance Sheet	Pledged assets included in the consolidated balance sheet consisted of the following:
		March 31, 2015				December 31, 2014
		(in millions)
	Interest bearing deposits with banks	$	397			$	415
	Trading assets(1)	2,809				2,886
	Securities available-for-sale(2)	24,794				22,023
	Securities held-to-maturity	3,410				3,602
	Loans(3)	13,488				12,580
	Other assets(4)	1,996				2,495
	Total	$	46,894			$	44,001
	(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 of New York ("FHLB") and the Federal Reserve Bank of New York.
	(3)	Loans are primarily residential mortgage loans pledged against current and potential borrowings from the FHLB and the Federal Reserve Bank of New York.
	(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 March 31, 2015 and December 31, 2014:
												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 March 31, 2015:
	Assets:
	Securities purchased under agreements to resell	$	8,608			1,643			6,965			6,965			—	$	—
	Liabilities:
	Securities sold under repurchase agreements	$	13,860			1,643			12,217			12,217			—	$	—
	As of December 31, 2014:
	Assets:
	Securities purchased under agreements to resell	$	7,165			5,752			1,413			1,413			—	$	—
	Liabilities:
	Securities sold under repurchase agreements	$	13,459			5,752			7,707			7,707			—	$	—
	(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)	3 Months Ended
	Mar. 31, 2015
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 March 31, 2015 and December 31, 2014:
	31-Mar-15	Carrying			Fair				Level 1			Level 2		Level 3
		Value			Value
		(in millions)
	Financial assets:
	Short-term financial assets	$	33,260		$	33,260			$	972		$	32,249	$	39
	Federal funds sold and securities purchased under resale agreements	6,965			6,965				—			6,965		—
	Non-derivative trading assets	15,938			15,938				2,912			9,925		3,101
	Derivatives	8,403			8,403				8			8,350		45
	Securities	47,111			47,446				25,141			22,305		—
	Commercial loans, net of allowance for credit losses	61,113			62,494				—			—		62,494
	Commercial loans designated under fair value option and held for sale	255			255				—			255		—
	Commercial loans held for sale	36			36				—			36		—
	Consumer loans, net of allowance for credit losses	19,642			18,143				—			—		18,143
	Consumer loans held for sale:
	Residential mortgages	24			25				—			20		5
	Other consumer	90			90				—			—		90
	Financial liabilities:
	Short-term financial liabilities	$	15,710		$	15,710			$	—		$	15,671	$	39
	Deposits:
	Without fixed maturities	109,625			109,625				—			109,625		—
	Fixed maturities	2,521			2,524				—			2,524		—
	Deposits designated under fair value option	6,948			6,948				—			5,022		1,926
	Non-derivative trading liabilities	646			646				477			169		—
	Derivatives	11,846			11,846				19			11,798		29
	Long-term debt	20,387			21,259				—			21,259		—
	Long-term debt designated under fair value option	9,033			9,033				—			8,391		642
	December 31, 2014	Carrying			Fair				Level 1			Level 2		Level 3
		Value			Value
		(in millions)
	Financial assets:
	Short-term financial assets	$	31,746		$	31,746			$	891		$	30,807	$	48
	Federal funds sold and securities purchased under resale agreements	1,413			1,413				—			1,413		—
	Non-derivative trading assets	15,490			15,490				2,675			9,722		3,093
	Derivatives	7,258			7,258				10			7,200		48
	Securities	43,609			43,835				22,048			21,787		—
	Commercial loans, net of allowance for credit losses	57,595			58,891				—			—		58,891
	Commercial loans designated under fair value option and held for sale	384			384				—			384		—
	Commercial loans held for sale	144			144				—			144		—
	Consumer loans, net of allowance for credit losses	19,466			17,896				—			—		17,896
	Consumer loans held for sale:
	Residential mortgages	18			19				—			14		5
	Other consumer	66			66				—			—		66
	Financial liabilities:
	Short-term financial liabilities	$	12,861		$	12,861			$	—		$	12,813	$	48
	Deposits:
	Without fixed maturities	105,962			105,962				—			105,962		—
	Fixed maturities	2,810			2,813				—			2,813		—
	Deposits designated under fair value option	7,346			7,346				—			5,378		1,968
	Non-derivative trading liabilities	705			705				653			52		—
	Derivatives	8,413			8,413				8			8,376		29
	Long-term debt	18,733			19,524				—			19,524		—
	Long-term debt designated under fair value option	8,791			8,791				—			8,144		647
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 March 31, 2015 and December 31, 2014, and indicates the fair value hierarchy of the valuation techniques utilized to determine such fair value:
		Fair Value Measurements on a Recurring Basis
	31-Mar-15	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	$	2,912		$	107			$	—		$	3,019	$	—		$	3,019
	Obligations of U.S. States and political subdivisions	—			586				—			586		—			586
	Collateralized debt obligations	—			—				253			253		—			253
	Asset-backed securities:
	Residential mortgages	—			139				—			139		—			139
	Student Loans	—			88				—			88		—			88
	Corporate and other domestic debt securities	—			—				2,848			2,848		—			2,848
	Debt Securities issued by foreign entities:
	Corporate	—			183				—			183		—			183
	Government-backed	—			5,494				—			5,494		—			5,494
	Equity securities	—			18				—			18		—			18
	Precious metals trading	—			3,310				—			3,310		—			3,310
	Derivatives(2):
	Interest rate contracts	32			51,719				21			51,772		—			51,772
	Foreign exchange contracts	22			27,735				19			27,776		—			27,776
	Equity contracts	—			2,245				165			2,410		—			2,410
	Precious metals contracts	33			794				—			827		—			827
	Credit contracts	—			4,025				258			4,283		—			4,283
	Derivatives netting	—			—				—			—		(78,665		)	(78,665		)
	Total derivatives	87			86,518				463			87,068		(78,665		)	8,403
	Securities available-for-sale:
	U.S. Treasury, U.S. Government agencies and sponsored enterprises	25,141			2,721				—			27,862		—			27,862
	Obligations of U.S. states and political subdivisions	—			748				—			748		—			748
	Asset-backed securities:
	Commercial mortgages	—			29				—			29		—			29
	Home equity	—			85				—			85		—			85
	Other	—			94				—			94		—			94
	Debt Securities issued by foreign entities:
	Corporate	—			360				—			360		—			360
	Government-backed	—			3,753				—			3,753		—			3,753
	Equity securities	—			165				—			165		—			165
	Loans(3)	—			255				—			255		—			255
	Mortgage servicing rights(4)	—			—				141			141		—			141
	Total assets	$	28,140		$	104,653			$	3,705		$	136,498	$	(78,665	)	$	57,833
	Liabilities:
	Deposits in domestic offices(5)	$	—		$	5,022			$	1,926		$	6,948	$	—		$	6,948
	Trading liabilities, excluding derivatives	477			169				—			646		—			646
	Derivatives(2):
	Interest rate contracts	58			52,183				1			52,242		—			52,242
	Foreign exchange contracts	47			26,315				19			26,381		—			26,381
	Equity contracts	—			1,603				122			1,725		—			1,725
	Precious metals contracts	31			645				—			676		—			676
	Credit contracts	—			3,932				66			3,998		—			3,998
	Derivatives netting	—			—				—			—		(73,176		)	(73,176		)
	Total derivatives	136			84,678				208			85,022		(73,176		)	11,846
	Long-term debt(5)	—			8,391				642			9,033		—			9,033
	Total liabilities	$	613		$	98,260			$	2,776		$	101,649	$	(73,176	)	$	28,473
		Fair Value Measurements on a Recurring Basis
	December 31, 2014	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	$	2,675		$	48			$	—		$	2,723	$	—		$	2,723
	Obligations of U. S. States and political subdivisions	—			591				—			591		—			591
	Collateralized debt obligations	—			—				253			253		—			253
	Asset-backed securities:
Residential mortgages	—			142				—			142		—			142
Student loans	—			86				—			86		—			86
Corporate and other domestic debt securities	—			1				2,840			2,841		—			2,841
Debt Securities issued by foreign entities:
Corporate	—			184				—			184		—			184
Government-backed	—			6,656				—			6,656		—			6,656
Equity securities	—			22				—			22		—			22
Precious metals trading	—			1,992				—			1,992		—			1,992
Derivatives(2):
Interest rate contracts	46			46,012				1			46,059		—			46,059
Foreign exchange contracts	—			22,241				23			22,264		—			22,264
Equity contracts	—			2,212				180			2,392		—			2,392
Precious metals contracts	59			1,013				—			1,072		—			1,072
Credit contracts	—			3,899				296			4,195		—			4,195
Derivatives netting	—			—				—			—		(68,724		)	(68,724		)
Total derivatives	105			75,377				500			75,982		(68,724		)	7,258
Securities available-for-sale:
U.S. Treasury, U.S. Government agencies and sponsored enterprises	22,048			3,117				—			25,165		—			25,165
Obligations of U.S. states and political subdivisions	—			667				—			667		—			667
Asset-backed securities:
Commercial mortgages	—			43				—			43		—			43
Home equity	—			89				—			89		—			89
Other	—			94				—			94		—			94
Debt Securities issued by foreign entities:
Corporate	—			517				—			517		—			517
Government-backed	—			3,398				—			3,398		—			3,398
Equity securities	—			167				—			167		—			167
Loans(3)	—			384				—			384		—			384
Mortgage servicing rights(4)	—			—				159			159		—			159
Total assets	$	24,828		$	93,575			$	3,752		$	122,155	$	(68,724	)	$	53,431
Liabilities:
Deposits in domestic offices(5)	$	—		$	5,378			$	1,968		$	7,346	$	—		$	7,346
Trading liabilities, excluding derivatives	653			52				—			705		—			705
Derivatives(2):
Interest rate contracts	43			46,683				1			46,727		—			46,727
Foreign exchange contracts	13			20,847				23			20,883		—			20,883
Equity contracts	—			1,661				138			1,799		—			1,799
Precious metals contracts	18			596				—			614		—			614
Credit contracts	—			3,941				86			4,027		—			4,027
Derivatives netting	—			—				—			—		(65,637		)	(65,637		)
Total derivatives	74			73,728				248			74,050		(65,637		)	8,413
Long-term debt(5)	—			8,144				647			8,791		—			8,791
Total liabilities	$	727		$	87,302			$	2,863		$	90,892	$	(65,637	)	$	25,255
(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 $6,506 million and $5,602 million and trading derivative liabilities of $10,642 million and $7,459 million as of March 31, 2015 and December 31, 2014, 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)	See Note 10, "Fair Value Option," for additional information.
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 months ended March 31, 2015 and 2014. 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.
		Jan. 1,			Total Gains and  (Losses) Included in(1)							Purch-		Issu-			Settle-			Transfers			Transfers			Mar. 31,			Current
		2015										ases		ances			ments			Into			Out of			2015			Period
																				Level 3			Level 3						Unrealized
																													Gains
					Trading				Other																				(Losses)
					Revenue				Revenue
					(Loss)
		(in millions)
	Assets:
	Trading assets, excluding derivatives:
	Collateralized debt obligations	$	253		$	9			$	—		$	—	$	—		$	(8	)	$	—		$	—		$	254		$	7
	Corporate and other domestic debt securities	2,840			—				—			8		—			—			—			—			2,848			—
	Derivatives, net(2):
	Interest rate contracts	—			19				1			—		—			—			—			—			20			20
	Foreign exchange contracts	—			—				—			—		—			—			—			—			—			—
	Equity contracts	42			23				—			—		—			(21		)	—			(1		)	43			14
	Credit contracts	210			(12		)		—			—		—			(6		)	—			—			192			(40		)
	Mortgage servicing rights(3)	159			—				(14		)	—		—			(4		)	—			—			141			(14		)
	Total assets	$	3,504		$	39			$	(13	)	$	8	$	—		$	(39	)	$	—		$	(1	)	$	3,498		$	(13	)
	Liabilities:
	Deposits in domestic offices(4)	$	(1,968	)	$	—			$	(19	)	$	—	$	(89	)	$	49		$	—		$	101		$	(1,926	)	$	(13	)
	Long-term debt(4)	(647		)	—				(7		)	—		(87		)	79			—			20			(642		)	(6		)
	Total liabilities	$	(2,615	)	$	—			$	(26	)	$	—	$	(176	)	$	128		$	—		$	121		$	(2,568	)	$	(19	)
		Jan. 1,			Total Gains and  (Losses) Included in(1)							Purch-		Issu-			Settle-			Transfers			Transfers			Mar. 31,			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		$	7			$	—		$	—	$	—		$	(3	)	$	—		$	—		$	258		$	7
	Corporate and other domestic debt securities	2,260			(5		)		—			553		—			—			—			—			2,808			(6		)
	Government debt securities issued by foreign entities	121			2				—			—		—			(6		)	—			—			117			(4		)
	Derivatives, net(2):
	Interest rate contracts	1			—				—			—		—			—			—			—			1			—
	Foreign exchange contracts	95			1				—			—		—			(6		)	—			6			96			1
	Equity contracts	3			19				—			—		—			(7		)	4			5			24			12
	Precious metals contracts	(2		)	2				—			—		—			—			—			—			—			—
	Credit contracts	191			(13		)		—			—		—			3			—			—			181			(28		)
	Mortgage servicing rights(3)	227			—				(12		)	—		—			(10		)	—			—			205			(12		)
	Total assets	$	3,150		$	13			$	(12	)	$	553	$	—		$	(29	)	$	4		$	11		$	3,690		$	(30	)
	Liabilities:
	Deposits in domestic offices(4)	$	(2,334	)	$	(124	)		$	—		$	—	$	(25	)	$	167		$	(68	)	$	140		$	(2,244	)	$	(23	)
	Long-term debt(4)	(900		)	93				—			—		(43		)	47			—			71			(732		)	(2		)
	Total liabilities	$	(3,234	)	$	(31	)		$	—		$	—	$	(68	)	$	214		$	(68	)	$	211		$	(2,976	)	$	(25	)
	(1)	Includes realized and unrealized gains and losses.
	(2)	Level 3 net derivatives included derivative assets of $463 million and derivative liabilities of $208 million as of March 31, 2015 and derivative assets of $694 million and derivative liabilities of $392 million as of March 31, 2014.
	(3)	See Note 7, "Intangible Assets," for additional information.
	(4)	See Note 10, "Fair Value Option," 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 March 31, 2015 and December 31, 2014:
	31-Mar-15
	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		1% - 6%
							Conditional default rates		6% - 7%
							Loss severity rates		90% - 91%
	Corporate and other domestic debt securities		2,848		Discounted cash flows		Spread volatility on collateral assets		1% - 4%
							Correlation between insurance claim shortfall and collateral value		80%
	Interest rate derivative contracts		20		Market comparable adjusted for probability to fund		Probability to fund for rate lock commitments		6% - 99%
	Foreign exchange derivative contracts(1)		—		Option pricing model		Implied volatility of currency pairs		17% - 22%
	Equity derivative contracts(1)		43		Option pricing model		Equity / Equity Index volatility		13% - 65%
							Equity / Equity and Equity / Index correlation		47% - 59%
	Credit derivative contracts		192		Option pricing model		Correlation of defaults of a portfolio of reference credit names		49% - 52%
							Issuer by issuer correlation of defaults		82% - 83%
	Mortgage servicing rights		141		Option adjusted discounted cash flows		Constant prepayment rates		11% - 51%
							Option adjusted spread		8% - 14%
							Estimated annualized costs to service		$91 - $333 per account
	Deposits in domestic offices (structured deposits)(1)(2)		(1,926	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		17% - 22%
							Equity / Equity Index volatility		13% - 65%
							Equity / Equity and Equity / Index correlation		47% - 59%
	Long-term debt (structured notes)(1)(2)		(642	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		17% - 22%
							Equity / Equity Index volatility		13% - 65%
							Equity / Equity and Equity / Index correlation		47% - 59%
	December 31, 2014
	Financial Instrument Type		Fair Value (in millions)		Valuation Technique(s)		Significant Unobservable Inputs		Range of Inputs
	Collateralized debt obligations		253		Broker quotes or consensus pricing and, where applicable, discounted cash flows		Prepayment rates		1% - 6%
							Conditional default rates		6% - 7%
							Loss severity rates		90% - 91%
	Corporate and other domestic debt securities		2,840		Discounted cash flows		Spread volatility on collateral assets		2% - 4%
							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		6% - 98%
	Foreign exchange derivative contracts(1)		—		Option pricing model		Implied volatility of currency pairs		10% - 17%
	Equity derivative contracts(1)		42		Option pricing model		Equity / Equity Index volatility		11% - 60%
							Equity / Equity and Equity / Index correlation		47% - 73%
	Credit derivative contracts		210		Option pricing model		Correlation of defaults of a portfolio of reference credit names		52% - 57%
							Issuer by issuer correlation of defaults		82% - 83%
	Mortgage servicing rights		159		Option adjusted discounted cash flows		Constant prepayment rates		10% - 49%
							Option adjusted spread		8% - 19%
							Estimated annualized costs to service		$91 - $333 per account
	Deposits in domestic offices (structured deposits)(1)(2)		(1,968	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		10% - 17%
							Equity / Equity Index volatility		11% - 60%
							Equity / Equity and Equity / Index correlation		47% - 73%
	Long-term debt (structured notes)(1)(2)		(647	)	Option adjusted discounted cash flows		Implied volatility of currency pairs		10% - 17%
							Equity / Equity Index volatility		11% - 60%
							Equity / Equity and Equity / Index correlation		47% - 73%
	(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 March 31, 2015 and December 31, 2014. The gains (losses) during the three months ended March 31, 2015 and 2014 are also included.
		Non-Recurring Fair Value Measurements												Total Gains (Losses)
		as of March 31, 2015												For the Three Months Ended
		Level 1			Level 2				Level 3			Total		31-Mar-15
		(in millions)
	Residential mortgage loans held for sale(1)	$	—		$	1			$	5		$	6	$	—
	Consumer loans(2)	—			37				—			37		(10		)
	Commercial loans held for sale(3)	—			35				—			35		(8		)
	Impaired commercial loans(4)	—			—				48			48		—
	Real estate owned(5)	—			22				—			22		1
	Total assets at fair value on a non-recurring basis	$	—		$	95			$	53		$	148	$	(17	)
		Non-Recurring Fair Value Measurements												Total Gains (Losses)
		as of December 31, 2014												For the Three Months Ended
		Level 1			Level 2				Level 3			Total		31-Mar-14
		(in millions)
	Residential mortgage loans held for sale(1)	$	—		$	—			$	5		$	5	$	3
	Consumer loans(2)	—			164				—			164		(15		)
	Commercial loans held for sale(3)	—			77				—			77		—
	Impaired commercial loans(4)	—			—				53			53		(6		)
	Real estate owned(5)	—			19				—			19		1
	Total assets at fair value on a non-recurring basis	$	—		$	260			$	58		$	318	$	(17	)
	(1)	As of March 31, 2015 and December 31, 2014, 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)	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.
	(3)	As of March 31, 2015 and December 31, 2014, the fair value of the loans held for sale was below cost.
	(4)	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.
	(5)	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.
Quantitative Information about Non Recurring Fair Value Measurement of Assets and Liabilities	The following tables present quantitative information about non-recurring fair value measurements of assets and liabilities classified with Level 3 of the fair value hierarchy as of March 31, 2015 and December 31, 2014:
	As of March 31, 2015
	Financial Instrument Type		Fair Value (in millions)			Valuation Technique(s)		Significant Unobservable Inputs		Range of Inputs
	Residential mortgage loans held for sale		$	5		Valuation of third party appraisal on underlying collateral		Loss severity rates		0% - 100%
	Impaired commercial loans		48			Valuation of third party appraisal on underlying collateral		Loss severity rates		17% - 40%
	As of December 31, 2014
	Financial Instrument Type		Fair Value (in millions)			Valuation Technique(s)		Significant Unobservable Inputs		Range of Inputs
	Residential mortgage loans held for sale		$	5		Valuation of third party appraisal on underlying collateral		Loss severity rates		0% - 100%
	Impaired commercial loans		53			Valuation of third party appraisal on underlying collateral		Loss severity rates		8% - 47%
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 March 31, 2015:
	Trading asset-backed securities:
	Rating of Securities:(1)	Collateral Type:	Level 2			Level 3				Total
			(in millions)
	AAA -A	Residential mortgages - Alt A	$	80		$	—			$	80
		Residential mortgages - Subprime	53			—				53
		Student loans	88			—				88
		Total AAA -A	221			—				221
	BBB -B	Collateralized debt obligations	—			253				253
	CCC-Unrated	Residential mortgages - Subprime	6			—				6
			$	227		$	253			$	480
	Available-for-sale securities backed by collateral:
	Rating of Securities:(1)	Collateral Type:	Level 2			Level 3				Total
			(in millions)
	AAA -A	Commercial mortgages	$	29		$	—			$	29
		Home equity - Alt A	85			—				85
		Other	94			—				94
		Total AAA -A	$	208		$	—			$	208
	(1)	We utilize 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.

Trading_Assets_and_Liabilities2

Trading Assets and Liabilities (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	$22,444		$21,092
Trading liabilities	11,288		8,164
U.S. Treasury [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	2,912		2,675
US Government agency issued or guaranteed [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	4		3
US Government sponsored enterprises [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	103	[1]	45	[1]
Obligations of U.S. states and political subdivision [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	586		591
Asset backed securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	480		481
Corporate and foreign bonds [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	8,525		9,681
Other securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	18		22
Precious metals [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	3,310		1,992
Trading liabilities	0		22
Securities sold, not yet purchased [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading liabilities	646		683
Derivatives [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	6,506		5,602
Derivatives [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading liabilities	10,642		7,459
Federal National Mortgage Association Certificates and Obligations (FNMA) [Member] | US Government sponsored enterprises [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	$103		$45
[1]	Consists of mortgage backed securities of $103 million and $45 million issued or guaranteed by the Federal National Mortgage Association ("FNMA") at March 31, 2015 and December 31, 2014, respectively.

Trading_Assets_and_Liabilities3

Trading Assets and Liabilities - Additional Information (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]
Derivatives included in trading assets, amount offset	$6,573	[1],[2]	$4,811	[1],[2]
Derivatives included in trading liabilities, amount offset	1,084	[1],[2]	1,724	[1],[2]
Trading Assets [Member]
Schedule of Available-for-sale Securities [Line Items]
Derivatives included in trading assets, amount offset	6,573		4,811
Trading Liabilities [Member]
Schedule of Available-for-sale Securities [Line Items]
Derivatives included in trading liabilities, amount offset	$1,084		$1,724
[1]	Represents the netting of cash collateral posted and received by counterparty under enforceable credit support agreements.
[2]	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.

Securities_Amortized_Cost_and_

Securities - Amortized Cost and Fair Value of Asset Backed Securities (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	$32,663		$29,654
Unrealized Gains, Available-for-sale securities	571		621
Unrealized Losses, Available-for-sale securities	-138		-135
Fair Value, Available-for-sale securities	33,096		30,140
Amortized Cost, Held-to-Maturity Securities	14,015		13,469
Unrealized Gains, Held-to-maturity securities	338		229
Unrealized Losses, Held-to-maturity securities	-3		-3
Held-to-maturity Securities, Fair Value	14,350		13,695
U.S. Treasury [Member]
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	10,720		11,793
Unrealized Gains, Available-for-sale securities	235		276
Unrealized Losses, Available-for-sale securities	-56		-58
Fair Value, Available-for-sale securities	10,899		12,011
Mortgage-backed securities [Member]
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	670	[1]	520	[1]
Unrealized Gains, Available-for-sale securities	8	[1]	5	[1]
Unrealized Losses, Available-for-sale securities	-1	[1]	-1	[1]
Fair Value, Available-for-sale securities	677	[1]	524	[1]
Amortized Cost, Held-to-Maturity Securities	5,280	[2]	4,868	[2]
Unrealized Gains, Held-to-maturity securities	177	[2]	120	[2]
Unrealized Losses, Held-to-maturity securities	-1	[2]	-1	[2]
Held-to-maturity Securities, Fair Value	5,456	[2]	4,987	[2]
Collateralized mortgage obligations [Member]
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	35	[1]	35	[1]
Unrealized Gains, Available-for-sale securities	0	[1]	0	[1]
Unrealized Losses, Available-for-sale securities	0	[1]	0	[1]
Fair Value, Available-for-sale securities	35	[1]	35	[1]
Direct agency obligations [Member]
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	4,143	[1]	3,995	[1]
Unrealized Gains, Available-for-sale securities	206	[1]	217	[1]
Unrealized Losses, Available-for-sale securities	-6	[1]	-6	[1]
Fair Value, Available-for-sale securities	4,343	[1]	4,206	[1]
Mortgage-backed securities, issued or guaranteed by US Government agency [Member]
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	11,457		7,985
Unrealized Gains, Available-for-sale securities	93		101
Unrealized Losses, Available-for-sale securities	-26		-27
Fair Value, Available-for-sale securities	11,524		8,059
Amortized Cost, Held-to-Maturity Securities	3,482		3,700
Unrealized Gains, Held-to-maturity securities	59		53
Unrealized Losses, Held-to-maturity securities	0		-1
Held-to-maturity Securities, Fair Value	3,541		3,752
Collateralized mortgage obligations, issued or guaranteed by US Government agency [Member]
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	378		329
Unrealized Gains, Available-for-sale securities	7		3
Unrealized Losses, Available-for-sale securities	-1		-2
Fair Value, Available-for-sale securities	384		330
Amortized Cost, Held-to-Maturity Securities	5,222		4,867
Unrealized Gains, Held-to-maturity securities	100		54
Unrealized Losses, Held-to-maturity securities	-2		-1
Held-to-maturity Securities, Fair Value	5,320		4,920
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	742		661
Unrealized Gains, Available-for-sale securities	10		10
Unrealized Losses, Available-for-sale securities	-4		-4
Fair Value, Available-for-sale securities	748		667
Amortized Cost, Held-to-Maturity Securities	21		23
Unrealized Gains, Held-to-maturity securities	1		1
Unrealized Losses, Held-to-maturity securities	0		0
Held-to-maturity Securities, Fair Value	22		24
Residential Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]
Amortized Cost, Held-to-Maturity Securities	10		11
Unrealized Gains, Held-to-maturity securities	1		1
Unrealized Losses, Held-to-maturity securities	0		0
Held-to-maturity Securities, Fair Value	11		12
Commercial Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	29		43
Unrealized Gains, Available-for-sale securities	0		0
Unrealized Losses, Available-for-sale securities	0		0
Fair Value, Available-for-sale securities	29		43
Home Equity Backed Securities [Member]
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	94		97
Unrealized Gains, Available-for-sale securities	0		0
Unrealized Losses, Available-for-sale securities	-9		-8
Fair Value, Available-for-sale securities	85		89
Other securities [Member]
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	112		110
Unrealized Gains, Available-for-sale securities	0		0
Unrealized Losses, Available-for-sale securities	-18		-16
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	4,121	[3]	3,921	[3]
Unrealized Gains, Available-for-sale securities	9	[3]	6	[3]
Unrealized Losses, Available-for-sale securities	-17	[3]	-12	[3]
Fair Value, Available-for-sale securities	4,113	[3]	3,915	[3]
Foreign debt securities [Member] | Foreign Government [Member]
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	1,053		689
Equity securities [Member]
Schedule of Available-for-sale Securities and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	162		165
Unrealized Gains, Available-for-sale securities	3		3
Unrealized Losses, Available-for-sale securities	0		-1
Fair Value, Available-for-sale securities	165		167
US Government sponsored enterprises [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	672		521
Amortized Cost, Held-to-Maturity Securities	3,539		3,185
US Government sponsored enterprises [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	33		34
Amortized Cost, Held-to-Maturity Securities	$1,741		$1,683
[1]	Includes securities at amortized cost of $672 million and $521 million issued or guaranteed by FNMA at March 31, 2015 and December 31, 2014, respectively, and $33 million and $34 million issued or guaranteed by the Federal Home Loan Mortgage Corporation ("FHLMC") at March 31, 2015 and December 31, 2014, respectively.
[2]	Includes securities at amortized cost of $3,539 million and $3,185 million issued or guaranteed by FNMA at March 31, 2015 and December 31, 2014, respectively, and $1,741 million and $1,683 million issued and guaranteed by FHLMC at March 31, 2015 and December 31, 2014, respectively.
[3]	At March 31, 2015 and December 31, 2014, foreign debt securities consisted of $1,053 million and $689 million, respectively, of securities fully backed by foreign governments. The remainder of foreign debt securities represents public sector entity, bank or corporate debt.

Securities_Gross_unrealized_lo

Securities - Gross unrealized losses and related fair values (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
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	87	79
Securities available-for-sale gross unrealized losses one year or less	($89)	($80)
Securities available-for-sale aggregate fair value of investment one year or less	8,853	7,745
Number of Securities available for sale greater than one year	61	73
Securities available-for-sale gross unrealized losses greater than one year	-49	-55
Securities available-for-sale aggregate fair value of investment greater than one year	1,605	3,441
Number of securities held-to-maturity in one year or less	117	247
Securities held-to-maturity gross unrealized losses one year or less	-3	-3
Securities held-to-maturity aggregate fair value of investment one year or less	482	1,379
Securities held-to-maturity greater than one year	821	850
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	3
U.S. Treasury [Member]
Schedule of Available-for-sale Securities [Line Items]
Number of securities available for sale in one year or less	25	6
Securities available-for-sale gross unrealized losses one year or less	-46	-47
Securities available-for-sale aggregate fair value of investment one year or less	4,178	3,459
Number of Securities available for sale greater than one year	5	4
Securities available-for-sale gross unrealized losses greater than one year	-10	-11
Securities available-for-sale aggregate fair value of investment greater than one year	750	1,546
US Government sponsored enterprises [Member]
Schedule of Available-for-sale Securities [Line Items]
Number of securities available for sale in one year or less	9	2
Securities available-for-sale gross unrealized losses one year or less	-4	-1
Securities available-for-sale aggregate fair value of investment one year or less	352	128
Number of Securities available for sale greater than one year	17	24
Securities available-for-sale gross unrealized losses greater than one year	-3	-6
Securities available-for-sale aggregate fair value of investment greater than one year	160	391
Number of securities held-to-maturity in one year or less	15	144
Securities held-to-maturity gross unrealized losses one year or less	-1	-1
Securities held-to-maturity aggregate fair value of investment one year or less	172	394
Securities held-to-maturity greater than one year	50	47
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
US 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	5	30
Securities available-for-sale gross unrealized losses one year or less	-20	-20
Securities available-for-sale aggregate fair value of investment one year or less	889	2,046
Number of Securities available for sale greater than one year	8	10
Securities available-for-sale gross unrealized losses greater than one year	-7	-9
Securities available-for-sale aggregate fair value of investment greater than one year	131	213
Number of securities held-to-maturity in one year or less	101	103
Securities held-to-maturity gross unrealized losses one year or less	-2	-2
Securities held-to-maturity aggregate fair value of investment one year or less	310	985
Securities held-to-maturity greater than one year	768	800
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	1	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	38	34
Securities available-for-sale gross unrealized losses one year or less	-3	-2
Securities available-for-sale aggregate fair value of investment one year or less	220	146
Number of Securities available for sale greater than one year	21	23
Securities available-for-sale gross unrealized losses greater than one year	-1	-2
Securities available-for-sale aggregate fair value of investment greater than one year	168	194
Number of securities held-to-maturity in one year or less	1	0
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	3	3
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	1	1
Asset backed 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	0	0
Securities available-for-sale aggregate fair value of investment one year or less	0	3
Number of Securities available for sale greater than one year	9	9
Securities available-for-sale gross unrealized losses greater than one year	-27	-24
Securities available-for-sale aggregate fair value of investment greater than one year	196	199
Foreign debt securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Number of securities available for sale in one year or less	8	5
Securities available-for-sale gross unrealized losses one year or less	-16	-9
Securities available-for-sale aggregate fair value of investment one year or less	3,055	1,805
Number of Securities available for sale greater than one year	1	3
Securities available-for-sale gross unrealized losses greater than one year	-1	-3
Securities available-for-sale aggregate fair value of investment greater than one year	200	898
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	0	-1
Securities available-for-sale aggregate fair value of investment one year or less	159	158
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) (Held-to-maturity Securities [Member], USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Held-to-maturity Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Beginning 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)	$0	$61
Increase in credit losses for which an other-than-temporary impairment was previously recognized	0	2
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)	$0	$63

Securities_Realized_gains_and_

Securities - Realized gains and losses on investment securities Transactions Attributable to available-for-sale securities (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Gross realized gains	$30	$43
Gross realized losses	-7	-21
Net realized gains	$23	$22

Securities_Distribution_of_mat

Securities - Distribution of maturities of debt securities with approximate yield of portfolio (Detail) (USD $)	Mar. 31, 2015
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale amount within one year	$567
Available-for-sale yield within one year	3.16%
Available-for-sale amount after one but within five years	9,840
Available-for-sale yield after one but within five years	1.50%
Available-for-sale amount after five but within ten years	5,288
Available-for-sale yield after five but within ten years	2.46%
Available-for-sale amount after ten years	16,806
Available-for-sale yield after ten years	2.88%
Total fair value within one year	574
Total fair value after one but within five years	9,954
Total fair value after five but within ten years	5,479
Total fair value after ten years	16,924
Held-to-maturity amount within one year	3
Held-to-maturity yield within one year	5.09%
Held-to-maturity amount after one but within five years	101
Held-to-maturity yield after one but within five years	1.65%
Held-to-maturity after five but within ten years	668
Held-to-maturity yield after five but within ten years	2.55%
Held-to-maturity after ten years	13,243
Held-to-maturity yield after ten years	2.64%
Total fair value within one year	3
Total fair value after one but within five years	103
Total fair value after five but within ten years	685
Total fair value after ten years	13,559
U.S. Treasury [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	4,124
Available-for-sale yield after one but within five years	0.70%
Available-for-sale amount after five but within ten years	3,227
Available-for-sale yield after five but within ten years	2.24%
Available-for-sale amount after ten years	3,369
Available-for-sale yield after ten years	2.81%
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	2,057
Available-for-sale yield after one but within five years	3.08%
Available-for-sale amount after five but within ten years	1,723
Available-for-sale yield after five but within ten years	2.77%
Available-for-sale amount after ten years	1,068
Available-for-sale yield after ten years	3.27%
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	92
Held-to-maturity yield after one but within five years	1.40%
Held-to-maturity after five but within ten years	615
Held-to-maturity yield after five but within ten years	2.52%
Held-to-maturity after ten years	4,573
Held-to-maturity yield after ten years	3.01%
US 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	9
Available-for-sale yield after one but within five years	4.22%
Available-for-sale amount after five but within ten years	42
Available-for-sale yield after five but within ten years	3.89%
Available-for-sale amount after ten years	11,784
Available-for-sale yield after ten years	2.84%
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	7.66%
Held-to-maturity after five but within ten years	47
Held-to-maturity yield after five but within ten years	2.80%
Held-to-maturity after ten years	8,656
Held-to-maturity yield after ten years	2.44%
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	96
Available-for-sale yield after one but within five years	4.12%
Available-for-sale amount after five but within ten years	296
Available-for-sale yield after five but within ten years	2.96%
Available-for-sale amount after ten years	350
Available-for-sale yield after ten years	3.41%
Held-to-maturity amount within one year	3
Held-to-maturity yield within one year	5.09%
Held-to-maturity amount after one but within five years	8
Held-to-maturity yield after one but within five years	3.93%
Held-to-maturity after five but within ten years	6
Held-to-maturity yield after five but within ten years	3.83%
Held-to-maturity after ten years	4
Held-to-maturity yield after ten years	5.34%
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	0
Available-for-sale yield after five but within ten years	0.00%
Available-for-sale amount after ten years	235
Available-for-sale yield after ten years	3.20%
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	10
Held-to-maturity yield after ten years	6.40%
Foreign debt securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale amount within one year	567
Available-for-sale yield within one year	3.16%
Available-for-sale amount after one but within five years	3,554
Available-for-sale yield after one but within five years	1.42%
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%

Securities_Additional_Informat

Securities - Additional Information (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
	security	security	security
Schedule of Available-for-sale Securities [Line Items]
Assets backed securities in available for sale portfolio	15		15
Assets backed securities wrapped by monoline insurance company	5		5
Value of asset backed securities backed by insurance company	$180		$183
Fair value of asset backed securities	208		226
Available-for-sale securities, backed by insurance company, accumulated unrecognized holding loss	27		23
Fair value of financial guarantee	85		89
Held-to-maturity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Asset backed securities with changes to other than temporary impairment estimates related to credit component	0	1
Increase in credit losses for which an other-than-temporary impairment was previously recognized	0	2
Other assets [Member]
Schedule of Available-for-sale Securities [Line Items]
Federal Home Loan Bank Stock	315		108
Federal Reserve Bank Stock	$485		$483

Loans_Components_of_Loans_Deta

Loans - Components of Loans (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$81,458		$77,741		$68,897
Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total commercial	61,647		58,087
Total loans	61,647		58,087
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total commercial	10,901		10,300
Total loans	10,901		10,300		9,165
Commercial Loans [Member] | Business and Corporate Banking [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total commercial	19,251		17,819
Total loans	19,251		17,819		15,698
Commercial Loans [Member] | Global Banking [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total commercial	28,029	[1]	26,387	[1]
Total loans	28,029		26,387		21,979
Commercial Loans [Member] | Other Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total commercial	3,466		3,581
Total loans	3,466		3,581		3,051
Consumer Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total consumer	19,811		19,654
Total loans	19,811		19,654
Consumer Loans [Member] | Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total consumer	16,991		16,661
Total loans	16,991		16,661		15,900
Consumer Loans [Member] | Home Equity Mortgages [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total consumer	1,716		1,784
Total loans	1,716		1,784		1,938
Consumer Loans [Member] | Credit Cards [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total consumer	680		720
Total loans	680		720		683
Consumer Loans [Member] | Other consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total consumer	424		489
Total loans	$424		$489		$483
[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 $5,016 million and $4,821 million at March 31, 2015 and December 31, 2014, respectively. See Note 13, "Related Party Transactions," for additional information regarding loans to HSBC affiliates.

Loans_Additional_Information_D

Loans - Additional Information (Detail) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$81,458,000,000	$68,897,000,000	$77,741,000,000
Net deferred origination fees	45,000,000		34,000,000
Net unamortized premium on loans	12,000,000		10,000,000
Commercial loans removed from TDR classification	0	0
Consumer Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	19,811,000,000		19,654,000,000
Weighted average rate of reduction	1.77%	1.50%
Affiliated Entity [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$5,016,000,000		$4,821,000,000

Loans_Summary_of_Past_Due_Stat

Loans - Summary of Past Due Status of Loans (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due, 30-89 days	$451		$503
Days Past Due, 90 + days	991		1,043
Total Days Past Due, 30 Days or More	1,442		1,546
Current	80,016	[1]	76,195	[1]
Total loans	81,458		77,741		68,897
Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due, 30-89 days	59		72
Days Past Due, 90 + days	40		37
Total Days Past Due, 30 Days or More	99		109
Current	61,548	[1]	57,978	[1]
Total loans	61,647		58,087
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due, 30-89 days	40		25
Days Past Due, 90 + days	30		22
Total Days Past Due, 30 Days or More	70		47
Current	10,831	[1]	10,253	[1]
Total loans	10,901		10,300		9,165
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due, 30-89 days	13		32
Days Past Due, 90 + days	4		9
Total Days Past Due, 30 Days or More	17		41
Current	19,234	[1]	17,778	[1]
Total loans	19,251		17,819		15,698
Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due, 30-89 days	0		0
Days Past Due, 90 + days	0		0
Total Days Past Due, 30 Days or More	0		0
Current	28,029	[1]	26,387	[1]
Total loans	28,029		26,387		21,979
Commercial Loans [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due, 30-89 days	6		15
Days Past Due, 90 + days	6		6
Total Days Past Due, 30 Days or More	12		21
Current	3,454	[1]	3,560	[1]
Total loans	3,466		3,581		3,051
Consumer Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due, 30-89 days	392		431
Days Past Due, 90 + days	951		1,006
Total Days Past Due, 30 Days or More	1,343		1,437
Current	18,468	[1]	18,217	[1]
Total loans	19,811		19,654
Consumer Loans [Member] | Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due, 30-89 days	355		390
Days Past Due, 90 + days	879		931
Total Days Past Due, 30 Days or More	1,234		1,321
Current	15,757	[1]	15,340	[1]
Total loans	16,991		16,661		15,900
Consumer Loans [Member] | Home Equity Mortgages [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due, 30-89 days	19		21
Days Past Due, 90 + days	54		56
Total Days Past Due, 30 Days or More	73		77
Current	1,643	[1]	1,707	[1]
Total loans	1,716		1,784		1,938
Consumer Loans [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due, 30-89 days	10		11
Days Past Due, 90 + days	10		10
Total Days Past Due, 30 Days or More	20		21
Current	660	[1]	699	[1]
Total loans	680		720		683
Consumer Loans [Member] | Other consumer [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due, 30-89 days	8		9
Days Past Due, 90 + days	8		9
Total Days Past Due, 30 Days or More	16		18
Current	408	[1]	471	[1]
Total loans	$424		$489		$483
[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 $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total nonaccruing loans	$1,062		$1,101
Total accruing loans contractually past due 90 days or more	20		21
Total nonperforming loans	1,082		1,122
Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans	152		139
Total nonaccruing loans	188		182
Total accruing loans contractually past due 90 days or more	1		1
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans	74		65
Total accruing loans contractually past due 90 days or more	0		0
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans	78		74
Total accruing loans contractually past due 90 days or more	1		1
Commercial Loans [Member] | Nonaccrual Loans Held-for-sale [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total nonaccruing loans	36		43
Consumer Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans	870		915
Total nonaccruing loans	874		919
Total accruing loans contractually past due 90 days or more	19		20
Consumer Loans [Member] | Nonaccrual Loans Held-for-sale [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total nonaccruing loans	4		4
Consumer Loans [Member] | Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans	803	[1],[2],[3]	847	[1],[2],[3]
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]
Nonaccrual loans	67	[1],[2]	68	[1],[2]
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	10		10
Consumer Loans [Member] | Other consumer [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans	0		0
Total accruing loans contractually past due 90 days or more	$9		$10
[1]	Nonaccrual consumer mortgage loans include 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.
[2]	At March 31, 2015 and December 31, 2014, nonaccrual consumer mortgage loans include $760 million and $817 million, respectively, of loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell.
[3]	Nonaccrual consumer mortgage 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 consumer loan portfolio.

Loans_Schedule_of_Additional_I

Loans - Schedule of Additional Information on Nonaccrual Loans (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Receivables [Abstract]
Residential Mortgage Loan Nonaccrual Carried At Lower Of Amortized Cost Or Fair Value Less Cost To Sell	$760		$817
Interest income that would have been recorded if the nonaccrual receivable had been current in accordance with contractual terms during the period	21	28
Interest income that was recorded on nonaccrual loans and included in interest income during the period	$6	$8

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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Financing Receivable, Impaired [Line Items]
Total	$75	$46
Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
Total	39	10
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Impaired [Line Items]
Total	26	10
Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Impaired [Line Items]
Total	13	0
Consumer Loans [Member]
Financing Receivable, Impaired [Line Items]
Total	36	36
Consumer Loans [Member] | Residential Mortgage [Member]
Financing Receivable, Impaired [Line Items]
Total	35	33
Consumer Loans [Member] | Home Equity Line of Credit [Member]
Financing Receivable, Impaired [Line Items]
Total	0	1
Consumer Loans [Member] | Credit Cards [Member]
Financing Receivable, Impaired [Line Items]
Total	$1	$2

Loans_Summary_of_TDR_and_Relat

Loans - Summary of TDR and Related Credit Loss Reserves for TDR Loans (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Impaired [Line Items]
TDR Loans	$1,242	[1],[2],[3]	$1,208	[1],[2],[3]
Allowance for credit losses on TDR Loans	51	[4]	56	[4]
Unpaid Principal Balance of TDR Loans	1,457		1,441
Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
TDR Loans	236	[2],[3]	210	[2],[3]
Allowance for credit losses on TDR Loans	6	[4]	9	[4]
Unpaid Principal Balance of TDR Loans	260		252
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Impaired [Line Items]
TDR Loans	179	[2],[3]	186	[2],[3]
Allowance for credit losses on TDR Loans	2	[4]	4	[4]
Unpaid Principal Balance of TDR Loans	197		201
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Impaired [Line Items]
TDR Loans	44	[2],[3]	24	[2],[3]
Allowance for credit losses on TDR Loans	4	[4]	5	[4]
Unpaid Principal Balance of TDR Loans	50		51
Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Impaired [Line Items]
TDR Loans	13	[2],[3]	0	[2],[3]
Unpaid Principal Balance of TDR Loans	13		0
Consumer Loans [Member]
Financing Receivable, Impaired [Line Items]
TDR Loans	1,006	[2],[3]	998	[2],[3]
Allowance for credit losses on TDR Loans	45	[4]	47	[4]
Unpaid Principal Balance of TDR Loans	1,197		1,189
Consumer Loans [Member] | Residential Mortgage [Member]
Financing Receivable, Impaired [Line Items]
TDR Loans	980	[2],[3],[5]	972	[2],[3],[5]
Allowance for credit losses on TDR Loans	42	[4]	43	[4]
Unpaid Principal Balance of TDR Loans	1,147		1,139
Consumer Loans [Member] | Home Equity Line of Credit [Member]
Financing Receivable, Impaired [Line Items]
TDR Loans	20	[2],[3],[5]	20	[2],[3],[5]
Allowance for credit losses on TDR Loans	1	[4]	2	[4]
Unpaid Principal Balance of TDR Loans	44		44
Consumer Loans [Member] | Credit Cards [Member]
Financing Receivable, Impaired [Line Items]
TDR Loans	6	[2],[3]	6	[2],[3]
Allowance for credit losses on TDR Loans	2	[4]	2	[4]
Unpaid Principal Balance of TDR Loans	$6		$6
[1]	Includes $451 million and $485 million at March 31, 2015 and December 31, 2014, respectively, of loans which are classified as nonaccrual.
[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:March 31, 2015 December 31, 2014 (in millions)Commercial loans: Construction and other real estate$197 $201Business and corporate banking50 51Global banking13 —Total commercial260 252Consumer loans: Residential mortgages1,147 1,139 Home equity mortgages44 44Credit cards6 6Total consumer1,197 1,189Total$1,457 $1,441
[3]	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 $79 million and $85 million at March 31, 2015 and December 31, 2014, respectively.
[4]	Included in the allowance for credit losses.
[5]	Includes $778 million and $763 million at March 31, 2015 and December 31, 2014, 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 - Additional Information (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
In Millions, unless otherwise specified
Receivables [Abstract]
Other loans included in impaired loans apart from TDR loans	$79	$85
Residential Mortgage Loan TDR Carried At Lower Of Amortized Cost Or Fair Value Less Cost To Sell	778	763	718
Non Accrual loans included in TDR loan	$451	$485

Loans_Trouble_Debt_Restructuri

Loans - Trouble Debt Restructuring Additional Information (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	$1,225	$1,275
Interest income recognized on TDR loans	11	15
Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	223	326
Interest income recognized on TDR loans	2	6
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	182	264
Interest income recognized on TDR loans	1	6
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	34	19
Interest income recognized on TDR loans	1	0
Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	7	25
Commercial Loans [Member] | Other Commercial [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	0	18
Consumer Loans [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	1,002	949
Interest income recognized on TDR loans	9	9
Consumer Loans [Member] | Residential Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	976	922
Interest income recognized on TDR loans	9	9
Consumer Loans [Member] | Home Equity Line of Credit [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	20	19
Consumer Loans [Member] | Credit Cards [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	$6	$8

Loans_Loans_Classified_as_TDR_

Loans - Loans Classified as TDR Loans (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Financing Receivable, Modifications [Line Items]
Loans which were classified as TDR loans during the previous 12 months which became contractually delinquent	$12	$20
Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Loans which were classified as TDR loans during the previous 12 months which became contractually delinquent	3	12
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Loans which were classified as TDR loans during the previous 12 months which became contractually delinquent	2	12
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Modifications [Line Items]
Loans which were classified as TDR loans during the previous 12 months which became contractually delinquent	1	0
Consumer Loans [Member]
Financing Receivable, Modifications [Line Items]
Loans which were classified as TDR loans during the previous 12 months which became contractually delinquent	9	8
Consumer Loans [Member] | Residential Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Loans which were classified as TDR loans during the previous 12 months which became contractually delinquent	$9	$8

Loans_Impaired_Commercial_Loan

Loans - Impaired Commercial Loans Considered as TDR Loans (Detail) (Commercial Loans [Member], USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Impaired [Line Items]
Amount with Impairment Reserves	$83		$92
Amount without Impairment Reserves	232		203
Total Impaired Commercial Loans	315	[1],[2]	295	[1],[2]
Impairment Reserve	27		30
Construction and Other Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Amount with Impairment Reserves	14		18
Amount without Impairment Reserves	185		179
Total Impaired Commercial Loans	199	[1],[2]	197	[1],[2]
Impairment Reserve	3		5
Business and Corporate Banking [Member]
Financing Receivable, Impaired [Line Items]
Amount with Impairment Reserves	68		72
Amount without Impairment Reserves	28		18
Total Impaired Commercial Loans	96	[1],[2]	90	[1],[2]
Impairment Reserve	23		24
Global Banking [Member]
Financing Receivable, Impaired [Line Items]
Amount with Impairment Reserves	0		0
Amount without Impairment Reserves	13		0
Total Impaired Commercial Loans	13	[1],[2]	0	[1],[2]
Impairment Reserve	0		0
Other Commercial [Member]
Financing Receivable, Impaired [Line Items]
Amount with Impairment Reserves	1		2
Amount without Impairment Reserves	6		6
Total Impaired Commercial Loans	7	[1],[2]	8	[1],[2]
Impairment Reserve	$1		$1
[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:March 31, 2015 December 31, 2014 (in millions)Construction and other real estate$223 $224Business and corporate banking101 122Global banking13 —Other commercial7 8Total commercial$344 $354
[2]	Includes impaired commercial loans that are also considered TDR Loans which totaled $236 million and $210 million at March 31, 2015 and December 31, 2014, respectively.

Loans_Impaired_Commercial_Loan1

Loans - Impaired Commercial Loans Considered as TDR Loans - Additional Information (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Impaired [Line Items]
TDR Loans	$1,242	[1],[2],[3]	$1,208	[1],[2],[3]
Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
TDR Loans	236	[2],[3]	210	[2],[3]
Unpaid principal balance of impaired commercial loans	344		354
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Impaired [Line Items]
TDR Loans	179	[2],[3]	186	[2],[3]
Unpaid principal balance of impaired commercial loans	223		224
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Impaired [Line Items]
TDR Loans	44	[2],[3]	24	[2],[3]
Unpaid principal balance of impaired commercial loans	101		122
Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Impaired [Line Items]
TDR Loans	13	[2],[3]	0	[2],[3]
Unpaid principal balance of impaired commercial loans	13		0
Commercial Loans [Member] | Other Commercial [Member]
Financing Receivable, Impaired [Line Items]
Unpaid principal balance of impaired commercial loans	$7		$8
[1]	Includes $451 million and $485 million at March 31, 2015 and December 31, 2014, respectively, of loans which are classified as nonaccrual.
[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:March 31, 2015 December 31, 2014 (in millions)Commercial loans: Construction and other real estate$197 $201Business and corporate banking50 51Global banking13 —Total commercial260 252Consumer loans: Residential mortgages1,147 1,139 Home equity mortgages44 44Credit cards6 6Total consumer1,197 1,189Total$1,457 $1,441
[3]	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 $79 million and $85 million at March 31, 2015 and December 31, 2014, respectively.

Loans_Average_Balance_and_Inte

Loans - Average Balance and Interest Income Recognized on Impaired Commercial Loans (Detail) (Commercial Loans [Member], USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Financing Receivable, Impaired [Line Items]
Total average balance of impaired commercial loans	$306	$397
Total interest income recognized on impaired commercial loans	2	6
Construction and Other Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Total average balance of impaired commercial loans	198	297
Total interest income recognized on impaired commercial loans	1	6
Business and Corporate Banking [Member]
Financing Receivable, Impaired [Line Items]
Total average balance of impaired commercial loans	93	35
Total interest income recognized on impaired commercial loans	1	0
Global Banking [Member]
Financing Receivable, Impaired [Line Items]
Total average balance of impaired commercial loans	7	33
Other Commercial [Member]
Financing Receivable, Impaired [Line Items]
Total average balance of impaired commercial loans	$8	$32

Loans_Summary_of_Criticized_As

Loans - Summary of Criticized Assets for Commercial Loans (Detail) (Commercial Loans [Member], USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	$4,355	$3,787
Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	474	547
Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	1,668	1,261
Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	2,206	1,972
Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	7	7
Special Mention [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	3,549	3,082
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	254	310
Special Mention [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	1,286	1,001
Special Mention [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	2,009	1,770
Special Mention [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	0	1
Substandard [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	780	676
Substandard [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	219	230
Substandard [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	358	238
Substandard [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	197	202
Substandard [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	6	6
Doubtful [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	26	29
Doubtful [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	1	7
Doubtful [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	24	22
Doubtful [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases doubtful receivable commercial net of deferred income	0	0
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 $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]
Accruing Loans Contractually Past Due 90 days or More	$20	$21
Total loans	81,458	77,741	68,897
Commercial Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans	61,494	57,947
Nonaccrual loans	152	139
Accruing Loans Contractually Past Due 90 days or More	1	1
Total loans	61,647	58,087
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans	10,827	10,235
Nonaccrual loans	74	65
Accruing Loans Contractually Past Due 90 days or More	0	0
Total loans	10,901	10,300	9,165
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans	19,172	17,744
Nonaccrual loans	78	74
Accruing Loans Contractually Past Due 90 days or More	1	1
Total loans	19,251	17,819	15,698
Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans	28,029	26,387
Nonaccrual loans	0	0
Accruing Loans Contractually Past Due 90 days or More	0	0
Total loans	28,029	26,387	21,979
Commercial Loans [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans	3,466	3,581
Nonaccrual loans	0	0
Accruing Loans Contractually Past Due 90 days or More	0	0
Total loans	$3,466	$3,581	$3,051

Loans_Credit_Risk_Profile_of_C

Loans - Credit Risk Profile of Commercial Loans (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]
Total loans	$81,458		$77,741		$68,897
Commercial Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	61,647		58,087
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	10,901		10,300		9,165
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	19,251		17,819		15,698
Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	28,029		26,387		21,979
Commercial Loans [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	3,466		3,581		3,051
Commercial Loans [Member] | External Credit Rating, Investment Grade [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	42,998	[1]	41,928	[1]
Commercial Loans [Member] | External Credit Rating, Investment Grade [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	8,314	[1]	7,820	[1]
Commercial Loans [Member] | External Credit Rating, Investment Grade [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	9,707	[1]	8,835	[1]
Commercial Loans [Member] | External Credit Rating, Investment Grade [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	23,146	[1]	23,400	[1]
Commercial Loans [Member] | External Credit Rating, Investment Grade [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,831	[1]	1,873	[1]
Commercial Loans [Member] | External Credit Rating, Non Investment Grade [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	18,649		16,159
Commercial Loans [Member] | External Credit Rating, Non Investment Grade [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	2,587		2,480
Commercial Loans [Member] | External Credit Rating, Non Investment Grade [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	9,544		8,984
Commercial Loans [Member] | External Credit Rating, Non Investment Grade [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	4,883		2,987
Commercial Loans [Member] | External Credit Rating, Non Investment Grade [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	$1,635		$1,708
[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 $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]
Delinquent Loans	$1,044		$1,103
Delinquency Ratio	5.24%		5.59%
Residential Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Delinquent Loans	957	[1],[2]	1,013	[1],[2]
Delinquency Ratio	5.62%	[1],[2]	6.07%	[1],[2]
Home Equity Mortgages [Member]
Financing Receivable, Recorded Investment [Line Items]
Delinquent Loans	60	[1],[2]	62	[1],[2]
Delinquency Ratio	3.50%	[1],[2]	3.48%	[1],[2]
Credit Cards [Member]
Financing Receivable, Recorded Investment [Line Items]
Delinquent Loans	14		14
Delinquency Ratio	2.06%		1.94%
Other consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Delinquent Loans	$13		$14
Delinquency Ratio	2.53%		2.52%
[1]	At March 31, 2015 and December 31, 2014, consumer mortgage loans include $609 million and $608 million, respectively, of loans that were in the process of foreclosure.
[2]	At March 31, 2015 and December 31, 2014, consumer mortgage loan delinquency includes $908 million and $936 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 - Additional Information (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]
Residential Mortgage Loan Delinquency Carried At Lower Of Amortized Cost Or Fair Value Less Cost To Sell	$908	$936
Consumer Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Mortgage Loans in Process of Foreclosure, Amount	$609	$608

Loans_Status_of_Consumer_Loan_

Loans - Status of Consumer Loan Portfolio (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]
Accruing Loans Contractually Past Due 90 days or More	$20		$21
Total loans	81,458		77,741		68,897
Consumer Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans	18,922		18,719
Nonaccrual loans	870		915
Accruing Loans Contractually Past Due 90 days or More	19		20
Total loans	19,811		19,654
Consumer Loans [Member] | Residential Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans	16,188		15,814
Nonaccrual loans	803	[1],[2],[3]	847	[1],[2],[3]
Accruing Loans Contractually Past Due 90 days or More	0		0
Total loans	16,991		16,661		15,900
Consumer Loans [Member] | Home Equity Mortgages [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans	1,649		1,716
Nonaccrual loans	67	[1],[2]	68	[1],[2]
Accruing Loans Contractually Past Due 90 days or More	0		0
Total loans	1,716		1,784		1,938
Consumer Loans [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans	670		710
Nonaccrual loans	0		0
Accruing Loans Contractually Past Due 90 days or More	10		10
Total loans	680		720		683
Consumer Loans [Member] | Other consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans	415		479
Nonaccrual loans	0		0
Accruing Loans Contractually Past Due 90 days or More	9		10
Total loans	$424		$489		$483
[1]	Nonaccrual consumer mortgage loans include 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.
[2]	At March 31, 2015 and December 31, 2014, nonaccrual consumer mortgage loans include $760 million and $817 million, respectively, of loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell.
[3]	Nonaccrual consumer mortgage 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 consumer loan portfolio.

Loans_Concentration_of_Credit_

Loans - Concentration of Credit Risk (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Receivables [Abstract]
Interest only residential mortgage loans	$3,561	$3,531

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
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period	$680		$606
Provision for credit losses	53		16
Charge offs	-38		-67
Recoveries	8		19
Net (charge offs) recoveries	-30		-48
Balance at end of period	703		574
Ending balance: collectively evaluated for impairment	631		497
Ending balance: individually evaluated for impairment	72		77
Total allowances for credit losses	703		574
Collectively evaluated for impairment	79,351		66,754
Individually evaluated for impairment	543	[1]	527	[1]
Loans carried at the lower of amortized cost or fair value less cost to sell	1,564		1,616
Total loans	81,458		68,897		77,741
Commercial Loans [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Total loans	61,647				58,087
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period	89		108
Provision for credit losses	2		2
Charge offs	-1		-19
Recoveries	0		2
Net (charge offs) recoveries	-1		-17
Balance at end of period	90		93
Ending balance: collectively evaluated for impairment	87		84
Ending balance: individually evaluated for impairment	3		9
Total allowances for credit losses	90		93
Collectively evaluated for impairment	10,702		8,905
Individually evaluated for impairment	199	[1]	260	[1]
Loans carried at the lower of amortized cost or fair value less cost to sell	0		0
Total loans	10,901		9,165		10,300
Commercial Loans [Member] | Business and Corporate Banking [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period	275		112
Provision for credit losses	24		19
Charge offs	-6		-5
Recoveries	2		3
Net (charge offs) recoveries	-4		-2
Balance at end of period	295		129
Ending balance: collectively evaluated for impairment	272		126
Ending balance: individually evaluated for impairment	23		3
Total allowances for credit losses	295		129
Collectively evaluated for impairment	19,155		15,681
Individually evaluated for impairment	96	[1]	17	[1]
Loans carried at the lower of amortized cost or fair value less cost to sell	0		0
Total loans	19,251		15,698		17,819
Commercial Loans [Member] | Global Banking [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period	107		68
Provision for credit losses	21		7
Charge offs	0		-8
Recoveries	0		0
Net (charge offs) recoveries	0		-8
Balance at end of period	128		67
Ending balance: collectively evaluated for impairment	128		67
Ending balance: individually evaluated for impairment	0		0
Total allowances for credit losses	128		67
Collectively evaluated for impairment	28,016		21,979
Individually evaluated for impairment	13	[1]	0	[1]
Loans carried at the lower of amortized cost or fair value less cost to sell	0		0
Total loans	28,029		21,979		26,387
Commercial Loans [Member] | Other Commercial [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period	21		20
Provision for credit losses	1		-4
Charge offs	-1		0
Recoveries	0		3
Net (charge offs) recoveries	-1		3
Balance at end of period	21		19
Ending balance: collectively evaluated for impairment	20		18
Ending balance: individually evaluated for impairment	1		1
Total allowances for credit losses	21		19
Collectively evaluated for impairment	3,459		3,031
Individually evaluated for impairment	7	[1]	20	[1]
Loans carried at the lower of amortized cost or fair value less cost to sell	0		0
Total loans	3,466		3,051		3,581
Consumer Loans [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Total loans	19,811				19,654
Consumer Loans [Member] | Residential Mortgages [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period	107		186
Provision for credit losses	0		-16
Charge offs	-14		-17
Recoveries	2		3
Net (charge offs) recoveries	-12		-14
Balance at end of period	95		156
Ending balance: collectively evaluated for impairment	53		96
Ending balance: individually evaluated for impairment	42		60
Total allowances for credit losses	95		156
Collectively evaluated for impairment	15,281		14,150
Individually evaluated for impairment	217	[1]	202	[1]
Loans carried at the lower of amortized cost or fair value less cost to sell	1,493		1,548
Total loans	16,991		15,900		16,661
Consumer Loans [Member] | Home Equity Mortgages [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period	32		49
Provision for credit losses	-2		2
Charge offs	-2		-5
Recoveries	1		6
Net (charge offs) recoveries	-1		1
Balance at end of period	29		52
Ending balance: collectively evaluated for impairment	28		50
Ending balance: individually evaluated for impairment	1		2
Total allowances for credit losses	29		52
Collectively evaluated for impairment	1,640		1,851
Individually evaluated for impairment	5	[1]	19	[1]
Loans carried at the lower of amortized cost or fair value less cost to sell	71		68
Total loans	1,716		1,938		1,784
Consumer Loans [Member] | Credit Card [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period	39		50
Provision for credit losses	3		5
Charge offs	-8		-11
Recoveries	1		1
Net (charge offs) recoveries	-7		-10
Balance at end of period	35		45
Ending balance: collectively evaluated for impairment	33		43
Ending balance: individually evaluated for impairment	2		2
Total allowances for credit losses	35		45
Collectively evaluated for impairment	674		674
Individually evaluated for impairment	6	[1]	9	[1]
Loans carried at the lower of amortized cost or fair value less cost to sell	0		0
Total loans	680		683		720
Consumer Loans [Member] | Other consumer [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period	10		13
Provision for credit losses	4		1
Charge offs	-6		-2
Recoveries	2		1
Net (charge offs) recoveries	-4		-1
Balance at end of period	10		13
Ending balance: collectively evaluated for impairment	10		13
Ending balance: individually evaluated for impairment	0		0
Total allowances for credit losses	10		13
Collectively evaluated for impairment	424		483
Individually evaluated for impairment	0	[1]	0	[1]
Loans carried at the lower of amortized cost or fair value less cost to sell	0		0
Total loans	$424		$483		$489
[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 $778 million and $718 million at March 31, 2015 and 2014, respectively.

Allowance_for_Credit_Losses_Su1

Allowance for Credit Losses - Summary of Changes in Allowance for Credit Losses and Related Loan Balance by Product - Additional Information (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
In Millions, unless otherwise specified
Receivables [Abstract]
TDR Loans Carried At Lower Of Amortized Cost Or Fair Value Less Cost To Sell	$778	$763	$718

Loans_Held_for_Sale_Details

Loans Held for Sale (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	$405	$612
Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	291	528
Consumer Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	114	84
Consumer Loans [Member] | Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	24	18
Consumer Loans [Member] | Other consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	$90	$66

Loans_Held_for_Sale_Additional

Loans Held for Sale - Additional Information (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	$405,000,000	$612,000,000
Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	291,000,000	528,000,000
Valuation allowance	12,000,000	5,000,000
Consumer Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	114,000,000	84,000,000
Valuation allowance	12,000,000	15,000,000
Commercial Loans - Fair Value Option [Member] | Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	255,000,000	384,000,000
Global Banking [Member] | Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	34,000,000	44,000,000
Commercial Real Estate [Member] | Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	2,000,000	100,000,000
Subprime Residential Mortgage Loans [Member] | Consumer Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	$4,000,000	$4,000,000

Intangible_Assets_Schedule_of_

Intangible Assets - Schedule of Intangible Assets (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Finite-Lived Intangible Assets [Line Items]
Total intangible assets	$186	$206
Purchased credit card relationships [Member]
Finite-Lived Intangible Assets [Line Items]
Total intangible assets	46	47
Residential Mortgage [Member] | Mortgage servicing rights [Member]
Finite-Lived Intangible Assets [Line Items]
Total intangible assets	$140	$159

Intangible_Assets_Fair_Value_o

Intangible Assets - Fair Value of Residential MSRs (Detail)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]
Annualized constant prepayment rate (CPR)	18.20%	15.90%
Constant discount rate	14.00%	14.10%
Weighted average life	3 years 8 months 7 days	4 years 1 month 10 days

Intangible_Assets_Residential_

Intangible Assets - Residential MSRs Activity (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Fair value of MSRs:
Beginning balance	$159	$227
Changes in fair value due to:
Changes in fair value due to changes in valuation model inputs or assumptions	-11	-12
Reductions related to customer payments	-8	-10
Ending balance	$140	$205

Intangible_Assets_Additional_I

Intangible Assets - Additional Information (Detail) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2012	Dec. 31, 2014
Finite-Lived Intangible Assets [Line Items]
Outstanding principal balances at period end of residential mortgage loans serviced for others	$22,244			$23,101
Outstanding principal balances at period end of residential mortgage loans owned and serviced for others	40,319			40,889
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
Residential mortgage banking revenue [Member]
Finite-Lived Intangible Assets [Line Items]
Servicing fees collected	$15	$18
Purchased credit card relationships [Member]
Finite-Lived Intangible Assets [Line Items]
Useful life			10 years

Goodwill_Details

Goodwill (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
In Millions, unless otherwise specified
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill	$1,612	$1,612	$1,612
Accumulated impairment loss	$670	$670

Derivative_Financial_Instrumen2

Derivative Financial Instruments - Fair Value of Derivatives and Balance Offsetting (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]
Derivative assets	$87,068		$75,982
Derivative liabilities	85,022		74,050
Netting assets	72,092	[1],[2]	63,913	[1],[2]
Netting liabilities	72,092	[1],[2]	63,913	[1],[2]
Less: Gross amounts of cash collateral received subject to enforceable master netting agreements(5)(6)	6,573	[2],[3]	4,811	[2],[3]
Less: Gross amounts of cash collateral posted subject to enforceable master netting agreements(5)(6)	1,084	[2],[3]	1,724	[2],[3]
Derivative Asset	8,403		7,258
Derivative Liability	11,846		8,413
Less: Gross amounts of financial instrument collateral received not offset	1,273		1,837
Less: Gross amounts of financial instrument collateral posted not offset	5,420		4,398
Net amount of derivative asset	7,130		5,421
Net amount of derivative liability	6,426		4,015
Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Less: Gross amounts of cash collateral received subject to enforceable master netting agreements(5)(6)	6,573		4,811
Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Less: Gross amounts of cash collateral posted subject to enforceable master netting agreements(5)(6)	1,084		1,724
Designated as Hedging Instrument [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	93	[4]	58	[4]
Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	852	[4]	641	[4]
Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	50,885	[5]	45,278	[5]
Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	51,276	[5]	45,998	[5]
Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	27,705	[5]	22,219	[5]
Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	26,309	[5]	20,839	[5]
Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	827	[5]	1,072	[5]
Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	676	[5]	609	[5]
Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	4,185	[5]	4,122	[5]
Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	3,989	[5]	4,018	[5]
Fair Value Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	14	[4]	5	[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	651	[4]	474	[4]
Cash Flow Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	8	[4]	8	[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	201	[4]	167	[4]
OTC Cleared [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	22,608	[5],[6]	16,862	[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	22,240	[5],[6]	17,557	[5],[6]
OTC Cleared [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	635	[5],[6]	604	[5],[6]
OTC Cleared [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	784	[5],[6]	730	[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	11	[4],[6]	1	[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	298	[4],[6]	206	[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	8	[4],[6]	8	[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	7	[4],[6]	6	[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	865	[4],[6]	768	[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	114	[4],[6]	88	[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	28,247	[5],[6]	28,370	[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	28,985	[5],[6]	28,398	[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	0	[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	72	[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	27,683	[5],[6]	22,219	[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	26,262	[5],[6]	20,826	[5],[6]
Bilateral OTC [Member] | Equity contracts [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	841	[4],[6]	757	[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	157	[4],[6]	167	[4],[6]
Bilateral OTC [Member] | Equity contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	1,569	[5],[6]	1,635	[5],[6]
Bilateral OTC [Member] | Equity contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	1,568	[5],[6]	1,632	[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	0	[4],[6]	5	[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	794	[5],[6]	1,013	[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	645	[5],[6]	591	[5],[6]
Bilateral OTC [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	98	[4],[6]	73	[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	9	[4],[6]	9	[4],[6]
Bilateral OTC [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	3,550	[5],[6]	3,518	[5],[6]
Bilateral OTC [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	3,205	[5],[6]	3,288	[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	3	[4],[6]	4	[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	353	[4],[6]	268	[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	0	[4],[6]	0	[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	194	[4],[6]	161	[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	71	[4]	45	[4]
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	0	[4]	0	[4]
Exchange Traded [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	30	[5],[6]	46	[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	51	[5],[6]	43	[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	22	[5],[6]	0	[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	47	[5],[6]	13	[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	33	[5],[6]	59	[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	$31	[5],[6]	$18	[5],[6]
[1]	Represents the netting of derivative receivable and payable balances for the same counterparty under enforceable netting agreements.
[2]	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.
[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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Derivative [Line Items]
Basis adjustments for active fair value hedges which increased (decreased) the carrying amount of our debt (less than $1 million for the three months ended March 31, 2015)	($1)	$1
Amortization of basis adjustments related to terminated and/or re-designated fair value hedge relationships of our debt	1	3
Basis adjustments for active fair value hedges which increased (decreased) the carrying amount of available for sale securities	219	176
Accumulated unamortized basis adjustment for active fair value hedges which increased (decreased) the carrying amount of our available for sale securities	638		-458
Amortization of basis adjustments related to terminated and/or re-designated cash flow hedge relationships	3	1
Next twelve months, reclassification of remaining losses to earnings resulting from cash flow hedges	11
Aggregate fair value of all derivative instruments with credit-risk-related contingent	8,862		7,006
Collateral already posted aggregate fair value	7,751		6,136
Subordinated Debt [Member]
Derivative [Line Items]
Accumulated unamortized basis adjustment for terminated and/or re-designated fair value hedges of our debt	$19		$21

Derivative_Financial_Instrumen4

Derivative Financial Instruments - Gains and Losses on Hedged Items in Fair Value Hedges (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Interest Income Expense [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivative	($51)	($60)
Gain (Loss) on Hedged Items	77	87
Other Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivative	-249	-220
Gain (Loss) on Hedged Items	240	214
Net Ineffective Gain (Loss) Recognized - Other Income	-9	-6
Available-for-sale Securities [Member] | Interest Income [Member] | Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivative	-54	-64
Gain (Loss) on Hedged Items	88	102
Available-for-sale Securities [Member] | Other Income [Member] | Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivative	-249	-219
Gain (Loss) on Hedged Items	240	213
Net Ineffective Gain (Loss) Recognized - Other Income	-9	-6
Subordinated Debt [Member] | Interest Expense [Member] | Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivative	3	4
Gain (Loss) on Hedged Items	-11	-15
Subordinated Debt [Member] | Other Income [Member] | Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivative	0	-1
Gain (Loss) on Hedged Items	0	1
Net Ineffective Gain (Loss) Recognized - Other Income	$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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in AOCI on Derivative (Effective Portion)	($33)	($35)
Gain (Loss) Recognized in AOCI on Derivative (Effective Portion)	-3	-1
Gain (Loss) Recognized in Income on the Derivative (Ineffective Portion)	0	0
Foreign exchange contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in AOCI on Derivative (Effective Portion)	0	1
Foreign exchange contracts [Member] | Interest Income (Expense), Net [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in AOCI on Derivative (Effective Portion)	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
Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in AOCI on Derivative (Effective Portion)	-33	-36
Interest rate contracts [Member] | Interest Income (Expense), Net [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in AOCI on Derivative (Effective Portion)	-3	-1
Interest rate contracts [Member] | Other Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Income on the Derivative (Ineffective Portion)	$0	$0

Derivative_Financial_Instrumen6

Derivative Financial Instruments - Gains and Losses on Derivative Instruments Held For Trading Purpose (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives	$162	$98
Trading revenue [Member] | Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives	470	61
Trading revenue [Member] | Foreign exchange contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives	-356	25
Trading revenue [Member] | Equity contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives	-1	0
Trading revenue [Member] | Precious metals contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives	46	8
Trading revenue [Member] | Credit contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives	-21	-7
Residential mortgage banking revenue [Member] | Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives	$24	$11

Derivative_Financial_Instrumen7

Derivative Financial Instruments - Gains and Losses on Derivative Instruments Held For Other Purpose (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivatives, Fair Value [Line Items]
Mark-to-market on the related derivatives	$388	$214
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member]
Derivatives, Fair Value [Line Items]
Mark-to-market on the related derivatives	349	201
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Interest rate contracts [Member]
Derivatives, Fair Value [Line Items]
Mark-to-market on the related derivatives	109	116
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Foreign exchange contracts [Member]
Derivatives, Fair Value [Line Items]
Mark-to-market on the related derivatives	-1	4
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Equity contracts [Member]
Derivatives, Fair Value [Line Items]
Mark-to-market on the related derivatives	257	81
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Precious metals contracts [Member]
Derivatives, Fair Value [Line Items]
Mark-to-market on the related derivatives	1	16
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Credit contracts [Member]
Derivatives, Fair Value [Line Items]
Mark-to-market on the related derivatives	0	1
Residential mortgage banking revenue [Member] | Interest rate contracts [Member]
Derivatives, Fair Value [Line Items]
Mark-to-market on the related derivatives	0	0
Other Income [Member] | Credit contracts [Member]
Derivatives, Fair Value [Line Items]
Mark-to-market on the related derivatives	$22	($4)

Derivative_Financial_Instrumen8

Derivative Financial Instruments - Credit-Risk Related Contingent Features (Detail) (USD $)	Mar. 31, 2015
In Millions, unless otherwise specified
S&P Long Term Ratings A [Member]
Credit Derivatives [Line Items]
Total Credit Rating Scenario of Derivatives	$0
S&P Long Term Ratings A [Member]
Credit Derivatives [Line Items]
Total Credit Rating Scenario of Derivatives	47
Moody's Long Term Ratings A2 [Member]
Credit Derivatives [Line Items]
Total Credit Rating Scenario of Derivatives	47
Moody's Long Term Ratings A3 [Member]
Credit Derivatives [Line Items]
Total Credit Rating Scenario of Derivatives	$414

Derivative_Financial_Instrumen9

Derivative Financial Instruments - Notional Value of Derivative Contracts (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Derivative [Line Items]
Total	$4,737,184	$4,829,655
Interest rate contracts [Member]
Derivative [Line Items]
Total	3,233,922	3,338,215
Interest rate contracts [Member] | Futures and forwards [Member]
Derivative [Line Items]
Total	143,809	87,406
Interest rate contracts [Member] | Swaps [Member]
Derivative [Line Items]
Total	2,913,021	3,096,382
Interest rate contracts [Member] | Options written [Member]
Derivative [Line Items]
Total	77,549	70,903
Interest rate contracts [Member] | Options purchased [Member]
Derivative [Line Items]
Total	99,543	83,524
Foreign exchange contracts [Member]
Derivative [Line Items]
Total	1,182,589	1,160,973
Foreign exchange contracts [Member] | Options written [Member]
Derivative [Line Items]
Total	105,858	117,088
Foreign exchange contracts [Member] | Options purchased [Member]
Derivative [Line Items]
Total	101,442	118,350
Foreign exchange contracts [Member] | Swaps, futures and forwards [Member]
Derivative [Line Items]
Total	912,060	866,835
Foreign exchange contracts [Member] | Spot [Member]
Derivative [Line Items]
Total	63,229	58,700
Commodity and Equity Contract [Member]
Derivative [Line Items]
Total	83,124	89,730
Commodity and Equity Contract [Member] | Options written [Member]
Derivative [Line Items]
Total	16,324	18,015
Commodity and Equity Contract [Member] | Options purchased [Member]
Derivative [Line Items]
Total	20,637	23,452
Commodity and Equity Contract [Member] | Swaps, futures and forwards [Member]
Derivative [Line Items]
Total	46,163	48,263
Credit contracts [Member]
Derivative [Line Items]
Total	$237,549	$240,737

Fair_Value_Option_Additional_I

Fair Value Option - Additional Information (Details) (Loans Receivable [Member], USD $)	Mar. 31, 2015	Dec. 31, 2014
Loans Receivable [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Nonaccrual loans	$0	$0
Accruing loans contractually past due 90 days or more	$0	$0

Fair_Value_Option_Summary_of_F

Fair Value Option - Summary of Fair Value and Unpaid Principal Balance (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Loans Receivable [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Commercial loans held for sale, Fair Value	$255	$384
Commercial loans held for sale, Unpaid Principal Balance	270	390
Long-term debt [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fixed rate long-term debt, Fair Value	2,191	2,179
Fixed rate long-term debt, Unpaid Principal Balance	1,750	1,750
Hybrid instruments, Fair Value	6,842	6,612
Hybrid Instruments, Unpaid Principal Balance	6,466	6,275
Deposits [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Hybrid instruments, Fair Value	6,948	7,346
Hybrid Instruments, Unpaid Principal Balance	$6,768	$7,176

Fair_Value_Option_Components_o

Fair Value Option - Components of Gain (Loss) on Instruments at Fair Value and Related Derivatives (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]
Mark-to-market on the related derivatives	$388		$214
Gain (loss) on instruments designated at fair value and related derivatives	85		28
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member]
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]
Interest rate and other components	-370	[1]	-235	[1]
Credit risk component, total	89	[2],[3]	45	[2],[3]
Total mark-to-market on financial instruments designated at fair value	-281		-190
Net realized loss on the financial instruments	0		0
Mark-to-market on the related derivatives	349		201
Net Realized Gain Losses On Related Long Term Debt Derivatives	17		17
Gain (loss) on instruments designated at fair value and related derivatives	85		28
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Loans [Member]
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]
Interest rate and other components	0	[1]	0	[1]
Credit risk component, assets	-10	[2],[3]	0	[2],[3]
Total mark-to-market on financial instruments designated at fair value	-10		0
Net realized loss on the financial instruments	0		0
Mark-to-market on the related derivatives	0		0
Net Realized Gain Losses On Related Long Term Debt Derivatives	0		0
Gain (loss) on instruments designated at fair value and related derivatives	-10		0
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Long-term debt [Member]
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]
Interest rate and other components	-82	[1]	-82	[1]
Credit risk component, liabilities	70	[2],[3]	19	[2],[3]
Total mark-to-market on financial instruments designated at fair value	-12		-63
Net realized loss on the financial instruments	0		0
Mark-to-market on the related derivatives	70		70
Net Realized Gain Losses On Related Long Term Debt Derivatives	17		17
Gain (loss) on instruments designated at fair value and related derivatives	75		24
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Hybrid Instrument [Member]
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]
Interest rate and other components	-288	[1]	-153	[1]
Credit risk component, liabilities	29	[2],[3]	26	[2],[3]
Total mark-to-market on financial instruments designated at fair value	-259		-127
Net realized loss on the financial instruments	0		0
Mark-to-market on the related derivatives	279		131
Net Realized Gain Losses On Related Long Term Debt Derivatives	0		0
Gain (loss) on instruments designated at fair value and related derivatives	$20		$4
[1]	As it relates to hybrid instruments, interest rate and other components includes interest rate, foreign exchange and equity contract risks.
[2]	During the first quarter of 2015 and 2014, the gains in the credit risk component for long-term debt were attributable to the widening of our own credit spreads
[3]	During the first quarter of 2015, the gain in the credit risk component for hybrid instruments is attributable primarily to the widening of our own credit spreads related to structured notes while the gain during the first quarter of 2014 was attributable primarily to the widening of our own credit spreads related to structured notes partially offset by the tightening of credit spreads on structured deposits.

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Loss) - (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014	Sep. 30, 2014
Unrealized gains (losses) on investment securities:
Balance at beginning of period	$158		($18)
Other comprehensive income for period:
Net unrealized gains (losses) arising during period, net of tax	-19		144
Reclassification adjustment for gains realized in net income, net of tax	-14	[1]	-14	[1]
Amortization of net unrealized losses on securities transferred from available-for-sale to held-to-maturity realized in net income, net of tax	5	[2]	0	[2]
Total other comprehensive income (loss) for period	-28		130
Balance at end of period	130		112
Unrealized losses on other-than-temporarily impaired debt securities held-to-maturity:
Balance at beginning of period	0		-60
Other comprehensive income for period:
Reclassification adjustment related to the accretion of unrealized other-than-temporary impairment, net of tax	0	[3]	1	[3]
Total other comprehensive income for period	0		1
Balance at end of period	0		-59
Unrealized (losses) gains on derivatives classified as cash flow hedges:
Balance at beginning of period	-156		-83
Other comprehensive income (loss) for period:
Net unrealized losses arising during period, net of tax	-21		-21
Reclassification adjustment of losses realized in net income, net of tax	2	[4]	1	[4]
Total other comprehensive income (loss) for period	-19		-20
Balance at end of period	-175		-103
Pension and postretirement benefit liability:
Balance at beginning of period	-3		2
Other comprehensive income for period:
Change in unfunded pension and postretirement liability, net of tax	1		0
Total other comprehensive income for period	1		0
Balance at end of period	-2		2
Total accumulated other comprehensive loss at end of period	-47		-48		-1
AOCI included in pretax unrealized losses						($234)
[1]	Amount reclassified to net income is included in other securities gains, net in our consolidated statement of income.
[2]	Amount amortized to net income is included in interest income in our consolidated statement of income. During the third quarter of 2014, we transferred securities from available-for-sale to held-to-maturity. At the date of transfer, AOCI included net pretax unrealized losses of $234 million related to the transferred securities which will be amortized over the remaining contractual life of each security as an adjustment of yield in a manner consistent with the amortization of any premium or discount.
[3]	Amount reclassified to the carrying value of the debt securities is included in securities held-to-maturity in our consolidated balance sheet.
[4]	Amount reclassified to net income is included in interest income (expense) in our consolidated statement of income.

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income (Loss) - Additional Information (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Equity [Abstract]
Tax (benefit) expense included in net unrealized gains (losses)	($11)	$93
Tax included in reclassification	-9	-9
Tax included in amortization	3	0
Tax included in reclassification due to accretion	0	1
Tax (benefit) expense included in net unrealized gains (losses)	-12	-13
Tax included in reclassification	1	1
Tax (benefit) included in change in unfunded pension postretirement liability (less than $1 million)	$0	$0

Pensions_and_Other_Postretirem2

Pensions and Other Postretirement Benefits-Net Periodic Benefit Cost (Detail) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
HSBC North America Pension Plan [Member]
Defined Benefit Plan Disclosure [Line Items]
Service cost – benefits earned during the period	$2	$1
Interest cost	17	18
Expected return on assets	-23	-20
Amortization of net actuarial loss (gain)	9	9
Net periodic benefit cost	5	8
Postretirement Plans Other Than Pensions [Member]
Defined Benefit Plan Disclosure [Line Items]
Interest cost	1	1
Net periodic benefit cost	1	1
Hsbc North America [Member] | HSBC North America Pension Plan [Member]
Defined Benefit Plan Disclosure [Line Items]
Contributions by employer			$46

Related_Party_Transactions_Sum

Related Party Transactions - Summary of Related Party Transactions (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets:
Cash and due from banks	$972		$891		$1,155	$961
Interest bearing deposits with banks	32,249		30,807
Trading assets	22,444		21,092
Loans	81,458		77,741		68,897
Other assets	8,657		7,989
Total assets	201,594	[1]	185,539	[1]	187,174
Liabilities:
Deposits	119,094		116,118		105,531
Trading liabilities	11,288		8,164
Short-term borrowings	15,653		12,795
Long-term debt	29,420		27,524
Other	5,068		3,971
Total liabilities	180,523	[1]	168,572	[1]
HSBC Mexico [Member]
Assets:
Interest bearing deposits with banks	800
Affiliated Entity [Member]
Assets:
Cash and due from banks	171		140
Interest bearing deposits with banks	1,017	[2]	928	[2]
Trading assets	21,048	[3]	20,194	[3]
Loans	5,016		4,821
Other assets	1,082	[4]	983	[4]
Total assets	28,334		27,066
Liabilities:
Deposits	15,688		16,596
Trading liabilities	22,478	[3]	21,130	[3]
Short-term borrowings	1,676		847
Long-term debt	0		3,981
Other	387	[4]	459	[4]
Total liabilities	$40,229		$43,013
[1]	The following table summarizes assets and liabilities related to our consolidated variable interest entities ("VIEs") as of March 31, 2015 and December 31, 2014 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate in consolidation. See Note 216, "Variable Interest Entities," for additional information. Assets: Other assets $372 million and $380 million. Total assets $372 million and $380 million respectively. Liabilities: Long-term debt $92 million and $92 million, Interest, taxes and other liabilities $86 million and $75 million. Total liabilities $178 million and $167 million, respectively.
[2]	Includes interest bearing deposits with HSBC Mexico S.A. of $800 million at both March 31, 2015 and December 31, 2014, 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
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Related Party Transaction [Line Items]
Interest income	$833		$745
Interest expense	-227		-226
Net interest income	606	[1]	519	[1]
Trading revenue	33		133
Servicing and other fees with HSBC affiliates:
Total affiliate income	56		47
Gain on instruments designated at fair value and related derivatives	85		28
Support services from HSBC affiliates:
Total support services from HSBC affiliates	-352		-354
Affiliated Entity [Member]
Related Party Transaction [Line Items]
Interest income	30		14
Interest expense	-14		-18
Net interest income	16		-4
Trading revenue	148		852
Servicing and other fees with HSBC affiliates:
Gain on instruments designated at fair value and related derivatives	258		98
Support services from HSBC affiliates:
Total support services from HSBC affiliates	-352		-354
Stock based compensation expense with HSBC	-13	[2]	-7	[2]
HSBC Markets (USA) Inc. (HMUS) and subsidiaries [Member]
Support services from HSBC affiliates:
Total support services from HSBC affiliates	-64		-57
Other Affiliates [Member]
Support services from HSBC affiliates:
Total support services from HSBC affiliates	-48		-44
HSBC Technology and Services (USA) (HTSU) [Member]
Support services from HSBC affiliates:
Total support services from HSBC affiliates	-240		-253
Fees and Commissions [Member] | HSBC Bank Plc [Member]
Servicing and other fees with HSBC affiliates:
Total affiliate income	19		16
Fees and Commissions [Member] | HSBC Finance Corporation [Member]
Servicing and other fees with HSBC affiliates:
Total affiliate income	16		15
Fees and Commissions [Member] | HSBC Markets (USA) Inc. (HMUS) and subsidiaries [Member]
Servicing and other fees with HSBC affiliates:
Total affiliate income	7		4
Fees and Commissions [Member] | Other Affiliates [Member]
Servicing and other fees with HSBC affiliates:
Total affiliate income	14		12
Other Fees [Member] | Affiliated Entity [Member]
Servicing and other fees with HSBC affiliates:
Total affiliate income	$56		$47
[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 Balance Sheet Management 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 Loans (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
HSBC Finance Corporation [Member]
Related Party Transaction [Line Items]
Loans and Leases Receivable, Related Parties	$3,014	$3,014
HMUS [Member]
Related Party Transaction [Line Items]
Loans and Leases Receivable, Related Parties	764	563
HSBC Bank Brasil [Member]
Related Party Transaction [Line Items]
Loans and Leases Receivable, Related Parties	1,110	1,108
Other Affiliates [Member]
Related Party Transaction [Line Items]
Loans and Leases Receivable, Related Parties	128	136
Affiliated Entity [Member]
Related Party Transaction [Line Items]
Loans and Leases Receivable, Related Parties	$5,016	$4,821

Related_Party_Transactions_Add

Related Party Transactions - Additional Information (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Related Party Transaction [Line Items]
Derivative, notional amount	$4,737,184,000,000		$4,829,655,000,000
HSBC Investment Bahamas [Member]
Related Party Transaction [Line Items]
Maximum borrowing capacity	805,000,000		805,000,000
Amount outstanding under the loan agreement	0		0
HSBC North America Inc. HNAI [Member]
Related Party Transaction [Line Items]
Maximum borrowing capacity	150,000,000		150,000,000
Amount outstanding under the loan agreement	0		0
HSBC Finance Corporation [Member]
Related Party Transaction [Line Items]
Loans and Leases Receivable, Related Parties	3,014,000,000		3,014,000,000
HSBC Finance Corporation [Member] | Extended Uncommitted Revolving Credit Facility [Member]
Related Party Transaction [Line Items]
Debt term	364 days
Extended loans and lines of credit	5,000,000,000		5,000,000,000
Loan And Lease Receivable Revolving Line Of Credit Outstanding	3,000,000,000		3,000,000,000
Maximum maturity for borrowings under uncommitted revolving credit agreement	5 years
Credit agreement, amount maturing September 2017	512,000,000
Credit agreement amount maturing January 2018	1,500,000,000
Credit agreement amount maturing September 2018	1,000,000,000
HSBC Finance Corporation [Member] | Extended committed revolving credit facility [Member]
Related Party Transaction [Line Items]
Extended loans and lines of credit	1,000,000,000		1,000,000,000
Loan And Lease Receivable Revolving Line Of Credit Outstanding	0		0
HMUS [Member]
Related Party Transaction [Line Items]
Extended loans and lines of credit	6,700,000,000		6,700,000,000
Loans and Leases Receivable, Related Parties	764,000,000		563,000,000
Loan And Lease Receivable Revolving Line Of Credit Outstanding	764,000,000		563,000,000
HSBC Bank Brasil [Member]
Related Party Transaction [Line Items]
Extended loans and lines of credit	1,200,000,000		1,200,000,000
Loans and Leases Receivable, Related Parties	1,110,000,000		1,108,000,000
Loan And Lease Receivable Revolving Line Of Credit Outstanding	1,100,000,000		1,100,000,000
Other Affiliates [Member]
Related Party Transaction [Line Items]
Extended loans and lines of credit	2,300,000,000		2,300,000,000
Loans and Leases Receivable, Related Parties	128,000,000		136,000,000
Loan And Lease Receivable Revolving Line Of Credit Outstanding	0		0
Regency [Member]
Related Party Transaction [Line Items]
Related Party Transaction, Liquidity Facility, Notional Amount	2,700,000,000
Affiliated Entity [Member]
Related Party Transaction [Line Items]
Loans and Leases Receivable, Related Parties	5,016,000,000		4,821,000,000
Derivative, notional amount	1,063,200,000,000		1,082,600,000,000
Fair value of derivative assets and liabilities	1,089,000,000		1,166,000,000
Residential Mortgage [Member] | HSBC Finance Corporation [Member]
Related Party Transaction [Line Items]
Carrying Amount At Period End of Residential Mortgage Loans Serviced By HSBC Finance	804,000,000		837,000,000
90-Day LIBOR Plus Spread [Member] | Floating Rate Notes [Member] | Hnah [Member] | Senior debt [Member]
Related Party Transaction [Line Items]
Senior debt			4,000,000,000
Support Services From Affiliates [Member] | Affiliated Entity [Member]
Related Party Transaction [Line Items]
Rent from related party	$15,000,000	$14,000,000

Business_Segments_Additional_I

Business Segments Additional Information (Details)	3 Months Ended
	Mar. 31, 2015
	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
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014
Operating Statistics [Line Items]
Net interest income	$606	[1]	$519	[1]
Other operating income	464		500
Total operating income	1,070		1,019
Loan impairment charges	53		16
Total income	1,017		1,003
Operating expenses	777	[2]	750	[2]
Income before income tax	240		253
Total assets	201,594	[3]	187,174		185,539	[3]
Total loans, net	80,755		68,323		77,061
Goodwill	1,612		1,612		1,612
Total deposits	119,094		105,531		116,118
Group Reporting Basis Adjustments [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	-14	[1]	-15	[1]
Group Reporting Basis Other operating income	-10		-4
Group Reporting Basis Total operating income	-24		-19
Group Reporting Basis Loan impairment charges	14		4
Group Reporting Basis Revenues	-38		-23
Group Reporting Basis Operating expenses	-17	[2]	-8	[2]
Group Reporting Basis Income (loss) from continuing operations before income tax	-21		-15
Group Reporting Basis Total assets	-56,958		-47,888
Group Reporting Basis Total loans, net	891		1,411
Group Reporting Basis Goodwill	348		348
Group Reporting Basis Total deposits	-5,975		-3,247
Group Reporting Basis Reclassifications [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	66	[1]	21	[1]
Group Reporting Basis Other operating income	-67		-26
Group Reporting Basis Total operating income	-1		-5
Group Reporting Basis Loan impairment charges	-1		-7
Group Reporting Basis Revenues	0		2
Group Reporting Basis Operating expenses	0	[2]	2	[2]
Group Reporting Basis Income (loss) from continuing operations before income tax	0		0
Group Reporting Basis Total assets	41		-174
Group Reporting Basis Total loans, net	3,548		2,719
Group Reporting Basis Goodwill	0		0
Group Reporting Basis Total deposits	23,756		14,663
Aggregate [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	554	[1]	513	[1]
Group Reporting Basis Other operating income	541		530
Group Reporting Basis Total operating income	1,095		1,043
Group Reporting Basis Loan impairment charges	40		19
Group Reporting Basis Revenues	1,055		1,024
Group Reporting Basis Operating expenses	794	[2]	756	[2]
Group Reporting Basis Income (loss) from continuing operations before income tax	261		268
Group Reporting Basis Total assets	258,511		235,236
Group Reporting Basis Total loans, net	76,316		64,193
Group Reporting Basis Goodwill	1,264		1,264
Group Reporting Basis Total deposits	101,313		94,115
Segment Reconciling Items [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	-5	[1]	-5	[1]
Group Reporting Basis Other operating income	5		5
Group Reporting Basis Total operating income	0		0
Group Reporting Basis Loan impairment charges	0		0
Group Reporting Basis Revenues	0		0
Group Reporting Basis Operating expenses	0	[2]	0	[2]
Group Reporting Basis Income (loss) from continuing operations before income tax	0		0
Group Reporting Basis Total assets	0		0
Group Reporting Basis Total loans, net	0		0
Group Reporting Basis Goodwill	0		0
Group Reporting Basis Total deposits	0		0
RBWM [Member] | Operating Segments [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	197	[1]	198	[1]
Group Reporting Basis Other operating income	87		113
Group Reporting Basis Total operating income	284		311
Group Reporting Basis Loan impairment charges	22		2
Group Reporting Basis Revenues	262		309
Group Reporting Basis Operating expenses	281	[2]	279	[2]
Group Reporting Basis Income (loss) from continuing operations before income tax	-19		30
Group Reporting Basis Total assets	19,856		19,143
Group Reporting Basis Total loans, net	16,902		16,177
Group Reporting Basis Goodwill	581		581
Group Reporting Basis Total deposits	29,240		30,206
CMB [Member] | Operating Segments [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	201	[1]	187	[1]
Group Reporting Basis Other operating income	77		68
Group Reporting Basis Total operating income	278		255
Group Reporting Basis Loan impairment charges	10		7
Group Reporting Basis Revenues	268		248
Group Reporting Basis Operating expenses	169	[2]	158	[2]
Group Reporting Basis Income (loss) from continuing operations before income tax	99		90
Group Reporting Basis Total assets	30,788		25,594
Group Reporting Basis Total loans, net	29,649		24,509
Group Reporting Basis Goodwill	358		358
Group Reporting Basis Total deposits	22,209		21,254
GBM [Member] | Operating Segments [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	118	[1]	97	[1]
Group Reporting Basis Other operating income	266		294
Group Reporting Basis Total operating income	384		391
Group Reporting Basis Loan impairment charges	8		15
Group Reporting Basis Revenues	376		376
Group Reporting Basis Operating expenses	259	[2]	239	[2]
Group Reporting Basis Income (loss) from continuing operations before income tax	117		137
Group Reporting Basis Total assets	198,942		181,545
Group Reporting Basis Total loans, net	23,341		17,485
Group Reporting Basis Goodwill	0		0
Group Reporting Basis Total deposits	38,891		30,126
PB [Member] | Operating Segments [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	49	[1]	49	[1]
Group Reporting Basis Other operating income	24		25
Group Reporting Basis Total operating income	73		74
Group Reporting Basis Loan impairment charges	0		-5
Group Reporting Basis Revenues	73		79
Group Reporting Basis Operating expenses	58	[2]	55	[2]
Group Reporting Basis Income (loss) from continuing operations before income tax	15		24
Group Reporting Basis Total assets	8,121		8,231
Group Reporting Basis Total loans, net	6,424		6,022
Group Reporting Basis Goodwill	325		325
Group Reporting Basis Total deposits	10,973		12,529
Other [Member] | Operating Segments [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	-6	[1]	-13	[1]
Group Reporting Basis Other operating income	82		25
Group Reporting Basis Total operating income	76		12
Group Reporting Basis Loan impairment charges	0		0
Group Reporting Basis Revenues	76		12
Group Reporting Basis Operating expenses	27	[2]	25	[2]
Group Reporting Basis Income (loss) from continuing operations before income tax	49		-13
Group Reporting Basis Total assets	804		723
Group Reporting Basis Total loans, net	0		0
Group Reporting Basis Goodwill	0		0
Group Reporting Basis Total deposits	$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 Balance Sheet Management and more appropriately reflect the profitability of segments.
[2]	Expenses for the segments include fully apportioned corporate overhead expenses.
[3]	The following table summarizes assets and liabilities related to our consolidated variable interest entities ("VIEs") as of March 31, 2015 and December 31, 2014 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate in consolidation. See Note 216, "Variable Interest Entities," for additional information. Assets: Other assets $372 million and $380 million. Total assets $372 million and $380 million respectively. Liabilities: Long-term debt $92 million and $92 million, Interest, taxes and other liabilities $86 million and $75 million. Total liabilities $178 million and $167 million, respectively.

Retained_Earnings_and_Regulato2

Retained Earnings and Regulatory Capital Requirements - Capital Amounts and Ratios in Accordance With Current Banking Regulations (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
HSBC USA Inc [Member]
Total capital ratio:
Capital Amount	$24,732		$21,017
Well-Capitalized Ratio	10.00%	[1],[2]	10.00%	[3]
Actual Ratio, Total Capital	16.34%		15.78%	[3]
Tier 1 capital ratio:
Capital Amount, Tier 1 capital	19,089		15,205
Well-Capitalized Ratio, Tier 1 capital	6.00%	[1],[2]	6.00%	[1]
Actual Ratio, Tier 1 Capital	12.61%		11.41%	[3]
Common equity Tier 1 ratio:
Capital Amount, Common Equity Tier 1	17,830		13,754
Well Capitalized Ratio Common equity Tier 1	4.50%	[1],[2]	4.50%	[1]
Actual Ratio Common equity Tier 1	11.78%		10.33%	[3]
Tier 1 leverage ratio:
Capital Amount, Tier 1 leverage capital	19,089		15,205
Well-Capitalized Ratio, Tier 1 leverage capital	4.00%	[1],[2]	4.00%	[1]
Actual Ratio, Tier 1 leverage capital	9.91%		8.54%	[3]
Risk weighted assets:
Risk Weighted Assets	151,347		133,211
HSBC Bank USA, National Association [Member]
Total capital ratio:
Capital Amount	26,916		22,760
Well-Capitalized Ratio	10.00%	[1],[2]	10.00%	[1]
Actual Ratio, Total Capital	18.55%		17.86%	[3]
Tier 1 capital ratio:
Capital Amount, Tier 1 capital	22,246		17,215
Well-Capitalized Ratio, Tier 1 capital	8.00%	[1],[2]	8.00%	[1]
Actual Ratio, Tier 1 Capital	15.33%		13.51%	[3]
Common equity Tier 1 ratio:
Capital Amount, Common Equity Tier 1	19,863		17,215
Well Capitalized Ratio Common equity Tier 1	6.50%	[1],[2]	6.50%	[1]
Actual Ratio Common equity Tier 1	13.69%		13.51%	[3]
Tier 1 leverage ratio:
Capital Amount, Tier 1 leverage capital	22,246		17,215
Well-Capitalized Ratio, Tier 1 leverage capital	5.00%	[1],[2]	5.00%	[1]
Actual Ratio, Tier 1 leverage capital	12.02%		10.06%	[3]
Risk weighted assets:
Risk Weighted Assets	$145,121		$127,456
[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 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. The regulatory ratios for an institution to be well-capitalized under Basel III became effective beginning January 1, 2015 and the new ratios are shown for both periods.
[2]	There are no common equity Tier 1 or Tier 1 leverage ratio components in the definition of a well-capitalized bank holding company. The ratios shown in both periods are the required regulatory minimum ratios beginning in 2015.
[3]	At March 31, 2015, risk weighted assets are calculated under the Basel III Standardized Approach, which replaced the Basel I risk-based guidance for determining risk weighted assets beginning January 1, 2015.

Retained_Earnings_and_Regulato3

Retained Earnings and Regulatory Capital Requirements - Additional Information (Details) (USD $)	3 Months Ended
In Millions, except Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Repayments of Long-term Debt	$7,101	$690
Contributions	4,000	0
HSBC USA Inc [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Contributions	4,000
Common Stock [Member] | HSBC Bank USA, National Association [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Distributions	2,400
Number of shares of common stock issued to parent	2
Common Stock [Member] | HSBC USA Inc [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Number of shares of common stock issued to parent	1
Noncumulative Preferred Stock [Member] | HSBC Bank USA, National Association [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Distributions	2,500
Number of shares of common stock issued to parent	250
Senior debt [Member] | HSBC USA Inc [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Repayments of Long-term Debt	4,000
Subordinated Debt [Member] | HSBC Bank USA, National Association [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Repayments of Long-term Debt	$900

Variable_Interest_Entities_Sum

Variable Interest Entities - Summary of Assets and Liabilities Related to Consolidated Variable Interest Entities (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Variable interest entities [Member]
Variable Interest Entity [Line Items]
Consolidated Assets	$372	$380
Consolidated Liabilities	178	167
Other assets [Member] | Low income housing limited liability partnership [Member]
Variable Interest Entity [Line Items]
Consolidated Assets	372	380
Long-term debt [Member] | Low income housing limited liability partnership [Member]
Variable Interest Entity [Line Items]
Consolidated Liabilities	92	92
Interest, taxes and other liabilities [Member] | Low income housing limited liability partnership [Member]
Variable Interest Entity [Line Items]
Consolidated Liabilities	$86	$75

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 $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]
Variable Interest Held Classified as Assets	$2,942	$2,914
Variable Interests Held Classified as Liabilities	45	46
Total Assets in Unconsolidated VIEs	16,778	16,992
Maximum Exposure to Loss	8,622	8,589
Asset-backed commercial paper conduits [Member]
Variable Interest Entity [Line Items]
Variable Interest Held Classified as Assets	50	29
Variable Interests Held Classified as Liabilities	0	0
Total Assets in Unconsolidated VIEs	10,761	10,984
Maximum Exposure to Loss	2,710	2,685
Structured note vehicles [Member]
Variable Interest Entity [Line Items]
Variable Interest Held Classified as Assets	2,848	2,841
Variable Interests Held Classified as Liabilities	7	7
Total Assets in Unconsolidated VIEs	5,876	5,867
Maximum Exposure to Loss	5,868	5,860
Low income housing partnerships [Member]
Variable Interest Entity [Line Items]
Variable Interest Held Classified as Assets	44	44
Variable Interests Held Classified as Liabilities	38	39
Total Assets in Unconsolidated VIEs	141	141
Maximum Exposure to Loss	$44	$44

Variable_Interest_Entities_Add

Variable Interest Entities - Additional Information (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Maximum Exposure to Loss	$8,622	$8,589
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	$2,710	$2,685

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 $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Guarantor Obligations [Line Items]
Carrying Value	($1,776)		($1,484)
Notional/Maximum Exposure to Loss	127,512		128,894
Credit derivatives [Member]
Guarantor Obligations [Line Items]
Carrying Value	-1,776	[1],[2]	-1,484	[1],[2]
Notional/Maximum Exposure to Loss	115,685	[1],[2]	117,768	[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	6,174	[3],[4]	5,358	[3],[4]
Performance (non-financial) guarantees, net of participations [Member]
Guarantor Obligations [Line Items]
Carrying Value	0	[3],[4]	0	[3],[4]
Notional/Maximum Exposure to Loss	2,943	[3],[4]	3,083	[3],[4]
Liquidity asset purchase agreements [Member]
Guarantor Obligations [Line Items]
Carrying Value	0	[3]	0	[3]
Notional/Maximum Exposure to Loss	$2,710	[3]	$2,685	[3]
[1]	Includes $32,035 million and $32,688 million of notional issued for the benefit of HSBC affiliates at March 31, 2015 and December 31, 2014, 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 $880 million and $937 million issued for the benefit of HSBC affiliates at March 31, 2015 and December 31, 2014, 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 - Additional Information (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Guarantor Obligations [Line Items]
Notional/Maximum Exposure to Loss	$127,512		$128,894
Credit derivatives [Member]
Guarantor Obligations [Line Items]
Notional/Maximum Exposure to Loss	115,685	[1],[2]	117,768	[1],[2]
Financial standby letters of credit, net of participations [Member]
Guarantor Obligations [Line Items]
Notional/Maximum Exposure to Loss	6,174	[3],[4]	5,358	[3],[4]
Affiliated Entity [Member] | Credit derivatives [Member]
Guarantor Obligations [Line Items]
Notional/Maximum Exposure to Loss	32,035		32,688
Affiliated Entity [Member] | Financial standby letters of credit, net of participations [Member]
Guarantor Obligations [Line Items]
Notional/Maximum Exposure to Loss	$880		$937
[1]	Includes $32,035 million and $32,688 million of notional issued for the benefit of HSBC affiliates at March 31, 2015 and December 31, 2014, 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]	Includes $880 million and $937 million issued for the benefit of HSBC affiliates at March 31, 2015 and December 31, 2014, respectively.
[4]	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.

Guarantee_Arrangements_and_Ple4

Guarantee Arrangements and Pledged Assets and Collateral - Net Credit Derivative Positions (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Credit Derivatives [Line Items]
Carrying/Fair Value	$8,862		$7,006
Net position, Carrying/Fair Value	366	[1]	257	[1]
Notional	6,179	[1]	5,201	[1]
Sell-protection credit derivative positions [Member]
Credit Derivatives [Line Items]
Carrying/Fair Value	-1,776		-1,484
Notional	115,685		117,768
Buy-protection credit derivative positions [Member]
Credit Derivatives [Line Items]
Carrying/Fair Value	2,142		1,741
Notional	$121,864		$122,969
[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 $)	36 Months Ended	3 Months Ended
	Dec. 31, 2007	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014		Dec. 31, 2013
Guarantor Obligations [Line Items]
Guarantor Obligations, Maximum Exposure, Undiscounted		$127,512,000,000			$128,894,000,000
Collateral accepted under security repurchase agreements but not reported on the balance sheet that can be sold or repledged, fair value		8,608,000,000			6,765,000,000
Collateral accepted under security repurchase agreements that has been sold or repledged under repurchase agreements or to cover short sales		1,182,000,000			2,226,000,000
Hsbc Securities [Member]
Guarantor Obligations [Line Items]
Whole loan securitization	24,000,000,000
Securities available-for-sale [Member]
Guarantor Obligations [Line Items]
Securities pledged as collateral that can be sold or repledged by the secured party, fair value		9,869,000,000			8,348,000,000
Trading Securities [Member]
Guarantor Obligations [Line Items]
Securities pledged as collateral that can be sold or repledged by the secured party, fair value		2,809,000,000			2,886,000,000
Financial standby letters of credit, net of participations [Member]
Guarantor Obligations [Line Items]
Guarantor Obligations, Maximum Exposure, Undiscounted		6,174,000,000	[1],[2]		5,358,000,000	[1],[2]
Performance (non-financial) guarantees, net of participations [Member]
Guarantor Obligations [Line Items]
Guarantor Obligations, Maximum Exposure, Undiscounted		2,943,000,000	[1],[2]		3,083,000,000	[1],[2]
Liquidity asset purchase agreements [Member]
Guarantor Obligations [Line Items]
Guarantor Obligations, Maximum Exposure, Undiscounted		2,710,000,000	[1]		2,685,000,000	[1]
Mortgage Securitization Activity Related Litigation [Member] | Hsbc Securities [Member]
Guarantor Obligations [Line Items]
Mortgage Securitization Outstanding Loan Purchase And Sold		5,700,000,000			5,700,000,000
Obligation to Repurchase Receivables Sold [Member]
Guarantor Obligations [Line Items]
Settlement of liability		1,000,000		29,000,000
Loss Contingency Accrual		23,000,000		36,000,000	27,000,000		99,000,000
Range of possible losses in excess of recorded repurchase liability, minimum		0
Range of possible losses in excess of recorded repurchase liability, maximum		25,000,000
Obligation to Repurchase Receivables Sold [Member] | Federal Home Loan Mortgage Corporation [Member]
Guarantor Obligations [Line Items]
Settlement of liability				25,000,000
Release of repurchase reserves				34,000,000
Other liabilities [Member]
Guarantor Obligations [Line Items]
Allowance for credit losses on unfunded standby letters of credit		17,000,000			16,000,000
Other liabilities [Member] | Standby Letters of Credit [Member]
Guarantor Obligations [Line Items]
Deferred fees on standby letters of credit		$52,000,000			$50,000,000
[1]	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.
[2]	Includes $880 million and $937 million issued for the benefit of HSBC affiliates at March 31, 2015 and December 31, 2014, respectively.

Guarantee_Arrangements_and_Ple6

Guarantee Arrangements and Pledged Assets and Collateral - Summary of Credit Ratings of Credit Risk Related Guarantees (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Dec. 31, 2014
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions	$127,512		$128,894
Credit Ratings of the Obligors or the Transactions, Total	124,802
Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions	115,685
Single name credit default swap [Member] | Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Average Life in years	2 years 8 months 2 days	[1]
Credit Ratings of the Obligors or the Transactions	92,098	[1]
Structured CDS [Member] | Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Average Life in years	1 year 9 months 12 days	[1]
Credit Ratings of the Obligors or the Transactions	6,763	[1]
Index credit derivatives [Member] | Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Average Life in years	2 years 2 months 7 days	[1]
Credit Ratings of the Obligors or the Transactions	13,128	[1]
Total return swaps [Member] | Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Average Life in years	2 years 7 months 29 days	[1]
Credit Ratings of the Obligors or the Transactions	3,696	[1]
Standby Letters of Credit [Member]
Credit Derivatives [Line Items]
Average Life in years	1 year 1 month 13 days	[2]
Credit Ratings of the Obligors or the Transactions	9,117	[2]
External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions, Total	93,926
External Credit Rating, Investment Grade [Member] | Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions	87,209
External Credit Rating, Investment Grade [Member] | Single name credit default swap [Member] | Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions	72,959	[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	6,111	[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	4,840	[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	3,299	[1]
External Credit Rating, Investment Grade [Member] | Standby Letters of Credit [Member]
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions	6,717	[2]
External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions, Total	30,876
External Credit Rating, Non Investment Grade [Member] | Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions	28,476
External Credit Rating, Non Investment Grade [Member] | Single name credit default swap [Member] | Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions	19,139	[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	652	[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	8,288	[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	397	[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	$2,400	[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) (Obligation to Repurchase Receivables Sold [Member], USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Loss Contingencies [Line Items]
Outstanding repurchase demands received	$3	$3
GSEs [Member]
Loss Contingencies [Line Items]
Outstanding repurchase demands received	2	2
Others [Member]
Loss Contingencies [Line Items]
Outstanding repurchase demands received	$1	$1

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) (Obligation to Repurchase Receivables Sold [Member], USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Obligation to Repurchase Receivables Sold [Member]
Estimated Repurchase Liability For Loans Sold [Roll Forward]
Balance at beginning of period	$27	$99
Increase (decrease) in liability recorded through earnings	-3	-34
Realized losses	-1	-29
Balance at end of period	$23	$36

Guarantee_Arrangements_and_Ple9

Guarantee Arrangements and Pledged Assets and Collateral - Summary of Pledged Assets Included in Consolidated Balance Sheet (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Commitments and Contingencies Disclosure [Abstract]
Interest bearing deposits with banks	$397		$415
Trading assets	2,809	[1]	2,886	[1]
Securities available-for-sale	24,794	[2]	22,023	[2]
Securities held to maturity	3,410		3,602
Loans	13,488	[3]	12,580	[3]
Other assets	1,996	[4]	2,495	[4]
Total	$46,894		$44,001
[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 of New York ("FHLB") and the Federal Reserve Bank of New York.
[3]	Loans are primarily residential mortgage loans pledged against current and potential borrowings from the FHLB and the Federal Reserve Bank of New York.
[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 $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Commitments and Contingencies Disclosure [Abstract]
Securities purchased under agreements to resell, Gross Amounts Recognized	$8,608		$7,165
Securities purchased under agreements to resell, Gross Amounts Offset in the Balance Sheet	1,643	[1]	5,752	[1]
Securities Purchased under Agreements to Resell	6,965		1,413
Securities purchased under agreements to resell, Gross Amounts Not Offset in the Balance Sheet, Financial Instruments	6,965	[2]	1,413	[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]	0	[3]
Securities sold under repurchase agreements, Gross Amounts Recognized	13,860		13,459
Securities sold under repurchase agreements, Gross Amounts Offset in the Balance Sheet	1,643	[1]	5,752	[1]
Securities sold under repurchase agreements, Net Amounts Presented in the Balance Sheet	12,217		7,707
Securities sold under repurchase agreements, Gross Amounts Not Offset in the Balance sheet, Financial Instruments	12,217	[2]	7,707	[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]	$0	[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 $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value Of Other Financial Instrument [Line Items]
Derivatives	$8,403	$7,258
Derivatives	11,846	8,413
Level 1 [Member]
Fair Value Of Other Financial Instrument [Line Items]
Short-term financial assets	972	891
Federal funds sold and securities purchased under resale agreements	0	0
Non-derivative trading assets	2,912	2,675
Derivatives	8	10
Securities	25,141	22,048
Commercial loans, net of allowance for credit losses	0	0
Consumer loans, net of allowance for credit losses	0	0
Short-term financial liabilities	0	0
Deposits designated under fair value option	0	0
Non-derivative trading liabilities	477	653
Derivatives	19	8
Long-term debt	0	0
Long-term debt designated under fair value option	0	0
Level 1 [Member] | Commercial Loans [Member]
Fair Value Of Other Financial Instrument [Line Items]
Commercial loans designated under fair value option and held for sale	0	0
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 1 [Member] | Deposits Without Fixed Maturities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Deposits	0	0
Level 1 [Member] | Deposits With Fixed Maturities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Deposits	0	0
Level 2 [Member]
Fair Value Of Other Financial Instrument [Line Items]
Short-term financial assets	32,249	30,807
Federal funds sold and securities purchased under resale agreements	6,965	1,413
Non-derivative trading assets	9,925	9,722
Derivatives	8,350	7,200
Securities	22,305	21,787
Commercial loans, net of allowance for credit losses	0	0
Consumer loans, net of allowance for credit losses	0	0
Short-term financial liabilities	15,671	12,813
Deposits designated under fair value option	5,022	5,378
Non-derivative trading liabilities	169	52
Derivatives	11,798	8,376
Long-term debt	21,259	19,524
Long-term debt designated under fair value option	8,391	8,144
Level 2 [Member] | Commercial Loans [Member]
Fair Value Of Other Financial Instrument [Line Items]
Commercial loans designated under fair value option and held for sale	255	384
Loans held for sale	36	144
Level 2 [Member] | Consumer Loans [Member] | Residential Mortgage [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans held for sale	20	14
Level 2 [Member] | Consumer Loans [Member] | Other consumer [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans held for sale	0	0
Level 2 [Member] | Deposits Without Fixed Maturities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Deposits	109,625	105,962
Level 2 [Member] | Deposits With Fixed Maturities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Deposits	2,524	2,813
Level 3 [Member]
Fair Value Of Other Financial Instrument [Line Items]
Short-term financial assets	39	48
Federal funds sold and securities purchased under resale agreements	0	0
Non-derivative trading assets	3,101	3,093
Derivatives	45	48
Securities	0	0
Commercial loans, net of allowance for credit losses	62,494	58,891
Consumer loans, net of allowance for credit losses	18,143	17,896
Short-term financial liabilities	39	48
Deposits designated under fair value option	1,926	1,968
Non-derivative trading liabilities	0	0
Derivatives	29	29
Long-term debt	0	0
Long-term debt designated under fair value option	642	647
Level 3 [Member] | Commercial Loans [Member]
Fair Value Of Other Financial Instrument [Line Items]
Commercial loans designated under fair value option and held for sale	0	0
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	5	5
Level 3 [Member] | Consumer Loans [Member] | Other consumer [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans held for sale	90	66
Level 3 [Member] | Deposits Without Fixed Maturities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Deposits	0	0
Level 3 [Member] | Deposits With Fixed Maturities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Deposits	0	0
Carrying Value [Member]
Fair Value Of Other Financial Instrument [Line Items]
Short-term financial assets	33,260	31,746
Federal funds sold and securities purchased under resale agreements	6,965	1,413
Non-derivative trading assets	15,938	15,490
Derivatives	8,403	7,258
Securities	47,111	43,609
Commercial loans, net of allowance for credit losses	61,113	57,595
Consumer loans, net of allowance for credit losses	19,642	19,466
Short-term financial liabilities	15,710	12,861
Deposits designated under fair value option	6,948	7,346
Non-derivative trading liabilities	646	705
Derivatives	11,846	8,413
Long-term debt	20,387	18,733
Long-term debt designated under fair value option	9,033	8,791
Carrying Value [Member] | Commercial Loans [Member]
Fair Value Of Other Financial Instrument [Line Items]
Commercial loans designated under fair value option and held for sale	255	384
Loans held for sale	36	144
Carrying Value [Member] | Consumer Loans [Member] | Residential Mortgage [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans held for sale	24	18
Carrying Value [Member] | Consumer Loans [Member] | Other consumer [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans held for sale	90	66
Carrying Value [Member] | Deposits Without Fixed Maturities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Deposits	109,625	105,962
Carrying Value [Member] | Deposits With Fixed Maturities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Deposits	2,521	2,810
Estimate of fair value [Member]
Fair Value Of Other Financial Instrument [Line Items]
Short-term financial assets	33,260	31,746
Federal funds sold and securities purchased under resale agreements	6,965	1,413
Non-derivative trading assets	15,938	15,490
Derivatives	8,403	7,258
Securities	47,446	43,835
Commercial loans, net of allowance for credit losses	62,494	58,891
Consumer loans, net of allowance for credit losses	18,143	17,896
Short-term financial liabilities	15,710	12,861
Deposits designated under fair value option	6,948	7,346
Non-derivative trading liabilities	646	705
Derivatives	11,846	8,413
Long-term debt	21,259	19,524
Long-term debt designated under fair value option	9,033	8,791
Estimate of fair value [Member] | Commercial Loans [Member]
Fair Value Of Other Financial Instrument [Line Items]
Commercial loans designated under fair value option and held for sale	255	384
Loans held for sale	36	144
Estimate of fair value [Member] | Consumer Loans [Member] | Residential Mortgage [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans held for sale	25	19
Estimate of fair value [Member] | Consumer Loans [Member] | Other consumer [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans held for sale	90	66
Estimate of fair value [Member] | Deposits Without Fixed Maturities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Deposits	109,625	105,962
Estimate of fair value [Member] | Deposits With Fixed Maturities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Deposits	$2,524	$2,813

Fair_Value_Measurements_Assets

Fair Value Measurements - Assets and Liabilities Recorded at Fair Value on Recurring Basis (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Netting, Assets	($72,092)	[1],[2]	($63,913)	[1],[2]
Netting Liabilities	-72,092	[1],[2]	-63,913	[1],[2]
Trading assets	22,444		21,092
Trading liabilities	11,288		8,164
Obligations of U.S. states and political subdivision [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading assets	586		591
Other securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading assets	18		22
Precious metals [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading assets	3,310		1,992
Trading liabilities	0		22
Derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading liabilities	10,642		7,459
Derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading assets	6,506		5,602
Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	28,140		24,828
Gross Balance, Liabilities	613		727
Level 1 [Member] | Trading liabilities excluding derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	477		653
Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	136	[3]	74	[3]
Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member] | Interest rate contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	58	[3]	43	[3]
Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member] | Foreign exchange contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	47	[3]	13	[3]
Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member] | Equity contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	0	[3]	0	[3]
Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member] | Precious metals contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	31	[3]	18	[3]
Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member] | Credit contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	0	[3]	0	[3]
Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member] | Derivatives netting [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	0	[3]	0	[3]
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | U.S. Treasury, U.S. Government agencies and sponsored entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	2,912		2,675
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Obligations of U.S. states and political subdivision [Member]
Fair Value, Assets and Liabilities Measured on Recurring 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 Basis [Line Items]
Gross Balance, Assets	0		0
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Residential Mortgage Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Student Loan Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Corporate and other domestic [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Corporate debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Government debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring 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 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 Basis [Line Items]
Gross Balance, Assets	0		0
Level 1 [Member] | Derivative financial assets [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	87	[3]	105	[3]
Level 1 [Member] | Derivative financial assets [Member] | Interest rate contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	32	[3]	46	[3]
Level 1 [Member] | Derivative financial assets [Member] | Foreign exchange contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	22	[3]	0	[3]
Level 1 [Member] | Derivative financial assets [Member] | Equity contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0	[3]	0	[3]
Level 1 [Member] | Derivative financial assets [Member] | Precious metals contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	33	[3]	59	[3]
Level 1 [Member] | Derivative financial assets [Member] | Credit contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0	[3]	0	[3]
Level 1 [Member] | Derivative financial assets [Member] | Derivatives netting [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0	[3]	0	[3]
Level 1 [Member] | Securities available-for-sale [Member] | U.S. Treasury, U.S. Government agencies and sponsored entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	25,141		22,048
Level 1 [Member] | Securities available-for-sale [Member] | Obligations of U.S. states and political subdivision [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 1 [Member] | Securities available-for-sale [Member] | Commercial Mortgage Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 1 [Member] | Securities available-for-sale [Member] | Home Equity Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 1 [Member] | Securities available-for-sale [Member] | Other securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 1 [Member] | Securities available-for-sale [Member] | Corporate debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 1 [Member] | Securities available-for-sale [Member] | Government debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 1 [Member] | Securities available-for-sale [Member] | Equity securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	104,653		93,575
Gross Balance, Liabilities	98,260		87,302
Level 2 [Member] | Trading liabilities excluding derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	169		52
Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	84,678	[3]	73,728	[3]
Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member] | Interest rate contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	52,183	[3]	46,683	[3]
Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member] | Foreign exchange contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	26,315	[3]	20,847	[3]
Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member] | Equity contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	1,603	[3]	1,661	[3]
Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member] | Precious metals contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	645	[3]	596	[3]
Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member] | Credit contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	3,932	[3]	3,941	[3]
Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member] | Derivatives netting [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	0	[3]	0	[3]
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | U.S. Treasury, U.S. Government agencies and sponsored entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	107		48
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Obligations of U.S. states and political subdivision [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	586		591
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Collateralized debt obligations [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Residential Mortgage Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	139		142
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Student Loan Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	88		86
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Corporate and other domestic [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		1
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Corporate debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	183		184
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Government debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	5,494		6,656
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Equity securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	18		22
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Precious metals [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	3,310		1,992
Level 2 [Member] | Derivative financial assets [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	86,518	[3]	75,377	[3]
Level 2 [Member] | Derivative financial assets [Member] | Interest rate contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	51,719	[3]	46,012	[3]
Level 2 [Member] | Derivative financial assets [Member] | Foreign exchange contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	27,735	[3]	22,241	[3]
Level 2 [Member] | Derivative financial assets [Member] | Equity contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	2,245	[3]	2,212	[3]
Level 2 [Member] | Derivative financial assets [Member] | Precious metals contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	794	[3]	1,013	[3]
Level 2 [Member] | Derivative financial assets [Member] | Credit contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	4,025	[3]	3,899	[3]
Level 2 [Member] | Derivative financial assets [Member] | Derivatives netting [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0	[3]	0	[3]
Level 2 [Member] | Securities available-for-sale [Member] | U.S. Treasury, U.S. Government agencies and sponsored entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	2,721		3,117
Level 2 [Member] | Securities available-for-sale [Member] | Obligations of U.S. states and political subdivision [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	748		667
Level 2 [Member] | Securities available-for-sale [Member] | Commercial Mortgage Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	29		43
Level 2 [Member] | Securities available-for-sale [Member] | Home Equity Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	85		89
Level 2 [Member] | Securities available-for-sale [Member] | Other securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	94		94
Level 2 [Member] | Securities available-for-sale [Member] | Corporate debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	360		517
Level 2 [Member] | Securities available-for-sale [Member] | Government debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	3,753		3,398
Level 2 [Member] | Securities available-for-sale [Member] | Equity securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	165		167
Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	3,705		3,752
Gross Balance, Liabilities	2,776		2,863
Level 3 [Member] | Collateralized debt obligations [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	254		253
Level 3 [Member] | Corporate and other domestic [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	2,848		2,840
Level 3 [Member] | Interest rate contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	20		0
Level 3 [Member] | Foreign exchange contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0	[4]	0	[4]
Level 3 [Member] | Equity contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	43	[4]	42
Level 3 [Member] | Credit contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	192		210
Level 3 [Member] | Trading liabilities excluding derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	0		0
Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	208	[3]	248	[3]
Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member] | Interest rate contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	1	[3]	1	[3]
Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member] | Foreign exchange contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	19	[3]	23	[3]
Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member] | Equity contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	122	[3]	138	[3]
Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member] | Precious metals contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	0	[3]	0	[3]
Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member] | Credit contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	66	[3]	86	[3]
Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member] | Derivatives netting [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	0	[3]	0	[3]
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | U.S. Treasury, U.S. Government agencies and sponsored entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Obligations of U.S. states and political subdivision [Member]
Fair Value, Assets and Liabilities Measured on Recurring 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 Basis [Line Items]
Gross Balance, Assets	253		253
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Residential Mortgage Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Student Loan Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Corporate and other domestic [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	2,848		2,840
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Corporate debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Government debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Equity securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring 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 Basis [Line Items]
Gross Balance, Assets	0		0
Level 3 [Member] | Derivative financial assets [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	463	[3]	500	[3]
Level 3 [Member] | Derivative financial assets [Member] | Interest rate contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	21	[3]	1	[3]
Level 3 [Member] | Derivative financial assets [Member] | Foreign exchange contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	19	[3]	23	[3]
Level 3 [Member] | Derivative financial assets [Member] | Equity contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	165	[3]	180	[3]
Level 3 [Member] | Derivative financial assets [Member] | Precious metals contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0	[3]	0	[3]
Level 3 [Member] | Derivative financial assets [Member] | Credit contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	258	[3]	296	[3]
Level 3 [Member] | Derivative financial assets [Member] | Derivatives netting [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0	[3]	0	[3]
Level 3 [Member] | Securities available-for-sale [Member] | U.S. Treasury, U.S. Government agencies and sponsored entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 3 [Member] | Securities available-for-sale [Member] | Obligations of U.S. states and political subdivision [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 3 [Member] | Securities available-for-sale [Member] | Commercial Mortgage Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 3 [Member] | Securities available-for-sale [Member] | Home Equity Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 3 [Member] | Securities available-for-sale [Member] | Other securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 3 [Member] | Securities available-for-sale [Member] | Corporate debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 3 [Member] | Securities available-for-sale [Member] | Government debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Level 3 [Member] | Securities available-for-sale [Member] | Equity securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0		0
Estimate of fair value [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	136,498		122,155
Netting, Assets	-78,665	[5]	-68,724	[5]
Net Balance, Assets	57,833		53,431
Gross Balance, Liabilities	101,649		90,892
Netting Liabilities	-73,176	[5]	-65,637	[5]
Net Balance, Liabilities	28,473		25,255
Estimate of fair value [Member] | Trading liabilities excluding derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	646		705
Net Balance, Liabilities	646		705
Estimate of fair value [Member] | Derivative Financial Instruments, Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	85,022	[3]	74,050	[3]
Netting Liabilities	-73,176	[3],[5]	-65,637	[3],[5]
Net Balance, Liabilities	11,846	[3]	8,413	[3]
Estimate of fair value [Member] | Derivative Financial Instruments, Liabilities [Member] | Interest rate contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	52,242	[3]	46,727	[3]
Netting Liabilities	0	[3],[5]	0	[3],[5]
Net Balance, Liabilities	52,242	[3]	46,727	[3]
Estimate of fair value [Member] | Derivative Financial Instruments, Liabilities [Member] | Foreign exchange contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	26,381	[3]	20,883	[3]
Netting Liabilities	0	[3],[5]	0	[3],[5]
Net Balance, Liabilities	26,381	[3]	20,883	[3]
Estimate of fair value [Member] | Derivative Financial Instruments, Liabilities [Member] | Equity contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	1,725	[3]	1,799	[3]
Netting Liabilities	0	[3],[5]	0	[3],[5]
Net Balance, Liabilities	1,725	[3]	1,799	[3]
Estimate of fair value [Member] | Derivative Financial Instruments, Liabilities [Member] | Precious metals contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	676	[3]	614	[3]
Netting Liabilities	0	[3],[5]	0	[3],[5]
Net Balance, Liabilities	676	[3]	614	[3]
Estimate of fair value [Member] | Derivative Financial Instruments, Liabilities [Member] | Credit contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	3,998	[3]	4,027	[3]
Netting Liabilities	0	[3],[5]	0	[3],[5]
Net Balance, Liabilities	3,998	[3]	4,027	[3]
Estimate of fair value [Member] | Derivative Financial Instruments, Liabilities [Member] | Derivatives netting [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	0	[3]	0	[3]
Netting Liabilities	-73,176	[3],[5]	-65,637	[3],[5]
Net Balance, Liabilities	-73,176	[3]	-65,637	[3]
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | U.S. Treasury, U.S. Government agencies and sponsored entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	3,019		2,723
Net Balance, Assets	3,019		2,723
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Obligations of U.S. states and political subdivision [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	586		591
Net Balance, Assets	586		591
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Collateralized debt obligations [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	253		253
Net Balance, Assets	253		253
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Residential Mortgage Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	139		142
Net Balance, Assets	139		142
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Student Loan Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	88		86
Net Balance, Assets	88		86
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Corporate and other domestic [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	2,848		2,841
Net Balance, Assets	2,848		2,841
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Corporate debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	183		184
Net Balance, Assets	183		184
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Government debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	5,494		6,656
Net Balance, Assets	5,494		6,656
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Equity securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	18		22
Net Balance, Assets	18		22
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Precious metals [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	3,310		1,992
Net Balance, Assets	3,310		1,992
Estimate of fair value [Member] | Derivative financial assets [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	87,068	[3]	75,982	[3]
Netting, Assets	-78,665	[3],[5]	-68,724	[3],[5]
Net Balance, Assets	8,403	[3]	7,258	[3]
Estimate of fair value [Member] | Derivative financial assets [Member] | Interest rate contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	51,772	[3]	46,059	[3]
Netting, Assets	0	[3],[5]	0	[3],[5]
Net Balance, Assets	51,772	[3]	46,059	[3]
Estimate of fair value [Member] | Derivative financial assets [Member] | Foreign exchange contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	27,776	[3]	22,264	[3]
Netting, Assets	0	[3],[5]	0	[3],[5]
Net Balance, Assets	27,776	[3]	22,264	[3]
Estimate of fair value [Member] | Derivative financial assets [Member] | Equity contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	2,410	[3]	2,392	[3]
Netting, Assets	0	[3],[5]	0	[3],[5]
Net Balance, Assets	2,410	[3]	2,392	[3]
Estimate of fair value [Member] | Derivative financial assets [Member] | Precious metals contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	827	[3]	1,072	[3]
Netting, Assets	0	[3],[5]	0	[3],[5]
Net Balance, Assets	827	[3]	1,072	[3]
Estimate of fair value [Member] | Derivative financial assets [Member] | Credit contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	4,283	[3]	4,195	[3]
Netting, Assets	0	[3],[5]	0	[3],[5]
Net Balance, Assets	4,283	[3]	4,195	[3]
Estimate of fair value [Member] | Derivative financial assets [Member] | Derivatives netting [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0	[3]	0	[3]
Netting, Assets	-78,665	[3],[5]	-68,724	[3],[5]
Net Balance, Assets	-78,665	[3]	-68,724	[3]
Estimate of fair value [Member] | Securities available-for-sale [Member] | U.S. Treasury, U.S. Government agencies and sponsored entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	27,862		25,165
Net Balance, Assets	27,862		25,165
Estimate of fair value [Member] | Securities available-for-sale [Member] | Obligations of U.S. states and political subdivision [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	748		667
Net Balance, Assets	748		667
Estimate of fair value [Member] | Securities available-for-sale [Member] | Commercial Mortgage Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	29		43
Net Balance, Assets	29		43
Estimate of fair value [Member] | Securities available-for-sale [Member] | Home Equity Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	85		89
Net Balance, Assets	85		89
Estimate of fair value [Member] | Securities available-for-sale [Member] | Other securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	94		94
Net Balance, Assets	94		94
Estimate of fair value [Member] | Securities available-for-sale [Member] | Corporate debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	360		517
Net Balance, Assets	360		517
Estimate of fair value [Member] | Securities available-for-sale [Member] | Government debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	3,753		3,398
Net Balance, Assets	3,753		3,398
Estimate of fair value [Member] | Securities available-for-sale [Member] | Equity securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	165		167
Net Balance, Assets	165		167
Loans Receivable [Member] | Level 1 [Member] | Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0	[6]	0	[6]
Loans Receivable [Member] | Level 2 [Member] | Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	255	[6]	384	[6]
Loans Receivable [Member] | Level 3 [Member] | Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0	[6]	0	[6]
Loans Receivable [Member] | Estimate of fair value [Member] | Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	255	[6]	384	[6]
Net Balance, Assets	255	[6]	384	[6]
Deposits [Member] | Level 1 [Member] | Deposits In Domestic Offices [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	0	[7]	0	[7]
Deposits [Member] | Level 2 [Member] | Deposits In Domestic Offices [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	5,022	[7]	5,378	[7]
Deposits [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	1,926	[4],[8]	1,968	[4],[8]
Deposits [Member] | Level 3 [Member] | Deposits In Domestic Offices [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	1,926	[7]	1,968	[7]
Deposits [Member] | Estimate of fair value [Member] | Deposits In Domestic Offices [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	6,948	[7]	7,346	[7]
Net Balance, Liabilities	6,948	[7]	7,346	[7]
Long-term debt [Member] | Level 1 [Member] | Long-term Debt [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	0		0
Long-term debt [Member] | Level 2 [Member] | Long-term Debt [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	8,391		8,144
Long-term debt [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	642	[4],[8]	647	[4],[8]
Long-term debt [Member] | Level 3 [Member] | Long-term Debt [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	642		647
Long-term debt [Member] | Estimate of fair value [Member] | Long-term Debt [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	9,033		8,791
Netting Liabilities	0	[5]
Net Balance, Liabilities	9,033		8,791
Mortgage servicing rights [Member] | Level 1 [Member] | Mortgage servicing rights [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0	[9]	0	[9]
Mortgage servicing rights [Member] | Level 2 [Member] | Mortgage servicing rights [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	0	[9]	0	[9]
Mortgage servicing rights [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	141		159
Mortgage servicing rights [Member] | Level 3 [Member] | Mortgage servicing rights [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	141	[9]	159	[9]
Mortgage servicing rights [Member] | Estimate of fair value [Member] | Mortgage servicing rights [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	141	[9]	159	[9]
Net Balance, Assets	$141	[9]	$159	[9]
[1]	Represents the netting of derivative receivable and payable balances for the same counterparty under enforceable netting agreements.
[2]	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.
[3]	Includes trading derivative assets of $6,506 million and $5,602 million and trading derivative liabilities of $10,642 million and $7,459 million as of March 31, 2015 and December 31, 2014, respectively, as well as derivatives held for hedging and commitments accounted for as derivatives.
[4]	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.
[5]	Represents counterparty and cash collateral netting which allow the offsetting of amounts relating to certain contracts if certain conditions are met.
[6]	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.
[7]	See Note 10, "Fair Value Option," for additional information.
[8]	Structured deposits and structured notes contain embedded derivative features whose fair value measurements contain significant Level 3 inputs.
[9]	See Note 7, "Intangible Assets," for additional information.

Fair_Value_Measurements_Additi

Fair Value Measurements - Additional Information (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014		Dec. 31, 2013
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair value of assets	$3,498		$3,690		$3,504		$3,150
Loss severity, trust preferred securities	1.8
Fair Value Liability, Transfers Out of Level 3	121		211
Fair Value Liability, Transfers Into Level 3	0		-68
Average deviation of implied volatility, foreign currency pair	7.00%
Average deviation of implied volatility, at-the-money equity option	6.00%
Revaluation period	45 days
Weighted Average [Member] | Residential Mortgage [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair Value Inputs, Loss Severity	68.00%
Weighted Average [Member] | Impaired Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair Value Inputs, Loss Severity	32.00%
Derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair value of assets	463		694
Derivative Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair value of assets	208		392
Credit contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair value of assets	192	[1]	181	[1]	210	[1]	191	[1]
Government debt securities issued by foreign entities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair value of assets			117				121
Deposits [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair Value Liability, Transfers Out of Level 3	101		140	[2]
Fair Value Liability, Transfers Into Level 3	0		-68	[2]
Other liabilities [Member] | Standby Letters of Credit [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Deferred fees on standby letters of credit	$52				$50
[1]	Level 3 net derivatives included derivative assets of $463 million and derivative liabilities of $208 million as of March 31, 2015 and derivative assets of $694 million and derivative liabilities of $392 million as of March 31, 2014.
[2]	See Note 10, "Fair Value Option," for additional information.

Fair_Value_Measurements_Change

Fair Value Measurements - Changes in Fair Value of Level 3 Assets and Liabilities (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance	$3,504		$3,150
Fair Value Assets, Purchases	8		553
Fair Value Assets, Issuances	0		0
Fair Value Assets, Settlements	-39		-29
Fair Value Assets, Transfers Into Level 3	0		4
Fair Value Assets, Transfers Out of Level 3	-1		11
Fair Value Assets, Ending Balance	3,498		3,690
Fair Value Assets, Current Period Unrealized Gains (Losses)	-13		-30
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Beginning Balance	-2,615		-3,234
Fair Value Liability, Purchases	0		0
Fair Value Liability, Issuances	-176		-68
Fair Value Liability, Settlements	128		214
Fair Value Liability, Transfers Into Level 3	0		-68
Fair Value Liability, Transfers Out of Level 3	121		211
Fair Value Liability, Ending Balance	-2,568		-2,976
Fair Value Liability, Current Period Unrealized Gains (Losses)	-19		-25
Interest rate contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance	0	[1]	1	[1]
Fair Value Assets, Purchases	0	[1]	0	[1]
Fair Value Assets, Issuances	0	[1]	0	[1]
Fair Value Assets, Settlements	0	[1]	0	[1]
Fair Value Assets, Transfers Into Level 3	0	[1]	0	[1]
Fair Value Assets, Transfers Out of Level 3	0	[1]	0	[1]
Fair Value Assets, Ending Balance	20	[1]	1	[1]
Fair Value Assets, Current Period Unrealized Gains (Losses)	20	[1]	0	[1]
Foreign exchange contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance	0	[1]	95	[1]
Fair Value Assets, Purchases	0	[1]	0	[1]
Fair Value Assets, Issuances	0	[1]	0	[1]
Fair Value Assets, Settlements	0	[1]	-6	[1]
Fair Value Assets, Transfers Into Level 3	0	[1]	0	[1]
Fair Value Assets, Transfers Out of Level 3	0	[1]	6	[1]
Fair Value Assets, Ending Balance	0	[1]	96	[1]
Fair Value Assets, Current Period Unrealized Gains (Losses)	0	[1]	1	[1]
Equity contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance	42	[1]	3	[1]
Fair Value Assets, Purchases	0	[1]	0	[1]
Fair Value Assets, Issuances	0	[1]	0	[1]
Fair Value Assets, Settlements	-21	[1]	-7	[1]
Fair Value Assets, Transfers Into Level 3	0	[1]	4	[1]
Fair Value Assets, Transfers Out of Level 3	-1	[1]	5	[1]
Fair Value Assets, Ending Balance	43	[1]	24	[1]
Fair Value Assets, Current Period Unrealized Gains (Losses)	14	[1]	12	[1]
Precious metals contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance			-2	[1]
Fair Value Assets, Purchases			0	[1]
Fair Value Assets, Issuances			0	[1]
Fair Value Assets, Settlements			0	[1]
Fair Value Assets, Transfers Into Level 3			0	[1]
Fair Value Assets, Transfers Out of Level 3			0	[1]
Fair Value Assets, Ending Balance			0	[1]
Fair Value Assets, Current Period Unrealized Gains (Losses)			0	[1]
Credit contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance	210	[1]	191	[1]
Fair Value Assets, Purchases	0	[1]	0	[1]
Fair Value Assets, Issuances	0	[1]	0	[1]
Fair Value Assets, Settlements	-6	[1]	3	[1]
Fair Value Assets, Transfers Into Level 3	0	[1]	0	[1]
Fair Value Assets, Transfers Out of Level 3	0	[1]	0	[1]
Fair Value Assets, Ending Balance	192	[1]	181	[1]
Fair Value Assets, Current Period Unrealized Gains (Losses)	-40	[1]	-28	[1]
Collateralized debt obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance	253		254
Fair Value Assets, Purchases	0		0
Fair Value Assets, Issuances	0		0
Fair Value Assets, Settlements	-8		-3
Fair Value Assets, Transfers Into Level 3	0		0
Fair Value Assets, Transfers Out of Level 3	0		0
Fair Value Assets, Ending Balance	254		258
Fair Value Assets, Current Period Unrealized Gains (Losses)	7		7
Corporate and other domestic [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance	2,840		2,260
Fair Value Assets, Purchases	8		553
Fair Value Assets, Issuances	0		0
Fair Value Assets, Settlements	0		0
Fair Value Assets, Transfers Into Level 3	0		0
Fair Value Assets, Transfers Out of Level 3	0		0
Fair Value Assets, Ending Balance	2,848		2,808
Fair Value Assets, Current Period Unrealized Gains (Losses)	0		-6
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			121
Fair Value Assets, Purchases			0
Fair Value Assets, Issuances			0
Fair Value Assets, Settlements			-6
Fair Value Assets, Transfers Into Level 3			0
Fair Value Assets, Transfers Out of Level 3			0
Fair Value Assets, Ending Balance			117
Fair Value Assets, Current Period Unrealized Gains (Losses)			-4
Mortgage servicing rights [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance	159	[2]	227	[2]
Fair Value Assets, Purchases	0	[2]	0	[2]
Fair Value Assets, Issuances	0	[2]	0	[2]
Fair Value Assets, Settlements	-4	[2]	-10	[2]
Fair Value Assets, 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	141	[2]	205	[2]
Fair Value Assets, Current Period Unrealized Gains (Losses)	-14	[2]	-12	[2]
Deposits [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Beginning Balance	-1,968		-2,334	[3]
Fair Value Liability, Purchases	0		0	[3]
Fair Value Liability, Issuances	-89		-25	[3]
Fair Value Liability, Settlements	49		167	[3]
Fair Value Liability, Transfers Into Level 3	0		-68	[3]
Fair Value Liability, Transfers Out of Level 3	101		140	[3]
Fair Value Liability, Ending Balance	-1,926		-2,244	[3]
Fair Value Liability, Current Period Unrealized Gains (Losses)	-13		-23	[3]
Long-term debt [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Beginning Balance	-647		-900	[3]
Fair Value Liability, Purchases	0		0	[3]
Fair Value Liability, Issuances	-87		-43	[3]
Fair Value Liability, Settlements	79		47	[3]
Fair Value Liability, Transfers Into Level 3	0		0	[3]
Fair Value Liability, Transfers Out of Level 3	20		71	[3]
Fair Value Liability, Ending Balance	-642		-732	[3]
Fair Value Liability, Current Period Unrealized Gains (Losses)	-6		-2	[3]
Trading Gain (Loss) [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	39	[4]	13	[4]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Gains (Losses) Included In Revenue	0	[4]	-31	[4]
Trading Gain (Loss) [Member] | Interest rate contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	19	[1],[4]	0	[1],[4]
Trading Gain (Loss) [Member] | Foreign exchange contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	0	[1],[4]	1	[1],[4]
Trading Gain (Loss) [Member] | Equity contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	23	[1],[4]	19	[1],[4]
Trading Gain (Loss) [Member] | Precious metals contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue			2	[1],[4]
Trading Gain (Loss) [Member] | Credit contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	-12	[1],[4]	-13	[1],[4]
Trading Gain (Loss) [Member] | Collateralized debt obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	9	[4]	7	[4]
Trading Gain (Loss) [Member] | Corporate and other domestic [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	0	[4]	-5	[4]
Trading Gain (Loss) [Member] | Government debt securities issued by foreign entities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue			2	[4]
Trading Gain (Loss) [Member] | Mortgage servicing rights [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	0	[2],[4]	0	[2],[4]
Trading Gain (Loss) [Member] | Deposits [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Gains (Losses) Included In Revenue	0	[2],[4]	-124	[3],[4]
Trading Gain (Loss) [Member] | Long-term debt [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Gains (Losses) Included In Revenue	0	[2],[4]	93	[3],[4]
Other Income [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	-13	[4]	-12	[4]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Gains (Losses) Included In Revenue	-26	[4]	0	[4]
Other Income [Member] | Interest rate contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	1	[1],[4]	0	[1],[4]
Other Income [Member] | Foreign exchange contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	0	[1],[4]	0	[1],[4]
Other Income [Member] | Equity contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	0	[1],[4]	0	[1],[4]
Other Income [Member] | Precious metals contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue			0	[1],[4]
Other Income [Member] | Credit contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	0	[1],[4]	0	[1],[4]
Other Income [Member] | Collateralized debt obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	0	[4]	0	[4]
Other Income [Member] | Corporate and other domestic [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	0	[4]	0	[4]
Other Income [Member] | Government debt securities issued by foreign entities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue			0	[4]
Other Income [Member] | Mortgage servicing rights [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	-14	[2],[4]	-12	[2],[4]
Other Income [Member] | Deposits [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Gains (Losses) Included In Revenue	-19	[2],[4]	0	[3],[4]
Other Income [Member] | Long-term debt [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Gains (Losses) Included In Revenue	($7)	[2],[4]	$0	[3],[4]
[1]	Level 3 net derivatives included derivative assets of $463 million and derivative liabilities of $208 million as of March 31, 2015 and derivative assets of $694 million and derivative liabilities of $392 million as of March 31, 2014.
[2]	See Note 7, "Intangible Assets," for additional information.
[3]	See Note 10, "Fair Value Option," for additional information.
[4]	Includes realized and unrealized gains and losses.

Fair_Value_Measurements_Quanti

Fair Value Measurements - Quantitative Information about Recurring Fair Value Measurement of Assets and Liabilities Classified as Level 3 (Detail) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015		Dec. 31, 2014
Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Assets, Fair Value Disclosure, Recurring	3,705,000,000		3,752,000,000
Liabilities, Fair Value Disclosure, Recurring	-2,776,000,000		-2,863,000,000
Collateralized debt obligations [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Assets, Fair Value Disclosure, Recurring	254,000,000		253,000,000
Collateralized debt obligations [Member] | Recurring [Member] | Minimum [Member] | Broker quotes or consensus pricing and, where applicable, discounted cash flows [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Prepayment Rate	1.00%		1.00%
Fair Value Inputs, Probability of Default	6.00%		6.00%
Fair Value Inputs, Loss Severity	90.00%		90.00%
Collateralized debt obligations [Member] | Recurring [Member] | Maximum [Member] | Broker quotes or consensus pricing and, where applicable, discounted cash flows [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Prepayment Rate	6.00%		6.00%
Fair Value Inputs, Probability of Default	7.00%		7.00%
Fair Value Inputs, Loss Severity	91.00%		91.00%
Corporate and other domestic [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Assets, Fair Value Disclosure, Recurring	2,848,000,000		2,840,000,000
Corporate and other domestic [Member] | Recurring [Member] | Minimum [Member] | Discounted cash flows [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Spread Volatility on Collateral Assets	1.00%		2.00%
Corporate and other domestic [Member] | Recurring [Member] | Maximum [Member] | Discounted cash flows [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Spread Volatility on Collateral Assets	4.00%		4.00%
Corporate and other domestic [Member] | Recurring [Member] | Weighted Average [Member] | Discounted cash flows [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Correlation Between Insurance Claim Shortfall and Collateral Value	80.00%		80.00%
Government debt securities issued by foreign entities [Member] | Recurring [Member] | Minimum [Member] | Discounted cash flows [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Correlations of Default Among a Portfolio of Credit Names of Embedded Credit Derivatives	0.00%		36.00%
Government debt securities issued by foreign entities [Member] | Recurring [Member] | Maximum [Member] | Discounted cash flows [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Correlations of Default Among a Portfolio of Credit Names of Embedded Credit Derivatives	0.00%		63.00%
Credit contracts [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Assets, Fair Value Disclosure, Recurring	192,000,000		210,000,000
Credit contracts [Member] | Recurring [Member] | Minimum [Member] | Option pricing model [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Correlation of Defaults of Portfolio of Reference Credit Names	49.00%		52.00%
Fair Value Inputs, Issuer by Issuer Correlation of Defaults	82.00%		82.00%
Credit contracts [Member] | Recurring [Member] | Maximum [Member] | Option pricing model [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Correlation of Defaults of Portfolio of Reference Credit Names	52.00%		57.00%
Fair Value Inputs, Issuer by Issuer Correlation of Defaults	83.00%		83.00%
Equity contracts [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Assets, Fair Value Disclosure, Recurring	43,000,000	[1]	42,000,000
Equity contracts [Member] | Recurring [Member] | Minimum [Member] | Option pricing model [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Equity/Equity Index Volatility	13.00%	[1]	11.00%	[1]
Fair Value Inputs, Equity/Equity and Equity/Index Correlation	47.00%	[1]	47.00%	[1]
Equity contracts [Member] | Recurring [Member] | Maximum [Member] | Option pricing model [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Equity/Equity Index Volatility	65.00%	[1]	60.00%	[1]
Fair Value Inputs, Equity/Equity and Equity/Index Correlation	59.00%	[1]	73.00%	[1]
Foreign exchange contracts [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Assets, Fair Value Disclosure, Recurring	0	[1]	0	[1]
Foreign exchange contracts [Member] | Recurring [Member] | Minimum [Member] | Option pricing model [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Implied Volatility Currency Pairs	17.00%	[1]	10.00%	[1]
Foreign exchange contracts [Member] | Recurring [Member] | Maximum [Member] | Option pricing model [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Implied Volatility Currency Pairs	22.00%	[1]	17.00%	[1]
Interest rate contracts [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Assets, Fair Value Disclosure, Recurring	20,000,000		0
Interest rate contracts [Member] | Recurring [Member] | Minimum [Member] | Market comparable adjusted for probability to fund [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Probability to Fund for Rate Lock Commitments	6.00%		6.00%
Interest rate contracts [Member] | Recurring [Member] | Maximum [Member] | Market comparable adjusted for probability to fund [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Probability to Fund for Rate Lock Commitments	99.00%		98.00%
Mortgage servicing rights [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Assets, Fair Value Disclosure, Recurring	141,000,000		159,000,000
Mortgage servicing rights [Member] | Recurring [Member] | Minimum [Member] | Option adjusted discounted cash flows [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Prepayment Rate	11.00%		10.00%
Fair Value Inputs, Option Adjusted Spread	8.00%		8.00%
Fair Value Inputs, Estimated Annualized Costs to Service	91		91
Mortgage servicing rights [Member] | Recurring [Member] | Maximum [Member] | Option adjusted discounted cash flows [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Prepayment Rate	51.00%		49.00%
Fair Value Inputs, Option Adjusted Spread	14.00%		19.00%
Fair Value Inputs, Estimated Annualized Costs to Service	333		333
Deposits [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Liabilities, Fair Value Disclosure, Recurring	-1,926,000,000	[1],[2]	-1,968,000,000	[1],[2]
Deposits [Member] | Recurring [Member] | Minimum [Member] | Option adjusted discounted cash flows [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Implied Volatility Currency Pairs	17.00%	[1],[2]	10.00%	[1],[2]
Fair Value Inputs, Equity/Equity Index Volatility	13.00%	[1],[2]	11.00%	[1],[2]
Fair Value Inputs, Equity/Equity and Equity/Index Correlation	47.00%		47.00%
Deposits [Member] | Recurring [Member] | Maximum [Member] | Option adjusted discounted cash flows [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Implied Volatility Currency Pairs	22.00%	[1],[2]	17.00%	[1],[2]
Fair Value Inputs, Equity/Equity Index Volatility	65.00%	[1],[2]	60.00%	[1],[2]
Fair Value Inputs, Equity/Equity and Equity/Index Correlation	59.00%		73.00%
Long-term debt [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Liabilities, Fair Value Disclosure, Recurring	-642,000,000	[1],[2]	-647,000,000	[1],[2]
Long-term debt [Member] | Recurring [Member] | Minimum [Member] | Option adjusted discounted cash flows [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Implied Volatility Currency Pairs	17.00%	[1],[2]	10.00%	[1],[2]
Fair Value Inputs, Equity/Equity Index Volatility	13.00%	[1],[2]	11.00%	[1],[2]
Fair Value Inputs, Equity/Equity and Equity/Index Correlation	47.00%	[1],[2]	47.00%	[1],[2]
Long-term debt [Member] | Recurring [Member] | Maximum [Member] | Option adjusted discounted cash flows [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Fair Value Inputs, Implied Volatility Currency Pairs	22.00%	[1],[2]	17.00%	[1],[2]
Fair Value Inputs, Equity/Equity Index Volatility	65.00%	[1],[2]	60.00%	[1],[2]
Fair Value Inputs, Equity/Equity and Equity/Index Correlation	59.00%	[1],[2]	73.00%	[1],[2]
[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_Assets1

Fair Value Measurements - Assets and Liabilities Recorded as Fair Value on Nonrecurring Basis (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014		Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Total Gains (Losses)	($17)		($17)
Level 1 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	0				0
Level 2 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	95				260
Level 3 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	53				58
Residential Mortgage [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Total Gains (Losses)	0	[1]	3	[1]
Residential Mortgage [Member] | Level 1 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	0	[1]			0	[1]
Residential Mortgage [Member] | Level 2 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	1	[1]			0	[1]
Residential Mortgage [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	5	[1]			5	[1]
Impaired Consumer Loans [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Total Gains (Losses)	-10	[2]	-15	[2]
Impaired Consumer Loans [Member] | Level 1 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	0	[2]			0	[2]
Impaired Consumer Loans [Member] | Level 2 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	37	[2]			164	[2]
Impaired Consumer Loans [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	0	[2]			0	[2]
Commercial Loans Held for Sale [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Total Gains (Losses)	-8	[3]	0	[3]
Commercial Loans Held for Sale [Member] | Level 1 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	0	[3]			0	[3]
Commercial Loans Held for Sale [Member] | Level 2 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	35	[3]			77	[3]
Commercial Loans Held for Sale [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	0	[3]			0	[3]
Impaired commercial loans [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Total Gains (Losses)	0	[4]	-6	[4]
Impaired commercial loans [Member] | Level 1 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	0	[4]			0	[4]
Impaired commercial loans [Member] | Level 2 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	0	[4]			0	[4]
Impaired commercial loans [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	48	[4]			53	[4]
Real Estate Owned [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Total Gains (Losses)	1	[5]	1	[5]
Real Estate Owned [Member] | Level 1 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	0	[5]			0	[5]
Real Estate Owned [Member] | Level 2 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	22	[5]			19	[5]
Real Estate Owned [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	0	[5]			0	[5]
Estimate of fair value [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	148				318
Estimate of fair value [Member] | Residential Mortgage [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	6	[1]			5	[1]
Estimate of fair value [Member] | Impaired Consumer Loans [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	37	[2]			164	[2]
Estimate of fair value [Member] | Commercial Loans Held for Sale [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	35	[3]			77	[3]
Estimate of fair value [Member] | Impaired commercial loans [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	48	[4]			53	[4]
Estimate of fair value [Member] | Real Estate Owned [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	$22	[5]			$19	[5]
[1]	As of March 31, 2015 and December 31, 2014, 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]	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.
[3]	As of March 31, 2015 and December 31, 2014, the fair value of the loans held for sale was below cost.
[4]	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.
[5]	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.

Fair_Value_Measurements_Quanti1

Fair Value Measurements - Quantitative Information about Nonrecurring Fair Value Measurement of Assets and Liabilities Classified as Level 3 (Detail) (Level 3 [Member], USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	53		58
Residential Mortgage [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	5	[1]	5	[1]
Impaired commercial loans [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	48	[2]	53	[2]
Fair Value, Measurements, Nonrecurring [Member] | Residential Mortgage [Member] | Minimum [Member] | Third Party Appraisal [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Fair Value Inputs, Loss Severity	0.00%		0.00%
Fair Value, Measurements, Nonrecurring [Member] | Residential Mortgage [Member] | Maximum [Member] | Third Party Appraisal [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Fair Value Inputs, Loss Severity	100.00%		100.00%
Fair Value, Measurements, Nonrecurring [Member] | Impaired commercial loans [Member] | Minimum [Member] | Third Party Appraisal [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Fair Value Inputs, Loss Severity	17.00%		8.00%
Fair Value, Measurements, Nonrecurring [Member] | Impaired commercial loans [Member] | Maximum [Member] | Third Party Appraisal [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Fair Value Inputs, Loss Severity	40.00%		47.00%
[1]	As of March 31, 2015 and December 31, 2014, 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 $)	Mar. 31, 2015
In Millions, unless otherwise specified
Level 2 [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	$227
Level 3 [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	253
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	221
AAA - A Rating [Member] | Level 2 [Member] | Available-for-sale Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	208
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] | Available-for-sale Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	0
Commercial mortgages [Member] | AAA - A Rating [Member] | Level 2 [Member] | Available-for-sale Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	29
Commercial mortgages [Member] | AAA - A Rating [Member] | Level 3 [Member] | Available-for-sale Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	0
Home Equity [Member] | AAA - A Rating [Member] | Level 2 [Member] | Alt [Member] | Available-for-sale Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	85
Home Equity [Member] | AAA - A Rating [Member] | Level 3 [Member] | Alt [Member] | Available-for-sale Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	0
Other [Member] | AAA - A Rating [Member] | Level 2 [Member] | Available-for-sale Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	94
Other [Member] | AAA - A Rating [Member] | Level 3 [Member] | Available-for-sale Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	0
Residential Mortgages [Member] | AAA - A Rating [Member] | Level 2 [Member] | Alt [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	80
Residential Mortgages [Member] | AAA - A Rating [Member] | Level 2 [Member] | Subprime [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	53
Residential Mortgages [Member] | AAA - A Rating [Member] | Level 3 [Member] | Alt [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	0
Residential Mortgages [Member] | AAA - A Rating [Member] | Level 3 [Member] | Subprime [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	0
Residential Mortgages [Member] | CCC - Unrated [Member] | Level 2 [Member] | Subprime [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	6
Residential Mortgages [Member] | CCC - Unrated [Member] | Level 3 [Member] | Subprime [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	0
Collateralized debt obligations [Member] | BBB -B Rating [Member] | Level 2 [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	0
Collateralized debt obligations [Member] | BBB -B Rating [Member] | Level 3 [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	253
Student loans [Member] | 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	88
Student loans [Member] | 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
Estimate of fair value [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	480
Estimate of fair value [Member] | AAA - A Rating [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	221
Estimate of fair value [Member] | AAA - A Rating [Member] | Available-for-sale Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	208
Estimate of fair value [Member] | Commercial mortgages [Member] | AAA - A Rating [Member] | Available-for-sale Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	29
Estimate of fair value [Member] | Home Equity [Member] | AAA - A Rating [Member] | Alt [Member] | Available-for-sale Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	85
Estimate of fair value [Member] | Other [Member] | AAA - A Rating [Member] | Available-for-sale Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	94
Estimate of fair value [Member] | Residential Mortgages [Member] | AAA - A Rating [Member] | Alt [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	80
Estimate of fair value [Member] | Residential Mortgages [Member] | AAA - A Rating [Member] | Subprime [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	53
Estimate of fair value [Member] | Residential Mortgages [Member] | CCC - Unrated [Member] | Subprime [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	6
Estimate of fair value [Member] | Collateralized debt obligations [Member] | BBB -B Rating [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	253
Estimate of fair value [Member] | Student loans [Member] | AAA - A Rating [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	$88

Litigation_and_Regulatory_Matt1

Litigation and Regulatory Matters - Additional Information (Details) (USD $)	1 Months Ended
	Mar. 31, 2015	Dec. 31, 2013	Apr. 30, 2015
		mortgage_loan
Loss Contingencies [Line Items]
Estimate of loss	$60,000,000
Checking Account Overdraft Litigation [Member]
Loss Contingencies [Line Items]
Legal settlement amount	30,000,000
Residential Funding Litigation [Member]
Loss Contingencies [Line Items]
Mortgage Loans Purchased		8,800
Subsequent Event [Member] | Weller, et. al. v. HSBC Mortgage Services Inc., et. al. [Member]
Loss Contingencies [Line Items]
Legal settlement amount			$1,800,000