HSBC USA (HUSI+G) 10-Q 3 Aug 16 2016 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2016	Jul. 29, 2016
Document and Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2016
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q2
Trading Symbol	HSBCUSA
Entity Registrant Name	HSBC USA INC /MD/
Entity Central Index Key	83,246
Current Fiscal Year End Date	--12-31
Entity Filer Category	Non-accelerated Filer
Entity Common Stock, Shares Outstanding		714

CONSOLIDATED STATEMENT OF INCOM

CONSOLIDATED STATEMENT OF INCOME - USD ($) $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Interest income:
Loans		$ 572	$ 515	$ 1,141	$ 1,016
Securities		243	223	487	423
Trading securities		60	91	145	186
Short-term investments		104	26	168	48
Other		1	14	19	29
Total interest income		980	869	1,960	1,702
Interest expense:
Deposits		117	54	222	100
Short-term borrowings		21	11	39	22
Long-term debt		203	173	400	340
Other		1	5	7	8
Total interest expense		342	243	668	470
Net interest income	[1]	638	626	1,292	1,232
Provision for credit losses		134	(6)	291	47
Net interest income after provision for credit losses		504	632	1,001	1,185
Other revenues:
Credit card fees		13	11	27	21
Trust and investment management fees		39	46	78	81
Other fees and commissions		177	190	342	372
Trading revenue		49	24	65	57
Other securities gains, net		36	35	65	58
Servicing and other fees from HSBC affiliates		51	53	105	109
Residential mortgage banking revenue		10	15	27	34
Gain (loss) on instruments designated at fair value and related derivatives		(38)	56	178	141
Other income (loss)		(44)	(27)	(132)	(6)
Total other revenues		293	403	755	867
Operating expenses:
Salaries and employee benefits		242	267	483	513
Support services from HSBC affiliates		355	385	675	737
Occupancy expense, net		57	59	116	115
Other expenses		169	139	275	262
Total operating expenses	[2]	823	850	1,549	1,627
Income (loss) before income tax		(26)	185	207	425
Income tax expense (benefit)		(5)	98	74	174
Net income (loss)		$ (21)	$ 87	$ 133	$ 251
[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.

CONSOLIDATED STATEMENT OF COMPR

CONSOLIDATED STATEMENT OF COMPREHENSIVE INCOME (LOSS) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Statement of Comprehensive Income [Abstract]
Net income (loss)	$ (21)	$ 87	$ 133	$ 251
Net change in unrealized gains (losses), net of tax:
Investment securities	208	(213)	486	(241)
Derivatives designated as cash flow hedges	(11)	31	(56)	12
Pension and post-retirement benefit plans	0	0	0	1
Total other comprehensive income (loss)	197	(182)	430	(228)
Comprehensive income (loss)	$ 176	$ (95)	$ 563	$ 23

CONSOLIDATED BALANCE SHEET

CONSOLIDATED BALANCE SHEET - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Assets:
Cash and due from banks		$ 915	$ 968
Interest bearing deposits with banks		13,799	7,478
Federal funds sold and securities purchased under agreements to resell (includes $782 million designated under fair value option at June 30, 2016)		34,666	19,847
Trading assets		18,812	17,085
Securities available-for-sale		38,424	35,773
Securities held-to-maturity (fair value of $13.6 billion and $14.2 billion at June 30, 2016 and December 31, 2015, respectively)		13,215	14,024
Loans		79,810	82,917
Less – allowance for credit losses		1,063	912
Loans, net		78,747	82,005
Loans held for sale (includes $867 million and $151 million designated under fair value option at June 30, 2016 and December 31, 2015, respectively)		1,369	2,185
Properties and equipment, net		211	230
Intangible assets, net		37	181
Goodwill		1,612	1,612
Other assets		9,066	6,890
Total assets	[1]	210,873	188,278
Domestic deposits:
Noninterest bearing		32,072	29,693
Interest bearing (includes $7.3 billion and $6.9 billion designated under fair value option at June 30, 2016 and December 31, 2015, respectively)		85,805	77,259
Foreign deposits:
Noninterest bearing		773	747
Interest bearing		14,169	10,880
Total deposits		132,819	118,579
Short-term borrowings (includes $2.7 billion and $2.0 billion designated under fair value option at June 30, 2016 and December 31, 2015, respectively)		7,376	4,995
Long-term debt (includes $9.2 billion designated under fair value option at both June 30, 2016 and December 31, 2015)		34,778	33,509
Total debt		174,973	157,083
Trading liabilities		10,692	7,455
Interest, taxes and other liabilities		4,148	3,215
Total liabilities	[1]	189,813	167,753
Shareholders’ equity
Preferred stock (no par value; 40,999,000 shares authorized; 1,265 and 21,447,500 shares issued and outstanding at June 30, 2016 and December 31, 2015, respectively)		1,265	1,265
Common shareholder’s equity:
Common stock ($5 par; 150,000,000 shares authorized; 714 shares issued and outstanding at both June 30, 2016 and December 31, 2015)		0	0
Additional paid-in capital		18,169	18,169
Retained earnings		1,603	1,498
Accumulated other comprehensive income (loss)		23	(407)
Total common shareholder's equity		19,795	19,260
Total shareholders’ equity		21,060	20,525
Total liabilities and shareholders’ equity		$ 210,873	$ 188,278
[1]	The following table summarizes assets and liabilities related to our consolidated variable interest entities ("VIEs") at June 30, 2016 and December 31, 2015 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate in consolidation. See Note 17, "Variable Interest Entities," for additional information. Assets: Other assets $280 million and $320 million. Total assets $280 million and $320 million respectively. Liabilities: Long-term debt $92 million and $92 million, Interest, taxes and other liabilities $68 million and $68 million. Total liabilities $160 million and $160 million, respectively.

CONSOLIDATED BALANCE SHEET (Par

CONSOLIDATED BALANCE SHEET (Parenthetical) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Securities held-to-maturity, fair value		$ 13,601	$ 14,165
Preferred stock, par value (usd per share)		$ 0
Preferred stock, shares authorized (shares)		40,999,000
Preferred stock, shares issued (shares)		1,265	21,447,500
Preferred stock, shares outstanding (shares)		1,265	21,447,500
Common stock, par value (usd per share)		$ 5
Common stock, shares authorized (shares)		150,000,000
Common stock, shares issued (shares)		714	714
Common stock, shares outstanding (shares)		714	714
Assets:
Other assets		$ 9,066	$ 6,890
Total assets	[1]	210,873	188,278
Liabilities
Long-term debt		34,778	33,509
Interest, taxes and other liabilities		4,148	3,215
Total liabilities	[1]	189,813	167,753
Variable interest entities [Member]
Assets:
Other assets		280	320
Total assets		280	320
Liabilities
Long-term debt		92	92
Interest, taxes and other liabilities		68	68
Total liabilities		160	160
Loans Receivable [Member]
Loans Held-for-sale, designated under fair value option		867	151
Securities purchased under resale agreements [Member]
Securities purchased under agreements to resell under fair value option		782	0
Deposits [Member]
Deposits designated under fair value option		7,285	6,919
Short-term Borrowings [Member]
Short-term borrowings designated under fair value option		2,676	1,976
Long-term debt [Member]
Long-term debt designated under fair value option		$ 9,239	$ 9,171
[1]	The following table summarizes assets and liabilities related to our consolidated variable interest entities ("VIEs") at June 30, 2016 and December 31, 2015 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate in consolidation. See Note 17, "Variable Interest Entities," for additional information. Assets: Other assets $280 million and $320 million. Total assets $280 million and $320 million respectively. Liabilities: Long-term debt $92 million and $92 million, Interest, taxes and other liabilities $68 million and $68 million. Total liabilities $160 million and $160 million, respectively.

CONSOLIDATED STATEMENT OF CHANG

CONSOLIDATED STATEMENT OF CHANGES IN SHAREHOLDERS' EQUITY - USD ($) $ in Millions	Total	Preferred Stock [Member]	Common Stock [Member]	Additional Paid-in Capital [Member]	Retained Earnings [Member]	Accumulated Other Comprehensive Loss [Member]
Balance at beginning of period at Dec. 31, 2014		$ 1,565
Balance at end of period at Jun. 30, 2015	$ 20,653	1,265
Balance at beginning of period at Dec. 31, 2014			$ 0	$ 14,170	$ 1,233	$ (1)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Preferred stock issuance		0
Preferred stock redemption		(300)
Capital contribution from parent				4,000
Employee benefit plans				(1)
Net income	251				251
Cash dividends declared on preferred stock					(36)
Other comprehensive income (loss), net of tax	(228)					(228)
Balance at end of period at Jun. 30, 2015	19,388		0	18,169	1,448	(229)
Balance at beginning of period at Dec. 31, 2015	20,525	1,265
Balance at end of period at Jun. 30, 2016	21,060	1,265
Balance at beginning of period at Dec. 31, 2015	19,260		0	18,169	1,498	(407)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Preferred stock issuance		1,265
Preferred stock redemption		$ (1,265)
Capital contribution from parent				0
Employee benefit plans				0
Net income	133				133
Cash dividends declared on preferred stock					(28)
Other comprehensive income (loss), net of tax	430					430
Balance at end of period at Jun. 30, 2016	$ 19,795		$ 0	$ 18,169	$ 1,603	$ 23

CONSOLIDATED STATEMENT OF CASH

CONSOLIDATED STATEMENT OF CASH FLOWS - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Cash flows from operating activities
Net income	$ 133	$ 251
Adjustments to reconcile net income to net cash provided by operating activities:
Depreciation and amortization	(15)	77
Provision for credit losses	291	47
Net realized gains on securities available-for-sale	(65)	(58)
Net change in other assets and liabilities	(1,800)	(564)
Net change in loans held for sale:
Originations and purchases of loans held for sale	(974)	(1,341)
Sales and collections of loans held for sale	1,069	1,276
Net change in trading assets and liabilities	1,510	1,605
Lower of amortized cost or fair value adjustments on loans held for sale	71	9
Gain on instruments designated at fair value and related derivatives	(178)	(141)
Net cash provided by operating activities	42	1,161
Cash flows from investing activities
Net change in interest bearing deposits with banks	(6,321)	10,748
Net change in federal funds sold and securities purchased under agreements to resell	(14,814)	(14,699)
Securities available-for-sale:
Purchases of securities available-for-sale	(14,192)	(13,190)
Proceeds from sales of securities available-for-sale	12,671	8,692
Proceeds from maturities of securities available-for-sale	764	995
Securities held-to-maturity:
Purchases of securities held-to-maturity	(327)	(1,995)
Proceeds from maturities of securities held-to-maturity	1,115	1,288
Change in loans:
Originations, net of collections	2,167	(5,943)
Loans sold to third parties	1,448	130
Net cash used for acquisitions of properties and equipment	(11)	(25)
Other, net	(62)	(387)
Net cash used in investing activities	(17,562)	(14,386)
Cash flows from financing activities
Net change in deposits	14,018	6,428
Debt:
Net change in short-term borrowings	2,382	(69)
Issuance of long-term debt	2,559	12,128
Repayment of long-term debt	(1,464)	(8,739)
Preferred stock issuance	1,265	0
Preferred stock redemption	(1,265)	(300)
Capital contribution from parent	0	4,000
Other decreases in capital surplus	0	(1)
Dividends paid	(28)	(36)
Net cash provided by financing activities	17,467	13,411
Net change in cash and due from banks	(53)	186
Cash and due from banks at beginning of period	968	891
Cash and due from banks at end of period	$ 915	$ 1,077

Organization and Presentation

Organization and Presentation	6 Months Ended
	Jun. 30, 2016
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, 2015 (the "2015 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	6 Months Ended
	Jun. 30, 2016
Trading Assets And Liabilities [Abstract]
Trading Assets and Liabilities	Trading Assets and Liabilities Trading assets and liabilities consisted of the following: June 30, 2016 December 31, 2015 (in millions) Trading assets: U.S. Treasury $ 3,471 $ 3,088 U.S. Government agency issued or guaranteed 12 13 U.S. Government sponsored enterprises (1) 158 154 Obligations of U.S. states and political subdivisions — 559 Asset-backed securities 385 424 Corporate and foreign bonds 6,876 6,899 Other securities 14 18 Precious metals 3,073 780 Derivatives, net 4,823 5,150 Total trading assets $ 18,812 $ 17,085 Trading liabilities: Securities sold, not yet purchased $ 929 $ 399 Payables for precious metals 890 650 Derivatives, net 8,873 6,406 Total trading liabilities $ 10,692 $ 7,455 (1) Consists of mortgage backed securities of $151 million and $154 million issued or guaranteed by the Federal National Mortgage Association ("FNMA") at June 30, 2016 and December 31, 2015 , respectively, and $7 million issued or guaranteed by the Federal Home Loan Mortgage Corporation ("FHLMC") at June 30, 2016 . At June 30, 2016 and December 31, 2015 , the fair value of derivatives included in trading assets is net of $4,398 million and $4,652 million , respectively, relating to amounts recognized for the obligation to return cash collateral received under master netting agreements with derivative counterparties. At June 30, 2016 and December 31, 2015 , the fair value of derivatives included in trading liabilities is net of $1,383 million and $1,530 million , respectively, relating to amounts recognized for the right to reclaim cash collateral paid under master netting agreements with derivative counterparties. See Note 10, "Derivative Financial Instruments," for further information on our trading derivatives and related collateral.

Securities

Securities	6 Months Ended
	Jun. 30, 2016
Investments, Debt and Equity Securities [Abstract]
Securities	Securities Our securities available-for-sale and securities held-to-maturity portfolios consisted of the following: June 30, 2016 Amortized Cost Unrealized Gains Unrealized Losses Fair Value (in millions) Securities available-for-sale: U.S. Treasury $ 19,987 $ 498 $ (162 ) $ 20,323 U.S. Government sponsored enterprises: (1) Mortgage-backed securities 2,471 45 — 2,516 Collateralized mortgage obligations 2,286 8 (7 ) 2,287 Direct agency obligations 4,326 172 (19 ) 4,479 U.S. Government agency issued or guaranteed: Mortgage-backed securities 6,107 48 (6 ) 6,149 Collateralized mortgage obligations 1,393 30 (2 ) 1,421 Obligations of U.S. states and political subdivisions 13 — — 13 Asset-backed securities collateralized by: Commercial mortgages 6 — — 6 Home equity 77 — (10 ) 67 Other 517 1 (25 ) 493 Foreign debt securities (2) 512 1 (2 ) 511 Equity securities 159 — — 159 Total available-for-sale securities $ 37,854 $ 803 $ (233 ) $ 38,424 Securities held-to-maturity: U.S. Government sponsored enterprises: (3) Mortgage-backed securities $ 2,741 $ 83 $ — $ 2,824 Collateralized mortgage obligations 1,593 98 — 1,691 U.S. Government agency issued or guaranteed: Mortgage-backed securities 2,956 74 — 3,030 Collateralized mortgage obligations 5,902 130 (1 ) 6,031 Obligations of U.S. states and political subdivisions 17 1 — 18 Asset-backed securities collateralized by residential mortgages 6 1 — 7 Total held-to-maturity securities $ 13,215 $ 387 $ (1 ) $ 13,601 December 31, 2015 Amortized Cost Unrealized Gains Unrealized Losses Fair Value (in millions) Securities available-for-sale: U.S. Treasury $ 17,026 $ 142 $ (270 ) $ 16,898 U.S. Government sponsored enterprises: (1) Mortgage-backed securities 1,451 2 (12 ) 1,441 Collateralized mortgage obligations 159 — (5 ) 154 Direct agency obligations 4,136 133 (26 ) 4,243 U.S. Government agency issued or guaranteed: Mortgage-backed securities 10,645 9 (145 ) 10,509 Collateralized mortgage obligations 1,293 11 (4 ) 1,300 Obligations of U.S. states and political subdivisions 340 8 — 348 Asset-backed securities collateralized by: Commercial mortgages 9 — — 9 Home equity 83 — (8 ) 75 Other 110 — (21 ) 89 Foreign debt securities (2) 548 — (2 ) 546 Equity securities 161 3 (3 ) 161 Total available-for-sale securities $ 35,961 $ 308 $ (496 ) $ 35,773 Securities held-to-maturity: U.S. Government sponsored enterprises: (3) Mortgage-backed securities $ 2,945 $ 20 $ (9 ) $ 2,956 Collateralized mortgage obligations 1,755 73 (5 ) 1,823 U.S. Government agency issued or guaranteed: Mortgage-backed securities 3,269 19 (11 ) 3,277 Collateralized mortgage obligations 6,029 63 (11 ) 6,081 Obligations of U.S. states and political subdivisions 19 1 — 20 Asset-backed securities collateralized by residential mortgages 7 1 — 8 Total held-to-maturity securities $ 14,024 $ 177 $ (36 ) $ 14,165 (1) Includes securities at amortized cost of $3,127 million and $1,577 million issued or guaranteed by FNMA at June 30, 2016 and December 31, 2015 , respectively, and $1,630 million and $33 million issued or guaranteed by FHLMC at June 30, 2016 and December 31, 2015 , respectively. (2) Foreign debt securities represent public sector entity, bank or corporate debt. (3) Includes securities at amortized cost of $2,948 million and $3,182 million issued or guaranteed by FNMA at June 30, 2016 and December 31, 2015 , respectively, and $1,386 million and $1,518 million issued and guaranteed by FHLMC at June 30, 2016 and December 31, 2015 , respectively. Net unrealized gains increased within the available-for-sale portfolio in the six months ended June 30, 2016 due primarily to decreasing yields on U.S. Treasury and U.S. Government agency mortgage-backed securities. The following table summarizes gross unrealized losses and related fair values at June 30, 2016 and December 31, 2015 classified as to the length of time the losses have existed: One Year or Less Greater Than One Year June 30, 2016 Number of Securities Gross Unrealized Losses Aggregate Fair Value of Investment Number of Securities Gross Unrealized Losses Aggregate Fair Value of Investment (dollars are in millions) Securities available-for-sale: U.S. Treasury 9 $ (27 ) $ 1,905 24 $ (135 ) $ 2,707 U.S. Government sponsored enterprises 20 (15 ) 2,297 18 (11 ) 248 U.S. Government agency issued or guaranteed 3 (2 ) 610 3 (6 ) 94 Obligations of U.S. states and political subdivisions 3 — 13 — — — Asset-backed securities — — — 8 (35 ) 159 Foreign debt securities 1 — 45 1 (2 ) 186 Equity securities 1 — 159 — — — Securities available-for-sale 37 $ (44 ) $ 5,029 54 $ (189 ) $ 3,394 Securities held-to-maturity: U.S. Government sponsored enterprises 13 $ — $ 4 47 $ — $ 21 U.S. Government agency issued or guaranteed 95 (1 ) 531 560 — 51 Obligations of U.S. states and political subdivisions — — — 3 — 1 Securities held-to-maturity 108 $ (1 ) $ 535 610 $ — $ 73 One Year or Less Greater Than One Year December 31, 2015 Number of Securities Gross Unrealized Losses Aggregate Fair Value of Investment Number of Securities Gross Unrealized Losses Aggregate Fair Value of Investment (dollars are in millions) Securities available-for-sale: U.S. Treasury 52 $ (227 ) $ 11,046 5 $ (43 ) $ 924 U.S. Government sponsored enterprises 164 (30 ) 1,451 19 (13 ) 282 U.S. Government agency issued or guaranteed 62 (141 ) 9,725 3 (8 ) 101 Obligations of U.S. states and political subdivisions 4 — 16 3 — 45 Asset-backed securities 1 — 9 8 (29 ) 164 Foreign debt securities 3 (2 ) 351 — — — Equity securities 1 (3 ) 156 — — — Securities available-for-sale 287 $ (403 ) $ 22,754 38 $ (93 ) $ 1,516 Securities held-to-maturity: U.S. Government sponsored enterprises 312 $ (14 ) $ 1,143 49 $ — $ — U.S. Government agency issued or guaranteed 145 (22 ) 3,303 657 — 20 Obligations of U.S. states and political subdivisions 1 — — 3 — 1 Securities held-to-maturity 458 $ (36 ) $ 4,446 709 $ — $ 21 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 June 30, 2016 and December 31, 2015 , 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 we 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 4, "Securities," in our 2015 Form 10-K. There have been no material changes in our process for assessing impairment during 2016. During the three and six months ended June 30, 2016 and 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. 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 a single unit of account for fair value measurement and impairment assessment purposes. In evaluating the degree of reliance to be placed on the financial guarantee of a monoline insurer when estimating the cash flows to be collected for the purpose of recognizing and measuring impairment loss, consideration is given to our assessment of the creditworthiness of the monoline and other market factors. Based on the information available, including any actions undertaken by the regulatory agencies over the monoline insurers and their published financial results, we perform both a credit as well as a liquidity analysis on the monoline insurers each quarter. Our analysis also includes a review of market-based credit default spreads, when available, to assess the appropriateness of our assessment of the monoline insurer’s creditworthiness. A credit downgrade to non-investment grade is key but not the only factor in determining the monoline insurer’s ability to fulfill its contractual obligation under the financial guarantee. Although a monoline may have been downgraded by the credit rating agencies or 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. At June 30, 2016 , we held 12 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 $159 million of the total aggregate fair value of asset-backed securities of $566 million at June 30, 2016 . The gross unrealized losses on these monoline wrapped securities were $35 million at June 30, 2016 . We did not take into consideration the value of the monoline wrap of any non-investment grade monoline insurers at June 30, 2016 and, therefore, we only considered the financial guarantee of investment grade monoline insurers for purposes of evaluating other-than-temporary impairment on securities with a fair value of $67 million . At December 31, 2015 , we held 12 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 $164 million of the total aggregate fair value of asset-backed securities of $173 million at December 31, 2015 . The gross unrealized losses on these monoline wrapped securities were $29 million at December 31, 2015 . We did not take into consideration the value of the monoline wrap of any non-investment grade monoline insurers at December 31, 2015 and, therefore, we only considered the financial guarantee of investment grade monoline insurers for purposes of evaluating other-than-temporary impairment on securities with a fair value of $75 million . Other securities gains (losses), net The following table summarizes realized gains and losses on investment securities transactions attributable to available-for-sale securities: Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Gross realized gains $ 56 $ 43 $ 87 $ 73 Gross realized losses (20 ) (8 ) (22 ) (15 ) Net realized gains $ 36 $ 35 $ 65 $ 58 Contractual Maturities and Yields The following table summarizes the amortized cost and fair values of securities available-for-sale and securities held-to-maturity at June 30, 2016 by contractual maturity. Expected maturities differ from contractual maturities because borrowers have the right to prepay obligations without prepayment penalties in certain cases. Securities available-for-sale amounts exclude equity securities as they do not have stated maturities. The table below also reflects the distribution of maturities of debt securities held at June 30, 2016 , 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 June 30, 2016 . Yields on tax-exempt obligations have been computed on a taxable equivalent basis using applicable statutory tax rates. Within One Year After One But Within Five Years After Five But Within Ten Years After Ten Years Taxable Equivalent Basis Amount Yield Amount Yield Amount Yield Amount Yield (dollars are in millions) Available-for-sale: U.S. Treasury $ — — % $ 5,525 1.30 % $ 9,317 2.17 % $ 5,145 2.59 % U.S. Government sponsored enterprises 120 3.23 3,315 2.83 1,105 2.32 4,543 2.06 U.S. Government agency issued or guaranteed — — 4 3.99 29 3.81 7,467 2.38 Obligations of U.S. states and political subdivisions — — 13 4.26 — — — — Asset-backed securities 400 1.88 — — — — 200 3.17 Foreign debt securities 297 1.23 215 1.07 — — — — Total amortized cost $ 817 1.84 % $ 9,072 1.86 % $ 10,451 2.19 % $ 17,355 2.37 % Total fair value $ 821 $ 9,319 $ 10,749 $ 17,376 Held-to-maturity: U.S. Government sponsored enterprises $ — — % $ 130 1.61 % $ 570 2.70 % $ 3,634 2.92 % U.S. Government agency issued or guaranteed — — 9 1.55 37 3.21 8,812 2.35 Obligations of U.S. states and political subdivisions 3 3.70 5 3.71 5 3.70 4 5.60 Asset-backed securities — — — — — — 6 6.60 Total amortized cost $ 3 3.70 % $ 144 1.68 % $ 612 2.74 % $ 12,456 2.52 % Total fair value $ 3 $ 146 $ 643 $ 12,809 Investments in Federal Home Loan Bank stock and Federal Reserve Bank stock of $383 million and $632 million , respectively, were included in other assets at June 30, 2016 . Investments in Federal Home Loan Bank stock and Federal Reserve Bank stock of $323 million and $632 million , respectively, were included in other assets at December 31, 2015 .

Loans

Loans	6 Months Ended
	Jun. 30, 2016
Receivables [Abstract]
Loans	Loans Loans consisted of the following: June 30, 2016 December 31, 2015 (in millions) Commercial loans: Construction and other real estate $ 10,973 $ 10,000 Business and corporate banking 19,075 19,116 Global banking (1) 26,357 29,969 Other commercial 3,138 3,368 Total commercial 59,543 62,453 Consumer loans: Residential mortgages 17,667 17,758 Home equity mortgages 1,511 1,600 Credit cards 668 699 Other consumer 421 407 Total consumer 20,267 20,464 Total loans $ 79,810 $ 82,917 (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 $5,072 million and $4,815 million at June 30, 2016 and December 31, 2015 , respectively. See Note 14, "Related Party Transactions," for additional information regarding loans to HSBC affiliates. Net deferred origination fees totaled $57 million and $62 million at June 30, 2016 and December 31, 2015 , respectively. At June 30, 2016 and December 31, 2015 , we had a net unamortized premium on our loans of $15 million and $16 million , respectively. Aging Analysis of Past Due Loans The following table summarizes the past due status of our loans, excluding loans held for sale, at June 30, 2016 and December 31, 2015 . The aging of past due amounts is determined based on the contractual delinquency status of payments under the loan. An account is generally considered to be contractually delinquent when payments have not been made in accordance with the loan terms. Delinquency status is affected by customer account management policies and practices such as re-age, which results in the re-setting of the contractual delinquency status to current. Past Due Total Past Due 30 Days or More At June 30, 2016 30 - 89 Days 90+ Days Current (1) Total Loans (in millions) Commercial loans: Construction and other real estate $ 51 $ 29 $ 80 $ 10,893 $ 10,973 Business and corporate banking 88 3 91 18,984 19,075 Global banking — — — 26,357 26,357 Other commercial 5 6 11 3,127 3,138 Total commercial 144 38 182 59,361 59,543 Consumer loans: Residential mortgages (2) 397 377 774 16,893 17,667 Home equity mortgages 11 44 55 1,456 1,511 Credit cards 8 9 17 651 668 Other consumer 6 6 12 409 421 Total consumer 422 436 858 19,409 20,267 Total loans $ 566 $ 474 $ 1,040 $ 78,770 $ 79,810 Past Due Total Past Due 30 Days or More At December 31, 2015 30 - 89 Days 90+ Days Current (1) Total Loans (in millions) Commercial loans: Construction and other real estate $ 31 $ 33 $ 64 $ 9,936 $ 10,000 Business and corporate banking 36 25 61 19,055 19,116 Global banking — — — 29,969 29,969 Other commercial — 6 6 3,362 3,368 Total commercial 67 64 131 62,322 62,453 Consumer loans: Residential mortgages 397 781 1,178 16,580 17,758 Home equity mortgages 15 50 65 1,535 1,600 Credit cards 10 9 19 680 699 Other consumer 7 7 14 393 407 Total consumer 429 847 1,276 19,188 20,464 Total loans $ 496 $ 911 $ 1,407 $ 81,510 $ 82,917 (1) Loans less than 30 days past due are presented as current. (2) The decrease in past due loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016. See Note 6, "Loans Held for Sale," for additional details. Nonaccrual Loans Nonaccrual loans, including nonaccrual loans held for sale, and accruing loans 90 days or more delinquent consisted of the following: June 30, 2016 December 31, 2015 (in millions) Nonaccrual loans: Commercial: Construction and other real estate $ 47 $ 53 Business and corporate banking 238 167 Global banking 643 44 Other commercial 1 1 Commercial nonaccrual loans held for sale 57 26 Total commercial 986 291 Consumer: Residential mortgages (1)(2)(3)(4) 437 814 Home equity mortgages (1)(2) 73 71 Consumer nonaccrual loans held for sale (4) 376 3 Total consumer 886 888 Total nonaccruing loans 1,872 1,179 Accruing loans contractually past due 90 days or more: Commercial: Business and corporate banking 1 1 Total commercial 1 1 Consumer: Credit cards 9 9 Other consumer 7 7 Total consumer 16 16 Total accruing loans contractually past due 90 days or more 17 17 Total nonperforming loans $ 1,889 $ 1,196 (1) At June 30, 2016 and December 31, 2015 , nonaccrual consumer mortgage loans held for investment include $428 million and $768 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 held for investment include all loans 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. 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. (4) The trend in nonaccrual loans reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016. The following table provides additional information on our nonaccrual loans: Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Interest income that would have been recorded if the nonaccrual loans had been current in accordance with contractual terms during the period $ 19 $ 23 $ 40 $ 44 Interest income that was recorded on nonaccrual loans and included in interest income during the period 3 6 9 12 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, accrued interest or other loan covenants. 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 and six months ended June 30, 2016 and 2015 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 and six months ended June 30, 2016 and 2015 and as a result of this action became classified as TDR Loans: Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Commercial loans: Construction and other real estate $ — $ 4 $ — $ 4 Business and corporate banking 190 24 304 50 Global banking — — — 13 Total commercial 190 28 304 67 Consumer loans: Residential mortgages 16 35 43 70 Home equity mortgages 3 1 5 1 Credit cards 1 1 2 2 Total consumer 20 37 50 73 Total $ 210 $ 65 $ 354 $ 140 The weighted-average contractual rate reduction for consumer loans which became classified as TDR Loans during the three and six months ended June 30, 2016 was 1.54 percent and 1.68 percent , respectively, compared with 1.90 percent and 1.84 percent during the three and six months ended June 30, 2015 , respectively. The weighted-average contractual rate reduction for commercial loans was not significant in either the number of loans or rate. The following table presents information about our TDR Loans and the related allowance for credit losses for TDR Loans: June 30, 2016 December 31, 2015 Carrying Value Unpaid Principal Balance Carrying Value Unpaid Principal Balance (in millions) TDR Loans (1)(2) : Commercial loans: Construction and other real estate $ 82 $ 94 $ 94 $ 106 Business and corporate banking 449 470 227 240 Global banking 65 66 44 44 Total commercial (3) 596 630 365 390 Consumer loans: Residential mortgages (4)(5) 928 1,044 1,060 1,233 Home equity mortgages (4) 27 59 23 50 Credit cards 5 5 5 5 Total consumer 960 1,108 1,088 1,288 Total TDR Loans (6) $ 1,556 $ 1,738 $ 1,453 $ 1,678 Allowance for credit losses for TDR Loans (7) : Commercial loans: Construction and other real estate $ — $ — Business and corporate banking 84 24 Global banking — — Total commercial 84 24 Consumer loans: Residential mortgages 28 33 Home equity mortgages 1 1 Credit cards 1 1 Total consumer 30 35 Total allowance for credit losses for TDR Loans $ 114 $ 59 (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 $654 million and $88 million at June 30, 2016 and December 31, 2015 , respectively. (2) The carrying value of TDR Loans includes basis adjustments on the loans, such as unearned income, unamortized deferred fees and costs on originated loans, partial charge-offs and premiums or discounts on purchased loans. (3) Additional commitments to lend to commercial borrowers whose loans have been modified in TDRs totaled $221 million and $112 million at June 30, 2016 and December 31, 2015 , respectively. (4) At June 30, 2016 and December 31, 2015 , the carrying value of consumer mortgage TDR Loans held for investment includes $763 million and $881 million , respectively, of loans that are recorded at the lower of amortized cost or fair value of the collateral less cost to sell. (5) The decrease in TDR Loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage TDR Loans with a carrying value of $141 million to held for sale during the first half of 2016. There is no allowance for credit losses associated with loans classified as held for sale as they are carried at the lower of amortized cost or fair value less cost to sell. (6) At June 30, 2016 and December 31, 2015 , the carrying value of TDR Loans includes $660 million and $676 million , respectively, of loans which are classified as nonaccrual. (7) Included in the allowance for credit losses. The following table presents information about average TDR Loans and interest income recognized on TDR Loans: Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Average balance of TDR Loans: Commercial loans: Construction and other real estate $ 87 $ 149 $ 89 $ 161 Business and corporate banking 371 56 323 45 Global banking 62 13 56 9 Total commercial 520 218 468 215 Consumer loans: Residential mortgages 934 999 990 988 Home equity mortgages 25 20 24 20 Credit cards 5 6 5 6 Total consumer 964 1,025 1,019 1,014 Total average balance of TDR Loans $ 1,484 $ 1,243 $ 1,487 $ 1,229 Interest income recognized on TDR Loans: Commercial loans: Construction and other real estate $ — $ 1 $ 1 $ 2 Business and corporate banking 3 — 4 1 Total commercial 3 1 5 3 Consumer loans: Residential mortgages 9 9 19 18 Home equity mortgages 1 1 1 1 Total consumer 10 10 20 19 Total interest income recognized on TDR Loans $ 13 $ 11 $ 25 $ 22 The following table presents loans which were classified as TDR Loans during the previous 12 months which for commercial loans became 90 days or greater contractually delinquent or for consumer loans became 60 days or greater contractually delinquent during the three and six months ended June 30, 2016 and 2015 : Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Commercial loans: Construction and other real estate $ — $ — $ — $ 2 Business and corporate banking 2 2 4 3 Total commercial 2 2 4 5 Consumer loans: Residential mortgages 4 8 15 17 Total consumer 4 8 15 17 Total $ 6 $ 10 $ 19 $ 22 Impaired commercial loans The following table presents information about impaired commercial loans and the related impairment reserve for impaired commercial loans: Amount with Impairment Reserves (1) Amount without Impairment Reserves (1) Total Impaired Commercial Loans (1)(2) Impairment Reserve Unpaid Principal Balance (in millions) At June 30, 2016 Construction and other real estate $ 6 $ 92 $ 98 $ 2 $ 110 Business and corporate banking 267 234 501 103 519 Global banking 578 65 643 247 652 Other commercial 1 7 8 1 8 Total commercial $ 852 $ 398 $ 1,250 $ 353 $ 1,289 At December 31, 2015 Construction and other real estate $ 2 $ 108 $ 110 $ 1 $ 125 Business and corporate banking 168 124 292 52 342 Global banking — 44 44 — 44 Other commercial 1 6 7 1 8 Total commercial $ 171 $ 282 $ 453 $ 54 $ 519 (1) Reflects the carrying value of impaired commercial loans and includes basis adjustments on the loans, such as partial charge-offs, unamortized deferred fees and costs on originated loans and any premiums or discounts on purchased loans. (2) Includes impaired commercial loans that are also considered TDR Loans which totaled $596 million and $365 million at June 30, 2016 and December 31, 2015 , respectively. The following table presents information about average impaired commercial loans and interest income recognized on impaired commercial loans: Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Average balance of impaired commercial loans: Construction and other real estate $ 101 $ 166 $ 104 $ 176 Business and corporate banking 427 92 382 91 Global banking 296 13 212 9 Other commercial 8 7 7 7 Total average balance of impaired commercial loans $ 832 $ 278 $ 705 $ 283 Interest income recognized on impaired commercial loans: Construction and other real estate $ — $ 1 $ 1 $ 2 Business and corporate banking 3 — 5 1 Global banking 2 — 2 — Total interest income recognized on impaired commercial loans $ 5 $ 1 $ 8 $ 3 Commercial Loan Credit Quality Indicators The following credit quality indicators are monitored for our commercial loan portfolio: Criticized loans Criticized loan classifications presented in the table below are determined by the assignment of various criticized facility grades based on the risk rating standards of our regulator. These criticized facility grades, however, are not used for determining our allowance for credit losses. Under our methodology for determining the allowance for credit losses, loans are assigned obligor grades which reflect our internal assessment of the credit risk of the loans. While the regulatory criticized facility grades are directionally aligned with our internal obligor grades, each changes based on its respective underlying criteria. As a result, changes in regulatory classifications will not necessarily result in corresponding changes to our allowance for credit losses. 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 June 30, 2016 Construction and other real estate $ 286 $ 192 $ 4 $ 482 Business and corporate banking 782 752 102 1,636 Global banking 1,085 3,053 415 4,553 Other commercial — 7 1 8 Total commercial $ 2,153 $ 4,004 $ 522 $ 6,679 At December 31, 2015 Construction and other real estate $ 239 $ 187 $ — $ 426 Business and corporate banking 941 690 52 1,683 Global banking 1,069 2,300 12 3,381 Other commercial 1 37 1 39 Total commercial $ 2,250 $ 3,214 $ 65 $ 5,529 The increase in criticized commercial loans at June 30, 2016 was driven by downgrades, predominantly emerging markets related. Nonperforming The following table summarizes the status of our commercial loan portfolio, excluding loans held for sale: Performing Loans Nonaccrual Loans Accruing Loans Contractually Past Due 90 days or More Total (in millions) At June 30, 2016 Construction and other real estate $ 10,926 $ 47 $ — $ 10,973 Business and corporate banking 18,836 238 1 19,075 Global banking 25,714 643 — 26,357 Other commercial 3,137 1 — 3,138 Total commercial $ 58,613 $ 929 $ 1 $ 59,543 At December 31, 2015 Construction and other real estate $ 9,947 $ 53 $ — $ 10,000 Business and corporate banking 18,948 167 1 19,116 Global banking 29,925 44 — 29,969 Other commercial 3,367 1 — 3,368 Total commercial $ 62,187 $ 265 $ 1 $ 62,453 Credit risk profile The following table shows the credit risk profile of our commercial loan portfolio: Investment Grade (1) Non-Investment Grade Total (in millions) At June 30, 2016 Construction and other real estate $ 8,564 $ 2,409 $ 10,973 Business and corporate banking 9,801 9,274 19,075 Global banking 18,209 8,148 26,357 Other commercial 1,781 1,357 3,138 Total commercial $ 38,355 $ 21,188 $ 59,543 At December 31, 2015 Construction and other real estate $ 8,487 $ 1,513 $ 10,000 Business and corporate banking 10,373 8,743 19,116 Global banking 23,111 6,858 29,969 Other commercial 1,883 1,485 3,368 Total commercial $ 43,854 $ 18,599 $ 62,453 (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: June 30, 2016 December 31, 2015 Delinquent Loans Delinquency Ratio Delinquent Loans Delinquency Ratio (dollars are in millions) Residential mortgages (1)(2) $ 801 4.44 % $ 858 4.83 % Home equity mortgages (1)(2) 49 3.24 56 3.50 Credit cards 12 1.80 13 1.86 Other consumer 9 1.81 11 2.26 Total consumer $ 871 4.20 % $ 938 4.56 % (1) At June 30, 2016 and December 31, 2015 , consumer mortgage loan delinquency includes $735 million and $793 million , respectively, of loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell, including $361 million and $3 million , respectively, relating to loans held for sale. (2) At June 30, 2016 and December 31, 2015 , consumer mortgage loans and loans held for sale include $523 million and $567 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 Loans Nonaccrual Loans Accruing Loans Contractually Past Due 90 days or More Total (in millions) At June 30, 2016 Residential mortgages (1) $ 17,230 $ 437 $ — $ 17,667 Home equity mortgages 1,438 73 — 1,511 Credit cards 659 — 9 668 Other consumer 414 — 7 421 Total consumer $ 19,741 $ 510 $ 16 $ 20,267 At December 31, 2015 Residential mortgages $ 16,944 $ 814 $ — $ 17,758 Home equity mortgages 1,529 71 — 1,600 Credit cards 690 — 9 699 Other consumer 400 — 7 407 Total consumer $ 19,563 $ 885 $ 16 $ 20,464 (1) The decrease in nonaccrual loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016. Troubled debt restructurings See discussion of impaired loans above for further details on this credit quality indicator. Concentration of Credit Risk At June 30, 2016 and December 31, 2015 , our loan portfolios included interest-only residential mortgage loans totaling $3,669 million and $3,645 million , respectively. An interest-only residential mortgage loan allows a customer to pay the interest-only portion of the monthly payment for a period of time which results in lower payments during the initial loan period. However, subsequent events affecting a customer's financial position could affect the ability of customers to repay the loan in the future when the principal payments are required which increases the credit risk of this loan type.

Allowance for Credit Losses

Allowance for Credit Losses	6 Months Ended
	Jun. 30, 2016
Receivables [Abstract]
Allowance for Credit Losses	Allowance for Credit Losses The following table summarizes the changes in the allowance for credit losses by product and the related loan balance by product during the three and six months ended June 30, 2016 and 2015 : Commercial Consumer Construction and Other Real Estate Business and Corporate Banking Global Banking Other Comm’l Residential Mortgages Home Equity Mortgages Credit Card Other Consumer Total (in millions) Three Months Ended June 30, 2016 Allowance for credit losses – beginning of period $ 95 $ 362 $ 429 $ 16 $ 55 $ 25 $ 31 $ 10 $ 1,023 Provision charged (credited) to income (3 ) 4 137 (1 ) (7 ) (6 ) 9 1 134 Charge offs — (11 ) (78 ) — — (2 ) (8 ) (4 ) (103 ) Recoveries — 3 — — 2 2 1 1 9 Net (charge offs) recoveries — (8 ) (78 ) — 2 — (7 ) (3 ) (94 ) Allowance for credit losses – end of period $ 92 $ 358 $ 488 $ 15 $ 50 $ 19 $ 33 $ 8 $ 1,063 Three Months Ended June 30, 2015 Allowance for credit losses – beginning of period $ 90 $ 295 $ 128 $ 21 $ 95 $ 29 $ 35 $ 10 $ 703 Provision charged (credited) to income (3 ) (2 ) 2 (3 ) (6 ) — 4 2 (6 ) Charge offs (1 ) (38 ) — — (10 ) (3 ) (8 ) (4 ) (64 ) Recoveries 3 5 — — 4 1 2 — 15 Net (charge offs) recoveries 2 (33 ) — — (6 ) (2 ) (6 ) (4 ) (49 ) Allowance for credit losses – end of period $ 89 $ 260 $ 130 $ 18 $ 83 $ 27 $ 33 $ 8 $ 648 Six Months Ended June 30, 2016 Allowance for credit losses – beginning of period $ 86 $ 434 $ 240 $ 19 $ 68 $ 24 $ 32 $ 9 $ 912 Provision charged (credited) to income 6 (42 ) 333 (4 ) (16 ) (3 ) 14 3 291 Charge-offs — (39 ) (85 ) — (9 ) (5 ) (16 ) (5 ) (159 ) Recoveries — 5 — — 7 3 3 1 19 Net (charge-offs) recoveries — (34 ) (85 ) — (2 ) (2 ) (13 ) (4 ) (140 ) Allowance for credit losses – end of period $ 92 $ 358 $ 488 $ 15 $ 50 $ 19 $ 33 $ 8 $ 1,063 Ending balance: collectively evaluated for impairment $ 90 $ 255 $ 241 $ 14 $ 22 $ 18 $ 32 $ 8 $ 680 Ending balance: individually evaluated for impairment 2 103 247 1 28 1 1 — 383 Total allowance for credit losses $ 92 $ 358 $ 488 $ 15 $ 50 $ 19 $ 33 $ 8 $ 1,063 Loans: Collectively evaluated for impairment (1) $ 10,875 $ 18,574 $ 25,714 $ 3,130 $ 16,423 $ 1,433 $ 663 $ 421 $ 77,233 Individually evaluated for impairment (2) 98 501 643 8 188 5 5 — 1,448 Loans carried at lower of amortized cost or fair value less cost to sell — — — — 1,056 73 — — 1,129 Total loans $ 10,973 $ 19,075 $ 26,357 $ 3,138 $ 17,667 $ 1,511 $ 668 $ 421 $ 79,810 Commercial Consumer Construction and Other Real Estate Business and Corporate Banking Global Banking Other Comm’l Residential Mortgages Home Equity Mortgages Credit Card Other Consumer Total (in millions) Six Months Ended June 30, 2015 Allowance for credit losses – beginning of period $ 89 $ 275 $ 107 $ 21 $ 107 $ 32 $ 39 $ 10 $ 680 Provision charged (credited) to income (1 ) 22 23 (2 ) (6 ) (2 ) 7 6 47 Charge-offs (2 ) (44 ) — (1 ) (24 ) (5 ) (16 ) (10 ) (102 ) Recoveries 3 7 — — 6 2 3 2 23 Net (charge-offs) recoveries 1 (37 ) — (1 ) (18 ) (3 ) (13 ) (8 ) (79 ) Allowance for credit losses – end of period $ 89 $ 260 $ 130 $ 18 $ 83 $ 27 $ 33 $ 8 $ 648 Ending balance: collectively evaluated for impairment $ 86 $ 257 $ 130 $ 17 $ 42 $ 26 $ 32 $ 8 $ 598 Ending balance: individually evaluated for impairment 3 3 — 1 41 1 1 — 50 Total allowance for credit losses $ 89 $ 260 $ 130 $ 18 $ 83 $ 27 $ 33 $ 8 $ 648 Loans: Collectively evaluated for impairment (1) $ 11,388 $ 19,624 $ 28,929 $ 3,415 $ 15,478 $ 1,610 $ 686 $ 410 $ 81,540 Individually evaluated for impairment (2) 132 88 13 7 262 5 6 — 513 Loans carried at lower of amortized cost or fair value less cost to sell — — — — 1,493 71 — — 1,564 Total loans $ 11,520 $ 19,712 $ 28,942 $ 3,422 $ 17,233 $ 1,686 $ 692 $ 410 $ 83,617 (1) Global Banking includes loans to HSBC affiliates totaling $5,072 million and $4,607 million at June 30, 2016 and 2015 , respectively, for which we do not carry an associated allowance for credit losses. (2) For consumer loans and certain small business loans, these amounts represent TDR Loans for which we evaluate reserves using a discounted cash flow methodology. Each loan is individually identified as a TDR Loan and then grouped together with other TDR Loans with similar characteristics. The discounted cash flow analysis is then applied to these groups of TDR Loans. Loans individually evaluated for impairment exclude TDR loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell which totaled $763 million and $775 million at June 30, 2016 and 2015 , respectively.

Loans Held for Sale

Loans Held for Sale	6 Months Ended
	Jun. 30, 2016
Receivables [Abstract]
Loans Held for Sale	Loans Held for Sale Loans held for sale consisted of the following: June 30, 2016 December 31, 2015 (in millions) Commercial loans: Construction and other real estate $ — $ 1,895 Global banking 901 200 Total commercial 901 2,095 Consumer loans: Residential mortgages 391 11 Other consumer 77 79 Total consumer 468 90 Total loans held for sale $ 1,369 $ 2,185 Construction and Other Real Estate During the second quarter of 2016, we sold $1,161 million of certain commercial real estate loans to a third party and recognized a loss on sale of approximately $3 million , including transaction costs. Upon completion of the sale, the remaining loans that were not sold, which had a carrying value of $612 million at June 30, 2016, were transferred back to held for investment as we now intend to hold these loans for the foreseeable future. Global Banking During the first quarter of 2016, we transferred certain global banking loans with a carrying value of $1,088 million to held for sale, including a portion of our interest in a large secured bridge loan facility as well as certain other loans which were transferred as part of an effort to optimize returns on risk weighted assets. There was no lower of amortized cost or fair value adjustment recorded associated with these transfers as the transferred loans are performing. During the second quarter of 2016, the large secured bridge loan facility was repaid and replaced with a new term loan facility which had a carrying value of $763 million at June 30, 2016 that we intend to sell through loan participations and have elected to designate under the fair value option. Global banking commercial loans held for sale includes certain loans which we have elected to designate under the fair value option, which includes commercial loans that we originate in connection with our participation in a number of syndicated credit facilities with the intent of selling them to unaffiliated third parties (including the $763 million new term loan facility discussed above) and commercial loans that we purchase from the secondary market and hold as hedges against our exposure to certain total return swaps. The fair value of loans held for sale under these programs totaled $867 million and $151 million at June 30, 2016 and December 31, 2015 , respectively. See Note 11, "Fair Value Option," for additional information. During the three and six months ended June 30, 2016 , we recorded lower of amortized cost or fair value adjustments of $4 million and $30 million , respectively, associated with the write-down of global banking loans which were transferred to held for sale prior to 2016 as a component of other income (loss) in the consolidated statement of income (loss). Residential Mortgages As previously disclosed, we continue to evaluate our overall operations as we seek to optimize our risk profile and cost efficiencies, as well as our liquidity, capital and funding requirements. As part of this on-going evaluation, as well as continued market demand for non-performing residential mortgage loans, during the first quarter of 2016 we decided we no longer have the intent to hold for investment certain residential mortgage loans and adopted a formal program to initiate sale activities for these residential mortgage loans when a loan meeting pre-determined criteria is written down to the lower of amortized cost or fair value of the collateral less cost to sell (generally 180 days past due) in accordance with our existing charge-off policies. These loans were largely originated by us prior to the implementation of our Premier strategy. Under this program, during the three and six months ended June 30, 2016 , we transferred residential mortgage loans to held for sale with a total unpaid principal balance of approximately $27 million and $524 million , respectively, at the time of transfer. The carrying value of these loans prior to transfer after considering the fair value of the property less costs to sell was approximately $25 million and $433 million , respectively, including related escrow advances. As we plan to sell these loans to third party investors, fair value represents the price we believe a third party investor would pay to acquire the loan portfolios. During the three and six months ended June 30, 2016 , we recorded an initial lower of amortized cost or fair value adjustment of $5 million and $38 million , respectively, associated with newly transferred loans, all of which was attributed to non-credit factors and recorded as a component of other income (loss) in the consolidated statement of income (loss). During both the three and six months ended June 30, 2016 , we recorded $6 million of additional lower of amortized cost or fair value adjustment on these loans held for sale as a component of other income (loss) in the consolidated statement of income (loss) as a result of a change in the estimated pricing on specific pools of loans. In addition to the residential mortgage sales program discussed above, we sell all our agency eligible residential mortgage loan originations servicing released directly to PHH Mortgage Corporation ("PHH Mortgage"). Gains and losses from the sale of these residential mortgage loans are reflected as a component of residential mortgage banking revenue in the accompanying consolidated statement of income (loss). Also included in residential mortgage loans held for sale are subprime residential mortgage loans with a fair value of $3 million at both June 30, 2016 and December 31, 2015 which were previously 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 purchased by PHH Mortgage. Other Consumer Loans Other consumer loans held for sale reflects student loans which we no longer originate. Valuation Allowances 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, with adjustments to fair value being recorded as a valuation allowance. The valuation allowance on consumer loans held for sale was $55 million and $13 million at June 30, 2016 and December 31, 2015 , respectively. The valuation allowance on commercial loans held for sale was $50 million and $21 million at June 30, 2016 and December 31, 2015 , respectively.

Intangible Assets

Intangible Assets	6 Months Ended
	Jun. 30, 2016
Goodwill and Intangible Assets Disclosure [Abstract]
Intangible Assets	Intangible Assets Intangible assets consisted of the following: June 30, 2016 December 31, 2015 (in millions) Mortgage servicing rights $ — $ 140 Purchased credit card relationships 37 41 Total intangible assets $ 37 $ 181 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. Prior to our agreement with PHH Mortgage, we recognized the right to service residential mortgage loans as a separate and distinct asset at the time they were acquired or when originated loans were sold. In March 2016, we initiated an active program to sell our remaining MSRs portfolio and reclassified them to held for sale within other assets on the consolidated balance sheet. See Note 9, "Other Assets Held for Sale," for additional information on our MSRs portfolio, including critical assumptions used to calculate fair value at June 30, 2016 . The following table summarizes the critical assumptions used to calculate the fair value of MSRs at December 31, 2015 : December 31, 2015 Annualized constant prepayment rate 13.8 % Constant discount rate 12.6 % Weighted average life (in years) 4.5 The following table summarizes MSRs activity during the three and six months ended June 30, 2015 : Three Months Ended June 30, 2015 Six Months Ended June 30, 2015 (in millions) Fair value of MSRs: Beginning balance $ 140 $ 159 Changes in fair value due to changes in valuation model inputs or assumptions 19 8 Reductions related to customer payments (1 ) (9 ) Ending balance $ 158 $ 158 The outstanding principal balance of serviced for others mortgages, which are not included in the consolidated balance sheet, totaled $18,930 million at December 31, 2015 . Servicing fees collected are included in residential mortgage banking revenue and totaled $15 million and $30 million during the three and six months ended June 30, 2015 , respectively. 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 $36,048 million and $37,544 million at June 30, 2016 and December 31, 2015 , 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 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 Bank, National Association and was written off at the time of sale. 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	6 Months Ended
	Jun. 30, 2016
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill	Goodwill Goodwill was $1,612 million at both June 30, 2016 and December 31, 2015 . Included in goodwill for these periods were accumulated impairment losses of $670 million . During the first half of 2016, there were no events or changes in circumstances to indicate that it is more likely than not the fair values of any of our reporting units have reduced below their respective carrying amounts.

Other Assets Held for Sale

Other Assets Held for Sale	6 Months Ended
	Jun. 30, 2016
Discontinued Operations and Disposal Groups [Abstract]
Other Assets Held for Sale	Other Assets Held for Sale In March 2016, our Retail Banking and Wealth Management business initiated an active program to sell its remaining MSRs portfolio which has been in run-off for several years. As a result, we now consider the MSRs portfolio and related servicing advances to be held for sale at June 30, 2016 and reported them in other assets on the consolidated balance sheet. Any sale, which would be subject to regulatory approval, is expected to be completed during the second half of 2016. As the MSRs are carried at fair value and we expect to transfer the related servicing advances to the buyer at near cost, the lower of amortized cost or fair value adjustment recorded associated with this reclassification to held for sale was insignificant. The disposal group held for sale reported in other assets consisted of the following at June 30, 2016 : Location on Consolidated Balance Sheet Prior to Reclassification to Held for Sale June 30, 2016 (in millions) Mortgage servicing rights Intangible assets, net $ 104 Servicing advances Other assets 209 Total assets held for sale $ 313 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 at June 30, 2016 : June 30, 2016 Annualized constant prepayment rate 18.0 % Constant discount rate 10.3 % Weighted average life (in years) 3.7 The following table summarizes MSRs activity during the three and six months ended June 30, 2016 : Three Months Ended June 30, 2016 Six Months Ended June 30, 2016 (in millions) Fair value of MSRs: Beginning balance $ 117 $ 140 Changes in fair value due to changes in valuation model inputs or assumptions (8 ) (24 ) Reductions related to customer payments (5 ) (12 ) Ending balance $ 104 $ 104 The outstanding principal balance of serviced for others mortgages, which are not included in the consolidated balance sheet, totaled $17,305 million at June 30, 2016 . Servicing fees collected are included in residential mortgage banking revenue and totaled $12 million and $25 million during the three and six months ended June 30, 2016 , respectively.

Derivative Financial Instrument

Derivative Financial Instruments	6 Months Ended
	Jun. 30, 2016
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, derivative instruments are designated in one of the following categories: (a) financial instruments held for trading, (b) hedging instruments designated as qualifying hedges under derivative and hedge accounting principles or (c) non-qualifying economic hedges. 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 agreements with counterparties, the master netting agreements 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 master netting 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 where an appropriate legal opinion to determine such agreements are enforceable has not been either sought or obtained, have not been netted in the table below. Where we have received or posted collateral under netting agreements where an appropriate legal opinion to determine such agreements are enforceable has not been either sought or obtained, the related collateral also has not been netted in the table below. June 30, 2016 December 31, 2015 Derivative assets Derivative liabilities Derivative assets Derivative liabilities (in millions) Derivatives accounted for as fair value hedges (1) OTC-cleared (2) $ 76 $ 1,075 $ 42 $ 240 Bilateral OTC (2) 1 399 — 292 Interest rate contracts 77 1,474 42 532 Derivatives accounted for as cash flow hedges (1) Foreign exchange contracts - bilateral OTC (2) — 3 17 — OTC-cleared (2) 20 40 6 16 Bilateral OTC (2) — 230 — 137 Interest rate contracts 20 270 6 153 Total derivatives accounted for as hedges 97 1,747 65 685 Trading derivatives not accounted for as hedges (3) Exchange-traded (2) 70 64 27 27 OTC-cleared (2) 29,459 27,656 15,717 14,723 Bilateral OTC (2) 22,232 25,015 18,716 19,906 Interest rate contracts 51,761 52,735 34,460 34,656 Exchange-traded (2) 8 47 — 15 Bilateral OTC (2) 25,217 23,675 24,160 22,324 Foreign exchange contracts 25,225 23,722 24,160 22,339 Equity contracts - bilateral OTC (2) 1,298 1,295 1,344 1,340 Exchange-traded (2) 33 142 38 39 Bilateral OTC (2) 746 835 891 552 Precious metals contracts 779 977 929 591 OTC-cleared (2) 710 836 899 1,212 Bilateral OTC (2) 1,634 1,552 2,913 2,565 Credit contracts 2,344 2,388 3,812 3,777 Other derivatives not accounted for as hedges (1) Interest rate contracts - bilateral OTC (2) 1,064 162 761 120 Foreign exchange contracts - bilateral OTC (2) — 45 — 97 Equity contracts - bilateral OTC (2) 472 372 462 422 Credit contracts - bilateral OTC (2) 34 4 73 6 Total derivatives 83,074 83,447 66,066 64,033 Less: Gross amounts of receivable / payable subject to enforceable master netting agreements (4)(6) 72,762 72,762 55,510 55,510 Less: Gross amounts of cash collateral received / posted subject to enforceable master netting agreements (5)(6) 5,123 1,399 4,942 1,530 Net amounts of derivative assets / liabilities presented in the balance sheet 5,189 9,286 5,614 6,993 Less: Gross amounts of financial instrument collateral received / posted subject to enforceable master netting agreements but not offset in the consolidated balance sheet 1,142 5,636 1,114 3,674 Net amounts of derivative assets / liabilities $ 4,047 $ 3,650 $ 4,500 $ 3,319 (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 netting agreements. (6) Netting is performed at a counterparty level in cases where enforceable master netting 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 18, "Guarantee Arrangements, Pledged Assets and Repurchase Agreements," 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 increased the carrying amount of our debt by $31 million and $96 million during the three and six months ended June 30, 2016 , respectively, compared with decreases of $12 million and $12 million during the three and six months ended June 30, 2015 , respectively. 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 and six months ended June 30, 2016 , respectively, compared with $2 million and $3 million during the three and six months ended June 30, 2015 , respectively. The total accumulated unamortized basis adjustments amounted to an increase in the carrying amount of our debt of $87 million at June 30, 2016 , compared with a decrease of $6 million at December 31, 2015 . Basis adjustments for active fair value hedges of available-for-sale ("AFS") securities increased the carrying amount of the securities by $352 million and $954 million during the three and six months ended June 30, 2016 , respectively, compared with decreases of $397 million and $178 million during the three and six months ended June 30, 2015 , respectively. The total accumulated unamortized basis adjustments for active fair value hedges of AFS securities amounted to increases in the carrying amount of the securities of $1,395 million and $439 million at June 30, 2016 and December 31, 2015 , respectively. The following table presents information on gains and losses on derivative instruments designated and qualifying as hedging instruments in fair value hedges and the hedged items in fair value hedges and their location on the consolidated statement of income (loss): Gain (Loss) on Derivative Gain (Loss) on Hedged Items Net Ineffective Gain (Loss) Recognized Interest Income (Expense) Other Income (Loss) Interest Income (Expense) Other Income (Loss) Other Income (Loss) (in millions) Three Months Ended June 30, 2016 Interest rate contracts/AFS Securities $ (47 ) $ (397 ) $ 96 $ 376 $ (21 ) Interest rate contracts/long-term debt 7 32 (31 ) (31 ) 1 Total $ (40 ) $ (365 ) $ 65 $ 345 $ (20 ) Three Months Ended June 30, 2015 Interest rate contracts/AFS Securities $ (49 ) $ 453 $ 93 $ (437 ) $ 16 Interest rate contracts/long-term debt 6 (12 ) (22 ) 12 — Total $ (43 ) $ 441 $ 71 $ (425 ) $ 16 Six Months Ended June 30, 2016 Interest rate contracts/AFS Securities $ (95 ) $ (1,053 ) $ 189 $ 1,002 $ (51 ) Interest rate contracts/long-term debt 15 98 (61 ) (96 ) 2 Total $ (80 ) $ (955 ) $ 128 $ 906 $ (49 ) Six Months Ended June 30, 2015 Interest rate contracts/AFS Securities $ (103 ) $ 205 $ 181 $ (197 ) $ 8 Interest rate contracts/long-term debt 9 (12 ) (33 ) 12 — Total $ (94 ) $ 193 $ 148 $ (185 ) $ 8 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 being hedged materialize and are recorded in income or expense, the associated gain or loss from the hedging derivative previously recorded in accumulated other comprehensive income (loss) ("AOCI") 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 AOCI 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. At June 30, 2016 and December 31, 2015 , active cash flow hedge relationships extend or mature through July 2036 . During the three and six months ended June 30, 2016 , respectively, $5 million and $9 million of losses related to terminated and/or re-designated cash flow hedge relationships were amortized to earnings from AOCI, compared with losses of $2 million and $5 million during the three and six months ended June 30, 2015 , respectively. During the next twelve months, we expect to amortize $15 million of remaining losses to earnings resulting from these terminated and/or re-designated cash flow hedges. The interest accrual related to the hedging instruments 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 (loss): Gain (Loss) Recognized in AOCI on Derivative (Effective Portion) Location of Gain (Loss) Reclassified from AOCI into Income (Effective Portion) Gain (Loss) Reclassed From AOCI into Income (Effective Portion) Location of Gain (Loss) Recognized in Income on the Derivative (Ineffective Portion and Amount Excluded from Effectiveness Testing) Gain (Loss) Recognized in Income on the Derivative (Ineffective Portion) 2016 2015 2016 2015 2016 2015 (in millions) Three Months Ended June 30, Foreign exchange contracts $ — $ 1 Interest income (expense) $ — $ — Other income (loss) $ — $ — Interest rate contracts (24 ) 48 Interest income (expense) (5 ) (2 ) Other income (loss) — — Total $ (24 ) $ 49 $ (5 ) $ (2 ) $ — $ — Six Months Ended June 30, Foreign exchange contracts $ — $ 1 Interest income (expense) $ — $ — Other income (loss) $ — $ — Interest rate contracts (100 ) 15 Interest income (expense) (9 ) (5 ) Other income (loss) — — Total $ (100 ) $ 16 $ (9 ) $ (5 ) $ — $ — Trading Derivatives and Non-Qualifying Hedging Activities In addition to risk management, we enter into derivative instruments, including buy- and sell-protection credit derivatives, 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. Our non-qualifying hedging activities include: • Derivative contracts related to the fixed-rate long-term debt issuances and hybrid instruments, including all structured notes and structured deposits, for which we have elected fair value option accounting. These derivative contracts are non-qualifying hedges but are considered economic hedges. • 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. • Forward purchase or sale of to-be-announced ("TBA") securities designated 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 on economic hedges are recognized in gain (loss) on instruments designated at fair value and related derivatives, other income (loss) 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 (loss): Location of Gain (Loss) Recognized in Income on Derivatives Amount of Gain (Loss) Recognized in Income on Derivatives Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Interest rate contracts Trading revenue $ (233 ) $ 71 $ (510 ) $ 541 Interest rate contracts Residential mortgage banking revenue 11 (18 ) 43 6 Foreign exchange contracts Trading revenue 131 207 228 (149 ) Equity contracts Trading revenue 3 4 3 3 Precious metals contracts Trading revenue 29 (27 ) 29 19 Credit contracts Trading revenue (25 ) 4 (62 ) (17 ) Total $ (84 ) $ 241 $ (269 ) $ 403 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 (loss): Location of Gain (Loss) Recognized in Income on Derivatives Amount of Gain (Loss) Recognized in Income on Derivatives Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Interest rate contracts Gain (loss) on instruments designated at fair value and related derivatives $ 111 $ (142 ) $ 325 $ (33 ) Interest rate contracts Residential mortgage banking revenue — 1 — 1 Foreign exchange contracts Gain (loss) on instruments designated at fair value and related derivatives 8 6 20 5 Equity contracts Gain (loss) on instruments designated at fair value and related derivatives 81 (125 ) 32 132 Precious metals contracts Gain (loss) on instruments designated at fair value and related derivatives — — — 1 Credit contracts Gain (loss)on instruments designated at fair value and related derivatives — (3 ) — (3 ) Credit contracts Other income (loss) (29 ) (45 ) (41 ) (23 ) Total $ 171 $ (308 ) $ 336 $ 80 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 at June 30, 2016 was $6,731 million , for which we had posted collateral of $6,559 million . The aggregate fair value of all derivative instruments with credit-risk-related contingent features that were in a liability position at December 31, 2015 was $7,139 million , for which we had posted collateral of $6,283 million . Substantially all of the collateral posted is in the form of cash or securities available-for-sale. See Note 18, "Guarantee Arrangements, Pledged Assets and Repurchase Agreements," 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 Aa3 A1 (in millions) Amount of additional collateral to be posted upon downgrade $ — $ 67 Single-notch downgrade Two-notch downgrade Standard & Poor's ("S&P") A+ A (in millions) Amount of additional collateral to be posted upon downgrade $ 67 $ 77 Notional Value of Derivative Contracts The following table summarizes the notional values of derivative contracts: June 30, 2016 December 31, 2015 (in millions) Interest rate: Futures and forwards $ 247,415 $ 149,413 Swaps 2,301,773 2,453,526 Options written 96,548 65,747 Options purchased 125,146 80,092 2,770,882 2,748,778 Foreign exchange: Swaps, futures and forwards 998,941 980,811 Options written 75,580 81,132 Options purchased 76,607 82,004 Spot 29,982 42,724 1,181,110 1,186,671 Commodities, equities and precious metals: Swaps, futures and forwards 47,941 35,546 Options written 18,267 19,601 Options purchased 31,278 33,374 97,486 88,521 Credit derivatives 161,251 188,070 Total $ 4,210,729 $ 4,212,040

Fair Value Option

Fair Value Option	6 Months Ended
	Jun. 30, 2016
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 ("IFRSs") as issued by the International Accounting Standards Board ("IASB") and as endorsed by the European Union ("EU"). 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 accounting to certain commercial loans held for sale, certain securities sold under repurchase agreements, 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 (loss). 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. 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. Interest from these loans is recorded as interest income in the consolidated statement of income (loss). 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. At June 30, 2016 , there was a fair value option loan in nonaccrual status, which had a fair value of $57 million and an unpaid principal balance of $69 million , and there were no fair value option loans 90 days or more past due. As of December 31, 2015 , no loans for which the fair value option has been elected were 90 days or more past due or in nonaccrual status. Resale and Repurchase Agreements We elected to apply FVO accounting to certain securities purchased and sold under resale and repurchase agreements which are trading in nature. The election allows us to account for these resale and repurchase agreements at fair value which is consistent with the manner in which the instruments are managed. The fair value of the resale and repurchase agreements is determined using market rates currently offered on comparable transactions with similar underlying collateral and maturities. Interest on these resale and repurchase agreements is recorded as interest income or expense in the consolidated statement of income (loss). The components of gain (loss) related to these resale and repurchase agreements designated at fair value are summarized in the table below. 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 (loss). 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, including structured notes and structured deposits. The valuation of the hybrid instruments is predominantly driven by the derivative features embedded within the instruments and own credit risk. Cash flows of the hybrid instruments in their entirety, including the embedded derivatives, 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 (loss). 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 Fair Value over (under) Unpaid Principal Balance (in millions) At June 30, 2016 Commercial loans held for sale $ 867 $ 890 $ (23 ) Securities purchased under resale agreements 782 776 6 Securities sold under repurchase agreements 2,676 2,670 6 Fixed rate long-term debt 2,096 1,750 346 Hybrid instruments: Structured deposits 7,285 7,136 149 Structured notes 7,143 7,323 (180 ) At December 31, 2015 Commercial loans held for sale $ 151 $ 159 $ (8 ) Securities sold under repurchase agreements 1,976 1,970 6 Fixed rate long-term debt 2,007 1,750 257 Hybrid instruments: Structured deposits 6,919 7,016 (97 ) Structured notes 7,164 7,323 (159 ) 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 the related derivatives and the 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 Securities Purchased Under Resale Agreements Securities Sold Under Repurchase Agreements Long-Term Debt Hybrid Instruments Total (in millions) Three Months Ended June 30, 2016 Interest rate and other components (1) $ — $ — $ (4 ) $ (70 ) $ (128 ) $ (202 ) Credit risk component (2)(3) 3 — — (41 ) 2 (36 ) Total mark-to-market on financial instruments designated at fair value 3 — (4 ) (111 ) (126 ) (238 ) Mark-to-market on the related derivatives — — — 67 117 184 Net realized gain on the related long-term debt derivatives — — — 16 — 16 Gain (loss) on instruments designated at fair value and related derivatives $ 3 $ — $ (4 ) $ (28 ) $ (9 ) $ (38 ) Three Months Ended June 30, 2015 Interest rate and other components (1) $ — $ — $ (2 ) $ 132 $ 212 $ 342 Credit risk component (2)(3) 2 — — 48 (72 ) (22 ) Total mark-to-market on financial instruments designated at fair value 2 — (2 ) 180 140 320 Mark-to-market on the related derivatives — — — (127 ) (154 ) (281 ) Net realized gain on the related long-term debt derivatives — — — 17 — 17 Gain (loss) on instruments designated at fair value and related derivatives $ 2 $ — $ (2 ) $ 70 $ (14 ) $ 56 Six Months Ended June 30, 2016 Interest rate and other components (1) $ — $ 5 $ 1 $ (197 ) $ (162 ) $ (353 ) Credit risk component (2)(3) — — — 108 46 154 Total mark-to-market on financial instruments designated at fair value — 5 1 (89 ) (116 ) (199 ) Mark-to-market on the related derivatives — — — 194 151 345 Net realized gain on the related long-term debt derivatives — — — 32 — 32 Gain (loss) on instruments designated at fair value and related derivatives $ — $ 5 $ 1 $ 137 $ 35 $ 178 Six Months Ended June 30, 2015 Interest rate and other components (1) $ — $ — $ (2 ) $ 50 $ (76 ) $ (28 ) Credit risk component (2)(3) (8 ) — — 118 (43 ) 67 Total mark-to-market on financial instruments designated at fair value (8 ) — (2 ) 168 (119 ) 39 Mark-to-market on the related derivatives — — — (57 ) 125 68 Net realized gain on the related long-term debt derivatives — — — 34 — 34 Gain (loss) on instruments designated at fair value and related derivatives $ (8 ) $ — $ (2 ) $ 145 $ 6 $ 141 (1) As it relates to hybrid instruments, interest rate and other components includes interest rate, foreign exchange and equity contract risks. (2) During the three months ended June 30, 2016 , the loss in the credit risk component for long-term debt was attributable to the tightening of our own credit spreads while the gains during the six months ended June 30, 2016 was attributable to the widening of our own credit spreads. During the three and six months ended June 30, 2015 , the gains in the credit risk component for long-term debt were attributable to the widening of our own credit spreads. (3) During the three months ended June 30, 2016, the gain in the credit risk component for hybrid instruments was attributable to the widening of credit spreads on structured deposits, partially offset by the tightening of our own credits spreads related to structured notes. During the six months ended June 30, 2016, the gains in the credit risk component for hybrid instruments was attributable to the widening of our own credit spreads related to structured notes, partially offset by the tightening of credit spreads on structured deposits. During the three and six months ended June 30, 2015 , the losses in the credit risk component for hybrid instruments were attributable to changes in estimates associated with the valuation techniques used to measure the fair value of certain structured notes and deposits, partially offset by the widening of credit spreads on structured deposits and, in the year-to-date period, the widening of our own credit spreads related to structured notes.

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income (Loss)	6 Months Ended
	Jun. 30, 2016
Equity [Abstract]
Accumulated Other Comprehensive Loss	Accumulated Other Comprehensive Income (Loss) Accumulated other comprehensive income (loss) includes certain items that are reported directly within a separate component of shareholders’ equity. The following table presents changes in accumulated other comprehensive income (loss) balances: Three Months Ended June 30 2016 2015 (in millions) Unrealized gains (losses) on investment securities: Balance at beginning of period $ 44 $ 130 Other comprehensive income (loss) for period: Net unrealized gains (losses) arising during period, net of tax of $135 million and $(117) million, respectively 223 (198 ) Reclassification adjustment for gains realized in net income, net of tax of $(13) million and $(13) million, respectively (1) (23 ) (22 ) Amortization of net unrealized losses on securities transferred from available-for-sale to held-to-maturity realized in net income, net of tax of $4 million and $4 million, respectively (2) 8 7 Total other comprehensive income (loss) for period 208 (213 ) Balance at end of period 252 (83 ) Unrealized losses on derivatives designated as cash flow hedges: Balance at beginning of period (215 ) (175 ) Other comprehensive income (loss) for period: Net unrealized gains (losses) arising during period, net of tax of $(10) million and $19 million, respectively (14 ) 30 Reclassification adjustment for losses realized in net income, net of tax of $2 million and $1 million, respectively (3) 3 1 Total other comprehensive income (loss) for period (11 ) 31 Balance at end of period (226 ) (144 ) Pension and postretirement benefit liability: Balance at beginning and end of period (3 ) (2 ) Total accumulated other comprehensive income (loss) at end of period $ 23 $ (229 ) Six Months Ended June 30, 2016 2015 (in millions) Unrealized gains (losses) on investment securities: Balance at beginning of period $ (234 ) $ 158 Other comprehensive income (loss) for period: Net unrealized gains (losses) arising during period, net of tax of $308 million and $(128) million, respectively 515 (217 ) Reclassification adjustment for gains realized in net income, net of tax of $(24) million and $(22) million, respectively (1) (41 ) (36 ) Amortization of net unrealized losses on securities transferred from available-for-sale to held-to-maturity realized in net income, net of tax of $7 million and $7 million, respectively (2) 12 12 Total other comprehensive income (loss) for period 486 (241 ) Balance at end of period 252 (83 ) Unrealized losses on derivatives designated as cash flow hedges: Balance at beginning of period (170 ) (156 ) Other comprehensive income (loss) for period: Net unrealized gains (losses) arising during period, net of tax of $(38) million and $7 million, respectively (62 ) 9 Reclassification adjustment for losses realized in net income, net of tax of $3 million and $2 million, respectively (3) 6 3 Total other comprehensive income (loss) for period (56 ) 12 Balance at end of period (226 ) (144 ) Pension and postretirement benefit liability: Balance at beginning of period (3 ) (3 ) 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 (3 ) (2 ) Total accumulated other comprehensive income (loss) at end of period $ 23 $ (229 ) (1) Amount reclassified to net income is included in other securities gains, net in our consolidated statement of income (loss). (2) Amount amortized to net income is included in interest income in our consolidated statement of income (loss). During 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 net income is included in interest income (expense) in our consolidated statement of income (loss).

Pension and Other Postretiremen

Pension and Other Postretirement Benefits	6 Months Ended
	Jun. 30, 2016
Compensation and Retirement Disclosure [Abstract]
Pension 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 (loss) and shown in the table below reflect the portion of pension expense of the combined HSBC North America Pension Plan (either the "HSBC North America Pension Plan" or the "Plan") which has been allocated to us. Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Interest cost on projected benefit obligation 17 16 35 33 Expected return on plan assets (22 ) (23 ) (42 ) (46 ) Amortization of net actuarial loss 9 10 19 19 Administrative costs 2 1 3 3 Pension expense $ 6 $ 4 $ 15 $ 9 Higher pension expense during the three and six months ended June 30, 2016 was due primarily to a lower expected return on plan assets which reflects market conditions and a shift to more fixed income securities in the investment portfolio to better match pension liabilities. Postretirement Plans Other Than Pensions The components of net periodic benefit cost for our postretirement plans other than pension are as follows: Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Interest cost on accumulated benefit obligation $ — $ — $ 1 $ 1 Net periodic postretirement benefit cost $ — $ — $ 1 $ 1

Related Party Transactions

Related Party Transactions	6 Months Ended
	Jun. 30, 2016
Related Party Transactions [Abstract]
Related Party Transactions	Related Party Transactions In the normal course of business, we conduct transactions with HSBC and its subsidiaries. HSBC policy requires that these transactions occur at prevailing market rates and terms and include funding arrangements, derivative transactions, servicing arrangements, information technology support, centralized support services, banking and other miscellaneous services and where applicable, these transactions are compliant with United States banking regulations. 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: June 30, 2016 December 31, 2015 (in millions) Assets: Cash and due from banks $ 172 $ 169 Interest bearing deposits with banks 280 244 Securities purchased under agreements to resell (1) 4,000 4,000 Trading assets (2) 19,795 18,632 Loans 5,072 4,815 Other (3) 229 458 Total assets $ 29,548 $ 28,318 Liabilities: Deposits $ 22,589 $ 13,486 Trading liabilities (2) 21,632 19,496 Short-term borrowings 2,449 2,004 Long-term debt 1,830 1,827 Other (3) 274 346 Total liabilities $ 48,774 $ 37,159 (1) Reflects overnight purchases of U.S. Treasury securities which HSBC Securities (USA) Inc. ("HSI") has agreed to repurchase. (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 balances associated with hedging activities and other miscellaneous account receivables and payables. Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Income/(Expense): Interest income $ 30 $ 28 $ 60 $ 58 Interest expense (35 ) (8 ) (64 ) (22 ) Net interest income (5 ) 20 (4 ) 36 Trading revenue 956 221 799 369 Servicing and other fees from HSBC affiliates: HSBC Bank plc 26 18 48 37 HSBC Finance Corporation 8 13 21 29 HSBC Markets (USA) Inc. ("HMUS") 4 6 10 13 Other HSBC affiliates 13 16 26 30 Total servicing and other fees from HSBC affiliates 51 53 105 109 Gain (loss) on instruments designed at fair value and related derivatives 79 (128 ) 35 130 Support services from HSBC affiliates: HMUS (55 ) (69 ) (108 ) (133 ) HSBC Technology & Services (USA) ("HTSU") (253 ) (264 ) (482 ) (504 ) Other HSBC affiliates (47 ) (52 ) (85 ) (100 ) Total support services from HSBC affiliates (355 ) (385 ) (675 ) (737 ) Stock based compensation expense with HSBC (1) (11 ) (15 ) (17 ) (28 ) (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 (loss). Employees also may participate in a defined benefit pension plan and other postretirement plans sponsored by HSBC North America which are discussed in Note 13, "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 June 30, 2016 and December 31, 2015 , long-term debt with affiliates reflected $1.0 billion in floating rate senior debt and $0.9 billion in floating rate subordinated debt with HSBC North America. These borrowings mature in December 2016 and May 2025, respectively. We have a $150 million uncommitted line of credit with HSBC North America Inc. although there was no outstanding balance at either June 30, 2016 or December 31, 2015 . We have also incurred short-term borrowings with certain affiliates, largely securities sold under repurchase agreements with HSI. In addition, certain affiliates have also placed deposits with us. Lending and Derivative Related Arrangements Extended to HSBC Affiliates: At June 30, 2016 and December 31, 2015 , we have the following loan balances outstanding with HSBC affiliates: June 30, 2016 December 31, 2015 (in millions) HSBC Finance Corporation $ 3,013 $ 3,014 HSBC Markets (USA) Inc. ("HMUS") and subsidiaries 588 978 HSBC Mexico S.A. 725 725 Regency Assets Limited ("Regency") (1) 729 58 Other short-term affiliate lending 17 40 Total loans $ 5,072 $ 4,815 (1) An asset-backed commercial paper conduit consolidated by an HSBC affiliate. 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 2016. The credit agreement allows for borrowings with maturities of up to 5 years . At both June 30, 2016 and December 31, 2015 , $3.0 billion was outstanding under this credit agreement with $0.5 billion maturing in September 2017 , $1.5 billion maturing in January 2018 and $1.0 billion maturing in September 2018 . We have also extended a committed revolving credit facility to HSBC Finance of $1.0 billion which did not have any outstanding balance at either June 30, 2016 or December 31, 2015 . 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 $10.7 billion at both June 30, 2016 and December 31, 2015 , respectively, of which $588 million and $978 million , respectively, was outstanding. The maturities of the outstanding borrowings range from overnight to three months. Each borrowing is re-evaluated prior to its maturity date and either extended or allowed to mature. HSBC Mexico S.A. We have extended an uncommitted line of credit to HSBC Mexico S.A. in the amount of $1.2 billion at both June 30, 2016 and December 31, 2015 , of which $725 million was outstanding at both June 30, 2016 and December 31, 2015 , respectively. The outstanding balances mature in 2018. Regency HUSI is committed to provide liquidity facilities to backstop the liquidity risk in Regency in relation to assets originated in the United States. The notional amount of the liquidity facilities provided by HUSI to Regency was approximately $3.8 billion and $3.4 billion at June 30, 2016 and December 31, 2015 , respectively, which is less than half of Regency's total liquidity facilities. At June 30, 2016 and December 31, 2015 , $729 million and $58 million , respectively, was outstanding under these facilities. These borrowings mature at various stages between 2016 and 2017. We have extended lines of credit to various other HSBC affiliates totaling $3.1 billion which did not have any outstanding balances at either June 30, 2016 and December 31, 2015 . Other short-term affiliate lending In addition to loans and lines extended to affiliates discussed above, from time to time we may extend loans to affiliates which are generally short term in nature. At June 30, 2016 and December 31, 2015 , there were $17 million and $40 million , respectively, of these loans outstanding. 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 $978.1 billion and 1,004.1 billion at June 30, 2016 and December 31, 2015 , respectively. The net credit exposure (defined as the net fair value of derivative assets and liabilities, including any collateral received) related to the contracts was approximately $13 million and $216 million at June 30, 2016 and December 31, 2015 , 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 $636 million and $696 million at June 30, 2016 and December 31, 2015 , 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 Services Limited, 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 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 $31 million during the three and six months ended June 30, 2016 , respectively, compared with $14 million and $29 million during the three and six months ended June 30, 2015 , respectively. During the second quarter of 2016, HSBC USA issued $1,265 million of 6.0 percent Non-Cumulative Series I Preferred Stock to HSBC North America. See Note 16, "Retained Earnings and Regulatory Capital Requirements," for additional details.

Business Segments

Business Segments	6 Months Ended
	Jun. 30, 2016
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"). We previously announced that with effect from January 1, 2016, a portion of our Business Banking client group, generally representing those small business customers with $3 million or less in annual revenue (now referred to as Retail Business Banking), would be better managed as part of RBWM rather than CMB given the similarities in their banking activities with the RBWM customer base. Therefore, to coincide with the change in our management reporting effective beginning in the first quarter of 2016, we have included the results of Retail Business Banking in the RBWM segment for all periods presented. As a result, loss before tax for the RBWM segment increased $8 million and $16 million during the three and six months ended June 30, 2015, respectively . There have been no other changes in the basis of our segmentation or measurement of segment profit as compared with the presentation in our 2015 Form 10-K. During the first half of 2016, we determined that a portion of our Large Corporate client group, generally representing those large business customers with more complex banking activities which require the levels of support routinely provided by relationship managers in GB&M, would be better managed as part of GB&M rather than CMB. We currently anticipate this transfer will occur effective October 1, 2016. Therefore, beginning in the fourth quarter of 2016, we will include the results of the transferred client relationships in the GB&M segment. Our segment results are presented in accordance with HSBC Group accounting and reporting policies, which apply IFRSs as issued by the IASB and as endorsed by the EU, and, as a result, our segment results are prepared and presented using financial information prepared on the Group Reporting Basis 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 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 2016, we will evaluate any impact such changes may have on our segment reporting. A summary of differences between U.S. GAAP and the Group Reporting Basis as they impact our results are presented in Note 22, "Business Segments," in our 2015 Form 10-K. There have been no significant changes since December 31, 2015 in the differences between U.S. GAAP and the 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/ Reconciling Items Total Group Reporting Basis Adjustments (3) Group Reporting Basis Reclassi- fications (4) U.S. GAAP Consolidated Totals (in millions) Three Months Ended June 30, 2016 Net interest income (1) $ 204 $ 205 $ 190 $ 49 $ (5 ) $ — $ 643 $ (22 ) $ 17 $ 638 Other operating income 77 67 178 22 (19 ) — 325 (14 ) (18 ) 293 Total operating income 281 272 368 71 (24 ) — 968 (36 ) (1 ) 931 Loan impairment charges 9 18 150 — — — 177 (19 ) (24 ) 134 272 254 218 71 (24 ) — 791 (17 ) 23 797 Operating expenses (2) 268 166 249 59 63 — 805 (5 ) 23 823 Profit (loss) before income tax expense $ 4 $ 88 $ (31 ) $ 12 $ (87 ) $ — $ (14 ) $ (12 ) $ — $ (26 ) Three Months Ended June 30, 2015 Net interest income (1) $ 199 $ 207 $ 132 $ 50 $ (5 ) $ (3 ) $ 580 $ (18 ) $ 64 $ 626 Other operating income 87 70 219 27 75 3 481 (15 ) (63 ) 403 Total operating income 286 277 351 77 70 — 1,061 (33 ) 1 1,029 Loan impairment charges 15 4 4 (1 ) — — 22 (27 ) (1 ) (6 ) 271 273 347 78 70 — 1,039 (6 ) 2 1,035 Operating expenses (2) 313 172 264 58 50 — 857 (9 ) 2 850 Profit (loss) before income tax expense $ (42 ) $ 101 $ 83 $ 20 $ 20 $ — $ 182 $ 3 $ — $ 185 Six Months Ended June 30, 2016 Net interest income (1) $ 405 $ 418 $ 366 $ 100 $ (10 ) $ (2 ) $ 1,277 $ (41 ) $ 56 $ 1,292 Other operating income 157 140 397 45 158 2 899 (84 ) (60 ) 755 Total operating income 562 558 763 145 148 — 2,176 (125 ) (4 ) 2,047 Loan impairment charges 25 31 354 (1 ) — — 409 (88 ) (30 ) 291 537 527 409 146 148 — 1,767 (37 ) 26 1,756 Operating expenses (2) 527 328 473 117 89 — 1,534 (11 ) 26 1,549 Profit (loss) before income tax expense $ 10 $ 199 $ (64 ) $ 29 $ 59 $ — $ 233 $ (26 ) $ — $ 207 Balances at end of period: Total assets $ 20,899 $ 30,240 $ 202,708 $ 8,244 $ 492 $ — $ 262,583 $ (51,717 ) $ 7 $ 210,873 Total loans, net 17,791 29,025 21,787 6,555 — — 75,158 (192 ) 3,781 78,747 Goodwill 581 358 — 325 — — 1,264 348 — 1,612 Total deposits 31,854 23,685 28,593 13,670 — — 97,802 (4,994 ) 40,011 132,819 Group Reporting Basis Consolidated Amounts RBWM CMB GB&M PB Other Adjustments/ Reconciling Items Total Group Reporting Basis Adjustments (3) Group Reporting Basis Reclassi- fications (4) U.S. GAAP Consolidated Totals (in millions) Six Months Ended June 30, 2015 Net interest income (1) $ 400 $ 404 $ 250 $ 99 $ (11 ) $ (8 ) $ 1,134 $ (32 ) $ 130 $ 1,232 Other operating income 175 146 485 51 157 8 1,022 (25 ) (130 ) 867 Total operating income 575 550 735 150 146 — 2,156 (57 ) — 2,099 Loan impairment charges 37 14 12 (1 ) — — 62 (13 ) (2 ) 47 538 536 723 151 146 — 2,094 (44 ) 2 2,052 Operating expenses (2) 607 328 523 116 77 — 1,651 (26 ) 2 1,627 Profit (loss) before income tax expense $ (69 ) $ 208 $ 200 $ 35 $ 69 $ — $ 443 $ (18 ) $ — $ 425 Balances at end of period: Total assets $ 20,059 $ 31,868 $ 181,541 $ 8,174 $ 779 $ — $ 242,421 $ (45,816 ) $ 13 $ 196,618 Total loans, net 17,111 30,711 24,489 6,498 — — 78,809 906 3,254 82,969 Goodwill 581 358 — 325 — — 1,264 348 — 1,612 Total deposits 31,139 21,209 30,343 12,766 — — 95,457 (4,512 ) 31,602 122,547 (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 Regulator

Retained Earnings and Regulatory Capital Requirements	6 Months Ended
	Jun. 30, 2016
Banking and Thrift [Abstract]
Retained Earnings and Regulatory Capital Requirements	Retained Earnings and Regulatory Capital Requirements Bank dividends are one of the sources of funds used for payment of shareholder dividends and other HSBC USA cash needs. Any non-contractual dividend from HSBC Bank USA would require the approval of the Office of the Comptroller of the Currency ("the OCC"). Approval is also required if the total of all dividends HSBC Bank USA declares in any year exceeds the cumulative net profits for that year, combined with the profits for the two preceding years reduced by dividends attributable to those years. Under a separate restriction, payment of dividends is prohibited in amounts greater than undivided profits then on hand, after deducting actual losses and bad debts. Bad debts are debts due and unpaid for a period of six months unless well secured, as defined, and in the process of collection. The following table summarizes the capital amounts and ratios of HSBC USA and HSBC Bank USA, calculated in accordance with banking regulations in effect at June 30, 2016 and December 31, 2015 : June 30, 2016 December 31, 2015 Capital Amount Well-Capitalized Ratio (1) Actual Ratio Capital Amount Well-Capitalized Ratio (1) Actual Ratio (dollars are in millions) Common equity Tier 1 ratio: HSBC USA $ 17,959 4.5 % (2) 12.8 % $ 17,766 4.5 % (2) 12.0 % HSBC Bank USA 19,983 6.5 14.8 19,796 6.5 13.8 Tier 1 capital ratio: HSBC USA 19,005 6.0 13.6 18,764 6.0 12.6 HSBC Bank USA 22,334 8.0 16.5 22,109 8.0 15.4 Total capital ratio: HSBC USA 24,404 10.0 17.5 24,425 10.0 16.5 HSBC Bank USA 27,076 10.0 20.0 26,670 10.0 18.6 Tier 1 leverage ratio: HSBC USA 19,005 4.0 (2) 9.1 18,764 4.0 (2) 9.5 HSBC Bank USA 22,334 5.0 10.9 22,109 5.0 11.6 Risk weighted assets: HSBC USA 139,883 148,421 HSBC Bank USA 135,389 143,393 (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. (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 are the regulatory minimum ratios. In 2013, U.S. banking regulators issued a final rule implementing the Basel III capital framework in the U.S. ("the Basel III final rule") which, for banking organizations such as HSBC North America and HSBC Bank USA, took effect in 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, risk weighted assets in the table above are calculated using the Basel III Standardized Approach. As previously reported, as a result of the adoption of the final rules by the U.S. banking regulators implementing the Basel III regulatory capital and liquidity reforms from the Basel Committee, together with the impact of similar implementation by United Kingdom banking regulators, we continue to review the composition of our capital structure. During the second quarter of 2016, HSBC USA redeemed all of its remaining externally issued preferred stock, including its Floating Rate Non-Cumulative Series F Preferred Stock, Floating Rate Non-Cumulative Series G Preferred Stock and 6.50 percent Non-Cumulative Series H Preferred Stock, at their stated values of $25 per share, $1,000 per share and $1,000 per share, respectively, resulting in a total cash payment of $1,265 million . In connection with these redemptions, HSBC USA issued 1,265 shares of 6.0 percent Non-Cumulative Series I Preferred Stock to HSBC North America in exchange for cash consideration of $1,265 million . Dividends on the 6.0 percent Non-Cumulative Series I Preferred Stock are non-cumulative and will be payable when and if declared by our Board of Directors semi-annually on the first business day of June and December of each year at the stated rate of 6.0 percent . The Series I Preferred Stock may be redeemed at our option, in whole or in part, on or after May 31, 2021 or at any time after we receive notice from the Federal Reserve Board ("FRB") that the Series I Preferred Stock may no longer be included in the calculation of regulatory capital as a result of any subsequent changes in applicable laws, rules or regulations, at a redemption price equal to $1,000,000 per share, plus an amount equal to any declared and unpaid dividends, but only after receipt of written approval from the FRB.

Variable Interest Entities

Variable Interest Entities	6 Months Ended
	Jun. 30, 2016
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 potentially be 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 potentially 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 by a VIE; (iv) sponsor the VIE in that we 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 at June 30, 2016 and December 31, 2015 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate on consolidation. June 30, 2016 December 31, 2015 Consolidated Assets Consolidated Liabilities Consolidated Assets Consolidated Liabilities (in millions) Low income housing limited liability partnership: Other assets $ 280 $ — $ 320 $ — Long-term debt — 92 — 92 Interest, taxes and other liabilities — 68 — 68 Total $ 280 $ 160 $ 320 $ 160 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. 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. As a practical expedient, we amortize our low income housing investments in proportion to the allocated tax benefits under the proportional amortization method and present the associated tax benefits net of investment amortization in income tax expense. 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, at June 30, 2016 and December 31, 2015 : Variable Interests Held Classified as Assets Variable Interests Held Classified as Liabilities Total Assets in Unconsolidated VIEs Maximum Exposure to Loss (in millions) At June 30, 2016 Asset-backed commercial paper conduits $ 729 $ — $ 13,053 $ 3,808 Structured note vehicles 2,880 10 5,901 5,890 Limited partnership investments 266 192 868 266 Refinancing SPE 983 — 1,252 984 Total $ 4,858 $ 202 $ 21,074 $ 10,948 At December 31, 2015 Asset-backed commercial paper conduits $ 58 $ — $ 15,183 $ 3,362 Structured note vehicles 2,870 8 5,888 5,879 Limited partnership investments 138 121 302 138 Refinancing SPE (1) 1,181 — 1,252 1,181 Total $ 4,247 $ 129 $ 22,625 $ 10,560 (1) During 2016, we revised the above table to include a refinancing SPE which was an unconsolidated VIE at December 31, 2015 as discussed further below. This revision did not have any impact on our financial position or results of operations. 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 $3,808 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 We provide derivatives, such as interest rate and currency swaps, to structured note vehicles and, in certain instances, invest in the vehicles' debt instruments. We hold variable interests in these structured note vehicles in the form of total return swaps under which we take on the risks and benefits of the structured notes they issue. 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. Since we do not have the power to direct the activities of the VIE and are not the primary beneficiary, we do not consolidate them. 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 certain instances, we hold credit default swaps with the structured note vehicles under which we receive credit protection on specified reference assets in exchange for the payment of a premium. Through these derivatives, the vehicles 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. Limited partnership investments We invest as a limited partner in partnerships that operate qualified affordable housing, renewable energy and community development projects. The returns of these investments are generated primarily from the tax benefits, including federal tax credits and tax deductions from operating losses in the project companies. In addition, some of the investments also help us comply with the Community Reinvestment Act. Certain limited partnership structures are considered to be VIEs because either (a) they do not have sufficient equity investment at risk or (b) the limited partners with equity at risk do not have substantive kick-out rights through voting rights or substantive participating rights over the general partner. As a limited partner, we are not the primary beneficiary of the VIEs and do not consolidate them. Our investments in these partnerships are recorded in other assets on the consolidated balance sheet. The maximum exposure to loss shown in the table above represents our recorded investments. Refinancing SPE We organized and provided loans to a SPE to purchase a senior secured financing facility from the originator designed to finance a third party borrower's acquisition of a portfolio of commercial real estate loans in Mexico. Interest and principal repayments of the prepayable financing facility are dependent on and are secured by the rental cash flows generated from the underlying commercial real estate properties. The financing facility contains additional credit enhancements, including a 15 percent equity subordination in the borrower's capital structure and a financial guarantee over 25 percent of the outstanding balance provided by the borrower's parent. The SPE is a refinancing vehicle designed to secure term financing from external investors to repay our loans. The loans issued to the SPE are supported by the financing facility and the security interests in the commercial real estate loans and the credit enhancements. The refinancing vehicle is a VIE because it does not have sufficient equity investment at risk to permit the entity to finance the activities without additional subordination provided by any parties. We have a variable interest in the VIE through our ownership of the loans. In view of the purpose and design of the SPE, the overall funding structure, the additional credit enhancements and the risks inherent in the VIE, we concluded the investors absorb an insignificant amount of expected loss and/or benefit in the VIE. Rather, the borrower and its parent take on the risks and benefits in the VIE through the credit enhancements provided to the holder of the financing facility. In addition, the investors do not have the power to direct the activities that most significantly impact the economic performance of the VIE and, therefore, we are not the primary beneficiary of the VIE. The maximum exposure to loss shown in the table above represents our investment in the loans without consideration of any recovery benefits from the credit enhancements. 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 19, "Fair Value Measurements," and, therefore, are not disclosed in this note to avoid redundancy.

Guarantee Arrangements, Pledged

Guarantee Arrangements, Pledged Assets and Repurchase Agreements	6 Months Ended
	Jun. 30, 2016
Commitments and Contingencies Disclosure [Abstract]
Guarantee Arrangements, Pledged Assets and Collateral	Guarantee Arrangements, Pledged Assets and Repurchase Agreements 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 at June 30, 2016 and December 31, 2015 . Following the table is a description of the various arrangements. June 30, 2016 December 31, 2015 Carrying Value Notional / Maximum Exposure to Loss Carrying Value Notional / Maximum Exposure to Loss (in millions) Credit derivatives (1)(4) $ (1,377 ) $ 77,141 $ (2,621 ) $ 91,435 Financial standby letters of credit, net of participations (2)(3) — 5,584 — 5,842 Performance standby letters of credit, net of participations (2)(3) — 2,853 — 3,008 Liquidity asset purchase agreements (3) — 3,808 — 3,362 Total $ (1,377 ) $ 89,386 $ (2,621 ) $ 103,647 (1) Includes $32,683 million and $44,130 million of notional issued for the benefit of HSBC affiliates at June 30, 2016 and December 31, 2015 , respectively. (2) Includes $1,142 million and $910 million issued for the benefit of HSBC affiliates at June 30, 2016 and December 31, 2015 , 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 at June 30, 2016 and December 31, 2015 : June 30, 2016 December 31, 2015 Carrying / Fair Value Notional Carrying / Fair Value Notional (in millions) Sell-protection credit derivative positions $ (1,377 ) $ 77,141 $ (2,621 ) $ 91,435 Buy-protection credit derivative positions 1,424 84,110 2,789 96,635 Net position (1) $ 47 $ 6,969 $ 168 $ 5,200 (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. At June 30, 2016 , the total amount of outstanding financial standby letters of credit (net of participations) and performance guarantees (net of participations) were $5,584 million and $2,853 million , respectively. At December 31, 2015 , the total amount of outstanding financial standby letters of credit (net of participations) and performance guarantees (net of participations) were $5,842 million and $3,008 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 amounting to $52 million and $54 million at June 30, 2016 and December 31, 2015 , respectively. Also included in other liabilities is an allowance for credit losses on unfunded standby letters of credit of $50 million and $19 million at June 30, 2016 and December 31, 2015 , respectively. The following table summarizes the credit ratings related to guarantees including the ratings of counterparties against which we sold credit protection and financial standby letters of credit at June 30, 2016 as an indicative proxy of payment risk: Average Life (in years) Credit Ratings of the Obligors or the Transactions Notional/Contractual Amounts Investment Grade Non-Investment Grade Total (dollars are in millions) Sell-protection Credit Derivatives (1) Single name credit default swaps ("CDS") 2.3 $ 38,626 $ 18,569 $ 57,195 Structured CDS 0.9 4,834 497 5,331 Index credit derivatives 3.5 4,091 7,348 11,439 Total return swaps 2.4 2,836 340 3,176 Subtotal 50,387 26,754 77,141 Standby Letters of Credit (2) 1.1 5,581 2,856 8,437 Total $ 55,968 $ 29,610 $ 85,578 (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 credit ratings 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 credit grades are assigned 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. At June 30, 2016 and December 31, 2015 we had issued $3,808 million and $3,362 million , respectively, of liquidity facilities to provide liquidity support to ABCP conduits. See Note 17, "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 27, "Litigation and Regulatory Matters," in our 2015 Form 10-K and in Note 20, "Litigation and Regulatory Matters," in our Form 10-Q for the three month period ended March 31, 2016 for additional discussion of related exposure. There have been no significant changes with regards to this exposure since March 31, 2016. The outstanding principal balance on these loans was approximately $4.9 billion and $5.2 billion at June 30, 2016 and December 31, 2015 , respectively. Mortgage Loan Repurchase Obligations Historically, we originated and sold mortgage loans, primarily to government sponsored entities, and provided 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. 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. 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 as well as the level of outstanding repurchase demands received. Outstanding repurchase demands received totaled $14 million and $5 million at June 30, 2016 and December 31, 2015 , respectively. The following table summarizes the change in our estimated repurchase liability during the three and six months ended June 30, 2016 and 2015 for obligations arising from the breach of representations and warranties associated with mortgage loans sold: Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Balance at beginning of period $ 16 $ 23 $ 17 $ 27 Increase (decrease) in liability recorded through earnings (3 ) (2 ) (3 ) (5 ) Realized losses — — (1 ) (1 ) Balance at end of period $ 13 $ 21 $ 13 $ 21 Our remaining repurchase liability of $13 million at June 30, 2016 represents our best estimate of the loss that has been incurred, including interest, arising from breaches of representations and warranties associated with mortgage loans sold. 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 continue to evaluate our methods of determining the best estimate of loss based on 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 June 30, 2016 . 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: June 30, 2016 December 31, 2015 (in millions) Interest bearing deposits with banks $ 1,275 $ 676 Trading assets (1) 2,959 3,802 Securities available-for-sale (2) 12,628 11,092 Securities held-to-maturity 4,089 3,293 Loans (3) 18,325 17,880 Other assets (4) 1,419 1,765 Total $ 40,695 $ 38,508 (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 could be sold or repledged was $1,254 million and $1,000 million at June 30, 2016 and December 31, 2015 , respectively. The fair value of trading assets that could be sold or repledged was $2,959 million and $3,797 million at June 30, 2016 and December 31, 2015 , respectively. The fair value of collateral we accepted under security resale agreements but not reported on the consolidated balance sheet was $36,014 million and $25,058 million at June 30, 2016 and December 31, 2015 , respectively, discussed further below. Of this collateral, $30,314 million and $19,558 million could be sold or repledged at June 30, 2016 and December 31, 2015 , respectively, of which $1,104 million and $3,400 million , respectively, had been sold or repledged as collateral under repurchase agreements or to cover short sales. Repurchase Agreements We enter into purchases 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 accounted for as secured lending and secured borrowing transactions, respectively. 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 resale and repurchase agreements that are subject to offset at June 30, 2016 and December 31, 2015 : 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) At June 30, 2016: Assets: Securities purchased under resale agreements $ 36,014 $ 1,348 $ 34,666 $ 34,641 $ — $ 25 Liabilities: Securities sold under repurchase agreements $ 5,317 $ 1,348 $ 3,969 $ 3,969 $ — $ — At December 31, 2015: Assets: Securities purchased under resale agreements $ 25,058 $ 5,211 $ 19,847 $ 19,845 $ — $ 2 Liabilities: Securities sold under repurchase agreements $ 8,197 $ 5,211 $ 2,986 $ 2,954 $ — $ 32 (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. The following table provides the class of collateral pledged and remaining contractual maturity of repurchase agreements accounted for as secured borrowings at June 30, 2016 and December 31, 2015 : Overnight and Continuous Up to 30 Days 31 to 90 Days 91 Days to One Year Greater Than One Year Total (in millions) At June 30, 2016: U.S. Treasury, U.S. Government agency and sponsored entity securities $ 1,280 $ 361 $ — $ 95 $ 3,581 $ 5,317 At December 31, 2015: U.S. Treasury, U.S. Government agency and sponsored entity securities $ 1,764 $ 3,457 $ — $ — $ 2,976 $ 8,197

Fair Value Measurements

Fair Value Measurements	6 Months Ended
	Jun. 30, 2016
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. See "Valuation Techniques - Derivatives" below for additional details. 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 at least a 95 percent confidence interval (i.e., two standard deviations). 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 inputs. 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 Independent Model Review 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 June 30, 2016 and December 31, 2015 : June 30, 2016 Carrying Value Fair Value Level 1 Level 2 Level 3 (in millions) Financial assets: Short-term financial assets $ 14,739 $ 14,739 $ 915 $ 13,799 $ 25 Federal funds sold and securities purchased under agreements to resell 33,884 33,884 — 33,884 — Federal funds sold and securities purchased under agreements to resell designated under fair value option 782 782 — 782 — Non-derivative trading assets 13,989 13,989 3,471 7,438 3,080 Derivatives 5,189 5,189 7 5,157 25 Securities 51,639 52,025 25,898 26,127 — Commercial loans, net of allowance for credit losses 58,590 59,625 — — 59,625 Commercial loans designated under fair value option and held for sale 867 867 — 867 — Commercial loans held for sale 34 34 — 34 — Consumer loans, net of allowance for credit losses 20,157 19,323 — — 19,323 Consumer loans held for sale: Residential mortgages 391 392 — 17 375 Other consumer 77 77 — — 77 Financial liabilities: Short-term financial liabilities $ 4,725 $ 4,799 $ — $ 4,774 $ 25 Deposits: Without fixed maturities 113,769 113,769 — 113,769 — Fixed maturities 11,765 11,763 — 11,763 — Deposits designated under fair value option 7,285 7,285 — 5,608 1,677 Non-derivative trading liabilities 1,819 1,819 929 890 — Derivatives 9,286 9,286 28 9,233 25 Short-term borrowings designated under fair value option 2,676 2,676 — 2,676 — Long-term debt 25,539 26,201 — 26,201 — Long-term debt designated under fair value option 9,239 9,239 — 8,666 573 December 31, 2015 Carrying Value Fair Value Level 1 Level 2 Level 3 (in millions) Financial assets: Short-term financial assets $ 8,494 $ 8,494 $ 968 $ 7,478 $ 48 Federal funds sold and securities purchased under agreements to resell 19,847 19,847 — 19,847 — Non-derivative trading assets 11,935 11,935 3,088 5,756 3,091 Derivatives 5,614 5,614 5 5,579 30 Securities 49,797 49,938 21,924 28,014 — Commercial loans, net of allowance for credit losses 61,674 62,417 — — 62,417 Commercial loans designated under fair value option and held for sale 151 151 — 151 — Commercial loans held for sale 1,944 1,958 — 55 1,903 Consumer loans, net of allowance for credit losses 20,331 19,185 — — 19,185 Consumer loans held for sale: Residential mortgages 11 11 — 7 4 Other consumer 79 79 — — 79 Financial liabilities: Short-term financial liabilities $ 3,082 $ 3,124 $ — $ 3,076 $ 48 Deposits: Without fixed maturities 101,146 101,146 — 101,146 — Fixed maturities 10,514 10,508 — 10,508 — Deposits designated under fair value option 6,919 6,919 — 5,052 1,867 Non-derivative trading liabilities 1,049 1,049 363 686 — Derivatives 6,993 6,993 9 6,957 27 Short-term borrowings designated under fair value option 1,976 1,976 — 1,976 — Long-term debt 24,338 24,874 — 24,874 — Long-term debt designated under fair value option 9,171 9,171 — 8,425 746 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 economic conditions, 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 loans. For certain consumer loans, investors incorporate numerous assumptions in predicting cash flows, such as future interest rates, higher charge-off levels, slower voluntary prepayment speeds, different default and loss curves and estimated collateral values than we, as the servicer of these loans, believe will ultimately be the case. The investor's valuation process reflects this difference in overall cost of capital assumptions as well as the potential volatility in the underlying cash flow assumptions, the combination of which may yield a significant pricing discount from our intrinsic value. The estimated fair values at June 30, 2016 and December 31, 2015 reflect these market conditions. The increase in the relative fair value of our residential mortgage loans since December 31, 2015 reflects the conditions in the housing industry which have continued to show improvement in 2016 due to improvements in property values as well as lower required market yields and increased investor demand for these types of loans. 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 at June 30, 2016 and December 31, 2015 , and indicates the fair value hierarchy of the valuation techniques utilized to determine such fair value: Fair Value Measurements on a Recurring Basis June 30, 2016 Level 1 Level 2 Level 3 Gross Balance Netting (1) Net Balance (in millions) Assets: Federal funds sold and securities purchased under agreements to resell $ — $ 782 $ — $ 782 $ — $ 782 Trading Securities, excluding derivatives: U.S. Treasury, U.S. Government agencies and sponsored enterprises 3,471 170 — 3,641 — 3,641 Collateralized debt obligations — — 201 201 — 201 Asset-backed securities: Residential mortgages — 100 — 100 — 100 Student Loans — 84 — 84 — 84 Corporate and other domestic debt securities — 1 2,879 2,880 — 2,880 Debt Securities issued by foreign entities: Corporate — 41 — 41 — 41 Government-backed — 3,955 — 3,955 — 3,955 Equity securities — 14 — 14 — 14 Precious metals trading — 3,073 — 3,073 — 3,073 Derivatives (2) : Interest rate contracts 70 52,849 3 52,922 — 52,922 Foreign exchange contracts 8 25,202 15 25,225 — 25,225 Equity contracts — 1,625 145 1,770 — 1,770 Precious metals contracts 33 746 — 779 — 779 Credit contracts — 2,144 234 2,378 — 2,378 Derivatives netting — — — — (77,885 ) (77,885 ) Total derivatives 111 82,566 397 83,074 (77,885 ) 5,189 Securities available-for-sale: U.S. Treasury, U.S. Government agencies and sponsored enterprises 25,898 11,277 — 37,175 — 37,175 Obligations of U.S. states and political subdivisions — 13 — 13 — 13 Asset-backed securities: Commercial mortgages — 6 — 6 — 6 Home equity — 67 — 67 — 67 Other — 493 — 493 — 493 Debt Securities issued by foreign entities — 511 — 511 — 511 Equity securities — 159 — 159 — 159 Loans (3) — 867 — 867 — 867 Mortgage servicing rights (4) — — 104 104 — 104 Total assets $ 29,480 $ 104,179 $ 3,581 $ 137,240 $ (77,885 ) $ 59,355 Liabilities: Domestic deposits (5) $ — $ 5,608 $ 1,677 $ 7,285 $ — $ 7,285 Trading liabilities, excluding derivatives 929 890 — 1,819 — 1,819 Derivatives (2) : Interest rate contracts 64 54,575 2 54,641 — 54,641 Foreign exchange contracts 47 23,708 15 23,770 — 23,770 Equity contracts — 1,507 160 1,667 — 1,667 Precious metals contracts 142 835 — 977 — 977 Credit contracts — 2,346 46 2,392 — 2,392 Derivatives netting — — — — (74,161 ) (74,161 ) Total derivatives 253 82,971 223 83,447 (74,161 ) 9,286 Short-term borrowings (5) — 2,676 — 2,676 — 2,676 Long-term debt (5) — 8,666 573 9,239 — 9,239 Total liabilities $ 1,182 $ 100,811 $ 2,473 $ 104,466 $ (74,161 ) $ 30,305 Fair Value Measurements on a Recurring Basis December 31, 2015 Level 1 Level 2 Level 3 Gross Balance Netting (1) Net Balance (in millions) Assets: Trading Securities, excluding derivatives: U.S. Treasury, U.S. Government agencies and sponsored enterprises $ 3,088 $ 167 $ — $ 3,255 $ — $ 3,255 Obligations of U. S. States and political subdivisions — 559 — 559 — 559 Collateralized debt obligations — — 221 221 — 221 Asset-backed securities: Residential mortgages — 114 — 114 — 114 Student loans — 89 — 89 — 89 Corporate and other domestic debt securities — — 2,870 2,870 — 2,870 Debt Securities issued by foreign entities: Corporate — 55 — 55 — 55 Government-backed — 3,974 — 3,974 — 3,974 Equity securities — 18 — 18 — 18 Precious metals trading — 780 — 780 — 780 Derivatives (2) : Interest rate contracts 26 35,241 2 35,269 — 35,269 Foreign exchange contracts — 24,161 16 24,177 — 24,177 Equity contracts — 1,687 119 1,806 — 1,806 Precious metals contracts 38 891 — 929 — 929 Credit contracts — 3,676 209 3,885 — 3,885 Derivatives netting — — — — (60,452 ) (60,452 ) Total derivatives 64 65,656 346 66,066 (60,452 ) 5,614 Securities available-for-sale: U.S. Treasury, U.S. Government agencies and sponsored enterprises 21,924 12,621 — 34,545 — 34,545 Obligations of U.S. states and political subdivisions — 348 — 348 — 348 Asset-backed securities: Commercial mortgages — 9 — 9 — 9 Home equity — 75 — 75 — 75 Other — 89 — 89 — 89 Debt Securities issued by foreign entities — 546 — 546 — 546 Equity securities — 161 — 161 — 161 Loans (3) — 151 — 151 — 151 Mortgage servicing rights (4) — — 140 140 — 140 Total assets $ 25,076 $ 85,412 $ 3,577 $ 114,065 $ (60,452 ) $ 53,613 Liabilities: Domestic deposits (5) $ — $ 5,052 $ 1,867 $ 6,919 $ — $ 6,919 Trading liabilities, excluding derivatives 363 686 — 1,049 — 1,049 Derivatives (2) : Interest rate contracts 28 35,432 1 35,461 — 35,461 Foreign exchange contracts 15 22,405 16 22,436 — 22,436 Equity contracts — 1,560 202 1,762 — 1,762 Precious metals contracts 39 552 — 591 — 591 Credit contracts — 3,753 30 3,783 — 3,783 Derivatives netting — — — — (57,040 ) (57,040 ) Total derivatives 82 63,702 249 64,033 (57,040 ) 6,993 Short-term borrowings (5) — 1,976 — 1,976 — 1,976 Long-term debt (5) — 8,425 746 9,171 — 9,171 Total liabilities $ 445 $ 79,841 $ 2,862 $ 83,148 $ (57,040 ) $ 26,108 (1) Represents counterparty and cash collateral netting which allow the offsetting of amounts relating to certain contracts if certain conditions are met. (2) Includes trading derivative assets of $4,823 million and $5,150 million and trading derivative liabilities of $8,873 million and $6,406 million at June 30, 2016 and December 31, 2015 , 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," and Note 9, "Other Assets Held for Sale," for additional information. (5) See Note 11, "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 Level 1 and Level 2 measurements There were no transfers between Levels 1 and 2 during the three and six months ended June 30, 2016 and 2015 . Information on Level 3 assets and liabilities The following table summarizes additional information about changes in the fair value of Level 3 assets and liabilities during the three and six months ended June 30, 2016 and 2015 . As a risk management practice, we may risk manage the Level 3 assets and liabilities, in whole or in part, using securities and derivative positions that are classified as Level 1 or Level 2 measurements within the fair value hierarchy. Since those Level 1 and Level 2 risk management positions are not included in the table below, the information provided does not reflect the effect of such risk management activities related to the Level 3 assets and liabilities. Apr. 1, 2016 Total Gains and (Losses) Included in (1) Purch- ases Issu- ances Settle- ments Transfers Into Level 3 Transfers Out of Level 3 Jun. 30, 2016 Current Period Unrealized Gains (Losses) Trading Revenue (Loss) Other Revenue (in millions) Assets: Trading assets, excluding derivatives: Collateralized debt obligations $ 210 $ (3 ) $ — $ — $ — $ (6 ) $ — $ — $ 201 $ (5 ) Corporate and other domestic debt securities 2,873 1 — 5 — — — — 2,879 1 Derivatives, net (2) : Interest rate contracts 1 — — — — — — — 1 — Foreign exchange contracts — — — — — — — — — — Equity contracts (55 ) 31 — — — 8 — 1 (15 ) 24 Credit contracts 177 14 — — — (3 ) — — 188 11 Mortgage servicing rights (3) 117 — (8 ) — — (5 ) — — 104 (8 ) Total assets $ 3,323 $ 43 $ (8 ) $ 5 $ — $ (6 ) $ — $ 1 $ 3,358 $ 23 Liabilities: Domestic deposits (4) $ (1,849 ) $ — $ (21 ) $ — $ (100 ) $ 218 $ (7 ) $ 82 $ (1,677 ) $ (17 ) Long-term debt (4) (646 ) — (18 ) — (54 ) 84 — 61 (573 ) (13 ) Total liabilities $ (2,495 ) $ — $ (39 ) $ — $ (154 ) $ 302 $ (7 ) $ 143 $ (2,250 ) $ (30 ) Jan. 1, 2016 Total Gains and (Losses) Included in (1) Purch- ases Issu- ances Settle- ments Transfers Into Level 3 Transfers Out of Level 3 Jun. 30, 2016 Current Period Unrealized Gains (Losses) Trading Revenue (Loss) Other Revenue (in millions) Assets: Trading assets, excluding derivatives: Collateralized debt obligations $ 221 $ (8 ) $ — $ — $ — $ (12 ) $ — $ — $ 201 $ (11 ) Corporate and other domestic debt securities 2,870 (1 ) — 10 — — — — 2,879 (1 ) Derivatives, net (2) : Interest rate contracts 1 — — — — — — — 1 — Foreign exchange contracts — — — — — — — — — — Equity contracts (83 ) 55 — — — 12 1 — (15 ) 48 Credit contracts 179 16 — — — (7 ) — — 188 8 Mortgage servicing rights (3) 140 — (24 ) — — (12 ) — — 104 (24 ) Total assets $ 3,328 $ 62 $ (24 ) $ 10 $ — $ (19 ) $ 1 $ — $ 3,358 $ 20 Liabilities: Domestic deposits (4) $ (1,867 ) $ — $ (77 ) $ — $ (164 ) $ 305 $ (15 ) $ 141 $ (1,677 ) $ (60 ) Long-term debt (4) (746 ) — 8 — (129 ) 149 — 145 (573 ) 3 Total liabilities $ (2,613 ) $ — $ (69 ) $ — $ (293 ) $ 454 $ (15 ) $ 286 $ (2,250 ) $ (57 ) Apr. 1, 2015 Total Gains and (Losses) Included in (1) Purch- ases Issu- ances Settle- ments Transfers Into Level 3 Transfers Out of Level 3 Jun. 30, 2015 Current Period Unrealized Gains (Losses) Trading Revenue (Loss) Other Revenue (in millions) Assets: Trading assets, excluding derivatives: Collateralized debt obligations $ 254 $ 3 $ — $ — $ — $ (17 ) $ — $ — $ 240 $ — Corporate and other domestic debt securities 2,848 — — 7 — — — — 2,855 — Derivatives, net (2) : Interest rate contracts 20 (20 ) 1 — — — — — 1 1 Foreign exchange contracts — — — — — — — — — — Equity contracts 43 (27 ) — — — (27 ) — 1 (10 ) (34 ) Credit contracts 192 (10 ) — — — (3 ) — — 179 (13 ) Mortgage servicing rights (3) 140 — 19 — — (1 ) — — 158 21 Total assets $ 3,497 $ (54 ) $ 20 $ 7 $ — $ (48 ) $ — $ 1 $ 3,423 $ (25 ) Liabilities: Domestic deposits (4) $ (1,926 ) $ — $ 14 $ — $ (95 ) $ 134 $ (22 ) $ 78 $ (1,817 ) $ 19 Long-term debt (4) (642 ) — 13 — (150 ) 105 — 12 (662 ) 14 Total liabilities $ (2,568 ) $ — $ 27 $ — $ (245 ) $ 239 $ (22 ) $ 90 $ (2,479 ) $ 33 Jan. 1, 2015 Total Gains and (Losses) Included in (1) Purch- ases Issu- ances Settle- ments Transfers Into Level 3 Transfers Out of Level 3 Jun. 30, 2015 Current Period Unrealized Gains (Losses) Trading Revenue (Loss) Other Revenue (in millions) Assets: Trading assets, excluding derivatives: Collateralized debt obligations $ 253 $ 12 $ — $ — $ — $ (25 ) $ — $ — $ 240 $ 7 Corporate and other domestic debt securities 2,840 — — 15 — — — — 2,855 — Derivatives, net (2) : Interest rate contracts — — 1 — — — — — 1 1 Foreign exchange contracts — — — — — — — — — — Equity contracts 42 (4 ) — — — (48 ) — — (10 ) (22 ) Credit contracts 210 (22 ) — — — (9 ) — — 179 (53 ) Mortgage servicing rights (3) 159 — 8 — — (9 ) — — 158 7 Total assets $ 3,504 $ (14 ) $ 9 $ 15 $ — $ (91 ) $ — $ — $ 3,423 $ (60 ) Liabilities: Domestic deposits (4) $ (1,968 ) $ — $ (5 ) $ — $ (184 ) $ 183 $ (22 ) $ 179 $ (1,817 ) $ 6 Long-term debt (4) (647 ) — 6 — (237 ) 184 — 32 (662 ) 10 Total liabilities $ (2,615 ) $ — $ 1 $ — $ (421 ) $ 367 $ (22 ) $ 211 $ (2,479 ) $ 16 (1) Includes realized and unrealized gains and losses. (2) Level 3 net derivatives included derivative assets of $397 million and derivative liabilities of $223 million at June 30, 2016 and derivative assets of $387 million and derivative liabilities of $217 million at June 30, 2015 . (3) See Note 7, "Intangible Assets," and Note 9, "Other Assets Held for Sale," for additional information. (4) See Note 11, "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 at June 30, 2016 and December 31, 2015 : June 30, 2016 Financial Instrument Type Fair Value (in millions) Valuation Technique(s) Significant Unobservable Inputs Range of Inputs Collateralized debt obligations 201 Broker quotes or consensus pricing and, where applicable, discounted cash flows Prepayment rates 1% - 6% Conditional default rates 3% - 7% Loss severity rates 90% - 99% Corporate and other domestic debt securities 2,879 Discounted cash flows Spread volatility on collateral assets 2% - 4% Correlation between insurance claim shortfall and collateral value 80% Interest rate derivative contracts 1 Market comparable adjusted for probability to fund Probability to fund for rate lock commitments 38% - 100% Foreign exchange derivative contracts (1) — Option pricing model Implied volatility of currency pairs 12% - 18% Equity derivative contracts (1) (15 ) Option pricing model Equity / Equity Index volatility 12% - 46% Equity / Equity and Equity / Index correlation 47% - 58% Equity dividend yields 0% - 17% Credit derivative contracts 188 Option pricing model Issuer by issuer correlation of defaults 82% - 83% Mortgage servicing rights 104 Option adjusted discounted cash flows Constant prepayment rates 4% - 28% Option adjusted spread 8% - 14% Estimated annualized costs to service $87 - $329 per account Domestic deposits (structured deposits) (1)(2) (1,677 ) Option adjusted discounted cash flows Implied volatility of currency pairs 12% - 18% Equity / Equity Index volatility 12% - 46% Equity / Equity and Equity / Index correlation 47% - 58% Long-term debt (structured notes) (1)(2) (573 ) Option adjusted discounted cash flows Implied volatility of currency pairs 12% - 18% Equity / Equity Index volatility 12% - 46% Equity / Equity and Equity / Index correlation 47% - 58% December 31, 2015 Financial Instrument Type Fair Value (in millions) Valuation Technique(s) Significant Unobservable Inputs Range of Inputs Collateralized debt obligations 221 Broker quotes or consensus pricing and, where applicable, discounted cash flows Prepayment rates 1% - 6% Conditional default rates 3% - 7% Loss severity rates 90% - 99% Corporate and other domestic debt securities 2,870 Discounted cash flows Spread volatility on collateral assets 2% - 4% Correlation between insurance claim shortfall and collateral value 80% Interest rate derivative contracts 1 Market comparable adjusted for probability to fund Probability to fund for rate lock commitments 18% - 100% Foreign exchange derivative contracts (1) — Option pricing model Implied volatility of currency pairs 18% - 22% Equity derivative contracts (1) (83 ) Option pricing model Equity / Equity Index volatility 14% - 72% Equity / Equity and Equity / Index correlation 48% - 59% Equity dividend yields 0% - 18% Credit derivative contracts 179 Option pricing model Correlation of defaults of a portfolio of reference credit names 44% - 47% Issuer by issuer correlation of defaults 82% - 83% Mortgage servicing rights 140 Option adjusted discounted cash flows Constant prepayment rates 11% - 50% Option adjusted spread 8% - 14% Estimated annualized costs to service $87 - $329 per account Domestic deposits (structured deposits) (1)(2) (1,867 ) Option adjusted discounted cash flows Implied volatility of currency pairs 18% - 22% Equity / Equity Index volatility 14% - 72% Equity / Equity and Equity / Index correlation 48% - 59% Long-term debt (structured notes) (1)(2) (746 ) Option adjusted discounted cash flows Implied volatility of currency pairs 18% - 22% Equity / Equity Index volatility 14% - 72% Equity / Equity and Equity / Index correlation 48% - 59% (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 close to the mid-point 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 tilted towards the high end 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 at June 30, 2016 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 cur

Litigation and Regulatory Matte

Litigation and Regulatory Matters	6 Months Ended
	Jun. 30, 2016
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 27, "Litigation and Regulatory Matters," in our 2015 Form 10-K and in Note 20, "Litigation and Regulatory Matters," in our Form 10-Q for the three month period ended March 31, 2016 (the "2016 First Quarter Form 10-Q"). Only those matters with significant updates and new matters since our disclosure in our 2015 Form 10-K and our 2016 First Quarter Form 10-Q are reported herein. In addition to the matters described below, and in our 2015 Form 10-K and our 2016 First Quarter Form 10-Q, in the ordinary course of business, we are routinely named as defendants in, or as parties to, various legal actions and proceedings relating to activities of our current and/or former operations. These legal actions and proceedings may include claims for substantial or indeterminate compensatory or punitive damages, or for injunctive relief. In the ordinary course of business, we also are subject to governmental and regulatory examinations, information-gathering requests, investigations and proceedings (both formal and informal), certain of which may result in adverse judgments, settlements, fines, penalties, injunctions or other relief. In connection with formal and informal inquiries by these regulators, we receive numerous requests, subpoenas and orders seeking documents, testimony and other information in connection with various aspects of our regulated activities. In view of the inherent unpredictability of legal matters, including litigation, governmental 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 such matters or the eventual loss, fines, penalties or business impact, if any, that may result. We establish reserves for litigation, governmental 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 legal matters disclosed below, including litigation and governmental and regulatory matters, as well as for the legal matters disclosed in Note 27, "Litigation and Regulatory Matters," in our 2015 Form 10-K and in Note 20, "Litigation and Regulatory Matters," in our 2016 First Quarter Form 10-Q as to which a loss in excess of accrued liability is reasonably possible in future periods and for which there is sufficient currently available information on the basis of which management believes it can make a reliable estimate, we believe a reasonable estimate could be as much as $200 million for HUSI. The legal 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 as well as for the investigations disclosed in Note 27, "Litigation and Regulatory Matters," in our 2015 Form 10-K and in Note 20, "Litigation and Regulatory Matters," in our 2016 First Quarter Form 10-Q, 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. 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 June 2016, the U.S. Court of Appeals for the Second Circuit issued a decision vacating class certification and approval of the class settlement in In re Payment Card Interchange Fee and Merchant Discount Antitrust Litigation , MDL 1720 (E.D.N.Y.), concluding the class was inadequately represented by their counsel in violation the Federal Rule of Civil Procedure governing class actions as well as the Due Process Clause of the U.S. Constitution. Specifically, the Court held that there was a conflict between two different but overlapping settlement classes: (1) a so-called opt-out class, which permitted individual class members to forgo their share of the monetary relief and pursue individual claims; and (2) a non-opt-out class of merchants, including future merchants that do not currently exist, which provided injunctive relief mainly in the form of a rule change by Visa and MasterCard to allow merchants to surcharge card transactions until July 20, 2021. We anticipate that the parties will seek further review of the decision. Lender-Placed Insurance Matters As discussed in our 2015 Form 10-K, in January 2014, HSBC Mortgage Corporation (USA) and various other HSBC entities agreed to a settlement with the Massachusetts Attorney General concerning allegations of conflict of interest in placement of lender placed insurance and the HSBC entities paid approximately $4 million to be held in escrow until the settlement was finalized. On February 17, 2016, the settlement was finalized by the filing of an Assurance of Discontinuance in the Massachusetts Superior Court. The Massachusetts Attorney General began distributing settlement payments to borrowers in July 2016. Interest Rate Swaps Litigation In June 2016, the Judicial Panel on Multi-district Litigation ordered the cases be consolidated as In re Interest Rate Swaps Antitrust Litigation in the U.S. District Court for the Southern District of New York. Benchmark Rate Litigation HSBC Bank USA, HSBC, HSBC USA, HSBC North America and the Hongkong and Shanghai Banking Corporation Limited have been named as defendants, among others, in a putative class action brought in the U.S. District Court for the Southern District of New York on behalf of persons who transacted in products tied to the Singapore Interbank Offering Rate (“SIBOR”) or Singapore Swap Offer Rate (“SOR”) between January 1, 2007 and December 31, 2011. The complaint, encaptioned Frontpoint Asian Event Driven Fund, L.P., et al. v Citibank, N.A., et al. (Case No. 15-cv-05263), alleges that the defendant banks colluded to rig SIBOR and SOR by collusively making false SIBOR submissions and entering into collusive transactions directly in the swaps market, thereby fixing the prices of SIBOR and SOR based derivatives for their collective financial benefits. The defendants are accused of illegal restraint of trade in violation of the Sherman Act, violation of the Racketeer Influenced and Corrupt Organizations Act (“ RICO"), and unjust enrichment. This matter is at a very early stage. Anti-Money Laundering, Bank Secrecy Act and Office of Foreign Assets Control Matters HSBC Bank USA is not currently in full compliance with the 2010 OCC consent cease-and-desist order. Steps are being taken to address the requirements of that and a similar order with the FRB to establish an effective compliance risk management program across HSBC’s US businesses, including risk management related to the Bank Secrecy Act and Anti-Money Laundering compliance. Under the terms of the five-year deferred prosecution agreement that HSBC and HSBC Bank USA entered into with, among others, the U.S. Department of Justice (“DOJ”) (the "U.S. DPA"), HSBC and HSBC Bank USA undertook various obligations, including, among others, to continue to cooperate fully with the DOJ in any and all investigations, not to commit any crime under US federal law subsequent to the signing of the agreement, and to retain an independent compliance monitor (the “Monitor”). Through his country-level reviews, the Monitor identified potential anti-money laundering and sanctions issues that the U.S. Department of Justice and HSBC are reviewing further. Additionally, as discussed elsewhere in this Note 20 as well as the 2015 Form 10-K and the 2016 First Quarter Form 10-Q, we are the subject of other ongoing investigations and reviews by the DOJ. Ramiro Giron, et al. v. Hong Kong and Shanghai Bank Company, Ltd., et al. On June 30, 2016, the court issued a decision partially granting and partially denying HSBC Bank USA, NA’s motion to dismiss. The court dismissed the RICO claims with prejudice and the UCL claim with leave to amend. The other causes of action remain. The Hong Kong and Shanghai Bank Company’s motion to dismiss remains pending. The case is at an early stage. Zapata, et al. v. HSBC In June 2016, the HSBC defendants filed motions to transfer the case to the U.S. District Court for the Southern District of New York and to dismiss the action based on lack of personal jurisdiction as to certain defendants. Telephone Consumer Protection Act Litigation The HSBC defendants responded to the complaints in the Ahmed v. HSBC Bank USA, National Association and Monteleone v. HSBC Finance Corporation, et al. litigations in July 2016. These actions are at early stages. Other Regulatory and Law Enforcement Investigations We and certain other HSBC entities have received requests for information from various regulatory or law enforcement authorities around the world concerning persons and entities believed to be linked to Mossack Fonseca & Co, a service provider of personal investment companies. HSBC is cooperating with the relevant authorities.

New Accounting Pronouncements

New Accounting Pronouncements	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
New Accounting Pronouncements and Changes in Accounting Principles [Text Block]	New Accounting Pronouncements The following new accounting pronouncement was adopted effective January 1, 2016: • Amendments to the Consolidation Analysis In February 2015, the Financial Accounting Standards Board ("FASB") issued an Accounting Standards Update ("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. We adopted this guidance on January 1, 2016. The adoption of this guidance did not have any impact on our financial position or results of operations; however, one of our unconsolidated limited partnership investments related to renewable energy became a VIE under the new guidance. Disclosure of this unconsolidated VIE is included under the caption "Limited partnership investments" in Note 17, "Variable Interest Entities." The following are accounting pronouncements which will be adopted in future periods: • 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. While the ASU as originally issued was scheduled to be effective for all annual and interim periods beginning January 1, 2017, in August 2015, the FASB deferred the effective date by one year, but provided entities the option to adopt it as of the original effective date. 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. The adoption of this guidance is not expected to have a significant impact on our financial position or results of operations. • Financial Instruments - Classification and Measurement In January 2016, the FASB issued an ASU which changes aspects of its guidance on classification and measurement of financial instruments. The ASU requires equity investments (except those accounted for under the equity method or those that result in consolidation) to be measured at fair value with changes in fair value recognized in net income. Under a practicability exception, entities may measure equity investments that do not have readily determinable fair values at cost adjusted for changes in observable prices minus impairment. Under this exception, a qualitative assessment for impairment will be required and, if impairment exists, the carrying amount of the investments must be adjusted to their fair value and an impairment loss recognized in net income. For financial liabilities measured under the fair value option, the ASU requires recognizing the change in fair value attributable to our own credit in other comprehensive income. Additionally, the ASU requires new disclosure related to equity investments and modifies certain disclosure requirements related to the fair value of financial instruments. The ASU is effective for all annual and interim periods beginning January 1, 2018 and the guidance should be applied by recording a cumulative effect adjustment to the balance sheet or, as it relates to equity investments without readily determinable fair values, prospectively. Early adoption of the amendment related to financial liabilities measured under the fair value option is permitted. We are currently evaluating the impact of adopting this ASU. • Leases In February 2016, the FASB issued an ASU which requires a lessee to recognize a lease liability and a right-of-use asset on its balance sheet for all leases, including operating leases, with a term greater than 12 months. Lease classification will determine whether a lease is reported as a financing transaction in the income statement and statement of cash flows. The ASU does not substantially change lessor accounting, but it does make certain changes related to leases for which collectability of the lease payments is uncertain or there are significant variable payments. Additionally, the ASU makes several other targeted amendments including a) revising the definition of lease payments to include fixed payments by the lessee to cover lessor costs related to ownership of the underlying asset such as for property taxes or insurance; b) narrowing the definition of initial direct costs which an entity is permitted to capitalize to include only those incremental costs of a lease that would not have been incurred if the lease had not been obtained; c) requiring seller-lessees in a sale-leaseback transaction to recognize the entire gain from the sale of the underlying asset at the time of sale rather than over the leaseback term; and d) expanding disclosures to provide quantitative and qualitative information about lease transactions. The ASU is effective for all annual and interim periods beginning January 1, 2019 and is required to be applied retrospectively to the earliest period presented at the date of initial application, with early adoption permitted. We are currently evaluating the impact of adopting this ASU. • Compensation - Stock Compensation In March 2016, the FASB issued an ASU that requires all excess tax benefits and tax deficiencies for share-based payment awards to be recorded as income tax benefit or expense in the income statement and for excess tax benefits to be classified as an operating activity in the statement of cash flows. Under the ASU, entities elect whether to account for forfeitures of awards by either recognizing forfeitures as they occur or by estimating the number of awards expected to be forfeited. Additionally, the ASU allows entities to withhold up to the maximum individual statutory tax rate to cover income taxes on awards and classify the entire awards as equity. Cash paid to satisfy the statutory income tax withholding obligation must be classified as a financing activity in the statement of cash flows. The ASU is effective for all annual and interim periods beginning January 1, 2017, with early adoption permitted. The amendments in the ASU have various transition requirements with certain amendments required to be applied retrospectively. We are currently evaluating the impact of adopting this ASU. • Financial Instruments - Credit Impairment In June 2016, the FASB issued an ASU that significantly changes how entities will measure credit losses for most financial assets and certain other instruments that are not measured at fair value through net income. The ASU requires entities to estimate and recognize an allowance for lifetime expected credit losses for loans (including TDR Loans), held-to-maturity debt securities, off-balance sheet credit exposures and certain other financial assets measured at amortized cost. The ASU also requires entities to recognize an allowance for credit losses on AFS debt securities and revises the accounting model for purchased credit impaired loans and debt securities. Additionally, the ASU requires new disclosures, the more significant of which include a) for financial assets measured at cost, information about how an entity developed its allowance, including changes in the factors that influenced the estimate of expected credit losses and the reasons for those changes; b) for financing receivables, further disaggregation of credit quality indicators by year of origination; and c) for AFS debt securities, a rollforward of the allowance for credit losses and an aging analysis of securities that are past due. The ASU is effective for all annual and interim periods beginning January 1, 2020, with early adoption permitted beginning January 1, 2019, and is required to be applied by recording a cumulative effect adjustment to retained earnings as of the beginning of the first reporting period in which the guidance is effective. We are currently evaluating the impact of adopting this ASU. There have been no additional accounting pronouncements issued during the first half of 2016 that are expected to have or could have a significant impact on our financial position or results of operations.

Fair Value Measurements (Polici

Fair Value Measurements (Policies)	6 Months Ended
	Jun. 30, 2016
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 inputs. 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 Liabilities

Trading Assets and Liabilities (Tables)	6 Months Ended
	Jun. 30, 2016
Trading Assets And Liabilities [Abstract]
Trading Assets and Liabilities	Trading assets and liabilities consisted of the following: June 30, 2016 December 31, 2015 (in millions) Trading assets: U.S. Treasury $ 3,471 $ 3,088 U.S. Government agency issued or guaranteed 12 13 U.S. Government sponsored enterprises (1) 158 154 Obligations of U.S. states and political subdivisions — 559 Asset-backed securities 385 424 Corporate and foreign bonds 6,876 6,899 Other securities 14 18 Precious metals 3,073 780 Derivatives, net 4,823 5,150 Total trading assets $ 18,812 $ 17,085 Trading liabilities: Securities sold, not yet purchased $ 929 $ 399 Payables for precious metals 890 650 Derivatives, net 8,873 6,406 Total trading liabilities $ 10,692 $ 7,455 (1) Consists of mortgage backed securities of $151 million and $154 million issued or guaranteed by the Federal National Mortgage Association ("FNMA") at June 30, 2016 and December 31, 2015 , respectively, and $7 million issued or guaranteed by the Federal Home Loan Mortgage Corporation ("FHLMC") at June 30, 2016 .

Securities (Tables)

Securities (Tables)	6 Months Ended
	Jun. 30, 2016
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: June 30, 2016 Amortized Cost Unrealized Gains Unrealized Losses Fair Value (in millions) Securities available-for-sale: U.S. Treasury $ 19,987 $ 498 $ (162 ) $ 20,323 U.S. Government sponsored enterprises: (1) Mortgage-backed securities 2,471 45 — 2,516 Collateralized mortgage obligations 2,286 8 (7 ) 2,287 Direct agency obligations 4,326 172 (19 ) 4,479 U.S. Government agency issued or guaranteed: Mortgage-backed securities 6,107 48 (6 ) 6,149 Collateralized mortgage obligations 1,393 30 (2 ) 1,421 Obligations of U.S. states and political subdivisions 13 — — 13 Asset-backed securities collateralized by: Commercial mortgages 6 — — 6 Home equity 77 — (10 ) 67 Other 517 1 (25 ) 493 Foreign debt securities (2) 512 1 (2 ) 511 Equity securities 159 — — 159 Total available-for-sale securities $ 37,854 $ 803 $ (233 ) $ 38,424 Securities held-to-maturity: U.S. Government sponsored enterprises: (3) Mortgage-backed securities $ 2,741 $ 83 $ — $ 2,824 Collateralized mortgage obligations 1,593 98 — 1,691 U.S. Government agency issued or guaranteed: Mortgage-backed securities 2,956 74 — 3,030 Collateralized mortgage obligations 5,902 130 (1 ) 6,031 Obligations of U.S. states and political subdivisions 17 1 — 18 Asset-backed securities collateralized by residential mortgages 6 1 — 7 Total held-to-maturity securities $ 13,215 $ 387 $ (1 ) $ 13,601 December 31, 2015 Amortized Cost Unrealized Gains Unrealized Losses Fair Value (in millions) Securities available-for-sale: U.S. Treasury $ 17,026 $ 142 $ (270 ) $ 16,898 U.S. Government sponsored enterprises: (1) Mortgage-backed securities 1,451 2 (12 ) 1,441 Collateralized mortgage obligations 159 — (5 ) 154 Direct agency obligations 4,136 133 (26 ) 4,243 U.S. Government agency issued or guaranteed: Mortgage-backed securities 10,645 9 (145 ) 10,509 Collateralized mortgage obligations 1,293 11 (4 ) 1,300 Obligations of U.S. states and political subdivisions 340 8 — 348 Asset-backed securities collateralized by: Commercial mortgages 9 — — 9 Home equity 83 — (8 ) 75 Other 110 — (21 ) 89 Foreign debt securities (2) 548 — (2 ) 546 Equity securities 161 3 (3 ) 161 Total available-for-sale securities $ 35,961 $ 308 $ (496 ) $ 35,773 Securities held-to-maturity: U.S. Government sponsored enterprises: (3) Mortgage-backed securities $ 2,945 $ 20 $ (9 ) $ 2,956 Collateralized mortgage obligations 1,755 73 (5 ) 1,823 U.S. Government agency issued or guaranteed: Mortgage-backed securities 3,269 19 (11 ) 3,277 Collateralized mortgage obligations 6,029 63 (11 ) 6,081 Obligations of U.S. states and political subdivisions 19 1 — 20 Asset-backed securities collateralized by residential mortgages 7 1 — 8 Total held-to-maturity securities $ 14,024 $ 177 $ (36 ) $ 14,165 (1) Includes securities at amortized cost of $3,127 million and $1,577 million issued or guaranteed by FNMA at June 30, 2016 and December 31, 2015 , respectively, and $1,630 million and $33 million issued or guaranteed by FHLMC at June 30, 2016 and December 31, 2015 , respectively. (2) Foreign debt securities represent public sector entity, bank or corporate debt. (3) Includes securities at amortized cost of $2,948 million and $3,182 million issued or guaranteed by FNMA at June 30, 2016 and December 31, 2015 , respectively, and $1,386 million and $1,518 million issued and guaranteed by FHLMC at June 30, 2016 and December 31, 2015 , respectively.
Gross Unrealized Losses and Related Fair Values	The following table summarizes gross unrealized losses and related fair values at June 30, 2016 and December 31, 2015 classified as to the length of time the losses have existed: One Year or Less Greater Than One Year June 30, 2016 Number of Securities Gross Unrealized Losses Aggregate Fair Value of Investment Number of Securities Gross Unrealized Losses Aggregate Fair Value of Investment (dollars are in millions) Securities available-for-sale: U.S. Treasury 9 $ (27 ) $ 1,905 24 $ (135 ) $ 2,707 U.S. Government sponsored enterprises 20 (15 ) 2,297 18 (11 ) 248 U.S. Government agency issued or guaranteed 3 (2 ) 610 3 (6 ) 94 Obligations of U.S. states and political subdivisions 3 — 13 — — — Asset-backed securities — — — 8 (35 ) 159 Foreign debt securities 1 — 45 1 (2 ) 186 Equity securities 1 — 159 — — — Securities available-for-sale 37 $ (44 ) $ 5,029 54 $ (189 ) $ 3,394 Securities held-to-maturity: U.S. Government sponsored enterprises 13 $ — $ 4 47 $ — $ 21 U.S. Government agency issued or guaranteed 95 (1 ) 531 560 — 51 Obligations of U.S. states and political subdivisions — — — 3 — 1 Securities held-to-maturity 108 $ (1 ) $ 535 610 $ — $ 73 One Year or Less Greater Than One Year December 31, 2015 Number of Securities Gross Unrealized Losses Aggregate Fair Value of Investment Number of Securities Gross Unrealized Losses Aggregate Fair Value of Investment (dollars are in millions) Securities available-for-sale: U.S. Treasury 52 $ (227 ) $ 11,046 5 $ (43 ) $ 924 U.S. Government sponsored enterprises 164 (30 ) 1,451 19 (13 ) 282 U.S. Government agency issued or guaranteed 62 (141 ) 9,725 3 (8 ) 101 Obligations of U.S. states and political subdivisions 4 — 16 3 — 45 Asset-backed securities 1 — 9 8 (29 ) 164 Foreign debt securities 3 (2 ) 351 — — — Equity securities 1 (3 ) 156 — — — Securities available-for-sale 287 $ (403 ) $ 22,754 38 $ (93 ) $ 1,516 Securities held-to-maturity: U.S. Government sponsored enterprises 312 $ (14 ) $ 1,143 49 $ — $ — U.S. Government agency issued or guaranteed 145 (22 ) 3,303 657 — 20 Obligations of U.S. states and political subdivisions 1 — — 3 — 1 Securities held-to-maturity 458 $ (36 ) $ 4,446 709 $ — $ 21
Realized Gains and Losses on Investment Securities Transactions Attributable to Available-for-Sale Securities	The following table summarizes realized gains and losses on investment securities transactions attributable to available-for-sale securities: Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Gross realized gains $ 56 $ 43 $ 87 $ 73 Gross realized losses (20 ) (8 ) (22 ) (15 ) Net realized gains $ 36 $ 35 $ 65 $ 58
Distribution of Maturities of Debt Securities with the Approximate Yield of the Portfolio	The table below also reflects the distribution of maturities of debt securities held at June 30, 2016 , 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 June 30, 2016 . Yields on tax-exempt obligations have been computed on a taxable equivalent basis using applicable statutory tax rates. Within One Year After One But Within Five Years After Five But Within Ten Years After Ten Years Taxable Equivalent Basis Amount Yield Amount Yield Amount Yield Amount Yield (dollars are in millions) Available-for-sale: U.S. Treasury $ — — % $ 5,525 1.30 % $ 9,317 2.17 % $ 5,145 2.59 % U.S. Government sponsored enterprises 120 3.23 3,315 2.83 1,105 2.32 4,543 2.06 U.S. Government agency issued or guaranteed — — 4 3.99 29 3.81 7,467 2.38 Obligations of U.S. states and political subdivisions — — 13 4.26 — — — — Asset-backed securities 400 1.88 — — — — 200 3.17 Foreign debt securities 297 1.23 215 1.07 — — — — Total amortized cost $ 817 1.84 % $ 9,072 1.86 % $ 10,451 2.19 % $ 17,355 2.37 % Total fair value $ 821 $ 9,319 $ 10,749 $ 17,376 Held-to-maturity: U.S. Government sponsored enterprises $ — — % $ 130 1.61 % $ 570 2.70 % $ 3,634 2.92 % U.S. Government agency issued or guaranteed — — 9 1.55 37 3.21 8,812 2.35 Obligations of U.S. states and political subdivisions 3 3.70 5 3.71 5 3.70 4 5.60 Asset-backed securities — — — — — — 6 6.60 Total amortized cost $ 3 3.70 % $ 144 1.68 % $ 612 2.74 % $ 12,456 2.52 % Total fair value $ 3 $ 146 $ 643 $ 12,809

Loans (Tables)

Loans (Tables)	6 Months Ended
	Jun. 30, 2016
Receivables [Abstract]
Components of Loans	Loans consisted of the following: June 30, 2016 December 31, 2015 (in millions) Commercial loans: Construction and other real estate $ 10,973 $ 10,000 Business and corporate banking 19,075 19,116 Global banking (1) 26,357 29,969 Other commercial 3,138 3,368 Total commercial 59,543 62,453 Consumer loans: Residential mortgages 17,667 17,758 Home equity mortgages 1,511 1,600 Credit cards 668 699 Other consumer 421 407 Total consumer 20,267 20,464 Total loans $ 79,810 $ 82,917 (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 $5,072 million and $4,815 million at June 30, 2016 and December 31, 2015 , respectively. See Note 14, "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, excluding loans held for sale, at June 30, 2016 and December 31, 2015 . The aging of past due amounts is determined based on the contractual delinquency status of payments under the loan. An account is generally considered to be contractually delinquent when payments have not been made in accordance with the loan terms. Delinquency status is affected by customer account management policies and practices such as re-age, which results in the re-setting of the contractual delinquency status to current. Past Due Total Past Due 30 Days or More At June 30, 2016 30 - 89 Days 90+ Days Current (1) Total Loans (in millions) Commercial loans: Construction and other real estate $ 51 $ 29 $ 80 $ 10,893 $ 10,973 Business and corporate banking 88 3 91 18,984 19,075 Global banking — — — 26,357 26,357 Other commercial 5 6 11 3,127 3,138 Total commercial 144 38 182 59,361 59,543 Consumer loans: Residential mortgages (2) 397 377 774 16,893 17,667 Home equity mortgages 11 44 55 1,456 1,511 Credit cards 8 9 17 651 668 Other consumer 6 6 12 409 421 Total consumer 422 436 858 19,409 20,267 Total loans $ 566 $ 474 $ 1,040 $ 78,770 $ 79,810 Past Due Total Past Due 30 Days or More At December 31, 2015 30 - 89 Days 90+ Days Current (1) Total Loans (in millions) Commercial loans: Construction and other real estate $ 31 $ 33 $ 64 $ 9,936 $ 10,000 Business and corporate banking 36 25 61 19,055 19,116 Global banking — — — 29,969 29,969 Other commercial — 6 6 3,362 3,368 Total commercial 67 64 131 62,322 62,453 Consumer loans: Residential mortgages 397 781 1,178 16,580 17,758 Home equity mortgages 15 50 65 1,535 1,600 Credit cards 10 9 19 680 699 Other consumer 7 7 14 393 407 Total consumer 429 847 1,276 19,188 20,464 Total loans $ 496 $ 911 $ 1,407 $ 81,510 $ 82,917 (1) Loans less than 30 days past due are presented as current. (2) The decrease in past due loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016. See Note 6, "Loans Held for Sale," for additional details.
Summary of Nonaccrual Loans and Accruing Receivables 90 Days or More Delinquent	Nonaccrual loans, including nonaccrual loans held for sale, and accruing loans 90 days or more delinquent consisted of the following: June 30, 2016 December 31, 2015 (in millions) Nonaccrual loans: Commercial: Construction and other real estate $ 47 $ 53 Business and corporate banking 238 167 Global banking 643 44 Other commercial 1 1 Commercial nonaccrual loans held for sale 57 26 Total commercial 986 291 Consumer: Residential mortgages (1)(2)(3)(4) 437 814 Home equity mortgages (1)(2) 73 71 Consumer nonaccrual loans held for sale (4) 376 3 Total consumer 886 888 Total nonaccruing loans 1,872 1,179 Accruing loans contractually past due 90 days or more: Commercial: Business and corporate banking 1 1 Total commercial 1 1 Consumer: Credit cards 9 9 Other consumer 7 7 Total consumer 16 16 Total accruing loans contractually past due 90 days or more 17 17 Total nonperforming loans $ 1,889 $ 1,196 (1) At June 30, 2016 and December 31, 2015 , nonaccrual consumer mortgage loans held for investment include $428 million and $768 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 held for investment include all loans 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. 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. (4) The trend in nonaccrual loans reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016.
Schedule of Additional Information on Nonaccrual Loans	The following table provides additional information on our nonaccrual loans: Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Interest income that would have been recorded if the nonaccrual loans had been current in accordance with contractual terms during the period $ 19 $ 23 $ 40 $ 44 Interest income that was recorded on nonaccrual loans and included in interest income during the period 3 6 9 12
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 and six months ended June 30, 2016 and 2015 and as a result of this action became classified as TDR Loans: Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Commercial loans: Construction and other real estate $ — $ 4 $ — $ 4 Business and corporate banking 190 24 304 50 Global banking — — — 13 Total commercial 190 28 304 67 Consumer loans: Residential mortgages 16 35 43 70 Home equity mortgages 3 1 5 1 Credit cards 1 1 2 2 Total consumer 20 37 50 73 Total $ 210 $ 65 $ 354 $ 140
Summary of TDR and Related Credit Loss Reserves for TDR Loans	The following table presents information about our TDR Loans and the related allowance for credit losses for TDR Loans: June 30, 2016 December 31, 2015 Carrying Value Unpaid Principal Balance Carrying Value Unpaid Principal Balance (in millions) TDR Loans (1)(2) : Commercial loans: Construction and other real estate $ 82 $ 94 $ 94 $ 106 Business and corporate banking 449 470 227 240 Global banking 65 66 44 44 Total commercial (3) 596 630 365 390 Consumer loans: Residential mortgages (4)(5) 928 1,044 1,060 1,233 Home equity mortgages (4) 27 59 23 50 Credit cards 5 5 5 5 Total consumer 960 1,108 1,088 1,288 Total TDR Loans (6) $ 1,556 $ 1,738 $ 1,453 $ 1,678 Allowance for credit losses for TDR Loans (7) : Commercial loans: Construction and other real estate $ — $ — Business and corporate banking 84 24 Global banking — — Total commercial 84 24 Consumer loans: Residential mortgages 28 33 Home equity mortgages 1 1 Credit cards 1 1 Total consumer 30 35 Total allowance for credit losses for TDR Loans $ 114 $ 59 (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 $654 million and $88 million at June 30, 2016 and December 31, 2015 , respectively. (2) The carrying value of TDR Loans includes basis adjustments on the loans, such as unearned income, unamortized deferred fees and costs on originated loans, partial charge-offs and premiums or discounts on purchased loans. (3) Additional commitments to lend to commercial borrowers whose loans have been modified in TDRs totaled $221 million and $112 million at June 30, 2016 and December 31, 2015 , respectively. (4) At June 30, 2016 and December 31, 2015 , the carrying value of consumer mortgage TDR Loans held for investment includes $763 million and $881 million , respectively, of loans that are recorded at the lower of amortized cost or fair value of the collateral less cost to sell. (5) The decrease in TDR Loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage TDR Loans with a carrying value of $141 million to held for sale during the first half of 2016. There is no allowance for credit losses associated with loans classified as held for sale as they are carried at the lower of amortized cost or fair value less cost to sell. (6) At June 30, 2016 and December 31, 2015 , the carrying value of TDR Loans includes $660 million and $676 million , respectively, of loans which are classified as nonaccrual. (7) Included in the allowance for credit losses
Trouble Debt Restructuring Additional Information	The following table presents information about average TDR Loans and interest income recognized on TDR Loans: Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Average balance of TDR Loans: Commercial loans: Construction and other real estate $ 87 $ 149 $ 89 $ 161 Business and corporate banking 371 56 323 45 Global banking 62 13 56 9 Total commercial 520 218 468 215 Consumer loans: Residential mortgages 934 999 990 988 Home equity mortgages 25 20 24 20 Credit cards 5 6 5 6 Total consumer 964 1,025 1,019 1,014 Total average balance of TDR Loans $ 1,484 $ 1,243 $ 1,487 $ 1,229 Interest income recognized on TDR Loans: Commercial loans: Construction and other real estate $ — $ 1 $ 1 $ 2 Business and corporate banking 3 — 4 1 Total commercial 3 1 5 3 Consumer loans: Residential mortgages 9 9 19 18 Home equity mortgages 1 1 1 1 Total consumer 10 10 20 19 Total interest income recognized on TDR Loans $ 13 $ 11 $ 25 $ 22
Loans Classified as TDR Loans	The following table presents loans which were classified as TDR Loans during the previous 12 months which for commercial loans became 90 days or greater contractually delinquent or for consumer loans became 60 days or greater contractually delinquent during the three and six months ended June 30, 2016 and 2015 : Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Commercial loans: Construction and other real estate $ — $ — $ — $ 2 Business and corporate banking 2 2 4 3 Total commercial 2 2 4 5 Consumer loans: Residential mortgages 4 8 15 17 Total consumer 4 8 15 17 Total $ 6 $ 10 $ 19 $ 22
Impaired Commercial Loans Considered as TDR Loans	The following table presents information about impaired commercial loans and the related impairment reserve for impaired commercial loans: Amount with Impairment Reserves (1) Amount without Impairment Reserves (1) Total Impaired Commercial Loans (1)(2) Impairment Reserve Unpaid Principal Balance (in millions) At June 30, 2016 Construction and other real estate $ 6 $ 92 $ 98 $ 2 $ 110 Business and corporate banking 267 234 501 103 519 Global banking 578 65 643 247 652 Other commercial 1 7 8 1 8 Total commercial $ 852 $ 398 $ 1,250 $ 353 $ 1,289 At December 31, 2015 Construction and other real estate $ 2 $ 108 $ 110 $ 1 $ 125 Business and corporate banking 168 124 292 52 342 Global banking — 44 44 — 44 Other commercial 1 6 7 1 8 Total commercial $ 171 $ 282 $ 453 $ 54 $ 519 (1) Reflects the carrying value of impaired commercial loans and includes basis adjustments on the loans, such as partial charge-offs, unamortized deferred fees and costs on originated loans and any premiums or discounts on purchased loans. (2) Includes impaired commercial loans that are also considered TDR Loans which totaled $596 million and $365 million at June 30, 2016 and December 31, 2015 , respectively
Average Balance and Interest Income Recognized on Impaired Commercial Loans	The following table presents information about average impaired commercial loans and interest income recognized on impaired commercial loans: Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Average balance of impaired commercial loans: Construction and other real estate $ 101 $ 166 $ 104 $ 176 Business and corporate banking 427 92 382 91 Global banking 296 13 212 9 Other commercial 8 7 7 7 Total average balance of impaired commercial loans $ 832 $ 278 $ 705 $ 283 Interest income recognized on impaired commercial loans: Construction and other real estate $ — $ 1 $ 1 $ 2 Business and corporate banking 3 — 5 1 Global banking 2 — 2 — Total interest income recognized on impaired commercial loans $ 5 $ 1 $ 8 $ 3
Summary of Criticized Assets for Commercial Loans	The following table summarizes criticized commercial loans: Special Mention Substandard Doubtful Total (in millions) At June 30, 2016 Construction and other real estate $ 286 $ 192 $ 4 $ 482 Business and corporate banking 782 752 102 1,636 Global banking 1,085 3,053 415 4,553 Other commercial — 7 1 8 Total commercial $ 2,153 $ 4,004 $ 522 $ 6,679 At December 31, 2015 Construction and other real estate $ 239 $ 187 $ — $ 426 Business and corporate banking 941 690 52 1,683 Global banking 1,069 2,300 12 3,381 Other commercial 1 37 1 39 Total commercial $ 2,250 $ 3,214 $ 65 $ 5,529
Status of Commercial Loan Portfolio	The following table summarizes the status of our commercial loan portfolio, excluding loans held for sale: Performing Loans Nonaccrual Loans Accruing Loans Contractually Past Due 90 days or More Total (in millions) At June 30, 2016 Construction and other real estate $ 10,926 $ 47 $ — $ 10,973 Business and corporate banking 18,836 238 1 19,075 Global banking 25,714 643 — 26,357 Other commercial 3,137 1 — 3,138 Total commercial $ 58,613 $ 929 $ 1 $ 59,543 At December 31, 2015 Construction and other real estate $ 9,947 $ 53 $ — $ 10,000 Business and corporate banking 18,948 167 1 19,116 Global banking 29,925 44 — 29,969 Other commercial 3,367 1 — 3,368 Total commercial $ 62,187 $ 265 $ 1 $ 62,453
Credit Risk Profile of Commercial Loan	The following table shows the credit risk profile of our commercial loan portfolio: Investment Grade (1) Non-Investment Grade Total (in millions) At June 30, 2016 Construction and other real estate $ 8,564 $ 2,409 $ 10,973 Business and corporate banking 9,801 9,274 19,075 Global banking 18,209 8,148 26,357 Other commercial 1,781 1,357 3,138 Total commercial $ 38,355 $ 21,188 $ 59,543 At December 31, 2015 Construction and other real estate $ 8,487 $ 1,513 $ 10,000 Business and corporate banking 10,373 8,743 19,116 Global banking 23,111 6,858 29,969 Other commercial 1,883 1,485 3,368 Total commercial $ 43,854 $ 18,599 $ 62,453 (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: June 30, 2016 December 31, 2015 Delinquent Loans Delinquency Ratio Delinquent Loans Delinquency Ratio (dollars are in millions) Residential mortgages (1)(2) $ 801 4.44 % $ 858 4.83 % Home equity mortgages (1)(2) 49 3.24 56 3.50 Credit cards 12 1.80 13 1.86 Other consumer 9 1.81 11 2.26 Total consumer $ 871 4.20 % $ 938 4.56 % (1) At June 30, 2016 and December 31, 2015 , consumer mortgage loan delinquency includes $735 million and $793 million , respectively, of loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell, including $361 million and $3 million , respectively, relating to loans held for sale. (2) At June 30, 2016 and December 31, 2015 , consumer mortgage loans and loans held for sale include $523 million and $567 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 Loans Nonaccrual Loans Accruing Loans Contractually Past Due 90 days or More Total (in millions) At June 30, 2016 Residential mortgages (1) $ 17,230 $ 437 $ — $ 17,667 Home equity mortgages 1,438 73 — 1,511 Credit cards 659 — 9 668 Other consumer 414 — 7 421 Total consumer $ 19,741 $ 510 $ 16 $ 20,267 At December 31, 2015 Residential mortgages $ 16,944 $ 814 $ — $ 17,758 Home equity mortgages 1,529 71 — 1,600 Credit cards 690 — 9 699 Other consumer 400 — 7 407 Total consumer $ 19,563 $ 885 $ 16 $ 20,464 (1) The decrease in nonaccrual loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016.

Allowance for Credit Losses (Ta

Allowance for Credit Losses (Tables)	6 Months Ended
	Jun. 30, 2016
Receivables [Abstract]
Summary of Changes in the Allowance for Credit Losses and the Related Loan Balance by Product	The following table summarizes the changes in the allowance for credit losses by product and the related loan balance by product during the three and six months ended June 30, 2016 and 2015 : Commercial Consumer Construction and Other Real Estate Business and Corporate Banking Global Banking Other Comm’l Residential Mortgages Home Equity Mortgages Credit Card Other Consumer Total (in millions) Three Months Ended June 30, 2016 Allowance for credit losses – beginning of period $ 95 $ 362 $ 429 $ 16 $ 55 $ 25 $ 31 $ 10 $ 1,023 Provision charged (credited) to income (3 ) 4 137 (1 ) (7 ) (6 ) 9 1 134 Charge offs — (11 ) (78 ) — — (2 ) (8 ) (4 ) (103 ) Recoveries — 3 — — 2 2 1 1 9 Net (charge offs) recoveries — (8 ) (78 ) — 2 — (7 ) (3 ) (94 ) Allowance for credit losses – end of period $ 92 $ 358 $ 488 $ 15 $ 50 $ 19 $ 33 $ 8 $ 1,063 Three Months Ended June 30, 2015 Allowance for credit losses – beginning of period $ 90 $ 295 $ 128 $ 21 $ 95 $ 29 $ 35 $ 10 $ 703 Provision charged (credited) to income (3 ) (2 ) 2 (3 ) (6 ) — 4 2 (6 ) Charge offs (1 ) (38 ) — — (10 ) (3 ) (8 ) (4 ) (64 ) Recoveries 3 5 — — 4 1 2 — 15 Net (charge offs) recoveries 2 (33 ) — — (6 ) (2 ) (6 ) (4 ) (49 ) Allowance for credit losses – end of period $ 89 $ 260 $ 130 $ 18 $ 83 $ 27 $ 33 $ 8 $ 648 Six Months Ended June 30, 2016 Allowance for credit losses – beginning of period $ 86 $ 434 $ 240 $ 19 $ 68 $ 24 $ 32 $ 9 $ 912 Provision charged (credited) to income 6 (42 ) 333 (4 ) (16 ) (3 ) 14 3 291 Charge-offs — (39 ) (85 ) — (9 ) (5 ) (16 ) (5 ) (159 ) Recoveries — 5 — — 7 3 3 1 19 Net (charge-offs) recoveries — (34 ) (85 ) — (2 ) (2 ) (13 ) (4 ) (140 ) Allowance for credit losses – end of period $ 92 $ 358 $ 488 $ 15 $ 50 $ 19 $ 33 $ 8 $ 1,063 Ending balance: collectively evaluated for impairment $ 90 $ 255 $ 241 $ 14 $ 22 $ 18 $ 32 $ 8 $ 680 Ending balance: individually evaluated for impairment 2 103 247 1 28 1 1 — 383 Total allowance for credit losses $ 92 $ 358 $ 488 $ 15 $ 50 $ 19 $ 33 $ 8 $ 1,063 Loans: Collectively evaluated for impairment (1) $ 10,875 $ 18,574 $ 25,714 $ 3,130 $ 16,423 $ 1,433 $ 663 $ 421 $ 77,233 Individually evaluated for impairment (2) 98 501 643 8 188 5 5 — 1,448 Loans carried at lower of amortized cost or fair value less cost to sell — — — — 1,056 73 — — 1,129 Total loans $ 10,973 $ 19,075 $ 26,357 $ 3,138 $ 17,667 $ 1,511 $ 668 $ 421 $ 79,810 Commercial Consumer Construction and Other Real Estate Business and Corporate Banking Global Banking Other Comm’l Residential Mortgages Home Equity Mortgages Credit Card Other Consumer Total (in millions) Six Months Ended June 30, 2015 Allowance for credit losses – beginning of period $ 89 $ 275 $ 107 $ 21 $ 107 $ 32 $ 39 $ 10 $ 680 Provision charged (credited) to income (1 ) 22 23 (2 ) (6 ) (2 ) 7 6 47 Charge-offs (2 ) (44 ) — (1 ) (24 ) (5 ) (16 ) (10 ) (102 ) Recoveries 3 7 — — 6 2 3 2 23 Net (charge-offs) recoveries 1 (37 ) — (1 ) (18 ) (3 ) (13 ) (8 ) (79 ) Allowance for credit losses – end of period $ 89 $ 260 $ 130 $ 18 $ 83 $ 27 $ 33 $ 8 $ 648 Ending balance: collectively evaluated for impairment $ 86 $ 257 $ 130 $ 17 $ 42 $ 26 $ 32 $ 8 $ 598 Ending balance: individually evaluated for impairment 3 3 — 1 41 1 1 — 50 Total allowance for credit losses $ 89 $ 260 $ 130 $ 18 $ 83 $ 27 $ 33 $ 8 $ 648 Loans: Collectively evaluated for impairment (1) $ 11,388 $ 19,624 $ 28,929 $ 3,415 $ 15,478 $ 1,610 $ 686 $ 410 $ 81,540 Individually evaluated for impairment (2) 132 88 13 7 262 5 6 — 513 Loans carried at lower of amortized cost or fair value less cost to sell — — — — 1,493 71 — — 1,564 Total loans $ 11,520 $ 19,712 $ 28,942 $ 3,422 $ 17,233 $ 1,686 $ 692 $ 410 $ 83,617 (1) Global Banking includes loans to HSBC affiliates totaling $5,072 million and $4,607 million at June 30, 2016 and 2015 , respectively, for which we do not carry an associated allowance for credit losses. (2) For consumer loans and certain small business loans, these amounts represent TDR Loans for which we evaluate reserves using a discounted cash flow methodology. Each loan is individually identified as a TDR Loan and then grouped together with other TDR Loans with similar characteristics. The discounted cash flow analysis is then applied to these groups of TDR Loans. Loans individually evaluated for impairment exclude TDR loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell which totaled $763 million and $775 million at June 30, 2016 and 2015 , respectively.

Loans Held for Sale (Tables)

Loans Held for Sale (Tables)	6 Months Ended
	Jun. 30, 2016
Receivables [Abstract]
Loans Held for Sale	Loans held for sale consisted of the following: June 30, 2016 December 31, 2015 (in millions) Commercial loans: Construction and other real estate $ — $ 1,895 Global banking 901 200 Total commercial 901 2,095 Consumer loans: Residential mortgages 391 11 Other consumer 77 79 Total consumer 468 90 Total loans held for sale $ 1,369 $ 2,185

Intangible Assets (Tables)

Intangible Assets (Tables)	6 Months Ended
	Jun. 30, 2016
Goodwill and Intangible Assets Disclosure [Abstract]
Schedule of Intangible Assets	Intangible assets consisted of the following: June 30, 2016 December 31, 2015 (in millions) Mortgage servicing rights $ — $ 140 Purchased credit card relationships 37 41 Total intangible assets $ 37 $ 181
Fair Value of Residential MSRs	The following table summarizes the critical assumptions used to calculate the fair value of MSRs at December 31, 2015 : December 31, 2015 Annualized constant prepayment rate 13.8 % Constant discount rate 12.6 % Weighted average life (in years) 4.5 The following table summarizes the critical assumptions used to calculate the fair value of MSRs at June 30, 2016 : June 30, 2016 Annualized constant prepayment rate 18.0 % Constant discount rate 10.3 % Weighted average life (in years) 3.7
Residential MSRs Activity	The following table summarizes MSRs activity during the three and six months ended June 30, 2015 : Three Months Ended June 30, 2015 Six Months Ended June 30, 2015 (in millions) Fair value of MSRs: Beginning balance $ 140 $ 159 Changes in fair value due to changes in valuation model inputs or assumptions 19 8 Reductions related to customer payments (1 ) (9 ) Ending balance $ 158 $ 158

Other Assets Held for Sale (Tab

Other Assets Held for Sale (Tables)	6 Months Ended
	Jun. 30, 2016
Discontinued Operations and Disposal Groups [Abstract]
Disposal Group Held for Sale	The disposal group held for sale reported in other assets consisted of the following at June 30, 2016 : Location on Consolidated Balance Sheet Prior to Reclassification to Held for Sale June 30, 2016 (in millions) Mortgage servicing rights Intangible assets, net $ 104 Servicing advances Other assets 209 Total assets held for sale $ 313
Fair Value of Residential MSRs	The following table summarizes the critical assumptions used to calculate the fair value of MSRs at December 31, 2015 : December 31, 2015 Annualized constant prepayment rate 13.8 % Constant discount rate 12.6 % Weighted average life (in years) 4.5 The following table summarizes the critical assumptions used to calculate the fair value of MSRs at June 30, 2016 : June 30, 2016 Annualized constant prepayment rate 18.0 % Constant discount rate 10.3 % Weighted average life (in years) 3.7
Rollforward of MSRs	The following table summarizes MSRs activity during the three and six months ended June 30, 2016 : Three Months Ended June 30, 2016 Six Months Ended June 30, 2016 (in millions) Fair value of MSRs: Beginning balance $ 117 $ 140 Changes in fair value due to changes in valuation model inputs or assumptions (8 ) (24 ) Reductions related to customer payments (5 ) (12 ) Ending balance $ 104 $ 104

Derivative Financial Instrume37

Derivative Financial Instruments (Tables)	6 Months Ended
	Jun. 30, 2016
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 master netting 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 where an appropriate legal opinion to determine such agreements are enforceable has not been either sought or obtained, have not been netted in the table below. Where we have received or posted collateral under netting agreements where an appropriate legal opinion to determine such agreements are enforceable has not been either sought or obtained, the related collateral also has not been netted in the table below. June 30, 2016 December 31, 2015 Derivative assets Derivative liabilities Derivative assets Derivative liabilities (in millions) Derivatives accounted for as fair value hedges (1) OTC-cleared (2) $ 76 $ 1,075 $ 42 $ 240 Bilateral OTC (2) 1 399 — 292 Interest rate contracts 77 1,474 42 532 Derivatives accounted for as cash flow hedges (1) Foreign exchange contracts - bilateral OTC (2) — 3 17 — OTC-cleared (2) 20 40 6 16 Bilateral OTC (2) — 230 — 137 Interest rate contracts 20 270 6 153 Total derivatives accounted for as hedges 97 1,747 65 685 Trading derivatives not accounted for as hedges (3) Exchange-traded (2) 70 64 27 27 OTC-cleared (2) 29,459 27,656 15,717 14,723 Bilateral OTC (2) 22,232 25,015 18,716 19,906 Interest rate contracts 51,761 52,735 34,460 34,656 Exchange-traded (2) 8 47 — 15 Bilateral OTC (2) 25,217 23,675 24,160 22,324 Foreign exchange contracts 25,225 23,722 24,160 22,339 Equity contracts - bilateral OTC (2) 1,298 1,295 1,344 1,340 Exchange-traded (2) 33 142 38 39 Bilateral OTC (2) 746 835 891 552 Precious metals contracts 779 977 929 591 OTC-cleared (2) 710 836 899 1,212 Bilateral OTC (2) 1,634 1,552 2,913 2,565 Credit contracts 2,344 2,388 3,812 3,777 Other derivatives not accounted for as hedges (1) Interest rate contracts - bilateral OTC (2) 1,064 162 761 120 Foreign exchange contracts - bilateral OTC (2) — 45 — 97 Equity contracts - bilateral OTC (2) 472 372 462 422 Credit contracts - bilateral OTC (2) 34 4 73 6 Total derivatives 83,074 83,447 66,066 64,033 Less: Gross amounts of receivable / payable subject to enforceable master netting agreements (4)(6) 72,762 72,762 55,510 55,510 Less: Gross amounts of cash collateral received / posted subject to enforceable master netting agreements (5)(6) 5,123 1,399 4,942 1,530 Net amounts of derivative assets / liabilities presented in the balance sheet 5,189 9,286 5,614 6,993 Less: Gross amounts of financial instrument collateral received / posted subject to enforceable master netting agreements but not offset in the consolidated balance sheet 1,142 5,636 1,114 3,674 Net amounts of derivative assets / liabilities $ 4,047 $ 3,650 $ 4,500 $ 3,319 (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 netting agreements. (6) Netting is performed at a counterparty level in cases where enforceable master netting 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.
Schedule of Gains and Losses on Fair Value Hedging Instruments	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 (loss): Gain (Loss) on Derivative Gain (Loss) on Hedged Items Net Ineffective Gain (Loss) Recognized Interest Income (Expense) Other Income (Loss) Interest Income (Expense) Other Income (Loss) Other Income (Loss) (in millions) Three Months Ended June 30, 2016 Interest rate contracts/AFS Securities $ (47 ) $ (397 ) $ 96 $ 376 $ (21 ) Interest rate contracts/long-term debt 7 32 (31 ) (31 ) 1 Total $ (40 ) $ (365 ) $ 65 $ 345 $ (20 ) Three Months Ended June 30, 2015 Interest rate contracts/AFS Securities $ (49 ) $ 453 $ 93 $ (437 ) $ 16 Interest rate contracts/long-term debt 6 (12 ) (22 ) 12 — Total $ (43 ) $ 441 $ 71 $ (425 ) $ 16 Six Months Ended June 30, 2016 Interest rate contracts/AFS Securities $ (95 ) $ (1,053 ) $ 189 $ 1,002 $ (51 ) Interest rate contracts/long-term debt 15 98 (61 ) (96 ) 2 Total $ (80 ) $ (955 ) $ 128 $ 906 $ (49 ) Six Months Ended June 30, 2015 Interest rate contracts/AFS Securities $ (103 ) $ 205 $ 181 $ (197 ) $ 8 Interest rate contracts/long-term debt 9 (12 ) (33 ) 12 — Total $ (94 ) $ 193 $ 148 $ (185 ) $ 8
Schedule of Gains and Losses on Cash Flow Hedging Instruments	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 (loss): Gain (Loss) Recognized in AOCI on Derivative (Effective Portion) Location of Gain (Loss) Reclassified from AOCI into Income (Effective Portion) Gain (Loss) Reclassed From AOCI into Income (Effective Portion) Location of Gain (Loss) Recognized in Income on the Derivative (Ineffective Portion and Amount Excluded from Effectiveness Testing) Gain (Loss) Recognized in Income on the Derivative (Ineffective Portion) 2016 2015 2016 2015 2016 2015 (in millions) Three Months Ended June 30, Foreign exchange contracts $ — $ 1 Interest income (expense) $ — $ — Other income (loss) $ — $ — Interest rate contracts (24 ) 48 Interest income (expense) (5 ) (2 ) Other income (loss) — — Total $ (24 ) $ 49 $ (5 ) $ (2 ) $ — $ — Six Months Ended June 30, Foreign exchange contracts $ — $ 1 Interest income (expense) $ — $ — Other income (loss) $ — $ — Interest rate contracts (100 ) 15 Interest income (expense) (9 ) (5 ) Other income (loss) — — Total $ (100 ) $ 16 $ (9 ) $ (5 ) $ — $ —
Schedule of Gains and Losses on Derivative Instruments Included in Trading Activities	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 (loss): Location of Gain (Loss) Recognized in Income on Derivatives Amount of Gain (Loss) Recognized in Income on Derivatives Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Interest rate contracts Trading revenue $ (233 ) $ 71 $ (510 ) $ 541 Interest rate contracts Residential mortgage banking revenue 11 (18 ) 43 6 Foreign exchange contracts Trading revenue 131 207 228 (149 ) Equity contracts Trading revenue 3 4 3 3 Precious metals contracts Trading revenue 29 (27 ) 29 19 Credit contracts Trading revenue (25 ) 4 (62 ) (17 ) Total $ (84 ) $ 241 $ (269 ) $ 403
Schedule of Gains and Losses on Derivative Instruments Held for Non-qualifying Hedging Activities	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 (loss): Location of Gain (Loss) Recognized in Income on Derivatives Amount of Gain (Loss) Recognized in Income on Derivatives Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Interest rate contracts Gain (loss) on instruments designated at fair value and related derivatives $ 111 $ (142 ) $ 325 $ (33 ) Interest rate contracts Residential mortgage banking revenue — 1 — 1 Foreign exchange contracts Gain (loss) on instruments designated at fair value and related derivatives 8 6 20 5 Equity contracts Gain (loss) on instruments designated at fair value and related derivatives 81 (125 ) 32 132 Precious metals contracts Gain (loss) on instruments designated at fair value and related derivatives — — — 1 Credit contracts Gain (loss)on instruments designated at fair value and related derivatives — (3 ) — (3 ) Credit contracts Other income (loss) (29 ) (45 ) (41 ) (23 ) Total $ 171 $ (308 ) $ 336 $ 80
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 Aa3 A1 (in millions) Amount of additional collateral to be posted upon downgrade $ — $ 67 Single-notch downgrade Two-notch downgrade Standard & Poor's ("S&P") A+ A (in millions) Amount of additional collateral to be posted upon downgrade $ 67 $ 77
Notional Value of Derivative Contracts	The following table summarizes the notional values of derivative contracts: June 30, 2016 December 31, 2015 (in millions) Interest rate: Futures and forwards $ 247,415 $ 149,413 Swaps 2,301,773 2,453,526 Options written 96,548 65,747 Options purchased 125,146 80,092 2,770,882 2,748,778 Foreign exchange: Swaps, futures and forwards 998,941 980,811 Options written 75,580 81,132 Options purchased 76,607 82,004 Spot 29,982 42,724 1,181,110 1,186,671 Commodities, equities and precious metals: Swaps, futures and forwards 47,941 35,546 Options written 18,267 19,601 Options purchased 31,278 33,374 97,486 88,521 Credit derivatives 161,251 188,070 Total $ 4,210,729 $ 4,212,040

Fair Value Option (Tables)

Fair Value Option (Tables)	6 Months Ended
	Jun. 30, 2016
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 Fair Value over (under) Unpaid Principal Balance (in millions) At June 30, 2016 Commercial loans held for sale $ 867 $ 890 $ (23 ) Securities purchased under resale agreements 782 776 6 Securities sold under repurchase agreements 2,676 2,670 6 Fixed rate long-term debt 2,096 1,750 346 Hybrid instruments: Structured deposits 7,285 7,136 149 Structured notes 7,143 7,323 (180 ) At December 31, 2015 Commercial loans held for sale $ 151 $ 159 $ (8 ) Securities sold under repurchase agreements 1,976 1,970 6 Fixed rate long-term debt 2,007 1,750 257 Hybrid instruments: Structured deposits 6,919 7,016 (97 ) Structured notes 7,164 7,323 (159 )
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 Securities Purchased Under Resale Agreements Securities Sold Under Repurchase Agreements Long-Term Debt Hybrid Instruments Total (in millions) Three Months Ended June 30, 2016 Interest rate and other components (1) $ — $ — $ (4 ) $ (70 ) $ (128 ) $ (202 ) Credit risk component (2)(3) 3 — — (41 ) 2 (36 ) Total mark-to-market on financial instruments designated at fair value 3 — (4 ) (111 ) (126 ) (238 ) Mark-to-market on the related derivatives — — — 67 117 184 Net realized gain on the related long-term debt derivatives — — — 16 — 16 Gain (loss) on instruments designated at fair value and related derivatives $ 3 $ — $ (4 ) $ (28 ) $ (9 ) $ (38 ) Three Months Ended June 30, 2015 Interest rate and other components (1) $ — $ — $ (2 ) $ 132 $ 212 $ 342 Credit risk component (2)(3) 2 — — 48 (72 ) (22 ) Total mark-to-market on financial instruments designated at fair value 2 — (2 ) 180 140 320 Mark-to-market on the related derivatives — — — (127 ) (154 ) (281 ) Net realized gain on the related long-term debt derivatives — — — 17 — 17 Gain (loss) on instruments designated at fair value and related derivatives $ 2 $ — $ (2 ) $ 70 $ (14 ) $ 56 Six Months Ended June 30, 2016 Interest rate and other components (1) $ — $ 5 $ 1 $ (197 ) $ (162 ) $ (353 ) Credit risk component (2)(3) — — — 108 46 154 Total mark-to-market on financial instruments designated at fair value — 5 1 (89 ) (116 ) (199 ) Mark-to-market on the related derivatives — — — 194 151 345 Net realized gain on the related long-term debt derivatives — — — 32 — 32 Gain (loss) on instruments designated at fair value and related derivatives $ — $ 5 $ 1 $ 137 $ 35 $ 178 Six Months Ended June 30, 2015 Interest rate and other components (1) $ — $ — $ (2 ) $ 50 $ (76 ) $ (28 ) Credit risk component (2)(3) (8 ) — — 118 (43 ) 67 Total mark-to-market on financial instruments designated at fair value (8 ) — (2 ) 168 (119 ) 39 Mark-to-market on the related derivatives — — — (57 ) 125 68 Net realized gain on the related long-term debt derivatives — — — 34 — 34 Gain (loss) on instruments designated at fair value and related derivatives $ (8 ) $ — $ (2 ) $ 145 $ 6 $ 141 (1) As it relates to hybrid instruments, interest rate and other components includes interest rate, foreign exchange and equity contract risks. (2) During the three months ended June 30, 2016 , the loss in the credit risk component for long-term debt was attributable to the tightening of our own credit spreads while the gains during the six months ended June 30, 2016 was attributable to the widening of our own credit spreads. During the three and six months ended June 30, 2015 , the gains in the credit risk component for long-term debt were attributable to the widening of our own credit spreads. (3) During the three months ended June 30, 2016, the gain in the credit risk component for hybrid instruments was attributable to the widening of credit spreads on structured deposits, partially offset by the tightening of our own credits spreads related to structured notes. During the six months ended June 30, 2016, the gains in the credit risk component for hybrid instruments was attributable to the widening of our own credit spreads related to structured notes, partially offset by the tightening of credit spreads on structured deposits. During the three and six months ended June 30, 2015 , the losses in the credit risk component for hybrid instruments were attributable to changes in estimates associated with the valuation techniques used to measure the fair value of certain structured notes and deposits, partially offset by the widening of credit spreads on structured deposits and, in the year-to-date period, the widening of our own credit spreads related to structured notes.

Accumulated Other Comprehensi39

Accumulated Other Comprehensive Income (Loss) (Tables)	6 Months Ended
	Jun. 30, 2016
Equity [Abstract]
Accumulated Other Comprehensive Loss	The following table presents changes in accumulated other comprehensive income (loss) balances: Three Months Ended June 30 2016 2015 (in millions) Unrealized gains (losses) on investment securities: Balance at beginning of period $ 44 $ 130 Other comprehensive income (loss) for period: Net unrealized gains (losses) arising during period, net of tax of $135 million and $(117) million, respectively 223 (198 ) Reclassification adjustment for gains realized in net income, net of tax of $(13) million and $(13) million, respectively (1) (23 ) (22 ) Amortization of net unrealized losses on securities transferred from available-for-sale to held-to-maturity realized in net income, net of tax of $4 million and $4 million, respectively (2) 8 7 Total other comprehensive income (loss) for period 208 (213 ) Balance at end of period 252 (83 ) Unrealized losses on derivatives designated as cash flow hedges: Balance at beginning of period (215 ) (175 ) Other comprehensive income (loss) for period: Net unrealized gains (losses) arising during period, net of tax of $(10) million and $19 million, respectively (14 ) 30 Reclassification adjustment for losses realized in net income, net of tax of $2 million and $1 million, respectively (3) 3 1 Total other comprehensive income (loss) for period (11 ) 31 Balance at end of period (226 ) (144 ) Pension and postretirement benefit liability: Balance at beginning and end of period (3 ) (2 ) Total accumulated other comprehensive income (loss) at end of period $ 23 $ (229 ) Six Months Ended June 30, 2016 2015 (in millions) Unrealized gains (losses) on investment securities: Balance at beginning of period $ (234 ) $ 158 Other comprehensive income (loss) for period: Net unrealized gains (losses) arising during period, net of tax of $308 million and $(128) million, respectively 515 (217 ) Reclassification adjustment for gains realized in net income, net of tax of $(24) million and $(22) million, respectively (1) (41 ) (36 ) Amortization of net unrealized losses on securities transferred from available-for-sale to held-to-maturity realized in net income, net of tax of $7 million and $7 million, respectively (2) 12 12 Total other comprehensive income (loss) for period 486 (241 ) Balance at end of period 252 (83 ) Unrealized losses on derivatives designated as cash flow hedges: Balance at beginning of period (170 ) (156 ) Other comprehensive income (loss) for period: Net unrealized gains (losses) arising during period, net of tax of $(38) million and $7 million, respectively (62 ) 9 Reclassification adjustment for losses realized in net income, net of tax of $3 million and $2 million, respectively (3) 6 3 Total other comprehensive income (loss) for period (56 ) 12 Balance at end of period (226 ) (144 ) Pension and postretirement benefit liability: Balance at beginning of period (3 ) (3 ) 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 (3 ) (2 ) Total accumulated other comprehensive income (loss) at end of period $ 23 $ (229 ) (1) Amount reclassified to net income is included in other securities gains, net in our consolidated statement of income (loss). (2) Amount amortized to net income is included in interest income in our consolidated statement of income (loss). During 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 net income is included in interest income (expense) in our consolidated statement of income (loss).

Pension and Other Postretirem40

Pension and Other Postretirement Benefits (Tables)	6 Months Ended
	Jun. 30, 2016
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 (loss) and shown in the table below reflect the portion of pension expense of the combined HSBC North America Pension Plan (either the "HSBC North America Pension Plan" or the "Plan") which has been allocated to us. Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Interest cost on projected benefit obligation 17 16 35 33 Expected return on plan assets (22 ) (23 ) (42 ) (46 ) Amortization of net actuarial loss 9 10 19 19 Administrative costs 2 1 3 3 Pension expense $ 6 $ 4 $ 15 $ 9
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 June 30, Six Months Ended June 30, 2016 2015 2016 2015 (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)	6 Months Ended
	Jun. 30, 2016
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: June 30, 2016 December 31, 2015 (in millions) Assets: Cash and due from banks $ 172 $ 169 Interest bearing deposits with banks 280 244 Securities purchased under agreements to resell (1) 4,000 4,000 Trading assets (2) 19,795 18,632 Loans 5,072 4,815 Other (3) 229 458 Total assets $ 29,548 $ 28,318 Liabilities: Deposits $ 22,589 $ 13,486 Trading liabilities (2) 21,632 19,496 Short-term borrowings 2,449 2,004 Long-term debt 1,830 1,827 Other (3) 274 346 Total liabilities $ 48,774 $ 37,159 (1) Reflects overnight purchases of U.S. Treasury securities which HSBC Securities (USA) Inc. ("HSI") has agreed to repurchase. (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 balances associated with hedging activities and other miscellaneous account receivables and payables. Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Income/(Expense): Interest income $ 30 $ 28 $ 60 $ 58 Interest expense (35 ) (8 ) (64 ) (22 ) Net interest income (5 ) 20 (4 ) 36 Trading revenue 956 221 799 369 Servicing and other fees from HSBC affiliates: HSBC Bank plc 26 18 48 37 HSBC Finance Corporation 8 13 21 29 HSBC Markets (USA) Inc. ("HMUS") 4 6 10 13 Other HSBC affiliates 13 16 26 30 Total servicing and other fees from HSBC affiliates 51 53 105 109 Gain (loss) on instruments designed at fair value and related derivatives 79 (128 ) 35 130 Support services from HSBC affiliates: HMUS (55 ) (69 ) (108 ) (133 ) HSBC Technology & Services (USA) ("HTSU") (253 ) (264 ) (482 ) (504 ) Other HSBC affiliates (47 ) (52 ) (85 ) (100 ) Total support services from HSBC affiliates (355 ) (385 ) (675 ) (737 ) Stock based compensation expense with HSBC (1) (11 ) (15 ) (17 ) (28 ) (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 (loss). Employees also may participate in a defined benefit pension plan and other postretirement plans sponsored by HSBC North America which are discussed in Note 13, "Pension and Other Postretirement Benefits."
Schedule of Assets by Related Party	At June 30, 2016 and December 31, 2015 , we have the following loan balances outstanding with HSBC affiliates: June 30, 2016 December 31, 2015 (in millions) HSBC Finance Corporation $ 3,013 $ 3,014 HSBC Markets (USA) Inc. ("HMUS") and subsidiaries 588 978 HSBC Mexico S.A. 725 725 Regency Assets Limited ("Regency") (1) 729 58 Other short-term affiliate lending 17 40 Total loans $ 5,072 $ 4,815 (1) An asset-backed commercial paper conduit consolidated by an HSBC affiliate.

Business Segments (Tables)

Business Segments (Tables)	6 Months Ended
	Jun. 30, 2016
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/ Reconciling Items Total Group Reporting Basis Adjustments (3) Group Reporting Basis Reclassi- fications (4) U.S. GAAP Consolidated Totals (in millions) Three Months Ended June 30, 2016 Net interest income (1) $ 204 $ 205 $ 190 $ 49 $ (5 ) $ — $ 643 $ (22 ) $ 17 $ 638 Other operating income 77 67 178 22 (19 ) — 325 (14 ) (18 ) 293 Total operating income 281 272 368 71 (24 ) — 968 (36 ) (1 ) 931 Loan impairment charges 9 18 150 — — — 177 (19 ) (24 ) 134 272 254 218 71 (24 ) — 791 (17 ) 23 797 Operating expenses (2) 268 166 249 59 63 — 805 (5 ) 23 823 Profit (loss) before income tax expense $ 4 $ 88 $ (31 ) $ 12 $ (87 ) $ — $ (14 ) $ (12 ) $ — $ (26 ) Three Months Ended June 30, 2015 Net interest income (1) $ 199 $ 207 $ 132 $ 50 $ (5 ) $ (3 ) $ 580 $ (18 ) $ 64 $ 626 Other operating income 87 70 219 27 75 3 481 (15 ) (63 ) 403 Total operating income 286 277 351 77 70 — 1,061 (33 ) 1 1,029 Loan impairment charges 15 4 4 (1 ) — — 22 (27 ) (1 ) (6 ) 271 273 347 78 70 — 1,039 (6 ) 2 1,035 Operating expenses (2) 313 172 264 58 50 — 857 (9 ) 2 850 Profit (loss) before income tax expense $ (42 ) $ 101 $ 83 $ 20 $ 20 $ — $ 182 $ 3 $ — $ 185 Six Months Ended June 30, 2016 Net interest income (1) $ 405 $ 418 $ 366 $ 100 $ (10 ) $ (2 ) $ 1,277 $ (41 ) $ 56 $ 1,292 Other operating income 157 140 397 45 158 2 899 (84 ) (60 ) 755 Total operating income 562 558 763 145 148 — 2,176 (125 ) (4 ) 2,047 Loan impairment charges 25 31 354 (1 ) — — 409 (88 ) (30 ) 291 537 527 409 146 148 — 1,767 (37 ) 26 1,756 Operating expenses (2) 527 328 473 117 89 — 1,534 (11 ) 26 1,549 Profit (loss) before income tax expense $ 10 $ 199 $ (64 ) $ 29 $ 59 $ — $ 233 $ (26 ) $ — $ 207 Balances at end of period: Total assets $ 20,899 $ 30,240 $ 202,708 $ 8,244 $ 492 $ — $ 262,583 $ (51,717 ) $ 7 $ 210,873 Total loans, net 17,791 29,025 21,787 6,555 — — 75,158 (192 ) 3,781 78,747 Goodwill 581 358 — 325 — — 1,264 348 — 1,612 Total deposits 31,854 23,685 28,593 13,670 — — 97,802 (4,994 ) 40,011 132,819 Group Reporting Basis Consolidated Amounts RBWM CMB GB&M PB Other Adjustments/ Reconciling Items Total Group Reporting Basis Adjustments (3) Group Reporting Basis Reclassi- fications (4) U.S. GAAP Consolidated Totals (in millions) Six Months Ended June 30, 2015 Net interest income (1) $ 400 $ 404 $ 250 $ 99 $ (11 ) $ (8 ) $ 1,134 $ (32 ) $ 130 $ 1,232 Other operating income 175 146 485 51 157 8 1,022 (25 ) (130 ) 867 Total operating income 575 550 735 150 146 — 2,156 (57 ) — 2,099 Loan impairment charges 37 14 12 (1 ) — — 62 (13 ) (2 ) 47 538 536 723 151 146 — 2,094 (44 ) 2 2,052 Operating expenses (2) 607 328 523 116 77 — 1,651 (26 ) 2 1,627 Profit (loss) before income tax expense $ (69 ) $ 208 $ 200 $ 35 $ 69 $ — $ 443 $ (18 ) $ — $ 425 Balances at end of period: Total assets $ 20,059 $ 31,868 $ 181,541 $ 8,174 $ 779 $ — $ 242,421 $ (45,816 ) $ 13 $ 196,618 Total loans, net 17,111 30,711 24,489 6,498 — — 78,809 906 3,254 82,969 Goodwill 581 358 — 325 — — 1,264 348 — 1,612 Total deposits 31,139 21,209 30,343 12,766 — — 95,457 (4,512 ) 31,602 122,547 (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 Regulat43

Retained Earnings and Regulatory Capital Requirements (Tables)	6 Months Ended
	Jun. 30, 2016
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 at June 30, 2016 and December 31, 2015 : June 30, 2016 December 31, 2015 Capital Amount Well-Capitalized Ratio (1) Actual Ratio Capital Amount Well-Capitalized Ratio (1) Actual Ratio (dollars are in millions) Common equity Tier 1 ratio: HSBC USA $ 17,959 4.5 % (2) 12.8 % $ 17,766 4.5 % (2) 12.0 % HSBC Bank USA 19,983 6.5 14.8 19,796 6.5 13.8 Tier 1 capital ratio: HSBC USA 19,005 6.0 13.6 18,764 6.0 12.6 HSBC Bank USA 22,334 8.0 16.5 22,109 8.0 15.4 Total capital ratio: HSBC USA 24,404 10.0 17.5 24,425 10.0 16.5 HSBC Bank USA 27,076 10.0 20.0 26,670 10.0 18.6 Tier 1 leverage ratio: HSBC USA 19,005 4.0 (2) 9.1 18,764 4.0 (2) 9.5 HSBC Bank USA 22,334 5.0 10.9 22,109 5.0 11.6 Risk weighted assets: HSBC USA 139,883 148,421 HSBC Bank USA 135,389 143,393 (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. (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 are the regulatory minimum ratios.

Variable Interest Entities (Tab

Variable Interest Entities (Tables)	6 Months Ended
	Jun. 30, 2016
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 at June 30, 2016 and December 31, 2015 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate on consolidation. June 30, 2016 December 31, 2015 Consolidated Assets Consolidated Liabilities Consolidated Assets Consolidated Liabilities (in millions) Low income housing limited liability partnership: Other assets $ 280 $ — $ 320 $ — Long-term debt — 92 — 92 Interest, taxes and other liabilities — 68 — 68 Total $ 280 $ 160 $ 320 $ 160
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, at June 30, 2016 and December 31, 2015 : Variable Interests Held Classified as Assets Variable Interests Held Classified as Liabilities Total Assets in Unconsolidated VIEs Maximum Exposure to Loss (in millions) At June 30, 2016 Asset-backed commercial paper conduits $ 729 $ — $ 13,053 $ 3,808 Structured note vehicles 2,880 10 5,901 5,890 Limited partnership investments 266 192 868 266 Refinancing SPE 983 — 1,252 984 Total $ 4,858 $ 202 $ 21,074 $ 10,948 At December 31, 2015 Asset-backed commercial paper conduits $ 58 $ — $ 15,183 $ 3,362 Structured note vehicles 2,870 8 5,888 5,879 Limited partnership investments 138 121 302 138 Refinancing SPE (1) 1,181 — 1,252 1,181 Total $ 4,247 $ 129 $ 22,625 $ 10,560 (1) During 2016, we revised the above table to include a refinancing SPE which was an unconsolidated VIE at December 31, 2015 as discussed further below. This revision did not have any impact on our financial position or results of operations.

Guarantee Arrangements, Pledg45

Guarantee Arrangements, Pledged Assets and Repurchase Agreements (Tables)	6 Months Ended
	Jun. 30, 2016
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 at June 30, 2016 and December 31, 2015 . Following the table is a description of the various arrangements. June 30, 2016 December 31, 2015 Carrying Value Notional / Maximum Exposure to Loss Carrying Value Notional / Maximum Exposure to Loss (in millions) Credit derivatives (1)(4) $ (1,377 ) $ 77,141 $ (2,621 ) $ 91,435 Financial standby letters of credit, net of participations (2)(3) — 5,584 — 5,842 Performance standby letters of credit, net of participations (2)(3) — 2,853 — 3,008 Liquidity asset purchase agreements (3) — 3,808 — 3,362 Total $ (1,377 ) $ 89,386 $ (2,621 ) $ 103,647 (1) Includes $32,683 million and $44,130 million of notional issued for the benefit of HSBC affiliates at June 30, 2016 and December 31, 2015 , respectively. (2) Includes $1,142 million and $910 million issued for the benefit of HSBC affiliates at June 30, 2016 and December 31, 2015 , 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 at June 30, 2016 and December 31, 2015 : June 30, 2016 December 31, 2015 Carrying / Fair Value Notional Carrying / Fair Value Notional (in millions) Sell-protection credit derivative positions $ (1,377 ) $ 77,141 $ (2,621 ) $ 91,435 Buy-protection credit derivative positions 1,424 84,110 2,789 96,635 Net position (1) $ 47 $ 6,969 $ 168 $ 5,200 (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 related to guarantees including the ratings of counterparties against which we sold credit protection and financial standby letters of credit at June 30, 2016 as an indicative proxy of payment risk: Average Life (in years) Credit Ratings of the Obligors or the Transactions Notional/Contractual Amounts Investment Grade Non-Investment Grade Total (dollars are in millions) Sell-protection Credit Derivatives (1) Single name credit default swaps ("CDS") 2.3 $ 38,626 $ 18,569 $ 57,195 Structured CDS 0.9 4,834 497 5,331 Index credit derivatives 3.5 4,091 7,348 11,439 Total return swaps 2.4 2,836 340 3,176 Subtotal 50,387 26,754 77,141 Standby Letters of Credit (2) 1.1 5,581 2,856 8,437 Total $ 55,968 $ 29,610 $ 85,578 (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.
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 during the three and six months ended June 30, 2016 and 2015 for obligations arising from the breach of representations and warranties associated with mortgage loans sold: Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 (in millions) Balance at beginning of period $ 16 $ 23 $ 17 $ 27 Increase (decrease) in liability recorded through earnings (3 ) (2 ) (3 ) (5 ) Realized losses — — (1 ) (1 ) Balance at end of period $ 13 $ 21 $ 13 $ 21
Summary of Pledged Assets Included in Consolidated Balance Sheet	Pledged assets included in the consolidated balance sheet consisted of the following: June 30, 2016 December 31, 2015 (in millions) Interest bearing deposits with banks $ 1,275 $ 676 Trading assets (1) 2,959 3,802 Securities available-for-sale (2) 12,628 11,092 Securities held-to-maturity 4,089 3,293 Loans (3) 18,325 17,880 Other assets (4) 1,419 1,765 Total $ 40,695 $ 38,508 (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 resale and repurchase agreements that are subject to offset at June 30, 2016 and December 31, 2015 : 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) At June 30, 2016: Assets: Securities purchased under resale agreements $ 36,014 $ 1,348 $ 34,666 $ 34,641 $ — $ 25 Liabilities: Securities sold under repurchase agreements $ 5,317 $ 1,348 $ 3,969 $ 3,969 $ — $ — At December 31, 2015: Assets: Securities purchased under resale agreements $ 25,058 $ 5,211 $ 19,847 $ 19,845 $ — $ 2 Liabilities: Securities sold under repurchase agreements $ 8,197 $ 5,211 $ 2,986 $ 2,954 $ — $ 32 (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.
Class of Collateral Pledged and Remaining Contractual Maturity of Repurchase Agreements Accounted for as Secured Borrowings	The following table provides the class of collateral pledged and remaining contractual maturity of repurchase agreements accounted for as secured borrowings at June 30, 2016 and December 31, 2015 : Overnight and Continuous Up to 30 Days 31 to 90 Days 91 Days to One Year Greater Than One Year Total (in millions) At June 30, 2016: U.S. Treasury, U.S. Government agency and sponsored entity securities $ 1,280 $ 361 $ — $ 95 $ 3,581 $ 5,317 At December 31, 2015: U.S. Treasury, U.S. Government agency and sponsored entity securities $ 1,764 $ 3,457 $ — $ — $ 2,976 $ 8,197

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	6 Months Ended
	Jun. 30, 2016
Fair Value Disclosures [Abstract]
Carrying Value and Estimated Fair Value of Financial Instruments	The following table summarizes the carrying value and estimated fair value of our financial instruments at June 30, 2016 and December 31, 2015 : June 30, 2016 Carrying Value Fair Value Level 1 Level 2 Level 3 (in millions) Financial assets: Short-term financial assets $ 14,739 $ 14,739 $ 915 $ 13,799 $ 25 Federal funds sold and securities purchased under agreements to resell 33,884 33,884 — 33,884 — Federal funds sold and securities purchased under agreements to resell designated under fair value option 782 782 — 782 — Non-derivative trading assets 13,989 13,989 3,471 7,438 3,080 Derivatives 5,189 5,189 7 5,157 25 Securities 51,639 52,025 25,898 26,127 — Commercial loans, net of allowance for credit losses 58,590 59,625 — — 59,625 Commercial loans designated under fair value option and held for sale 867 867 — 867 — Commercial loans held for sale 34 34 — 34 — Consumer loans, net of allowance for credit losses 20,157 19,323 — — 19,323 Consumer loans held for sale: Residential mortgages 391 392 — 17 375 Other consumer 77 77 — — 77 Financial liabilities: Short-term financial liabilities $ 4,725 $ 4,799 $ — $ 4,774 $ 25 Deposits: Without fixed maturities 113,769 113,769 — 113,769 — Fixed maturities 11,765 11,763 — 11,763 — Deposits designated under fair value option 7,285 7,285 — 5,608 1,677 Non-derivative trading liabilities 1,819 1,819 929 890 — Derivatives 9,286 9,286 28 9,233 25 Short-term borrowings designated under fair value option 2,676 2,676 — 2,676 — Long-term debt 25,539 26,201 — 26,201 — Long-term debt designated under fair value option 9,239 9,239 — 8,666 573 December 31, 2015 Carrying Value Fair Value Level 1 Level 2 Level 3 (in millions) Financial assets: Short-term financial assets $ 8,494 $ 8,494 $ 968 $ 7,478 $ 48 Federal funds sold and securities purchased under agreements to resell 19,847 19,847 — 19,847 — Non-derivative trading assets 11,935 11,935 3,088 5,756 3,091 Derivatives 5,614 5,614 5 5,579 30 Securities 49,797 49,938 21,924 28,014 — Commercial loans, net of allowance for credit losses 61,674 62,417 — — 62,417 Commercial loans designated under fair value option and held for sale 151 151 — 151 — Commercial loans held for sale 1,944 1,958 — 55 1,903 Consumer loans, net of allowance for credit losses 20,331 19,185 — — 19,185 Consumer loans held for sale: Residential mortgages 11 11 — 7 4 Other consumer 79 79 — — 79 Financial liabilities: Short-term financial liabilities $ 3,082 $ 3,124 $ — $ 3,076 $ 48 Deposits: Without fixed maturities 101,146 101,146 — 101,146 — Fixed maturities 10,514 10,508 — 10,508 — Deposits designated under fair value option 6,919 6,919 — 5,052 1,867 Non-derivative trading liabilities 1,049 1,049 363 686 — Derivatives 6,993 6,993 9 6,957 27 Short-term borrowings designated under fair value option 1,976 1,976 — 1,976 — Long-term debt 24,338 24,874 — 24,874 — Long-term debt designated under fair value option 9,171 9,171 — 8,425 746
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 at June 30, 2016 and December 31, 2015 , and indicates the fair value hierarchy of the valuation techniques utilized to determine such fair value: Fair Value Measurements on a Recurring Basis June 30, 2016 Level 1 Level 2 Level 3 Gross Balance Netting (1) Net Balance (in millions) Assets: Federal funds sold and securities purchased under agreements to resell $ — $ 782 $ — $ 782 $ — $ 782 Trading Securities, excluding derivatives: U.S. Treasury, U.S. Government agencies and sponsored enterprises 3,471 170 — 3,641 — 3,641 Collateralized debt obligations — — 201 201 — 201 Asset-backed securities: Residential mortgages — 100 — 100 — 100 Student Loans — 84 — 84 — 84 Corporate and other domestic debt securities — 1 2,879 2,880 — 2,880 Debt Securities issued by foreign entities: Corporate — 41 — 41 — 41 Government-backed — 3,955 — 3,955 — 3,955 Equity securities — 14 — 14 — 14 Precious metals trading — 3,073 — 3,073 — 3,073 Derivatives (2) : Interest rate contracts 70 52,849 3 52,922 — 52,922 Foreign exchange contracts 8 25,202 15 25,225 — 25,225 Equity contracts — 1,625 145 1,770 — 1,770 Precious metals contracts 33 746 — 779 — 779 Credit contracts — 2,144 234 2,378 — 2,378 Derivatives netting — — — — (77,885 ) (77,885 ) Total derivatives 111 82,566 397 83,074 (77,885 ) 5,189 Securities available-for-sale: U.S. Treasury, U.S. Government agencies and sponsored enterprises 25,898 11,277 — 37,175 — 37,175 Obligations of U.S. states and political subdivisions — 13 — 13 — 13 Asset-backed securities: Commercial mortgages — 6 — 6 — 6 Home equity — 67 — 67 — 67 Other — 493 — 493 — 493 Debt Securities issued by foreign entities — 511 — 511 — 511 Equity securities — 159 — 159 — 159 Loans (3) — 867 — 867 — 867 Mortgage servicing rights (4) — — 104 104 — 104 Total assets $ 29,480 $ 104,179 $ 3,581 $ 137,240 $ (77,885 ) $ 59,355 Liabilities: Domestic deposits (5) $ — $ 5,608 $ 1,677 $ 7,285 $ — $ 7,285 Trading liabilities, excluding derivatives 929 890 — 1,819 — 1,819 Derivatives (2) : Interest rate contracts 64 54,575 2 54,641 — 54,641 Foreign exchange contracts 47 23,708 15 23,770 — 23,770 Equity contracts — 1,507 160 1,667 — 1,667 Precious metals contracts 142 835 — 977 — 977 Credit contracts — 2,346 46 2,392 — 2,392 Derivatives netting — — — — (74,161 ) (74,161 ) Total derivatives 253 82,971 223 83,447 (74,161 ) 9,286 Short-term borrowings (5) — 2,676 — 2,676 — 2,676 Long-term debt (5) — 8,666 573 9,239 — 9,239 Total liabilities $ 1,182 $ 100,811 $ 2,473 $ 104,466 $ (74,161 ) $ 30,305 Fair Value Measurements on a Recurring Basis December 31, 2015 Level 1 Level 2 Level 3 Gross Balance Netting (1) Net Balance (in millions) Assets: Trading Securities, excluding derivatives: U.S. Treasury, U.S. Government agencies and sponsored enterprises $ 3,088 $ 167 $ — $ 3,255 $ — $ 3,255 Obligations of U. S. States and political subdivisions — 559 — 559 — 559 Collateralized debt obligations — — 221 221 — 221 Asset-backed securities: Residential mortgages — 114 — 114 — 114 Student loans — 89 — 89 — 89 Corporate and other domestic debt securities — — 2,870 2,870 — 2,870 Debt Securities issued by foreign entities: Corporate — 55 — 55 — 55 Government-backed — 3,974 — 3,974 — 3,974 Equity securities — 18 — 18 — 18 Precious metals trading — 780 — 780 — 780 Derivatives (2) : Interest rate contracts 26 35,241 2 35,269 — 35,269 Foreign exchange contracts — 24,161 16 24,177 — 24,177 Equity contracts — 1,687 119 1,806 — 1,806 Precious metals contracts 38 891 — 929 — 929 Credit contracts — 3,676 209 3,885 — 3,885 Derivatives netting — — — — (60,452 ) (60,452 ) Total derivatives 64 65,656 346 66,066 (60,452 ) 5,614 Securities available-for-sale: U.S. Treasury, U.S. Government agencies and sponsored enterprises 21,924 12,621 — 34,545 — 34,545 Obligations of U.S. states and political subdivisions — 348 — 348 — 348 Asset-backed securities: Commercial mortgages — 9 — 9 — 9 Home equity — 75 — 75 — 75 Other — 89 — 89 — 89 Debt Securities issued by foreign entities — 546 — 546 — 546 Equity securities — 161 — 161 — 161 Loans (3) — 151 — 151 — 151 Mortgage servicing rights (4) — — 140 140 — 140 Total assets $ 25,076 $ 85,412 $ 3,577 $ 114,065 $ (60,452 ) $ 53,613 Liabilities: Domestic deposits (5) $ — $ 5,052 $ 1,867 $ 6,919 $ — $ 6,919 Trading liabilities, excluding derivatives 363 686 — 1,049 — 1,049 Derivatives (2) : Interest rate contracts 28 35,432 1 35,461 — 35,461 Foreign exchange contracts 15 22,405 16 22,436 — 22,436 Equity contracts — 1,560 202 1,762 — 1,762 Precious metals contracts 39 552 — 591 — 591 Credit contracts — 3,753 30 3,783 — 3,783 Derivatives netting — — — — (57,040 ) (57,040 ) Total derivatives 82 63,702 249 64,033 (57,040 ) 6,993 Short-term borrowings (5) — 1,976 — 1,976 — 1,976 Long-term debt (5) — 8,425 746 9,171 — 9,171 Total liabilities $ 445 $ 79,841 $ 2,862 $ 83,148 $ (57,040 ) $ 26,108 (1) Represents counterparty and cash collateral netting which allow the offsetting of amounts relating to certain contracts if certain conditions are met. (2) Includes trading derivative assets of $4,823 million and $5,150 million and trading derivative liabilities of $8,873 million and $6,406 million at June 30, 2016 and December 31, 2015 , 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," and Note 9, "Other Assets Held for Sale," for additional information. (5) See Note 11, "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 and six months ended June 30, 2016 and 2015 . As a risk management practice, we may risk manage the Level 3 assets and liabilities, in whole or in part, using securities and derivative positions that are classified as Level 1 or Level 2 measurements within the fair value hierarchy. Since those Level 1 and Level 2 risk management positions are not included in the table below, the information provided does not reflect the effect of such risk management activities related to the Level 3 assets and liabilities. Apr. 1, 2016 Total Gains and (Losses) Included in (1) Purch- ases Issu- ances Settle- ments Transfers Into Level 3 Transfers Out of Level 3 Jun. 30, 2016 Current Period Unrealized Gains (Losses) Trading Revenue (Loss) Other Revenue (in millions) Assets: Trading assets, excluding derivatives: Collateralized debt obligations $ 210 $ (3 ) $ — $ — $ — $ (6 ) $ — $ — $ 201 $ (5 ) Corporate and other domestic debt securities 2,873 1 — 5 — — — — 2,879 1 Derivatives, net (2) : Interest rate contracts 1 — — — — — — — 1 — Foreign exchange contracts — — — — — — — — — — Equity contracts (55 ) 31 — — — 8 — 1 (15 ) 24 Credit contracts 177 14 — — — (3 ) — — 188 11 Mortgage servicing rights (3) 117 — (8 ) — — (5 ) — — 104 (8 ) Total assets $ 3,323 $ 43 $ (8 ) $ 5 $ — $ (6 ) $ — $ 1 $ 3,358 $ 23 Liabilities: Domestic deposits (4) $ (1,849 ) $ — $ (21 ) $ — $ (100 ) $ 218 $ (7 ) $ 82 $ (1,677 ) $ (17 ) Long-term debt (4) (646 ) — (18 ) — (54 ) 84 — 61 (573 ) (13 ) Total liabilities $ (2,495 ) $ — $ (39 ) $ — $ (154 ) $ 302 $ (7 ) $ 143 $ (2,250 ) $ (30 ) Jan. 1, 2016 Total Gains and (Losses) Included in (1) Purch- ases Issu- ances Settle- ments Transfers Into Level 3 Transfers Out of Level 3 Jun. 30, 2016 Current Period Unrealized Gains (Losses) Trading Revenue (Loss) Other Revenue (in millions) Assets: Trading assets, excluding derivatives: Collateralized debt obligations $ 221 $ (8 ) $ — $ — $ — $ (12 ) $ — $ — $ 201 $ (11 ) Corporate and other domestic debt securities 2,870 (1 ) — 10 — — — — 2,879 (1 ) Derivatives, net (2) : Interest rate contracts 1 — — — — — — — 1 — Foreign exchange contracts — — — — — — — — — — Equity contracts (83 ) 55 — — — 12 1 — (15 ) 48 Credit contracts 179 16 — — — (7 ) — — 188 8 Mortgage servicing rights (3) 140 — (24 ) — — (12 ) — — 104 (24 ) Total assets $ 3,328 $ 62 $ (24 ) $ 10 $ — $ (19 ) $ 1 $ — $ 3,358 $ 20 Liabilities: Domestic deposits (4) $ (1,867 ) $ — $ (77 ) $ — $ (164 ) $ 305 $ (15 ) $ 141 $ (1,677 ) $ (60 ) Long-term debt (4) (746 ) — 8 — (129 ) 149 — 145 (573 ) 3 Total liabilities $ (2,613 ) $ — $ (69 ) $ — $ (293 ) $ 454 $ (15 ) $ 286 $ (2,250 ) $ (57 ) Apr. 1, 2015 Total Gains and (Losses) Included in (1) Purch- ases Issu- ances Settle- ments Transfers Into Level 3 Transfers Out of Level 3 Jun. 30, 2015 Current Period Unrealized Gains (Losses) Trading Revenue (Loss) Other Revenue (in millions) Assets: Trading assets, excluding derivatives: Collateralized debt obligations $ 254 $ 3 $ — $ — $ — $ (17 ) $ — $ — $ 240 $ — Corporate and other domestic debt securities 2,848 — — 7 — — — — 2,855 — Derivatives, net (2) : Interest rate contracts 20 (20 ) 1 — — — — — 1 1 Foreign exchange contracts — — — — — — — — — — Equity contracts 43 (27 ) — — — (27 ) — 1 (10 ) (34 ) Credit contracts 192 (10 ) — — — (3 ) — — 179 (13 ) Mortgage servicing rights (3) 140 — 19 — — (1 ) — — 158 21 Total assets $ 3,497 $ (54 ) $ 20 $ 7 $ — $ (48 ) $ — $ 1 $ 3,423 $ (25 ) Liabilities: Domestic deposits (4) $ (1,926 ) $ — $ 14 $ — $ (95 ) $ 134 $ (22 ) $ 78 $ (1,817 ) $ 19 Long-term debt (4) (642 ) — 13 — (150 ) 105 — 12 (662 ) 14 Total liabilities $ (2,568 ) $ — $ 27 $ — $ (245 ) $ 239 $ (22 ) $ 90 $ (2,479 ) $ 33 Jan. 1, 2015 Total Gains and (Losses) Included in (1) Purch- ases Issu- ances Settle- ments Transfers Into Level 3 Transfers Out of Level 3 Jun. 30, 2015 Current Period Unrealized Gains (Losses) Trading Revenue (Loss) Other Revenue (in millions) Assets: Trading assets, excluding derivatives: Collateralized debt obligations $ 253 $ 12 $ — $ — $ — $ (25 ) $ — $ — $ 240 $ 7 Corporate and other domestic debt securities 2,840 — — 15 — — — — 2,855 — Derivatives, net (2) : Interest rate contracts — — 1 — — — — — 1 1 Foreign exchange contracts — — — — — — — — — — Equity contracts 42 (4 ) — — — (48 ) — — (10 ) (22 ) Credit contracts 210 (22 ) — — — (9 ) — — 179 (53 ) Mortgage servicing rights (3) 159 — 8 — — (9 ) — — 158 7 Total assets $ 3,504 $ (14 ) $ 9 $ 15 $ — $ (91 ) $ — $ — $ 3,423 $ (60 ) Liabilities: Domestic deposits (4) $ (1,968 ) $ — $ (5 ) $ — $ (184 ) $ 183 $ (22 ) $ 179 $ (1,817 ) $ 6 Long-term debt (4) (647 ) — 6 — (237 ) 184 — 32 (662 ) 10 Total liabilities $ (2,615 ) $ — $ 1 $ — $ (421 ) $ 367 $ (22 ) $ 211 $ (2,479 ) $ 16 (1) Includes realized and unrealized gains and losses. (2) Level 3 net derivatives included derivative assets of $397 million and derivative liabilities of $223 million at June 30, 2016 and derivative assets of $387 million and derivative liabilities of $217 million at June 30, 2015 . (3) See Note 7, "Intangible Assets," and Note 9, "Other Assets Held for Sale," for additional information. (4) See Note 11, "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 at June 30, 2016 and December 31, 2015 : June 30, 2016 Financial Instrument Type Fair Value (in millions) Valuation Technique(s) Significant Unobservable Inputs Range of Inputs Collateralized debt obligations 201 Broker quotes or consensus pricing and, where applicable, discounted cash flows Prepayment rates 1% - 6% Conditional default rates 3% - 7% Loss severity rates 90% - 99% Corporate and other domestic debt securities 2,879 Discounted cash flows Spread volatility on collateral assets 2% - 4% Correlation between insurance claim shortfall and collateral value 80% Interest rate derivative contracts 1 Market comparable adjusted for probability to fund Probability to fund for rate lock commitments 38% - 100% Foreign exchange derivative contracts (1) — Option pricing model Implied volatility of currency pairs 12% - 18% Equity derivative contracts (1) (15 ) Option pricing model Equity / Equity Index volatility 12% - 46% Equity / Equity and Equity / Index correlation 47% - 58% Equity dividend yields 0% - 17% Credit derivative contracts 188 Option pricing model Issuer by issuer correlation of defaults 82% - 83% Mortgage servicing rights 104 Option adjusted discounted cash flows Constant prepayment rates 4% - 28% Option adjusted spread 8% - 14% Estimated annualized costs to service $87 - $329 per account Domestic deposits (structured deposits) (1)(2) (1,677 ) Option adjusted discounted cash flows Implied volatility of currency pairs 12% - 18% Equity / Equity Index volatility 12% - 46% Equity / Equity and Equity / Index correlation 47% - 58% Long-term debt (structured notes) (1)(2) (573 ) Option adjusted discounted cash flows Implied volatility of currency pairs 12% - 18% Equity / Equity Index volatility 12% - 46% Equity / Equity and Equity / Index correlation 47% - 58% December 31, 2015 Financial Instrument Type Fair Value (in millions) Valuation Technique(s) Significant Unobservable Inputs Range of Inputs Collateralized debt obligations 221 Broker quotes or consensus pricing and, where applicable, discounted cash flows Prepayment rates 1% - 6% Conditional default rates 3% - 7% Loss severity rates 90% - 99% Corporate and other domestic debt securities 2,870 Discounted cash flows Spread volatility on collateral assets 2% - 4% Correlation between insurance claim shortfall and collateral value 80% Interest rate derivative contracts 1 Market comparable adjusted for probability to fund Probability to fund for rate lock commitments 18% - 100% Foreign exchange derivative contracts (1) — Option pricing model Implied volatility of currency pairs 18% - 22% Equity derivative contracts (1) (83 ) Option pricing model Equity / Equity Index volatility 14% - 72% Equity / Equity and Equity / Index correlation 48% - 59% Equity dividend yields 0% - 18% Credit derivative contracts 179 Option pricing model Correlation of defaults of a portfolio of reference credit names 44% - 47% Issuer by issuer correlation of defaults 82% - 83% Mortgage servicing rights 140 Option adjusted discounted cash flows Constant prepayment rates 11% - 50% Option adjusted spread 8% - 14% Estimated annualized costs to service $87 - $329 per account Domestic deposits (structured deposits) (1)(2) (1,867 ) Option adjusted discounted cash flows Implied volatility of currency pairs 18% - 22% Equity / Equity Index volatility 14% - 72% Equity / Equity and Equity / Index correlation 48% - 59% Long-term debt (structured notes) (1)(2) (746 ) Option adjusted discounted cash flows Implied volatility of currency pairs 18% - 22% Equity / Equity Index volatility 14% - 72% Equity / Equity and Equity / Index correlation 48% - 59% (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.
Assets and Liabilities Recorded at Fair Value on a Non Recurring Basis	The following table presents the fair value hierarchy level within which the fair value of the financial and non-financial assets has been recorded at June 30, 2016 and December 31, 2015 . The gains (losses) during the three and six months ended June 30, 2016 and 2015 are also included. Non-Recurring Fair Value Measurements Total Gains (Losses) For the Three Months Ended June 30, 2016 Total Gains (Losses) For the Six Months Ended June 30, 2016 Level 1 Level 2 Level 3 Total (in millions) Residential mortgage loans held for sale (1) $ — $ — $ 375 $ 375 $ (11 ) $ (44 ) Consumer loans (2) — 41 — 41 (4 ) (9 ) Commercial loans held for sale (3) — 10 — 10 (3 ) (30 ) Impaired commercial loans (4) — — 533 533 (119 ) (302 ) Real estate owned (5) — 23 — 23 3 4 Total assets at fair value on a non-recurring basis $ — $ 74 $ 908 $ 982 $ (134 ) $ (381 ) Non-Recurring Fair Value Measurements Total Gains (Losses) For the Three Months Ended June 30, 2015 Total Gains (Losses) For the Six Months Ended June 30, 2015 Level 1 Level 2 Level 3 Total (in millions) Residential mortgage loans held for sale (1) $ — $ 2 $ 3 $ 5 $ — $ — Consumer loans (2) — 133 — 133 (8 ) (18 ) Commercial loans held for sale (3) — 55 — 55 (6 ) (14 ) Impaired commercial loans (4) — — 116 116 (16 ) (15 ) Real estate owned (5) — 22 — 22 1 2 Total assets at fair value on a non-recurring basis $ — $ 212 $ 119 $ 331 $ (29 ) $ (45 ) (1) At June 30, 2016 and December 31, 2015 , the fair value of the loans held for sale was below cost. Certain residential mortgage loans held for sale have been classified as Level 3 fair value measurements within the fair value hierarchy, including certain residential mortgage loans which were transferred to held for sale during the first half of 2016 for which significant inputs in estimating fair value were unobservable and, to a lesser extent, certain residential mortgage loans held for sale for which the underlying real estate properties used to determine fair value are illiquid assets as a result of market conditions. 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) At June 30, 2016 and December 31, 2015 , 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 at June 30, 2016 and December 31, 2015 : At June 30, 2016 Financial Instrument Type Fair Value (in millions) Valuation Technique(s) Significant Unobservable Inputs Range of Inputs Residential mortgage loans held for sale $ 375 Third party appraisal valuation based on estimated loss severities, Loss severity rates 30% - 100% including collateral values and market discount rate Market discount 8% - 14% Impaired commercial loans 533 Valuation of third party appraisal Loss severity rates 0% - 100% At December 31, 2015 Financial Instrument Type Fair Value (in millions) Valuation Technique(s) Significant Unobservable Inputs Range of Inputs Residential mortgage loans held for sale $ 3 Valuation of third party appraisal Loss severity rates 0% - 100% Impaired commercial loans 116 Valuation of third party appraisal Loss severity rates 0% - 70%
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 at June 30, 2016 : Trading asset-backed securities: Rating of Securities: (1) Collateral Type: Level 2 Level 3 Total (in millions) AAA -A Residential mortgages - Alt A $ 53 $ — $ 53 Residential mortgages - Subprime 42 — 42 Student loans 84 — 84 Total AAA -A 179 — 179 BBB -B Collateralized debt obligations — 201 201 CCC-Unrated Residential mortgages - Subprime 5 — 5 $ 184 $ 201 $ 385 Available-for-sale securities backed by collateral: Rating of Securities: (1) Collateral Type: Level 2 Level 3 Total (in millions) AAA -A Commercial mortgages $ 6 $ — $ 6 Home equity - Alt A 67 — 67 Other 493 — 493 Total AAA -A $ 566 $ — $ 566 (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 Liabilitie47

Trading Assets and Liabilities (Details) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		$ 18,812	$ 17,085
Trading liabilities		10,692	7,455
U.S. Treasury [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		3,471	3,088
US Government agency issued or guaranteed [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		12	13
US Government sponsored enterprises [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets	[1]	158	154
Obligations of U.S. states and political subdivision [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		0	559
Asset backed securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		385	424
Corporate and foreign bonds [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		6,876	6,899
Other securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		14	18
Precious metals [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		3,073	780
Trading liabilities		890	650
Securities sold, not yet purchased [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading liabilities		929	399
Derivatives [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		4,823	5,150
Derivatives [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading liabilities		8,873	6,406
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		151	$ 154
Federal Home Loan Mortgage Corporation Certificates and Obligations (FHLMC) [Member] | US Government sponsored enterprises [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading assets		$ 7
[1]	Consists of mortgage backed securities of $151 million and $154 million issued or guaranteed by the Federal National Mortgage Association ("FNMA") at June 30, 2016 and December 31, 2015, respectively, and $7 million issued or guaranteed by the Federal Home Loan Mortgage Corporation ("FHLMC") at June 30, 2016.

Trading Assets and Liabilitie48

Trading Assets and Liabilities - Additional Information (Detail) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Schedule of Trading Securities and Other Trading Assets [Line Items]
Derivatives included in trading assets, amount offset	[1],[2]	$ 5,123	$ 4,942
Derivatives included in trading liabilities, amount offset	[1],[2]	1,399	1,530
Trading Assets [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Derivatives included in trading assets, amount offset		4,398	4,652
Trading Liabilities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Derivatives included in trading liabilities, amount offset		$ 1,383	$ 1,530
[1]	Netting is performed at a counterparty level in cases where enforceable master netting agreements are in place, regardless of the type of derivative instrument. Therefore, we have not attempted to allocate netting to the different types of derivative instruments shown in the table above.
[2]	Represents the netting of cash collateral posted and received by counterparty under enforceable netting agreements.

Securities - Amortized Cost and

Securities - Amortized Cost and Fair Value of Asset Backed Securities (Detail) - USD ($) $ in Millions		Jun. 30, 2016		Dec. 31, 2015
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities		$ 37,854		$ 35,961
Unrealized Gains, Available-for-sale securities		803		308
Unrealized Losses, Available-for-sale securities		(233)		(496)
Fair Value, Available-for-sale securities		38,424		35,773
Amortized Cost, Held-to-Maturity Securities		13,215		14,024
Unrealized Gains, Held-to-maturity securities		387		177
Unrealized Losses, Held-to-maturity securities		(1)		(36)
Held-to-maturity Securities, Fair Value		13,601		14,165
U.S. Treasury [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities		19,987		17,026
Unrealized Gains, Available-for-sale securities		498		142
Unrealized Losses, Available-for-sale securities		(162)		(270)
Fair Value, Available-for-sale securities		20,323		16,898
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	[1]	2,471		1,451
Unrealized Gains, Available-for-sale securities	[1]	45		2
Unrealized Losses, Available-for-sale securities	[1]	0		(12)
Fair Value, Available-for-sale securities		2,516	[1]	1,441
Amortized Cost, Held-to-Maturity Securities	[2]	2,741		2,945
Unrealized Gains, Held-to-maturity securities	[2]	83		20
Unrealized Losses, Held-to-maturity securities	[2]	0		(9)
Held-to-maturity Securities, Fair Value		2,824	[2]	2,956
Collateralized Mortgage Obligations, Issued by U.S. Government Sponsored Enterprises [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	[1]	2,286		159
Unrealized Gains, Available-for-sale securities	[1]	8		0
Unrealized Losses, Available-for-sale securities	[1]	(7)		(5)
Fair Value, Available-for-sale securities		2,287	[1]	154
Amortized Cost, Held-to-Maturity Securities	[2]	1,593		1,755
Unrealized Gains, Held-to-maturity securities	[2]	98		73
Unrealized Losses, Held-to-maturity securities	[2]	0		(5)
Held-to-maturity Securities, Fair Value		1,691	[2]	1,823
Direct Agency Obligations U S Government Sponsored Enterprises [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	[1]	4,326		4,136
Unrealized Gains, Available-for-sale securities	[1]	172		133
Unrealized Losses, Available-for-sale securities	[1]	(19)		(26)
Fair Value, Available-for-sale securities		4,479	[1]	4,243
Mortgage-backed Securities, Issued or Guaranteed by US Government Agency [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities		6,107		10,645
Unrealized Gains, Available-for-sale securities		48		9
Unrealized Losses, Available-for-sale securities		(6)		(145)
Fair Value, Available-for-sale securities		6,149		10,509
Amortized Cost, Held-to-Maturity Securities		2,956		3,269
Unrealized Gains, Held-to-maturity securities		74		19
Unrealized Losses, Held-to-maturity securities		0		(11)
Held-to-maturity Securities, Fair Value		3,030		3,277
Collateralized Mortgage Obligations, Issued or Guaranteed by US Government Agency [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities		1,393		1,293
Unrealized Gains, Available-for-sale securities		30		11
Unrealized Losses, Available-for-sale securities		(2)		(4)
Fair Value, Available-for-sale securities		1,421		1,300
Amortized Cost, Held-to-Maturity Securities		5,902		6,029
Unrealized Gains, Held-to-maturity securities		130		63
Unrealized Losses, Held-to-maturity securities		(1)		(11)
Held-to-maturity Securities, Fair Value		6,031		6,081
Obligations of U.S. states and political subdivision [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities		13		340
Unrealized Gains, Available-for-sale securities		0		8
Unrealized Losses, Available-for-sale securities		0		0
Fair Value, Available-for-sale securities		13		348
Amortized Cost, Held-to-Maturity Securities		17		19
Unrealized Gains, Held-to-maturity securities		1		1
Unrealized Losses, Held-to-maturity securities		0		0
Held-to-maturity Securities, Fair Value		18		20
Commercial mortgages [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities		6		9
Unrealized Gains, Available-for-sale securities		0		0
Unrealized Losses, Available-for-sale securities		0		0
Fair Value, Available-for-sale securities		6		9
Home Equity [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities		77		83
Unrealized Gains, Available-for-sale securities		0		0
Unrealized Losses, Available-for-sale securities		(10)		(8)
Fair Value, Available-for-sale securities		67		75
Other [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities		517		110
Unrealized Gains, Available-for-sale securities		1		0
Unrealized Losses, Available-for-sale securities		(25)		(21)
Fair Value, Available-for-sale securities		493		89
Foreign debt securities [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities	[3]	512		548
Unrealized Gains, Available-for-sale securities	[3]	1		0
Unrealized Losses, Available-for-sale securities	[3]	(2)		(2)
Fair Value, Available-for-sale securities		511	[3]	546
Equity securities [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities		159		161
Unrealized Gains, Available-for-sale securities		0		3
Unrealized Losses, Available-for-sale securities		0		(3)
Fair Value, Available-for-sale securities		159		161
Residential Mortgages [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Held-to-Maturity Securities		6		7
Unrealized Gains, Held-to-maturity securities		1		1
Unrealized Losses, Held-to-maturity securities		0		0
Held-to-maturity Securities, Fair Value		7		8
US Government sponsored enterprises [Member] | Federal National Mortgage Association Certificates and Obligations (FNMA) [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities		3,127		1,577
Amortized Cost, Held-to-Maturity Securities		2,948		3,182
US Government sponsored enterprises [Member] | Federal Home Loan Mortgage Corporation Certificates and Obligations (FHLMC) [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Amortized Cost, Available-for-sale securities		1,630		33
Amortized Cost, Held-to-Maturity Securities		$ 1,386		$ 1,518
[1]	Includes securities at amortized cost of $3,127 million and $1,577 million issued or guaranteed by FNMA at June 30, 2016 and December 31, 2015, respectively, and $1,630 million and $33 million issued or guaranteed by FHLMC at June 30, 2016 and December 31, 2015, respectively.
[2]	Includes securities at amortized cost of $2,948 million and $3,182 million issued or guaranteed by FNMA at June 30, 2016 and December 31, 2015, respectively, and $1,386 million and $1,518 million issued and guaranteed by FHLMC at June 30, 2016 and December 31, 2015, respectively.
[3]	Foreign debt securities represent public sector entity, bank or corporate debt.

Securities - Gross unrealized l

Securities - Gross unrealized losses and related fair values (Detail) $ in Millions	Jun. 30, 2016USD ($)security	Dec. 31, 2015USD ($)security
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Number of securities available for sale in one year or less | security	37	287
Securities available-for-sale gross unrealized losses one year or less	$ (44)	$ (403)
Securities available-for-sale aggregate fair value of investment one year or less	$ 5,029	$ 22,754
Number of Securities available for sale greater than one year | security	54	38
Securities available-for-sale gross unrealized losses greater than one year	$ (189)	$ (93)
Securities available-for-sale aggregate fair value of investment greater than one year	$ 3,394	$ 1,516
Number of securities held-to-maturity in one year or less | security	108	458
Securities held-to-maturity gross unrealized losses one year or less	$ (1)	$ (36)
Securities held-to-maturity aggregate fair value of investment one year or less	$ 535	$ 4,446
Number of securities held-to-maturity greater than one year | security	610	709
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	$ 73	$ 21
U.S. Treasury [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Number of securities available for sale in one year or less | security	9	52
Securities available-for-sale gross unrealized losses one year or less	$ (27)	$ (227)
Securities available-for-sale aggregate fair value of investment one year or less	$ 1,905	$ 11,046
Number of Securities available for sale greater than one year | security	24	5
Securities available-for-sale gross unrealized losses greater than one year	$ (135)	$ (43)
Securities available-for-sale aggregate fair value of investment greater than one year	$ 2,707	$ 924
US Government sponsored enterprises [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Number of securities available for sale in one year or less | security	20	164
Securities available-for-sale gross unrealized losses one year or less	$ (15)	$ (30)
Securities available-for-sale aggregate fair value of investment one year or less	$ 2,297	$ 1,451
Number of Securities available for sale greater than one year | security	18	19
Securities available-for-sale gross unrealized losses greater than one year	$ (11)	$ (13)
Securities available-for-sale aggregate fair value of investment greater than one year	$ 248	$ 282
Number of securities held-to-maturity in one year or less | security	13	312
Securities held-to-maturity gross unrealized losses one year or less	$ 0	$ (14)
Securities held-to-maturity aggregate fair value of investment one year or less	$ 4	$ 1,143
Number of securities held-to-maturity greater than one year | security	47	49
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	$ 21	$ 0
US Government agency issued or guaranteed [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Number of securities available for sale in one year or less | security	3	62
Securities available-for-sale gross unrealized losses one year or less	$ (2)	$ (141)
Securities available-for-sale aggregate fair value of investment one year or less	$ 610	$ 9,725
Number of Securities available for sale greater than one year | security	3	3
Securities available-for-sale gross unrealized losses greater than one year	$ (6)	$ (8)
Securities available-for-sale aggregate fair value of investment greater than one year	$ 94	$ 101
Number of securities held-to-maturity in one year or less | security	95	145
Securities held-to-maturity gross unrealized losses one year or less	$ (1)	$ (22)
Securities held-to-maturity aggregate fair value of investment one year or less	$ 531	$ 3,303
Number of securities held-to-maturity greater than one year | security	560	657
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	$ 51	$ 20
Obligations of U.S. states and political subdivision [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Number of securities available for sale in one year or less | security	3	4
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	$ 13	$ 16
Number of Securities available for sale greater than one year | security	0	3
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	$ 45
Number of securities held-to-maturity in one year or less | security	0	1
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
Number of securities held-to-maturity greater than one year | security	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 and Held-to-Maturity Securities [Line Items]
Number of securities available for sale in one year or less | security	0	1
Securities available-for-sale gross unrealized losses one year or less	$ 0	$ 0
Securities available-for-sale aggregate fair value of investment one year or less	$ 0	$ 9
Number of Securities available for sale greater than one year | security	8	8
Securities available-for-sale gross unrealized losses greater than one year	$ (35)	$ (29)
Securities available-for-sale aggregate fair value of investment greater than one year	$ 159	$ 164
Foreign debt securities [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Number of securities available for sale in one year or less | security	1	3
Securities available-for-sale gross unrealized losses one year or less	$ 0	$ (2)
Securities available-for-sale aggregate fair value of investment one year or less	$ 45	$ 351
Number of Securities available for sale greater than one year | security	1	0
Securities available-for-sale gross unrealized losses greater than one year	$ (2)	$ 0
Securities available-for-sale aggregate fair value of investment greater than one year	$ 186	$ 0
Equity securities [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Number of securities available for sale in one year or less | security	1	1
Securities available-for-sale gross unrealized losses one year or less	$ 0	$ (3)
Securities available-for-sale aggregate fair value of investment one year or less	$ 159	$ 156
Number of Securities available for sale greater than one year | security	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 - Realized gains and

Securities - Realized gains and losses on investment securities Transactions Attributable to available-for-sale securities (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Investments, Debt and Equity Securities [Abstract]
Gross realized gains	$ 56	$ 43	$ 87	$ 73
Gross realized losses	(20)	(8)	(22)	(15)
Net realized gains	$ 36	$ 35	$ 65	$ 58

Securities - Distribution of ma

Securities - Distribution of maturities of debt securities with approximate yield of portfolio (Detail) $ in Millions	Jun. 30, 2016USD ($)
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Available-for-sale amount within one year	$ 817
Available-for-sale yield within one year	1.84%
Available-for-sale amount after one but within five years	$ 9,072
Available-for-sale yield after one but within five years	1.86%
Available-for-sale amount after five but within ten years	$ 10,451
Available-for-sale yield after five but within ten years	2.19%
Available-for-sale amount after ten years	$ 17,355
Available-for-sale yield after ten years	2.37%
Total fair value within one year	$ 821
Total fair value after one but within five years	9,319
Total fair value after five but within ten years	10,749
Total fair value after ten years	17,376
Held-to-maturity amount within one year	$ 3
Held-to-maturity yield within one year	3.70%
Held-to-maturity amount after one but within five years	$ 144
Held-to-maturity yield after one but within five years	1.68%
Held-to-maturity after five but within ten years	$ 612
Held-to-maturity yield after five but within ten years	2.74%
Held-to-maturity after ten years	$ 12,456
Held-to-maturity yield after ten years	2.52%
Total fair value within one year	$ 3
Total fair value after one but within five years	146
Total fair value after five but within ten years	643
Total fair value after ten years	12,809
U.S. Treasury [Member]
Schedule of Available-for-sale and Held-to-Maturity 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	$ 5,525
Available-for-sale yield after one but within five years	1.30%
Available-for-sale amount after five but within ten years	$ 9,317
Available-for-sale yield after five but within ten years	2.17%
Available-for-sale amount after ten years	$ 5,145
Available-for-sale yield after ten years	2.59%
US Government sponsored enterprises [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Available-for-sale amount within one year	$ 120
Available-for-sale yield within one year	3.23%
Available-for-sale amount after one but within five years	$ 3,315
Available-for-sale yield after one but within five years	2.83%
Available-for-sale amount after five but within ten years	$ 1,105
Available-for-sale yield after five but within ten years	2.32%
Available-for-sale amount after ten years	$ 4,543
Available-for-sale yield after ten years	2.06%
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	$ 130
Held-to-maturity yield after one but within five years	1.61%
Held-to-maturity after five but within ten years	$ 570
Held-to-maturity yield after five but within ten years	2.70%
Held-to-maturity after ten years	$ 3,634
Held-to-maturity yield after ten years	2.92%
US Government agency issued or guaranteed [Member]
Schedule of Available-for-sale and Held-to-Maturity 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
Available-for-sale yield after one but within five years	3.99%
Available-for-sale amount after five but within ten years	$ 29
Available-for-sale yield after five but within ten years	3.81%
Available-for-sale amount after ten years	$ 7,467
Available-for-sale yield after ten years	2.38%
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	$ 9
Held-to-maturity yield after one but within five years	1.55%
Held-to-maturity after five but within ten years	$ 37
Held-to-maturity yield after five but within ten years	3.21%
Held-to-maturity after ten years	$ 8,812
Held-to-maturity yield after ten years	2.35%
Obligations of U.S. states and political subdivision [Member]
Schedule of Available-for-sale and Held-to-Maturity 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	$ 13
Available-for-sale yield after one but within five years	4.26%
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%
Held-to-maturity amount within one year	$ 3
Held-to-maturity yield within one year	3.70%
Held-to-maturity amount after one but within five years	$ 5
Held-to-maturity yield after one but within five years	3.71%
Held-to-maturity after five but within ten years	$ 5
Held-to-maturity yield after five but within ten years	3.70%
Held-to-maturity after ten years	$ 4
Held-to-maturity yield after ten years	5.60%
Asset backed securities [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Available-for-sale amount within one year	$ 400
Available-for-sale yield within one year	1.88%
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	$ 200
Available-for-sale yield after ten years	3.17%
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	$ 6
Held-to-maturity yield after ten years	6.60%
Foreign debt securities [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Available-for-sale amount within one year	$ 297
Available-for-sale yield within one year	1.23%
Available-for-sale amount after one but within five years	$ 215
Available-for-sale yield after one but within five years	1.07%
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 Informa

Securities - Additional Information (Detail)	3 Months Ended		6 Months Ended
	Jun. 30, 2016USD ($)security	Jun. 30, 2015USD ($)security	Jun. 30, 2016USD ($)security	Jun. 30, 2015USD ($)security	Dec. 31, 2015USD ($)security
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Assets backed securities in available for sale portfolio | security	12		12		12
Assets backed securities wrapped by monoline insurance company | security	5		5		5
Value of asset backed securities backed by insurance company	$ 159,000,000		$ 159,000,000		$ 164,000,000
Fair value of asset backed securities	566,000,000		566,000,000		173,000,000
Available-for-sale securities, backed by insurance company, accumulated unrecognized holding loss	35,000,000		35,000,000		29,000,000
Fair value of financial guarantee	$ 67,000,000		$ 67,000,000		75,000,000
Held-to-maturity Securities [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Asset backed securities with changes to other than temporary impairment estimates related to credit component | security	0	0	0	0
Increase in credit losses for which an other-than-temporary impairment was previously recognized	$ 0	$ 0	$ 0	$ 0
Other assets [Member]
Schedule of Available-for-sale and Held-to-Maturity Securities [Line Items]
Federal Home Loan Bank Stock	383,000,000		383,000,000		323,000,000
Federal Reserve Bank Stock	$ 632,000,000		$ 632,000,000		$ 632,000,000

Loans - Components of Loans (De

Loans - Components of Loans (Details) - USD ($) $ in Millions	Jun. 30, 2016		Dec. 31, 2015		Jun. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$ 79,810		$ 82,917		$ 83,617
Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	59,543		62,453
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	10,973		10,000		11,520
Commercial Loans [Member] | Business and Corporate Banking [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	19,075		19,116		19,712
Commercial Loans [Member] | Global Banking [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	26,357	[1]	29,969	[1]	28,942
Commercial Loans [Member] | Other Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	3,138		3,368		3,422
Consumer Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	20,267		20,464
Consumer Loans [Member] | Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	17,667	[2],[3]	17,758		17,233
Consumer Loans [Member] | Home Equity Mortgages [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,511		1,600		1,686
Consumer Loans [Member] | Credit Cards [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	668		699		692
Consumer Loans [Member] | Other consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$ 421		$ 407		$ 410
[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 $5,072 million and $4,815 million at June 30, 2016 and December 31, 2015, respectively. See Note 14, "Related Party Transactions," for additional information regarding loans to HSBC affiliates.
[2]	The decrease in nonaccrual loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016.
[3]	The decrease in past due loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016. See Note 6, "Loans Held for Sale," for additional details.

Loans - Additional Information

Loans - Additional Information (Detail) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 79,810,000,000	$ 83,617,000,000	$ 79,810,000,000	$ 83,617,000,000	$ 82,917,000,000
Net deferred origination fees	57,000,000		57,000,000		62,000,000
Net unamortized premium on loans	15,000,000		15,000,000		16,000,000
Commercial loans removed from TDR classification	0	$ 0	0	$ 0
Consumer Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 20,267,000,000		$ 20,267,000,000		20,464,000,000
Weighted average rate of reduction	1.54%	1.90%	1.68%	1.84%
Affiliated Entity [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 5,072,000,000	$ 4,607,000,000	$ 5,072,000,000	$ 4,607,000,000	$ 4,815,000,000

Loans - Summary of Past Due Sta

Loans - Summary of Past Due Status of Loans (Detail) - USD ($) $ in Millions		6 Months Ended
		Jun. 30, 2016		Dec. 31, 2015		Jun. 30, 2015
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		$ 1,040		$ 1,407
Current	[1]	78,770		81,510
Total loans		79,810		82,917		$ 83,617
Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		182		131
Current	[1]	59,361		62,322
Total loans		59,543		62,453
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		80		64
Current	[1]	10,893		9,936
Total loans		10,973		10,000		11,520
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		91		61
Current	[1]	18,984		19,055
Total loans		19,075		19,116		19,712
Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		0		0
Current	[1]	26,357		29,969
Total loans		26,357	[2]	29,969	[2]	28,942
Commercial Loans [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		11		6
Current	[1]	3,127		3,362
Total loans		3,138		3,368		3,422
Consumer Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		858		1,276
Current	[1]	19,409		19,188
Total loans		20,267		20,464
Consumer Loans [Member] | Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		774	[3]	1,178
Current	[1]	16,893	[3]	16,580
Total loans		17,667	[3],[4]	17,758		17,233
Transfer of loans to held-for-sale	[3]	369
Consumer Loans [Member] | Home Equity Mortgages [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		55		65
Current	[1]	1,456		1,535
Total loans		1,511		1,600		1,686
Consumer Loans [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		17		19
Current	[1]	651		680
Total loans		668		699		692
Consumer Loans [Member] | Other consumer [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		12		14
Current	[1]	409		393
Total loans		421		407		$ 410
Financing Receivables, 30 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		566		496
Financing Receivables, 30 to 89 Days Past Due [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		144		67
Financing Receivables, 30 to 89 Days Past Due [Member] | Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		51		31
Financing Receivables, 30 to 89 Days Past Due [Member] | Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		88		36
Financing Receivables, 30 to 89 Days Past Due [Member] | Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		0		0
Financing Receivables, 30 to 89 Days Past Due [Member] | Commercial Loans [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		5		0
Financing Receivables, 30 to 89 Days Past Due [Member] | Consumer Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		422		429
Financing Receivables, 30 to 89 Days Past Due [Member] | Consumer Loans [Member] | Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		397	[3]	397
Financing Receivables, 30 to 89 Days Past Due [Member] | Consumer Loans [Member] | Home Equity Mortgages [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		11		15
Financing Receivables, 30 to 89 Days Past Due [Member] | Consumer Loans [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		8		10
Financing Receivables, 30 to 89 Days Past Due [Member] | Consumer Loans [Member] | Other consumer [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		6		7
Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		474		911
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		38		64
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		29		33
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		3		25
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		0		0
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Loans [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		6		6
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		436		847
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Loans [Member] | Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		377	[3]	781
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Loans [Member] | Home Equity Mortgages [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		44		50
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Loans [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		9		9
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Loans [Member] | Other consumer [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Days Past Due, 30 Days or More		$ 6		$ 7
[1]	Loans less than 30 days past due are presented as current.
[2]	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 $5,072 million and $4,815 million at June 30, 2016 and December 31, 2015, respectively. See Note 14, "Related Party Transactions," for additional information regarding loans to HSBC affiliates.
[3]	The decrease in past due loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016. See Note 6, "Loans Held for Sale," for additional details.
[4]	The decrease in nonaccrual loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016.

Loans - Summary of Nonaccrual L

Loans - Summary of Nonaccrual Loans and Accruing Receivables 90 Days or More Delinquent (Detail) - USD ($) $ in Millions		Jun. 30, 2016		Dec. 31, 2015
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total nonaccruing loans		$ 1,872		$ 1,179
Total accruing loans contractually past due 90 days or more		17		17
Total nonperforming loans		1,889		1,196
Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest		929		265
Total nonaccruing loans		986		291
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]
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest		47		53
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]
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest		238		167
Total accruing loans contractually past due 90 days or more		1		1
Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest		643		44
Total accruing loans contractually past due 90 days or more		0		0
Commercial Loans [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest		1		1
Total accruing loans contractually past due 90 days or more		0		0
Commercial Loans [Member] | Nonaccrual Loans Held-for-sale [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total nonaccruing loans		57		26
Consumer Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest		510		885
Total nonaccruing loans		886		888
Total accruing loans contractually past due 90 days or more		16		16
Consumer Loans [Member] | Nonaccrual Loans Held-for-sale [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total nonaccruing loans	[1]	376		3
Consumer Loans [Member] | Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest	[1],[2],[3],[4]	437		814
Total accruing loans contractually past due 90 days or more		0	[5]	0
Consumer Loans [Member] | Home Equity Mortgages [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest	[2],[4]	73		71
Total accruing loans contractually past due 90 days or more		0		0
Consumer Loans [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest		0		0
Total accruing loans contractually past due 90 days or more		9		9
Consumer Loans [Member] | Other consumer [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest		0		0
Total accruing loans contractually past due 90 days or more		$ 7		$ 7
[1]	The trend in nonaccrual loans reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016.
[2]	At June 30, 2016 and December 31, 2015, nonaccrual consumer mortgage loans held for investment include $428 million and $768 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. 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.
[4]	Nonaccrual consumer mortgage loans held for investment include all loans 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.
[5]	The decrease in nonaccrual loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016.

Loans - Schedule of Additional

Loans - Schedule of Additional Information on Nonaccrual Loans (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Receivables [Abstract]
Residential Mortgage Loan Nonaccrual Carried At Lower Of Amortized Cost Or Fair Value Less Cost To Sell	$ 428		$ 428		$ 768
Interest income that would have been recorded if the nonaccrual receivable had been current in accordance with contractual terms during the period	19	$ 23	40	$ 44
Interest income that was recorded on nonaccrual loans and included in interest income during the period	$ 3	$ 6	$ 9	$ 12

Loans - Summary of Receivables

Loans - Summary of Receivables which were Modified and as Result Became Classified as TDR Loans (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Financing Receivable, Impaired [Line Items]
Total	$ 210	$ 65	$ 354	$ 140
Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
Total	190	28	304	67
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Total	0	4	0	4
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Impaired [Line Items]
Total	190	24	304	50
Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Impaired [Line Items]
Total	0	0	0	13
Consumer Loans [Member]
Financing Receivable, Impaired [Line Items]
Total	20	37	50	73
Consumer Loans [Member] | Residential Mortgage [Member]
Financing Receivable, Impaired [Line Items]
Total	16	35	43	70
Consumer Loans [Member] | Home Equity Mortgages [Member]
Financing Receivable, Impaired [Line Items]
Total	3	1	5	1
Consumer Loans [Member] | Credit Cards [Member]
Financing Receivable, Impaired [Line Items]
Total	$ 1	$ 1	$ 2	$ 2

Loans - Summary of TDR and Rela

Loans - Summary of TDR and Related Credit Loss Reserves for TDR Loans (Detail) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
Carrying Value of TDR Loans	[1],[2],[3]	$ 1,556	$ 1,453
Unpaid Principal Balance of TDR Loans	[1],[2],[3]	1,738	1,678
Allowance for credit losses on TDR Loans	[4]	114	59
Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
Carrying Value of TDR Loans	[2],[3],[5]	596	365
Unpaid Principal Balance of TDR Loans	[2],[3],[5]	630	390
Allowance for credit losses on TDR Loans	[4]	84	24
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Carrying Value of TDR Loans	[2],[3]	82	94
Unpaid Principal Balance of TDR Loans	[2],[3]	94	106
Allowance for credit losses on TDR Loans	[4]	0	0
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Impaired [Line Items]
Carrying Value of TDR Loans	[2],[3]	449	227
Unpaid Principal Balance of TDR Loans	[2],[3]	470	240
Allowance for credit losses on TDR Loans	[4]	84	24
Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Impaired [Line Items]
Carrying Value of TDR Loans	[2],[3]	65	44
Unpaid Principal Balance of TDR Loans	[2],[3]	66	44
Allowance for credit losses on TDR Loans	[4]	0	0
Consumer Loans [Member]
Financing Receivable, Impaired [Line Items]
Carrying Value of TDR Loans	[2],[3]	960	1,088
Unpaid Principal Balance of TDR Loans	[2],[3]	1,108	1,288
Allowance for credit losses on TDR Loans	[4]	30	35
Consumer Loans [Member] | Residential Mortgage [Member]
Financing Receivable, Impaired [Line Items]
Carrying Value of TDR Loans	[2],[3],[6],[7]	928	1,060
Unpaid Principal Balance of TDR Loans	[2],[3],[6],[7]	1,044	1,233
Allowance for credit losses on TDR Loans	[4]	28	33
Consumer Loans [Member] | Home Equity Mortgages [Member]
Financing Receivable, Impaired [Line Items]
Carrying Value of TDR Loans	[2],[3],[6]	27	23
Unpaid Principal Balance of TDR Loans	[2],[3],[6]	59	50
Allowance for credit losses on TDR Loans	[4]	1	1
Consumer Loans [Member] | Credit Cards [Member]
Financing Receivable, Impaired [Line Items]
Carrying Value of TDR Loans	[2],[3]	5	5
Unpaid Principal Balance of TDR Loans	[2],[3]	5	5
Allowance for credit losses on TDR Loans	[4]	$ 1	$ 1
[1]	At June 30, 2016 and December 31, 2015, the carrying value of TDR Loans includes $660 million and $676 million, respectively, of loans which are classified as nonaccrual.
[2]	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 $654 million and $88 million at June 30, 2016 and December 31, 2015, respectively.
[3]	The carrying value of TDR Loans includes basis adjustments on the loans, such as unearned income, unamortized deferred fees and costs on originated loans, partial charge-offs and premiums or discounts on purchased loans.
[4]	Included in the allowance for credit losses.
[5]	Additional commitments to lend to commercial borrowers whose loans have been modified in TDRs totaled $221 million and $112 million at June 30, 2016 and December 31, 2015, respectively.
[6]	At June 30, 2016 and December 31, 2015, the carrying value of consumer mortgage TDR Loans held for investment includes $763 million and $881 million, respectively, of loans that are recorded at the lower of amortized cost or fair value of the collateral less cost to sell.
[7]	The decrease in TDR Loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage TDR Loans with a carrying value of $141 million to held for sale during the first half of 2016. There is no allowance for credit losses associated with loans classified as held for sale as they are carried at the lower of amortized cost or fair value less cost to sell.

Loans - Summary of TDR and Re61

Loans - Summary of TDR and Related Credit Loss Reserves for TDR Loans - Additional Information (Detail) - USD ($)	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Other loans included in impaired loans apart from TDR loans	$ 654,000,000	$ 88,000,000
Residential mortgage loan TDR carried at lower of amortized cost or fair value less cost to sell	763,000,000	881,000,000	$ 775,000,000
Non Accrual loans included in TDR loan	660,000,000	676,000,000
Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Additional commitments to lend to commercial borrowers with modified TDRs	221,000,000	$ 112,000,000
Residential Mortgage [Member] | Consumer Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
TDRs transferred to held-for-sale, carrying value	141,000,000
Allowance for credit losses, loans held for sale	$ 0

Loans - Trouble Debt Restructur

Loans - Trouble Debt Restructuring Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	$ 1,484	$ 1,243	$ 1,487	$ 1,229
Interest income recognized on TDR loans	13	11	25	22
Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	520	218	468	215
Interest income recognized on TDR loans	3	1	5	3
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	87	149	89	161
Interest income recognized on TDR loans	0	1	1	2
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	371	56	323	45
Interest income recognized on TDR loans	3	0	4	1
Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	62	13	56	9
Consumer Loans [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	964	1,025	1,019	1,014
Interest income recognized on TDR loans	10	10	20	19
Consumer Loans [Member] | Residential Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	934	999	990	988
Interest income recognized on TDR loans	9	9	19	18
Consumer Loans [Member] | Home Equity Mortgages [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	25	20	24	20
Interest income recognized on TDR loans	1	1	1	1
Consumer Loans [Member] | Credit Cards [Member]
Financing Receivable, Modifications [Line Items]
Average balance of TDR loans	$ 5	$ 6	$ 5	$ 6

Loans - Loans Classified as TDR

Loans - Loans Classified as TDR Loans (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Financing Receivable, Modifications [Line Items]
Loans which were classified as TDR loans during the previous 12 months which became contractually delinquent	$ 6	$ 10	$ 19	$ 22
Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Threshold period for troubled debt restructuring status	90 days	90 days	90 days	90 days
Loans which were classified as TDR loans during the previous 12 months which became contractually delinquent	$ 2	$ 2	$ 4	$ 5
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	0	0	0	2
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	$ 2	$ 2	$ 4	$ 3
Consumer Loans [Member]
Financing Receivable, Modifications [Line Items]
Threshold period for troubled debt restructuring status	60 days	60 days	60 days	60 days
Loans which were classified as TDR loans during the previous 12 months which became contractually delinquent	$ 4	$ 8	$ 15	$ 17
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	$ 4	$ 8	$ 15	$ 17

Loans - Impaired Commercial Loa

Loans - Impaired Commercial Loans Considered as TDR Loans (Detail) - Commercial Loans [Member] - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
Amount with Impairment Reserves	[1]	$ 852	$ 171
Amount without Impairment Reserves	[1]	398	282
Total Impaired Commercial Loans	[1],[2]	1,250	453
Impairment Reserve		353	54
Unpaid principal balance of impaired commercial loans		1,289	519
Construction and Other Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Amount with Impairment Reserves	[1]	6	2
Amount without Impairment Reserves	[1]	92	108
Total Impaired Commercial Loans	[1],[2]	98	110
Impairment Reserve		2	1
Unpaid principal balance of impaired commercial loans		110	125
Business and Corporate Banking [Member]
Financing Receivable, Impaired [Line Items]
Amount with Impairment Reserves	[1]	267	168
Amount without Impairment Reserves	[1]	234	124
Total Impaired Commercial Loans	[1],[2]	501	292
Impairment Reserve		103	52
Unpaid principal balance of impaired commercial loans		519	342
Global Banking [Member]
Financing Receivable, Impaired [Line Items]
Amount with Impairment Reserves	[1]	578	0
Amount without Impairment Reserves	[1]	65	44
Total Impaired Commercial Loans	[1],[2]	643	44
Impairment Reserve		247	0
Unpaid principal balance of impaired commercial loans		652	44
Other Commercial [Member]
Financing Receivable, Impaired [Line Items]
Amount with Impairment Reserves	[1]	1	1
Amount without Impairment Reserves	[1]	7	6
Total Impaired Commercial Loans	[1],[2]	8	7
Impairment Reserve		1	1
Unpaid principal balance of impaired commercial loans		$ 8	$ 8
[1]	) Reflects the carrying value of impaired commercial loans and includes basis adjustments on the loans, such as partial charge-offs, unamortized deferred fees and costs on originated loans and any premiums or discounts on purchased loans
[2]	) Includes impaired commercial loans that are also considered TDR Loans which totaled $596 million and $365 million at June 30, 2016 and December 31, 2015, respectivel

Loans - Average Balance and Int

Loans - Average Balance and Interest Income Recognized on Impaired Commercial Loans (Detail) - Commercial Loans [Member] - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Financing Receivable, Impaired [Line Items]
Total average balance of impaired commercial loans	$ 832	$ 278	$ 705	$ 283
Total interest income recognized on impaired commercial loans	5	1	8	3
Construction and Other Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Total average balance of impaired commercial loans	101	166	104	176
Total interest income recognized on impaired commercial loans	0	1	1	2
Business and Corporate Banking [Member]
Financing Receivable, Impaired [Line Items]
Total average balance of impaired commercial loans	427	92	382	91
Total interest income recognized on impaired commercial loans	3	0	5	1
Global Banking [Member]
Financing Receivable, Impaired [Line Items]
Total average balance of impaired commercial loans	296	13	212	9
Total interest income recognized on impaired commercial loans	2	0	2	0
Other Commercial [Member]
Financing Receivable, Impaired [Line Items]
Total average balance of impaired commercial loans	$ 8	$ 7	$ 7	$ 7

Loans - Impaired Commercial L66

Loans - Impaired Commercial Loans Considered as TDR Loans - Additional Information (Detail) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
TDR Loans	[1],[2],[3]	$ 1,556	$ 1,453
Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
TDR Loans	[2],[3],[4]	$ 596	$ 365
[1]	At June 30, 2016 and December 31, 2015, the carrying value of TDR Loans includes $660 million and $676 million, respectively, of loans which are classified as nonaccrual.
[2]	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 $654 million and $88 million at June 30, 2016 and December 31, 2015, respectively.
[3]	The carrying value of TDR Loans includes basis adjustments on the loans, such as unearned income, unamortized deferred fees and costs on originated loans, partial charge-offs and premiums or discounts on purchased loans.
[4]	Additional commitments to lend to commercial borrowers whose loans have been modified in TDRs totaled $221 million and $112 million at June 30, 2016 and December 31, 2015, respectively.

Loans - Summary of Criticized A

Loans - Summary of Criticized Assets for Commercial Loans (Detail) - USD ($) $ in Millions	Jun. 30, 2016		Dec. 31, 2015		Jun. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Total loans	$ 79,810		$ 82,917		$ 83,617
Commercial Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	59,543		62,453
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	10,973		10,000		11,520
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	19,075		19,116		19,712
Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	26,357	[1]	29,969	[1]	28,942
Commercial Loans [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	3,138		3,368		$ 3,422
Commercial Loans [Member] | Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	6,679		5,529
Commercial Loans [Member] | Criticized [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	482		426
Commercial Loans [Member] | Criticized [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,636		1,683
Commercial Loans [Member] | Criticized [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	4,553		3,381
Commercial Loans [Member] | Criticized [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	8		39
Commercial Loans [Member] | Special Mention [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	2,153		2,250
Commercial Loans [Member] | Special Mention [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	286		239
Commercial Loans [Member] | Special Mention [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	782		941
Commercial Loans [Member] | Special Mention [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,085		1,069
Commercial Loans [Member] | Special Mention [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0		1
Commercial Loans [Member] | Substandard [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	4,004		3,214
Commercial Loans [Member] | Substandard [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	192		187
Commercial Loans [Member] | Substandard [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	752		690
Commercial Loans [Member] | Substandard [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	3,053		2,300
Commercial Loans [Member] | Substandard [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	7		37
Commercial Loans [Member] | Doubtful [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	522		65
Commercial Loans [Member] | Doubtful [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	4		0
Commercial Loans [Member] | Doubtful [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	102		52
Commercial Loans [Member] | Doubtful [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	415		12
Commercial Loans [Member] | Doubtful [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	$ 1		$ 1
[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 $5,072 million and $4,815 million at June 30, 2016 and December 31, 2015, respectively. See Note 14, "Related Party Transactions," for additional information regarding loans to HSBC affiliates.

Loans - Status of Commercial Lo

Loans - Status of Commercial Loan Portfolio (Detail) - USD ($) $ in Millions	Jun. 30, 2016		Dec. 31, 2015		Jun. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Accruing Loans Contractually Past Due 90 days or More	$ 17		$ 17
Total loans	79,810		82,917		$ 83,617
Commercial Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans	58,613		62,187
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest	929		265
Accruing Loans Contractually Past Due 90 days or More	1		1
Total loans	59,543		62,453
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans	10,926		9,947
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest	47		53
Accruing Loans Contractually Past Due 90 days or More	0		0
Total loans	10,973		10,000		11,520
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans	18,836		18,948
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest	238		167
Accruing Loans Contractually Past Due 90 days or More	1		1
Total loans	19,075		19,116		19,712
Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans	25,714		29,925
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest	643		44
Accruing Loans Contractually Past Due 90 days or More	0		0
Total loans	26,357	[1]	29,969	[1]	28,942
Commercial Loans [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans	3,137		3,367
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest	1		1
Accruing Loans Contractually Past Due 90 days or More	0		0
Total loans	$ 3,138		$ 3,368		$ 3,422
[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 $5,072 million and $4,815 million at June 30, 2016 and December 31, 2015, respectively. See Note 14, "Related Party Transactions," for additional information regarding loans to HSBC affiliates.

Loans - Credit Risk Profile of

Loans - Credit Risk Profile of Commercial Loans (Detail) - USD ($) $ in Millions		Jun. 30, 2016		Dec. 31, 2015		Jun. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Total loans		$ 79,810		$ 82,917		$ 83,617
Commercial Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans		59,543		62,453
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans		10,973		10,000		11,520
Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans		19,075		19,116		19,712
Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans		26,357	[1]	29,969	[1]	28,942
Commercial Loans [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans		3,138		3,368		$ 3,422
Internal Investment Grade [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	[2]	38,355		43,854
Internal Investment Grade [Member] | Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	[2]	8,564		8,487
Internal Investment Grade [Member] | Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	[2]	9,801		10,373
Internal Investment Grade [Member] | Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	[2]	18,209		23,111
Internal Investment Grade [Member] | Commercial Loans [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	[2]	1,781		1,883
Internal Noninvestment Grade [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans		21,188		18,599
Internal Noninvestment Grade [Member] | Commercial Loans [Member] | Construction and Other Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans		2,409		1,513
Internal Noninvestment Grade [Member] | Commercial Loans [Member] | Business and Corporate Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans		9,274		8,743
Internal Noninvestment Grade [Member] | Commercial Loans [Member] | Global Banking [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans		8,148		6,858
Internal Noninvestment Grade [Member] | Commercial Loans [Member] | Other Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans		$ 1,357		$ 1,485
[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 $5,072 million and $4,815 million at June 30, 2016 and December 31, 2015, respectively. See Note 14, "Related Party Transactions," for additional information regarding loans to HSBC affiliates.
[2]	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 C

Loans - Delinquency Ratio for Consumer Loan (Detail) - Consumer Loans [Member] - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Financing Receivable, Recorded Investment [Line Items]
Delinquent Loans		$ 871	$ 938
Delinquency Ratio		4.20%	4.56%
Residential Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Delinquent Loans	[1],[2]	$ 801	$ 858
Delinquency Ratio	[1],[2]	4.44%	4.83%
Home Equity Mortgages [Member]
Financing Receivable, Recorded Investment [Line Items]
Delinquent Loans	[1],[2]	$ 49	$ 56
Delinquency Ratio	[1],[2]	3.24%	3.50%
Credit Cards [Member]
Financing Receivable, Recorded Investment [Line Items]
Delinquent Loans		$ 12	$ 13
Delinquency Ratio		1.80%	1.86%
Other consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Delinquent Loans		$ 9	$ 11
Delinquency Ratio		1.81%	2.26%
[1]	At June 30, 2016 and December 31, 2015, consumer mortgage loan delinquency includes $735 million and $793 million, respectively, of loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell, including $361 million and $3 million, respectively, relating to loans held for sale.
[2]	At June 30, 2016 and December 31, 2015, consumer mortgage loans and loans held for sale include $523 million and $567 million, respectively, of loans that were in the process of foreclosure.

Loans - Delinquency Ratio for71

Loans - Delinquency Ratio for Consumer Loan - Additional Information (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Financing Receivable, Recorded Investment [Line Items]
Residential Mortgage Loan Delinquency Carried At Lower Of Amortized Cost Or Fair Value Less Cost To Sell	$ 735	$ 793
Residential Mortgage Loan Delinquency Carried At Lower Of Amortized Cost Or Fair Value Less Cost To Sell, Held-for-Sale	361	3
Consumer Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Mortgage Loans in Process of Foreclosure, Amount	$ 523	$ 567

Loans - Status of Consumer Loan

Loans - Status of Consumer Loan Portfolio (Detail) - USD ($) $ in Millions		Jun. 30, 2016		Dec. 31, 2015	Jun. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Accruing Loans Contractually Past Due 90 days or More		$ 17		$ 17
Total loans		79,810		82,917	$ 83,617
Consumer Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans		19,741		19,563
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest		510		885
Accruing Loans Contractually Past Due 90 days or More		16		16
Total loans		20,267		20,464
Consumer Loans [Member] | Residential Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans		17,230	[1]	16,944
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest	[2],[3],[4],[5]	437		814
Accruing Loans Contractually Past Due 90 days or More		0	[1]	0
Total loans		17,667	[1],[6]	17,758	17,233
Consumer Loans [Member] | Home Equity Mortgages [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans		1,438		1,529
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest	[2],[4]	73		71
Accruing Loans Contractually Past Due 90 days or More		0		0
Total loans		1,511		1,600	1,686
Consumer Loans [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans		659		690
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest		0		0
Accruing Loans Contractually Past Due 90 days or More		9		9
Total loans		668		699	692
Consumer Loans [Member] | Other consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Performing Loans		414		400
Loans and Leases Receivable, Nonperforming, Nonaccrual of Interest		0		0
Accruing Loans Contractually Past Due 90 days or More		7		7
Total loans		$ 421		$ 407	$ 410
[1]	The decrease in nonaccrual loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016.
[2]	At June 30, 2016 and December 31, 2015, nonaccrual consumer mortgage loans held for investment include $428 million and $768 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. 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.
[4]	Nonaccrual consumer mortgage loans held for investment include all loans 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.
[5]	The trend in nonaccrual loans reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016.
[6]	The decrease in past due loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016. See Note 6, "Loans Held for Sale," for additional details.

Loans - Concentration of Credit

Loans - Concentration of Credit Risk (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Receivables [Abstract]
Interest only residential mortgage loans	$ 3,669	$ 3,645

Allowance for Credit Losses - S

Allowance for Credit Losses - Summary of Changes in Allowance for Credit Losses and Related Loan Balance by Product (Detail) - USD ($) $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016		Dec. 31, 2015		Jun. 30, 2015
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		$ 1,023	$ 703	$ 912	$ 680
Provision for credit losses		134	(6)	291	47
Charge offs		(103)	(64)	(159)	(102)
Recoveries		9	15	19	23
Net (charge offs) recoveries		(94)	(49)	(140)	(79)
Balance at end of period		1,063	648	1,063	648
Ending balance: collectively evaluated for impairment						$ 680				$ 598
Ending balance: individually evaluated for impairment						383				50
Total allowances for credit losses		1,023	703	912	680	1,063		$ 912		648
Collectively evaluated for impairment	[1]					77,233				81,540
Individually evaluated for impairment	[2]					1,448				513
Loans carried at the lower of amortized cost or fair value less cost to sell						1,129				1,564
Total loans						79,810		82,917		83,617
Commercial Loans [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Total loans						59,543		62,453
Commercial Loans [Member] | Construction and Other Real Estate [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		95	90	86	89
Provision for credit losses		(3)	(3)	6	(1)
Charge offs		0	(1)	0	(2)
Recoveries		0	3	0	3
Net (charge offs) recoveries		0	2	0	1
Balance at end of period		92	89	92	89
Ending balance: collectively evaluated for impairment						90				86
Ending balance: individually evaluated for impairment						2				3
Total allowances for credit losses		95	90	86	89	92		86		89
Collectively evaluated for impairment	[1]					10,875				11,388
Individually evaluated for impairment	[2]					98				132
Loans carried at the lower of amortized cost or fair value less cost to sell						0				0
Total loans						10,973		10,000		11,520
Commercial Loans [Member] | Business and Corporate Banking [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		362	295	434	275
Provision for credit losses		4	(2)	(42)	22
Charge offs		(11)	(38)	(39)	(44)
Recoveries		3	5	5	7
Net (charge offs) recoveries		(8)	(33)	(34)	(37)
Balance at end of period		358	260	358	260
Ending balance: collectively evaluated for impairment						255				257
Ending balance: individually evaluated for impairment						103				3
Total allowances for credit losses		362	295	434	275	358		434		260
Collectively evaluated for impairment	[1]					18,574				19,624
Individually evaluated for impairment	[2]					501				88
Loans carried at the lower of amortized cost or fair value less cost to sell						0				0
Total loans						19,075		19,116		19,712
Commercial Loans [Member] | Global Banking [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		429	128	240	107
Provision for credit losses		137	2	333	23
Charge offs		(78)	0	(85)	0
Recoveries		0	0	0	0
Net (charge offs) recoveries		(78)	0	(85)	0
Balance at end of period		488	130	488	130
Ending balance: collectively evaluated for impairment						241				130
Ending balance: individually evaluated for impairment						247				0
Total allowances for credit losses		429	128	240	107	488		240		130
Collectively evaluated for impairment	[1]					25,714				28,929
Individually evaluated for impairment	[2]					643				13
Loans carried at the lower of amortized cost or fair value less cost to sell						0				0
Total loans						26,357	[3]	29,969	[3]	28,942
Commercial Loans [Member] | Other Commercial [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		16	21	19	21
Provision for credit losses		(1)	(3)	(4)	(2)
Charge offs		0	0	0	(1)
Recoveries		0	0	0	0
Net (charge offs) recoveries		0	0	0	(1)
Balance at end of period		15	18	15	18
Ending balance: collectively evaluated for impairment						14				17
Ending balance: individually evaluated for impairment						1				1
Total allowances for credit losses		16	21	19	21	15		19		18
Collectively evaluated for impairment	[1]					3,130				3,415
Individually evaluated for impairment	[2]					8				7
Loans carried at the lower of amortized cost or fair value less cost to sell						0				0
Total loans						3,138		3,368		3,422
Consumer Loans [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Total loans						20,267		20,464
Consumer Loans [Member] | Residential Mortgages [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		55	95	68	107
Provision for credit losses		(7)	(6)	(16)	(6)
Charge offs		0	(10)	(9)	(24)
Recoveries		2	4	7	6
Net (charge offs) recoveries		2	(6)	(2)	(18)
Balance at end of period		50	83	50	83
Ending balance: collectively evaluated for impairment						22				42
Ending balance: individually evaluated for impairment						28				41
Total allowances for credit losses		55	95	68	107	50		68		83
Collectively evaluated for impairment	[1]					16,423				15,478
Individually evaluated for impairment	[2]					188				262
Loans carried at the lower of amortized cost or fair value less cost to sell						1,056				1,493
Total loans						17,667	[4],[5]	17,758		17,233
Consumer Loans [Member] | Home Equity Mortgages [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		25	29	24	32
Provision for credit losses		(6)	0	(3)	(2)
Charge offs		(2)	(3)	(5)	(5)
Recoveries		2	1	3	2
Net (charge offs) recoveries		0	(2)	(2)	(3)
Balance at end of period		19	27	19	27
Ending balance: collectively evaluated for impairment						18				26
Ending balance: individually evaluated for impairment						1				1
Total allowances for credit losses		25	29	24	32	19		24		27
Collectively evaluated for impairment	[1]					1,433				1,610
Individually evaluated for impairment	[2]					5				5
Loans carried at the lower of amortized cost or fair value less cost to sell						73				71
Total loans						1,511		1,600		1,686
Consumer Loans [Member] | Credit Cards [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		31	35	32	39
Provision for credit losses		9	4	14	7
Charge offs		(8)	(8)	(16)	(16)
Recoveries		1	2	3	3
Net (charge offs) recoveries		(7)	(6)	(13)	(13)
Balance at end of period		33	33	33	33
Ending balance: collectively evaluated for impairment						32				32
Ending balance: individually evaluated for impairment						1				1
Total allowances for credit losses		31	35	32	39	33		32		33
Collectively evaluated for impairment	[1]					663				686
Individually evaluated for impairment	[2]					5				6
Loans carried at the lower of amortized cost or fair value less cost to sell						0				0
Total loans						668		699		692
Consumer Loans [Member] | Other consumer [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		10	10	9	10
Provision for credit losses		1	2	3	6
Charge offs		(4)	(4)	(5)	(10)
Recoveries		1	0	1	2
Net (charge offs) recoveries		(3)	(4)	(4)	(8)
Balance at end of period		8	8	8	8
Ending balance: collectively evaluated for impairment						8				8
Ending balance: individually evaluated for impairment						0				0
Total allowances for credit losses		$ 10	$ 10	$ 9	$ 10	8		9		8
Collectively evaluated for impairment	[1]					421				410
Individually evaluated for impairment	[2]					0				0
Loans carried at the lower of amortized cost or fair value less cost to sell						0				0
Total loans						$ 421		$ 407		$ 410
[1]	Global Banking includes loans to HSBC affiliates totaling $5,072 million and $4,607 million at June 30, 2016 and 2015, respectively, for which we do not carry an associated allowance for credit losses.
[2]	For consumer loans and certain small business loans, these amounts represent TDR Loans for which we evaluate reserves using a discounted cash flow methodology. Each loan is individually identified as a TDR Loan and then grouped together with other TDR Loans with similar characteristics. The discounted cash flow analysis is then applied to these groups of TDR Loans. Loans individually evaluated for impairment exclude TDR loans that are carried at the lower of amortized cost or fair value of the collateral less cost to sell which totaled $763 million and $775 million at June 30, 2016 and 2015, respectively.
[3]	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 $5,072 million and $4,815 million at June 30, 2016 and December 31, 2015, respectively. See Note 14, "Related Party Transactions," for additional information regarding loans to HSBC affiliates.
[4]	The decrease in nonaccrual loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016.
[5]	The decrease in past due loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016. See Note 6, "Loans Held for Sale," for additional details.

Allowance for Credit Losses -75

Allowance for Credit Losses - Summary of Changes in Allowance for Credit Losses and Related Loan Balance by Product - Additional Information (Detail) - USD ($) $ in Millions	Jun. 30, 2016		Dec. 31, 2015	Jun. 30, 2015
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans	$ 79,810		$ 82,917	$ 83,617
TDR Loans Carried At Lower Of Amortized Cost Or Fair Value Less Cost To Sell	763		881	775
Affiliated Entity [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans	5,072		4,815	4,607
Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans	20,267		20,464
Residential Mortgage [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans	$ 17,667	[1],[2]	$ 17,758	$ 17,233
[1]	The decrease in nonaccrual loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016.
[2]	The decrease in past due loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016. See Note 6, "Loans Held for Sale," for additional details.

Loans Held for Sale (Details)

Loans Held for Sale (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	$ 1,369	$ 2,185
Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	901	2,095
Commercial Loans [Member] | Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	0	1,895
Commercial Loans [Member] | Global Banking [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	901	200
Consumer Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	468	90
Consumer Loans [Member] | Residential Mortgages [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	391	11
Consumer Loans [Member] | Other consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale	$ 77	$ 79

Loans Held for Sale - Additiona

Loans Held for Sale - Additional Information (Details) - USD ($)		3 Months Ended		6 Months Ended
		Jun. 30, 2016	Mar. 31, 2016	Jun. 30, 2016	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale		$ 1,369,000,000		$ 1,369,000,000	$ 2,185,000,000
Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale		901,000,000		901,000,000	2,095,000,000
Valuation allowance		50,000,000		50,000,000	21,000,000
Consumer Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale		468,000,000		468,000,000	90,000,000
Valuation allowance		55,000,000		55,000,000	13,000,000
Commercial Loans - Fair Value Option [Member] | Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale		867,000,000		867,000,000	151,000,000
Global Banking [Member] | Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale		901,000,000		901,000,000	200,000,000
Transfer of loans to held-for-sale			$ 1,088,000,000
Lower of amortized cost or fair value adjustment			$ 0
Global Banking - Term Loan Facility [Member] | Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale		763,000,000		763,000,000
Commercial Real Estate [Member] | Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial real estate loans sold during the period		1,161,000,000
Loss on sale of real estate loans held for sale		(3,000,000)
Loans transferred to held for investment		612,000,000
Total loans held for sale		0		0	1,895,000,000
Residential Mortgage [Member] | Consumer Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale		391,000,000		391,000,000	11,000,000
Unpaid principal balance of loans transferred to held-for-sale	[1]	27,000,000		524,000,000
Transfer of loans to held-for-sale	[1]	25,000,000		433,000,000
Subprime [Member] | Residential Mortgage [Member] | Consumer Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans held for sale		3,000,000		3,000,000	$ 3,000,000
Other Income [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Lower of amortized cost or fair value adjustment		5,000,000		38,000,000
Additional lower of amortized cost or fair value adjustment		6,000,000		6,000,000
Other Income [Member] | Global Banking [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Lower of amortized cost or fair value adjustment		$ 4,000,000		$ 30,000,000
[1]	The decrease in past due loans at June 30, 2016 reflects the impact of the transfer of certain residential mortgage loans with a carrying value of $369 million to held for sale during the first half of 2016. See Note 6, "Loans Held for Sale," for additional details.

Intangible Assets - Schedule of

Intangible Assets - Schedule of Intangible Assets (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Finite-Lived Intangible Assets [Line Items]
Total intangible assets	$ 37	$ 181
Purchased credit card relationships [Member]
Finite-Lived Intangible Assets [Line Items]
Total intangible assets	37	41
Residential Mortgage [Member] | Mortgage servicing rights [Member]
Finite-Lived Intangible Assets [Line Items]
Total intangible assets	$ 0	$ 140

Intangible Assets - Fair Value

Intangible Assets - Fair Value of Residential MSRs (Detail)	6 Months Ended	12 Months Ended
	Jun. 30, 2016	Dec. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Annualized constant prepayment rate	18.00%	13.80%
Constant discount rate	10.30%	12.60%
Weighted average life	3 years 8 months 12 days	4 years 5 months 24 days

Intangible Assets - Residential

Intangible Assets - Residential MSRs Activity (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Fair value of MSRs:
Beginning balance	$ 117	$ 140	$ 140	$ 159
Changes in fair value due to changes in valuation model inputs or assumptions	(8)	19	(24)	8
Reductions related to customer payments	(5)	(1)	(12)	(9)
Ending balance	$ 104	$ 158	$ 104	$ 158

Intangible Assets - Additional

Intangible Assets - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2012	Dec. 31, 2015
Finite-Lived Intangible Assets [Line Items]
Outstanding principal balances at period end of residential mortgage loans serviced for others	$ 17,305		$ 17,305			$ 18,930
Outstanding principal balances at period end of residential mortgage loans owned and serviced for others	36,048		36,048			$ 37,544
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	$ 12	$ 15	$ 25	$ 30
Purchased credit card relationships [Member]
Finite-Lived Intangible Assets [Line Items]
Useful life					10 years

Goodwill (Details)

Goodwill (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill	$ 1,612	$ 1,612	$ 1,612
Accumulated impairment loss	$ 670	$ 670

Other Assets Held for Sale (Det

Other Assets Held for Sale (Details) $ in Millions	Jun. 30, 2016USD ($)
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Total assets held for sale	$ 313
Intangible Assets, Net [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Mortgage servicing rights	104
Other assets [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Servicing advances	$ 209

Other Assets Held for Sale - Cr

Other Assets Held for Sale - Critical Assumptions (Details)	6 Months Ended	12 Months Ended
	Jun. 30, 2016	Dec. 31, 2015
Discontinued Operations and Disposal Groups [Abstract]
Annualized constant prepayment rate	18.00%	13.80%
Constant discount rate	10.30%	12.60%
Weighted average life	3 years 8 months 12 days	4 years 5 months 24 days

Other Assets Held for Sale - MS

Other Assets Held for Sale - MSR Activity (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Discontinued Operations and Disposal Groups [Abstract]
Beginning balance	$ 117	$ 140	$ 140	$ 159
Changes in fair value due to changes in valuation model inputs or assumptions	(8)	19	(24)	8
Reductions related to customer payments	(5)	(1)	(12)	(9)
Ending balance	$ 104	$ 158	$ 104	$ 158

Other Assets Held for Sale - Ad

Other Assets Held for Sale - Additional Information (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Outstanding principal balances at period end of residential mortgage loans serviced for others	$ 17,305		$ 17,305		$ 18,930
Residential mortgage banking revenue [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Servicing fees collected	$ 12	$ 15	$ 25	$ 30

Derivative Financial Instrume87

Derivative Financial Instruments - Fair Value of Derivatives and Balance Offsetting (Details) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Derivatives, Fair Value [Line Items]
Derivative assets		$ 83,074	$ 66,066
Derivative liabilities		83,447	64,033
Netting assets	[1],[2]	72,762	55,510
Netting liabilities	[1],[2]	72,762	55,510
Less: Gross amounts of cash collateral received subject to enforceable master netting agreements(5)(6)	[1],[3]	5,123	4,942
Less: Gross amounts of cash collateral posted subject to enforceable master netting agreements(5)(6)	[1],[3]	1,399	1,530
Derivative Asset		5,189	5,614
Derivative Liability		9,286	6,993
Less: Gross amounts of financial instrument collateral received not offset		1,142	1,114
Less: Gross amounts of financial instrument collateral posted not offset		5,636	3,674
Net amount of derivative asset		4,047	4,500
Net amount of derivative liability		3,650	3,319
Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Less: Gross amounts of cash collateral received subject to enforceable master netting agreements(5)(6)		4,398	4,652
Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Less: Gross amounts of cash collateral posted subject to enforceable master netting agreements(5)(6)		1,383	1,530
Designated as Hedging Instrument [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[4]	97	65
Designated as Hedging Instrument [Member] | Interest taxes and other liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	[4]	1,747	685
Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[5]	51,761	34,460
Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	[5]	52,735	34,656
Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[5]	25,225	24,160
Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	[5]	23,722	22,339
Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[5]	779	929
Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	[5]	977	591
Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[5]	2,344	3,812
Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	[5]	2,388	3,777
Fair Value Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[4]	77	42
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	[4]	1,474	532
Cash Flow Hedging [Member] | Interest rate contracts [Member] | Designated as Hedging Instrument [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[4]	20	6
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	[4]	270	153
OTC Cleared [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[5],[6]	29,459	15,717
OTC Cleared [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	[5],[6]	27,656	14,723
OTC Cleared [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[5],[6]	710	899
OTC Cleared [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	[5],[6]	836	1,212
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	[4],[6]	76	42
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	[4],[6]	1,075	240
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	[4],[6]	20	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	[4],[6]	40	16
Bilateral OTC [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[4],[6]	1,064	761
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	[4],[6]	162	120
Bilateral OTC [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[5],[6]	22,232	18,716
Bilateral OTC [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	[5],[6]	25,015	19,906
Bilateral OTC [Member] | Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[4],[6]	0	0
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	[4],[6]	45	97
Bilateral OTC [Member] | Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[5],[6]	25,217	24,160
Bilateral OTC [Member] | Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	[5],[6]	23,675	22,324
Bilateral OTC [Member] | Equity contracts [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[4],[6]	472	462
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	[4],[6]	372	422
Bilateral OTC [Member] | Equity contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[5],[6]	1,298	1,344
Bilateral OTC [Member] | Equity contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	[5],[6]	1,295	1,340
Bilateral OTC [Member] | Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[5],[6]	746	891
Bilateral OTC [Member] | Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	[5],[6]	835	552
Bilateral OTC [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[4],[6]	34	73
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	[4],[6]	4	6
Bilateral OTC [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[5],[6]	1,634	2,913
Bilateral OTC [Member] | Credit contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	[5],[6]	1,552	2,565
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	[4],[6]	1	0
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	[4],[6]	399	292
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	[4],[6]	0	0
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	[4],[6]	230	137
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	[4],[6]	0	17
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	[4],[6]	3	0
Exchange Traded [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[5],[6]	70	27
Exchange Traded [Member] | Interest rate contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	[5],[6]	64	27
Exchange Traded [Member] | Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[5],[6]	8	0
Exchange Traded [Member] | Foreign exchange contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	[5],[6]	47	15
Exchange Traded [Member] | Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative assets	[5],[6]	33	38
Exchange Traded [Member] | Precious metals contracts [Member] | Not Designated as Hedging Instrument [Member] | Trading Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities	[5],[6]	$ 142	$ 39
[1]	Netting is performed at a counterparty level in cases where enforceable master netting agreements are in place, regardless of the type of derivative instrument. Therefore, we have not attempted to allocate netting to the different types of derivative instruments shown in the table above.
[2]	Represents the netting of derivative receivable and payable balances for the same counterparty under enforceable netting agreements.
[3]	Represents the netting of cash collateral posted and received by counterparty under enforceable netting 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 Instrume88

Derivative Financial Instruments - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Derivative [Line Items]
Basis adjustments for active fair value hedges which increased (decreased) the carrying amount of our debt	$ (31)	$ (12)	$ (96)	$ (12)
Amortization of basis adjustments related to terminated and/or re-designated fair value hedge relationships of our debt	1	2	3	3
Basis adjustments for active fair value hedges which increased (decreased) the carrying amount of available for sale securities	(352)	397	(954)	178
Accumulated unamortized basis adjustment for active fair value hedges which increased (decreased) the carrying amount of our available for sale securities	1,395		1,395		$ 439
Amortization of basis adjustments related to terminated and/or re-designated cash flow hedge relationships	5	$ 2	9	$ 5
Next twelve months, reclassification of remaining losses to earnings resulting from cash flow hedges			15
Aggregate fair value of all derivative instruments with credit-risk-related contingent	6,731		6,731		7,139
Collateral already posted aggregate fair value	6,559		6,559		6,283
Long-term Debt [Member]
Derivative [Line Items]
Accumulated unamortized basis adjustment for fair value hedges which increased (decreased) the carrying amount of our debt	$ (87)		$ (87)		$ (6)

Derivative Financial Instrume89

Derivative Financial Instruments - Gains and Losses on Hedged Items in Fair Value Hedges (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Interest Income Expense [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivative	$ (40)	$ (43)	$ (80)	$ (94)
Gain (Loss) on Hedged Items	65	71	128	148
Other Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivative	(365)	441	(955)	193
Gain (Loss) on Hedged Items	345	(425)	906	(185)
Net Ineffective Gain (Loss) Recognized - Other Income	(20)	16	(49)	8
Available-for-sale Securities [Member] | Interest Income [Member] | Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivative	(47)	(49)	(95)	(103)
Gain (Loss) on Hedged Items	96	93	189	181
Available-for-sale Securities [Member] | Other Income [Member] | Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivative	(397)	453	(1,053)	205
Gain (Loss) on Hedged Items	376	(437)	1,002	(197)
Net Ineffective Gain (Loss) Recognized - Other Income	(21)	16	(51)	8
Long-term Debt [Member] | Interest Expense [Member] | Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivative	7	6	15	9
Gain (Loss) on Hedged Items	(31)	(22)	(61)	(33)
Long-term Debt [Member] | Other Income [Member] | Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivative	32	(12)	98	(12)
Gain (Loss) on Hedged Items	(31)	12	(96)	12
Net Ineffective Gain (Loss) Recognized - Other Income	$ 1	$ 0	$ 2	$ 0

Derivative Financial Instrume90

Derivative Financial Instruments - Gains and Losses on Derivative Instruments Designated and Qualifying As Hedging Instruments in Cash Flow Hedges (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in AOCI on Derivative (Effective Portion)	$ (24)	$ 49	$ (100)	$ 16
Gain (Loss) Reclassed From AOCI into Income (Effective Portion)	(5)	(2)	(9)	(5)
Gain (Loss) Recognized in Income on the Derivative (Ineffective Portion)	0	0	0	0
Foreign exchange contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in AOCI on Derivative (Effective Portion)	0	1	0	1
Foreign exchange contracts [Member] | Interest Income (Expense), Net [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Reclassed From AOCI into Income (Effective Portion)	0	0	0	0
Foreign exchange contracts [Member] | Other Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Income on the Derivative (Ineffective Portion)	0	0	0	0
Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in AOCI on Derivative (Effective Portion)	(24)	48	(100)	15
Interest rate contracts [Member] | Interest Income (Expense), Net [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Reclassed From AOCI into Income (Effective Portion)	(5)	(2)	(9)	(5)
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	$ 0	$ 0

Derivative Financial Instrume91

Derivative Financial Instruments - Gains and Losses on Derivative Instruments Held For Trading Purpose (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for trading purposes	$ (84)	$ 241	$ (269)	$ 403
Trading revenue [Member] | Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for trading purposes	(233)	71	(510)	541
Trading revenue [Member] | Foreign exchange contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for trading purposes	131	207	228	(149)
Trading revenue [Member] | Equity contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for trading purposes	3	4	3	3
Trading revenue [Member] | Precious metals contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for trading purposes	29	(27)	29	19
Trading revenue [Member] | Credit contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for trading purposes	(25)	4	(62)	(17)
Residential mortgage banking revenue [Member] | Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for trading purposes	$ 11	$ (18)	$ 43	$ 6

Derivative Financial Instrume92

Derivative Financial Instruments - Gains and Losses on Derivative Instruments Held For Other Purpose (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Derivatives, Fair Value [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for other purposes	$ 171	$ (308)	$ 336	$ 80
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member]
Derivatives, Fair Value [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for other purposes	184	(281)	345	68
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Interest rate contracts [Member]
Derivatives, Fair Value [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for other purposes	111	(142)	325	(33)
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Foreign exchange contracts [Member]
Derivatives, Fair Value [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for other purposes	8	6	20	5
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Equity contracts [Member]
Derivatives, Fair Value [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for other purposes	81	(125)	32	132
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Precious metals contracts [Member]
Derivatives, Fair Value [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for other purposes	0	0	0	1
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Credit contracts [Member]
Derivatives, Fair Value [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for other purposes	0	(3)	0	(3)
Residential mortgage banking revenue [Member] | Interest rate contracts [Member]
Derivatives, Fair Value [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for other purposes	0	1	0	1
Other Income [Member] | Credit contracts [Member]
Derivatives, Fair Value [Line Items]
Amount of Gain (Loss) Recognized in Income on Derivatives held for other purposes	$ (29)	$ (45)	$ (41)	$ (23)

Derivative Financial Instrume93

Derivative Financial Instruments - Credit-Risk Related Contingent Features (Detail) $ in Millions	Jun. 30, 2016USD ($)
S&P Long Term Rating A plus [Member]
Credit Derivatives [Line Items]
Total Credit Rating Scenario of Derivatives	$ 67
S&P Long Term Rating A [Member]
Credit Derivatives [Line Items]
Total Credit Rating Scenario of Derivatives	77
Moody's Long Term Rating Aa3 [Member]
Credit Derivatives [Line Items]
Total Credit Rating Scenario of Derivatives	0
Moody's Long Term Rating A1 [Member]
Credit Derivatives [Line Items]
Total Credit Rating Scenario of Derivatives	$ 67

Derivative Financial Instrume94

Derivative Financial Instruments - Notional Value of Derivative Contracts (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Derivative [Line Items]
Total	$ 4,210,729	$ 4,212,040
Interest rate contracts [Member]
Derivative [Line Items]
Total	2,770,882	2,748,778
Interest Rate Futures and Forwards [Member]
Derivative [Line Items]
Total	247,415	149,413
Interest Rate Swap [Member]
Derivative [Line Items]
Total	2,301,773	2,453,526
Interest Rate Options Written [Member]
Derivative [Line Items]
Total	96,548	65,747
Interest Rate Options Purchased [Member]
Derivative [Line Items]
Total	125,146	80,092
Foreign exchange contracts [Member]
Derivative [Line Items]
Total	1,181,110	1,186,671
Foreign Exchange Swaps, Futures and Forwards [Member]
Derivative [Line Items]
Total	998,941	980,811
Foreign Exchange Options Written [Member]
Derivative [Line Items]
Total	75,580	81,132
Foreign Exchange Options Purchased [Member]
Derivative [Line Items]
Total	76,607	82,004
Foreign Exchange Spot [Member]
Derivative [Line Items]
Total	29,982	42,724
Commodities, equities and precious metals contracts [Member]
Derivative [Line Items]
Total	97,486	88,521
Commodities, Equities and Precious Metals, Swaps, Futures and Forwards [Member]
Derivative [Line Items]
Total	47,941	35,546
Commodities, Equities and Precious Metals Options Written [Member]
Derivative [Line Items]
Total	18,267	19,601
Commodities, Equities and Precious Metals Options Purchased [Member]
Derivative [Line Items]
Total	31,278	33,374
Credit contracts [Member]
Derivative [Line Items]
Total	$ 161,251	$ 188,070

Fair Value Option - Additional

Fair Value Option - Additional Information (Details) - Loans Receivable [Member] - USD ($)	Jun. 30, 2016	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair value option loan in nonaccrual status	$ 57,000,000	$ 0
Unpaid principal balance of fair value option loan in nonaccrual status	69,000,000
Fair value option, loans 90 days or more past due	$ 0	$ 0

Fair Value Option - Summary of

Fair Value Option - Summary of Fair Value and Unpaid Principal Balance (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Loans Receivable [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Commercial loans held for sale, Fair Value	$ 867	$ 151
Commercial loans held for sale, Unpaid Principal Balance	890	159
Fair value over (under) unpaid principal balance	(23)	(8)
Securities purchased under resale agreements [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value over (under) unpaid principal balance	6
Securities purchased under resale agreements, Fair Value	782	0
Securities purchased under resale agreements Unpaid Principal Balance	776
Securities sold under repurchase agreements [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value over (under) unpaid principal balance	6	6
Securities sold under repurchase agreements, Fair Value	2,676	1,976
Securities sold under repurchase agreements, Unpaid Principal Balance	2,670	1,970
Long-term debt [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value over (under) unpaid principal balance	346	257
Fixed rate long-term debt, Fair Value	2,096	2,007
Fixed rate long-term debt, Unpaid Principal Balance	1,750	1,750
Deposits [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value over (under) unpaid principal balance	149	(97)
Hybrid Instruments, Fair Value	7,285	6,919
Hybrid Instruments, Unpaid Principal Balance	7,136	7,016
Structured Notes [Member] | Long-term debt [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value over (under) unpaid principal balance	(180)	(159)
Long-term debt, Fair value	7,143	7,164
Hybrid Instruments, Unpaid Principal Balance	$ 7,323	$ 7,323

Fair Value Option - Components

Fair Value Option - Components of Gain (Loss) on Instruments at Fair Value and Related Derivatives (Detail) - USD ($) $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]
Mark-to-market on the related derivatives		$ 171	$ (308)	$ 336	$ 80
Gain (loss) on instruments designated at fair value and related derivatives		(38)	56	178	141
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	[1]	(202)	342	(353)	(28)
Credit risk component, total	[2],[3]	(36)	(22)	154	67
Total mark-to-market on financial instruments designated at fair value		(238)	320	(199)	39
Mark-to-market on the related derivatives		184	(281)	345	68
Net realized gain on the related long-term debt derivatives		16	17	32	34
Gain (loss) on instruments designated at fair value and related derivatives		(38)	56	178	141
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	[1]	0	0	0	0
Credit risk component, assets	[2],[3]	3	2	0	(8)
Total mark-to-market on financial instruments designated at fair value		3	2	0	(8)
Mark-to-market on the related derivatives		0	0	0	0
Net realized gain on the related long-term debt derivatives		0	0	0	0
Gain (loss) on instruments designated at fair value and related derivatives		3	2	0	(8)
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Securities purchased under resale agreements [Member]
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]
Interest rate and other components	[1]	0	0	5	0
Credit risk component, assets	[2],[3]	0	0	0	0
Total mark-to-market on financial instruments designated at fair value		0	0	5	0
Mark-to-market on the related derivatives		0	0	0	0
Net realized gain on the related long-term debt derivatives		0	0	0	0
Gain (loss) on instruments designated at fair value and related derivatives		0	0	5	0
Gain (Loss) on Instruments Designated at Fair Value and Related Derivatives [Member] | Securities sold under repurchase agreements [Member]
Components Of Gain On Instruments At Fair Value And Related Derivatives [Line Items]
Interest rate and other components	[1]	(4)	(2)	1	(2)
Credit risk component, assets	[2],[3]	0	0	0	0
Total mark-to-market on financial instruments designated at fair value		(4)	(2)	1	(2)
Mark-to-market on the related derivatives		0	0	0	0
Net realized gain on the related long-term debt derivatives		0	0	0	0
Gain (loss) on instruments designated at fair value and related derivatives		(4)	(2)	1	(2)
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	[1]	(70)	132	(197)	50
Credit risk component, liabilities	[2],[3]	(41)	48	108	118
Total mark-to-market on financial instruments designated at fair value		(111)	180	(89)	168
Mark-to-market on the related derivatives		67	(127)	194	(57)
Net realized gain on the related long-term debt derivatives		16	17	32	34
Gain (loss) on instruments designated at fair value and related derivatives		(28)	70	137	145
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	[1]	(128)	212	(162)	(76)
Credit risk component, liabilities	[2],[3]	2	(72)	46	(43)
Total mark-to-market on financial instruments designated at fair value		(126)	140	(116)	(119)
Mark-to-market on the related derivatives		117	(154)	151	125
Net realized gain on the related long-term debt derivatives		0	0	0	0
Gain (loss) on instruments designated at fair value and related derivatives		$ (9)	$ (14)	$ 35	$ 6
[1]	As it relates to hybrid instruments, interest rate and other components includes interest rate, foreign exchange and equity contract risks.
[2]	During the three months ended June 30, 2016, the gain in the credit risk component for hybrid instruments was attributable to the widening of credit spreads on structured deposits, partially offset by the tightening of our own credits spreads related to structured notes. During the six months ended June 30, 2016, the gains in the credit risk component for hybrid instruments was attributable to the widening of our own credit spreads related to structured notes, partially offset by the tightening of credit spreads on structured deposits. During the three and six months ended June 30, 2015, the losses in the credit risk component for hybrid instruments were attributable to changes in estimates associated with the valuation techniques used to measure the fair value of certain structured notes and deposits, partially offset by the widening of credit spreads on structured deposits and, in the year-to-date period, the widening of our own credit spreads related to structured notes.
[3]	During the three months ended June 30, 2016, the loss in the credit risk component for long-term debt was attributable to the tightening of our own credit spreads while the gains during the six months ended June 30, 2016 was attributable to the widening of our own credit spreads. During the three and six months ended June 30, 2015, the gains in the credit risk component for long-term debt were attributable to the widening of our own credit spreads.

Accumulated Other Comprehensi98

Accumulated Other Comprehensive Income (Loss) - (Detail) - USD ($) $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016		Jun. 30, 2015		Dec. 31, 2015	Sep. 30, 2014
Unrealized gains (losses) on investment securities:
Balance at beginning of period		$ 44	$ 130	$ (234)		$ 158
Other comprehensive income for period:
Net unrealized gains (losses) arising during period, net of tax		223	(198)	515		(217)
Reclassification adjustment for gains realized in net income, net of tax	[1]	(23)	(22)	(41)		(36)
Amortization of net unrealized losses on securities transferred from available-for-sale to held-to-maturity realized in net income, net of tax	[2]	8	7	12		12
Total other comprehensive income (loss) for period		208	(213)	486		(241)
Balance at end of period		252	(83)	252		(83)
Unrealized (losses) gains on derivatives classified as cash flow hedges:
Balance at beginning of period		(215)	(175)	(170)		(156)
Other comprehensive income (loss) for period:
Net unrealized losses arising during period, net of tax		(14)	30	(62)		9
Reclassification adjustment of losses realized in net income, net of tax		3	1	6	[3]	3	[3]
Total other comprehensive income (loss) for period		(11)	31	(56)		12
Balance at end of period		(226)	(144)	(226)		(144)
Pension and postretirement benefit liability:
Balance at beginning of period		(3)	(2)	(3)		(3)
Other comprehensive income for period:
Change in unfunded pension and postretirement liability, net of tax				0		1
Total other comprehensive income for period		0	0	0		1
Balance at end of period		(3)	(2)	(3)		(2)
Total accumulated other comprehensive income (loss) at end of period		$ 23	$ (229)	$ 23		$ (229)		$ (407)
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 (loss).
[2]	Amount amortized to net income is included in interest income in our consolidated statement of income (loss). During 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 net income is included in interest income (expense) in our consolidated statement of income (loss).

Accumulated Other Comprehensi99

Accumulated Other Comprehensive Income (Loss) - Additional Information (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Equity [Abstract]
Tax (benefit) expense included in net unrealized gains (losses)	$ 135	$ (117)	$ 308	$ (128)
Tax included in reclassification	(13)	(13)	(24)	(22)
Tax included in amortization	(4)	(4)	7	7
Tax (benefit) expense included in net unrealized gains (losses)	(10)	19	(38)	7
Tax included in reclassification	2	1	3	2
Tax (benefit) included in change in unfunded pension postretirement liability (less than $1 million)	$ 0	$ 0	$ 0	$ 0

Pension and Other Postretire100

Pension and Other Postretirement Benefits-Net Periodic Benefit Cost (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
HSBC North America Pension Plan [Member]
Defined Benefit Plan Disclosure [Line Items]
Interest cost	$ 17	$ 16
Expected return on plan assets	(22)	(23)
Amortization of net actuarial (gain) loss	9	10
Administrative costs	2	1
Net periodic benefit cost	6	4
Postretirement Plans Other Than Pensions [Member]
Defined Benefit Plan Disclosure [Line Items]
Interest cost	0	0	$ 1	$ 1
Net periodic benefit cost	$ 0	$ 0	1	1
Hsbc North America [Member] | HSBC North America Pension Plan [Member]
Defined Benefit Plan Disclosure [Line Items]
Interest cost			35	33
Expected return on plan assets			(42)	(46)
Amortization of net actuarial (gain) loss			19	19
Administrative costs			3	3
Net periodic benefit cost			$ 15	$ 9

Related Party Transactions - Su

Related Party Transactions - Summary of Related Party Transactions (Details) - USD ($) $ in Millions		Jun. 30, 2016		Dec. 31, 2015		Jun. 30, 2015	Dec. 31, 2014
Assets:
Cash and due from banks		$ 915		$ 968		$ 1,077	$ 891
Interest bearing deposits with banks		13,799		7,478
Securities purchased under agreements to resell		34,666		19,847
Trading assets		18,812		17,085
Loans		79,810		82,917		83,617
Other assets		9,066		6,890
Total assets		210,873	[1]	188,278	[1]	196,618
Liabilities:
Deposits		132,819		118,579		122,547
Trading liabilities		10,692		7,455
Short-term borrowings		7,376		4,995
Long-term debt		34,778		33,509
Other		4,148		3,215
Total liabilities	[1]	189,813		167,753
Affiliated Entity [Member]
Assets:
Cash and due from banks		172		169
Interest bearing deposits with banks		280		244
Securities purchased under agreements to resell	[2]	4,000		4,000
Trading assets	[3]	19,795		18,632
Loans		5,072		4,815		$ 4,607
Other assets	[4]	229		458
Total assets		29,548		28,318
Liabilities:
Deposits		22,589		13,486
Trading liabilities	[3]	21,632		19,496
Short-term borrowings		2,449		2,004
Long-term debt		1,830		1,827
Other	[4]	274		346
Total liabilities		$ 48,774		$ 37,159
[1]	The following table summarizes assets and liabilities related to our consolidated variable interest entities ("VIEs") at June 30, 2016 and December 31, 2015 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate in consolidation. See Note 17, "Variable Interest Entities," for additional information. Assets: Other assets $280 million and $320 million. Total assets $280 million and $320 million respectively. Liabilities: Long-term debt $92 million and $92 million, Interest, taxes and other liabilities $68 million and $68 million. Total liabilities $160 million and $160 million, respectively.
[2]	Reflects overnight purchases of U.S. Treasury securities which HSBC Securities (USA) Inc. ("HSI") has agreed to repurchase.
[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 balances associated with hedging activities and other miscellaneous account receivables and payables.

Related Party Transactions -102

Related Party Transactions - Summary of Related Party Transactions (Income - Expense) (Details) - USD ($) $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Related Party Transaction [Line Items]
Interest income		$ 980	$ 869	$ 1,960	$ 1,702
Interest expense		(342)	(243)	(668)	(470)
Net interest income	[1]	638	626	1,292	1,232
Trading revenue		49	24	65	57
Servicing and other fees with HSBC affiliates:
Total affiliate income		51	53	105	109
Gain (loss) on instruments designated at fair value and related derivatives		(38)	56	178	141
Support services from HSBC affiliates:
Total support services from HSBC affiliates		(355)	(385)	(675)	(737)
Affiliated Entity [Member]
Related Party Transaction [Line Items]
Interest income		30	28	60	58
Interest expense		(35)	(8)	(64)	(22)
Net interest income		(5)	20	(4)	36
Trading revenue		956	221	799	369
Servicing and other fees with HSBC affiliates:
Gain (loss) on instruments designated at fair value and related derivatives		79	(128)	35	130
Support services from HSBC affiliates:
Total support services from HSBC affiliates		(355)	(385)	(675)	(737)
Stock based compensation expense with HSBC	[2]	(11)	(15)	(17)	(28)
HSBC Markets (USA) Inc. (HMUS) and subsidiaries [Member]
Support services from HSBC affiliates:
Total support services from HSBC affiliates		(55)	(69)	(108)	(133)
Other Affiliates [Member]
Support services from HSBC affiliates:
Total support services from HSBC affiliates		(47)	(52)	(85)	(100)
HSBC Technology and Services (USA) (HTSU) [Member]
Support services from HSBC affiliates:
Total support services from HSBC affiliates		(253)	(264)	(482)	(504)
Fees and Commissions [Member] | HSBC Bank Plc [Member]
Servicing and other fees with HSBC affiliates:
Total affiliate income		26	18	48	37
Fees and Commissions [Member] | HSBC Finance Corporation [Member]
Servicing and other fees with HSBC affiliates:
Total affiliate income		8	13	21	29
Fees and Commissions [Member] | HSBC Markets (USA) Inc. (HMUS) and subsidiaries [Member]
Servicing and other fees with HSBC affiliates:
Total affiliate income		4	6	10	13
Fees and Commissions [Member] | Other Affiliates [Member]
Servicing and other fees with HSBC affiliates:
Total affiliate income		13	16	26	30
Other Fees [Member] | Affiliated Entity [Member]
Servicing and other fees with HSBC affiliates:
Total affiliate income		$ 51	$ 53	$ 105	$ 109
[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 (loss). Employees also may participate in a defined benefit pension plan and other postretirement plans sponsored by HSBC North America which are discussed in Note 13, "Pension and Other Postretirement Benefits."

Related Party Transactions -103

Related Party Transactions - Summary of Loans (Details) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
HSBC Finance Corporation [Member]
Related Party Transaction [Line Items]
Loans and leases receivable from related parties		$ 3,013	$ 3,014
HMUS [Member]
Related Party Transaction [Line Items]
Loans and leases receivable from related parties		588	978
HSBC Mexico [Member]
Related Party Transaction [Line Items]
Loans and leases receivable from related parties		725	725
Regency [Member]
Related Party Transaction [Line Items]
Loans and leases receivable from related parties	[1]	729	58
Other Affiliates [Member]
Related Party Transaction [Line Items]
Loans and leases receivable from related parties		17	40
Affiliated Entity [Member]
Related Party Transaction [Line Items]
Loans and leases receivable from related parties		$ 5,072	$ 4,815
[1]	An asset-backed commercial paper conduit consolidated by an HSBC affiliate.

Related Party Transactions - Ad

Related Party Transactions - Additional Information (Details) - USD ($)		3 Months Ended		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Related Party Transaction [Line Items]
Derivative, notional amount		$ 4,210,729,000,000		$ 4,210,729,000,000		$ 4,212,040,000,000
HSBC North America Inc. HNAI [Member]
Related Party Transaction [Line Items]
Maximum borrowing capacity		150,000,000		150,000,000		150,000,000
Amount outstanding under the loan agreement		0		0		0
HSBC Finance Corporation [Member]
Related Party Transaction [Line Items]
Loans and leases receivable from related parties		3,013,000,000		3,013,000,000		3,014,000,000
HSBC Finance Corporation [Member] | Extended Uncommitted Revolving Credit Facility [Member]
Related Party Transaction [Line Items]
Extended loans and lines of credit		5,000,000,000		$ 5,000,000,000		5,000,000,000
Debt term				364 days
Maximum maturity for borrowings under uncommitted revolving credit agreement				5 years
Amount outstanding on line of credit		3,000,000,000		$ 3,000,000,000		3,000,000,000
Credit agreement, amount maturing September 2017		500,000,000		500,000,000
Credit agreement amount maturing January 2018		1,500,000,000		1,500,000,000
Credit agreement amount maturing September 2018		1,000,000,000		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		1,000,000,000
Amount outstanding on line of credit		0		0		0
HMUS [Member]
Related Party Transaction [Line Items]
Extended loans and lines of credit		10,700,000,000		10,700,000,000		10,700,000,000
Loans and leases receivable from related parties		588,000,000		588,000,000		978,000,000
Amount outstanding on line of credit		588,000,000		588,000,000		978,000,000
HSBC Mexico [Member]
Related Party Transaction [Line Items]
Extended loans and lines of credit		1,200,000,000		1,200,000,000		1,200,000,000
Loans and leases receivable from related parties		725,000,000		725,000,000		725,000,000
Other Affiliates [Member]
Related Party Transaction [Line Items]
Extended loans and lines of credit		3,100,000,000		3,100,000,000
Loans and leases receivable from related parties		17,000,000		17,000,000		40,000,000
Regency [Member]
Related Party Transaction [Line Items]
Loans and leases receivable from related parties	[1]	729,000,000		729,000,000		58,000,000
Notional amount of liquidity facilities		3,800,000,000		3,800,000,000		3,400,000,000
Affiliated Entity [Member]
Related Party Transaction [Line Items]
Loans and leases receivable from related parties		5,072,000,000		5,072,000,000		4,815,000,000
Derivative, notional amount		978,100,000,000		978,100,000,000		1,004,100,000,000
Fair value of derivative assets and liabilities		13,000,000		13,000,000		216,000,000
Floating Rate Notes [Member] | Hnah [Member] | Senior debt [Member]
Related Party Transaction [Line Items]
Debt issued		1,000,000,000		1,000,000,000		1,000,000,000
Floating Rate Notes [Member] | Hnah [Member] | Subordinated Debt [Member]
Related Party Transaction [Line Items]
Debt issued		900,000,000		900,000,000		900,000,000
Residential Mortgage [Member] | HSBC Finance Corporation [Member]
Related Party Transaction [Line Items]
Carrying amount of residential mortgage loans		636,000,000		636,000,000		$ 696,000,000
Support Services From Affiliates [Member] | Affiliated Entity [Member]
Related Party Transaction [Line Items]
Rent from related party		15,000,000	$ 14,000,000	$ 31,000,000	$ 29,000,000
6.0 %, Non-Cumulative Series I Preferred Stock [Member] | Hnah [Member]
Related Party Transaction [Line Items]
HSBC USA preferred stock issued		$ 1,265,000,000
HSBC USA preferred stock dividend rate (percent)		6.00%
[1]	An asset-backed commercial paper conduit consolidated by an HSBC affiliate.

Business Segments Additional In

Business Segments Additional Information (Details) $ in Millions	3 Months Ended	6 Months Ended
	Jun. 30, 2015USD ($)	Jun. 30, 2016USD ($)segment	Jun. 30, 2015USD ($)
Segment Reporting Information [Line Items]
Number of reportable segments | segment		4
Maximum annual revenue of small business clients to be served by RBWM		$ 3
Operating Segments [Member] | RBWM [Member]
Segment Reporting Information [Line Items]
Increase to loss before tax	$ 8		$ 16

Business Segments - Summary on

Business Segments - Summary on Reconciliation of Results Under Ifrs to Us Gaap (Detail) - USD ($) $ in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2016		Jun. 30, 2015	Jun. 30, 2016		Jun. 30, 2015	Dec. 31, 2015
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	[1]	$ 643		$ 580	$ 1,277		$ 1,134
Group Reporting Basis Other operating income		325		481	899		1,022
Group Reporting Basis Total operating income		968		1,061	2,176		2,156
Group Reporting Basis Loan impairment charges		177		22	409		62
Group Reporting Basis Revenues		791		1,039	1,767		2,094
Group Reporting Basis Operating expenses	[2]	805		857	1,534		1,651
Group Reporting Basis Income (loss) from continuing operations before income tax		(14)		182	233		443
Group Reporting Basis Total assets		262,583		242,421	262,583		242,421
Group Reporting Basis Total loans, net		75,158		78,809	75,158		78,809
Group Reporting Basis Goodwill		1,264		1,264	1,264		1,264
Group Reporting Basis Total deposits		97,802		95,457	97,802		95,457
Net interest income	[1]	638		626	1,292		1,232
Other operating income		293		403	755		867
Total operating income		931		1,029	2,047		2,099
Loan impairment charges		134		(6)	291		47
Total income		797		1,035	1,756		2,052
Operating expenses	[2]	823		850	1,549		1,627
Income (loss) before income tax		(26)		185	207		425
Total assets		210,873	[3]	196,618	210,873	[3]	196,618	$ 188,278	[3]
Total loans, net		78,747		82,969	78,747		82,969	82,005
Goodwill		1,612		1,612	1,612		1,612	1,612
Total deposits		132,819		122,547	132,819		122,547	$ 118,579
Group Reporting Basis Adjustments [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	[1],[4]	(22)		(18)	(41)		(32)
Group Reporting Basis Other operating income	[4]	(14)		(15)	(84)		(25)
Group Reporting Basis Total operating income	[4]	(36)		(33)	(125)		(57)
Group Reporting Basis Loan impairment charges	[4]	(19)		(27)	(88)		(13)
Group Reporting Basis Revenues	[4]	(17)		(6)	(37)		(44)
Group Reporting Basis Operating expenses	[2],[4]	(5)		(9)	(11)		(26)
Group Reporting Basis Income (loss) from continuing operations before income tax	[4]	(12)		3	(26)		(18)
Group Reporting Basis Total assets	[4]	(51,717)		(45,816)	(51,717)		(45,816)
Group Reporting Basis Total loans, net	[4]	(192)		906	(192)		906
Group Reporting Basis Goodwill	[4]	348		348	348		348
Group Reporting Basis Total deposits	[4]	(4,994)		(4,512)	(4,994)		(4,512)
Group Reporting Basis Reclassifications [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	[1],[5]	17		64	56		130
Group Reporting Basis Other operating income	[5]	(18)		(63)	(60)		(130)
Group Reporting Basis Total operating income	[5]	(1)		1	(4)		0
Group Reporting Basis Loan impairment charges	[5]	(24)		(1)	(30)		(2)
Group Reporting Basis Revenues	[5]	23		2	26		2
Group Reporting Basis Operating expenses	[2],[5]	23		2	26		2
Group Reporting Basis Income (loss) from continuing operations before income tax	[5]	0		0	0		0
Group Reporting Basis Total assets	[5]	7		13	7		13
Group Reporting Basis Total loans, net	[5]	3,781		3,254	3,781		3,254
Group Reporting Basis Goodwill	[5]	0		0	0		0
Group Reporting Basis Total deposits	[5]	40,011		31,602	40,011		31,602
Adjustments/Reconciling Items [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	[1]	0		(3)	(2)		(8)
Group Reporting Basis Other operating income		0		3	2		8
Group Reporting Basis Total operating income		0		0	0		0
Group Reporting Basis Loan impairment charges		0		0	0		0
Group Reporting Basis Revenues		0		0	0		0
Group Reporting Basis Operating expenses	[2]	0		0	0		0
Group Reporting Basis Income (loss) from continuing operations before income tax		0		0	0		0
Group Reporting Basis Total assets		0		0	0		0
Group Reporting Basis Total loans, net		0		0	0		0
Group Reporting Basis Goodwill		0		0	0		0
Group Reporting Basis Total deposits		0		0	0		0
RBWM [Member] | Operating Segments [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	[1]	204		199	405		400
Group Reporting Basis Other operating income		77		87	157		175
Group Reporting Basis Total operating income		281		286	562		575
Group Reporting Basis Loan impairment charges		9		15	25		37
Group Reporting Basis Revenues		272		271	537		538
Group Reporting Basis Operating expenses	[2]	268		313	527		607
Group Reporting Basis Income (loss) from continuing operations before income tax		4		(42)	10		(69)
Group Reporting Basis Total assets		20,899		20,059	20,899		20,059
Group Reporting Basis Total loans, net		17,791		17,111	17,791		17,111
Group Reporting Basis Goodwill		581		581	581		581
Group Reporting Basis Total deposits		31,854		31,139	31,854		31,139
CMB [Member] | Operating Segments [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	[1]	205		207	418		404
Group Reporting Basis Other operating income		67		70	140		146
Group Reporting Basis Total operating income		272		277	558		550
Group Reporting Basis Loan impairment charges		18		4	31		14
Group Reporting Basis Revenues		254		273	527		536
Group Reporting Basis Operating expenses	[2]	166		172	328		328
Group Reporting Basis Income (loss) from continuing operations before income tax		88		101	199		208
Group Reporting Basis Total assets		30,240		31,868	30,240		31,868
Group Reporting Basis Total loans, net		29,025		30,711	29,025		30,711
Group Reporting Basis Goodwill		358		358	358		358
Group Reporting Basis Total deposits		23,685		21,209	23,685		21,209
GBM [Member] | Operating Segments [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	[1]	190		132	366		250
Group Reporting Basis Other operating income		178		219	397		485
Group Reporting Basis Total operating income		368		351	763		735
Group Reporting Basis Loan impairment charges		150		4	354		12
Group Reporting Basis Revenues		218		347	409		723
Group Reporting Basis Operating expenses	[2]	249		264	473		523
Group Reporting Basis Income (loss) from continuing operations before income tax		(31)		83	(64)		200
Group Reporting Basis Total assets		202,708		181,541	202,708		181,541
Group Reporting Basis Total loans, net		21,787		24,489	21,787		24,489
Group Reporting Basis Goodwill		0		0	0		0
Group Reporting Basis Total deposits		28,593		30,343	28,593		30,343
PB [Member] | Operating Segments [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	[1]	49		50	100		99
Group Reporting Basis Other operating income		22		27	45		51
Group Reporting Basis Total operating income		71		77	145		150
Group Reporting Basis Loan impairment charges		0		(1)	(1)		(1)
Group Reporting Basis Revenues		71		78	146		151
Group Reporting Basis Operating expenses	[2]	59		58	117		116
Group Reporting Basis Income (loss) from continuing operations before income tax		12		20	29		35
Group Reporting Basis Total assets		8,244		8,174	8,244		8,174
Group Reporting Basis Total loans, net		6,555		6,498	6,555		6,498
Group Reporting Basis Goodwill		325		325	325		325
Group Reporting Basis Total deposits		13,670		12,766	13,670		12,766
Other [Member] | Operating Segments [Member]
Operating Statistics [Line Items]
Group Reporting Basis Net interest income	[1]	(5)		(5)	(10)		(11)
Group Reporting Basis Other operating income		(19)		75	158		157
Group Reporting Basis Total operating income		(24)		70	148		146
Group Reporting Basis Loan impairment charges		0		0	0		0
Group Reporting Basis Revenues		(24)		70	148		146
Group Reporting Basis Operating expenses	[2]	63		50	89		77
Group Reporting Basis Income (loss) from continuing operations before income tax		(87)		20	59		69
Group Reporting Basis Total assets		492		779	492		779
Group Reporting Basis Total loans, net		0		0	0		0
Group Reporting Basis Goodwill		0		0	0		0
Group Reporting Basis Total deposits		$ 0		$ 0	$ 0		$ 0
[1]	Net interest income of each segment represents the difference between actual interest earned on assets and interest paid on liabilities of the segment adjusted for a funding charge or credit. Segments are charged a cost to fund assets (e.g. customer loans) and receive a funding credit for funds provided (e.g. customer deposits) based on equivalent market rates. The objective of these charges/credits is to transfer interest rate risk from the segments to one centralized unit in 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") at June 30, 2016 and December 31, 2015 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate in consolidation. See Note 17, "Variable Interest Entities," for additional information. Assets: Other assets $280 million and $320 million. Total assets $280 million and $320 million respectively. Liabilities: Long-term debt $92 million and $92 million, Interest, taxes and other liabilities $68 million and $68 million. Total liabilities $160 million and $160 million, respectively.
[4]	Represents adjustments associated with differences between the Group Reporting Basis and the U.S. GAAP basis of accounting.
[5]	Represents differences in financial statement presentation between Group Reporting Basis and U.S. GAAP.

Retained Earnings and Regula107

Retained Earnings and Regulatory Capital Requirements - Capital Amounts and Ratios in Accordance With Current Banking Regulations (Details) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
HSBC USA Inc [Member]
Total capital ratio:
Capital Amount		$ 24,404	$ 24,425
Well-Capitalized Ratio	[1]	10.00%	10.00%
Actual Ratio, Total Capital		17.50%	16.50%
Tier 1 capital ratio:
Capital Amount, Tier 1 capital		$ 19,005	$ 18,764
Well-Capitalized Ratio, Tier 1 capital	[1]	6.00%	6.00%
Actual Ratio, Tier 1 Capital		13.60%	12.60%
Common equity Tier 1 ratio:
Capital Amount, Common Equity Tier 1		$ 17,959	$ 17,766
Well Capitalized Ratio Common equity Tier 1	[1],[2]	4.50%	4.50%
Actual Ratio Common equity Tier 1		12.80%	12.00%
Tier 1 leverage ratio:
Capital Amount, Tier 1 leverage capital		$ 19,005	$ 18,764
Well-Capitalized Ratio, Tier 1 leverage capital	[1],[2]	4.00%	4.00%
Actual Ratio, Tier 1 leverage capital		9.10%	9.50%
Risk weighted assets:
Risk Weighted Assets		$ 139,883	$ 148,421
HSBC Bank USA, National Association [Member]
Total capital ratio:
Capital Amount		$ 27,076	$ 26,670
Well-Capitalized Ratio	[1]	10.00%	10.00%
Actual Ratio, Total Capital		20.00%	18.60%
Tier 1 capital ratio:
Capital Amount, Tier 1 capital		$ 22,334	$ 22,109
Well-Capitalized Ratio, Tier 1 capital	[1]	8.00%	8.00%
Actual Ratio, Tier 1 Capital		16.50%	15.40%
Common equity Tier 1 ratio:
Capital Amount, Common Equity Tier 1		$ 19,983	$ 19,796
Well Capitalized Ratio Common equity Tier 1	[1]	6.50%	6.50%
Actual Ratio Common equity Tier 1		14.80%	13.80%
Tier 1 leverage ratio:
Capital Amount, Tier 1 leverage capital		$ 22,334	$ 22,109
Well-Capitalized Ratio, Tier 1 leverage capital	[1]	5.00%	5.00%
Actual Ratio, Tier 1 leverage capital		10.90%	11.60%
Risk weighted assets:
Risk Weighted Assets		$ 135,389	$ 143,393
[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.
[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 are the regulatory minimum ratios.

Retained Earnings and Regula108

Retained Earnings and Regulatory Capital Requirements - Additional Information (Details) - USD ($) $ / shares in Units, $ in Millions	3 Months Ended	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2016	Jun. 30, 2015
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Preferred stock, par value (usd per share)	$ 0	$ 0
Payments for repurchase of redeemable preferred stock	$ 1,265	$ 1,265	$ 300
6.50% Non-Cumulative Series H Preferred Stock [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
HSBC USA preferred stock dividend rate (percent)	6.50%
Preferred stock, par value (usd per share)	$ 1,000	$ 1,000
Floating Rate Non-Cumulative Series F Preferred Stock [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Preferred stock, par value (usd per share)	25	25
Floating Rate Non-Cumulative Series G Preferred Stock [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Preferred stock, par value (usd per share)	$ 1,000	1,000
Hnah [Member] | 6.0 %, Non-Cumulative Series I Preferred Stock [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
HSBC USA preferred stock dividend rate (percent)	6.00%
HSBC USA preferred stock issued (shares)	1,265
HSBC USA preferred stock issued	$ 1,265
Preferred stock, redemption price per share (usd per share)	$ 1,000,000	$ 1,000,000

Variable Interest Entities - Su

Variable Interest Entities - Summary of Assets and Liabilities Related to Consolidated Variable Interest Entities (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Variable interest entities [Member]
Variable Interest Entity [Line Items]
Consolidated Assets	$ 280	$ 320
Consolidated Liabilities	160	160
Other assets [Member] | Limited partnership investments [Member]
Variable Interest Entity [Line Items]
Consolidated Assets	280	320
Long-term debt [Member] | Limited partnership investments [Member]
Variable Interest Entity [Line Items]
Consolidated Liabilities	92	92
Interest, taxes and other liabilities [Member] | Limited partnership investments [Member]
Variable Interest Entity [Line Items]
Consolidated Liabilities	$ 68	$ 68

Variable Interest Entities - Va

Variable Interest Entities - Variable Interests Held by Us and Our Maximum Exposure to Loss Rising From Our Involvements in Those VIEs (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Variable Interest Entity [Line Items]
Variable Interest Held Classified as Assets	$ 4,858	$ 4,247
Variable Interests Held Classified as Liabilities	202	129
Total Assets in Unconsolidated VIEs	21,074	22,625
Maximum Exposure to Loss	10,948	10,560
Asset-backed commercial paper conduits [Member]
Variable Interest Entity [Line Items]
Variable Interest Held Classified as Assets	729	58
Variable Interests Held Classified as Liabilities	0	0
Total Assets in Unconsolidated VIEs	13,053	15,183
Maximum Exposure to Loss	3,808	3,362
Structured note vehicles [Member]
Variable Interest Entity [Line Items]
Variable Interest Held Classified as Assets	2,880	2,870
Variable Interests Held Classified as Liabilities	10	8
Total Assets in Unconsolidated VIEs	5,901	5,888
Maximum Exposure to Loss	5,890	5,879
Limited partnership investments [Member]
Variable Interest Entity [Line Items]
Variable Interest Held Classified as Assets	266	138
Variable Interests Held Classified as Liabilities	192	121
Total Assets in Unconsolidated VIEs	868	302
Maximum Exposure to Loss	266	138
Refinancing SPE [Member]
Variable Interest Entity [Line Items]
Variable Interest Held Classified as Assets	983	1,181	[1]
Variable Interests Held Classified as Liabilities	0	0	[1]
Total Assets in Unconsolidated VIEs	1,252	1,252	[1]
Maximum Exposure to Loss	$ 984	$ 1,181	[1]
[1]	During 2016, we revised the above table to include a refinancing SPE which was an unconsolidated VIE at December 31, 2015 as discussed further below. This revision did not have any impact on our financial position or results of operations.

Variable Interest Entities - Ad

Variable Interest Entities - Additional Information (Details) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Maximum Exposure to Loss	$ 10,948	$ 10,560
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	$ 3,808	$ 3,362

Guarantee Arrangements, Pled112

Guarantee Arrangements, Pledged Assets and Repurchase Agreements - Carrying Value and Contractual Amounts of our Sell Protection Credit Derivatives and Major Off-Balance Sheet Guarantee Arrangements (Detail) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Guarantor Obligations [Line Items]
Carrying Value		$ (1,377)	$ (2,621)
Notional/maximum exposure to loss		89,386	103,647
Credit derivatives [Member]
Guarantor Obligations [Line Items]
Carrying Value	[1],[2]	(1,377)	(2,621)
Notional/maximum exposure to loss	[1],[2]	77,141	91,435
Financial standby letters of credit, net of participations [Member]
Guarantor Obligations [Line Items]
Carrying Value	[3],[4]	0	0
Notional/maximum exposure to loss	[3],[4]	5,584	5,842
Performance standby letters of credit, net of participations [Member]
Guarantor Obligations [Line Items]
Carrying Value	[3],[4]	0	0
Notional/maximum exposure to loss	[3],[4]	2,853	3,008
Liquidity asset purchase agreements [Member]
Guarantor Obligations [Line Items]
Carrying Value	[3]	0	0
Notional/maximum exposure to loss	[3]	$ 3,808	$ 3,362
[1]	For credit derivatives, the maximum loss is represented by the notional amounts without consideration of mitigating effects from collateral or recourse arrangements.
[2]	Includes $32,683 million and $44,130 million of notional issued for the benefit of HSBC affiliates at June 30, 2016 and December 31, 2015, 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]	Includes $1,142 million and $910 million issued for the benefit of HSBC affiliates at June 30, 2016 and December 31, 2015, respectively.

Guarantee Arrangements, Pled113

Guarantee Arrangements, Pledged Assets and Repurchase Agreements - Carrying Value and Contractual Amounts of our Sell Protection Credit Derivatives and Major Off-Balance Sheet Guarantee Arrangements - Additional Information (Detail) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Guarantor Obligations [Line Items]
Notional/maximum exposure to loss		$ 89,386	$ 103,647
Credit derivatives [Member]
Guarantor Obligations [Line Items]
Notional/maximum exposure to loss	[1],[2]	77,141	91,435
Financial standby letters of credit, net of participations [Member]
Guarantor Obligations [Line Items]
Notional/maximum exposure to loss	[3],[4]	5,584	5,842
Affiliated Entity [Member] | Credit derivatives [Member]
Guarantor Obligations [Line Items]
Notional/maximum exposure to loss		32,683	44,130
Affiliated Entity [Member] | Financial standby letters of credit, net of participations [Member]
Guarantor Obligations [Line Items]
Notional/maximum exposure to loss		$ 1,142	$ 910
[1]	For credit derivatives, the maximum loss is represented by the notional amounts without consideration of mitigating effects from collateral or recourse arrangements.
[2]	Includes $32,683 million and $44,130 million of notional issued for the benefit of HSBC affiliates at June 30, 2016 and December 31, 2015, 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]	Includes $1,142 million and $910 million issued for the benefit of HSBC affiliates at June 30, 2016 and December 31, 2015, respectively.

Guarantee Arrangements, Pled114

Guarantee Arrangements, Pledged Assets and Repurchase Agreements - Net Credit Derivative Positions (Detail) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Credit Derivatives [Line Items]
Carrying/Fair Value		$ (6,731)	$ (7,139)
Net position, Carrying/Fair Value	[1]	47	168
Notional	[1]	6,969	5,200
Sell-protection credit derivative positions [Member]
Credit Derivatives [Line Items]
Carrying/Fair Value		(1,377)	(2,621)
Notional		77,141	91,435
Buy-protection credit derivative positions [Member]
Credit Derivatives [Line Items]
Carrying/Fair Value		1,424	2,789
Notional		$ 84,110	$ 96,635
[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, Pled115

Guarantee Arrangements, Pledged Assets and Repurchase Agreements - Additional Information (Detail) - USD ($) $ in Millions		36 Months Ended
		Dec. 31, 2007	Jun. 30, 2016	Dec. 31, 2015
Guarantor Obligations [Line Items]
Notional/maximum exposure to loss			$ 89,386	$ 103,647
Collateral accepted under security resale agreements, fair value			36,014	25,058
Collateral accepted under security repurchase agreements but not reported on the balance sheet that can be sold or repledged, fair value			30,314	19,558
Collateral accepted under security repurchase agreements that has been sold or repledged under repurchase agreements or to cover short sales			1,104	3,400
HSBC Securities [Member]
Guarantor Obligations [Line Items]
Whole loan securitization		$ 24,000
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			1,254	1,000
Trading Securities [Member]
Guarantor Obligations [Line Items]
Securities pledged as collateral that can be sold or repledged by the secured party, fair value			2,959	3,797
Financial standby letters of credit, net of participations [Member]
Guarantor Obligations [Line Items]
Notional/maximum exposure to loss	[1],[2]		5,584	5,842
Performance (non-financial) guarantees, net of participations [Member]
Guarantor Obligations [Line Items]
Notional/maximum exposure to loss	[1],[2]		2,853	3,008
Liquidity asset purchase agreements [Member]
Guarantor Obligations [Line Items]
Notional/maximum exposure to loss	[1]		3,808	3,362
Mortgage Securitization Activity Related Litigation [Member] | HSBC Securities [Member]
Guarantor Obligations [Line Items]
Mortgage securitization outstanding loan purchase and sold			4,900	5,200
Obligation to Repurchase Receivables Sold [Member]
Guarantor Obligations [Line Items]
Outstanding Repurchase Demands			14	5
Other liabilities [Member]
Guarantor Obligations [Line Items]
Allowance for credit losses on unfunded standby letters of credit			50	19
Other liabilities [Member] | Standby Letters of Credit [Member]
Guarantor Obligations [Line Items]
Deferred fees on standby letters of credit			$ 52	$ 54
[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 $1,142 million and $910 million issued for the benefit of HSBC affiliates at June 30, 2016 and December 31, 2015, respectively.

Guarantee Arrangements, Pled116

Guarantee Arrangements, Pledged Assets and Repurchase Agreements - Summary of Credit Ratings of Credit Risk Related Guarantees (Detail) - USD ($) $ in Millions		6 Months Ended
		Jun. 30, 2016	Dec. 31, 2015
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions		$ 89,386	$ 103,647
Credit Ratings of the Obligors or the Transactions, Total		85,578
Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions		$ 77,141
Single name credit default swap [Member] | Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Average Life in years	[1]	2 years 3 months 19 days
Credit Ratings of the Obligors or the Transactions	[1]	$ 57,195
Structured CDS [Member] | Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Average Life in years	[1]	10 months 24 days
Credit Ratings of the Obligors or the Transactions	[1]	$ 5,331
Index credit derivatives [Member] | Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Average Life in years	[1]	3 years 6 months 1 day
Credit Ratings of the Obligors or the Transactions	[1]	$ 11,439
Total return swaps [Member] | Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Average Life in years	[1]	2 years 4 months 25 days
Credit Ratings of the Obligors or the Transactions	[1]	$ 3,176
Standby Letters of Credit [Member]
Credit Derivatives [Line Items]
Average Life in years	[2]	1 year 1 month 15 days
Credit Ratings of the Obligors or the Transactions	[2]	$ 8,437
External Credit Rating, Investment Grade [Member]
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions, Total		55,968
External Credit Rating, Investment Grade [Member] | Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions		50,387
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	[1]	38,626
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	[1]	4,834
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	[1]	4,091
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	[1]	2,836
External Credit Rating, Investment Grade [Member] | Standby Letters of Credit [Member]
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions	[2]	5,581
External Credit Rating, Non Investment Grade [Member]
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions, Total		29,610
External Credit Rating, Non Investment Grade [Member] | Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions		26,754
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	[1]	18,569
External Credit Rating, Non Investment Grade [Member] | Structured CDS [Member] | Sell Protection Credit Derivatives [Member]
Credit Derivatives [Line Items]
Credit Ratings of the Obligors or the Transactions	[1]	497
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	[1]	7,348
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	[1]	340
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]	$ 2,856
[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, Pled117

Guarantee Arrangements, Pledged Assets and Repurchase Agreements - Summary of Change in Estimated Repurchase Liability for Loans Sold to GSEs and Other Third Parties (Detail) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Estimated Repurchase Liability For Loans Sold [Roll Forward]
Estimate of possible losses in excess of recorded liability	$ 200,000,000		$ 200,000,000
Obligation to Repurchase Receivables Sold [Member]
Estimated Repurchase Liability For Loans Sold [Roll Forward]
Balance at beginning of period	16,000,000	$ 23,000,000	17,000,000	$ 27,000,000
Increase (decrease) in liability recorded through earnings	(3,000,000)	(2,000,000)	(3,000,000)	(5,000,000)
Realized losses	0	0	(1,000,000)	(1,000,000)
Balance at end of period	13,000,000	$ 21,000,000	13,000,000	$ 21,000,000
Minimum [Member] | Obligation to Repurchase Receivables Sold [Member]
Estimated Repurchase Liability For Loans Sold [Roll Forward]
Estimate of possible losses in excess of recorded liability	0		0
Maximum [Member] | Obligation to Repurchase Receivables Sold [Member]
Estimated Repurchase Liability For Loans Sold [Roll Forward]
Estimate of possible losses in excess of recorded liability	$ 25,000,000		$ 25,000,000

Guarantee Arrangements, Pled118

Guarantee Arrangements, Pledged Assets and Repurchase Agreements - Summary of Pledged Assets Included in Consolidated Balance Sheet (Detail) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Commitments and Contingencies Disclosure [Abstract]
Interest bearing deposits with banks		$ 1,275	$ 676
Trading assets	[1]	2,959	3,802
Securities available-for-sale	[2]	12,628	11,092
Securities held to maturity		4,089	3,293
Loans	[3]	18,325	17,880
Other assets	[4]	1,419	1,765
Total		$ 40,695	$ 38,508
[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.

Guarantee Arrangements and Pled

Guarantee Arrangements and Pledged Assets and Repurchase Agreements - Offsetting of Resale and Repurchase Agreements and Securities Borrowing and Lending Agreements (Details) - USD ($) $ in Millions		Jun. 30, 2016	Dec. 31, 2015
Commitments and Contingencies Disclosure [Abstract]
Securities purchased under agreements to resell, Gross Amounts Recognized		$ 36,014	$ 25,058
Securities purchased under agreements to resell, Gross Amounts Offset in the Balance Sheet	[1]	1,348	5,211
Securities Purchased under Agreements to Resell		34,666	19,847
Securities purchased under agreements to resell, Gross Amounts Not Offset in the Balance Sheet, Financial Instruments	[2]	34,641	19,845
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	[3]	25	2
Securities sold under repurchase agreements, Gross Amounts Recognized		5,317	8,197
Securities sold under repurchase agreements, Gross Amounts Offset in the Balance Sheet	[1]	1,348	5,211
Securities sold under repurchase agreements, Net Amounts Presented in the Balance Sheet		3,969	2,986
Securities sold under repurchase agreements, Gross Amounts Not Offset in the Balance sheet, Financial Instruments	[2]	3,969	2,954
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	[3]	$ 0	$ 32
[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.

Guarantee Arrangements, Pled120

Guarantee Arrangements, Pledged Assets and Repurchase Agreements, Collateral Pledged and Remaining Contractual Maturity of Repurchase Agreements Accounted for as Secured Borrowings (Details) - U.S. Treasury, U.S. Government agencies and sponsored entities [Member] - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Collateral pledged and remaining contractual maturity of repurchase agreements accounted for as secured borrowings	$ 5,317	$ 8,197
Maturity Overnight and Continuous [Member]
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Collateral pledged and remaining contractual maturity of repurchase agreements accounted for as secured borrowings	1,280	1,764
Maturity up to 30 Days [Member]
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Collateral pledged and remaining contractual maturity of repurchase agreements accounted for as secured borrowings	361	3,457
Maturity 31 to 90 Days [Member]
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Collateral pledged and remaining contractual maturity of repurchase agreements accounted for as secured borrowings	0	0
Maturity 91 Days to One Year [Member]
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Collateral pledged and remaining contractual maturity of repurchase agreements accounted for as secured borrowings	95	0
Maturity Greater than One Year [Member]
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]
Collateral pledged and remaining contractual maturity of repurchase agreements accounted for as secured borrowings	$ 3,581	$ 2,976

Fair Value Measurements - Carry

Fair Value Measurements - Carrying Value and Estimated Fair Value of Financial Instruments (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Fair Value Of Other Financial Instrument [Line Items]
Derivatives	$ 5,189	$ 5,614
Loans and Leases Receivable, Net Amount	78,747	82,005	$ 82,969
Derivatives	9,286	6,993
Level 1 [Member]
Fair Value Of Other Financial Instrument [Line Items]
Short-term financial assets	915	968
Federal Funds Sold and Securities Purchased under Agreements to Resell	0	0
Securities Purchased under Agreements to Resell, Fair Value Option	0
Non-derivative trading assets	3,471	3,088
Derivatives	7	5
Securities	25,898	21,924
Short-term financial liabilities	0	0
Deposits designated under fair value option	0	0
Non-derivative trading liabilities	929	363
Derivatives	28	9
Short-term borrowings designated under fair value option	0	0
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	13,799	7,478
Federal Funds Sold and Securities Purchased under Agreements to Resell	33,884	19,847
Securities Purchased under Agreements to Resell, Fair Value Option	782
Non-derivative trading assets	7,438	5,756
Derivatives	5,157	5,579
Securities	26,127	28,014
Short-term financial liabilities	4,774	3,076
Deposits designated under fair value option	5,608	5,052
Non-derivative trading liabilities	890	686
Derivatives	9,233	6,957
Short-term borrowings designated under fair value option	2,676	1,976
Long-term debt	26,201	24,874
Long-term debt designated under fair value option	8,666	8,425
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	867	151
Loans held for sale	34	55
Level 2 [Member] | Consumer Loans [Member] | Residential Mortgage [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans held for sale	17	7
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	113,769	101,146
Level 2 [Member] | Deposits With Fixed Maturities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Deposits	11,763	10,508
Level 3 [Member]
Fair Value Of Other Financial Instrument [Line Items]
Short-term financial assets	25	48
Federal Funds Sold and Securities Purchased under Agreements to Resell	0	0
Securities Purchased under Agreements to Resell, Fair Value Option	0
Non-derivative trading assets	3,080	3,091
Derivatives	25	30
Securities	0	0
Short-term financial liabilities	25	48
Deposits designated under fair value option	1,677	1,867
Non-derivative trading liabilities	0	0
Derivatives	25	27
Short-term borrowings designated under fair value option	0	0
Long-term debt	0	0
Long-term debt designated under fair value option	573	746
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	1,903
Level 3 [Member] | Consumer Loans [Member] | Residential Mortgage [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans held for sale	375	4
Level 3 [Member] | Consumer Loans [Member] | Other consumer [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans held for sale	77	79
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	14,739	8,494
Federal Funds Sold and Securities Purchased under Agreements to Resell	33,884	19,847
Securities Purchased under Agreements to Resell, Fair Value Option	782
Non-derivative trading assets	13,989	11,935
Derivatives	5,189	5,614
Securities	51,639	49,797
Short-term financial liabilities	4,725	3,082
Deposits designated under fair value option	7,285	6,919
Non-derivative trading liabilities	1,819	1,049
Derivatives	9,286	6,993
Short-term borrowings designated under fair value option	2,676	1,976
Long-term debt	25,539	24,338
Long-term debt designated under fair value option	9,239	9,171
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	867	151
Loans held for sale	34	1,944
Carrying Value [Member] | Consumer Loans [Member] | Residential Mortgage [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans held for sale	391	11
Carrying Value [Member] | Consumer Loans [Member] | Other consumer [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans held for sale	77	79
Carrying Value [Member] | Deposits Without Fixed Maturities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Deposits	113,769	101,146
Carrying Value [Member] | Deposits With Fixed Maturities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Deposits	11,765	10,514
Estimate of fair value [Member]
Fair Value Of Other Financial Instrument [Line Items]
Short-term financial assets	14,739	8,494
Federal Funds Sold and Securities Purchased under Agreements to Resell	33,884	19,847
Securities Purchased under Agreements to Resell, Fair Value Option	782
Non-derivative trading assets	13,989	11,935
Derivatives	5,189	5,614
Securities	52,025	49,938
Short-term financial liabilities	4,799	3,124
Deposits designated under fair value option	7,285	6,919
Non-derivative trading liabilities	1,819	1,049
Derivatives	9,286	6,993
Short-term borrowings designated under fair value option	2,676	1,976
Long-term debt	26,201	24,874
Long-term debt designated under fair value option	9,239	9,171
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	867	151
Loans held for sale	34	1,958
Estimate of fair value [Member] | Consumer Loans [Member] | Residential Mortgage [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans held for sale	392	11
Estimate of fair value [Member] | Consumer Loans [Member] | Other consumer [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans held for sale	77	79
Estimate of fair value [Member] | Deposits Without Fixed Maturities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Deposits	113,769	101,146
Estimate of fair value [Member] | Deposits With Fixed Maturities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Deposits	11,763	10,508
Commercial Portfolio Segment [Member] | Level 1 [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans and Leases Receivable, Net Amount	0	0
Commercial Portfolio Segment [Member] | Level 2 [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans and Leases Receivable, Net Amount	0	0
Commercial Portfolio Segment [Member] | Level 3 [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans and Leases Receivable, Net Amount	59,625	62,417
Commercial Portfolio Segment [Member] | Carrying Value [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans and Leases Receivable, Net Amount	58,590	61,674
Commercial Portfolio Segment [Member] | Estimate of fair value [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans and Leases Receivable, Net Amount	59,625	62,417
Other consumer [Member] | Level 1 [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans and Leases Receivable, Net Amount	0	0
Other consumer [Member] | Level 2 [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans and Leases Receivable, Net Amount	0	0
Other consumer [Member] | Level 3 [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans and Leases Receivable, Net Amount	19,323	19,185
Other consumer [Member] | Carrying Value [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans and Leases Receivable, Net Amount	20,157	20,331
Other consumer [Member] | Estimate of fair value [Member]
Fair Value Of Other Financial Instrument [Line Items]
Loans and Leases Receivable, Net Amount	$ 19,323	$ 19,185

Fair Value Measurements - Asset

Fair Value Measurements - Assets and Liabilities Recorded at Fair Value on Recurring Basis (Detail) - USD ($) $ in Millions		3 Months Ended				6 Months Ended
		Jun. 30, 2016		Jun. 30, 2015		Jun. 30, 2016		Jun. 30, 2015		Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Liability, Transfers Into Level 3		$ 7		$ 22		$ 15		$ 22
Netting, Assets	[1],[2]	(72,762)				(72,762)				$ (55,510)
Netting Liabilities	[1],[2]	(72,762)				(72,762)				(55,510)
Trading assets		18,812				18,812				17,085
Trading liabilities		10,692				10,692				7,455
Obligations of U.S. states and political subdivision [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading assets		0				0				559
Precious metals [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading assets		3,073				3,073				780
Trading liabilities		890				890				650
Other securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading assets		14				14				18
Derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading liabilities		8,873				8,873				6,406
Derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading assets		4,823				4,823				5,150
Estimate of fair value [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		137,240				137,240				114,065
Netting, Assets	[3]	(77,885)				(77,885)				(60,452)
Net Balance, Assets		59,355				59,355				53,613
Gross Balance, Liabilities		104,466				104,466				83,148
Netting Liabilities	[3]	(74,161)				(74,161)				(57,040)
Net Balance, Liabilities		30,305				30,305				26,108
Estimate of fair value [Member] | Trading liabilities excluding derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities		1,819				1,819				1,049
Net Balance, Liabilities		1,819				1,819				1,049
Estimate of fair value [Member] | Derivative Financial Instruments, Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	[4]	83,447				83,447				64,033
Netting Liabilities	[3],[4]	(74,161)				(74,161)				(57,040)
Net Balance, Liabilities	[4]	9,286				9,286				6,993
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	[4]	54,641				54,641				35,461
Netting Liabilities	[3],[4]	0				0				0
Net Balance, Liabilities	[4]	54,641				54,641				35,461
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	[4]	23,770				23,770				22,436
Netting Liabilities	[3],[4]	0				0				0
Net Balance, Liabilities	[4]	23,770				23,770				22,436
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	[4]	1,667				1,667				1,762
Netting Liabilities	[3],[4]	0				0				0
Net Balance, Liabilities	[4]	1,667				1,667				1,762
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	[4]	977				977				591
Netting Liabilities	[3],[4]	0				0				0
Net Balance, Liabilities	[4]	977				977				591
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	[4]	2,392				2,392				3,783
Netting Liabilities	[3],[4]	0				0				0
Net Balance, Liabilities	[4]	2,392				2,392				3,783
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	[4]	0				0				0
Netting Liabilities	[3],[4]	(74,161)				(74,161)				(57,040)
Net Balance, Liabilities	[4]	(74,161)				(74,161)				(57,040)
Estimate of fair value [Member] | Federal Funds Sold and Securities Purchased under Agreements to Resell [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		782				782
Net Balance, Assets		782				782
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		3,641				3,641				3,255
Net Balance, Assets		3,641				3,641				3,255
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										559
Net Balance, Assets										559
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		201				201				221
Net Balance, Assets		201				201				221
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		100				100				114
Net Balance, Assets		100				100				114
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		84				84				89
Net Balance, Assets		84				84				89
Estimate of fair value [Member] | Trading Securities, excluding derivatives [Member] | Corporate and other domestic debt securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		2,880				2,880				2,870
Net Balance, Assets		2,880				2,880				2,870
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		41				41				55
Net Balance, Assets		41				41				55
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		3,955				3,955				3,974
Net Balance, Assets		3,955				3,955				3,974
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		14				14				18
Net Balance, Assets		14				14				18
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		3,073				3,073				780
Net Balance, Assets		3,073				3,073				780
Estimate of fair value [Member] | Derivative financial assets [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[4]	83,074				83,074				66,066
Netting, Assets	[3],[4]	(77,885)				(77,885)				(60,452)
Net Balance, Assets	[4]	5,189				5,189				5,614
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	[4]	52,922				52,922				35,269
Netting, Assets	[3],[4]	0				0				0
Net Balance, Assets	[4]	52,922				52,922				35,269
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	[4]	25,225				25,225				24,177
Netting, Assets	[3],[4]	0				0				0
Net Balance, Assets	[4]	25,225				25,225				24,177
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	[4]	1,770				1,770				1,806
Netting, Assets	[3],[4]	0				0				0
Net Balance, Assets	[4]	1,770				1,770				1,806
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	[4]	779				779				929
Netting, Assets	[3],[4]	0				0				0
Net Balance, Assets	[4]	779				779				929
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]	2,378				2,378				3,885
Netting, Assets	[3],[4]	0				0				0
Net Balance, Assets	[4]	2,378				2,378				3,885
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	[4]	0				0				0
Netting, Assets	[3],[4]	(77,885)				(77,885)				(60,452)
Net Balance, Assets	[4]	(77,885)				(77,885)				(60,452)
Estimate of fair value [Member] | Securities available-for-sale [Member] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		37,175				37,175				34,545
Net Balance, Assets		37,175				37,175				34,545
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		13				13				348
Net Balance, Assets		13				13				348
Estimate of fair value [Member] | Securities available-for-sale [Member] | Foreign debt securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		511				511				546
Net Balance, Assets		511				511				546
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		159				159				161
Net Balance, Assets		159				159				161
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		6				6				9
Net Balance, Assets		6				6				9
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		67				67				75
Net Balance, Assets		67				67				75
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		493				493				89
Net Balance, Assets		493				493				89
Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		29,480				29,480				25,076
Gross Balance, Liabilities		1,182				1,182				445
Level 1 [Member] | Trading liabilities excluding derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities		929				929				363
Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	[4]	253				253				82
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	[4]	64				64				28
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	[4]	47				47				15
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	[4]	0				0				0
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	[4]	142				142				39
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	[4]	0				0				0
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	[4]	0				0				0
Level 1 [Member] | Federal Funds Sold and Securities Purchased under Agreements to Resell [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] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		3,471				3,471				3,088
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
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				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				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				0
Level 1 [Member] | Trading Securities, excluding derivatives [Member] | Corporate and other domestic debt securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		0				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				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				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				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				0
Level 1 [Member] | Derivative financial assets [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[4]	111				111				64
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	[4]	70				70				26
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	[4]	8				8				0
Level 1 [Member] | Derivative financial assets [Member] | Equity contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[4]	0				0				0
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	[4]	33				33				38
Level 1 [Member] | Derivative financial assets [Member] | Credit contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[4]	0				0				0
Level 1 [Member] | Derivative financial assets [Member] | Derivatives netting [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[4]	0				0				0
Level 1 [Member] | Securities available-for-sale [Member] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		25,898				25,898				21,924
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				0
Level 1 [Member] | Securities available-for-sale [Member] | Foreign debt securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		0				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				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				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				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				0
Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		104,179				104,179				85,412
Gross Balance, Liabilities		100,811				100,811				79,841
Level 2 [Member] | Trading liabilities excluding derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities		890				890				686
Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	[4]	82,971				82,971				63,702
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	[4]	54,575				54,575				35,432
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	[4]	23,708				23,708				22,405
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	[4]	1,507				1,507				1,560
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	[4]	835				835				552
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	[4]	2,346				2,346				3,753
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	[4]	0				0				0
Level 2 [Member] | Federal Funds Sold and Securities Purchased under Agreements to Resell [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		782				782
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		170				170				167
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										559
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				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		100				100				114
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		84				84				89
Level 2 [Member] | Trading Securities, excluding derivatives [Member] | Corporate and other domestic debt securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		1				1				0
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		41				41				55
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		3,955				3,955				3,974
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		14				14				18
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		3,073				3,073				780
Level 2 [Member] | Derivative financial assets [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[4]	82,566				82,566				65,656
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	[4]	52,849				52,849				35,241
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	[4]	25,202				25,202				24,161
Level 2 [Member] | Derivative financial assets [Member] | Equity contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[4]	1,625				1,625				1,687
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	[4]	746				746				891
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]	2,144				2,144				3,676
Level 2 [Member] | Derivative financial assets [Member] | Derivatives netting [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[4]	0				0				0
Level 2 [Member] | Securities available-for-sale [Member] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		11,277				11,277				12,621
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		13				13				348
Level 2 [Member] | Securities available-for-sale [Member] | Foreign debt securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		511				511				546
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		159				159				161
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		6				6				9
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		67				67				75
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		493				493				89
Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		3,581				3,581				3,577
Gross Balance, Liabilities		2,473				2,473				2,862
Level 3 [Member] | Collateralized debt obligations [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		201				201				221
Level 3 [Member] | Corporate and other domestic debt securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		2,879				2,879				2,870
Level 3 [Member] | Interest rate contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		1				1				1
Level 3 [Member] | Foreign exchange contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[5]	0				0				0
Level 3 [Member] | Equity contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		(15)	[5]			(15)	[5]			(83)
Level 3 [Member] | Credit contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		188				188				179
Level 3 [Member] | Trading liabilities excluding derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities		0				0				0
Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	[4]	223				223				249
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	[4]	2				2				1
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	[4]	15				15				16
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	[4]	160				160				202
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	[4]	0				0				0
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	[4]	46				46				30
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	[4]	0				0				0
Level 3 [Member] | Federal Funds Sold and Securities Purchased under Agreements to Resell [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] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		0				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
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		201				201				221
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				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				0
Level 3 [Member] | Trading Securities, excluding derivatives [Member] | Corporate and other domestic debt securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		2,879				2,879				2,870
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				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				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				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				0
Level 3 [Member] | Derivative financial assets [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[4]	397				397				346
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	[4]	3				3				2
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	[4]	15				15				16
Level 3 [Member] | Derivative financial assets [Member] | Equity contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[4]	145				145				119
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	[4]	0				0				0
Level 3 [Member] | Derivative financial assets [Member] | Credit contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[4]	234				234				209
Level 3 [Member] | Derivative financial assets [Member] | Derivatives netting [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[4]	0				0				0
Level 3 [Member] | Securities available-for-sale [Member] | U.S. Treasury, U.S. Government agencies and sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		0				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				0
Level 3 [Member] | Securities available-for-sale [Member] | Foreign debt securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		0				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				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				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				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				0
Loans Receivable [Member] | Estimate of fair value [Member] | Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[6]	867				867				151
Net Balance, Assets	[6]	867				867				151
Loans Receivable [Member] | Level 1 [Member] | Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[6]	0				0				0
Loans Receivable [Member] | Level 2 [Member] | Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[6]	867				867				151
Loans Receivable [Member] | Level 3 [Member] | Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets	[6]	0				0				0
Domestic Deposits [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Liability, Transfers Into Level 3	[7]	7		22		15		22
Domestic Deposits [Member] | Estimate of fair value [Member] | Domestic Deposits [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	[8]	7,285				7,285				6,919
Net Balance, Liabilities	[8]	7,285				7,285				6,919
Domestic Deposits [Member] | Level 1 [Member] | Domestic Deposits [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	[8]	0				0				0
Domestic Deposits [Member] | Level 2 [Member] | Domestic Deposits [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	[8]	5,608				5,608				5,052
Domestic Deposits [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	[5],[9]	1,677				1,677				1,867
Domestic Deposits [Member] | Level 3 [Member] | Domestic Deposits [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	[8]	1,677				1,677				1,867
Long-term debt [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Liability, Transfers Into Level 3		0		$ 0	[7]	0		$ 0	[7]
Long-term debt [Member] | Estimate of fair value [Member] | Short-term borrowings [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	[8]	2,676				2,676				1,976
Netting Liabilities	[3],[8]	0				0				0
Net Balance, Liabilities	[8]	2,676				2,676				1,976
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	[8]	9,239				9,239				9,171
Netting Liabilities	[3],[8]	0				0
Net Balance, Liabilities	[8]	9,239				9,239				9,171
Long-term debt [Member] | Level 1 [Member] | Short-term borrowings [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	[8]	0				0				0
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	[8]	0				0				0
Long-term debt [Member] | Level 2 [Member] | Short-term borrowings [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	[8]	2,676				2,676				1,976
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]	8,666				8,666				8,425
Long-term debt [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	[5],[9]	573				573				746
Long-term debt [Member] | Level 3 [Member] | Short-term borrowings [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Liabilities	[8]	0				0				0
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	[8]	573				573				746
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	[10]	104				104				140
Net Balance, Assets	[10]	104				104				140
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	[10]	0				0				0
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	[10]	0				0				0
Mortgage servicing rights [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Gross Balance, Assets		104				104				140
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	[10]	$ 104				$ 104				$ 140
[1]	Netting is performed at a counterparty level in cases where enforceable master netting agreements are in place, regardless of the type of derivative instrument. Therefore, we have not attempted to allocate netting to the different types of derivative instruments shown in the table above.
[2]	Represents the netting of derivative receivable and payable balances for the same counterparty under enforceable netting agreements.
[3]	Represents counterparty and cash collateral netting which allow the offsetting of amounts relating to certain contracts if certain conditions are met.
[4]	Includes trading derivative assets of $4,823 million and $5,150 million and trading derivative liabilities of $8,873 million and $6,406 million at June 30, 2016 and December 31, 2015, respectively, as well as derivatives held for hedging and commitments accounted for as derivatives.
[5]	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.
[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 11, "Fair Value Option," for additional information.
[8]	See Note 11, "Fair Value Option," for additional information.
[9]	Structured deposits and structured notes contain embedded derivative features whose fair value measurements contain significant Level 3 inputs.
[10]	See Note 7, "Intangible Assets," and Note 9, "Other Assets Held for Sale," for additional information.

Fair Value Measurements - Addit

Fair Value Measurements - Additional Information (Detail) $ in Millions		3 Months Ended			6 Months Ended
		Jun. 30, 2016USD ($)	Jun. 30, 2015USD ($)		Jun. 30, 2016USD ($)	Jun. 30, 2015USD ($)		Mar. 31, 2016USD ($)	Dec. 31, 2015USD ($)	Mar. 31, 2015USD ($)	Dec. 31, 2014USD ($)
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair value of assets		$ 3,358	$ 3,423		$ 3,358	$ 3,423		$ 3,323	$ 3,328	$ 3,497	$ 3,504
Loss severity, trust preferred securities					1.8
Average deviation of implied volatility, foreign currency pair					5.00%
Average deviation of implied volatility, at-the-money equity option					5.00%
Fair Value Liability, Transfers Out of Level 3		143	90		$ 286	211
Fair Value Liability, Transfers Into Level 3		(7)	(22)		(15)	(22)
Fair Value Assets, Transfers Out of Level 3		1	1		$ 0	0
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					75.00%
Weighted Average [Member] | Impaired Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair Value Inputs, Loss Severity					27.00%
Derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair value of assets		397	387		$ 397	387
Derivative Liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair value of assets		223	217		223	217
Credit contracts [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair value of assets	[1]	188	179		188	179		$ 177	179	$ 192	$ 210
Fair Value Assets, Transfers Out of Level 3	[1]	0	0		0	0
Domestic Deposits [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair Value Liability, Transfers Out of Level 3		82	78	[2]	141	179	[2]
Fair Value Liability, Transfers Into Level 3	[2]	(7)	(22)		(15)	(22)
Borrowings [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Fair Value Liability, Transfers Out of Level 3		61	12	[2]	145	32	[2]
Fair Value Liability, Transfers Into Level 3		0	$ 0	[2]	0	$ 0	[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			$ 52				$ 54
[1]	Level 3 net derivatives included derivative assets of $397 million and derivative liabilities of $223 million at June 30, 2016 and derivative assets of $387 million and derivative liabilities of $217 million at June 30, 2015.
[2]	See Note 11, "Fair Value Option," for additional information.

Fair Value Measurements - Chang

Fair Value Measurements - Changes in Fair Value of Level 3 Assets and Liabilities (Detail) - USD ($) $ in Millions		3 Months Ended				6 Months Ended
		Jun. 30, 2016		Jun. 30, 2015		Jun. 30, 2016		Jun. 30, 2015
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance		$ 3,323		$ 3,497		$ 3,328		$ 3,504
Fair Value Assets, Purchases		5		7		10		15
Fair Value Assets, Issuances		0		0		0		0
Fair Value Assets, Settlements		(6)		(48)		(19)		(91)
Fair Value Assets, Transfers Into Level 3		0		0		1		0
Fair Value Assets, Transfers Out of Level 3		(1)		(1)		0		0
Fair Value Assets, Ending Balance		3,358		3,423		3,358		3,423
Fair Value Assets, Current Period Unrealized Gains (Losses)		23		(25)		20		(60)
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Beginning Balance		(2,495)		(2,568)		(2,613)		(2,615)
Fair Value Liability, Purchases		0		0		0		0
Fair Value Liability, Issuances		(154)		(245)		(293)		(421)
Fair Value Liability, Settlements		302		239		454		367
Fair Value Liability, Transfers Into Level 3		(7)		(22)		(15)		(22)
Fair Value Liability, Transfers Out of Level 3		143		90		286		211
Fair Value Liability, Ending Balance		(2,250)		(2,479)		(2,250)		(2,479)
Fair Value Liability, Current Period Unrealized Gains (Losses)		(30)		33		(57)		16
Interest rate contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance	[1]	1		20		1		0
Fair Value Assets, Purchases	[1]	0		0		0		0
Fair Value Assets, Issuances	[1]	0		0		0		0
Fair Value Assets, Settlements	[1]	0		0		0		0
Fair Value Assets, Transfers Into Level 3	[1]	0		0		0		0
Fair Value Assets, Transfers Out of Level 3	[1]	0		0		0		0
Fair Value Assets, Ending Balance	[1]	1		1		1		1
Fair Value Assets, Current Period Unrealized Gains (Losses)	[1]	0		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	[1]	0		0		0		0
Fair Value Assets, Purchases	[1]	0		0		0		0
Fair Value Assets, Issuances	[1]	0		0		0		0
Fair Value Assets, Settlements	[1]	0		0		0		0
Fair Value Assets, Transfers Into Level 3	[1]	0		0		0		0
Fair Value Assets, Transfers Out of Level 3	[1]	0		0		0		0
Fair Value Assets, Ending Balance	[1]	0		0		0		0
Fair Value Assets, Current Period Unrealized Gains (Losses)	[1]	0		0		0		0
Equity contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance	[1]	(55)		43		(83)		42
Fair Value Assets, Purchases	[1]	0		0		0		0
Fair Value Assets, Issuances	[1]	0		0		0		0
Fair Value Assets, Settlements	[1]	8		(27)		12		(48)
Fair Value Assets, Transfers Into Level 3	[1]	0		0		1		0
Fair Value Assets, Transfers Out of Level 3	[1]	(1)		(1)		0		0
Fair Value Assets, Ending Balance	[1]	(15)		(10)		(15)		(10)
Fair Value Assets, Current Period Unrealized Gains (Losses)	[1]	24		(34)		48		(22)
Credit contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance	[1]	177		192		179		210
Fair Value Assets, Purchases	[1]	0		0		0		0
Fair Value Assets, Issuances	[1]	0		0		0		0
Fair Value Assets, Settlements	[1]	(3)		(3)		(7)		(9)
Fair Value Assets, Transfers Into Level 3	[1]	0		0		0		0
Fair Value Assets, Transfers Out of Level 3	[1]	0		0		0		0
Fair Value Assets, Ending Balance	[1]	188		179		188		179
Fair Value Assets, Current Period Unrealized Gains (Losses)	[1]	11		(13)		8		(53)
Collateralized debt obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance		210		254		221		253
Fair Value Assets, Purchases		0		0		0		0
Fair Value Assets, Issuances		0		0		0		0
Fair Value Assets, Settlements		(6)		(17)		(12)		(25)
Fair Value Assets, Transfers Into Level 3		0		0		0		0
Fair Value Assets, Transfers Out of Level 3		0		0		0		0
Fair Value Assets, Ending Balance		201		240		201		240
Fair Value Assets, Current Period Unrealized Gains (Losses)		(5)		0		(11)		7
Corporate and other domestic debt securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance		2,873		2,848		2,870		2,840
Fair Value Assets, Purchases		5		7		10		15
Fair Value Assets, Issuances		0		0		0		0
Fair Value Assets, Settlements		0		0		0		0
Fair Value Assets, Transfers Into Level 3		0		0		0		0
Fair Value Assets, Transfers Out of Level 3		0		0		0		0
Fair Value Assets, Ending Balance		2,879		2,855		2,879		2,855
Fair Value Assets, Current Period Unrealized Gains (Losses)		1		0		(1)		0
Mortgage servicing rights [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Beginning Balance	[2]	117		140		140		159
Fair Value Assets, Purchases	[2]	0		0		0		0
Fair Value Assets, Issuances	[2]	0		0		0		0
Fair Value Assets, Settlements	[2]	(5)		(1)		(12)		(9)
Fair Value Assets, Transfers Into Level 3	[2]	0		0		0		0
Fair Value Assets, Transfers Out of Level 3	[2]	0		0		0		0
Fair Value Assets, Ending Balance	[2]	104		158		104		158
Fair Value Assets, Current Period Unrealized Gains (Losses)	[2]	(8)		21		(24)		7
Domestic Deposits [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Beginning Balance		(1,849)		(1,926)	[3]	(1,867)		(1,968)	[3]
Fair Value Liability, Purchases		0		0	[3]	0		0	[3]
Fair Value Liability, Issuances		(100)		(95)	[3]	(164)		(184)	[3]
Fair Value Liability, Settlements		218		134	[3]	305		183	[3]
Fair Value Liability, Transfers Into Level 3	[3]	(7)		(22)		(15)		(22)
Fair Value Liability, Transfers Out of Level 3		82		78	[3]	141		179	[3]
Fair Value Liability, Ending Balance		(1,677)		(1,817)	[3]	(1,677)		(1,817)	[3]
Fair Value Liability, Current Period Unrealized Gains (Losses)		(17)		19	[3]	(60)		6	[3]
Long-term debt [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Beginning Balance		(646)		(642)	[3]	(746)		(647)	[3]
Fair Value Liability, Purchases		0		0	[3]	0		0	[3]
Fair Value Liability, Issuances		(54)		(150)	[3]	(129)		(237)	[3]
Fair Value Liability, Settlements		84		105	[3]	149		184	[3]
Fair Value Liability, Transfers Into Level 3		0		0	[3]	0		0	[3]
Fair Value Liability, Transfers Out of Level 3		61		12	[3]	145		32	[3]
Fair Value Liability, Ending Balance		(573)		(662)	[3]	(573)		(662)	[3]
Fair Value Liability, Current Period Unrealized Gains (Losses)		(13)		14	[3]	3		10	[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	[4]	43		(54)		62		(14)
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Gains (Losses) Included In Revenue	[4]	0		0		0		0
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	[1],[4]	0		(20)		0		0
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	[1],[4]	0		0		0		0
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	[1],[4]	31		(27)		55		(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	[1],[4]	14		(10)		16		(22)
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	[4]	(3)		3		(8)		12
Trading Gain (Loss) [Member] | Corporate and other domestic debt securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	[4]	1		0		(1)		0
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	[2],[4]	0		0		0		0
Trading Gain (Loss) [Member] | Domestic Deposits [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Gains (Losses) Included In Revenue	[4]	0	[5]	0	[3]	0	[5]	0	[3]
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	[4]	0	[5]	0	[3]	0	[5]	0	[3]
Other Income [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	[4]	(8)		20		(24)		9
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Gains (Losses) Included In Revenue	[4]	(39)		27		(69)		1
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],[4]	0		1		0		1
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	[1],[4]	0		0		0		0
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	[1],[4]	0		0		0		0
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	[1],[4]	0		0		0		0
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	[4]	0		0		0		0
Other Income [Member] | Corporate and other domestic debt securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Assets, Gains (Losses) Included In Revenue	[4]	0		0		0		0
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	[2],[4]	(8)		19		(24)		8
Other Income [Member] | Domestic Deposits [Member]
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Fair Value Liability, Gains (Losses) Included In Revenue	[4]	(21)	[5]	14	[3]	(77)	[5]	(5)	[3]
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	[4]	$ (18)	[5]	$ 13	[3]	$ 8	[5]	$ 6	[3]
[1]	Level 3 net derivatives included derivative assets of $397 million and derivative liabilities of $223 million at June 30, 2016 and derivative assets of $387 million and derivative liabilities of $217 million at June 30, 2015.
[2]	See Note 7, "Intangible Assets," and Note 9, "Other Assets Held for Sale," for additional information.
[3]	See Note 11, "Fair Value Option," for additional information.
[4]	Includes realized and unrealized gains and losses.
[5]	See Note 7, "Intangible Assets," and Note 9, "Other Assets Held for Sale," for additional information.

Fair Value Measurements - Quant

Fair Value Measurements - Quantitative Information about Recurring Fair Value Measurement of Assets and Liabilities Classified as Level 3 (Detail) - USD ($)		6 Months Ended		12 Months Ended
		Jun. 30, 2016		Dec. 31, 2015
Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Assets, Fair Value Disclosure, Recurring		$ 3,581,000,000		$ 3,577,000,000
Liabilities, Fair Value Disclosure, Recurring		(2,473,000,000)		(2,862,000,000)
Collateralized debt obligations [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Assets, Fair Value Disclosure, Recurring		$ 201,000,000		$ 221,000,000
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		3.00%		3.00%
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		99.00%		99.00%
Corporate and other domestic debt securities [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Assets, Fair Value Disclosure, Recurring		$ 2,879,000,000		$ 2,870,000,000
Corporate and other domestic debt securities [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		2.00%		2.00%
Corporate and other domestic debt securities [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 debt securities [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%
Credit contracts [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Assets, Fair Value Disclosure, Recurring		$ 188,000,000		$ 179,000,000
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				44.00%
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				47.00%
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		$ (15,000,000)	[1]	$ (83,000,000)
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	[1]	12.00%		14.00%
Fair Value Inputs, Equity/Equity and Equity/Index Correlation	[1]	47.00%		48.00%
Fair Value Inputs, Equity Dividend Yields	[1]	0.00%		0.00%
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	[1]	46.00%		72.00%
Fair Value Inputs, Equity/Equity and Equity/Index Correlation	[1]	58.00%		59.00%
Fair Value Inputs, Equity Dividend Yields	[1]	17.00%		18.00%
Foreign exchange contracts [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Assets, Fair Value Disclosure, Recurring	[1]	$ 0		$ 0
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	[1]	12.00%		18.00%
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	[1]	18.00%		22.00%
Interest rate contracts [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Assets, Fair Value Disclosure, Recurring		$ 1,000,000		$ 1,000,000
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		38.00%		18.00%
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		100.00%		100.00%
Mortgage servicing rights [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Assets, Fair Value Disclosure, Recurring		$ 104,000,000		$ 140,000,000
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		4.00%		11.00%
Fair Value Inputs, Option Adjusted Spread		8.00%		8.00%
Fair Value Inputs, Estimated Annualized Costs to Service		$ 87		$ 87
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		28.00%		50.00%
Fair Value Inputs, Option Adjusted Spread		14.00%		14.00%
Fair Value Inputs, Estimated Annualized Costs to Service		$ 329		$ 329
Domestic Deposits [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Liabilities, Fair Value Disclosure, Recurring	[1],[2]	$ (1,677,000,000)		$ (1,867,000,000)
Domestic 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	[1],[2]	12.00%		18.00%
Fair Value Inputs, Equity/Equity Index Volatility	[1],[2]	12.00%		14.00%
Fair Value Inputs, Equity/Equity and Equity/Index Correlation		47.00%		48.00%
Domestic 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	[1],[2]	18.00%		22.00%
Fair Value Inputs, Equity/Equity Index Volatility	[1],[2]	46.00%		72.00%
Fair Value Inputs, Equity/Equity and Equity/Index Correlation		58.00%		59.00%
Long-term debt [Member] | Level 3 [Member]
Fair Value Measurements, Recurring, Valuation Techniques [Line Items]
Liabilities, Fair Value Disclosure, Recurring	[1],[2]	$ (573,000,000)		$ (746,000,000)
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	[1],[2]	12.00%		18.00%
Fair Value Inputs, Equity/Equity Index Volatility	[1],[2]	12.00%		14.00%
Fair Value Inputs, Equity/Equity and Equity/Index Correlation	[1],[2]	48.00%		48.00%
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	[1],[2]	18.00%		22.00%
Fair Value Inputs, Equity/Equity Index Volatility	[1],[2]	46.00%		72.00%
Fair Value Inputs, Equity/Equity and Equity/Index Correlation	[1],[2]	58.00%		59.00%
[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 - As126

Fair Value Measurements - Assets and Liabilities Recorded as Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Total Gains (Losses)		$ (134)	$ (29)	$ (381)	$ (45)
Level 1 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring		0		0		$ 0
Level 2 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring		74		74		212
Level 3 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring		908		908		119
Residential Mortgage [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Total Gains (Losses)	[1]	(11)	0	(44)	0
Residential Mortgage [Member] | Level 1 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	[1]	0		0		0
Residential Mortgage [Member] | Level 2 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	[1]	0		0		2
Residential Mortgage [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	[1]	375		375		3
Consumer loans [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Total Gains (Losses)	[2]	(4)	(8)	(9)	(18)
Consumer loans [Member] | Level 1 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	[2]	0		0		0
Consumer loans [Member] | Level 2 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	[2]	41		41		133
Consumer loans [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	[2]	0		0		0
Commercial Loans Held for Sale [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Total Gains (Losses)	[3]	(3)	(6)	(30)	(14)
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	[3]	0		0		0
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	[3]	10		10		55
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	[3]	0		0		0
Impaired commercial loans [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Total Gains (Losses)	[4]	(119)	(16)	(302)	(15)
Impaired commercial loans [Member] | Level 1 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	[4]	0		0		0
Impaired commercial loans [Member] | Level 2 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	[4]	0		0		0
Impaired commercial loans [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	[4]	533		533		116
Real Estate Owned [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Total Gains (Losses)	[5]	3	$ 1	4	$ 2
Real Estate Owned [Member] | Level 1 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	[5]	0		0		0
Real Estate Owned [Member] | Level 2 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	[5]	23		23		22
Real Estate Owned [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	[5]	0		0		0
Estimate of fair value [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring		982		982		331
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	[1]	375		375		5
Estimate of fair value [Member] | Consumer loans [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	[2]	41		41		133
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	[3]	10		10		55
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	[4]	533		533		116
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	[5]	$ 23		$ 23		$ 22
[1]	At June 30, 2016 and December 31, 2015, the fair value of the loans held for sale was below cost. Certain residential mortgage loans held for sale have been classified as Level 3 fair value measurements within the fair value hierarchy, including certain residential mortgage loans which were transferred to held for sale during the first half of 2016 for which significant inputs in estimating fair value were unobservable and, to a lesser extent, certain residential mortgage loans held for sale for which the underlying real estate properties used to determine fair value are illiquid assets as a result of market conditions. 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]	At June 30, 2016 and December 31, 2015, 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 - Qu127

Fair Value Measurements - Quantitative Information about Nonrecurring Fair Value Measurement of Assets and Liabilities Classified as Level 3 (Detail) - Level 3 [Member] - USD ($) $ in Millions		6 Months Ended	12 Months Ended
		Jun. 30, 2016	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring		$ 908	$ 119
Residential Mortgage [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	[1]	375	3
Impaired commercial loans [Member]
Fair Value, Assets and Liabilities Measured on a Nonrecurring Basis [Line Items]
Assets, Fair Value Disclosure, Nonrecurring	[2]	$ 533	$ 116
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		30.00%	0.00%
Fair Value Inputs, Discount Rate		8.00%
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 Inputs, Discount Rate		14.00%
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		0.00%	0.00%
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		100.00%	70.00%
[1]	At June 30, 2016 and December 31, 2015, the fair value of the loans held for sale was below cost. Certain residential mortgage loans held for sale have been classified as Level 3 fair value measurements within the fair value hierarchy, including certain residential mortgage loans which were transferred to held for sale during the first half of 2016 for which significant inputs in estimating fair value were unobservable and, to a lesser extent, certain residential mortgage loans held for sale for which the underlying real estate properties used to determine fair value are illiquid assets as a result of market conditions. 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 - Ad128

Fair Value Measurements - Additional Information Relating To Asset-Backed Securities and Collateralized Debt Obligations (Detail) $ in Millions	Jun. 30, 2016USD ($)	[1]
Level 2 [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	$ 184
Level 3 [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	201
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	179
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	566
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
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	84
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
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	201
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	6
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
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	493
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
Estimate of fair value [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	385
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	179
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	566
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	84
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	201
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	6
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	493
Alt [Member] | Residential Mortgages [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	53
Alt [Member] | Residential Mortgages [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
Alt [Member] | Home Equity [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	67
Alt [Member] | Home Equity [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
Alt [Member] | Estimate of fair value [Member] | Residential Mortgages [Member] | AAA - A Rating [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	53
Alt [Member] | Estimate of fair value [Member] | Home Equity [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	67
Subprime [Member] | Residential Mortgages [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	42
Subprime [Member] | Residential Mortgages [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
Subprime [Member] | Residential Mortgages [Member] | CCC - Unrated [Member] | Level 2 [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	5
Subprime [Member] | Residential Mortgages [Member] | CCC - Unrated [Member] | Level 3 [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	0
Subprime [Member] | Estimate of fair value [Member] | Residential Mortgages [Member] | AAA - A Rating [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	42
Subprime [Member] | Estimate of fair value [Member] | Residential Mortgages [Member] | CCC - Unrated [Member] | Trading Securities [Member]
Fair Value Of Other Financial Instrument [Line Items]
Trading asset-backed securities and related collateral	$ 5
[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.

Litigation and Regulatory Ma129

Litigation and Regulatory Matters - Additional Information (Details) - USD ($)	Feb. 17, 2016	Jun. 30, 2016	Dec. 31, 2015
Loss Contingencies [Line Items]
Estimate of loss		$ 200,000,000
Mortgage Securitization Activity Related Litigation [Member] | HSBC Securities [Member]
Loss Contingencies [Line Items]
Mortgage securitization outstanding loan purchase and sold		$ 4,900,000,000	$ 5,200,000,000
Lender-Placed Insurance Matters [Member]
Loss Contingencies [Line Items]
Litigation settlement	$ 4,000,000