Morgan Stanley (MS) 10-Q 4 Nov 13 2013 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	9 Months Ended
	Sep. 30, 2013	Oct. 31, 2013
Document and Entity Information [Abstract]	'	'
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	30-Sep-13	'
Document Fiscal Year Focus	'2013	'
Document Fiscal Period Focus	'Q3	'
Trading Symbol	'MS	'
Entity Registrant Name	'MORGAN STANLEY	'
Entity Central Index Key	'0000895421	'
Current Fiscal Year End Date	'--12-31	'
Entity Well-known Seasoned Issuer	'Yes	'
Entity Voluntary Filers	'No	'
Entity Current Reporting Status	'Yes	'
Entity Filer Category	'Large Accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	1,951,340,420

Condensed_Consolidated_Stateme

Condensed Consolidated Statements of Financial Condition (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Assets	'		'
Cash and due from banks ($465 and $526 at September 30, 2013 and December 31, 2012, respectiively, related to consolidated variable interest entities generally not available to the Company)	$14,333		$20,878
Interest bearing deposits with banks	43,448		26,026
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements	37,392		30,970
Trading assets, at fair value (approximately $150,255 and $147,348 were pledged to various parties at September 30, 2013 and December 31, 2012, respectively; $2,994 and $3,505 related to consolidated variable interest entities, generally not available to the Company at September 30, 2013 and December 31, 2012, respectively)	273,658		267,603
Securities available for sale, at fair value	46,866		39,869
Securities received as collateral, at fair value	16,042		14,278
Federal funds sold and securities purchased under agreements to resell (includes $868 and $621 at fair value at September 30, 2013 and December 31, 2012, respectively)	133,988		134,412
Securities borrowed	139,169		121,701
Customer and other receivables	57,710		64,288
Loans (net of allowances of $166 and $106 at September 30, 2013 and December 31, 2012, respectively)	37,734		29,046
Other investments	5,083		4,999
Premises, equipment and software costs (net of accumulated depreciation of $6,205 and $5,525 at September 30, 2013 and December 31, 2012, respectively) ($213 and $224 at September 30, 2013 and December 31, 2012, respectively, related to consolidated variable interest entities, generally not available to the Company)	6,008		5,946
Goodwill	6,591	[1]	6,650	[1]
Intangible assets (net of accumulated amortization of $1,509 and $1,250 at September 30,2013 and December 31, 2012, respectively) (includes $8 and $7 at fair value at September 30, 2013 and December 31, 2012, respectively)	3,514		3,783
Other assets ($523 and $593 at September 30, 2013 and December 31, 2012, respectively, related to consolidated variable interest entities, generally not available to the Company)	10,687		10,511
Total assets	832,223	[2]	780,960	[2]
Liabilities and Equity	'		'
Deposits (includes $1,411 and $1,485 at fair value at September 30, 2013 and December 31, 2012, respectively).	104,807		83,266
Commercial paper and other short-term borrowings (includes $1,623 and $725 at fair value at September 30, 2013 and December 31, 2012, respectively)	2,333		2,138
Trading liabilities, at fair value	122,645		120,122
Obligation to return securities received as collateral, at fair value	20,899		18,226
Securities sold under agreements to repurchase (includes $554 and $363 at fair value at September 30, 2013 and December 31, 2012, respectively)	139,398		122,674
Securities loaned	32,807		36,849
Other secured financings (includes $6,145 and $9,466 at fair value at September 30,2013 and December 31, 2012, respectively) ($587 and $976 at September 30, 2013 and December 31, 2012, respectively, related to consolidated variable entities and are non-recourse to the Company)	14,528	[3]	15,727	[3]
Customer and other payables	152,091		127,722
Other liabilities and accrued expenses ($75 and $117 at September 30, 2013 and December 31, 2012, respectively, related to consolidated variable interest entities and are non-recourse to the Company)	16,669		14,928
Long-term borrowings (includes $36,719 and $44,044 at fair value at September 30, 2013 and December 31, 2012, respectively)	157,805		169,571
Total liabilities	763,982		711,223
Commitments and contingent liabilities	'		'
Redeemable noncontrolling interests	0		4,309
Morgan Stanley shareholders' equity:	'		'
Preferred stock	2,370		1,508
Common stock, $0.01 par value: Shares authorized: 3,500,000,000 at September 30, 2013 and December 31, 2012; Shares issued: 2,038,893,979 at September 30, 2013 and 2,038,893,979 at December 31, 2012; Shares outstanding: 1,953,350,711 at September 30, 2013 and 1,974,042,123 at December 31, 2012	20		20
Additional Paid-in Capital	24,235		23,426
Retained earnings	42,237		39,912
Employee stock trust	1,753		2,932
Accumulated other comprehensive loss	-1,014		-516
Common stock held in treasury, at cost, $0.01 par value; 85,543,268 shares at September 30, 2013 and 64,851,856 shares at December 31, 2012	-2,720		-2,241
Common stock issued to employee trust	-1,753		-2,932
Total Morgan Stanley shareholders' equity	65,128		62,109
Nonredeemable noncontrolling interests	3,113		3,319
Total equity	68,241		65,428
Total liabilities, redeemable noncontrolling interests and equity	$832,223		$780,960
[1]	The amount of the Company’s goodwill before accumulated impairments of $700 million, which included $673 million related to the Institutional Securities business segment and $27 million related to the Investment Management business segment, was $7,291 million and $7,350 million at September 30, 2013 and December 31, 2012, respectively.
[2]	Corporate assets have been fully allocated to the Company’s business segments.
[3]	Amounts include $6,145 million and $9,466 million at fair value at September 30, 2013 and December 31, 2012, respectively.

Consolidated_Statements_of_Fin

Consolidated Statements of Financial Condition (Parenthetical) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, except Share data, unless otherwise specified
Cash and due from banks	$14,333		$20,878
Trading assets pledged to various parties	150,255		147,348
Trading assets, at fair value	273,658		267,603
Federal funds sold and securities purchased under agreement to resell, fair value	868		621
Allowances, loans	166		106
Premises, equipment and software costs, accumulated depreciation	6,205		5,525
Premises, equipment and software costs	6,008		5,946
Intangible assets, accumulated amortization	1,509		1,250
Intangible assets, fair value	8		7
Other assets	10,687		10,511
Deposits, fair value	1,411		1,485
Commercial paper and other short-term borrowings, fair value	1,623		725
Securities sold under agreement to repurchase, fair value	554		363
Other secured financings, fair value	6,145		9,466
Other secured financings	14,528	[1]	15,727	[1]
Other liabilities and accrued expenses	16,669		14,928
Long-term borrowings, fair value	36,719		44,044
Common stock par value per share	$0.01		$0.01
Common stock, shares authorized	3,500,000,000		3,500,000,000
Common stock, shares issued	2,038,893,979		2,038,893,979
Common stock, shares outstanding	1,953,350,711		1,974,042,123
Common stock held in treasury, shares	85,543,268		64,851,856
Consolidated VIEs	'		'
Cash and due from banks	465		526
Trading assets, at fair value	2,994		3,505
Premises, equipment and software costs	213		224
Other assets	523		593
Other secured financings	587		976
Other liabilities and accrued expenses	$75		$117
[1]	Amounts include $6,145 million and $9,466 million at fair value at September 30, 2013 and December 31, 2012, respectively.

Condensed_Consolidated_Stateme1

Condensed Consolidated Statements of Income (USD $)	3 Months Ended				9 Months Ended
In Millions, except Share data, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Revenues:	'		'		'		'
Investment banking	$1,160		$1,152		$3,687		$3,319
Trading	2,259		607		7,847		5,478
Investments	728		290		1,254		438
Commissions and fees	1,080		988		3,465		3,205
Asset management, distribution and administration fees	2,390		2,257		7,140		6,677
Other	204		141		700		403
Total non-interest revenues	7,821		5,435		24,093		19,520
Interest income	1,311	[1]	1,379	[1]	4,131	[1]	4,244	[1]
Interest expense	1,200	[1]	1,534	[1]	3,631	[1]	4,618	[1]
Net interest	111		-155		500		-374
Net revenues	7,932	[2]	5,280	[2]	24,593	[2]	19,146	[2]
Non-interest expenses:	'		'		'		'
Compensation and benefits	3,968		3,928		12,289		11,989
Occupancy and equipment	375		386		1,131		1,152
Brokerage, clearing and exchange fees	416		359		1,300		1,167
Information processing and communications	405		493		1,323		1,439
Marketing and business development	151		138		448		439
Professional services	449		476		1,347		1,365
Other	829		983		2,059		1,939
Total non-interest expenses	6,593		6,763		19,897		19,490
Income (loss) from continuing operations before income taxes	1,339		-1,483		4,696		-344
Provision for (benefit from) income taxes	339		-525		1,226		-247
Income (loss) from continuing operations	1,000		-958		3,470		-97
Discontinued operations:	'		'		'		'
Gain (loss) from discontinued operations	16	[3],[4]	-11	[3],[4]	-55	[3],[4]	68	[3],[4]
Provision for (benefit from) income taxes	-2	[3]	-13	[3]	-25	[3]	43	[3]
Net gain (loss) from discontinued operations	18	[3]	2	[3]	-30	[3]	25	[3]
Net income (loss)	1,018		-956		3,440		-72
Net income applicable to redeemable noncontrolling interests	0		8		222		8
Net income applicable to nonredeemable noncontrolling interests	112		59		370		446
Net income (loss) applicable to Morgan Stanley	906		-1,023		2,848		-526
Earnings (loss) applicable to Morgan Stanley common shareholders	880		-1,047		2,619		-599
Amounts applicable to Morgan Stanley:	'		'		'		'
Income (loss) from continuing operations	888		-1,008		2,878		-525
Net gain (loss) from discontinued operations	18		-15		-30		-1
Net income (loss) applicable to Morgan Stanley	$906		($1,023)		$2,848		($526)
Earnings (loss) per basic common share:	'		'		'		'
Income (loss) from continuing operations	$0.45		($0.55)		$1.39		($0.32)
Net gain (loss) from discontinued operations	$0.01		$0		($0.02)		$0
Earnings (loss) per basic common share	$0.46		($0.55)		$1.37		($0.32)
Earnings (loss) per diluted common share:	'		'		'		'
Income (loss) from continuing operations	$0.44		($0.55)		$1.36		($0.32)
Net gain (loss) from discontinued operations	$0.01		$0		($0.02)		$0
Earnings (loss) per diluted common share	$0.45		($0.55)		$1.34		($0.32)
Dividends declared per common share	$0.05		$0.05		$0.15		$0.15
Average common shares outstanding:	'		'		'		'
Basic	1,909,350,788		1,889,300,631		1,906,097,564		1,883,813,883
Diluted	1,964,812,610		1,889,300,631		1,952,146,477		1,883,813,883
[1]	Interest income and expense are recorded within the condensed consolidated statements of income depending on the nature of the instrument and related market conventions. When interest is included as a component of the instrument’s fair value, interest is included within Trading revenues or Investments revenues. Otherwise, it is included within Interest income or Interest expense.
[2]	In certain management fee arrangements, the Company is entitled to receive performance-based fees (also referred to as incentive fees) when the return on assets under management exceeds certain benchmark returns or other performance targets. In such arrangements, performance fee revenue is accrued (or reversed) quarterly based on measuring account fund performance to date versus the performance benchmark stated in the investment management agreement. The amount of performance-based fee revenue at risk of reversing if fund performance falls below stated investment management agreement benchmarks was approximately $446 million at September 30, 2013 and approximately $205 million at December 31, 2012 (see Note 2 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K).
[3]	See Notes 1 and 21 for discussion of discontinued operations.
[4]	Amounts included eliminations of intersegment activity.

Condensed_Consolidated_Stateme2

Condensed Consolidated Statements of Comprehensive Income (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Condensed Consolidated Statements of Comprehensive Income	'		'		'		'
Net income (loss)	$1,018		($956)		$3,440		($72)
Other comprehensive income (loss), net of tax:	'		'		'		'
Foreign currency translation adjustments	125	[1]	43	[1]	-321	[1]	-88	[1]
Amortization of cash flow hedges	1	[2]	2	[2]	3	[2]	5	[2]
Change in net unrealized gains (losses) on securities available for sale	33	[3]	62	[3]	-336	[3]	84	[3]
Pension, postretirement and other related adjustments	4	[4]	-4	[4]	15	[4]	15	[4]
Total other comprehensive income (loss)	163		103		-639		16
Comprehensive income (loss)	1,181		-853		2,801		-56
Net income applicable to redeemable noncontrolling interests	0		8		222		8
Net income applicable to nonredeemable noncontrolling interests	112		59		370		446
Other comprehensive income (loss) applicable to redeemable noncontrolling interests	0		-1		0		-1
Other comprehensive income (loss) applicable to nonredeemable noncontrolling interests	8		29		-141		5
Comprehensive income (loss) applicable to Morgan Stanley	1,061		-948		2,350		-514
Parenthetical Disclosures	'		'		'		'
Foreign currency translation adjustments, provision for (benefit from) income taxes	-124		-150		176		26
Amortization of cash flow hedges, provision for income taxes	1		1		2		3
Change in net unrealized gains (losses) on securities available for sale, provision for (benefit from) income taxes	23		46		-230		63
Pension, postretirement and other related adjustments, provision for income taxes	$2		$8		$13		$18
[1]	Amounts are net of provision for (benefit from) income taxes of $(124) million and $(150) million for the quarters ended September 30, 2013 and 2012, respectively, and $176 million and $26 million for the nine months ended September 30, 2013 and 2012, respectively.
[2]	Amounts are net of provision for income taxes of $1 million and $1 million for the quarters ended September 30, 2013 and 2012, respectively, and $2 million and $3 million for the nine months ended September 30, 2013 and 2012, respectively.
[3]	Amounts are net of provision for (benefit from) income taxes of $23 million and $46 million for the quarters ended September 30, 2013 and 2012, respectively, and $(230) million and $63 million for the nine months ended September 30, 2013 and 2012, respectively.
[4]	Amounts are net of provision for income taxes of $2 million and $8 million for the quarters ended September 30, 2013 and 2012, respectively, and $13 million and $18 million for the nine months ended September 30, 2013 and 2012, respectively.

Condensed_Consolidated_Stateme3

Condensed Consolidated Statements of Cash Flows (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
CASH FLOWS FROM OPERATING ACTIVITIES	'	'
Net income (loss)	$3,440	($72)
Adjustments to reconcile net income to net cash provided by operating activities:	'	'
(Income) loss on equity method investees	-339	24
Compensation payable in common stock and options	850	898
Depreciation and amortization	1,084	1,218
Gain on business dispositions	-34	-108
Gain on sale of securities available for sale	-43	-53
Impairment charges	182	224
Provision for credit losses on lending activities	116	127
Other non-cash adjustments to net income	31	1
Changes in assets and liabilities:	'	'
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements	-6,422	607
Trading assets, net of Trading liabilities	-5,944	31,556
Securities borrowed	-17,468	-11,471
Securities loaned	-4,042	5,458
Customer and other receivables and other assets	6,761	-23,746
Customer and other payables and other liabilities	21,500	9,765
Federal funds sold and securities purchased under agreements to resell	424	-6,127
Securities sold under agreements to repurchase	16,724	14,465
Net cash provided by operating activities	16,820	22,766
CASH FLOWS FROM INVESTING ACTIVITIES	'	'
Premises, equipment and software costs	-944	-865
Business dispositions, net of cash disposed	569	1,536
Loans, net	-6,046	-1,739
Purchases of securities available for sale	-20,497	-17,492
Sales, maturities and redemptions of securities available for sale	12,812	8,200
Other investing activities	117	6
Net cash used for investing activities	-13,989	-10,354
CASH FLOWS FROM FINANCING ACTIVITIES	'	'
Commercial paper and other short-term borrowings	195	-720
Noncontrolling interests	-549	-186
Other secured financings	-1,395	-4,291
Deposits	21,541	5,095
Proceeds from:	'	'
Excess tax benefits associated with stock-based awards	8	42
Derivatives financing activities	244	220
Issuance of Series E Preferred Stock	854	0
Issuance of long-term borrowings	24,766	16,196
Payments for:	'	'
Long-term borrowings	-31,084	-36,386
Derivatives financing activities	-237	-118
Repurchases of common stock	-451	-222
Purchase of additional stake in Morgan Stanley Smith Barney Holdings LLC	-4,725	-1,890
Cash dividends	-358	-349
Net cash used for financing activities	8,809	-22,609
Effect of exchange rate changes on cash and cash equivalents	-298	-42
Effect of cash and cash equivalents related to variable interest entities	-465	-487
Net increase (decrease) in cash and cash equivalents	10,877	-10,726
Cash and cash equivalents, at beginning of period	46,904	47,312
Cash and cash equivalents, at end of period	57,781	36,586
Cash and cash equivalents include:	'	'
Cash and due from banks	14,333	18,239
Interest bearing deposits with banks	43,448	18,347
Cash and cash equivalents, at end of period	57,781	36,586
SUPPLEMENTAL DISCLOSURE OF CASH FLOW INFORMATION	'	'
Cash payments for interest	3,372	3,423
Cash payments for income taxes	$598	$330

Condensed_Consolidated_Stateme4

Condensed Consolidated Statements of Changes in Total Equity (USD $)	Total		Preferred Stock	Common Stock	Additional Paid-in Capital	Retained Earnings	Employee Stock Trust	Accumulated Other Comprehensive Income (Loss)	Common Stock Held in Treasury at Cost	Common Stock Issued to Employee Trust	Non-Redeemable Non-controlling Interests
In Millions
BALANCE AT at Dec. 31, 2011	$70,078		$1,508	$20	$22,836	$40,341	$3,166	($157)	($2,499)	($3,166)	$8,029
Net income (loss) applicable to Morgan Stanley	-526		'	'	'	-526	'	'	'	'	'
Net income applicable to nonredeemable noncontrolling interests	446		'	'	'	'	'	'	'	'	446
Dividends	-374		'	'	'	-374	'	'	'	'	'
Shares issued under employee plans and related tax effects	968		'	'	473	'	-187	'	495	187	'
Repurchases of common stock	-222		'	'	'	'	'	'	-222	'	'
Foreign currency translation adjustments	-88		'	'	'	'	'	-88	'	'	'
Net change in cash flow hedges	5	[1]	'	'	'	'	'	5	'	'	'
Change in net unrealized gains (losses) on securities available for sale	84	[2]	'	'	'	'	'	84	'	'	'
Pension, postretirement and other related adjustments	15	[3]	'	'	'	'	'	10	'	'	5
Morgan Stanley Smith Barney Holdings LLC redemption value adjustment	0		'	'	'	'	'	'	'	'	'
Purchase of additional stake in Morgan Stanley Smith Barney Holdings LLC	-1,825		'	'	-107	'	'	'	'	'	-1,718
Reclassification to redeemable noncontrolling interests	-4,296		'	'	'	'	'	'	'	'	-4,296
Other net increases (decreases)	905		'	'	'	'	'	'	'	'	905
BALANCE AT at Sep. 30, 2012	65,170		1,508	20	23,202	39,441	2,979	-146	-2,226	-2,979	3,371
BALANCE AT at Dec. 31, 2012	65,428		1,508	20	23,426	39,912	2,932	-516	-2,241	-2,932	3,319
Net income (loss) applicable to Morgan Stanley	2,848		'	'	'	2,848	'	'	'	'	'
Net income applicable to nonredeemable noncontrolling interests	370		'	'	'	'	'	'	'	'	370
Dividends	-372		'	'	'	-372	'	'	'	'	'
Shares issued under employee plans and related tax effects	789		'	'	817	'	-1,179	'	-28	1,179	'
Repurchases of common stock	-451		'	'	'	'	'	'	-451	'	'
Foreign currency translation adjustments	-321		'	'	'	'	'	-180	'	'	-141
Net change in cash flow hedges	3	[1]	'	'	'	'	'	3	'	'	'
Change in net unrealized gains (losses) on securities available for sale	-336	[2]	'	'	'	'	'	-336	'	'	'
Pension, postretirement and other related adjustments	15	[3]	'	'	'	'	'	15	'	'	'
Issuance of Series E Preferred Stock	854		862	'	-8	'	'	'	'	'	'
Morgan Stanley Smith Barney Holdings LLC redemption value adjustment	-151		'	'	'	-151	'	'	'	'	'
Other net increases (decreases)	-435		'	'	'	'	'	'	'	'	-435
BALANCE AT at Sep. 30, 2013	$68,241		$2,370	$20	$24,235	$42,237	$1,753	($1,014)	($2,720)	($1,753)	$3,113
[1]	Amounts are net of provision for income taxes of $1 million and $1 million for the quarters ended September 30, 2013 and 2012, respectively, and $2 million and $3 million for the nine months ended September 30, 2013 and 2012, respectively.
[2]	Amounts are net of provision for (benefit from) income taxes of $23 million and $46 million for the quarters ended September 30, 2013 and 2012, respectively, and $(230) million and $63 million for the nine months ended September 30, 2013 and 2012, respectively.
[3]	Amounts are net of provision for income taxes of $2 million and $8 million for the quarters ended September 30, 2013 and 2012, respectively, and $13 million and $18 million for the nine months ended September 30, 2013 and 2012, respectively.

Introduction_and_Basis_of_Pres

Introduction and Basis of Presentation	9 Months Ended
	Sep. 30, 2013
Introduction and Basis of Presentation [Abstract]	'
Introduction And Basis Of Presentation	'
	1.        Introduction and Basis of Presentation.
	The Company.    Morgan Stanley, a financial holding company, is a global financial services firm that maintains significant market positions in each of its business segments—Institutional Securities, Wealth Management and Investment Management. The Company, through its subsidiaries and affiliates, provides a wide variety of products and services to a large and diversified group of clients and customers, including corporations, governments, financial institutions and individuals. Unless the context otherwise requires, the terms “Morgan Stanley” or the “Company” mean Morgan Stanley (the “Parent”) together with its consolidated subsidiaries.
	Effective with the quarter ended June 30, 2013, the Global Wealth Management Group and Asset Management business segments were re-titled Wealth Management and Investment Management, respectively.
	A summary of the activities of each of the Company's business segments is as follows:
	Institutional Securities provides financial advisory and capital raising services, including advice on mergers and acquisitions, restructurings, real estate and project finance; corporate lending; sales, trading, financing and market-making activities in equity and fixed income securities and related products, including foreign exchange and commodities; and investment activities.
	Wealth Management provides brokerage and investment advisory services to individual investors and small-to-medium sized businesses and institutions covering various investment alternatives; financial and wealth planning services; annuity and other insurance products; credit and other lending products; cash management services; retirement services; and trust and fiduciary services and engages in fixed income trading, which primarily facilitates clients' trading or investments in such securities.
	Investment Management provides a broad array of investment strategies that span the risk/return spectrum across geographies, asset classes and public and private markets to a diverse group of clients across the institutional and intermediary channels as well as high net worth clients.
	Discontinued Operations.
	Quilter. On April 2, 2012, the Company completed the sale of Quilter & Co. Ltd. (“Quilter”), its retail wealth management business in the United Kingdom (“U.K.”). The results of Quilter are reported as discontinued operations within the Wealth Management business segment for all periods presented.
	Saxon. On October 24, 2011, the Company announced that it had reached an agreement to sell Saxon, a provider of servicing and subservicing of residential mortgage loans, to Ocwen Financial Corporation. The transaction, which was restructured as a sale of Saxon's assets during the first quarter of 2012, was substantially completed in the second quarter of 2012. The results of Saxon are reported as discontinued operations within the Institutional Securities business segment for all periods presented.
	Prior period amounts have been recast for discontinued operations. See Note 21 for additional information on discontinued operations.
	Basis of Financial Information.    The condensed consolidated financial statements are prepared in accordance with accounting principles generally accepted in the United States of America (“U.S.”), which require the Company to make estimates and assumptions regarding the valuations of certain financial instruments, the valuation of goodwill and intangible assets, compensation, deferred tax assets, the outcome of litigation and tax matters, and other matters that affect the condensed consolidated financial statements and related disclosures. The Company believes that the estimates utilized in the preparation of the condensed consolidated financial statements are prudent and reasonable. Actual results could differ materially from these estimates.
	Intercompany balances and transactions have been eliminated.
	In the quarter ended March 31, 2013, the Company renamed “Principal transactions—Trading” revenues as “Trading” revenues and “Principal transactions—Investments” revenues as “Investments” revenues in the condensed consolidated statements of income, and “Financial instruments owned” as “Trading assets,” “Financial instruments sold, not yet purchased” as “Trading liabilities,” “Receivables” as “Customer and other receivables” and “Payables” as “Customer and other payables” in the condensed consolidated statements of financial condition.
	The condensed consolidated financial statements should be read in conjunction with the Company's consolidated financial statements and notes thereto included in the Company's Annual Report on Form 10-K for the year ended December 31, 2012 (the “Form 10-K”). The condensed consolidated financial statements reflect all adjustments of a normal recurring nature that are, in the opinion of management, necessary for the fair presentation of the results for the interim period. The results of operations for interim periods are not necessarily indicative of results for the entire year.
	Consolidation.    The condensed consolidated financial statements include the accounts of the Company, its wholly owned subsidiaries and other entities in which the Company has a controlling financial interest, including certain variable interest entities (“VIE”) (see Note 7). For consolidated subsidiaries that are less than wholly owned, the third-party holdings of equity interests are referred to as noncontrolling interests. The portion of net income attributable to noncontrolling interests for such subsidiaries is presented as either Net income (loss) applicable to redeemable noncontrolling interests or Net income (loss) applicable to nonredeemable noncontrolling interests in the condensed consolidated statements of income. The portion of the shareholders' equity of such subsidiaries that is redeemable is presented as Redeemable noncontrolling interests outside of the equity section in the condensed consolidated statements of financial condition. The portion of the shareholders' equity of such subsidiaries that is nonredeemable is presented as Nonredeemable noncontrolling interests, a component of total equity, in the condensed consolidated statements of financial condition.
	For entities where (1) the total equity investment at risk is sufficient to enable the entity to finance its activities without additional support and (2) the equity holders bear the economic residual risks and returns of the entity and have the power to direct the activities of the entity that most significantly affect its economic performance, the Company consolidates those entities it controls either through a majority voting interest or otherwise. For VIEs (i.e., entities that do not meet these criteria), the Company consolidates those entities where the Company has the power to make the decisions that most significantly affect the economic performance of the VIE and has the obligation to absorb losses or the right to receive benefits that could potentially be significant to the VIE, except for certain VIEs that are money market funds, investment companies or are entities qualifying for accounting purposes as investment companies. Generally, the Company consolidates those entities when it absorbs a majority of the expected losses or a majority of the expected residual returns, or both, of the entities.
	For investments in entities in which the Company does not have a controlling financial interest but has significant influence over operating and financial decisions, the Company generally applies the equity method of accounting with net gains and losses recorded within Other revenues. Where the Company has elected to measure certain eligible investments at fair value in accordance with the fair value option, net gains and losses are recorded within Investments revenues (see Note 4).
	Equity and partnership interests held by entities qualifying for accounting purposes as investment companies are carried at fair value.
	The Company's significant regulated U.S. and international subsidiaries include Morgan Stanley & Co. LLC (“MS&Co.”), Morgan Stanley Smith Barney LLC (“MSSB LLC”), Morgan Stanley & Co. International plc (“MSIP”), Morgan Stanley MUFG Securities Co., Ltd. (“MSMS”), Morgan Stanley Bank, N.A. (“MSBNA”) and Morgan Stanley Private Bank, National Association (“MSPBNA”).
	Income Statement Presentation.    The Company, through its subsidiaries and affiliates, provides a wide variety of products and services to a large and diversified group of clients and customers, including corporations, governments, financial institutions and individuals. In connection with the delivery of the various products and services to clients, the Company manages its revenues and related expenses in the aggregate. As such, when assessing the performance of its businesses, primarily in its Institutional Securities business segment, the Company considers its trading, investment banking, commissions and fees and interest income, along with the associated interest expense, as one integrated activity.

Significant_Accounting_Policie

Significant Accounting Policies	9 Months Ended
	Sep. 30, 2013
Summary of Significant Accounting Policies [Abstract]	'
Significant Accounting Policies	'
	2.       Significant Accounting Policies.
	For a detailed discussion about the Company's significant accounting policies, see Note 2 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K.
	During the nine months ended September 30, 2013, no updates were made to the Company's significant accounting policies.
	Condensed Consolidated Statements of Cash Flows.
	For purposes of the condensed consolidated statements of cash flows, cash and cash equivalents consist of Cash and due from banks and Interest bearing deposits with banks, which are highly liquid investments with original maturities of three months or less, held for investment purposes, and readily convertible to known amounts of cash.
	In the nine months ended September 30, 2012, the Company's significant non-cash activities included approximately $1.1 billion of net assets received from Citigroup, Inc. (“Citi”) related to Citi's required equity contribution in connection with the Morgan Stanley Smith Barney Holdings LLC (“Wealth Management JV”) platform integration (see Notes 3 and 14).
	Accounting Developments.
	Disclosures about Offsetting Assets and Liabilities. In January 2013, the Financial Accounting Standards Board (the “FASB”) issued an accounting update that clarified the intended scope of the new balance sheet offsetting disclosures to derivatives, repurchase agreements, and securities lending transactions to the extent that they are either offset in the financial statements or subject to an enforceable master netting arrangement or similar agreement. These disclosure requirements became effective for the Company beginning on January 1, 2013. Since these amended principles require only additional disclosures concerning offsetting and related arrangements, adoption has not affected the Company's condensed consolidated statements of income or financial condition (see Notes 6 and 11).
	Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income. In February 2013, the FASB issued an accounting update that created new disclosure requirements requiring entities to report the effect of significant reclassifications out of accumulated other comprehensive income on the respective line items in net income if the amount being reclassified is required under U.S. generally accepted accounting principles (“GAAP”) to be reclassified in its entirety to net income. The disclosure requirements became effective for the Company beginning on January 1, 2013. Since these amended principles require only additional disclosures concerning amounts reclassified out of accumulated other comprehensive income, adoption has not affected the Company's condensed consolidated statements of comprehensive income or notes to the condensed consolidated financial statements (see Note 14).
	Inclusion of the Fed Funds Effective Swap Rate (or Overnight Index Swap Rate) as a Benchmark Interest Rate for Hedge Accounting Purposes. In July 2013, the FASB issued an accounting update that included amendments permitting the Fed Funds Effective Swap Rate to be used as a U.S. benchmark interest rate for hedge accounting purposes, in addition to interest rates on direct Treasury obligations of the U.S. government and the London Interbank Offered Rate (“LIBOR”). The amendments also removed the restriction on using different benchmark rates for similar hedges. The amendments became effective for the Company for qualifying new or redesignated hedging relationships entered into on or after July 17, 2013. The adoption of this accounting guidance did not have a material impact on the Company's condensed consolidated financial statements.

Morgan_Stanley_Smith_Barney_Ho

Morgan Stanley Smith Barney Holdings LLC.	9 Months Ended
	Sep. 30, 2013
Equity Method Investments and Joint Ventures [Abstract]	'
Wealth Management Joint Venture Disclosures	'
	3.       Morgan Stanley Smith Barney Holdings LLC.
	On May 31, 2009, the Company and Citi consummated the combination of each institution's respective wealth management business. The combined businesses operated as the Wealth Management JV through June 2013.
	Prior to September 2012, the Company owned 51% and Citi owned 49% of the Wealth Management JV. On September 17, 2012, the Company purchased an additional 14% stake in the Wealth Management JV from Citi for $1.89 billion, increasing the Company's interest from 51% to 65%. In addition, in September 2012, the terms of the Wealth Management JV agreement regarding the purchase of the remaining 35% interest were amended, which resulted in a reclassification of approximately $4.3 billion from nonredeemable noncontrolling interests to redeemable noncontrolling interests during the third quarter of 2012. Prior to September 17, 2012, Citi's results related to its 49% interest were reported in net income (loss) applicable to nonredeemable noncontrolling interests in the condensed consolidated statements of income. Subsequent to the purchase of the additional 14% stake, Citi's results related to its 35% interest were reported in net income (loss) applicable to redeemable noncontrolling interests in the condensed consolidated statements of income. In connection with the Company's acquisition of the additional 14% stake in the Wealth Management JV and pursuant to an amended deposit sweep agreement between Citi and the Company, in October 2012 $5.4 billion of deposits held by Citi relating to customer accounts were transferred to the Company's depository institutions at no premium based on a valuation agreement reached between Citi and the Company, and as such were no longer swept to Citi.
	In June 2013, the Company received final regulatory approval to acquire the remaining 35% stake in the Wealth Management JV. On June 28, 2013, the Company purchased the remaining 35% interest for $4.725 billion, increasing the Company's interest from 65% to 100%. The Company recorded a negative adjustment to retained earnings of approximately $151 million (net of tax) to reflect the difference between the purchase price for the 35% interest in the Wealth Management JV and its carrying value. This adjustment negatively impacted the calculation of basic and diluted earnings per share for the nine months ended September 30, 2013 (see Note 15).
	Additionally, in conjunction with the purchase of the remaining 35% interest, in June 2013 the Company redeemed all of the Class A Preferred Interests in the Wealth Management JV owned by Citi and its affiliates for approximately $2.028 billion and repaid to Citi $880 million in senior debt.
	Concurrent with the acquisition of the remaining 35% stake in the Wealth Management JV, the deposit sweep agreement between Citi and the Company was terminated. During the quarter ended September 30, 2013, approximately $21 billion of deposits held by Citi relating to customer accounts were transferred to the Company's depository institutions. At September 30, 2013, approximately $35 billion of deposits will be transferred to the Company's depository institutions on an agreed upon basis through June 2015 (see Note 22).

Fair_Value_Disclosures

Fair Value Disclosures	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures	'
Fair Value Disclosures	'
	4.              Fair Value Disclosures.
	Fair Value Measurements.
	A description of the valuation techniques applied to the Company's major categories of assets and liabilities measured at fair value on a recurring basis follows.
	Trading Assets and Trading Liabilities.
	U.S. Government and Agency Securities.
	•       U.S. Treasury Securities.    U.S. Treasury securities are valued using quoted market prices. Valuation adjustments are not applied. Accordingly, U.S. Treasury securities are generally categorized in Level 1 of the fair value hierarchy.
	•        U.S. Agency Securities.    U.S. agency securities are composed of three main categories consisting of agency-issued debt, agency mortgage pass-through pool securities and collateralized mortgage obligations. Non-callable agency-issued debt securities are generally valued using quoted market prices. Callable agency-issued debt securities are valued by benchmarking model-derived prices to quoted market prices and trade data for identical or comparable securities. The fair value of agency mortgage pass-through pool securities is model-driven based on spreads of the comparable To-be-announced (“TBA”) security. Collateralized mortgage obligations are valued using quoted market prices and trade data adjusted by subsequent changes in related indices for identical or comparable securities. Actively traded non-callable agency-issued debt securities are generally categorized in Level 1 of the fair value hierarchy. Callable agency-issued debt securities, agency mortgage pass-through pool securities and collateralized mortgage obligations are generally categorized in Level 2 of the fair value hierarchy.
	Other Sovereign Government Obligations.
	•       Foreign sovereign government obligations are valued using quoted prices in active markets when available. These bonds are generally categorized in Level 1 of the fair value hierarchy. If the market is less active or prices are dispersed, these bonds are categorized in Level 2 of the fair value hierarchy.
	Corporate and Other Debt.
	•       State and Municipal Securities.    The fair value of state and municipal securities is determined using recently executed transactions, market price quotations and pricing models that factor in, where applicable, interest rates, bond or credit default swap spreads and volatility. These bonds are generally categorized in Level 2 of the fair value hierarchy.
	•       Residential Mortgage-Backed Securities (“RMBS”), Commercial Mortgage-Backed Securities (“CMBS”) and other Asset-Backed Securities (“ABS”).    RMBS, CMBS and other ABS may be valued based on price or spread data obtained from observed transactions or independent external parties such as vendors or brokers. When position-specific external price data are not observable, the fair value determination may require benchmarking to similar instruments and/or analyzing expected credit losses, default and recovery rates, and/or applying discounted cash flow techniques. In evaluating the fair value of each security, the Company considers security collateral-specific attributes, including payment priority, credit enhancement levels, type of collateral, delinquency rates and loss severity. In addition, for RMBS borrowers, Fair Isaac Corporation (“FICO”) scores and the level of documentation for the loan are also considered. Market standard models, such as Intex, Trepp or others, may be deployed to model the specific collateral composition and cash flow structure of each transaction. Key inputs to these models are market spreads, forecasted credit losses, default and prepayment rates for each asset category. Valuation levels of RMBS and CMBS indices are also used as an additional data point for benchmarking purposes or to price outright index positions.
	RMBS, CMBS and other ABS are generally categorized in Level 2 of the fair value hierarchy. If external prices or significant spread inputs are unobservable or if the comparability assessment involves significant subjectivity related to property type differences, cash flows, performance and other inputs, then RMBS, CMBS and other ABS are categorized in Level 3 of the fair value hierarchy.
	•       Corporate Bonds.    The fair value of corporate bonds is determined using recently executed transactions, market price quotations (where observable), bond spreads, credit default swap spreads, at the money volatility and/or volatility skew obtained from independent external parties such as vendors and brokers adjusted for any basis difference between cash and derivative instruments. The spread data used are for the same maturity as the bond. If the spread data do not reference the issuer, then data that reference a comparable issuer are used. When position-specific external price data are not observable, fair value is determined based on either benchmarking to similar instruments or cash flow models with yield curves, bond or single-name credit default swap spreads and recovery rates as significant inputs. Corporate bonds are generally categorized in Level 2 of the fair value hierarchy; in instances where prices, spreads or any of the other aforementioned key inputs are unobservable, they are categorized in Level 3 of the fair value hierarchy.
	•       Collateralized Debt Obligation (“CDO”).    The Company holds cash CDOs that typically reference a tranche of an underlying synthetic portfolio of single name credit default swaps collateralized by corporate bonds (“credit-linked notes”) or cash portfolio of asset-backed securities (“asset-backed CDOs”). Credit correlation, a primary input used to determine the fair value of credit-linked notes, is usually unobservable and derived using a benchmarking technique. The other credit-linked note model inputs such as credit spreads, including collateral spreads, and interest rates are typically observable. Asset-backed CDOs are valued based on an evaluation of the market and model input parameters sourced from similar positions as indicated by primary and secondary market activity. Each asset-backed CDO position is evaluated independently taking into consideration available comparable market levels, underlying collateral performance and pricing, and deal structures, as well as liquidity. Cash CDOs are categorized in Level 2 of the fair value hierarchy when either the credit correlation input is insignificant or comparable market transactions are observable. In instances where the credit correlation input is deemed to be significant or comparable market transactions are unobservable, cash CDOs are categorized in Level 3 of the fair value hierarchy.
	•       Corporate Loans and Lending Commitments.    The fair value of corporate loans is determined using recently executed transactions, market price quotations (where observable), implied yields from comparable debt, and market observable credit default swap spread levels obtained from independent external parties such as vendors and brokers adjusted for any basis difference between cash and derivative instruments, along with proprietary valuation models and default recovery analysis where such transactions and quotations are unobservable. The fair value of contingent corporate lending commitments is determined by using executed transactions on comparable loans and the anticipated market price based on pricing indications from syndicate banks and customers. The valuation of loans and lending commitments also takes into account fee income that is considered an attribute of the contract. Corporate loans and lending commitments are categorized in Level 2 of the fair value hierarchy except in instances where prices or significant spread inputs are unobservable, in which case they are categorized in Level 3 of the fair value hierarchy.
	•       Mortgage Loans.    Mortgage loans are valued using observable prices based on transactional data or third-party pricing for identical or comparable instruments, when available. Where position-specific external prices are not observable, the Company estimates fair value based on benchmarking to prices and rates observed in the primary market for similar loan or borrower types or based on the present value of expected future cash flows using its best estimates of the key assumptions, including forecasted credit losses, prepayment rates, forward yield curves and discount rates commensurate with the risks involved or a methodology that utilizes the capital structure and credit spreads of recent comparable securitization transactions. Mortgage loans valued based on observable market data for identical or comparable instruments are categorized in Level 2 of the fair value hierarchy. Where observable prices are not available, due to the subjectivity involved in the comparability assessment related to mortgage loan vintage, geographical concentration, prepayment speed and projected loss assumptions, mortgage loans are categorized in Level 3 of the fair value hierarchy. Mortgage loans are presented within Loans and lending commitments in the fair value hierarchy table.
	•       Auction Rate Securities (“ARS”).    The Company primarily holds investments in Student Loan Auction Rate Securities (“SLARS”) and Municipal Auction Rate Securities (“MARS”) with interest rates that are reset through periodic auctions. SLARS are ABS backed by pools of student loans. MARS are municipal bonds often wrapped by municipal bond insurance. ARS were historically traded and valued as floating rate notes, priced at par due to the auction mechanism. Beginning in fiscal 2008, uncertainties in the credit markets have resulted in auctions failing for certain types of ARS. Once the auctions failed, ARS could no longer be valued using observations of auction market prices. Accordingly, the fair value of ARS is determined using independent external market data where available and an internally developed methodology to discount for the lack of liquidity and non-performance risk.
	Inputs that impact the valuation of SLARS are independent external market data, the underlying collateral types, level of seniority in the capital structure, amount of leverage in each structure, credit rating and liquidity considerations. Inputs that impact the valuation of MARS are recently executed transactions, the maximum rate, quality of underlying issuers/insurers and evidence of issuer calls/prepayment. ARS are generally categorized in Level 2 of the fair value hierarchy as the valuation technique relies on observable external data. SLARS and MARS are presented within Asset-backed securities and State and municipal securities, respectively, in the fair value hierarchy table.
	Corporate Equities.
	•       Exchange-Traded Equity Securities.    Exchange-traded equity securities are generally valued based on quoted prices from the exchange. To the extent these securities are actively traded, valuation adjustments are not applied, and they are categorized in Level 1 of the fair value hierarchy; otherwise, they are categorized in Level 2 or Level 3 of the fair value hierarchy.
	•       Unlisted Equity Securities.    Unlisted equity securities are valued based on an assessment of each underlying security, considering rounds of financing and third-party transactions, discounted cash flow analyses and market-based information, including comparable company transactions, trading multiples and changes in market outlook, among other factors. These securities are generally categorized in Level 3 of the fair value hierarchy.
	•       Fund Units. Listed fund units are generally marked to the exchange-traded price or net asset value (“NAV”) and are categorized in Level 1 of the fair value hierarchy if actively traded on an exchange or in Level 2 of the fair value hierarchy if trading is not active. Unlisted fund units are generally marked to NAV and categorized as Level 2; however, positions which are not redeemable at the measurement date or in the near future are categorized in Level 3 of the fair value hierarchy.
	Derivative and Other Contracts.
	•       Listed Derivative Contracts.    Listed derivatives that are actively traded are valued based on quoted prices from the exchange and are categorized in Level 1 of the fair value hierarchy. Listed derivatives that are not actively traded are valued using the same approaches as those applied to over-the-counter (“OTC”) derivatives; they are generally categorized in Level 2 of the fair value hierarchy.
	•       OTC Derivative Contracts.    OTC derivative contracts include forward, swap and option contracts related to interest rates, foreign currencies, credit standing of reference entities, equity prices or commodity prices.
	Depending on the product and the terms of the transaction, the fair value of OTC derivative products can be either observed or modeled using a series of techniques and model inputs from comparable benchmarks, including closed-form analytic formulas, such as the Black-Scholes option-pricing model, and simulation models or a combination thereof. Many pricing models do not entail material subjectivity because the methodologies employed do not necessitate significant judgment, and the pricing inputs are observed from actively quoted markets, as is the case for generic interest rate swaps, certain option contracts and certain credit default swaps. In the case of more established derivative products, the pricing models used by the Company are widely accepted by the financial services industry. A substantial majority of OTC derivative products valued by the Company using pricing models fall into this category and are categorized in Level 2 of the fair value hierarchy.
	Other derivative products, including complex products that have become illiquid, require more judgment in the implementation of the valuation technique applied due to the complexity of the valuation assumptions and the reduced observability of inputs. This includes certain types of interest rate derivatives with both volatility and correlation exposure and credit derivatives including credit default swaps on certain mortgage-backed or asset-backed securities, basket credit default swaps and CDO-squared positions (a CDO-squared position is a special purpose vehicle that issues interests, or tranches, that are backed by tranches issued by other CDOs) where direct trading activity or quotes are unobservable. These instruments involve significant unobservable inputs and are categorized in Level 3 of the fair value hierarchy.
	Derivative interests in credit default swaps on certain mortgage-backed or asset-backed securities, for which observability of external price data is limited, are valued based on an evaluation of the market and model input parameters sourced from similar positions as indicated by primary and secondary market activity. Each position is evaluated independently taking into consideration available comparable market levels as well as cash-synthetic basis, or the underlying collateral performance and pricing, behavior of the tranche under various cumulative loss and prepayment scenarios, deal structures (e.g., non-amortizing reference obligations, call features, etc.) and liquidity. While these factors may be supported by historical and actual external observations, the determination of their value as it relates to specific positions nevertheless requires significant judgment.
	For basket credit default swaps and CDO-squared positions, the correlation input between reference credits is unobservable for each specific swap or position and is benchmarked to standardized proxy baskets for which correlation data are available. The other model inputs such as credit spread, interest rates and recovery rates are observable. In instances where the correlation input is deemed to be significant, these instruments are categorized in Level 3 of the fair value hierarchy; otherwise, these instruments are categorized in Level 2 of the fair value hierarchy.
	The Company trades various derivative structures with commodity underlyings. Depending on the type of structure, the model inputs generally include interest rate yield curves, commodity underlier price curves, implied volatility of the underlying commodities and, in some cases, the implied correlation between these inputs. The fair value of these products is determined using executed trades and broker and consensus data to provide values for the aforementioned inputs. Where these inputs are unobservable, relationships to observable commodities and data points, based on historic and/or implied observations, are employed as a technique to estimate the model input values. Commodity derivatives are generally categorized in Level 2 of the fair value hierarchy; in instances where significant inputs are unobservable, they are categorized in Level 3 of the fair value hierarchy.
	For further information on derivative instruments and hedging activities, see Note 11.
	Investments.
	•       The Company's investments include direct investments in equity securities as well as investments in private equity funds, real estate funds and hedge funds, which include investments made in connection with certain employee deferred compensation plans. Direct investments are presented in the fair value hierarchy table as Principal investments and Other. Initially, the transaction price is generally considered by the Company as the exit price and is the Company's best estimate of fair value.
	After initial recognition, in determining the fair value of non-exchange-traded internally and externally managed funds, the Company generally considers the NAV of the fund provided by the fund manager to be the best estimate of fair value. For non-exchange-traded investments either held directly or held within internally managed funds, fair value after initial recognition is based on an assessment of each underlying investment, considering rounds of financing and third-party transactions, discounted cash flow analyses and market-based information, including comparable company transactions, trading multiples and changes in market outlook, among other factors. Exchange-traded direct equity investments are generally valued based on quoted prices from the exchange.
	Exchange-traded direct equity investments that are actively traded are categorized in Level 1 of the fair value hierarchy. Non-exchange-traded direct equity investments and investments in private equity and real estate funds are generally categorized in Level 3 of the fair value hierarchy. Investments in hedge funds that are redeemable at the measurement date or in the near future are categorized in Level 2 of the fair value hierarchy; otherwise, they are categorized in Level 3 of the fair value hierarchy.
	Physical Commodities.
	•       The Company trades various physical commodities, including crude oil and refined products, natural gas, base and precious metals, and agricultural products. Fair value for physical commodities is determined using observable inputs, including broker quotations and published indices. Physical commodities are categorized in Level 2 of the fair value hierarchy; in instances where significant inputs are unobservable, they are categorized in Level 3 of the fair value hierarchy.
	Securities Available for Sale.
	•       Securities available for sale are composed of U.S. government and agency securities (e.g., U.S. Treasury securities, agency-issued debt, agency mortgage pass-through securities and collateralized mortgage obligations), CMBS, Federal Family Education Loan Program (“FFELP”) student loan asset-backed securities, auto loan asset-backed securities, corporate bonds and equity securities. Actively traded U.S. Treasury securities, non-callable agency-issued debt securities and equity securities are generally categorized in Level 1 of the fair value hierarchy. Callable agency-issued debt securities, agency mortgage pass-through securities, collateralized mortgage obligations, CMBS, FFELP student loan asset-backed securities, auto loan asset-backed securities and corporate bonds are generally categorized in Level 2 of the fair value hierarchy. For further information on securities available for sale, see Note 5.
	Deposits.
	•       Time Deposits.    The fair value of certificates of deposit is determined using third-party quotations. These deposits are generally categorized in Level 2 of the fair value hierarchy.
	Commercial Paper and Other Short-Term Borrowings/Long-Term Borrowings.
	•       Structured Notes.    The Company issues structured notes that have coupon or repayment terms linked to the performance of debt or equity securities, indices, currencies or commodities. Fair value of structured notes is determined using valuation models for the derivative and debt portions of the notes. These models incorporate observable inputs referencing identical or comparable securities, including prices to which the notes are linked, interest rate yield curves, option volatility and currency, commodity or equity prices. Independent, external and traded prices for the notes are considered as well. The impact of the Company's own credit spreads is also included based on the Company's observed secondary bond market spreads. Most structured notes are categorized in Level 2 of the fair value hierarchy.
	Securities Purchased under Agreements to Resell and Securities Sold under Agreements to Repurchase.
	•       The fair value of a reverse repurchase agreement or repurchase agreement is computed using a standard cash flow discounting methodology. The inputs to the valuation include contractual cash flows and collateral funding spreads, which are estimated using various benchmarks, interest rate yield curves and option volatilities. In instances where the unobservable inputs are deemed significant, reverse repurchase agreements and repurchase agreements are categorized in Level 3 of the fair value hierarchy; otherwise, they are categorized in Level 2 of the fair value hierarchy.
	The following fair value hierarchy tables present information about the Company's assets and liabilities measured at fair value on a recurring basis at September 30, 2013 and December 31, 2012.
	Assets and Liabilities Measured at Fair Value on a Recurring Basis at September 30, 2013.
					Quoted Prices in Active Markets for Identical Assets (Level 1)			Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Counterparty and Cash Collateral Netting		Balance at September 30, 2013
						(dollars in millions)
	Assets at Fair Value
	Trading assets:
		U.S. government and agency securities:
			U.S. Treasury securities		$	38,453	$	8	$	—	$	—	$	38,461
			U.S. agency securities			2,030		21,381		—		—		23,411
				Total U.S. government and agency securities		40,483		21,389		—		—		61,872
		Other sovereign government obligations				24,605		7,076		2		—		31,683
		Corporate and other debt:
			State and municipal securities			—		1,580		—		—		1,580
			Residential mortgage-backed securities			—		2,525		90		—		2,615
			Commercial mortgage-backed securities			—		1,343		150		—		1,493
			Asset-backed securities			—		875		99		—		974
			Corporate bonds			—		16,862		537		—		17,399
		Collateralized debt obligations			—		263		1,380		—		1,643
		Loans and lending commitments			—		9,364		4,098		—		13,462
		Other debt			—		5,669		21		—		5,690
			Total corporate and other debt		—		38,481		6,375		—		44,856
	Corporate equities(1)				86,385		1,199		243		—		87,827
	Derivative and other contracts:
		Interest rate contracts			2,129		585,689		2,880		—		590,698
		Credit contracts			—		46,729		2,942		—		49,671
		Foreign exchange contracts			21		55,992		129		—		56,142
		Equity contracts			1,254		53,406		1,448		—		56,108
		Commodity contracts			2,886		12,197		2,264		—		17,347
		Other			—		36		—		—		36
		Netting(2)			-5,321		-664,134		-5,657		-59,452		-734,564
			Total derivative and other contracts		969		89,915		4,006		-59,452		35,438
	Investments:
		Private equity funds			—		1		2,449		—		2,450
		Real estate funds			—		6		1,523		—		1,529
		Hedge funds			—		373		431		—		804
		Principal investments			29		672		2,338		—		3,039
		Other			187		71		494		—		752
			Total investments		216		1,123		7,235		—		8,574
	Physical commodities				—		3,408		—		—		3,408
		Total trading assets			152,658		162,591		17,861		-59,452		273,658
Securities available for sale					19,854		27,012		—		—		46,866
Securities received as collateral					15,981		61		—		—		16,042
Federal funds sold and securities purchased
	under agreements to resell				—		868		—		—		868
Intangible assets(3)					—		—		8		—		8
Total assets measured at fair value				$	188,493	$	190,532	$	17,869	$	-59,452	$	337,442
Liabilities at Fair Value
Deposits				$	—	$	1,411	$	—	$	—	$	1,411
Commercial paper and other short-term borrowings					—		1,620		3		—		1,623
Trading liabilities:
	U.S. government and agency securities:
		U.S. Treasury securities			16,432		—		—		—		16,432
		U.S. agency securities			3,041		127		—		—		3,168
			Total U.S. government and agency securities		19,473		127		—		—		19,600
	Other sovereign government obligations				21,468		2,375		—		—		23,843
	Corporate and other debt:
		State and municipal securities			—		32		—		—		32
		Residential mortgage-backed securities			—		—		4		—		4
		Commercial mortgage-backed securities			—		4		—		—		4
		Corporate bonds			—		8,191		5		—		8,196
		Collateralized debt obligations			—		6		—		—		6
		Unfunded lending commitments			—		154		4		—		158
		Other debt			—		277		9		—		286
			Total corporate and other debt		—		8,664		22		—		8,686
	Corporate equities(1)				31,842		496		10		—		32,348
	Derivative and other contracts:
		Interest rate contracts			2,527		560,796		2,570		—		565,893
		Credit contracts			—		45,344		2,232		—		47,576
		Foreign exchange contracts			9		56,668		164		—		56,841
		Equity contracts			893		59,261		3,079		—		63,233
		Commodity contracts			3,236		12,505		1,409		—		17,150
		Other			—		203		1		—		204
		Netting(2)			-5,321		-664,134		-5,657		-37,617		-712,729
			Total derivative and other contracts		1,344		70,643		3,798		-37,617		38,168
		Total trading liabilities			74,127		82,305		3,830		-37,617		122,645
Obligation to return securities received as collateral					20,829		70		—		—		20,899
Securities sold under agreements to repurchase					—		404		150		—		554
Other secured financings					—		5,885		260		—		6,145
Long-term borrowings					—		34,406		2,313		—		36,719
Total liabilities measured at fair value				$	94,956	$	126,101	$	6,556	$	-37,617	$	189,996
_____________
(1)       The Company holds or sells short for trading purposes equity securities issued by entities in diverse industries and of varying size.
(2)       For positions with the same counterparty that cross over the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled “Counterparty and Cash Collateral Netting.” For contracts with the same counterparty, counterparty netting among positions classified within the same level is included within that level. For further information on derivative instruments and hedging activities, see Note 11.
(3)       Amount represents mortgage servicing rights (“MSR”) accounted for at fair value. See Note 7 for further information on MSRs.
Transfers Between Level 1 and Level 2 During the Quarter and Nine Months Ended September 30, 2013.
For assets and liabilities that were transferred between Level 1 and Level 2 during the period, fair values are ascribed as if the assets or liabilities had been transferred as of the beginning of the period.
In the quarter and nine months ended September 30, 2013, there were no material transfers between Level 1 and Level 2.
Assets and Liabilities Measured at Fair Value on a Recurring Basis at December 31, 2012.
				Quoted Prices in Active Markets for Identical Assets (Level 1)			Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Counterparty and Cash Collateral Netting		Balance at December 31, 2012
					(dollars in millions)
Assets at Fair Value
Trading assets:
	U.S. government and agency securities:
		U.S. Treasury securities		$	24,662	$	14	$	—	$	—	$	24,676
		U.S. agency securities			1,451		27,888		—		—		29,339
			Total U.S. government and agency securities		26,113		27,902		—		—		54,015
	Other sovereign government obligations				37,669		5,487		6		—		43,162
	Corporate and other debt:
		State and municipal securities			—		1,558		—		—		1,558
		Residential mortgage-backed securities			—		1,439		45		—		1,484
		Commercial mortgage-backed securities			—		1,347		232		—		1,579
		Asset-backed securities			—		915		109		—		1,024
		Corporate bonds			—		18,403		660		—		19,063
		Collateralized debt obligations			—		685		1,951		—		2,636
		Loans and lending commitments			—		12,617		4,694		—		17,311
		Other debt			—		4,457		45		—		4,502
			Total corporate and other debt		—		41,421		7,736		—		49,157
	Corporate equities(1)				68,072		1,067		288		—		69,427
	Derivative and other contracts:
		Interest rate contracts			446		819,581		3,774		—		823,801
		Credit contracts			—		63,234		5,033		—		68,267
		Foreign exchange contracts			34		52,729		31		—		52,794
		Equity contracts			760		37,074		766		—		38,600
		Commodity contracts			4,082		14,256		2,308		—		20,646
		Other			—		143		—		—		143
		Netting(2)			-4,740		-883,733		-6,947		-72,634		-968,054
			Total derivative and other contracts		582		103,284		4,965		-72,634		36,197
	Investments:
		Private equity funds			—		—		2,179		—		2,179
		Real estate funds			—		6		1,370		—		1,376
		Hedge funds			—		382		552		—		934
		Principal investments			185		83		2,833		—		3,101
		Other			199		71		486		—		756
			Total investments		384		542		7,420		—		8,346
	Physical commodities				—		7,299		—		—		7,299
		Total trading assets			132,820		187,002		20,415		-72,634		267,603
Securities available for sale					14,466		25,403		—		—		39,869
Securities received as collateral					14,232		46		—		—		14,278
Federal funds sold and securities purchased under
	agreements to resell				—		621		—		—		621
Intangible assets(3)					—		—		7		—		7
Total assets measured at fair value				$	161,518	$	213,072	$	20,422	$	-72,634	$	322,378
Liabilities at Fair Value
Deposits				$	—	$	1,485	$	—	$	—	$	1,485
Commercial paper and other short-term borrowings					—		706		19		—		725
Trading liabilities:
	U.S. government and agency securities:
		U.S. Treasury securities			20,098		21		—		—		20,119
		U.S. agency securities			1,394		107		—		—		1,501
			Total U.S. government and agency securities		21,492		128		—		—		21,620
	Other sovereign government obligations				27,583		2,031		—		—		29,614
	Corporate and other debt:
		State and municipal securities			—		47		—		—		47
		Residential mortgage-backed securities			—		—		4		—		4
		Corporate bonds			—		3,942		177		—		4,119
		Collateralized debt obligations			—		328		—		—		328
		Unfunded lending commitments			—		305		46		—		351
		Other debt			—		156		49		—		205
			Total corporate and other debt		—		4,778		276		—		5,054
	Corporate equities(1)				25,216		1,655		5		—		26,876
	Derivative and other contracts:
		Interest rate contracts			533		789,715		3,856		—		794,104
		Credit contracts			—		61,283		3,211		—		64,494
		Foreign exchange contracts			2		56,021		390		—		56,413
		Equity contracts			748		39,212		1,910		—		41,870
		Commodity contracts			4,530		15,702		1,599		—		21,831
		Other			—		54		7		—		61
		Netting(2)			-4,740		-883,733		-6,947		-46,395		-941,815
			Total derivative and other contracts		1,073		78,254		4,026		-46,395		36,958
		Total trading liabilities			75,364		86,846		4,307		-46,395		120,122
Obligation to return securities received as collateral					18,179		47		—		—		18,226
Securities sold under agreements to repurchase					—		212		151		—		363
Other secured financings					—		9,060		406		—		9,466
Long-term borrowings					—		41,255		2,789		—		44,044
Total liabilities measured at fair value				$	93,543	$	139,611	$	7,672	$	-46,395	$	194,431
_____________
(1)       The Company holds or sells short for trading purposes equity securities issued by entities in diverse industries and of varying size.
(2)       For positions with the same counterparty that cross over the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled “Counterparty and Cash Collateral Netting.” For contracts with the same counterparty, counterparty netting among positions classified within the same level is included within that level. For further information on derivative instruments and hedging activities, see Note 11.
(3)       Amount represents MSRs accounted for at fair value. See Note 7 for further information on MSRs.
Transfers Between Level 1 and Level 2 During the Quarter Ended September 30, 2012.
Trading assets—Derivative and other contracts and Trading liabilities—Derivative and other contracts.  During the quarter ended September 30, 2012, the Company reclassified approximately $1.2 billion of derivative assets and approximately $1.5 billion of derivative liabilities from Level 2 to Level 1 as these listed derivatives became actively traded and were valued based on quoted prices from the exchange. Also during the quarter ended September 30, 2012, the Company reclassified approximately $0.5 billion of derivative assets and approximately $0.5 billion of derivative liabilities from Level 1 to Level 2 as transactions in these contracts did not occur with sufficient frequency and volume to constitute an active market.
Transfers Between Level 1 and Level 2 During the Nine Months Ended September 30, 2012.
Trading assets—Derivative and other contracts and Trading liabilities—Derivative and other contracts.  During the nine months ended September 30, 2012, the Company reclassified approximately $2.7 billion of derivative assets and approximately $2.6 billion of derivative liabilities from Level 2 to Level 1 as these listed derivatives became actively traded and were valued based on quoted prices from the exchange. Also during the nine months ended September 30, 2012, the Company reclassified approximately $0.3 billion of derivative assets and approximately $0.3 billion of derivative liabilities from Level 1 to Level 2 as transactions in these contracts did not occur with sufficient frequency and volume to constitute an active market.
Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis.
The following tables present additional information about Level 3 assets and liabilities measured at fair value on a recurring basis for the quarters and nine months ended September 30, 2013 and 2012, respectively. Level 3 instruments may be hedged with instruments classified in Level 1 and Level 2. As a result, the realized and unrealized gains (losses) for assets and liabilities within the Level 3 category presented in the tables below do not reflect the related realized and unrealized gains (losses) on hedging instruments that have been classified by the Company within the Level 1 and/or Level 2 categories.
Additionally, both observable and unobservable inputs may be used to determine the fair value of positions that the Company has classified within the Level 3 category. As a result, the unrealized gains (losses) during the period for assets and liabilities within the Level 3 category presented in the tables below may include changes in fair value during the period that were attributable to both observable (e.g., changes in market interest rates) and unobservable (e.g., changes in unobservable long-dated volatilities) inputs.
For assets and liabilities that were transferred into Level 3 during the period, gains (losses) are presented as if the assets or liabilities had been transferred into Level 3 at the beginning of the period; similarly, for assets and liabilities that were transferred out of Level 3 during the period, gains (losses) are presented as if the assets or liabilities had been transferred out at the beginning of the period.
Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Quarter Ended September 30, 2013.
					Beginning Balance at June 30, 2013		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at September 30, 2013		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at September 30, 2013 (2)
					(dollars in millions)
Assets at Fair Value
Trading assets:
	Other sovereign government obligations			$	4	$	—	$	2		-4	$	—	$	—	$	—	$	2	$	—
	Corporate and other debt:
		Residential mortgage-backed securities			19		-2		72		-3		—		—		4		90		-3
		Commercial mortgage-backed securities			181		-2		39		-61		—		—		-7		150		5
		Asset-backed securities			108		—		13		-23		—		—		1		99		—
		Corporate bonds			509		43		76		-79		—		—		-12		537		36
		Collateralized debt obligations			1,333		60		269		-206		—		-55		-21		1,380		28
		Loans and lending commitments			5,243		-72		530		-112		—		-1,279		-212		4,098		-111
		Other debt			12		—		14		-5		—		—		—		21		—
			Total corporate and other debt		7,405		27		1,013		-489		—		-1,334		-247		6,375		-45
	Corporate equities				256		-25		38		-20		—		—		-6		243		-3
	Net derivative and other contracts(3):
		Interest rate contracts			16		262		4		—		-72		11		89		310		111
		Credit contracts			685		-259		41		—		-46		-146		435		710		-448
		Foreign exchange contracts			-96		6		—		—		—		61		-6		-35		6
		Equity contracts			-1,284		-309		102		—		-190		39		11		-1,631		-429
		Commodity contracts			781		45		4		—		-1		23		3		855		73
		Other			-6		—		—		—		—		5		—		-1		-2
			Total net derivative and
			other contracts		96		-255		151		—		-309		-7		532		208		-689
	Investments:
		Private equity funds			2,286		213		24		-74		—		—		—		2,449		163
		Real estate funds			1,422		159		18		-76		—		—		—		1,523		196
		Hedge funds			407		5		7		-17		—		—		29		431		5
		Principal investments			2,822		84		10		-125		—		—		-453		2,338		71
		Other			385		16		3		—		—		—		90		494		16
			Total investments		7,322		477		62		-292		—		—		-334		7,235		451
Intangible assets					9		—		—		—		—		-1		—		8		—
Liabilities at Fair Value
Commercial paper and other
	short-term borrowings			$	—	$	—	$	—	$	—	$	—	$	—	$	3	$	3	$	—
Trading liabilities:
	Corporate and other debt:
		Residential mortgage-backed securities			4		—		—		—		—		—		—		4		—
		Corporate bonds			42		-15		-64		26		—		—		-14		5		-17
		Unfunded lending commitments			8		4		—		—		—		—		—		4		4
		Other debt			11		1		-1		—		—		—		—		9		—
			Total corporate and other debt		65		-10		-65		26		—		—		-14		22		-13
	Corporate equities				16		-5		-19		8		—		—		—		10		-9
Securities sold under agreements to repurchase					148		-2		—		—		—		—		—		150		-2
Other secured financings					256		-5		—		—		—		-1		—		260		-5
Long-term borrowings					2,705		-98		—		—		188		-344		-334		2,313		-89
___________________
(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $477 million related to Trading assets—Investments, which is included in Investments revenues.
(2)       Amounts represent unrealized gains (losses) for the quarter ended September 30, 2013 related to assets and liabilities still outstanding at September 30, 2013.
(3)       Net derivative and other contracts represent Trading assets—Derivative and other contracts net of Trading liabilities—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 11.
Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Nine Months Ended September 30, 2013.
					Beginning Balance at December 31, 2012		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at September 30, 2013		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at September 30, 2013(2)
					(dollars in millions)
Assets at Fair Value
Trading assets:
	Other sovereign government obligations			$	6	$	—	$	3	$	-8	$	—	$	—	$	1	$	2	$	—
	Corporate and other debt:
		Residential mortgage-backed securities			45		29		85		-45		—		—		-24		90		8
		Commercial mortgage-backed securities			232		6		78		-166		—		—		—		150		7
		Asset-backed securities			109		1		4		-15		—		—		—		99		—
		Corporate bonds			660		64		327		-462		—		-12		-40		537		15
		Collateralized debt obligations			1,951		276		612		-1,405		—		-53		-1		1,380		118
		Loans and lending commitments			4,694		-308		1,607		-316		—		-1,838		259		4,098		-306
		Other debt			45		-3		15		-36		—		—		—		21		1
			Total corporate and other debt		7,736		65		2,728		-2,445		—		-1,903		194		6,375		-157
	Corporate equities				288		-36		142		-164		—		—		13		243		-4
	Net derivative and other contracts(3):
		Interest rate contracts			-82		237		10		—		-86		185		46		310		157
		Credit contracts			1,822		-1,133		184		—		-278		-369		484		710		-1,187
		Foreign exchange contracts			-359		117		—		—		—		215		-8		-35		106
		Equity contracts			-1,144		-293		123		-1		-232		-156		72		-1,631		-369
		Commodity contracts			709		90		40		—		-19		36		-1		855		124
		Other			-7		-4		—		—		—		10		—		-1		-6
			Total net derivative and
			other contracts		939		-986		357		-1		-615		-79		593		208		-1,175
	Investments:
		Private equity funds			2,179		432		96		-258		—		—		—		2,449		409
		Real estate funds			1,370		287		61		-195		—		—		—		1,523		402
		Hedge funds			552		5		46		-154		—		—		-18		431		6
		Principal investments			2,833		96		106		-286		—		—		-411		2,338		63
		Other			486		36		3		-30		—		—		-1		494		37
			Total investments		7,420		856		312		-923		—		—		-430		7,235		917
Intangible assets					7		7		—		—		—		-6		—		8		3
Liabilities at Fair Value
Commercial paper and other
	short-term borrowings			$	19	$	—	$	—	$	—	$	—	$	-1	$	-15	$	3	$	—
Trading liabilities:
	Corporate and other debt:
		Residential mortgage-backed securities			4		—		—		—		—		—		—		4		—
		Corporate bonds			177		-5		-154		76		—		—		-99		5		-5
		Unfunded lending commitments			46		42		—		—		—		—		—		4		42
		Other debt			49		13		-31		2		—		—		2		9		6
			Total corporate and other debt		276		50		-185		78		—		—		-97		22		43
	Corporate equities				5		-1		-19		24		—		—		-1		10		-10
Securities sold under agreements to repurchase					151		1		—		—		—		—		—		150		1
Other secured financings					406		23		—		—		13		-136		—		260		16
Long-term borrowings					2,789		-87		—		—		875		-468		-970		2,313		-89
___________
(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $856 million related to Trading assets—Investments, which is included in Investments revenues.
(2)       Amounts represent unrealized gains (losses) for the nine months ended September 30, 2013 related to assets and liabilities still outstanding at September 30, 2013.
(3)       Net derivative and other contracts represent Trading assets—Derivative and other contracts net of Trading liabilities—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 11.
Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for Quarter Ended September 30, 2012.
					Beginning Balance at June 30, 2012		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at September 30, 2012		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at September 30, 2012(2)
					(dollars in millions)
Assets at Fair Value
Trading assets:
	Other sovereign government obligations			$	1	$	—	$	1	$	—	$	—	$	—	$	1	$	3	$	—
	Corporate and other debt:
		State and municipal securities			3		1		—		-2		—		—		—		2		—
		Residential mortgage-backed securities			24		1		1		-4		—		—		-2		20		-1
		Commercial mortgage-backed securities			256		13		7		-54		—		-99		3		126		8
		Asset-backed securities			9		1		—		—		—		—		—		10		1
		Corporate bonds			745		50		86		-157		—		—		33		757		51
		Collateralized debt obligations			1,457		92		569		-200		—		—		113		2,031		127
		Loans and lending commitments			7,794		183		1,098		-366		—		-674		-210		7,825		148
		Other debt			13		—		12		-2		—		—		-12		11		—
			Total corporate and other debt		10,301		341		1,773		-785		—		-773		-75		10,782		334
	Corporate equities				482		9		48		-95		—		—		-73		371		9
	Net derivative and other contracts(3):
		Interest rate contracts			-172		-282		5		—		-10		187		173		-99		-76
		Credit contracts			3,842		-791		22		—		-17		-266		-167		2,623		-870
		Foreign exchange contracts			-224		-101		—		—		—		-12		-74		-411		-102
		Equity contracts			-1,173		-2		126		-12		-57		32		-249		-1,335		-8
		Commodity contracts			937		-84		11		—		-3		-5		-88		768		-28
		Other			-27		—		—		—		—		6		18		-3		—
			Total net derivative and other contracts		3,183		-1,260		164		-12		-87		-58		-387		1,543		-1,084
	Investments:
		Private equity funds			2,005		162		127		-48		—		—		—		2,246		153
		Real estate funds			1,326		44		20		-36		—		—		—		1,354		30
		Hedge funds			533		19		42		-46		—		—		16		564		14
		Principal investments			3,047		1		33		-50		—		—		-5		3,026		3
		Other			543		4		11		-9		—		—		-73		476		5
			Total investments		7,454		230		233		-189		—		—		-62		7,666		205
Securities received as collateral					—		—		—		—		—		—		4		4		—
Intangible assets					8		—		—		—		—		-2		—		6		—
Liabilities at Fair Value
Commercial paper and other short-term borrowings				$	2	$	—	$	—	$	—	$	—	$	—	$	12	$	14	$	—
Trading liabilities:
	Corporate and other debt:
		Residential mortgage-backed securities			4		—		—		—		—		—		—		4		—
		Corporate bonds			127		-26		-116		56		—		—		-2		91		-45
		Collateralized debt obligations			1		—		—		1		—		—		-1		1		—
		Unfunded lending commitments			51		-11		—		—		—		—		—		62		-11
		Other debt			63		2		-6		—		—		—		—		55		2
	Total corporate and other debt				246		-35		-122		57		—		—		-3		213		-54
	Corporate equities				47		26		-21		—		—		—		12		12		-3
Obligation to return securities received
	as collateral				—		—		—		—		—		—		20		20		—
Securities sold under agreements to repurchase					185		-13		—		—		—		—		—		198		-13
Other secured financings					470		-22		—		—		—		-76		—		416		-22
Long-term borrowings					2,210		-215		—		—		259		-223		-7		2,454		-231
___________
(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $230 million related to Trading assets—Investments, which is included in Investments revenues.
(2)       Amounts represent unrealized gains (losses) for the quarter ended September 30, 2012 related to assets and liabilities still outstanding at September 30, 2012.
(3)       Net derivative and other contracts represent Trading assets—Derivative and other contracts net of Trading liabilities—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 11.
Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Nine Months Ended September 30, 2012.
					Beginning Balance at December 31, 2011		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at September 30, 2012		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at September 30, 2012(2)
					(dollars in millions)
Assets at Fair Value
Trading assets:
	U.S. agency securities			$	8	$	—	$	—	$	-7	$	—	$	—	$	-1	$	—	$	—
	Other sovereign government obligations				119		—		2		-118		—		—		—		3		—
	Corporate and other debt:
		State and municipal securities			—		2		—		-3		—		—		3		2		—
		Residential mortgage-backed securities			494		-24		4		-267		—		—		-187		20		-36
		Commercial mortgage-backed securities			134		36		123		-65		—		-100		-2		126		28
		Asset-backed securities			31		1		9		-31		—		—		—		10		—
		Corporate bonds			675		8		367		-314		—		—		21		757		-1
		Collateralized debt obligations			980		193		1,215		-321		—		—		-36		2,031		147
		Loans and lending commitments			9,590		54		2,592		-2,205		—		-2,019		-187		7,825		-144
		Other debt			128		15		8		-140		—		—		—		11		9
			Total corporate and other debt		12,032		285		4,318		-3,346		—		-2,119		-388		10,782		3
	Corporate equities				417		-2		153		-184		—		—		-13		371		3
	Net derivative and other contracts(3):
		Interest rate contracts			420		-338		98		—		-15		7		-271		-99		-85
		Credit contracts			5,814		-1,733		46		—		-421		-533		-550		2,623		-2,048
		Foreign exchange contracts			43		-163		—		—		—		-142		-149		-411		-221
		Equity contracts			-1,234		156		272		-5		-122		-205		-197		-1,335		143
		Commodity contracts			570		152		17		—		-8		29		8		768		145
		Other			-1,090		59		—		—		—		238		790		-3		56
			Total net derivative and other contracts		4,523		-1,867		433		-5		-566		-606		-369		1,543		-2,010
	Investments:
		Private equity funds			1,936		176		271		-138		—		—		1		2,246		134
		Real estate funds			1,213		107		137		-104		—		—		1		1,354		179
		Hedge funds			696		26		61		-135		—		—		-84		564		19
		Principal investments			2,937		25		267		-199		—		—		-4		3,026		-6
		Other			501		-16		40		-10		—		—		-39		476		-15
			Total investments		7,283		318		776		-586		—		—		-125		7,666		311
	Physical commodities				46		—		—		—		—		-46		—		—		—
Securities received as collateral					—		—		—		—		—		—		4		4		—
Intangible assets					133		-40		—		-83		—		-4		—		6		-6
Liabilities at Fair Value
Commercial paper and other short-term borrowings				$	2	$	-2	$	—	$	—	$	—	$	-2	$	12	$	14	$	-1
Trading liabilities:
	Other sovereign government obligations				8		—		-8		—		—		—		—		—		—
	Corporate and other debt:
		Residential mortgage-backed securities			355		-4		-355		—		—		—		—		4		-4
		Corporate bonds			219		-44		-254		119		—		—		-37		91		-53
		Collateralized debt obligations			—		—		—		1		—		—		—		1		—
		Unfunded lending commitments			85		23		—		—		—		—		—		62		23
		Other debt			73		3		—		40		—		-55		—		55		5
	Total corporate and other debt				732		-22		-609		160		—		-55		-37		213		-29
	Corporate equities				1		2		-22		15		—		—		20		12		-2
Obligation to return securities received as collateral					—		—		—		—		—		—		20		20		—
Securities sold under agreements to repurchase					340		-10		—		—		—		—		-152		198		-10
Other secured financings					570		-33		—		—		55		-220		-22		416		-33
Long-term borrowings					1,603		-444		—		—		585		-181		3		2,454		-429
____________
(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $318 million related to Trading assets—Investments, which is included in Investments revenues.
(2)       Amounts represent unrealized gains (losses) for the nine months ended September 30, 2012 related to assets and liabilities still outstanding at September 30, 2012.
(3)       Net derivative and other contracts represent Trading assets—Derivative and other contracts net of Trading liabilities—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 11.
Quantitative Information about and Sensitivity of Significant Unobservable Inputs Used in Recurring Level 3 Fair Value Measurements at September 30, 2013 and December 31, 2012.
The disclosures below provide information on the valuation techniques, significant unobservable inputs and their ranges and averages for each major category of assets and liabilities measured at fair value on a recurring basis with a significant Level 3 balance. The level of aggregation and breadth of products cause the range of inputs to be wide and not evenly distributed across the inventory. Further, the range of unobservable inputs may differ across firms in the financial services industry because of diversity in the types of products included in each firm's inventory. The following disclosures also include qualitative information on the sensitivity of the fair value measurements to changes in the significant unobservable inputs.
At September 30, 2013.
					Balance at
					September 30,
					2013
					(dollars				Significant Unobservable Input(s) /
					in		Valuation		Sensitivity of the Fair Value to Changes
					millions)		Technique(s)		in the Unobservable Inputs			Range(1)		Averages(2)
Assets
Trading assets:
	Corporate and other debt:
		Residential mortgage-backed
			securities	$	90		Comparable pricing		Comparable bond price / (A)			40 to 100 points		89 points
		Commercial mortgage-backed
			securities		150		Comparable pricing		Comparable bond price / (A)			40 to 96 points		72 points
		Asset-backed securities			99		Discounted cash flow		Discount rate / (C)			32%		32%
		Corporate bonds			537		Comparable pricing		Comparable bond price / (A)			2 to 151 points		68 points
		Collateralized debt obligations			1,380		Comparable pricing(6)		Comparable bond price / (A)			18 to 97 points		68 points
							Correlation model		Credit correlation / (B)			28 to 50 %		45%
		Loans and lending commitments			4,098		Corporate loan model		Credit spread / (C)			42 to 905 basis points		268 basis points
							Margin loan model		Credit spread / (C)(D)			16 to 300 basis points		197 basis points
									Volatility skew / (C)(D)			-2%		-2%
									Comparable bond price / (A)(D)			80 to 120 points		100 points
							Option model		At the money volatility / (A)			31%		31%
							Comparable pricing(6)		Comparable loan price / (A)			0 to 158 points		76 points
	Corporate equities(3)				243		Net asset value(6)		Discount to net asset value / (C)			0 to 93 %		49%
							Comparable pricing		Comparable equity price / (A)			0 to 100 %		50%
							Comparable pricing		Comparable price / (A)			0 to 100 points		44 points
							Market approach		EBITDA multiple / (A)			5 to 9 times		7 times
	Net derivative and other contracts:
		Interest rate contracts			310		Option model		Interest rate volatility concentration
										liquidity multiple / (C)(D)		0 to 7 times		2 times
									Comparable bond price / (A)(D)			5 to 99 points		52 points / 52 points (4)
									Interest rate - Foreign exchange
										correlation / (A)(D)		2 to 63 %		37% / 44% (4)
									Interest rate volatility skew / (A)(D)			24 to 51 %		43% / 35% (4)
									Interest rate quanto correlation / (A)(D)			-22 to 33 %		-4% / -17% (4)
									Interest rate curve correlation / (A)(D)			35 to 92 %		72% / 79% (4)
									Inflation volatility / (A)(D)			77 to 83 %		80% / 79% (4)
		Credit contracts			710		Comparable pricing		Cash synthetic basis / (C)(D)			2 to 5 points		4 points
									Comparable bond price / (C)(D)			0 to 80 points		24 points
							Correlation model(6)		Credit correlation / (B)			27 to 91 %		52%
		Foreign exchange contracts(5)			-35		Option model		Comparable bond price / (A)(D)			5 to 99 points		52 points / 52 points (4)
									Interest rate quanto correlation / (A)(D)			-22 to 33 %		-4% / -17% (4)
									Interest rate curve correlation / (A)(D)			35 to 92 %		72% / 79% (4)
									Interest rate - Foreign exchange correlation
										/ (A)(D)		2 to 63 %		37% / 44% (4)
									Interest rate volatility skew / (A)(D)			24 to 51 %		43% / 35% (4)
									Interest rate curve / (A)(D)			1%		1% / 1% (4)
		Equity contracts(5)			-1,631		Option model		At the money volatility / (A)(D)			18 to 44 %		31%
									Volatility skew / (C)(D)			-2 to 0 %		-1%
									Equity - Equity correlation / (C)(D)			40 to 99 %		71%
									Equity - Foreign exchange correlation / (C)(D)			-50 to -11 %		-22%
									Equity - Interest rate correlation / (C)(D)			3 to 70 %		40% / 36% (4)
		Commodity contracts			855		Option model		Forward power price / (C)(D)			$10 to $108 per		$38 per
												Megawatt hour		Megawatt hour
									Commodity volatility / (A)(D)			11 to 28 %		13%
									Cross commodity correlation / (C)(D)			43 to 98 %		97%
	Investments(3):
		Principal investments			2,338		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			9 to 12 %		11%
									Exit multiple / (A)(D)			7 to 9 times		8 times
							Discounted cash flow(6)		Capitalization rate / (C)(D)			6 to 11 %		7%
									Equity discount rate / (C)(D)			10 to 30 %		22%
							Market approach		EBITDA multiple / (A)			4 to 16 times		9 times
		Other			494		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			10%		10%
									Exit multiple / (A)(D)			7 times		7 times
							Market approach(6)		EBITDA multiple / (A)			8 to 9 times		9 times
Liabilities
Trading liabilities:
Securities sold under agreements
	to repurchase			$	150		Discounted cash flow		Funding spread / (A)			134 to 136 basis points		135 basis points
Other secured financings					260		Comparable pricing(6)		Comparable bond price / (A)			99 to 102 points		99 points
							Discounted cash flow		Funding spread / (A)			136 basis points		136 basis points
Long-term borrowings					2,313		Option model		At the money volatility / (A)(D)			22 to 33 %		27%
									Volatility skew / (A)(D)			-1 to 0 %		0%
									Equity - Equity correlation / (A)(D)			50 to 97 %		68%
									Equity - Foreign exchange correlation / (A)(D)			-70 to 17 %		-17%
___________________
EBITDA - Earnings before interest, taxes, depreciation and amortization
(1)       The ranges of significant unobservable inputs are represented in points, percentages, basis points, times or megawatt hours. Points are a percentage of par; for example, 96 points would be 96% of par. A basis point equals 1/100th of 1%; for example, 905 basis points would equal 9.05%.
(2)       Amounts represent weighted averages except where simple averages and the median of the inputs are provided (see footnote 4 below). Weighted averages are calculated by weighting each input by the fair value of the respective financial instruments except for long-term borrowings and derivative instruments where inputs are weighted by risk.
(3)       Investments in funds measured using an unadjusted NAV are excluded.
(4)       The data structure of the significant unobservable inputs used in valuing Interest rate contracts, Foreign exchange contracts and certain Equity contracts may be in a multi-dimensional form, such as a curve or surface, with risk distributed across the structure. Therefore, a simple average and median, together with the range of data inputs, may be more appropriate measurements than a single point weighted average.
(5)       Includes derivative contracts with multiple risks (i.e., hybrid products).
(6)       This is the predominant valuation technique for this major asset or liability class.
Sensitivity of the fair value to changes in the unobservable inputs:
(A)       Significant increase (decrease) in the unobservable input in isolation would result in a significantly higher (lower) fair value measurement.
(B)       Significant changes in credit correlation may result in a significantly higher or lower fair value measurement. Increasing (decreasing) correlation drives a redistribution of risk within the capital structure such that junior tranches become less (more) risky and senior tranches become more (less) risky.
(C)       Significant increase (decrease) in the unobservable input in isolation would result in a significantly lower (higher) fair value measurement.
(D)       There are no predictable relationships between the significant unobservable inputs.
At December 31, 2012.
					Balance at
					December 31,
					2012
					(dollars				Significant Unobservable Input(s) /
					in		Valuation		Sensitivity of the Fair Value to Changes					Weighted
					millions)		Technique(s)		in the Unobservable Inputs			Range(1)		Average
Assets
Trading assets:
	Corporate and other debt:
		Commercial mortgage-backed
			securities	$	232		Comparable pricing		Comparable bond price / (A)			46 to 100 points		76 points
		Asset-backed securities			109		Discounted cash flow		Discount rate / (C)			21%		21%
		Corporate bonds			660		Comparable pricing		Comparable bond price / (A)			0 to 143 points		24 points
		Collateralized debt obligations			1,951		Comparable pricing		Comparable bond price / (A)			15 to 88 points		59 points
							Correlation model		Credit correlation / (B)			15 to 45 %		40%
		Loans and lending commitments			4,694		Corporate loan model		Credit spread / (C)			17 to 1,004 basis points		281 basis points
							Comparable pricing		Comparable bond price / (A)			80 to 120 points		104 points
							Comparable pricing		Comparable loan price / (A)			55 to 100 points		88 points
	Corporate equities(2)				288		Net asset value		Discount to net asset value / (C)			0 to 37 %		8%
							Comparable pricing		Discount to comparable equity price / (C)			0 to 27 points		14 points
							Market approach		EBITDA multiple / (A)			6 times		6 times
	Net derivative and other contracts:
		Interest rate contracts			-82		Option model		Interest rate volatility concentration					See (3)
										liquidity multiple / (C)(D)		0 to 8 times
									Comparable bond price / (A)(D)			5 to 98 points
									Interest rate - Foreign exchange
										correlation / (A)(D)		2 to 63 %
									Interest rate volatility skew / (A)(D)			9 to 95 %
									Interest rate quanto correlation / (A)(D)			-53 to 33 %
									Interest rate curve correlation / (A)(D)			48 to 99 %
									Inflation volatility / (A)(D)			49 to 100 %
							Discounted cash flow		Forward commercial paper rate-LIBOR basis / (A)			-18 to 95 basis points
		Credit contracts			1,822		Comparable pricing		Cash synthetic basis / (C)			2 to 14 points		See (4)
									Comparable bond price / (C)			0 to 80 points
							Correlation model		Credit correlation / (B)			14 to 94 %
		Foreign exchange contracts(5)			-359		Option model		Comparable bond price / (A)(D)			5 to 98 points		See (6)
									Interest rate quanto correlation / (A)(D)			-53 to 33 %
									Interest rate - Credit spread correlation / (A)(D)			-59 to 65 %
									Interest rate - Foreign exchange correlation
										/ (A)(D)		2 to 63 %
									Interest rate volatility skew / (A)(D)			9 to 95 %
		Equity contracts(5)			-1,144		Option model		At the money volatility / (C)(D)			7 to 24 %		See (7)
									Volatility skew / (C)(D)			-2 to 0 %
									Equity - Equity correlation / (C)(D)			40 to 96 %
									Equity - Foreign exchange correlation / (C)(D)			-70 to 38 %
									Equity - Interest rate correlation / (C)(D)			18 to 65 %
		Commodity contracts			709		Option model		Forward power price / (C)(D)			$28 to $84 per
												Megawatt hour
									Commodity volatility / (A)(D)			17 to 29 %
									Cross commodity correlation / (C)(D)			43 to 97 %
	Investments(2):
		Principal investments			2,833		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			8 to 15 %		9%
									Exit multiple / (A)(D)			5 to 10 times		9 times
							Discounted cash flow		Capitalization rate / (C)(D)			6 to 10 %		7%
									Equity discount rate / (C)(D)			15 to 35 %		23%
							Market approach		EBITDA multiple / (A)			3 to 17 times		10 times
		Other			486		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			11%		11%
									Exit multiple / (A)(D)			6 times		6 times
							Market approach		EBITDA multiple / (A)			6 to 8 times		7 times
Liabilities
Trading liabilities:
	Corporate and other debt:
		Corporate bonds		$	177		Comparable pricing		Comparable bond price / (A)			0 to 150 points		50 points
Securities sold under agreements
	to repurchase				151		Discounted cash flow		Funding spread / (A)			110 to 184 basis points		166 basis points
Other secured financings					406		Comparable pricing		Comparable bond price / (A)			55 to 139 points		102 points
							Discounted cash flow		Funding spread / (A)			183 to 186 basis points		184 basis points
Long-term borrowings					2,789		Option model		At the money volatility / (A)(D)			20 to 24 %		24%
									Volatility skew / (A)(D)			-1 to 0 %		0%
									Equity - Equity correlation / (A)(D)			50 to 90 %		77%
									Equity - Foreign exchange correlation / (A)(D)			-70 to 36 %		-15%
________________
(1)       The ranges of significant unobservable inputs are represented in points, percentages, basis points, times or megawatt hours. Points are a percentage of par; for example, 100 points would be 100% of par. A basis point equals 1/100th of 1%; for example, 1,004 basis points would equal 10.04%.
(2)       Investments in funds measured using an unadjusted NAV are excluded.
(3)       See Note 4 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K for a qualitative discussion of the wide unobservable input ranges for comparable bond prices, interest rate volatility skew, interest rate quanto correlation and forward commercial paper rate–LIBOR basis.
(4)       See Note 4 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K for a qualitative discussion of the wide unobservable input ranges for comparable bond prices and credit correlation.
(5)       Includes derivative contracts with multiple risks (i.e., hybrid products).
(6)       See Note 4 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K for a qualitative discussion of the wide unobservable input ranges for comparable bond prices, interest rate quanto correlation, interest rate-credit spread correlation and interest rate volatility skew.
(7)       See Note 4 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K for a qualitative discussion of the wide unobservable input range for equity-foreign exchange correlation.
Sensitivity of the fair value to changes in the unobservable inputs:
(A)       Significant increase (decrease) in the unobservable input in isolation would result in a significantly higher (lower) fair value measurement.
(B)       Significant changes in credit correlation may result in a significantly higher or lower fair value measurement. Increasing (decreasing) correlation drives a redistribution of risk within the capital structure such that junior tranches become less (more) risky and senior tranches become more (less) risky.
(C)       Significant increase (decrease) in the unobservable input in isolation would result in a significantly lower (higher) fair value measurement.
(D)       There are no predictable relationships between the significant unobservable inputs.
The following provides a description of significant unobservable inputs included in the September 30, 2013 and December 31, 2012 tables above for all major categories of assets and liabilities:
Comparable bond price – a pricing input used when prices for the identical instrument are not available. Significant subjectivity may be involved when fair value is determined using pricing data available for comparable instruments. Valuation using comparable instruments can be done by calculating an implied yield (or spread over a liquid benchmark) from the price of a comparable bond, then adjusting that yield (or spread) to derive a value for the bond. The adjustment to yield (or spread) should account for relevant differences in the bonds such as maturity or credit quality. Alternatively, a price-to-price basis can be assumed between the comparable instrument and bond being valued in order to establish the value of the bond. Additionally, as the probability of default increases for a given bond (i.e., as the bond becomes more distressed), the valuation of that bond will increasingly reflect its expected recovery level assuming default. The decision to use price-to-price or yield/spread comparisons largely reflects trading market convention for the financial instruments in question. Price-to-price comparisons are primarily employed for CMBS, CDOs, mortgage loans and distressed corporate bonds. Implied yield (or spread over a liquid benchmark) is utilized predominately for non-distressed corporate bonds, loans and credit contracts.
Correlation – a pricing input where the payoff is driven by more than one underlying risk. Correlation is a measure of the relationship between the movements of two variables (i.e., how the change in one variable influences a change in the other variable). Credit correlation, for example, is the factor that describes the relationship between the probability of individual entities to default on obligations and the joint probability of multiple entities to default on obligations.
Credit spread – the difference in yield between different securities due to differences in credit quality. The credit spread reflects the additional net yield an investor can earn from a security with more credit risk relative to one with less credit risk. The credit spread of a particular security is often quoted in relation to the yield on a credit risk-free benchmark security or reference rate, typically either U.S. Treasury or LIBOR.
Volatility skew – the measure of the difference in implied volatility for options with identical underliers and expiry dates but with different strikes. The implied volatility for an option with a strike price that is above or below the current price of an underlying asset will typically deviate from the implied volatility for an option with a strike price equal to the current price of that same underlying asset.
Volatility – the measure of the variability in possible returns for an instrument given how much that instrument changes in value over time. Volatility is a pricing input for options and, generally, the lower the volatility, the less risky the option. The level of volatility used in the valuation of a particular option depends on a number of factors, including the nature of the risk underlying that option (e.g., the volatility of a particular underlying equity security may be significantly different from that of a particular underlying commodity index), the tenor and the strike price of the option.
EBITDA multiple / Exit multiple – is the Enterprise Value to EBITDA ratio, where the Enterprise Value is the aggregate value of equity and debt minus cash and cash equivalents. The EBITDA multiple reflects the value of the company in terms of its full-year EBITDA, whereas the exit multiple reflects the value of the company in terms of its full year expected EBITDA at exit. Either multiple allows comparison between companies from an operational perspective as the effect of capital structure, taxation and depreciation/amortization is excluded.
Forward commercial paper rate–LIBOR basis – the basis added to the LIBOR rate when the commercial paper yield is expressed as a spread over the LIBOR rate. The basis to LIBOR is dependent on a number of factors, including, but not limited to, collateralization of the commercial paper, credit rating of the issuer, and the supply of commercial paper. The basis may become negative, i.e., the return for highly-rated commercial paper, such as asset-backed commercial paper, may be less than LIBOR.
Cash synthetic basis – the measure of the price differential between cash financial instruments (“cash instruments”) and their synthetic derivative-based equivalents (“synthetic instruments”). The range disclosed in the table above signifies the number of points by which the synthetic bond equivalent price is higher than the quoted price of the underlying cash bonds.
Interest rate curve – the term structure of interest rates (relationship between interest rates and the time to maturity) and a market's measure of future interest rates at the time of observation. An interest rate curve is used to set interest rate derivative cash flows and is a pricing input used in discounting of any OTC derivative cash flow.
Implied weighted average cost of capital (“WACC”) – the WACC implied by the current value of equity in a discounted cash flow model. The model assumes that the cash flow assumptions, including projections, are fully reflected in the current equity value while the debt to equity ratio is held constant. The WACC theoretically represents the required rate of return to debt and equity investors, respectively.
Capitalization rate – the ratio between net operating income produced by an asset and its market value at the projected disposition date.
Funding spread – the difference between the general collateral rate (which refers to the rate applicable to a broad class of U.S. Treasury issuances) and the specific collateral rate (which refers to the rate applicable to a specific type of security pledged as collateral, such as a municipal bond). Repurchase agreements are discounted based on collateral curves. The curves are constructed as spreads over the corresponding overnight index swap (“OIS”)/ LIBOR curves, with the short end of the curve representing spreads over the corresponding OIS curves and the long end of the curve representing spreads over LIBOR.
Fair Value of Investments that Calculate Net Asset Value.
The Company's Investments measured at fair value were $8,574 million and $8,346 million at September 30, 2013 and December 31, 2012, respectively. The following table presents information solely about the Company's investments in private equity funds, real estate funds and hedge funds measured at fair value based on NAV at September 30, 2013 and December 31, 2012, respectively.
			At September 30, 2013				At December 31, 2012
					Unfunded				Unfunded
			Fair Value		Commitment		Fair Value		Commitment
		(dollars in millions)
Private equity funds		$	2,450	$	577	$	2,179	$	644
Real estate funds			1,529		149		1,376		221
Hedge funds(1):
	Long-short equity hedge funds		466		─		475		─
	Fixed income/credit-related hedge funds		71		─		86		─
	Event-driven hedge funds		39		─		52		─
	Multi-strategy hedge funds		228		3		321		3
Total		$	4,783	$	729	$	4,489	$	868
(1)       Fixed income/credit-related hedge funds, event-driven hedge funds, and multi-strategy hedge funds are redeemable at least on a six-month period basis primarily with a notice period of 90 days or less. At September 30, 2013, approximately 40% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 40% is redeemable every six months and 20% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds at September 30, 2013 is primarily greater than six months. At December 31, 2012, approximately 36% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 38% is redeemable every six months and 26% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds at December 31, 2012 is primarily greater than six months.
Private Equity Funds.    Amount includes several private equity funds that pursue multiple strategies including leveraged buyouts, venture capital, infrastructure growth capital, distressed investments, and mezzanine capital. In addition, the funds may be structured with a focus on specific domestic or foreign geographic regions. These investments are generally not redeemable with the funds. Instead, the nature of the investments in this category is that distributions are received through the liquidation of the underlying assets of the fund. At September 30, 2013, it is estimated that 8% of the fair value of the funds will be liquidated in the next five years, another 57% of the fair value of the funds will be liquidated between five to 10 years and the remaining 35% of the fair value of the funds have a remaining life of greater than 10 years.
Real Estate Funds.    Amount includes several real estate funds that invest in real estate assets such as commercial office buildings, retail properties, multi-family residential properties, developments or hotels. In addition, the funds may be structured with a focus on specific geographic domestic or foreign regions. These investments are generally not redeemable with the funds. Distributions from each fund will be received as the underlying investments of the funds are liquidated. At September 30, 2013, it is estimated that 3% of the fair value of the funds will be liquidated within the next five years, another 53% of the fair value of the funds will be liquidated between five to 10 years and the remaining 44% of the fair value of the funds have a remaining life of greater than 10 years.
Hedge Funds.    Investments in hedge funds may be subject to initial period lock-up restrictions or gates. A hedge fund lock-up provision is a provision that provides that, during a certain initial period, an investor may not make a withdrawal from the fund. The purpose of a gate is to restrict the level of redemptions that an investor in a particular hedge fund can demand on any redemption date.
•       Long-short Equity Hedge Funds.    Amount includes investments in hedge funds that invest, long or short, in equities. Equity value and growth hedge funds purchase stocks perceived to be undervalued and sell stocks perceived to be overvalued. Investments representing approximately 14% of the fair value of the investments in this category cannot be redeemed currently because the investments include certain initial period lock-up restrictions. The remaining restriction period for these investments subject to lock-up restrictions was primarily two years or less at September 30, 2013. Investments representing approximately 19% of the fair value of the investments in long-short equity hedge funds cannot be redeemed currently because an exit restriction has been imposed by the hedge fund manager. The restriction period for these investments subject to an exit restriction was primarily less than one year at September 30, 2013.
•        Fixed Income/Credit-Related Hedge Funds.    Amount includes investments in hedge funds that employ long-short, distressed or relative value strategies in order to benefit from investments in undervalued or overvalued securities that are primarily debt or credit related. At September 30, 2013, there were no restrictions on redemptions.
•       Event-Driven Hedge Funds.    Amount includes investments in hedge funds that invest in event-driven situations such as mergers, hostile takeovers, reorganizations, or leveraged buyouts. This may involve the simultaneous purchase of stock in companies being acquired and the sale of stock in its acquirer, with the expectation to profit from the spread between the current market price and the ultimate purchase price of the target company. At September 30, 2013, there were no restrictions on redemptions.
•       Multi-strategy Hedge Funds.    Amount includes investments in hedge funds that pursue multiple strategies to realize short- and long-term gains. Management of the hedge funds has the ability to overweight or underweight different strategies to best capitalize on current investment opportunities. At September 30, 2013, investments representing approximately 47% of the fair value of the investments in this category cannot be redeemed currently because the investments include certain initial period lock-up restrictions. The remaining restriction period for these investments subject to lock-up restrictions was primarily two years or less at September 30, 2013. Investments representing approximately 9% of the fair value of the investments in multi-strategy hedge funds cannot be redeemed currently because an exit restriction has been imposed by the hedge fund manager. The restriction period for these investments subject to an exit restriction was indefinite at September 30, 2013.
Fair Value Option.
The Company elected the fair value option for certain eligible instruments that are risk managed on a fair value basis to mitigate income statement volatility caused by measurement basis differences between the elected instruments and their associated risk management transactions or to eliminate complexities of applying certain accounting models. The following tables present net gains (losses) due to changes in fair value for items measured at fair value pursuant to the fair value option election for the quarters and nine months ended September 30, 2013 and 2012, respectively:
					Interest		Gains (Losses)
					Income		Included in
			Trading		(Expense)		Net Revenues
			(dollars in millions)
Three Months Ended September 30, 2013
Federal funds sold and securities purchased under
	agreements to resell	$	1	$	3	$	4
Deposits			14		-17		-3
Commercial paper and other short-term borrowings(1)			-62		-3		-65
Securities sold under agreements to repurchase			-3		-2		-5
Long-term borrowings(1)			-154		-224		-378
Nine Months Ended September 30, 2013
Federal funds sold and securities purchased under
	agreements to resell	$	─	$	6	$	6
Deposits			44		-50		-6
Commercial paper and other short-term borrowings(1)			118		-5		113
Securities sold under agreements to repurchase			2		-5		-3
Long-term borrowings(1)			1,053		-752		301
Three Months Ended September 30, 2012
Federal funds sold and securities purchased under
	agreements to resell	$	3	$	2	$	5
Deposits			16		-22		-6
Commercial paper and other short-term borrowings(2)			-68		─		-68
Securities sold under agreements to repurchase			-13		-1		-14
Long-term borrowings(2)			-3,570		-348		-3,918
Nine Months Ended September 30, 2012
Federal funds sold and securities purchased under
	agreements to resell	$	11	$	4	$	15
Deposits			41		-66		-25
Commercial paper and other short-term borrowings(2)			14		─		14
Securities sold under agreements to repurchase			-10		-3		-13
Long-term borrowings(2)			-5,221		-1,017		-6,238
Of the total gains (losses) recorded in Trading revenues for short-term and long-term borrowings for the quarter and nine months ended September 30, 2013, $(171) million and $(313) million, respectively, are attributable to changes in the credit quality of the Company, and the respective remainder is attributable to changes in foreign currency rates or interest rates or movements in the reference price or index for structured notes before the impact of related hedges.
Of the total gains (losses) recorded in Trading revenues for short-term and long-term borrowings for the quarter and nine months ended September 30, 2012, $(2,262) million and $(3,890) million, respectively, are attributable to changes in the credit quality of the Company, and the respective remainder is attributable to changes in foreign currency rates or interest rates or movements in the reference price or index for structured notes before the impact of related hedges.
In addition to the amounts in the above table, as discussed in Note 2 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K, all of the instruments within Trading assets or Trading liabilities are measured at fair value, either through the election of the fair value option or as required by other accounting guidance. The amounts in the above table are included within Net revenues and do not reflect gains or losses on related hedging instruments, if any.
The Company hedges the economics of market risk for short-term and long-term borrowings (i.e., risks other than that related to the credit quality of the Company) as part of its overall trading strategy and manages the market risks embedded within the issuance by the related business unit as part of the business unit's portfolio.  The gains and losses on related economic hedges are recorded in Trading revenues and largely offset the gains and losses on short-term and long-term borrowings attributable to market risk.
At September 30, 2013 and December 31, 2012, a breakdown of the short-term and long-term borrowings measured at fair value on a recurring basis by business unit responsible for risk-managing each borrowing is shown in the table below:
			Short-term and Long-term
			Borrowings
			At		At
			September 30,		December 31,
Business Unit			2013		2012
			(dollars in millions)
Interest rates		$	17,457	$	23,330
Equity			17,657		17,326
Credit and foreign exchange			2,688		3,337
Commodities			540		776
	Total	$	38,342	$	44,769
The following tables present information on the Company's short-term and long-term borrowings (primarily structured notes), loans and unfunded lending commitments for which the fair value option was elected.
Gains (Losses) due to Changes in Instrument-Specific Credit Risk.
		Three Months Ended				Nine Months Ended
		September 30,				September 30,
		2013		2012		2013		2012
		(dollars in millions)
Short-term and long-term borrowings(1)	$	-171	$	-2,262	$	-313	$	-3,890
Loans(2)		35		255		150		429
Unfunded lending commitments(3)		6		319		221		804
_____________
(1)       The change in the fair value of short-term and long-term borrowings (primarily structured notes) includes an adjustment to reflect the change in credit quality of the Company based upon observations of the Company's secondary bond market spreads.
(2)       Instrument-specific credit gains (losses) were determined by excluding the non-credit components of gains and losses, such as those due to changes in interest rates.
(3)       Gains (losses) were generally determined based on the differential between estimated expected client yields and contractual yields at each respective period end.
Net Difference between Contractual Principal Amount and Fair Value.
		Contractual Principal Amount Exceeds Fair Value
		At		At
		September 30,		December 31,
		2013		2012
	(dollars in millions)
Short-term and long-term borrowings(1)	$	-1,513	$	-436
Loans(2)		17,879		25,249
Loans 90 or more days past due and/or on non-accrual status(2)(3)		16,149		20,456
_____________
(1)       These amounts do not include structured notes where the repayment of the initial principal amount fluctuates based on changes in the reference price or index.
(2)       The majority of this difference between principal and fair value amounts emanates from the Company's distressed debt trading business, which purchases distressed debt at amounts well below par.
(3)       The aggregate fair value of loans that were in non-accrual status, which includes all loans 90 or more days past due, was $1,885 million and $1,360 million at September 30, 2013 and December 31, 2012, respectively. The aggregate fair value of loans that were 90 or more days past due was $1,158 million and $840 million at September 30, 2013 and December 31, 2012, respectively.
The tables above exclude non-recourse debt from consolidated VIEs, liabilities related to failed sales of financial assets, pledged commodities and other liabilities that have specified assets attributable to them.
Assets and Liabilities Measured at Fair Value on a Non-recurring Basis.
Certain assets were measured at fair value on a non-recurring basis and are not included in the tables above. These assets may include loans, other investments, premises, equipment and software costs, and intangible assets.
The following tables present, by caption on the condensed consolidated statements of financial condition, the fair value hierarchy for those assets measured at fair value on a non-recurring basis for which the Company recognized a non-recurring fair value adjustment for the quarters and nine months ended September 30, 2013 and 2012, respectively.
Three and Nine Months Ended September 30, 2013.
					Fair Value Measurements Using:
					Quoted Prices						Total		Total
					in Active						Gains (Losses)		Gains (Losses)
			Carrying		Markets for		Significant		Significant		for the		for the
			Value at		Identical		Observable		Unobservable		Three Months Ended		Nine Months Ended
			September 30,		Assets		Inputs		Inputs		September 30,		September 30,
			2013		(Level 1)		(Level 2)		(Level 3)		2013(1)		2013(1)
		(dollars in millions)
Loans(2)		$	1,507	$	─	$	1,160	$	347	$	-35	$	-106
Other investments(3)(4)			55		─		─		55		-5		-28
Premises, equipment and
	software costs(3)(4)		─		─		─		─		-17		-23
Intangible assets(3)(4)			─		─		─		─		─		-9
Total		$	1,562	$	─	$	1,160	$	402	$	-57	$	-166
____________
(1)       Fair value adjustments related to Loans and losses related to Other investments are recorded within Other revenues whereas losses related to Premises, equipment and software costs and Intangible assets are recorded within Other expenses in the condensed consolidated statements of income. .
(2)       Non-recurring changes in the fair value of loans held for investment or held for sale were calculated using recently executed transactions; market price quotations; valuation models that incorporate market observable inputs where possible, such as comparable loan or debt prices and credit default swap spread levels adjusted for any basis difference between cash and derivative instruments; or default recovery analysis where such transactions and quotations are unobservable.
(3)       Carrying values relate only to those assets that had fair value adjustments during the quarter ended September 30, 2013. These amounts do not include assets that had fair value adjustments during the nine months ended September 30, 2013, unless the assets also had a fair value adjustment during the quarter ended September 30, 2013.
(4)       Losses recorded were determined primarily using discounted cash flow models.
There were no liabilities measured at fair value on a non-recurring basis during the quarter and nine months ended September 30, 2013.
Three and Nine Months Ended September 30, 2012.
					Fair Value Measurements Using:
					Quoted Prices						Total		Total
					in Active						Gains(Losses)		Gains (Losses)
			Carrying		Markets for		Significant		Significant		for the		for the
			Value at		Identical		Observable		Unobservable		Three Months Ended		Nine Months Ended
			September 30,		Assets		Inputs		Inputs		September 30,		September 30,
			2012		(Level 1)		(Level 2)		(Level 3)		2012(1)		2012(1)
		(dollars in millions)
Loans(2)		$	893	$	─	$	138	$	755	$	-10	$	-30
Other investments(3)(4)			82		─		─		82		-11		-21
Premises, equipment and
	software costs(3)(5)		34		─		─		34		-168		-169
Intangible assets(3)(4)			─		─		─		─		─		-4
Total		$	1,009	$	─	$	138	$	871	$	-189	$	-224
_____________
(1)       Losses are recorded within Other expenses in the condensed consolidated statements of income except for fair value adjustments related to Loans and losses related to Other investments, which are included in Other revenues.
(2)       Non-recurring changes in the fair value of loans held for investment or held for sale were calculated using recently executed transactions; market price quotations; valuation models that incorporate market observable inputs where possible, such as comparable loan or debt prices and credit default swap spread levels adjusted for any basis difference between cash and derivative instruments; or default recovery analysis where such transactions and quotations are unobservable.
(3)       Carrying values relate only to those assets that had fair value adjustments during the quarter ended September 30, 2012. These amounts do not include assets that had fair value adjustments during the nine months ended September 30, 2012, unless the assets also had a fair value adjustment during the quarter ended September 30, 2012.
(4)       Losses recorded were determined primarily using discounted cash flow models.
(5)       Losses were determined using discounted cash flow models and primarily represented the write-off of the carrying value of certain premises and software that were abandoned during the quarter ended September 30, 2012 in association with the Wealth Management JV integration.
In addition to the losses included in the table above, there was a pre-tax gain of approximately $51 million (related to Other assets) included in discontinued operations in the nine months ended September 30, 2012 in connection with the disposition of Saxon (see Notes 1 and 21). This pre-tax gain was primarily due to the subsequent increase in the fair value of Saxon, which had incurred impairment losses of $98 million in the quarter ended December 31, 2011. The fair value of Saxon was determined based on the revised purchase price agreed upon with the buyer.
There were no liabilities measured at fair value on a non-recurring basis during the quarter and nine months ended September 30, 2012.
Financial Instruments Not Measured at Fair Value.
The tables below present the carrying value, fair value and fair value hierarchy category of certain financial instruments that are not measured at fair value in the condensed consolidated statements of financial condition. The tables below exclude certain financial instruments such as equity method investments and all non-financial assets and liabilities such as the value of the long-term relationships with our deposit customers.
The carrying value of cash and cash equivalents, including Interest bearing deposits with banks, and other short-term financial instruments such as Federal funds sold and securities purchased under agreements to resell, Securities borrowed, Securities sold under agreements to repurchase, Securities loaned, certain Customer and other receivables and Customer and other payables arising in the ordinary course of business, Deposits, Commercial paper and other short-term borrowings and Other secured financings approximate fair value because of the relatively short period of time between their origination and expected maturity.
For longer-dated Federal funds sold and securities purchased under agreements to resell, Securities borrowed, Securities sold under agreements to repurchase, Securities loaned and Other secured financings, fair value is determined using a standard cash flow discounting methodology. The inputs to the valuation include contractual cash flows and collateral funding spreads, which are estimated using various benchmarks and interest rate yield curves.
For consumer and residential real estate loans where position-specific external price data are not observable, the fair value is based on the credit risks of the borrower using a probability of default and loss given default method, discounted at the estimated external cost of funding level. The fair value of corporate loans is determined using recently executed transactions, market price quotations (where observable), implied yields from comparable debt, and market observable credit default swap spread levels along with proprietary valuation models and default recovery analysis where such transactions and quotations are unobservable.
The fair value of long-term borrowings is generally determined based on transactional data or third party pricing for identical or comparable instruments, when available. Where position-specific external prices are not observable, fair value is determined based on current interest rates and credit spreads for debt instruments with similar terms and maturity.
Financial Instruments Not Measured at Fair Value at September 30, 2013 and December 31, 2012.
At September 30, 2013.
			At September 30, 2013				Fair Value Measurements Using:
			Carrying Value		Fair Value		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
			(dollars in millions)
Financial Assets:
Cash and due from banks		$	14,333	$	14,333	$	14,333	$	—	$	—
Interest bearing deposits with banks			43,448		43,448		43,448		—		—
Cash deposited with clearing organizations or segregated under federal and
	other regulations or requirements		37,392		37,392		37,392		—		—
Federal funds sold and securities purchased under agreements to resell			133,120		133,117		—		132,613		504
Securities borrowed			139,169		139,165		—		138,836		329
Customer and other receivables(1)			53,636		53,512		—		47,964		5,548
Loans(2)			37,734		37,697		—		9,807		27,890
Financial Liabilities:
Deposits		$	103,396	$	103,396	$	—	$	103,396	$	—
Commercial paper and other short-term borrowings			710		710		—		656		54
Securities sold under agreements to repurchase			138,844		138,882		—		131,399		7,483
Securities loaned			32,807		32,868		—		31,999		869
Other secured financings			8,383		8,418		—		5,944		2,474
Customer and other payables(1)			149,005		149,005		—		149,005		—
Long-term borrowings			121,086		124,727		—		116,945		7,782
___________________
(1) Accrued interest, fees and dividend receivables and payables where carrying value approximates fair value have been excluded.
(2) Includes all loans measured at fair value on a non-recurring basis.
The fair value of the Company's unfunded lending commitments, primarily related to corporate lending in the Institutional Securities business segment, that are not carried at fair value at September 30, 2013 was $864 million, of which $787 million and $77 million would be categorized in Level 2 and Level 3 of the fair value hierarchy, respectively.  The carrying value of these commitments, if fully funded, would be $71.5 billion.
At December 31, 2012.
			At December 31, 2012				Fair Value Measurements Using:
			Carrying Value		Fair Value		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
			(dollars in millions)
Financial Assets:
Cash and due from banks		$	20,878	$	20,878	$	20,878	$	—	$	—
Interest bearing deposits with banks			26,026		26,026		26,026		—		—
Cash deposited with clearing organizations or segregated under federal and
	other regulations or requirements		30,970		30,970		30,970		—		—
Federal funds sold and securities purchased under agreements to resell			133,791		133,792		—		133,035		757
Securities borrowed			121,701		121,705		—		121,691		14
Customer and other receivables(1)			59,702		59,634		—		53,532		6,102
Loans(2)			29,046		27,263		—		5,307		21,956
Financial Liabilities:
Deposits		$	81,781	$	81,781	$	—	$	81,781	$	—
Commercial paper and other short-term borrowings			1,413		1,413		—		1,107		306
Securities sold under agreements to repurchase			122,311		122,389		—		111,722		10,667
Securities loaned			36,849		37,163		—		35,978		1,185
Other secured financings			6,261		6,276		—		3,649		2,627
Customer and other payables(1)			125,037		125,037		—		125,037		—
Long-term borrowings			125,527		126,683		—		116,511		10,172
_________________
(1)       Accrued interest, fees and dividend receivables and payables where carrying value approximates fair value have been excluded.
(2)       Includes all loans measured at fair value on a non-recurring basis.
The fair value of the Company's unfunded lending commitments, primarily related to corporate lending in the Institutional Securities business segment, that are not carried at fair value at December 31, 2012 was $755 million, of which $543 million and $212 million would be categorized in Level 2 and Level 3 of the fair value hierarchy, respectively. The carrying value of these commitments, if fully funded, would be $50.0 billion.

Securities_Available_for_Sale

Securities Available for Sale	9 Months Ended
	Sep. 30, 2013
Available-for-sale Securities [Abstract]	'
Securities Available For Sale	'
	5.        Securities Available for Sale.
	The following tables present information about the Company's available for sale securities:
							At September 30, 2013
							Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses		Other-than-Temporary Impairment		Fair Value
						(dollars in millions)
	Debt securities available for sale:
		U.S. government and agency securities:
			U.S. Treasury securities			$	19,856	$	65	$	80	$	—	$	19,841
			U.S. agency securities				14,098		36		174		—		13,960
					Total U.S. government and agency securities		33,954		101		254		—		33,801
		Corporate and other debt:
			Commercial mortgage-backed securities:
				Agency			2,382		—		76		—		2,306
				Non-Agency			1,179		2		19		—		1,162
			Auto loan asset-backed securities				2,046		1		3		—		2,044
			Corporate bonds				3,562		4		54		—		3,512
			Collateralized debt and loan obligations				1,087		—		14		—		1,073
			FFELP student loan asset-backed securities(1)				2,950		12		8		—		2,954
					Total Corporate and other debt		13,206		19		174		—		13,051
	Total debt securities available for sale						47,160		120		428		—		46,852
	Equity securities available for sale						15		—		1		—		14
	Total					$	47,175	$	120	$	429	$	—	$	46,866
							At December 31, 2012
							Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses		Other-than-Temporary Impairment		Fair Value
						(dollars in millions)
	Debt securities available for sale:
		U.S. government and agency securities:
			U.S. Treasury securities			$	14,351	$	109	$	2	$	—	$	14,458
			U.S. agency securities				15,330		122		3		—		15,449
					Total U.S. government and agency securities		29,681		231		5		—		29,907
		Corporate and other debt:
			Commercial mortgage-backed securities:
				Agency			2,197		6		4		—		2,199
				Non-Agency			160		—		—		—		160
			Auto loan asset-backed securities				1,993		4		1		—		1,996
			Corporate bonds				2,891		13		3		—		2,901
			FFELP student loan asset-backed securities(1)				2,675		23		—		—		2,698
					Total Corporate and other debt		9,916		46		8		—		9,954
	Total debt securities available for sale						39,597		277		13		—		39,861
	Equity securities available for sale						15		—		7		—		8
	Total					$	39,612	$	277	$	20	$	—	$	39,869
	______________
	Amounts are backed by a guarantee from the U.S. Department of Education of at least 95% of the principal balance and interest on such loans.
	The tables below present the fair value of investments in securities available for sale that are in an unrealized loss position:
						Less than 12 Months				12 Months or Longer				Total
	At September 30, 2013					Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses
					(dollars in millions)
	Debt securities available for sale:
		U.S. government and agency securities:
			U.S. Treasury securities		$	6,098	$	80	$	—	$	—	$	6,098	$	80
			U.S. agency securities			7,092		172		241		2		7,333		174
				Total U.S. government and agency securities		13,190		252		241		2		13,431		254
		Corporate and other debt:
			Commercial mortgage-backed securities:
				Agency		2,099		62		208		14		2,307		76
				Non-Agency		947		18		—		1		947		19
			Auto loan asset-backed securities			1,189		3		65		—		1,254		3
			Corporate bonds			2,708		50		119		4		2,827		54
			Collateralized debt and loan obligations			1,073		14		—		—		1,073		14
			FFELP student loan asset-backed securities			1,251		8		34		—		1,285		8
				Total Corporate and other debt		9,267		155		426		19		9,693		174
	Total debt securities available for sale					22,457		407		667		21		23,124		428
	Equity securities available for sale					14		1		—		—		14		1
Total				$	22,471	$	408	$	667	$	21	$	23,138	$	429
					Less than 12 Months				12 Months or Longer				Total
At December 31, 2012					Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses
				(dollars in millions)
Debt securities available for sale:
	U.S. government and agency securities:
		U.S. Treasury securities		$	1,012	$	2	$	—	$	—	$	1,012	$	2
		U.S. agency securities			1,534		3		27		—		1,561		3
			Total U.S. government and agency securities		2,546		5		27		—		2,573		5
	Corporate and other debt:
		Commercial mortgage-backed securities:
			Agency		1,057		4		—		—		1,057		4
		Auto loan asset-backed securities			710		1		—		—		710		1
		Corporate bonds			934		3		—		—		934		3
			Total Corporate and other debt		2,701		8		—		—		2,701		8
Total debt securities available for sale					5,247		13		27		—		5,274		13
Equity securities available for sale					8		7		—		—		8		7
Total				$	5,255	$	20	$	27	$	—	$	5,282	$	20
Gross unrealized gains and losses are recorded in Accumulated other comprehensive income.
The unrealized losses reported above on debt securities available for sale are due to rising interest rates during the nine months ended September 30, 2013. The Company does not intend to sell these securities or expect to be required to sell these securities prior to recovery of the amortized cost basis. In addition, the Company does not expect the U.S. government and agency securities to experience a credit loss given the explicit and implicit guarantee provided by the U.S. government. The Company believes that the debt securities with an unrealized loss in Accumulated other comprehensive income were not other-than-temporarily impaired at September 30, 2013.
The following table presents the amortized cost and fair value of debt securities available for sale by contractual maturity dates at September 30, 2013.
At September 30, 2013					Amortized Cost		Fair Value		Annualized Average Yield
				(dollars in millions)
U.S. government and agency securities:
	U.S. Treasury securities:
			Due within 1 year	$	3,153	$	3,159		0.30%
			After 1 year through 5 years		16,510		16,489		0.80%
			After 5 years through 10 years		193		193		2.00%
			Total		19,856		19,841
	U.S. agency securities:
			After 5 years through 10 years		2,396		2,393		1.30%
			After 10 years		11,702		11,567		1.30%
			Total		14,098		13,960
			Total U.S. government and agency securities		33,954		33,801		0.90%
Corporate and other debt:
	Commercial mortgage-backed securities:
		Agency:
			After 1 year through 5 years		540		534		0.90%
			After 5 years through 10 years		530		517		1.00%
			After 10 years		1,312		1,255		1.50%
			Total		2,382		2,306
		Non-Agency:
			After 1 year through 5 years		114		111		1.10%
			After 5 years through 10 years		60		59		1.40%
			After 10 years		1,005		992		1.60%
			Total		1,179		1,162
	Auto loan asset-backed securities:
			After 1 year through 5 years		1,921		1,919		0.70%
			After 5 years through 10 years		125		125		0.80%
			Total		2,046		2,044
	Corporate bonds:
			Due within 1 year		111		111		0.60%
			After 1 year through 5 years		2,702		2,678		1.20%
			After 5 years through 10 years		749		723		2.10%
			Total		3,562		3,512
	Collateralized debt and loan obligations:
			After 1 year through 5 years		50		49		1.70%
			After 10 years		1,037		1,024		1.40%
			Total		1,087		1,073
	FFELP student loan asset-backed securities:
			After 1 year through 5 years		85		85		0.70%
			After 5 years through 10 years		610		611		0.90%
			After 10 years		2,255		2,258		1.00%
			Total		2,950		2,954
			Total Corporate and other debt		13,206		13,051		1.20%
			Total debt securities available for sale	$	47,160	$	46,852		1.00%
See Note 7 for additional information on securities issued by VIEs, including U.S. agency mortgage-backed securities, non-agency commercial mortgage backed securities, auto loan asset-backed securities, FFELP student loan asset-backed securities and collateralized debt and loan obligations.
The following table presents information pertaining to sales of securities available for sale during the three and nine months ended September 30, 2013 and 2012:
		Three Months Ended				Nine Months Ended
		September 30,				September 30,
		2013		2012		2013		2012
		(dollars in millions)
Gross realized gains	$	6	$	31	$	47	$	56
Gross realized losses	$	1	$	—	$	4	$	3
Gross realized gains and losses are recognized in Other revenues in the condensed consolidated statements of income.

Collateralized_Transactions

Collateralized Transactions	9 Months Ended
	Sep. 30, 2013
Collateralized Transactions	'
Collateralized Transactions	'
	6.        Collateralized Transactions.
	The Company enters into reverse repurchase agreements, repurchase agreements, securities borrowed and securities loaned transactions to, among other things, acquire securities to cover short positions and settle other securities obligations, to accommodate customers' needs and to finance the Company's inventory positions. The Company manages credit exposure arising from such transactions by, in appropriate circumstances, entering into master netting agreements and collateral agreements with counterparties that provide the Company, in the event of a counterparty default (such as bankruptcy or a counterparty's failure to pay or perform), the right to net a counterparty's rights and obligations under such agreement and liquidate and setoff collateral against the net amount owed by the counterparty. The Company's policy is generally to take possession of securities purchased under agreements to resell and securities borrowed, and to receive securities and cash posted as collateral (with rights of rehypothecation), although in certain cases the Company may agree for such collateral to be posted to a third party custodian under a tri-party arrangement that enables the Company to take control of such collateral in the event of a counterparty default. The Company also monitors the fair value of the underlying securities as compared with the related receivable or payable, including accrued interest, and, as necessary, requests additional collateral as provided under the applicable agreement to ensure such transactions are adequately collateralized. The following tables present information about the offsetting of these instruments and related collateral amounts. For information related to offsetting of derivatives, see Note 11.
					At September 30, 2013
					Gross Amounts(1)		Amounts Offset in the Condensed Consolidated Statements of Financial Condition(2)		Net Amounts Presented in the Condensed Consolidated Statements of Financial Condition		Financial Instruments Not Offset in the Condensed Consolidated Statements of Financial Condition(3)		Net Exposure
					(dollars in millions)
	Assets
	Federal funds sold and securities purchased under
		agreements to resell		$	211,457	$	-77,469	$	133,988	$	-127,980	$	6,008
	Securities borrowed				145,647		-6,478		139,169		-122,345		16,824
	Liabilities
	Securities sold under agreements to repurchase			$	216,867	$	-77,469	$	139,398	$	-105,061	$	34,337
	Securities loaned				39,285		-6,478		32,807		-31,857		950
	_____________
	(1)       Amounts include $5.3 billion of Federal funds sold and securities purchased under agreements to resell, $12.5 billion of Securities borrowed and $33.0 billion of Securities sold under agreements to repurchase which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable.
	(2)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default and where certain other criteria are met in accordance with applicable offsetting accounting guidance.
	(3)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default but where certain other criteria are not met in accordance with applicable offsetting accounting guidance.
					At December 31, 2012
					Gross Amounts(1)		Amounts Offset in the Condensed Consolidated Statements of Financial Condition(2)		Net Amounts Presented in the Condensed Consolidated Statements of Financial Condition		Financial Instruments Not Offset in the Condensed Consolidated Statements of Financial Condition(3)		Net Exposure
					(dollars in millions)
	Assets
	Federal funds sold and securities purchased under
		agreements to resell		$	203,448	$	-69,036	$	134,412	$	-126,303	$	8,109
	Securities borrowed				127,002		-5,301		121,701		-105,849		15,852
	Liabilities
	Securities sold under agreements to repurchase			$	191,710	$	-69,036	$	122,674	$	-103,521	$	19,153
	Securities loaned				42,150		-5,301		36,849		-30,395		6,454
	_____________
	(1)       Amounts include $7.4 billion of Federal funds sold and securities purchased under agreements to resell, $8.6 billion of Securities borrowed, $17.5 billion of Securities sold under agreements to repurchase and $0.6 billion of Securities loaned which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable.
	(2)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default and where certain other criteria are met in accordance with applicable offsetting accounting guidance.
	(3)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default but where certain other criteria are not met in accordance with applicable offsetting accounting guidance.
	The Company also engages in securities financing transactions for customers through margin lending. Under these agreements and transactions, the Company either receives or provides collateral, including U.S. government and agency securities, other sovereign government obligations, corporate and other debt, and corporate equities. Customer receivables generated from margin lending activity are collateralized by customer-owned securities held by the Company. The Company monitors required margin levels and established credit limits daily and, pursuant to such guidelines, requires customers to deposit additional collateral, or reduce positions, when necessary. Margin loans are extended on a demand basis and are not committed facilities. Factors considered in the review of margin loans are the amount of the loan, the intended purpose, the degree of leverage being employed in the account, and overall evaluation of the portfolio to ensure proper diversification or, in the case of concentrated positions, appropriate liquidity of the underlying collateral or potential hedging strategies to reduce risk. Additionally, transactions relating to concentrated or restricted positions require a review of any legal impediments to liquidation of the underlying collateral. Underlying collateral for margin loans is reviewed with respect to the liquidity of the proposed collateral positions, valuation of securities, historic trading range, volatility analysis and an evaluation of industry concentrations. For these transactions, adherence to the Company's collateral policies significantly limits the Company's credit exposure in the event of customer default. The Company may request additional margin collateral from customers, if appropriate, and, if necessary, may sell securities that have not been paid for or purchase securities sold but not delivered from customers. At September 30, 2013 and December 31, 2012, there were approximately $21.9 billion and $24.0 billion, respectively, of customer margin loans outstanding.
	Other secured financings include the liabilities related to transfers of financial assets that are accounted for as financings rather than sales, consolidated VIEs where the Company is deemed to be the primary beneficiary, and certain equity-linked notes and other secured borrowings. These liabilities are generally payable from the cash flows of the related assets accounted for as Trading assets (see Notes 7 and 10).
	The Company pledges its trading assets to collateralize repurchase agreements and other securities financings. Pledged financial instruments that can be sold or repledged by the secured party are identified as Trading assets (pledged to various parties) in the condensed consolidated statements of financial condition. The carrying value and classification of Trading assets by the Company that have been loaned or pledged to counterparties where those counterparties do not have the right to sell or repledge the collateral were as follows:
					At September 30, 2013		At December 31, 2012
				(dollars in millions)
	Trading assets:
		U.S. government and agency securities		$	19,501	$	15,273
		Other sovereign government obligations			4,047		3,278
		Corporate and other debt			13,173		11,980
		Corporate equities			10,270		26,377
			Total	$	46,991	$	56,908
	The Company receives collateral in the form of securities in connection with reverse repurchase agreements, securities borrowed and derivative transactions, and customer margin loans. In many cases, the Company is permitted to sell or repledge these securities held as collateral and use the securities to secure repurchase agreements, to enter into securities lending and derivative transactions or for delivery to counterparties to cover short positions. The Company additionally receives securities as collateral in connection with certain securities-for-securities transactions in which the Company is the lender. In instances where the Company is permitted to sell or repledge these securities, the Company reports the fair value of the collateral received and the related obligation to return the collateral in the condensed consolidated statements of financial condition. At September 30, 2013 and December 31, 2012, the fair value of financial instruments received as collateral where the Company is permitted to sell or repledge the securities was $574 billion and $560 billion, respectively, and the fair value of the portion that had been sold or repledged was $424 billion and $397 billion, respectively.
	At September 30, 2013 and December 31, 2012, cash and securities deposited with clearing organizations or segregated under federal and other regulations or requirements were as follows:
						At September 30, 2013		At December 31, 2012
					(dollars in millions)
	Cash deposited with clearing organizations or segregated under federal and other
		regulations or requirements			$	37,392	$	30,970
	Securities(1)					12,922		13,424
			Total		$	50,314	$	44,394
	_____________
	(1)       Securities deposited with clearing organizations or segregated under federal and other regulations or requirements are sourced from Federal funds sold and securities purchased under agreements to resell and Trading assets in the condensed consolidated statements of financial condition.

Variable_Interest_Entities_and

Variable Interest Entities and Securitization Activities	9 Months Ended
	Sep. 30, 2013
Securitization Activities and Variable Interest Entities [Abstract]	'
Variable Interest Entity Disclosures	'
	7.       Variable Interest Entities and Securitization Activities.
	The Company is involved with various special purpose entities (“SPE”) in the normal course of business. In most cases, these entities are deemed to be VIEs.
	The Company applies accounting guidance for consolidation of VIEs to certain entities in which equity investors do not have the characteristics of a controlling financial interest. Except for certain asset management entities, the primary beneficiary of a VIE is the party that both (1) has the power to direct the activities of a VIE that most significantly affect the VIE's economic performance and (2) has an obligation to absorb losses or the right to receive benefits that in either case could potentially be significant to the VIE. The Company consolidates entities of which it is the primary beneficiary.
	The Company's variable interests in VIEs include debt and equity interests, commitments, guarantees, derivative instruments and certain fees. The Company's involvement with VIEs arises primarily from:
	•       Interests purchased in connection with market-making activities, securities held in its available for sale portfolio and retained interests held as a result of securitization activities, including re-securitization transactions.
	•       Guarantees issued and residual interests retained in connection with municipal bond securitizations.
	•       Servicing of residential and commercial mortgage loans held by VIEs.
	•       Loans made to and investments in VIEs that hold debt, equity, real estate or other assets.
	•       Derivatives entered into with VIEs.
	•       Structuring of credit-linked notes (“CLN”) or other asset-repackaged notes designed to meet the investment objectives of clients.
	•       Other structured transactions designed to provide tax-efficient yields to the Company or its clients.
	The Company determines whether it is the primary beneficiary of a VIE upon its initial involvement with the VIE and reassesses whether it is the primary beneficiary on an ongoing basis as long as it has any continuing involvement with the VIE. This determination is based upon an analysis of the design of the VIE, including the VIE's structure and activities, the power to make significant economic decisions held by the Company and by other parties, and the variable interests owned by the Company and other parties.
	The power to make the most significant economic decisions may take a number of different forms in different types of VIEs. The Company considers servicing or collateral management decisions as representing the power to make the most significant economic decisions in transactions such as securitizations or CDOs. As a result, the Company does not consolidate securitizations or CDOs for which it does not act as the servicer or collateral manager unless it holds certain other rights to replace the servicer or collateral manager or to require the liquidation of the entity. If the Company serves as servicer or collateral manager, or has certain other rights described in the previous sentence, the Company analyzes the interests in the VIE that it holds and consolidates only those VIEs for which it holds a potentially significant interest of the VIE.
	The structure of securitization vehicles and CDOs is driven by several parties, including loan seller(s) in securitization transactions, the collateral manager in a CDO, one or more rating agencies, a financial guarantor in some transactions and the underwriter(s) of the transactions, who serve to reflect specific investor demand. In addition, subordinate investors, such as the “B-piece” buyer (i.e., investors in most subordinated bond classes) in commercial mortgage-backed securitizations or equity investors in CDOs, can influence whether specific loans are excluded from a CMBS transaction or investment criteria in a CDO.
	For many transactions, such as re-securitization transactions, CLNs and other asset-repackaged notes, there are no significant economic decisions made on an ongoing basis. In these cases, the Company focuses its analysis on decisions made prior to the initial closing of the transaction and at the termination of the transaction. Based upon factors, which include an analysis of the nature of the assets, including whether the assets were issued in a transaction sponsored by the Company and the extent of the information available to the Company and to investors, the number, nature and involvement of investors, other rights held by the Company and investors, the standardization of the legal documentation and the level of the continuing involvement by the Company, including the amount and type of interests owned by the Company and by other investors, the Company concluded in most of these transactions that decisions made prior to the initial closing were shared between the Company and the initial investors. The Company focused its control decision on any right held by the Company or investors related to the termination of the VIE. Most re-securitization transactions, CLNs and other asset-repackaged notes have no such termination rights.
	Except for consolidated VIEs included in other structured financings and managed real estate partnerships in the tables below, the Company accounts for the assets held by the entities primarily in Trading assets and the liabilities of the entities as Other secured financings in the condensed consolidated statements of financial condition. For consolidated VIEs included in other structured financings, the Company accounts for the assets held by the entities primarily in Premises, equipment and software costs, and Other assets in the condensed consolidated statements of financial condition. For consolidated VIEs included in managed real estate partnerships, the Company accounts for the assets held by the entities primarily in Trading assets in the condensed consolidated statements of financial condition. Except for consolidated VIEs included in other structured financings, the assets and liabilities are measured at fair value, with changes in fair value reflected in earnings.
	The assets owned by many consolidated VIEs cannot be removed unilaterally by the Company and are not generally available to the Company. The related liabilities issued by many consolidated VIEs are non-recourse to the Company. In certain other consolidated VIEs, the Company has the unilateral right to remove assets or provides additional recourse through derivatives such as total return swaps, guarantees or other forms of involvement.
	As part of the Company's Institutional Securities business segment's securitization and related activities, the Company has provided, or otherwise agreed to be responsible for, representations and warranties regarding certain assets transferred in securitization transactions sponsored by the Company (see Note 12).
	The following tables present information at September 30, 2013 and December 31, 2012 about VIEs that the Company consolidates. Consolidated VIE assets and liabilities are presented after intercompany eliminations and include assets financed on a non-recourse basis:
			At September 30, 2013
			Mortgage and Asset-Backed Securitizations		Collateralized Debt Obligations		Managed Real Estate Partnerships		Other Structured Financings		Other
			(dollars in millions)
	VIE assets	$	752	$	—	$	2,269	$	1,187	$	1,343
	VIE liabilities	$	423	$	86	$	59	$	66	$	163
			At December 31, 2012
			Mortgage and Asset-Backed Securitizations		Collateralized Debt Obligations		Managed Real Estate Partnerships		Other Structured Financings		Other
			(dollars in millions)
	VIE assets	$	978	$	52	$	2,394	$	983	$	1,676
	VIE liabilities	$	646	$	16	$	83	$	65	$	313
	In general, the Company's exposure to loss in consolidated VIEs is limited to losses that would be absorbed on the VIE's assets recognized in its financial statements, net of losses absorbed by third-party holders of the VIE's liabilities. At September 30, 2013 and December 31, 2012, managed real estate partnerships reflected nonredeemable noncontrolling interests in the Company's condensed consolidated financial statements of $1,742 million and $1,804 million, respectively. The Company also had additional maximum exposure to losses of approximately $68 million and $58 million at September 30, 2013 and December 31, 2012, respectively. This additional exposure related primarily to certain derivatives (e.g., instead of purchasing senior securities, the Company has sold credit protection to synthetic CDOs through credit derivatives that are typically related to the most senior tranche of the CDO) and commitments, guarantees and other forms of involvement.
	The following tables present information about certain non-consolidated VIEs in which the Company had variable interests at September 30, 2013 and December 31, 2012. The tables include all VIEs in which the Company has determined that its maximum exposure to loss is greater than specific thresholds or meets certain other criteria. Most of the VIEs included in the tables below are sponsored by unrelated parties; the Company's involvement generally is the result of the Company's secondary market-making activities and securities held in its available for sale portfolio (see Note 5):
				At September 30, 2013
				Mortgage and Asset-Backed Securitizations			Collateralized Debt Obligations		Municipal Tender Option Bonds		Other Structured Financings		Other
				(dollars in millions)
	VIE assets that the Company does not consolidate
		(unpaid principal balance)(1)		$	163,017	$	26,153	$	3,129	$	1,802	$	10,036
	Maximum exposure to loss:
		Debt and equity interests(2)		$	14,257	$	1,920	$	21	$	1,071	$	2,965
		Derivative and other contracts			10		23		1,975		—		164
		Commitments, guarantees and other			—		142		—		656		640
			Total maximum exposure to loss	$	14,267	$	2,085	$	1,996	$	1,727	$	3,769
	Carrying value of exposure to loss—Assets:
		Debt and equity interests(2)		$	14,257	$	1,920	$	21	$	670	$	2,965
		Derivative and other contracts			10		4		4		—		73
			Total carrying value of exposure to loss—Assets	$	14,267	$	1,924	$	25	$	670	$	3,038
	Carrying value of exposure to loss—Liabilities:
		Derivative and other contracts		$	—	$	2	$	1	$	—	$	55
		Commitments, guarantees and other			—		—		—		9		—
			Total carrying value of exposure to loss—Liabilities	$	—	$	2	$	1	$	9	$	55
	(1)       Mortgage and asset-backed securitizations include VIE assets as follows: $17.2 billion of residential mortgages; $47.5 billion of commercial mortgages; $56.9 billion of U.S. agency collateralized mortgage obligations; and $41.4 billion of other consumer or commercial loans.
	(2)       Mortgage and asset-backed securitizations include VIE debt and equity interests as follows: $1.7 billion of residential mortgages; $1.1 billion of commercial mortgages; $7.5 billion of U.S. agency collateralized mortgage obligations; and $4.0 billion of other consumer or commercial loans.
				At December 31, 2012
				Mortgage and Asset-Backed Securitizations			Collateralized Debt Obligations		Municipal Tender Option Bonds		Other Structured Financings		Other
				(dollars in millions)
	VIE assets that the Company does not consolidate
		(unpaid principal balance)(1)		$	251,689	$	13,178	$	3,390	$	1,811	$	14,029
	Maximum exposure to loss:
		Debt and equity interests(2)		$	22,280	$	1,173	$	—	$	1,053	$	3,387
		Derivative and other contracts			154		51		2,158		—		562
		Commitments, guarantees and other			66		—		—		679		384
			Total maximum exposure to loss	$	22,500	$	1,224	$	2,158	$	1,732	$	4,333
	Carrying value of exposure to loss—Assets:
		Debt and equity interests(2)		$	22,280	$	1,173	$	—	$	663	$	3,387
	Derivative and other contracts			156		8		4		—		174
		Total carrying value of exposure to loss—Assets	$	22,436	$	1,181	$	4	$	663	$	3,561
Carrying value of exposure to loss—Liabilities:
	Derivative and other contracts		$	11	$	2	$	—	$	—	$	172
	Commitments, guarantees and other			—		—		—		12		—
		Total carrying value of exposure to loss—Liabilities	$	11	$	2	$	—	$	12	$	172
(1)       Mortgage and asset-backed securitizations include VIE assets as follows: $18.3 billion of residential mortgages; $53.8 billion of commercial mortgages; $126.3 billion of U.S. agency collateralized mortgage obligations; and $53.3 billion of other consumer or commercial loans.
(2)       Mortgage and asset-backed securitizations include VIE debt and equity interests as follows: $1.0 billion of residential mortgages; $1.5 billion of commercial mortgages; $14.8 billion of U.S. agency collateralized mortgage obligations; and $5.0 billion of other consumer or commercial loans.
The Company's maximum exposure to loss often differs from the carrying value of the variable interests held by the Company. The maximum exposure to loss is dependent on the nature of the Company's variable interest in the VIEs and is limited to the notional amounts of certain liquidity facilities, other credit support, total return swaps, written put options, and the fair value of certain other derivatives and investments the Company has made in the VIEs. Liabilities issued by VIEs generally are non-recourse to the Company. Where notional amounts are utilized in quantifying maximum exposure related to derivatives, such amounts do not reflect fair value writedowns already recorded by the Company.
The Company's maximum exposure to loss does not include the offsetting benefit of any financial instruments that the Company may utilize to hedge these risks associated with the Company's variable interests. In addition, the Company's maximum exposure to loss is not reduced by the amount of collateral held as part of a transaction with the VIE or any party to the VIE directly against a specific exposure to loss.
Securitization transactions generally involve VIEs. Primarily as a result of its secondary market-making activities, the Company owned additional securities issued by securitization SPEs for which the maximum exposure to loss is less than specific thresholds. These additional securities totaled $10.2 billion at September 30, 2013. These securities were either retained in connection with transfers of assets by the Company, acquired in connection with secondary market-making activities or held in the Company's available for sale portfolio (see Note 5). Securities issued by securitization SPEs consist of $6.0 billion of securities backed primarily by residential mortgage loans, $0.9 billion of securities backed by U.S. agency collateralized mortgage obligations, $1.0 billion of securities backed by commercial mortgage loans, $0.4 billion of securities backed by collateralized debt obligations or collateralized loan obligations and $1.9 billion backed by other consumer loans, such as credit card receivables, automobile loans and student loans. The Company's primary risk exposure is to the securities issued by the SPE owned by the Company, with the risk highest on the most subordinate class of beneficial interests. These securities generally are included in Trading assets—Corporate and other debt or Securities available for sale and are measured at fair value (see Note 4). The Company does not provide additional support in these transactions through contractual facilities, such as liquidity facilities, guarantees or similar derivatives. The Company's maximum exposure to loss generally equals the fair value of the securities owned.
The Company's transactions with VIEs primarily include securitizations, municipal tender option bond trusts, credit protection purchased through CLNs, other structured financings, collateralized loan and debt obligations, equity-linked notes, managed real estate partnerships and asset management investment funds. The Company's continuing involvement in VIEs that it does not consolidate can include ownership of retained interests in Company-sponsored transactions, interests purchased in the secondary market (both for Company-sponsored transactions and transactions sponsored by third parties), derivatives with securitization SPEs (primarily interest rate derivatives in commercial mortgage and residential mortgage securitizations and credit derivatives in which the Company has purchased protection in synthetic CDOs), and as servicer in residential mortgage securitizations in the U.S. and Europe and commercial mortgage securitizations in Europe. Such activities are further described in Note 7 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K.
Transfers of Assets with Continuing Involvement.
The following tables present information at September 30, 2013 regarding transactions with SPEs in which the Company, acting as principal, transferred financial assets with continuing involvement and received sales treatment:
				At September 30, 2013
				Residential Mortgage Loans		Commercial Mortgage Loans		U.S. Agency Collateralized Mortgage Obligations		Credit-Linked Notes and  Other
				(dollars in millions)
SPE assets (unpaid principal balance)(1)			$	33,610	$	54,648	$	18,348	$	12,436
Retained interests (fair value):
	Investment grade		$	—	$	10	$	698	$	—
	Non-investment grade			128		226		—		1,322
		Total retained interests (fair value)	$	128	$	236	$	698	$	1,322
Interests purchased in the secondary market (fair value):
	Investment grade		$	4	$	80	$	27	$	351
	Non-investment grade			82		57		—		65
		Total interests purchased in the secondary market (fair value)	$	86	$	137	$	27	$	416
Derivative assets (fair value)			$	—	$	729	$	—	$	123
Derivative liabilities (fair value)			$	2	$	—	$	—	$	184
_____________
(1)       Amounts include assets transferred by unrelated transferors.
				At September 30, 2013
				Level 1		Level 2		Level 3		Total
				(dollars in millions)
Retained interests (fair value):
	Investment grade		$	—	$	708	$	—	$	708
	Non-investment grade			—		198		1,478		1,676
		Total retained interests (fair value)	$	—	$	906	$	1,478	$	2,384
Interests purchased in the secondary market (fair value):
	Investment grade		$	—	$	454	$	8	$	462
	Non-investment grade			—		179		25		204
		Total interests purchased in the secondary market (fair value)	$	—	$	633	$	33	$	666
Derivative assets (fair value)			$	—	$	624	$	228	$	852
Derivative liabilities (fair value)			$	—	$	172	$	14	$	186
The following tables present information at December 31, 2012 regarding transactions with SPEs in which the Company, acting as principal, transferred assets with continuing involvement and received sales treatment:
				At December 31, 2012
				Residential Mortgage Loans		Commercial Mortgage Loans		U.S. Agency Collateralized Mortgage Obligations		Credit-Linked Notes and  Other
				(dollars in millions)
SPE assets (unpaid principal balance)(1)			$	36,750	$	70,824	$	17,787	$	14,701
Retained interests (fair value):
	Investment grade		$	1	$	77	$	1,468	$	—
	Non-investment grade			54		109		—		1,503
		Total retained interests (fair value)	$	55	$	186	$	1,468	$	1,503
Interests purchased in the secondary market (fair value):
	Investment grade		$	11	$	124	$	99	$	389
	Non-investment grade			113		34		—		31
		Total interests purchased in the secondary market (fair value)	$	124	$	158	$	99	$	420
Derivative assets (fair value)			$	2	$	948	$	—	$	177
Derivative liabilities (fair value)			$	22	$	—	$	—	$	303
_____________
(1)       Amounts include assets transferred by unrelated transferors.
				At December 31, 2012
				Level 1		Level 2		Level 3		Total
				(dollars in millions)
Retained interests (fair value):
	Investment grade		$	—	$	1,476	$	70	$	1,546
	Non-investment grade			—		84		1,582		1,666
		Total retained interests (fair value)	$	—	$	1,560	$	1,652	$	3,212
Interests purchased in the secondary market (fair value):
	Investment grade		$	—	$	617	$	6	$	623
	Non-investment grade			—		139		39		178
		Total interests purchased in the secondary market (fair value)	$	—	$	756	$	45	$	801
Derivative assets (fair value)			$	—	$	774	$	353	$	1,127
Derivative liabilities (fair value)			$	—	$	295	$	30	$	325
Transferred assets are carried at fair value prior to securitization, and any changes in fair value are recognized in the condensed consolidated statements of income. The Company may act as underwriter of the beneficial interests issued by securitization vehicles. Investment banking underwriting net revenues are recognized in connection with these transactions. The Company may retain interests in the securitized financial assets as one or more tranches of the securitization. These retained interests are included in the condensed consolidated statements of financial condition at fair value. Any changes in the fair value of such retained interests are recognized in the condensed consolidated statements of income.
Net gains on sales of assets in securitization transactions at the time of the sale were not material in the nine months ended September 30, 2013 and 2012.
During the nine months ended September 30, 2013 and 2012, the Company received proceeds from new securitization transactions of $18.8 billion and $13.7 billion, respectively. During the nine months ended September 30, 2013 and 2012, the Company received proceeds from cash flows from retained interests in securitization transactions of $3.8 billion and $3.2 billion, respectively.
The Company has provided, or otherwise agreed to be responsible for, representations and warranties regarding certain assets transferred in securitization transactions sponsored by the Company (see Note 12).
Failed Sales.
In order to be treated as a sale of assets for accounting purposes, a transaction must meet all of the criteria stipulated in the accounting guidance for the transfer of financial assets. If the transfer fails to meet these criteria, that transfer of financial assets is treated as a failed sale. In such case for transfers to VIEs and securitizations, the Company continues to recognize the assets in Trading assets, and the Company recognizes the associated liabilities in Other secured financings in the condensed consolidated statements of financial condition (see Note 10).
The assets transferred to many unconsolidated VIEs in transactions accounted for as failed sales cannot be removed unilaterally by the Company and are not generally available to the Company. The related liabilities issued by many unconsolidated VIEs are non-recourse to the Company. In certain other failed sale transactions, the Company has the unilateral right to remove assets or provide additional recourse through derivatives such as total return swaps, guarantees or other forms of involvement.
The following table presents information about the carrying value (equal to fair value) of assets and liabilities resulting from transfers of financial assets treated by the Company as secured financings:
		At September 30, 2013				At December 31, 2012
		Carrying Value of				Carrying Value of
		Assets		Liabilities		Assets		Liabilities
		(dollars in millions)
Credit-linked notes	$	48	$	41	$	283	$	222
Equity-linked transactions		39		35		422		405
Other		360		359		29		28
Mortgage Servicing Activities.
Mortgage Servicing Rights.     The Company may retain servicing rights to certain mortgage loans that are sold. These transactions create an asset referred to as MSRs, which totaled approximately $8 million and $7 million at September 30, 2013 and December 31, 2012, respectively, and are included within Intangible assets and carried at fair value in the condensed consolidated statements of financial condition.
SPE Mortgage Servicing Activities.    The Company services residential mortgage loans in the U.S. and in Europe and commercial mortgage loans in Europe owned by SPEs, including SPEs sponsored by the Company and SPEs not sponsored by the Company. The Company generally holds retained interests in Company-sponsored SPEs. In some cases, as part of its market-making activities, the Company may own some beneficial interests issued by both Company-sponsored and non-Company sponsored SPEs.
The Company provides no credit support as part of its servicing activities. The Company is required to make servicing advances to the extent that it believes that such advances will be reimbursed. Reimbursement of servicing advances is a senior obligation of the SPE, senior to the most senior beneficial interests outstanding. Outstanding advances are included in Other assets and are recorded at cost, net of allowances. Advances at September 30, 2013 and December 31, 2012 totaled approximately $88 million and $49 million, respectively. There were no allowances at September 30, 2013 and December 31, 2012.
The following tables present information about the Company's mortgage servicing activities for SPEs to which the Company transferred loans at September 30, 2013 and December 31, 2012:
		At September 30, 2013
		Residential Mortgage Unconsolidated SPEs			Residential Mortgage Consolidated SPEs		Commercial Mortgage Unconsolidated SPEs
			(dollars in millions)
Assets serviced (unpaid principal balance)		$	780	$	818	$	4,041
Amounts past due 90 days or greater
	(unpaid principal balance)(1)	$	75	$	45	$	—
Percentage of amounts past due 90 days
	or greater(1)		9.60%		5.50%		—
Credit losses		$	2	$	12	$	—
_____________
(1)       Amounts include loans that are at least 90 days contractually delinquent, loans for which the borrower has filed for bankruptcy, loans in foreclosure and real estate owned.
		At December 31, 2012
		Residential Mortgage Unconsolidated SPEs			Residential Mortgage Consolidated SPEs		Commercial Mortgage Unconsolidated SPEs
			(dollars in millions)
Assets serviced (unpaid principal balance)		$	821	$	1,141	$	4,760
Amounts past due 90 days or greater
	(unpaid principal balance)(1)	$	86	$	43	$	—
Percentage of amounts past due 90 days
	or greater(1)		10.40%		3.80%		—
Credit losses		$	3	$	2	$	—
_____________
(1)       Amounts include loans that are at least 90 days contractually delinquent, loans for which the borrower has filed for bankruptcy, loans in foreclosure and real estate owned.

Financing_Receivables

Financing Receivables	9 Months Ended
	Sep. 30, 2013
Financing Receivables [Abstract]	'
Financing Receivables	'
	8. Financing Receivables and Allowance for Credit Losses.
	Loans held for investment.
	The Company's loans held for investment are recorded at amortized cost and classified as Loans in the condensed consolidated statements of financial condition.
	The Company's loans held for investment at September 30, 2013 and December 31, 2012 included the following:
					At				At
					30-Sep-13				31-Dec-12
					(dollars in millions)
	Commercial and industrial		$		11,953		$		9,449
	Consumer loans				10,299				7,618
	Residential real estate loans				8,784				6,630
	Wholesale real estate loans				2,102				326
	Total loans held for investment, gross of allowance for loan losses				33,138				24,023
	Allowance for loan losses				-166				-106
	Total loans held for investment, net of allowance for loan losses		$		32,972		$		23,917
	The above table does not include loans held for sale of $4,762 million and $5,129 million at September 30, 2013 and December 31, 2012, respectively.
	The Company's Credit Risk Management Department evaluates new obligors before credit transactions are initially approved, and at least annually thereafter for consumer and industrial loans. For commercial loans, credit evaluations typically involve the evaluation of financial statements, assessment of leverage, liquidity, capital strength, asset composition and quality, market capitalization and access to capital markets, cash flow projections and debt service requirements, and the adequacy of collateral, if applicable. The Company's Credit Risk Management Department will also evaluate strategy, market position, industry dynamics, obligor's management and other factors that could affect the obligor's risk profile. For residential real estate and consumer loans, the initial credit evaluation includes, but is not limited to, review of the obligor's income, net worth, liquidity, collateral, loan-to-value ratio, and credit bureau information. Subsequent credit monitoring for residential real estate loans is performed at the portfolio level. Consumer loan collateral values are monitored on an ongoing basis.
	Commercial and industrial loans of approximately $117 million and wholesale real estate loans of approximately $4 million were impaired, for which there was a related allowance for loan losses of $23 million, at September 30, 2013. Approximately 99% of the Company's loan portfolio was current at September 30, 2013. Commercial and industrial loans of approximately $19 million and residential real estate loans of approximately $1 million were impaired, for which there was a related allowance for loan losses of $2 million, at December 31, 2012. Approximately 99% of the Company's loan portfolio was current at December 31, 2012.
	The Company assigned an internal grade of “doubtful” to certain commercial asset-backed and wholesale real estate loans totaling $21 million and $25 million at September 30, 2013 and December 31, 2012, respectively. Doubtful loans can be classified as current if the borrower is making payments in accordance with the loan agreement. The Company assigned an internal grade of “pass” to the majority of its remaining loan portfolio.
	For a description of the Company's loan portfolio and credit quality indicators utilized in its credit monitoring process, see Note 8 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K.
	The table below summarizes information about the allowance for loan losses, loans by impairment methodology, the allowance for lending-related commitments and lending-related commitments by impairment methodology.
				Commercial and Industrial		Consumer		Residential Real Estate		Wholesale Real Estate
												Total
				(dollars in millions)
	Allowance for loan losses:
		Balance at December 31, 2012	$	96	$	3	$	5	$	2	$	106
		Gross charge-offs		-12		—		-1		-2		-15
		Net charge-offs		-12		—		-1		-2		-15
		Provision for loan losses(1)		64		-2		—		13		75
		Balance at September 30, 2013	$	148	$	1	$	4	$	13	$	166
	Allowance for loan losses by impairment methodology:
		Collectively evaluated for impairment	$	129	$	1	$	4	$	9	$	143
		Individually evaluated for impairment		19		—		—		4		23
		Total allowance for loan losses at September 30,
		2013	$	148	$	1	$	4	$	13	$	166
	Loans evaluated by impairment methodology(2):
		Collectively evaluated for impairment	$	11,826	$	10,299	$	8,776	$	2,092	$	32,993
		Individually evaluated for impairment		127		—		8		10		145
		Total loans evaluated at September 30, 2013	$	11,953	$	10,299	$	8,784	$	2,102	$	33,138
	Allowance for lending-related commitments:
		Balance at December 31, 2012	$	90	$	—	$	—	$	1	$	91
		Provision for lending-related commitments(3)		41		—		—		—		41
		Other		-10		—		—		—		-10
		Balance at September 30, 2013	$	121	$	—	$	—	$	1	$	122
	Allowance for lending-related commitments by
		impairment methodology:
		Collectively evaluated for impairment	$	121	$	—	$	—	$	1	$	122
		Individually evaluated for impairment		—		—		—		—		—
		Total allowance for lending-related commitments
		at September 30, 2013	$	121	$	—	$	—	$	1	$	122
	Lending-related commitments evaluated by
		impairment methodology:
		Collectively evaluated for impairment	$	57,137	$	1,770	$	1,407	$	234	$	60,548
		Individually evaluated for impairment		—		—		—		—		—
		Total lending-related commitments evaluated
		at September 30, 2013	$	57,137	$	1,770	$	1,407	$	234	$	60,548
	_______________
	(1)       The Company recorded $41 million of provision for loan losses within Other revenues for the quarter ended September 30, 2013.
	(2)       Balances are gross of the allowance and represent recorded investment in the loans.
	(3)       The Company recorded $12 million of provision for lending-related commitments within Other non-interest expenses for the quarter ended September 30, 2013.
				Commercial and Industrial		Consumer		Residential Real Estate		Wholesale Real Estate
												Total
				(dollars in millions)
	Allowance for loan losses:
	Balance at December 31, 2011	$	14	$	1	$	1	$	1	$	17
	Gross charge-offs		-12		—		—		—		-12
	Gross recoveries		—		—		—		11		11
	Net charge-offs		-12		—		—		11		-1
	Provision for loan losses(1)		86		6		2		-9		85
	Balance at September 30, 2012	$	88	$	7	$	3	$	3	$	101
Allowance for loan losses by impairment methodology:
	Collectively evaluated for impairment	$	94	$	3	$	5	$	2	$	104
	Individually evaluated for impairment		2		—		—		—		2
	Total allowance for loan losses at December 31, 2012	$	96	$	3	$	5	$	2	$	106
Loans evaluated by impairment methodology(2):
	Collectively evaluated for impairment	$	9,419	$	7,618	$	6,629	$	326	$	23,992
	Individually evaluated for impairment		30		—		1		—		31
	Total loan evaluated at December 31, 2012	$	9,449	$	7,618	$	6,630	$	326	$	24,023
Allowance for lending-related commitments:
	Balance at December 31, 2011	$	19	$	3	$	—	$	2	$	24
	Provision for lending-related commitments(3)		43		-1		—		—		42
	Balance at September 30, 2012	$	62	$	2	$	—	$	2	$	66
Allowance for lending-related commitments by
	impairment methodology:
	Collectively evaluated for impairment	$	86	$	—	$	—	$	1	$	87
	Individually evaluated for impairment		4		—		—		—		4
	Total allowance for lending-related commitments
	at December 31, 2012	$	90	$	—	$	—	$	1	$	91
Lending-related commitments evaluated by
	impairment methodology:
	Collectively evaluated for impairment	$	44,079	$	1,406	$	712	$	101	$	46,298
	Individually evaluated for impairment		47		—		—		—		47
	Total lending-related commitments evaluated
	at December 31, 2012	$	44,126	$	1,406	$	712	$	101	$	46,345
_______________
(1)       The Company recorded $31 million of provision for loan losses within Other revenues for the quarter ended September 30, 2012.
(2)       Balances are gross of the allowance and represent recorded investment in the loans.
(3)       The Company recorded $34 million of provision for lending-related commitments within Other non-interest expenses for the quarter ended September 30, 2012.
Employee Loans.
Employee loans are granted primarily in conjunction with a program established in the Wealth Management business segment to retain and recruit certain employees. These loans are recorded in Customer and other receivables in the condensed consolidated statements of financial condition. These loans are full recourse, generally require periodic payments and have repayment terms ranging from one to 12 years. The Company establishes a reserve for loan amounts it does not consider recoverable, which is recorded in Compensation and benefits expense. At September 30, 2013, the Company had $5,533 million of employee loans, net of an allowance of approximately $124 million. At December 31, 2012, the Company had $5,998 million of employee loans, net of an allowance of approximately $131 million.
The Company has also granted loans to other employees primarily in conjunction with certain after-tax leveraged investment arrangements. At September 30, 2013, the balance of these loans was $139 million, net of an allowance of approximately $99 million. At December 31, 2012, the balance of these loans was $172 million, net of an allowance of approximately $108 million. The Company establishes a reserve for non-recourse loan amounts not recoverable from employees, which is recorded in Other expense.
Collateralized Transactions.
In certain instances, the Company enters into reverse repurchase agreements and securities borrowed transactions to acquire securities to cover short positions, to settle other securities obligations and to accommodate customers' needs. The Company also engages in securities financing transactions for customers through margin lending (see Note 6).
Servicing Advances.
As part of its servicing activities, the Company may make servicing advances to the extent that it believes that such advances will be reimbursed (see Note 7).

Goodwill_and_Net_Intangible_As

Goodwill and Net Intangible Assets	9 Months Ended
	Sep. 30, 2013
Goodwill and Net Intangible Assets	'
Goodwill And Net Intangible Assets	'
	9.       Goodwill and Net Intangible Assets.
	The Company tests goodwill for impairment on an annual basis and on an interim basis when certain events or circumstances exist. The Company tests for impairment at the reporting unit level, which is generally at the level of or one level below its business segments. For both the annual and interim tests, the Company has the option to first assess qualitative factors to determine whether the existence of events or circumstances leads to a determination that it is more likely than not that the fair value of a reporting unit is less than its carrying amount. If after assessing the totality of events or circumstances, the Company determines it is more likely than not that the fair value of a reporting unit is greater than its carrying amount, then performing the two-step impairment test is not required. However, if the Company concludes otherwise, then it is required to perform the first step of the two-step impairment test. Goodwill impairment is determined by comparing the estimated fair value of a reporting unit with its respective carrying value. If the estimated fair value exceeds the carrying value, goodwill at the reporting unit level is not deemed to be impaired. If the estimated fair value is below carrying value, however, further analysis is required to determine the amount of the impairment. Additionally, if the carrying value of a reporting unit is zero or a negative value and it is determined that it is more likely than not the goodwill is impaired, further analysis is required. The estimated fair values of the reporting units are derived based on valuation techniques the Company believes market participants would use for each of the reporting units.
	The estimated fair values are generally determined utilizing methodologies that incorporate price-to-book and price-to-earnings multiples of certain comparable companies. The Company also utilizes a discounted cash flow methodology for certain reporting units.
	The Company completed its annual goodwill impairment testing at July 1, 2013. The Company's testing did not indicate any goodwill impairment as each of the Company's reporting units with goodwill had a fair value that was substantially in excess of its carrying value. Adverse market or economic events could result in impairment charges in future periods. At December 31, 2012, each of the Company's reporting units with goodwill also had a fair value that was substantially in excess of its carrying value.
	Goodwill.
	Changes in the carrying amount of the Company's goodwill, net of accumulated impairment losses for the nine months ended September 30, 2013, were as follows:
			Institutional Securities(1)		Wealth Management(1)		Investment Management		Total
			(dollars in millions)
	Goodwill at December 31, 2012(2)	$	337	$	5,573	$	740	$	6,650
	Foreign currency translation adjustments and other		-31		─		─		-31
	Goodwill disposed of during the period(3)(4)		-17		-11		─		-28
	Goodwill at September 30, 2013(2)	$	289	$	5,562	$	740	$	6,591
	_____________
	(1)       On January 1, 2013, the International Wealth Management business was transferred from the Wealth Management business segment to the Equity division within the Institutional Securities business segment. Accordingly, prior period amounts have been recast to reflect the International Wealth Management business as part of the Institutional Securities business segment.
	(2)       The amount of the Company's goodwill before accumulated impairments of $700 million, which included $673 million related to the Institutional Securities business segment and $27 million related to the Investment Management business segment, was $7,291 million and $7,350 million at September 30, 2013 and December 31, 2012, respectively.
	(3)       In 2011, the Company announced that it had reached an agreement with the employees of its in-house quantitative proprietary trading unit, Process Driven Trading (“PDT”), within the Institutional Securities business segment, whereby PDT employees will acquire certain assets from the Company and launch an independent advisory firm. This transaction closed on January 1, 2013.
	(4)       The Wealth Management business segment sold the U.K. operations of Global Stock Plan Services business to Computershare Limited. This transaction closed on May 31, 2013.
	Net Intangible Assets.
	Changes in the carrying amount of the Company's intangible assets for the nine months ended September 30, 2013 were as follows:
			Institutional Securities		Wealth Management		Investment Management		Total
			(dollars in millions)
	Amortizable net intangible assets at December 31, 2012	$	175	$	3,600	$	1	$	3,776
	Mortgage servicing rights (see Note 7)		—		7		—		7
	Net intangible assets at December 31, 2012	$	175	$	3,607	$	1	$	3,783
	Amortizable net intangible assets at December 31, 2012	$	175	$	3,600	$	1	$	3,776
	Foreign currency translation adjustments and other		-2		—		—		-2
	Amortization expense		-9		-250		—		-259
	Impairment losses(1)		-2		-7		—		-9
	Amortizable net intangible assets at September 30, 2013		162		3,343		1		3,506
	Mortgage servicing rights (see Note 7)		—		8		—		8
	Net intangible assets at September 30, 2013	$	162	$	3,351	$	1	$	3,514
	____________
	(1)       Impairment losses are recorded within Other expenses.

Borrowings_and_Other_Secured_F

Borrowings and Other Secured Financings	9 Months Ended
	Sep. 30, 2013
Borrowings and Other Secured Financings	'
Long-Term Borrowings and Other Secured Financings	'
	10.       Long-Term Borrowings and Other Secured Financings.
	The Company's long-term borrowings included the following components:
			At		At
			30-Sep-13		31-Dec-12
		(dollars in millions)
	Senior debt	$	145,515	$	158,899
	Subordinated debt		7,478		5,845
	Junior subordinated debentures		4,812		4,827
	Total	$	157,805	$	169,571
	During the nine months ended September 30, 2013, the Company issued and reissued notes with a principal amount of approximately $25 billion. This amount included the Company's issuances of $2.0 billion in 10 year subordinated debt on May 21, 2013, $3.7 billion in senior unsecured debt on April 25, 2013 and $4.5 billion in senior unsecured debt on February 25, 2013. During the nine months ended September 30, 2013, approximately $31 billion in aggregate long-term borrowings matured or were retired.
	The weighted average maturity of the Company's long-term borrowings, based upon stated maturity dates, was approximately 5.3 years at September 30, 2013 and December 31, 2012.
	Other Secured Financings.
	Other secured financings include the liabilities related to transfers of financial assets that are accounted for as financings rather than sales, consolidated VIEs where the Company is deemed to be the primary beneficiary, pledged commodities, certain equity-linked notes and other secured borrowings. See Note 7 for further information on other secured financings related to VIEs and securitization activities.
	The Company's other secured financings consisted of the following:
				At September 30, 2013		At December 31, 2012
				(dollars in millions)
	Secured financings with original maturities greater than one year		$	10,163	$	14,431
	Secured financings with original maturities one year or less			3,930		641
	Failed sales(1)			435		655
		Total(2)	$	14,528	$	15,727
	___________
	(1)       For more information on failed sales, see Note 7.
	(2)       Amounts include $6,145 million and $9,466 million at fair value at September 30, 2013 and December 31, 2012, respectively.

Derivative_Instruments_and_Hed

Derivative Instruments and Hedging Activities	9 Months Ended
	Sep. 30, 2013
Derivative Instrument Detail [Abstract]	'
Derivative Instruments and Hedging Activities	'
	11.    Derivative Instruments and Hedging Activities.
	The Company trades, makes markets and takes proprietary positions globally in listed futures, OTC swaps, forwards, options and other derivatives referencing, among other things, interest rates, currencies, investment grade and non-investment grade corporate credits, loans, bonds, U.S. and other sovereign securities, emerging market bonds and loans, credit indices, asset-backed security indices, property indices, mortgage-related and other asset-backed securities, and real estate loan products. The Company uses these instruments for trading, foreign currency exposure management and asset and liability management.
	The Company manages its trading positions by employing a variety of risk mitigation strategies. These strategies include diversification of risk exposures and hedging. Hedging activities consist of the purchase or sale of positions in related securities and financial instruments, including a variety of derivative products (e.g., futures, forwards, swaps and options). The Company manages the market risk associated with its trading activities on a Company-wide basis, on a worldwide trading division level and on an individual product basis.
	In connection with its derivative activities, the Company generally enters into master netting agreements and collateral agreements with its counterparties. These agreements provide the Company with the right, in the event of a default by the counterparty (such as bankruptcy or a failure to pay or perform), to net a counterparty's rights and obligations under the agreement and to liquidate and setoff collateral against any net amount owed by the counterparty. However, in certain circumstances: the Company may not have such an agreement in place; the relevant insolvency regime (which is based on the type of counterparty entity and the jurisdiction of organization of the counterparty) may not support the enforceability of the agreement; or the Company may not have sought legal advice to support the enforceability of the agreement. In cases where the Company has not determined an agreement to be enforceable, the related amounts are not offset in the tabular disclosures. The Company's policy is generally to receive securities and cash posted as collateral (with rights of rehypothecation), irrespective of the enforceability determination regarding the master netting and collateral agreement. In certain cases the Company may agree for such collateral to be posted to a third party custodian under a control agreement that enables the Company to take control of such collateral in the event of a counterparty default. The enforceability of the master netting agreement is taken into account in the Company's risk management practices and application of counterparty credit limits. The following tables present information about the offsetting of derivative instruments and related collateral amounts. See information related to offsetting of certain collateralized transactions in Note 6.
				At September 30, 2013
				Gross Amounts(1)		Amounts Offset in the Condensed Consolidated Statements of Financial Condition(2)		Net Amounts Presented in the Condensed Consolidated Statements of Financial Condition		Amounts Not Offset in the Condensed Consolidated Statements of Financial Condition(3)				Net Exposure
										Financial Instruments Collateral		Other Cash Collateral
				(dollars in millions)
	Derivative assets
		Bilateral OTC	$	450,627	$	-422,897	$	27,730	$	-8,399	$	-79	$	19,252
		Cleared OTC(4)		284,888		-284,147		741		—		—		741
		Exchange traded		34,487		-27,520		6,967		—		—		6,967
		Total derivative assets	$	770,002	$	-734,564	$	35,438	$	-8,399	$	-79	$	26,960
	Derivative liabilities
		Bilateral OTC	$	427,774	$	-400,382	$	27,392	$	-5,873	$	-151	$	21,368
		Cleared OTC(4)		285,023		-284,827		196		—		-49		147
		Exchange traded		38,100		-27,520		10,580		-2,395		—		8,185
		Total derivative liabilities	$	750,897	$	-712,729	$	38,168	$	-8,268	$	-200	$	29,700
	(1)       Amounts include $10.5 billion of derivative assets and $10.6 billion of derivative liabilities which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable. See also “Fair Value and Notional of Derivative Instruments” for additional disclosure about gross fair values and notionals for derivative instruments by risk type.
	(2)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default and where certain other criteria are met in accordance with applicable offsetting accounting guidance.
	(3)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default but where certain other criteria are not met in accordance with applicable offsetting accounting guidance.
	(4)       Includes OTC derivatives that are centrally cleared in accordance with certain regulatory requirements.
				At December 31, 2012
				Gross Amounts(1)		Amounts Offset in the Condensed Consolidated Statements of Financial Condition(2)		Net Amounts Presented in the Condensed Consolidated Statements of Financial Condition		Amounts Not Offset in the Condensed Consolidated Statements of Financial Condition(3)				Net Exposure
										Financial Instruments Collateral		Other Cash Collateral
				(dollars in millions)
	Derivative assets
		Bilateral OTC	$	604,713	$	-573,844	$	30,869	$	-7,691	$	-232	$	22,946
		Cleared OTC(4)		375,233		-374,546		687		—		—		687
		Exchange traded		24,305		-19,664		4,641		—		—		4,641
		Total derivative assets	$	1,004,251	$	-968,054	$	36,197	$	-7,691	$	-232	$	28,274
	Derivative Liabilities
		Bilateral OTC	$	578,018	$	-547,285	$	30,733	$	-7,871	$	-64	$	22,798
		Cleared OTC(4)		374,960		-374,866		94		—		-23		71
		Exchange traded		25,795		-19,664		6,131		-1,028		—		5,103
		Total derivative liabilities	$	978,773	$	-941,815	$	36,958	$	-8,899	$	-87	$	27,972
	(1)       Amounts include $7.2 billion of derivative assets and $7.3 billion of derivative liabilities which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable. See also “Fair Value and Notional of Derivative Instruments” for additional disclosure about gross fair values and notionals for derivative instruments by risk type.
	(2)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default and where certain other criteria are met in accordance with applicable offsetting accounting guidance.
	(3)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default but where certain other criteria are not met in accordance with applicable offsetting accounting guidance.
	(4)       Includes OTC derivatives that are centrally cleared in accordance with certain regulatory requirements.
	The Company incurs credit risk as a dealer in OTC derivatives. Credit risk with respect to derivative instruments arises from the failure of a counterparty to perform according to the terms of the contract. The Company's exposure to credit risk at any point in time is represented by the fair value of the derivative contracts reported as assets. The fair value of a derivative represents the amount at which the derivative could be exchanged in an orderly transaction between market participants and is further described in Note 2 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K and Note 4.
	The tables below present a summary by counterparty credit rating and remaining contract maturity of the fair value of OTC derivatives in a gain position at September 30, 2013 and December 31, 2012, respectively. Fair value is presented in the final column, net of collateral received (principally cash and U.S. government and agency securities):
	OTC Derivative Products—Trading Assets at September 30, 2013(1)
												Cross-Maturity and Cash  Collateral Netting(3)		Net  Exposure Post-Cash Collateral		Net  Exposure Post-Collateral
				Years to Maturity
	Credit Rating(2)			Less than 1		3-Jan		5-Mar		Over 5
				(dollars in millions)
	AAA		$	337	$	605	$	1,043	$	4,305	$	-4,010	$	2,280	$	1,926
	AA			2,283		2,015		2,655		10,281		-11,877		5,357		3,533
	A			6,865		9,504		10,419		21,414		-40,171		8,031		6,367
	BBB			2,886		3,498		3,660		15,220		-17,861		7,403		5,625
	Non-investment grade			2,697		3,007		1,672		3,156		-5,211		5,321		2,542
		Total	$	15,068	$	18,629	$	19,449	$	54,376	$	-79,130	$	28,392	$	19,993
	(1)       Fair values shown represent the Company's net exposure to counterparties related to the Company's OTC derivative products. Amounts include centrally cleared OTC derivatives. The table does not include exchange-traded derivatives and the effect of any related hedges utilized by the Company.
	(2)       Obligor credit ratings are determined by the Company's Credit Risk Management Department.
	(3)       Amounts represent the netting of receivable balances with payable balances for the same counterparty across maturity categories. Receivable and payable balances with the same counterparty in the same maturity category are netted within such maturity category, where appropriate. Cash collateral received is netted on a counterparty basis, provided legal right of offset exists.
	OTC Derivative Products—Trading Assets at December 31, 2012(1)
				Years to Maturity								Cross-Maturity and Cash Collateral Netting(3)		Net Exposure Post-Cash Collateral		Net Exposure Post-Collateral
	Credit Rating(2)			Less  than 1		3-Jan		5-Mar		Over 5
				(dollars in millions)
	AAA		$	353	$	551	$	1,299	$	6,121	$	-4,851	$	3,473	$	3,088
	AA			2,125		3,635		2,958		10,270		-12,761		6,227		4,428
	A			6,643		9,596		14,228		29,729		-50,722		9,474		7,638
BBB			2,673		3,970		3,704		18,586		-21,713		7,220		5,754
Non-investment grade			2,091		2,855		2,142		4,538		-6,696		4,930		2,725
	Total	$	13,885	$	20,607	$	24,331	$	69,244	$	-96,743	$	31,324	$	23,633
_____________
(1)       Fair values shown represent the Company's net exposure to counterparties related to the Company's OTC derivative products. Amounts include centrally cleared OTC derivatives. The table does not include exchange-traded derivatives and the effect of any related hedges utilized by the Company.
(2)       Obligor credit ratings are determined by the Company's Credit Risk Management Department.
(3)       Amounts represent the netting of receivable balances with payable balances for the same counterparty across maturity categories. Receivable and payable balances with the same counterparty in the same maturity category are netted within such maturity category, where appropriate. Cash collateral received is netted on a counterparty basis, provided legal right of offset exists.
Hedge Accounting.
The Company applies hedge accounting using various derivative financial instruments to hedge interest rate and foreign exchange risk arising from assets and liabilities not held at fair value as part of asset and liability management and foreign currency exposure management.
The Company's hedges are designated and qualify for accounting purposes as one of the following types of hedges: hedges of exposure to changes in fair value of assets and liabilities being hedged (fair value hedges) and hedges of net investments in foreign operations whose functional currency is different from the reporting currency of the parent company (net investment hedges).
For all hedges where hedge accounting is being applied, effectiveness testing and other procedures to ensure the ongoing validity of the hedges are performed at least monthly.
Fair Value Hedges—Interest Rate Risk.     The Company's designated fair value hedges consisted primarily of interest rate swaps designated as fair value hedges of changes in the benchmark interest rate of fixed rate senior long-term borrowings. The Company uses regression analysis to perform an ongoing prospective and retrospective assessment of the effectiveness of these hedging relationships (i.e., the Company applies the “long-haul” method of hedge accounting). A hedging relationship is deemed effective if the fair values of the hedging instrument (derivative) and the hedged item (debt liability) change inversely within a range of 80% to 125%. The Company considers the impact of valuation adjustments related to the Company's own credit spreads and counterparty credit spreads to determine whether they would cause the hedging relationship to be ineffective.
For qualifying fair value hedges of benchmark interest rates, the changes in the fair value of the derivative and the changes in the fair value of the hedged liability provide offset of one another and, together with any resulting ineffectiveness, are recorded in Interest expense. When a derivative is de-designated as a hedge, any basis adjustment remaining on the hedged liability is amortized to Interest expense over the remaining life of the liability using the effective interest method.
Net Investment Hedges.     The Company may utilize forward foreign exchange contracts to manage the currency exposure relating to its net investments in non-U.S. dollar functional currency operations. No hedge ineffectiveness is recognized in earnings since the notional amounts of the hedging instruments equal the portion of the investments being hedged and the currencies being exchanged are the functional currencies of the parent and investee. The gain or loss from revaluing hedges of net investments in foreign operations at the spot rate is deferred and reported within Accumulated other comprehensive income (loss) in Total Equity, net of tax effects. The forward points on the hedging instruments are recorded in Interest income.
In the nine months ended September 30, 2012, the Company recognized an out of period pre-tax gain of approximately $109 million in the Institutional Securities business segment's Other sales and trading net revenues, related to the reversal of amounts recorded in cumulative other comprehensive income due to the incorrect application of hedge accounting on certain derivative contracts previously designated as net investment hedges of certain non-U.S. dollar denominated subsidiaries. The Company has evaluated the effects of the incorrect application of hedge accounting, both qualitatively and quantitatively, and concluded that it did not have a material impact on any prior annual or quarterly consolidated financial statements. Subsequent to the identification of the incorrect application of net investment hedge accounting, the Company has appropriately redesignated the forward foreign exchange contracts and reapplied hedge accounting.
Fair Value and Notional of Derivative Instruments. The following tables summarize the fair value of derivative instruments designated as accounting hedges and the fair value of derivative instruments not designated as accounting hedges by type of derivative contract and the platform on which these instruments are traded or cleared on a gross basis. Fair values of derivative contracts in an asset position are included in Trading assets and fair values of derivative contracts in a liability position are reflected in Trading liabilities in the condensed consolidated statements of financial condition (see Note 4):
				Derivative Assets
				At September 30, 2013
				Fair Value									Notional
				Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total
				(dollars in millions)
Derivatives designated as accounting
hedges:
	Interest rate contracts		$	5,586	$	324	$	—	$	5,910		$	58,287	$	11,440	$	—	$	69,727
	Foreign exchange contracts			180		—		—		180			5,853		137		—		5,990
		Total derivatives designated as
		accounting hedges		5,766		324		—		6,090			64,140		11,577		—		75,717
Derivatives not designated as accounting
hedges(1):
	Interest rate contracts			304,345		280,067		376		584,788			6,551,567		12,716,148		1,255,543		20,523,258
	Credit contracts			45,312		4,359		—		49,671			1,397,432		254,921		—		1,652,353
	Foreign exchange contracts			55,800		138		24		55,962			1,844,721		5,719		8,521		1,858,961
	Equity contracts			26,375		—		29,733		56,108			331,139		—		501,628		832,767
	Commodity contracts			12,993		—		4,354		17,347			166,689		—		179,290		345,979
	Other			36		—		—		36			2,432		—		—		2,432
		Total derivatives not designated
		as accounting hedges		444,861		284,564		34,487		763,912			10,293,980		12,976,788		1,944,982		25,215,750
Total derivatives			$	450,627	$	284,888	$	34,487	$	770,002		$	10,358,120	$	12,988,365	$	1,944,982	$	25,291,467
Cash collateral netting				-53,748		-2,869		—		-56,617			—		—		—		—
Counterparty netting				-369,149		-281,278		-27,520		-677,947			—		—		—		—
	Total derivative assets		$	27,730	$	741	$	6,967	$	35,438		$	10,358,120	$	12,988,365	$	1,944,982	$	25,291,467
				Derivative Liabilities
				At September 30, 2013
				Fair Value									Notional
				Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total
				(dollars in millions)
Derivatives designated as accounting
hedges:
	Interest rate contracts		$	514	$	405	$	—	$	919		$	2,647	$	12,454	$	—	$	15,101
	Foreign exchange contracts			289		1		—		290			9,563		226		—		9,789
		Total derivatives designated as											.
		accounting hedges		803		406		—		1,209			12,210		12,680		—		24,890
Derivatives not designated as accounting
hedges(1):
	Interest rate contracts			284,561		280,055		358		564,974			6,417,090		12,594,699		1,532,970		20,544,759
	Credit contracts			43,093		4,483		—		47,576			1,257,814		244,523		—		1,502,337
	Foreign exchange contracts			56,463		79		9		56,551			1,914,342		4,988		3,297		1,922,627
	Equity contracts			30,241		—		32,992		63,233			337,877		—		505,050		842,927
	Commodity contracts			12,409		—		4,741		17,150			154,196		—		159,652		313,848
	Other			204		—		—		204			6,455		—		—		6,455
		Total derivatives not designated
		as accounting hedges		426,971		284,617		38,100		749,688			10,087,774		12,844,210		2,200,969		25,132,953
Total derivatives			$	427,774	$	285,023	$	38,100	$	750,897		$	10,099,984	$	12,856,890	$	2,200,969	$	25,157,843
Cash collateral netting				-31,233		-3,549		—		-34,782			—		—		—		—
Counterparty netting				-369,149		-281,278		-27,520		-677,947			—		—		—		—
	Total derivative liabilities		$	27,392	$	196	$	10,580	$	38,168		$	10,099,984	$	12,856,890	$	2,200,969	$	25,157,843
_____________
(1)       Notional amounts include gross notionals related to open long and short futures contracts of $411 billion and $915 billion, respectively. The unsettled fair value on these futures contracts (excluded from the table above) of $951 million and $51 million is included in Customer and other receivables and Customer and other payables, respectively, on the condensed consolidated statements of financial condition.
(2)       Includes OTC derivatives that are centrally cleared in accordance with certain regulatory requirements.
				Derivative Assets
				At December 31, 2012
				Fair Value									Notional
				Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total
				(dollars in millions)
Derivatives designated as accounting
hedges:
	Interest rate contracts		$	8,046	$	301	$	—	$	8,347		$	66,916	$	8,199	$	—	$	75,115
	Foreign exchange contracts			367		—		—		367			10,291		—		—		10,291
		Total derivatives designated as
		accounting hedges		8,413		301		—		8,714			77,207		8,199		—		85,406
Derivatives not designated as accounting
hedges(1):
	Interest rate contracts			443,523		371,789		142		815,454			8,029,510		10,096,252		776,130		18,901,892
	Credit contracts			65,168		3,099		—		68,267			1,734,907		197,879		—		1,932,786
	Foreign exchange contracts			52,349		44		34		52,427			1,831,385		3,834		5,967		1,841,186
	Equity contracts			19,916		—		18,684		38,600			258,484		—		329,216		587,700
	Commodity contracts			15,201		—		5,445		20,646			164,842		—		176,714		341,556
	Other			143		—		—		143			4,908		—		—		4,908
		Total derivatives not designated
		as accounting hedges		596,300		374,932		24,305		995,537			12,024,036		10,297,965		1,288,027		23,610,028
Total derivatives			$	604,713	$	375,233	$	24,305	$	1,004,251		$	12,101,243	$	10,306,164	$	1,288,027	$	23,695,434
Cash collateral netting				-68,024		-1,224		—		-69,248			—		—		—		—
Counterparty netting				-505,820		-373,322		-19,664		-898,806			—		—		—		—
	Total derivative assets		$	30,869	$	687	$	4,641	$	36,197		$	12,101,243	$	10,306,164	$	1,288,027	$	23,695,434
				Derivative Liabilities
				At December 31, 2012
				Fair Value									Notional
				Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total
				(dollars in millions)
Derivatives designated as accounting
hedges:
	Interest rate contracts		$	167	$	1	$	—	$	168		$	2,000	$	660	$	—	$	2,660
	Foreign exchange contracts			319		—		—		319			17,156		—		—		17,156
		Total derivatives designated as
		accounting hedges		486		1		—		487			19,156		660		—		19,816
Derivatives not designated as accounting
hedges(1):
	Interest rate contracts			422,864		370,856		216		793,936			7,726,241		9,945,979		1,994,947		19,667,167
	Credit contracts			60,420		4,074		—		64,494			1,645,464		222,343		—		1,867,807
	Foreign exchange contracts			56,062		29		3		56,094			1,878,597		3,473		4,003		1,886,073
	Equity contracts			22,239		—		19,631		41,870			257,340		—		329,858		587,198
	Commodity contracts			15,886		—		5,945		21,831			169,189		—		155,912		325,101
	Other			61		—		—		61			5,161		—		—		5,161
		Total derivatives not designated
		as accounting hedges		577,532		374,959		25,795		978,286			11,681,992		10,171,795		2,484,720		24,338,507
Total derivatives			$	578,018	$	374,960	$	25,795	$	978,773		$	11,701,148	$	10,172,455	$	2,484,720	$	24,358,323
Cash collateral netting				-41,465		-1,544		—		-43,009			—		—		—		—
Counterparty netting				-505,820		-373,322		-19,664		-898,806			—		—		—		—
	Total derivative liabilities		$	30,733	$	94	$	6,131	$	36,958		$	11,701,148	$	10,172,455	$	2,484,720	$	24,358,323
_____________
(1)        Notional amounts include gross notionals related to open long and short futures contracts of $368 billion and $1,476 billion, respectively. The unsettled fair value on these futures contracts (excluded from the table above) of $1,073 million and $24 million is included in Customer and other receivables and Customer and other payables, respectively, on the condensed consolidated statements of financial condition.
(2)       Includes OTC derivatives that are centrally cleared in accordance with certain regulatory requirements.
The following tables summarize the gains or losses reported on derivative instruments designated and qualifying as accounting hedges for the quarters and nine months ended September 30, 2013 and 2012, respectively.
Derivatives Designated as Fair Value Hedges.
The following table presents gains (losses) reported on derivative instruments and the related hedge item as well as the hedge ineffectiveness included in Interest expense in the condensed consolidated statements of income from interest rate contracts:
		Gains (Losses) Recognized
		Three Months Ended				Nine Months Ended
		September 30,				September 30,
Product Type		2013		2012		2013		2012
		(dollars in millions)
Derivatives	$	-302	$	72	$	-3,421	$	504
Borrowings		583		17		4,374		-37
Total	$	281	$	89	$	953	$	467
Derivatives Designated as Net Investment Hedges.
			Gains Recognized in OCI (effective portion)
			Three Months Ended				Nine Months Ended
			September 30,				September 30,
Product Type			2013		2012		2013		2012(1)
			(dollars in millions)
Foreign exchange contracts(2)		$	-193	$	-226	$	346	$	-76
	Total	$	-193	$	-226	$	346	$	-76
____________
(1)       A gain of $77 million, net of tax, related to net investment hedges was reclassified from other comprehensive income into income during the nine months ended September 30, 2012. The amount primarily related the reversal of amounts recorded in cumulative other comprehensive income due to the incorrect application of hedge accounting on certain derivative contracts (see above for further information).
(2)       Losses of $34 million and $103 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and nine months ended September 30, 2013, respectively. Losses of $65 million and $193 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and nine months ended September 30, 2012, respectively.
The table below summarizes gains (losses) on derivative instruments not designated as accounting hedges for the quarters and nine months ended September 30, 2013 and 2012, respectively:
			Gains (Losses) Recognized in Income(1)(2)
			Three Months Ended				Nine Months Ended
			September 30,				September 30,
Product Type			2013		2012		2013		2012
			(dollars in millions)
Interest rate contracts		$	-435	$	227	$	-676	$	977
Credit contracts			-145		-525		100		96
Foreign exchange contracts			594		-129		2,775		310
Equity contracts			-1,580		-800		-4,840		-1,229
Commodity contracts			104		-136		1,407		166
Other contracts			-25		-14		-69		10
	Total derivative instruments	$	-1,487	$	-1,377	$	-1,303	$	330
____________
(1)       Gains (losses) on derivative contracts not designated as hedges are primarily included in Trading in the condensed consolidated statements of income.
(2)       Gains (losses) associated with certain derivative contracts that have physically settled are excluded from the table above. Gains (losses) on these contracts are reflected with the associated cash instruments, which are also included in Trading in the condensed consolidated statements of income.
The Company also has certain embedded derivatives that have been bifurcated from the related structured borrowings. Such derivatives are classified in Long-term borrowings and had a net fair value of $71 million and $53 million at September 30, 2013 and December 31, 2012, respectively and a notional value of $2,146 million and $2,178 million at September 30, 2013 and December 31, 2012, respectively. The Company recognized gains of $13 million related to changes in the fair value of its bifurcated embedded derivatives in both the quarter and nine months ended September 30, 2013. The Company recognized gains of $12 million and $6 million related to changes in the fair value of its bifurcated embedded derivatives in the quarter and nine months ended September 30, 2012, respectively.
At September 30, 2013 and December 31, 2012, the amount of payables associated with cash collateral received that was netted against derivative assets was $56.6 billion and $69.2 billion, respectively, and the amount of receivables in respect of cash collateral paid that was netted against derivative liabilities was $34.8 billion and $43.0 billion, respectively. Cash collateral receivables and payables of $204 million and $5 million, respectively, at September 30, 2013 and $158 million and $34 million, respectively, at December 31, 2012, were not offset against certain contracts that did not meet the definition of a derivative.
Credit-Risk-Related Contingencies.
In connection with certain OTC trading agreements, the Company may be required to provide additional collateral or immediately settle any outstanding liability balances with certain counterparties in the event of a credit ratings downgrade. At September 30, 2013, the aggregate fair value of OTC derivative contracts that contain credit-risk-related contingent features that are in a net liability position totaled $22,428 million, for which the Company has posted collateral of $19,474 million, in the normal course of business. The long-term credit ratings on the Company by Moody's Investor Services, Inc. (“Moody's”) and Standard & Poor's Ratings Services (“S&P”) are currently at different levels (commonly referred to as “split ratings”). At September 30, 2013, the future potential collateral amounts, termination payments or other contractual amounts that could be called by counterparties in the event of a downgrade of the Company's long-term credit rating under various scenarios are: $284 million (Baa1 Moody's/BBB+ S&P) and $2,994 million (Baa2 Moody's/BBB S&P). Of these amounts, $2,871 million at September 30, 2013 related to bilateral arrangements between the Company and other parties where upon the downgrade of one party, the downgraded party must deliver collateral to the other party. These bilateral downgrade arrangements are a risk management tool used extensively by the Company as credit exposures are reduced if counterparties are downgraded.
Credit Derivatives and Other Credit Contracts.
The Company enters into credit derivatives, principally through credit default swaps, under which it receives or provides protection against the risk of default on a set of debt obligations issued by a specified reference entity or entities. A majority of the Company's counterparties are banks, broker-dealers, insurance and other financial institutions, and monoline insurers.
The tables below summarize the notional and fair value of protection sold and protection purchased through credit default swaps at September 30, 2013 and December 31, 2012:
		At September 30, 2013
		Maximum Potential Payout/Notional
		Protection Sold				Protection Purchased
		Notional		Fair Value (Asset)/Liability		Notional		Fair Value (Asset)/Liability
		(dollars in millions)
Single name credit default swaps	$	889,337	$	-3,488	$	847,529	$	3,121
Index and basket credit default swaps		516,283		205		424,669		-302
Tranched index and basket credit default swaps		172,166		-1,626		304,706		-5
Total	$	1,577,786	$	-4,909	$	1,576,904	$	2,814
		At December 31, 2012
		Maximum Potential Payout/Notional
		Protection Sold				Protection Purchased
		Notional		Fair Value (Asset)/Liability		Notional		Fair Value (Asset)/Liability
		(dollars in millions)
Single name credit default swaps	$	1,069,474	$	2,889	$	1,029,543	$	-2,456
Index and basket credit default swaps		551,630		5,664		454,800		-5,124
Tranched index and basket credit default swaps		272,088		2,330		423,058		-7,076
Total	$	1,893,192	$	10,883	$	1,907,401	$	-14,656
The table below summarizes the credit ratings and maturities of protection sold through credit default swaps and other credit contracts at September 30, 2013:
				Protection Sold
				Maximum Potential Payout/Notional										Fair Value
				Years to Maturity										(Asset)/
Credit Ratings of the Reference Obligation				Less than 1		3-Jan		5-Mar		Over 5		Total		Liability(1)(2)
				(dollars in millions)
Single name credit default swaps:
	AAA		$	1,641	$	7,641	$	13,025	$	2,183	$	24,490	$	-156
	AA			10,016		21,583		27,395		5,350		64,344		-707
	A			55,905		57,731		56,520		6,259		176,415		-2,522
	BBB			119,444		123,063		129,910		23,905		396,322		-1,904
	Non-investment grade			69,370		77,969		71,782		8,645		227,766		1,801
Total				256,376		287,987		298,632		46,342		889,337		-3,488
Index and basket credit default swaps(3):
	AAA			16,504		34,984		39,470		2,362		93,320		-1,319
	AA			1,190		8,460		9,657		5,877		25,184		-335
	A			1,452		3,609		8,614		23		13,698		-43
	BBB			21,162		64,741		112,188		8,079		206,170		-1,787
	Non-investment grade			58,014		93,750		162,213		36,100		350,077		2,063
Total				98,322		205,544		332,142		52,441		688,449		-1,421
Total credit default swaps sold			$	354,698	$	493,531	$	630,774	$	98,783	$	1,577,786	$	-4,909
Other credit contracts(4)(5)			$	376	$	10	$	137	$	1,165	$	1,688	$	-171
Total credit derivatives and
	other credit contracts		$	355,074	$	493,541	$	630,911	$	99,948	$	1,579,474	$	-5,080
_____________
(1)       Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting.
(2)       Fair value amounts of certain credit default swaps where the Company sold protection have an asset carrying value because credit spreads of the underlying reference entity or entities tightened during the terms of the contracts.
(3)       Credit ratings are calculated internally.
(4)       Other credit contracts include CLNs, CDOs and credit default swaps that are considered hybrid instruments.
(5)       Fair value amount shown represents the fair value of the hybrid instruments.
The table below summarizes the credit ratings and maturities of protection sold through credit default swaps and other credit contracts at December 31, 2012:
				Protection Sold
				Maximum Potential Payout/Notional										Fair Value
				Years to Maturity										(Asset)/
Credit Ratings of the Reference Obligation				Less than 1		3-Jan		5-Mar		Over 5		Total		Liability(1)(2)
				(dollars in millions)
Single name credit default swaps:
	AAA		$	2,368	$	6,592	$	19,848	$	5,767	$	34,575	$	-204
	AA			10,984		16,804		34,280		7,193		69,261		-325
	A			66,635		72,796		67,285		10,760		217,476		-2,740
	BBB			124,662		145,462		142,714		34,396		447,234		-492
	Non-investment grade			91,743		98,515		92,143		18,527		300,928		6,650
Total				296,392		340,169		356,270		76,643		1,069,474		2,889
Index and basket credit default swaps(3):
	AAA			18,652		36,005		45,789		3,240		103,686		-1,377
	AA			1,255		9,479		12,026		8,343		31,103		-55
	A			2,684		5,423		5,440		125		13,672		-155
	BBB			27,720		105,870		143,562		29,101		306,253		-862
	Non-investment grade			97,389		86,703		153,858		31,054		369,004		10,443
Total				147,700		243,480		360,675		71,863		823,718		7,994
Total credit default swaps sold			$	444,092	$	583,649	$	716,945	$	148,506	$	1,893,192	$	10,883
Other credit contracts(4)(5)			$	796	$	125	$	155	$	1,323	$	2,399	$	-745
Total credit derivatives and other
	credit contracts		$	444,888	$	583,774	$	717,100	$	149,829	$	1,895,591	$	10,138
_____________
(1)       Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting.
(2)       Fair value amounts of certain credit default swaps where the Company sold protection have an asset carrying value because credit spreads of the underlying reference entity or entities tightened during the terms of the contracts.
(3)       Credit ratings are calculated internally.
(4)       Other credit contracts include CLNs, CDOs and credit default swaps that are considered hybrid instruments.
(5)       Fair value amount shown represents the fair value of the hybrid instruments.
Single Name Credit Default Swaps.    A credit default swap protects the buyer against the loss of principal on a bond or loan in case of a default by the issuer. The protection buyer pays a periodic premium (generally quarterly) over the life of the contract and is protected for the period. The Company in turn will have to perform under a credit default swap if a credit event as defined under the contract occurs. Typical credit events include bankruptcy, dissolution or insolvency of the referenced entity, failure to pay and restructuring of the obligations of the referenced entity. In order to provide an indication of the current payment status or performance risk of the credit default swaps, the external credit ratings of the underlying reference entity of the credit default swaps are disclosed.
Index and Basket Credit Default Swaps.    Index and basket credit default swaps are credit default swaps that reference multiple names through underlying baskets or portfolios of single name credit default swaps. Generally, in the event of a default on one of the underlying names, the Company will have to pay a pro rata portion of the total notional amount of the credit default index or basket contract. In order to provide an indication of the current payment status or performance risk of these credit default swaps, the weighted average external credit ratings of the underlying reference entities comprising the basket or index were calculated and disclosed.
The Company also enters into index and basket credit default swaps where the credit protection provided is based upon the application of tranching techniques. In tranched transactions, the credit risk of an index or basket is separated into various portions of the capital structure, with different levels of subordination. The most junior tranches cover initial defaults, and once losses exceed the notional of the tranche, they are passed on to the next most senior tranche in the capital structure.
When external credit ratings are not available, credit ratings were determined based upon an internal methodology.
Credit Protection Sold through CLNs and CDOs.    The Company has invested in CLNs and CDOs, which are hybrid instruments containing embedded derivatives, in which credit protection has been sold to the issuer of the note. If there is a credit event of a reference entity underlying the instrument, the principal balance of the note may not be repaid in full to the Company.
Purchased Credit Protection with Identical Underlying Reference Obligations.    For single name credit default swaps and non-tranched index and basket credit default swaps, the Company has purchased protection with a notional amount of approximately $1.2 trillion and $1.5 trillion at September 30, 2013 and December 31, 2012, respectively, compared with a notional amount of approximately $1.3 trillion and $1.6 trillion at September 30, 2013 and December 31, 2012, of credit protection sold with identical underlying reference obligations. In order to identify purchased protection with the same underlying reference obligations, the notional amount for individual reference obligations within non-tranched indices and baskets was determined on a pro rata basis and matched off against single name and non-tranched index and basket credit default swaps where credit protection was sold with identical underlying reference obligations.
The purchase of credit protection does not represent the sole manner in which the Company risk manages its exposure to credit derivatives. The Company manages its exposure to these derivative contracts through a variety of risk mitigation strategies, which include managing the credit and correlation risk across single name, non-tranched indices and baskets, tranched indices and baskets, and cash positions. Aggregate market risk limits have been established for credit derivatives, and market risk measures are routinely monitored against these limits. The Company may also recover amounts on the underlying reference obligation delivered to the Company under credit default swaps where credit protection was sold.

Commitments_Guarantees_and_Con

Commitments, Guarantees and Contingencies	9 Months Ended
	Sep. 30, 2013
Commitments, Guarantees and Contingencies [Abstract]	'
Commitments, Guarantees and Contingencies	'
	12.    Commitments, Guarantees and Contingencies.
	Commitments.
	The Company's commitments associated with outstanding letters of credit and other financial guarantees obtained to satisfy collateral requirements, investment activities, corporate lending and financing arrangements, mortgage lending and margin lending at September 30, 2013 are summarized below by period of expiration. Since commitments associated with these instruments may expire unused, the amounts shown do not necessarily reflect the actual future cash funding requirements:
				Years to Maturity
				Less								Total at
				than 1		3-Jan		5-Mar		Over 5		30-Sep-13
				(dollars in millions)
	Letters of credit and other financial guarantees
		obtained to satisfy collateral requirements	$	682	$	7	$	—	$	1	$	690
	Investment activities			690		112		36		257		1,095
	Primary lending commitments—investment grade(1)			11,384		13,934		34,859		504		60,681
	Primary lending commitments—non-investment grade(1)			2,684		5,088		9,505		1,836		19,113
	Secondary lending commitments(2)			68		32		20		16		136
	Commitments for secured lending transactions			964		—		—		4		968
	Forward starting reverse repurchase agreements and
		securities borrowing agreements(3)(4)		70,411		—		—		—		70,411
	Commercial and residential mortgage-related commitments			1,254		40		309		818		2,421
	Underwriting commitments			410		—		—		—		410
	Other commitments			2,284		376		206		79		2,945
		Total	$	90,831	$	19,589	$	44,935	$	3,515	$	158,870
	.
	(1)       This amount includes $44.9 billion of investment grade and $10.8 billion of non-investment grade unfunded commitments accounted for as held for investment and $5.9 billion of investment grade and $5.1 billion of non-investment grade unfunded commitments accounted for as held for sale at September 30, 2013. The remainder of these lending commitments is carried at fair value.
	(2)       These commitments are recorded at fair value within Trading assets and Trading liabilities in the condensed consolidated statements of financial condition (see Note 4).
	(3)       The Company enters into forward starting reverse repurchase and securities borrowing agreements (agreements that have a trade date at or prior to September 30, 2013 and settle subsequent to period-end) that are primarily secured by collateral from U.S. government agency securities and other sovereign government obligations. These agreements primarily settle within three business days and of the total amount at September 30, 2013, $66.5 billion settled within three business days.
	(4)       The Company also has a contingent obligation to provide financing to a clearinghouse through which it clears certain transactions. The financing is required only upon the default of a clearinghouse member. The financing takes the form of a reverse repurchase facility, with a maximum amount of approximately $1.9 billion.
	For further description of these commitments, refer to Note 13 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K.
	The Company sponsors several non-consolidated investment funds for third-party investors where the Company typically acts as general partner of, and investment advisor to, these funds and typically commits to invest a minority of the capital of such funds, with subscribing third-party investors contributing the majority. The Company's employees, including its senior officers, as well as the Company's directors, may participate on the same terms and conditions as other investors in certain of these funds that the Company forms primarily for client investment, except that the Company may waive or lower applicable fees and charges for its employees. The Company has contractual capital commitments, guarantees, lending facilities and counterparty arrangements with respect to these investment funds.
	Guarantees.
	The table below summarizes certain information regarding the Company's obligations under guarantee arrangements at September 30, 2013:
				Maximum Potential Payout/Notional										Carrying Amount (Asset)/ Liability		Collateral/ Recourse
				Years to Maturity
	Type of Guarantee			Less than 1		3-Jan		5-Mar		Over 5		Total
				(dollars in millions)
	Credit derivative contracts(1)		$	354,698	$	493,531	$	630,774	$	98,783	$	1,577,786	$	-4,909	$	—
	Other credit contracts			376		10		137		1,165		1,688		-171		—
	Non-credit derivative contracts(1)			1,423,753		873,318		304,554		507,865		3,109,490		61,134		—
	Standby letters of credit and other
		financial guarantees issued(2)(3)		1,258		687		1,309		5,137		8,391		-210		7,409
	Market value guarantees			—		64		148		504		716		8		111
	Liquidity facilities			2,220		148		—		—		2,368		-4		3,143
	Whole loan sales representations
		and warranties		—		—		—		23,803		23,803		69		—
	Securitization representations and
		warranties		—		—		—		67,130		67,130		90		—
	General partner guarantees			83		45		58		241		427		75		—
	_____________
	(1)       Carrying amounts of derivative contracts are shown on a gross basis prior to cash collateral or counterparty netting. For further information on derivative contracts, see Note 11.
	(2)       Approximately $2.1 billion of standby letters of credit are also reflected in the “Commitments” table above in primary and secondary lending commitments. Standby letters of credit are recorded at fair value within Trading assets or Trading liabilities in the condensed consolidated statements of financial condition.
	(3)       Amounts include guarantees issued by consolidated real estate funds sponsored by the Company of approximately $13 million. These guarantees relate to obligations of the fund's investee entities, including guarantees related to capital expenditures and principal and interest debt payments. Accrued losses under these guarantees of approximately $4 million are reflected as a reduction of the carrying value of the related fund investments, which are reflected in Trading assets on the condensed consolidated statement of financial condition.
	For further description of these guarantees, refer to Note 13 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K.
	The Company has obligations under certain guarantee arrangements, including contracts and indemnification agreements that contingently require a guarantor to make payments to the guaranteed party based on changes in an underlying measure (such as an interest or foreign exchange rate, security or commodity price, an index or the occurrence or non-occurrence of a specified event) related to an asset, liability or equity security of a guaranteed party. Also included as guarantees are contracts that contingently require the guarantor to make payments to the guaranteed party based on another entity's failure to perform under an agreement, as well as indirect guarantees of the indebtedness of others. The Company's use of guarantees is described below by type of guarantee:
	Other Guarantees and Indemnities.
	In the normal course of business, the Company provides guarantees and indemnifications in a variety of commercial transactions. These provisions generally are standard contractual terms. Certain of these guarantees and indemnifications are described below.
	•        Trust Preferred Securities.    The Company has established Morgan Stanley Capital Trusts for the limited purpose of issuing trust preferred securities to third parties and lending the proceeds to the Company in exchange for junior subordinated debentures. The Company has directly guaranteed the repayment of the trust preferred securities to the holders thereof to the extent that the Company has made payments to a Morgan Stanley Capital Trust on the junior subordinated debentures. In the event that the Company does not make payments to a Morgan Stanley Capital Trust, holders of such series of trust preferred securities would not be able to rely upon the guarantee for payment of those amounts. The Company has not recorded any liability in the condensed consolidated financial statements for these guarantees and believes that the occurrence of any events (i.e., non-performance on the part of the paying agent) that would trigger payments under these contracts is remote. See Note 11 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K for details on the Company's junior subordinated debentures.
	•        Indemnities.    The Company provides standard indemnities to counterparties for certain contingent exposures and taxes, including U.S. and foreign withholding taxes, on interest and other payments made on derivatives, securities and stock lending transactions, certain annuity products and other financial arrangements. These indemnity payments could be required based on a change in the tax laws or change in interpretation of applicable tax rulings or a change in factual circumstances. Certain contracts contain provisions that enable the Company to terminate the agreement upon the occurrence of such events. The maximum potential amount of future payments that the Company could be required to make under these indemnifications cannot be estimated.
	•       Exchange/Clearinghouse Member Guarantees.    The Company is a member of various U.S. and non-U.S. exchanges and clearinghouses that trade and clear securities and/or derivative contracts. Associated with its membership, the Company may be required to pay a proportionate share of the financial obligations of another member who may default on its obligations to the exchange or the clearinghouse. While the rules governing different exchange or clearinghouse memberships vary, in general the Company's guarantee obligations would arise only if the exchange or clearinghouse had previously exhausted its resources. The maximum potential payout under these membership agreements cannot be estimated. The Company has not recorded any contingent liability in the condensed consolidated financial statements for these agreements and believes that any potential requirement to make payments under these agreements is remote.
	•       Merger and Acquisition Guarantees.    The Company may, from time to time, in its role as investment banking advisor be required to provide guarantees in connection with certain European merger and acquisition transactions. If required by the regulating authorities, the Company provides a guarantee that the acquirer in the merger and acquisition transaction has or will have sufficient funds to complete the transaction and would then be required to make the acquisition payments in the event the acquirer's funds are insufficient at the completion date of the transaction. These arrangements generally cover the time frame from the transaction offer date to its closing date and, therefore, are generally short term in nature. The maximum potential amount of future payments that the Company could be required to make cannot be estimated. The Company believes the likelihood of any payment by the Company under these arrangements is remote given the level of the Company's due diligence associated with its role as investment banking advisor.
	In the ordinary course of business, the Company guarantees the debt and/or certain trading obligations (including obligations associated with derivatives, foreign exchange contracts and the settlement of physical commodities) of certain subsidiaries. These guarantees generally are entity or product specific and are required by investors or trading counterparties. The activities of the subsidiaries covered by these guarantees (including any related debt or trading obligations) are included in the Company's condensed consolidated financial statements.
	Contingencies.
	Legal.  In the normal course of business, the Company has been named, from time to time, as a defendant in various legal actions, including arbitrations, class actions and other litigation, arising in connection with its activities as a global diversified financial services institution. Certain of the actual or threatened legal actions include claims for substantial compensatory and/or punitive damages or claims for indeterminate amounts of damages. In some cases, the entities that would otherwise be the primary defendants in such cases are bankrupt or are in financial distress. These actions have included, but are not limited to, residential mortgage and credit crisis related matters. Over the last several years, the level of litigation and investigatory activity focused on residential mortgage and credit crisis related matters has increased materially in the financial services industry. As a result, the Company expects that it may become the subject of increased claims for damages and other relief regarding residential mortgages and related securities in the future and, while the Company has identified below any individual proceedings where the Company believes a material loss to be reasonably possible and reasonably estimable, there can be no assurance that material losses will not be incurred from claims that have not yet been notified to the Company or are not yet determined to be probable or possible and reasonably estimable losses.
	The Company is also involved, from time to time, in other reviews, investigations and proceedings (both formal and informal) by governmental and self-regulatory agencies regarding the Company's business and involving, among other matters, accounting and operational matters, certain of which may result in adverse judgments, settlements, fines, penalties, injunctions or other relief.
	The Company contests liability and/or the amount of damages as appropriate in each pending matter. Where available information indicates that it is probable a liability had been incurred at the date of the condensed consolidated financial statements and the Company can reasonably estimate the amount of that loss, the Company accrues the estimated loss by a charge to income. The Company expects future litigation accruals in general to continue to be elevated and the changes in accruals from period to period may fluctuate significantly, given the current environment regarding financial crisis related government investigations and private litigation affecting global financial services firms, including the Company.
	In many proceedings, however, it is inherently difficult to determine whether any loss is probable or even possible or to estimate the amount of any loss. In addition, even where loss is possible or an exposure to loss exists in excess of the liability already accrued with respect to a previously recognized loss contingency, it is not always possible to reasonably estimate the size of the possible loss or range of loss.
For certain legal proceedings, the Company cannot reasonably estimate such losses, particularly for proceedings that are in their early stages of development or where plaintiffs seek substantial or indeterminate damages. Numerous issues may need to be resolved, including through potentially lengthy discovery and determination of important factual matters, determination of issues related to class certification and the calculation of damages, and by addressing novel or unsettled legal questions relevant to the proceedings in question, before a loss or additional loss or range of loss or additional loss can be reasonably estimated for any proceeding.
For certain other legal proceedings, the Company can estimate reasonably possible losses, additional losses, ranges of loss or ranges of additional loss in excess of amounts accrued, but does not believe, based on current knowledge and after consultation with counsel, that such losses will have a material adverse effect on the Company's condensed consolidated financial statements as a whole, other than the matters referred to in the following paragraphs.
On March 15, 2010, the Federal Home Loan Bank of San Francisco filed two complaints against the Company and other defendants in the Superior Court of the State of California. These actions are styled Federal Home Loan Bank of San Francisco v. Credit Suisse Securities (USA) LLC, et al., and Federal Home Loan Bank of San Francisco v. Deutsche Bank Securities Inc. et al., respectively. Amended complaints filed on June 10, 2010 allege that defendants made untrue statements and material omissions in connection with the sale to plaintiff of a number of mortgage pass-through certificates backed by securitization trusts containing residential mortgage loans. The amount of certificates allegedly sold to plaintiff by the Company in these cases was approximately $704 million and $276 million, respectively. The complaints raise claims under both the federal securities laws and California law and seek, among other things, to rescind the plaintiff's purchase of such certificates.  On July 29, 2011 and September 8, 2011, the court presiding over both actions sustained defendants' demurrers with respect to claims brought under the Securities Act of 1933, as amended, and overruled defendants' demurrers with respect to all other claims. At September 25, 2013, the current unpaid balance of the mortgage pass-through certificates at issue in these cases was approximately $326 million, and the certificates had incurred actual losses of approximately $4 million. Based on currently available information, the Company believes it could incur a loss for this action up to the difference between the $326 million unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, plus pre- and post-judgment interest, fees and costs. The Company may be entitled to be indemnified for some of these losses and to an offset for interest received by the plaintiff prior to a judgment.
On July 9, 2010 and February 11, 2011, Cambridge Place Investment Management Inc. filed two separate complaints against the Company and other defendants in the Superior Court of the Commonwealth of Massachusetts, both styled Cambridge Place Investment Management Inc. v. Morgan Stanley & Co., Inc., et al. The complaints assert claims on behalf of certain clients of plaintiff's affiliates and allege that defendants made untrue statements and material omissions in the sale of a number of mortgage pass-through certificates backed by securitization trusts containing residential mortgage loans. The total amount of certificates allegedly issued by the Company or sold to plaintiff's affiliates' clients by the Company in the two matters was approximately $263 million. Plaintiff filed amended complaints on October 14, 2011, which raise claims under the Massachusetts Uniform Securities Act and seek, among other things, to rescind the plaintiff's purchase of such certificates. Defendants' motions to dismiss the amended complaints, with respect to plaintiff's standing to bring suit and for failure to state a claim upon which relief can be granted were denied in March and October 2012, respectively. At September 25, 2013, the current unpaid balance of the mortgage pass-through certificates at issue in these cases was approximately $105 million, and the certificates had incurred actual losses of approximately $109 million. Based on currently available information, the Company believes it could incur a loss for these actions of up to the difference between the $105 million unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, plus pre- and post-judgment interest, fees and costs. The Company may be entitled to be indemnified for some of these losses and to an offset for interest received by the plaintiff prior to a judgment.
On July 15, 2010, China Development Industrial Bank (“CDIB”) filed a complaint against the Company, styled China Development Industrial Bank v. Morgan Stanley & Co. Incorporated et al. which is pending in the Supreme Court of the State of New York, New York County (“Supreme Court of NY”). The complaint relates to a $275 million credit default swap referencing the super senior portion of the STACK 2006-1 CDO. The complaint asserts claims for common law fraud, fraudulent inducement and fraudulent concealment and alleges that the Company misrepresented the risks of the STACK 2006-1 CDO to CDIB, and that the Company knew that the assets backing the CDO were of poor quality when it entered into the credit default swap with CDIB. The complaint seeks compensatory damages related to the approximately $228 million that CDIB alleges it has already lost under the credit default swap, rescission of CDIB's obligation to pay an additional $12 million, punitive damages, equitable relief, fees and costs. On February 28, 2011, the court denied the Company's motion to dismiss the complaint. Based on currently available information, the Company believes it could incur a loss of up to approximately $240 million plus pre- and post-judgment interest, fees and costs.
On October 15, 2010, the Federal Home Loan Bank of Chicago filed a complaint against the Company and other defendants in the Circuit Court of the State of Illinois styled Federal Home Loan Bank of Chicago v. Bank of America Funding Corporation et al. The complaint alleges that defendants made untrue statements and material omissions in the sale to plaintiff of a number of mortgage pass-through certificates backed by securitization trusts containing residential mortgage loans.  The total amount of certificates allegedly sold to plaintiff by the Company in this action was approximately $203 million.  The complaint raises claims under Illinois law and seeks, among other things, to rescind the plaintiff's purchase of such certificates. On March 24, 2011, the court granted plaintiff leave to file an amended complaint. The defendants' motion to dismiss the amended complaint was denied on September 19, 2012. The Company filed its answer on December 21, 2012. At September 25, 2013, the current unpaid balance of the mortgage pass-through certificates at issue in this action was approximately $98 million and certain certificates had incurred actual losses of approximately $1 million. Based on currently available information, the Company believes it could incur a loss in this action up to the difference between the $98 million unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, plus pre- and post-judgment interest, fees and costs. The Company may be entitled to be indemnified for some of these losses and to an offset for interest received by the plaintiff prior to a judgment.
On July 18, 2011, the Western and Southern Life Insurance Company and certain affiliated companies filed a complaint against the Company and other defendants in the Court of Common Pleas in Ohio, styled Western and Southern Life Insurance Company, et al. v. Morgan Stanley Mortgage Capital Inc., et al. An amended complaint was filed on April 2, 2012 and alleges that defendants made untrue statements and material omissions in the sale to plaintiffs of certain mortgage pass-through certificates backed by securitization trusts containing residential mortgage loans. The amount of the certificates allegedly sold to plaintiffs by the Company was approximately $153 million. The amended complaint raises claims under the Ohio Securities Act, federal securities laws, and common law and seeks, among other things, to rescind the plaintiffs' purchases of such certificates. On May 21, 2012, the Company filed a motion to dismiss the amended complaint, which motion was denied on August 3, 2012. The court has set a trial date in May 2015. At September 25, 2013, the current unpaid balance of the mortgage pass-through certificates at issue in this action was approximately $119 million, and the certificates had incurred actual losses of approximately $1 million. Based on currently available information, the Company believes it could incur a loss in this action up to the difference between the $119 million unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, plus post-judgment interest, fees and costs. The Company may be entitled to an offset for interest received by the plaintiff prior to a judgment.
On September 2, 2011, the Federal Housing Finance Agency (“FHFA”), as conservator for Fannie Mae and Freddie Mac, filed 17 complaints against numerous financial services companies, including the Company. A complaint against the Company and other defendants was filed in the Supreme Court of NY, styled Federal Housing Finance Agency, as Conservator v. Morgan Stanley et al. The complaint alleges that defendants made untrue statements and material omissions in connection with the sale to Fannie Mae and Freddie Mac of residential mortgage pass-through certificates with an original unpaid balance of approximately $11 billion. The complaint raises claims under federal and state securities laws and common law and seeks, among other things, rescission and compensatory and punitive damages. On September 26, 2011, defendants removed the action to the United States District Court for the Southern District of New York. On July 13, 2012, the Company filed a motion to dismiss the complaint, which motion was denied in large part on November 19, 2012. Trial is currently scheduled to begin in January 2015. At September 25, 2013, the current unpaid balance of the mortgage pass-through certificates at issue in this action was approximately $2.8 billion, and the certificates had incurred actual losses of approximately $68 million. Based on currently available information, the Company believes it could incur a loss in this action up to the difference between the $2.8 billion unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, plus pre- and post-judgment interest, fees and costs. The Company may be entitled to be indemnified for some of these losses and to an offset for interest received by the plaintiff prior to a judgment.
On April 25, 2012, Metropolitan Life Insurance Company and certain affiliates filed a complaint against the Company and certain affiliates in the Supreme Court of NY styled Metropolitan Life Insurance Company, et al. v. Morgan Stanley, et al. An amended complaint was filed on June 29, 2012 and alleges that defendants made untrue statements and material omissions in the sale to plaintiffs of certain mortgage pass-through certificates backed by securitization trusts containing residential mortgage loans. The total amount of certificates allegedly sponsored, underwritten and/or sold by the Company was approximately $758 million. The amended complaint raises common law claims of fraud, fraudulent inducement, and aiding and abetting fraud and seeks, among other things, rescission, compensatory and/or rescissionary damages, as well as punitive damages, associated with plaintiffs' purchases of such certificates. On September 21, 2012, the Company filed a motion to dismiss the amended complaint, which was granted in part and denied in part on July 16, 2013. Defendants filed a notice of appeal of that decision on August 16, 2013. Following that decision, the total amount of certificates allegedly sponsored, underwritten and/or sold by the Company was approximately $656 million. At September 25, 2013, the current unpaid balance of the mortgage pass-through certificates remaining at issue in this case was approximately $324 million, and the certificates incurred actual losses of approximately $35 million. Based on currently available information, the Company believes it could incur a loss up to the difference between the $324 million unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, plus pre- and post-judgment interest, fees and costs. The Company may be entitled to be indemnified for some of these losses and to an offset for interest received by the plaintiff prior to a judgment.
On April 25, 2012, The Prudential Insurance Company of America and certain affiliates filed a complaint against the Company and certain affiliates in the Superior Court of the State of New Jersey styled The Prudential Insurance Company of America, et al. v. Morgan Stanley, et al. The complaint alleges that defendants made untrue statements and material omissions in connection with the sale to plaintiffs of certain mortgage pass-through certificates backed by securitization trusts containing residential mortgage loans. The total amount of certificates allegedly sponsored, underwritten and/or sold by the Company is approximately $1 billion. The complaint raises claims under the New Jersey Uniform Securities Law, as well as common law claims of negligent misrepresentation, fraud and tortious interference with contract and seeks, among other things, compensatory damages, punitive damages, rescission and rescissionary damages associated with plaintiffs' purchases of such certificates. On October 16, 2012, plaintiffs filed an amended complaint which, among other things, increases the total amount of the certificates at issue by approximately $80 million, adds causes of action for fraudulent inducement, equitable fraud, aiding and abetting fraud, and violations of the New Jersey RICO statute, and includes a claim for treble damages. On March 15, 2013, defendants' motion to dismiss was denied. At September 25, 2013, the current unpaid balance of the mortgage pass-through certificates at issue in this action was approximately $663 million, and the certificates had not yet incurred actual losses. Based on currently available information, the Company believes it could incur a loss in this action up to the difference between the $663 million unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, plus pre- and post-judgment interest, fees and costs. The Company may be entitled to be indemnified for some of these losses and to an offset for interest received by the plaintiff prior to a judgment.

Regulatory_Requirements

Regulatory Requirements	9 Months Ended
	Sep. 30, 2013
Regulatory Requirements	'
Regulatory Requirements	'
	13.       Regulatory Requirements.
	Morgan Stanley.     The Company is a financial holding company under the Bank Holding Company Act of 1956, as amended, and is subject to the regulation and oversight of the Federal Reserve. The Federal Reserve establishes capital requirements for the Company, including well-capitalized standards, and evaluates the Company's compliance with such capital requirements. The Office of the Comptroller of the Currency establishes similar capital requirements and standards for Morgan Stanley Bank, N.A. and Morgan Stanley Private Bank, National Association.
	The Company calculates its capital ratios and risk-weighted assets (“RWAs”) in accordance with the capital adequacy standards for financial holding companies adopted by the Federal Reserve. These standards are based upon a framework described in the “International Convergence of Capital Measurement and Capital Standards,” July 1988, as amended, also referred to as Basel I. In December 2007, the U.S. banking regulators published final regulation incorporating the Basel II Accord, which requires internationally active banking organizations, as well as certain of their U.S. bank subsidiaries, to implement Basel II standards over the next several years. In July 2010, the Company began reporting its capital adequacy standards on a parallel basis to its regulators under Basel I and Basel II as part of a phased implementation of Basel II.
	In December 2010, the Basel Committee reached an agreement on Basel III. In July 2013, the U.S. banking regulators issued a final rule to implement many aspects of Basel III (the “U.S. Basel III final rule”). The U.S. Basel III final rule contains new capital standards that raise the capital requirements, strengthen counterparty credit risk capital requirements and replace the use of externally developed credit ratings with alternatives such as the Organisation for Economic Co-operation and Development's country risk classifications. The U.S. Basel III final rule also requires certain banking organizations, including the Company, to maintain both a capital conservation buffer and, if deployed, a countercyclical capital buffer, above the minimum risk-based capital ratios. Failure to maintain such buffers will result in restrictions on the banking organization's ability to make capital distributions and pay discretionary bonuses to executive officers. Under the U.S. Basel III final rule, the Company will be subject to a minimum Common Equity Tier 1 risk-based capital ratio of 4.5%, a minimum Tier 1 risk-based capital ratio of 6% and a minimum total risk-based capital ratio of 8% on a fully phased-in basis. In addition, the final rule provides that certain new items be deducted from Common Equity Tier 1 capital and certain Basel I deductions be modified. The majority of these capital deductions are subject to a phase-in schedule and will be fully phased-in by 2018. The Company will also be subject to a 2.5% Common Equity Tier 1 capital conservation buffer and, if deployed, up to a 2.5% Common Equity Tier 1 countercyclical buffer on a fully phased-in basis by 2019. Under the U.S. Basel III final rule, unrealized gains and losses on available-for-sale securities will be reflected in Common Equity Tier 1 capital, subject to a phase-in schedule. The U.S. Basel III final rule also subjects certain banking organizations, including the Company, to a minimum supplementary leverage ratio of 3%. The calibration of the supplementary leverage ratio is broadly similar to the December 2010 version of the Basel III leverage ratio and includes off-balance sheet exposures in the denominator. The Company will become subject to the U.S. Basel III final rule beginning on January 1, 2014. Certain requirements in the U.S. Basel III final rule, including the new capital buffers, will be phased in over several years.
	In June 2011, the U.S. banking regulators published final regulations implementing a provision of the Dodd-Frank Act requiring that certain institutions supervised by the Federal Reserve, including the Company, be subject to minimum capital requirements that are not less than the generally applicable risk-based capital requirements. Currently, this minimum “capital floor” is based on Basel I. Beginning January 1, 2015, the U.S. Basel III final rule will replace the current Basel I-based “capital floor” with a standardized approach that, among other things, modifies the existing risk weights for certain types of asset classes and which is applicable to both minimum capital requirements and the sum of conservation and countercyclical capital buffers if deployed. On January 1, 2013, the U.S. banking regulators' rules to implement the Basel Committee's market risk capital framework amendment, commonly referred to as “Basel 2.5”, became effective, which increased the capital requirements for securitizations and correlation trading within the Company's trading book as well as incorporated add-ons for stressed VaR and incremental risk requirements (“market risk capital framework amendment”).
	At September 30, 2013, the Company's capital levels calculated under Basel I, inclusive of the market risk capital framework amendment, were in excess of well-capitalized levels with ratios of Tier 1 capital to RWAs of 15.3% and total capital to RWAs of 16.1% (6% and 10% being well-capitalized for regulatory purposes, respectively). The Company's ratio of Tier 1 common capital to RWAs was 12.6% (5% under stressed conditions is the current minimum under the Federal Reserve's Comprehensive Capital Analysis and Review (“CCAR”) framework). Financial holding companies, including the Company, are subject to a Tier 1 leverage ratio defined by the Federal Reserve. Consistent with the Federal Reserve's definition, the Company calculated its Tier 1 leverage ratio as Tier 1 capital divided by adjusted average total assets (which reflects adjustments for disallowed goodwill, certain intangible assets, deferred tax assets and financial and non-financial equity investments). The adjusted average total assets are derived using weekly balances for the period. At September 30, 2013, the Company was in compliance with the Federal Reserve's Tier 1 leverage requirement, with a Tier 1 leverage ratio of 7.3% (5% is the current well-capitalized standard for regulatory purposes).
	The following table summarizes the capital measures for the Company:
		30-Sep-13					31-Dec-12
		Balance			Ratio		Balance		Ratio
		(dollars in millions)
	Tier 1 common capital	$	48,696		12.60%		$	44,794	14.60%
	Tier 1 capital		58,903		15.30%			54,360	17.70%
	Total capital		62,055		16.10%			56,626	18.50%
	RWAs		385,664		—			306,746	—
	Adjusted average total assets		807,368		—			769,495	—
	Tier 1 leverage		—		7.30%			—	7.10%
	The Company's U.S. Bank Operating Subsidiaries.     The Company's U.S. bank operating subsidiaries are subject to various regulatory capital requirements as administered by U.S. federal banking agencies. Failure to meet minimum capital requirements can initiate certain mandatory and discretionary actions by regulators that, if undertaken, could have a direct material effect on the Company's U.S. bank operating subsidiaries' financial statements. Under capital adequacy guidelines and the regulatory framework for prompt corrective action, the Company's U.S. bank operating subsidiaries must meet specific capital guidelines that involve quantitative measures of the Company's U.S. bank operating subsidiaries' assets, liabilities and certain off-balance sheet items as calculated under regulatory accounting practices.
	At September 30, 2013, the Company's U.S. bank operating subsidiaries met all capital adequacy requirements to which they are subject and exceeded all regulatory mandated and targeted minimum regulatory capital requirements to be well-capitalized. There are no conditions or events that management believes have changed the Company's U.S. bank operating subsidiaries' category.
	The table below sets forth the capital information for the Company's U.S. bank operating subsidiaries, which are U.S. depository institutions, calculated in a manner consistent with the guidelines described under Basel I, inclusive of the market risk capital framework amendment:
				30-Sep-13				31-Dec-12
				Amount		Ratio		Amount	Ratio
				(dollars in millions)
	Total capital (to RWAs):
		MSBNA(1)	$	12,211		16.70%	$	11,509	16.70%
		MSPBNA	$	2,154		29.60%	$	1,673	28.80%
	Tier 1 capital (to RWAs):
		MSBNA(1)	$	10,549		14.50%	$	9,918	14.40%
		MSPBNA	$	2,148		29.50%	$	1,665	28.70%
	Tier 1 leverage:
		MSBNA	$	10,549		10.80%	$	9,918	13.30%
		MSPBNA	$	2,148		10.60%	$	1,665	10.60%
	____________
	(1)       MSBNA's Tier 1 capital ratio and Total capital ratio at December 31, 2012 were each reduced by approximately 50 basis points due to an approximate $2.0 billion adjustment to notional value of derivatives contracts, which resulted in an increase to MSBNA's RWAs by such amount.
	Under regulatory capital requirements adopted by the U.S. federal banking agencies, U.S. depository institutions, in order to be considered well-capitalized, must maintain a ratio of total capital to RWAs of 10%, a capital ratio of Tier 1 capital to RWAs of 6%, and a ratio of Tier 1 capital to average total assets (leverage ratio) of 5%. Each U.S. depository institution subsidiary of the Company must be well-capitalized in order for the Company to continue to qualify as a financial holding company and to continue to engage in the broadest range of financial activities permitted for financial holding companies. At September 30, 2013 and December 31, 2012, the Company's U.S. depository institutions maintained capital at levels in excess of the universally mandated well-capitalized levels. These subsidiary depository institutions maintain capital at levels sufficiently in excess of the “well-capitalized” requirements to address any additional capital needs and requirements identified by the federal banking regulators.
	MS&Co. and Other Broker-Dealers.    MS&Co. is a registered broker-dealer and registered futures commission merchant and, accordingly, is subject to the minimum net capital requirements of the U.S. Securities and Exchange Commission (the “SEC”), the Financial Industry Regulatory Authority, Inc. and the U.S. Commodity Futures Trading Commission (the “CFTC”). MS&Co. has consistently operated with capital in excess of its regulatory capital requirements. MS&Co.'s net capital totaled $7,222 million and $7,820 million at September 30, 2013 and December 31, 2012, respectively, which exceeded the amount required by $5,691 million and $6,453 million, respectively. MS&Co. is required to hold tentative net capital in excess of $1 billion and net capital in excess of $500 million in accordance with the market and credit risk standards of Appendix E of SEC Rule 15c3-1. MS&Co. is also required to notify the SEC in the event that its tentative net capital is less than $5 billion. At September 30, 2013, MS&Co. had tentative net capital in excess of the minimum and the notification requirements.
	MSSB LLC is a registered broker-dealer and registered futures commission merchant and, accordingly, is subject to the minimum net capital requirements of the SEC, the Financial Industry Regulatory Authority, Inc. and the CFTC. MSSB LLC has consistently operated with capital in excess of its regulatory capital requirements.
	MSIP, a London-based broker-dealer subsidiary, is subject to the capital requirements of the Prudential Regulation Authority, and MSMS, a Tokyo-based broker-dealer subsidiary, is subject to the capital requirements of the Financial Services Agency. MSIP and MSMS have consistently operated with capital in excess of their respective regulatory capital requirements.
	Other Regulated Subsidiaries.    Certain other U.S. and non-U.S. subsidiaries are subject to various securities, commodities and banking regulations, and capital adequacy requirements promulgated by the regulatory and exchange authorities of the countries in which they operate. These subsidiaries have consistently operated with capital in excess of their local capital adequacy requirements.
	Morgan Stanley Derivative Products Inc. (“MSDP”), a derivative products subsidiary rated A2 by Moody's and AA- by S&P, maintains certain operating restrictions that have been reviewed by Moody's and S&P. MSDP is operated such that creditors of the Company should not expect to have any claims on the assets of MSDP, unless and until the obligations to its own creditors are satisfied in full. Creditors of MSDP should not expect to have any claims on the assets of the Company or any of its affiliates, other than the respective assets of MSDP.

Redeemable_Noncontrolling_Inte

Redeemable Noncontrolling Interests and Total Equity	9 Months Ended
	Sep. 30, 2013
Redeemable Noncontrolling Interests and Total Equity	'
Total Equity	'
	14.        Redeemable Noncontrolling Interests and Total Equity.
	Redeemable Noncontrolling Interests.
	Redeemable noncontrolling interests related to the Wealth Management JV (see Note 3). Changes in redeemable noncontrolling interests for the nine months ended September 30, 2013 were as follows (dollars in millions):
	Balance at December 31, 2012		$	4,309
		Net income applicable to redeemable noncontrolling interests		222
		Distributions		-38
		Other		-11
		Carrying value of additional stake in Wealth Management JV purchased from Citi		-4,482
	Balance at September 30, 2013		$	—
	Total Equity.
	Morgan Stanley Shareholders' Equity.
	In July 2013, the Company received no objection from the Federal Reserve to repurchase up to $500 million of the Company's outstanding common stock under rules permitting annual capital distributions (12 Code of Federal Regulations 225.8, Capital Planning). Share repurchases are made pursuant to the share repurchase program previously authorized by the Company's Board of Directors and will be exercised from time to time through March 31, 2014, at prices the Company deems appropriate subject to various factors, including the Company's capital position and market conditions. The share repurchases may be effected through open market purchases or privately negotiated transactions, including through Rule 10b5-1 plans, and may be suspended at any time (see “Unregistered Sales of Equity Securities and Use of Proceeds” in Part II, Item 2).
	During the quarter ended September 30, 2013, the Company repurchased approximately $123 million of the Company's outstanding common stock as part of its share repurchase program. During the quarter and nine months ended September 30, 2012, the Company did not repurchase common stock as part of its share repurchase program. At September 30, 2013, the Company had approximately $1.4 billion remaining under its current share repurchase program. Share repurchases by the Company are subject to regulatory approval.
	Series E Preferred Stock.    On September 30, 2013, the Company issued 34,500,000 Depositary Shares, for an aggregate price of $862 million. Each Depositary Share represents a 1/1,000th interest in a share of perpetual Series E Fixed-to-Floating Rate Non-Cumulative Preferred Stock, $0.01 par value (“Series E Preferred Stock”). The Series E Preferred Stock is redeemable at the Company's option, (i) in whole or in part, from time to time, on any dividend payment date on or after October 15, 2023 or (ii) in whole but not in part at any time within 90 days following a regulatory capital treatment event (as defined therein), in each case at a redemption price of $25,000 per share (equivalent to $25 per Depositary Share). The Series E Preferred Stock also has a preference over the Company's common stock upon liquidation. The Series E Preferred Stock offering (net of related issuance costs) resulted in proceeds of approximately $854 million.
	Accumulated Other Comprehensive Income (Loss).
	The following table presents changes in Accumulated other comprehensive income (loss) by component, net of tax and net of noncontrolling interests, in the quarter ended September 30, 2013 (dollars in millions):
										Change in
						Foreign		Net Change		Net Unrealized		Pension,
						Currency		in		Gains (Losses) on		Postretirement
						Translation		Cash Flow		Securities		and Other Related
						Adjustments		Hedges		Available for Sale		Adjustments		Total
	Balance at June 30, 2013				$	-420	$	-3	$	-218	$	-528	$	-1,169
		Other comprehensive income (loss) before
			reclassifications			117		—		37		—		154
		Amounts reclassified from accumulated
			other comprehensive income (loss)			—		1		-4		4		1
	Net other comprehensive income (loss) during
		the period				117		1		33		4		155
	Balance at September 30, 2013				$	-303	$	-2	$	-185	$	-524	$	-1,014
	The following table presents changes in Accumulated other comprehensive income (loss) by component, net of tax and net of noncontrolling interests, in the nine months ended September 30, 2013 (dollars in millions):
										Change in
						Foreign		Net Change		Net Unrealized		Pension,
						Currency		in		Gains (Losses) on		Postretirement
						Translation		Cash Flow		Securities		and Other Related
						Adjustments		Hedges		Available for Sale		Adjustments		Total
	Balance at December 31, 2012				$	-123	$	-5	$	151	$	-539	$	-516
		Other comprehensive income (loss) before
			reclassifications			-180		—		-310		2		-488
		Amounts reclassified from accumulated
			other comprehensive income (loss)			—		3		-26		13		-10
	Net other comprehensive income (loss) during
		the period				-180		3		-336		15		-498
	Balance at September 30, 2013				$	-303	$	-2	$	-185	$	-524	$	-1,014
	The Company had no significant reclassifications out of Accumulated other comprehensive income (loss) for the quarter and nine months ended September 30, 2013.
	Nonredeemable Noncontrolling Interests.
	Changes in nonredeemable noncontrolling interests primarily resulted from distributions related to MSMS of $292 million and a real estate fund of $195 million in the nine months ended September 30, 2013. In September 2012, the Company reclassified approximately $4.3 billion from nonredeemable noncontrolling interests to redeemable noncontrolling interests for Citi's remaining 35% interest in the Wealth Management JV (see Note 3). Changes in nonredeemable noncontrolling interests in the nine months ended September 30, 2012 also included distributions related to MSMS of $151 million.

Earnings_Per_Common_Share

Earnings Per Common Share	9 Months Ended
	Sep. 30, 2013
Earnings Per Share [Abstract]	'
Earnings Per Common Share	'
	15.       Earnings per Common Share.
	Basic earnings per common share (“EPS”) is computed by dividing earnings (loss) applicable to Morgan Stanley common shareholders by the weighted average number of common shares outstanding for the period. Common shares outstanding include common stock and vested restricted stock units (“RSUs”) where recipients have satisfied either the explicit vesting terms or retirement eligibility requirements. Diluted EPS reflects the assumed conversion of all dilutive securities. The Company calculates EPS using the two-class method and determines whether instruments granted in share-based payment transactions are participating securities (see Note 2 to the consolidated financial statements for the year ended December 31, 2012 in the Form 10-K). The following table presents the calculation of basic and diluted EPS (in millions, except for per share data):
					Three Months Ended				Nine Months Ended
					September 30,				September 30,
					2013		2012		2013		2012
	Basic EPS:
		Income (loss) from continuing operations		$	1,000	$	-958	$	3,470	$	-97
		Net gain (loss) from discontinued operations			18		2		-30		25
		Net income (loss)			1,018		-956		3,440		-72
		Net income applicable to redeemable noncontrolling interests			—		8		222		8
		Net income applicable to nonredeemable noncontrolling interests			112		59		370		446
		Net income (loss) applicable to Morgan Stanley			906		-1,023		2,848		-526
		Less: Preferred dividends (Series A Preferred Stock)			-11		-11		-33		-33
		Less: Preferred dividends (Series C Preferred Stock)			-13		-13		-39		-39
		Less: Wealth Management JV redemption value adjustment
		(see Note 3)			—		—		-151		—
		Less: Allocation of (earnings) loss to participating RSUs(1):
			From continuing operations		-2		—		-6		-1
		Earnings (loss) applicable to Morgan Stanley common shareholders		$	880	$	-1,047	$	2,619	$	-599
		Weighted average common shares outstanding			1,909		1,889		1,906		1,884
	Earnings (loss) per basic common share:
		Income (loss) from continuing operations		$	0.45	$	-0.55	$	1.39	$	-0.32
		Net gain (loss) from discontinued operations			0.01		—		-0.02		—
			Earnings (loss) per basic common share	$	0.46	$	-0.55	$	1.37	$	-0.32
	Diluted EPS:
		Earnings (loss) applicable to Morgan Stanley common shareholders		$	880	$	-1,047	$	2,619	$	-599
		Weighted average common shares outstanding			1,909		1,889		1,906		1,884
		Effect of dilutive securities:
			Stock options and RSUs(1)		56		—		46		—
		Weighted average common shares outstanding and common
		stock equivalents			1,965		1,889		1,952		1,884
	Earnings (loss) per diluted common share:
		Income (loss) from continuing operations		$	0.44	$	-0.55	$	1.36	$	-0.32
		Net gain (loss) from discontinued operations			0.01		—		-0.02		—
			Earnings (loss) per diluted common share	$	0.45	$	-0.55	$	1.34	$	-0.32
	_____________
	(1)       RSUs that are considered participating securities participate in all of the earnings of the Company in the computation of basic EPS, and, therefore, such RSUs are not included as incremental shares in the diluted calculation.
	The following securities were considered antidilutive and, therefore, were excluded from the computation of diluted EPS:
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
	Number of Antidilutive Securities Outstanding at End of Period:			2013		2012		2013		2012
				(shares in millions)
	RSUs and performance-based stock units			4		87		4		87
	Stock options			32		44		32		44
		Total		36		131		36		131

Interest_Income_and_Interest_E

Interest Income and Interest Expense	9 Months Ended
	Sep. 30, 2013
Interest Income And Interest Expense	'
Interest Income And Interest Expense	'
	16.       Interest Income and Interest Expense.
	Details of Interest income and Interest expense were as follows:
					Three Months Ended				Nine Months Ended
					September 30,				September 30,
					2013		2012		2013		2012
					(dollars in millions)
	Interest income(1):
		Trading assets(2)		$	494	$	648	$	1,742	$	2,101
		Securities available for sale			111		80		317		242
		Loans			299		161		790		418
		Interest bearing deposits with banks			38		44		89		95
		Federal funds sold and securities purchased under agreements to
			resell and Securities borrowed		50		64		213		223
		Other			319		382		980		1,165
	Total interest income			$	1,311	$	1,379	$	4,131	$	4,244
	Interest expense(1):
		Deposits		$	44	$	46	$	126	$	136
		Commercial paper and other short-term borrowings			4		11		18		35
		Long-term debt			957		1,256		2,834		3,597
		Securities sold under agreements to repurchase and Securities
			loaned		403		453		1,371		1,445
		Other			-208		-232		-718		-595
	Total interest expense			$	1,200	$	1,534	$	3,631	$	4,618
	Net interest			$	111	$	-155	$	500	$	-374
	_____________
	(1)       Interest income and expense are recorded within the condensed consolidated statements of income depending on the nature of the instrument and related market conventions. When interest is included as a component of the instrument's fair value, interest is included within Trading revenues or Investments revenues. Otherwise, it is included within Interest income or Interest expense.
	(2)       Interest expense on Trading liabilities is reported as a reduction to Interest income on Trading assets.

Employee_Benefit_Plans

Employee Benefit Plans	9 Months Ended
	Sep. 30, 2013
Employee Benefit Plans	'
Employee Benefit Plans	'
	17.       Employee Benefit Plans.
	The Company sponsors various pension plans for the majority of its U.S. and non-U.S. employees. The Company provides certain other postretirement benefits, primarily health care and life insurance, to eligible U.S. employees. The Company also provides certain postemployment benefits to certain former employees or inactive employees prior to retirement.
	The components of the Company's net periodic benefit expense for its pension and postretirement plans were as follows:
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
				2013		2012		2013		2012
				(dollars in millions)
	Service cost, benefits earned during the period		$	6	$	7	$	20	$	22
	Interest cost on projected benefit obligation			40		40		118		122
	Expected return on plan assets			-28		-27		-85		-82
	Net amortization of prior service costs			-3		-3		-10		-10
	Net amortization of actuarial loss			9		7		29		21
		Net periodic benefit expense	$	24	$	24	$	72	$	73

Income_Taxes

Income Taxes	9 Months Ended
	Sep. 30, 2013
Income Taxes	'
Income Taxes	'
	18.       Income Taxes.
	The Company is under continuous examination by the Internal Revenue Service (the “IRS”) and other tax authorities in certain countries, such as Japan and the U.K., and in states in which the Company has significant business operations, such as New York. The Company is currently under review by the IRS Appeals Office for the remaining issues covering tax years 1999 – 2005. Also, the Company is currently at various levels of field examination with respect to audits with the IRS, as well as New York State, New York City and Japan, for tax years 2006 – 2008, 2007 – 2009 and 2012, respectively. During 2013, the Company expects to reach a conclusion with the U.K. tax authorities on substantially all issues through tax year 2010.
	The Company believes that the resolution of tax matters will not have a material effect on the condensed consolidated statements of financial condition of the Company, although a resolution could have a material impact on the Company's condensed consolidated statements of income for a particular future period and on the Company's effective income tax rate for any period in which such resolution occurs. The Company has established a liability for unrecognized tax benefits that the Company believes is adequate in relation to the potential for additional assessments. Once established, the Company adjusts unrecognized tax benefits only when more information is available or when an event occurs necessitating a change.
	It is reasonably possible that significant changes in the gross balance of unrecognized tax benefits may occur within the next 12 months. At this time, however, it is not possible to reasonably estimate the expected change to the total amount of unrecognized tax benefits and impact on the effective tax rate over the next 12 months.
	The Company's effective tax rate from continuing operations for the quarter and nine months ended September 30, 2013 included a discrete net tax benefit of $73 million that is attributable to tax planning strategies to optimize foreign tax credit utilization as a result of the anticipated repatriation of earnings from certain non-U.S. subsidiaries. Additionally, the Company's effective tax rate from continuing operations for the nine months ended September 30, 2013 included a discrete tax benefit of $81 million due to the retroactive effective date of the American Taxpayer Relief Act of 2012 (the “Relief Act”). The Relief Act that was enacted on January 2, 2013, among other things, extended with retroactive effect to January 1, 2012 a provision of U.S. tax law that defers the imposition of tax on certain active financial services income of certain foreign subsidiaries earned outside of the U.S. until such income is repatriated to the U.S. as a dividend. Also, the Company's effective tax rate from continuing operations for the nine months ended September 30, 2013 included a discrete net tax benefit of $61 million associated with remeasurement of reserves and related interest based on new information regarding the status of certain tax authority examinations. Excluding these discrete net tax benefits, the annual effective tax rate in the nine months ended September 30, 2013 would have been 30.7%.
	The Company's effective tax rate from continuing operations for the quarter and nine months ended September 30, 2012 included an $82 million out-of-period net income tax provision adjustment in the Institutional Securities business segment primarily related to the overstatement of tax benefits associated with repatriated earnings of a non-U.S. subsidiary in 2010. The Company has evaluated the effects of the understatement of income tax provision both qualitatively and quantitatively, and concluded that it did not have a material impact on any prior annual or quarterly consolidated financial statements. Excluding this out-of-period net income tax provision adjustment, the annual effective tax rate for the nine months ended September 30, 2012 would have been 95.6%.

Segment_and_Geographic_Informa

Segment and Geographic Information	9 Months Ended
	Sep. 30, 2013
Segment Reporting [Abstract]	'
Segment And Geographic Information	'
	19.       Segment and Geographic Information.
	Segment Information.
	The Company structures its segments primarily based upon the nature of the financial products and services provided to customers and the Company's management organization. The Company provides a wide range of financial products and services to its customers in each of its business segments: Institutional Securities, Wealth Management and Investment Management. For further discussion of the Company's business segments, see Note 1.
	Revenues and expenses directly associated with each respective segment are included in determining its operating results. Other revenues and expenses that are not directly attributable to a particular segment are allocated based upon the Company's allocation methodologies, generally based on each segment's respective net revenues, non-interest expenses or other relevant measures.
	As a result of treating certain intersegment transactions as transactions with external parties, the Company includes an Intersegment Eliminations category to reconcile the business segment results to the Company's consolidated results. Intersegment Eliminations also reflect the effect of fees paid by the Institutional Securities business segment to the Wealth Management business segment related to the bank deposit program.
	Selected financial information for the Company's segments is presented below:
	Three Months Ended September 30, 2013								Institutional Securities		Wealth Management		Investment Management		Intersegment Eliminations		Total
								(dollars in millions)
	Total non-interest revenues							$	4,071	$	2,988	$	828	$	-66	$	7,821
	Interest income								897		532		2		-120		1,311
	Interest expense								1,282		39		2		-123		1,200
		Net interest							-385		493		—		3		111
			Net revenues(1)					$	3,686	$	3,481	$	828	$	-63	$	7,932
	Income from continuing operations before income
		taxes						$	371	$	668	$	300	$	—	$	1,339
	Provision for income taxes								—		238		101		—		339
	Income from continuing operations								371		430		199		—		1,000
	Discontinued operations(2):
		Gain (loss) from discontinued operations							-7		—		8		15		16
		Provision for (benefit from) income taxes							-5		—		—		3		-2
			Net gain (loss) on discontinued operations						-2		—		8		12		18
	Net income								369		430		207		12		1,018
		Net income applicable to nonredeemable noncontrolling
			interests						48		—		64		—		112
	Net income applicable to Morgan Stanley							$	321	$	430	$	143	$	12	$	906
	Three Months Ended September 30, 2012								Institutional Securities(3)		Wealth Management (3)		Investment Management		Intersegment Eliminations		Total
								(dollars in millions)
	Total non-interest revenues							$	2,031	$	2,823	$	635	$	-54	$	5,435
	Interest income								1,017		476		2		-116		1,379
	Interest expense								1,567		77		6		-116		1,534
		Net interest							-550		399		-4		—		-155
			Net revenues(1)					$	1,481	$	3,222	$	631	$	-54	$	5,280
	Income (loss) from continuing operations before income
	taxes							$	-1,928	$	247	$	198	$	—	$	-1,483
	Provision for (benefit from) income taxes								-662		93		44		—		-525
	Income (loss) from continuing operations								-1,266		154		154		—		-958
	Discontinued operations(2):
		Gain (loss) from discontinued operations							-23		—		12		—		-11
		Provision for (benefit from) income taxes							-8		-5		—		—		-13
			Net gain (loss) on discontinued operations						-15		5		12		—		2
	Net income (loss)								-1,281		159		166		—		-956
		Net income applicable to redeemable noncontrolling
			interests						—		8		—		—		8
		Net income applicable to nonredeemable noncontrolling
			interests						8		1		50		—		59
	Net income (loss) applicable to Morgan Stanley							$	-1,289	$	150	$	116	$	—	$	-1,023
	Nine Months Ended September 30, 2013								Institutional Securities		Wealth Management		Investment Management		Intersegment Eliminations		Total
								(dollars in millions)
	Total non-interest revenues							$	12,970	$	9,130	$	2,151	$	-158	$	24,093
	Interest income								2,950		1,531		7		-357		4,131
	Interest expense								3,799		179		12		-359		3,631
		Net interest							-849		1,352		-5		2		500
			Net revenues(1)					$	12,121	$	10,482	$	2,146	$	-156	$	24,593
	Income from continuing operations before income
		taxes						$	2,129	$	1,920	$	647	$	—	$	4,696
	Provision for income taxes								348		687		191		—		1,226
	Income from continuing operations								1,781		1,233		456		—		3,470
	Discontinued operations(2):
		Gain (loss) from discontinued operations							-64		-1		9		1		-55
		Provision for (benefit from) income taxes							-25		—		—		—		-25
			Net gain (loss) on discontinued operations						-39		-1		9		1		-30
	Net income								1,742		1,232		465		1		3,440
		Net income applicable to redeemable noncontrolling
		interests						1		221		—		—		222
	Net income applicable to nonredeemable noncontrolling
		interests						234		—		136		—		370
Net income applicable to Morgan Stanley							$	1,507	$	1,011	$	329	$	1	$	2,848
Nine Months Ended September 30, 2012								Institutional Securities(3)		Wealth Management (3)		Investment Management		Intersegment Eliminations		Total
							(dollars in millions)
Total non-interest revenues							$	9,480	$	8,530	$	1,641	$	-131	$	19,520
Interest income								3,158		1,390		7		-311		4,244
Interest expense								4,690		211		28		-311		4,618
	Net interest							-1,532		1,179		-21		—		-374
		Net revenues(1)					$	7,948	$	9,709	$	1,620	$	-131	$	19,146
Income (loss) from continuing operations before income
	taxes						$	-1,769	$	1,060	$	369	$	-4	$	-344
Provision for (benefit from) income taxes								-699		364		88		—		-247
Income (loss) from continuing operations								-1,070		696		281		-4		-97
Discontinued operations(2):
	Gain (loss) from discontinued operations							-41		93		13		3		68
	Provision for (benefit from) income taxes							18		26		—		-1		43
		Net gain (loss) on discontinued operations						-59		67		13		4		25
Net income (loss)								-1,129		763		294		—		-72
	Net income applicable to redeemable noncontrolling
		interests						—		8		—		—		8
	Net income applicable to nonredeemable noncontrolling
		interests						132		176		138		—		446
Net income (loss) applicable to Morgan Stanley							$	-1,261	$	579	$	156	$	—	$	-526
(1)       In certain management fee arrangements, the Company is entitled to receive performance-based fees (also referred to as incentive fees) when the return on assets under management exceeds certain benchmark returns or other performance targets. In such arrangements, performance fee revenue is accrued (or reversed) quarterly based on measuring account fund performance to date versus the performance benchmark stated in the investment management agreement. The amount of performance-based fee revenue at risk of reversing if fund performance falls below stated investment management agreement benchmarks was approximately $446 million at September 30, 2013 and approximately $205 million at December 31, 2012 (see Note 2 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K).
(2)       See Notes 1 and 21 for discussion of discontinued operations.
(3)       On January 1, 2013, the International Wealth Management business was transferred from the Wealth Management business segment to the Equity division within the Institutional Securities business segment. Accordingly, prior period amounts have been recast to reflect the International Wealth Management business as part of the Institutional Securities business segment.
Total Assets(1)		Institutional Securities(2)		Wealth Management (2)		Investment Management		Total
		(dollars in millions)
At September 30, 2013	$	675,676	$	149,156	$	7,391	$	832,223
At December 31, 2012	$	648,049	$	125,565	$	7,346	$	780,960
(1)       Corporate assets have been fully allocated to the Company's business segments.
(2)       Prior period amounts have been recast to reflect the transfer of the International Wealth Management business from the Wealth Management business segment to the Institutional Securities business segment.
Geographic Information.
The Company operates in both U.S. and non-U.S. markets. The Company's non-U.S. business activities are principally conducted and managed through European and Asian locations. The net revenues disclosed in the following table reflect the regional view of the Company's consolidated net revenues on a managed basis, based on the following methodology:
•       Institutional Securities: advisory and equity underwriting—client location, debt underwriting—revenue recording location, sales and trading—trading desk location.
•       Wealth Management: wealth management representative coverage location.
•       Investment Management: client location, except for Merchant Banking and Real Estate Investing businesses, which are based on asset location.
			Three Months Ended				Nine Months Ended
			September 30,				September 30,
Net Revenues			2013		2012		2013		2012
			(dollars in millions)
Americas		$	5,665	$	4,744	$	17,635	$	14,632
Europe, Middle East and Africa			1,148		296		3,346		2,422
Asia			1,119		240		3,612		2,092
	Net revenues	$	7,932	$	5,280	$	24,593	$	19,146

Equity_Method_Investments

Equity Method Investments	9 Months Ended
	Sep. 30, 2013
Equity Method Investments and Joint Ventures [Abstract]	'
Equity Method Investments	'
	20.       Equity Method Investments.
	The Company has investments accounted for under the equity method of accounting (see Note 1) of $4,756 million and $4,682 million at September 30, 2013 and December 31, 2012, respectively, included in Other investments in the condensed consolidated statements of financial condition. Income from these investments were $148 million and $339 million for the quarter and nine months ended September 30, 2013, respectively, and are included in Other revenues in the condensed consolidated statements of income. Losses from these investments were $3 million and $24 million for the quarter and nine months ended September 30, 2012, respectively.
	Japanese Securities Joint Venture.
	The Company holds a 40% voting interest and Mitsubishi UFJ Financial Group, Inc. (“MUFG”) holds a 60% voting interest in Mitsubishi UFJ Morgan Stanley Securities Co., Ltd. (“MUMSS”), while the Company holds a 51% voting interest and MUFG holds a 49% voting interest in MSMS. The Company consolidates MSMS in its condensed consolidated financial statements and accounts for its interest in MUMSS as an equity method investment within the Institutional Securities business segment (see Note 14). During the quarters ended September 30, 2013 and 2012, the Company recorded income of $188 million and $36 million, respectively, and income of $487 million and $117 million in the nine months ended September 30, 2013 and 2012, respectively, within Other revenues in the condensed consolidated statements of income, arising from the Company's 40% stake in MUMSS.
	In June 2013, MUMSS paid a dividend of approximately $287 million, of which the Company received approximately $115 million for its proportionate share of MUMSS.

Discontinued_Operations

Discontinued Operations	9 Months Ended
	Sep. 30, 2013
Discontinued Operations	'
Discontinued Operations	'
	21.       Discontinued Operations.
	See Note 1 for a discussion of the Company's discontinued operations.
	The table below provides information regarding amounts included in discontinued operations:
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
				2013		2012		2013		2012
				(dollars in millions)
	Net revenues(1):
		Saxon	$	—	$	-1	$	—	$	76
		Quilter		—		—		-1		163
		Other(2)		15		21		-3		35
			$	15	$	20	$	-4	$	274
	Pre-tax gain (loss) on discontinued operations(1):
		Saxon	$	-14	$	-25	$	-53	$	-40
		Quilter(3)		—		—		-1		97
		Other(2)		30		14		-1		11
			$	16	$	-11	$	-55	$	68
	_____________
	(1)       Amounts included eliminations of intersegment activity.
	(2)       Amounts included in Other are related to the sale of the Company's retail asset management business, a principal investment and other.
	(3)       Amount for the nine months ended September 30, 2012 included a pre-tax gain of approximately $108 million in connection with the sale of Quilter.

Subsequent_Events

Subsequent Events	9 Months Ended
	Sep. 30, 2013
Subsequent Events	'
Subsequent Events	'
	22.       Subsequent Events.
	The Company has evaluated subsequent events for adjustment to or disclosure in the condensed consolidated financial statements through the date of this report and the Company has not identified any recordable or disclosable events, not otherwise reported in these condensed consolidated financial statements or the notes thereto, except for the following:
	Common Dividend.
	On October 18, 2013, the Company announced that its Board of Directors declared a quarterly dividend per common share of $0.05. The dividend is payable on November 15, 2013 to common shareholders of record on October 31, 2013.
	Long-Term Borrowing.
	Subsequent to September 30, 2013 and through October 31, 2013, the Company's long-term borrowings (net of issuances) decreased by approximately $1.3 billion.
	Deposits.
	In October 2013, approximately $1.7 billion of deposits held by Citi relating to customer accounts were transferred to the Company's depository institutions (see Note 3).

Significant_Accounting_Policie1

Significant Accounting Policies (Policy)	9 Months Ended
	Sep. 30, 2013
Summary of Significant Accounting Policies [Abstract]	'
Consolidated Statements Of Cash Flows	'
	For purposes of the condensed consolidated statements of cash flows, cash and cash equivalents consist of Cash and due from banks and Interest bearing deposits with banks, which are highly liquid investments with original maturities of three months or less, held for investment purposes, and readily convertible to known amounts of cash.
	In the nine months ended September 30, 2012, the Company's significant non-cash activities included approximately $1.1 billion of net assets received from Citigroup, Inc. (“Citi”) related to Citi's required equity contribution in connection with the Morgan Stanley Smith Barney Holdings LLC (“Wealth Management JV”) platform integration (see Notes 3 and 14).
Accounting Developments	'
	Accounting Developments.
	Disclosures about Offsetting Assets and Liabilities. In January 2013, the Financial Accounting Standards Board (the “FASB”) issued an accounting update that clarified the intended scope of the new balance sheet offsetting disclosures to derivatives, repurchase agreements, and securities lending transactions to the extent that they are either offset in the financial statements or subject to an enforceable master netting arrangement or similar agreement. These disclosure requirements became effective for the Company beginning on January 1, 2013. Since these amended principles require only additional disclosures concerning offsetting and related arrangements, adoption has not affected the Company's condensed consolidated statements of income or financial condition (see Notes 6 and 11).
	Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income. In February 2013, the FASB issued an accounting update that created new disclosure requirements requiring entities to report the effect of significant reclassifications out of accumulated other comprehensive income on the respective line items in net income if the amount being reclassified is required under U.S. generally accepted accounting principles (“GAAP”) to be reclassified in its entirety to net income. The disclosure requirements became effective for the Company beginning on January 1, 2013. Since these amended principles require only additional disclosures concerning amounts reclassified out of accumulated other comprehensive income, adoption has not affected the Company's condensed consolidated statements of comprehensive income or notes to the condensed consolidated financial statements (see Note 14).
	Inclusion of the Fed Funds Effective Swap Rate (or Overnight Index Swap Rate) as a Benchmark Interest Rate for Hedge Accounting Purposes. In July 2013, the FASB issued an accounting update that included amendments permitting the Fed Funds Effective Swap Rate to be used as a U.S. benchmark interest rate for hedge accounting purposes, in addition to interest rates on direct Treasury obligations of the U.S. government and the London Interbank Offered Rate (“LIBOR”). The amendments also removed the restriction on using different benchmark rates for similar hedges. The amendments became effective for the Company for qualifying new or redesignated hedging relationships entered into on or after July 17, 2013. The adoption of this accounting guidance did not have a material impact on the Company's condensed consolidated financial statements.

Fair_Value_Disclosures_Tables

Fair Value Disclosures (Tables)	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures	'
Assets and Liabilities Measured at Fair Value on a Recurring Basis	'
					Quoted Prices in Active Markets for Identical Assets (Level 1)			Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Counterparty and Cash Collateral Netting		Balance at September 30, 2013
						(dollars in millions)
	Assets at Fair Value
	Trading assets:
		U.S. government and agency securities:
			U.S. Treasury securities		$	38,453	$	8	$	—	$	—	$	38,461
			U.S. agency securities			2,030		21,381		—		—		23,411
				Total U.S. government and agency securities		40,483		21,389		—		—		61,872
		Other sovereign government obligations				24,605		7,076		2		—		31,683
		Corporate and other debt:
			State and municipal securities			—		1,580		—		—		1,580
			Residential mortgage-backed securities			—		2,525		90		—		2,615
			Commercial mortgage-backed securities			—		1,343		150		—		1,493
			Asset-backed securities			—		875		99		—		974
			Corporate bonds			—		16,862		537		—		17,399
			Collateralized debt obligations			—		263		1,380		—		1,643
			Loans and lending commitments			—		9,364		4,098		—		13,462
			Other debt			—		5,669		21		—		5,690
				Total corporate and other debt		—		38,481		6,375		—		44,856
		Corporate equities(1)				86,385		1,199		243		—		87,827
		Derivative and other contracts:
			Interest rate contracts			2,129		585,689		2,880		—		590,698
			Credit contracts			—		46,729		2,942		—		49,671
			Foreign exchange contracts			21		55,992		129		—		56,142
			Equity contracts			1,254		53,406		1,448		—		56,108
			Commodity contracts			2,886		12,197		2,264		—		17,347
			Other			—		36		—		—		36
			Netting(2)			-5,321		-664,134		-5,657		-59,452		-734,564
				Total derivative and other contracts		969		89,915		4,006		-59,452		35,438
		Investments:
			Private equity funds			—		1		2,449		—		2,450
			Real estate funds			—		6		1,523		—		1,529
			Hedge funds			—		373		431		—		804
			Principal investments			29		672		2,338		—		3,039
			Other			187		71		494		—		752
				Total investments		216		1,123		7,235		—		8,574
		Physical commodities				—		3,408		—		—		3,408
			Total trading assets			152,658		162,591		17,861		-59,452		273,658
	Securities available for sale					19,854		27,012		—		—		46,866
	Securities received as collateral					15,981		61		—		—		16,042
	Federal funds sold and securities purchased
		under agreements to resell				—		868		—		—		868
	Intangible assets(3)					—		—		8		—		8
	Total assets measured at fair value				$	188,493	$	190,532	$	17,869	$	-59,452	$	337,442
	Liabilities at Fair Value
	Deposits				$	—	$	1,411	$	—	$	—	$	1,411
	Commercial paper and other short-term borrowings					—		1,620		3		—		1,623
	Trading liabilities:
		U.S. government and agency securities:
			U.S. Treasury securities			16,432		—		—		—		16,432
			U.S. agency securities			3,041		127		—		—		3,168
				Total U.S. government and agency securities		19,473		127		—		—		19,600
		Other sovereign government obligations				21,468		2,375		—		—		23,843
		Corporate and other debt:
			State and municipal securities			—		32		—		—		32
			Residential mortgage-backed securities			—		—		4		—		4
			Commercial mortgage-backed securities			—		4		—		—		4
			Corporate bonds			—		8,191		5		—		8,196
			Collateralized debt obligations			—		6		—		—		6
			Unfunded lending commitments			—		154		4		—		158
			Other debt			—		277		9		—		286
				Total corporate and other debt		—		8,664		22		—		8,686
		Corporate equities(1)				31,842		496		10		—		32,348
	Derivative and other contracts:
		Interest rate contracts			2,527		560,796		2,570		—		565,893
		Credit contracts			—		45,344		2,232		—		47,576
		Foreign exchange contracts			9		56,668		164		—		56,841
		Equity contracts			893		59,261		3,079		—		63,233
		Commodity contracts			3,236		12,505		1,409		—		17,150
		Other			—		203		1		—		204
		Netting(2)			-5,321		-664,134		-5,657		-37,617		-712,729
			Total derivative and other contracts		1,344		70,643		3,798		-37,617		38,168
		Total trading liabilities			74,127		82,305		3,830		-37,617		122,645
Obligation to return securities received as collateral					20,829		70		—		—		20,899
Securities sold under agreements to repurchase					—		404		150		—		554
Other secured financings					—		5,885		260		—		6,145
Long-term borrowings					—		34,406		2,313		—		36,719
Total liabilities measured at fair value				$	94,956	$	126,101	$	6,556	$	-37,617	$	189,996
_____________
(1)       The Company holds or sells short for trading purposes equity securities issued by entities in diverse industries and of varying size.
(2)       For positions with the same counterparty that cross over the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled “Counterparty and Cash Collateral Netting.” For contracts with the same counterparty, counterparty netting among positions classified within the same level is included within that level. For further information on derivative instruments and hedging activities, see Note 11.
(3)       Amount represents mortgage servicing rights (“MSR”) accounted for at fair value. See Note 7 for further information on MSRs.
				Quoted Prices in Active Markets for Identical Assets (Level 1)			Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Counterparty and Cash Collateral Netting		Balance at December 31, 2012
					(dollars in millions)
Assets at Fair Value
Trading assets:
	U.S. government and agency securities:
		U.S. Treasury securities		$	24,662	$	14	$	—	$	—	$	24,676
		U.S. agency securities			1,451		27,888		—		—		29,339
			Total U.S. government and agency securities		26,113		27,902		—		—		54,015
	Other sovereign government obligations				37,669		5,487		6		—		43,162
	Corporate and other debt:
		State and municipal securities			—		1,558		—		—		1,558
		Residential mortgage-backed securities			—		1,439		45		—		1,484
		Commercial mortgage-backed securities			—		1,347		232		—		1,579
		Asset-backed securities			—		915		109		—		1,024
		Corporate bonds			—		18,403		660		—		19,063
		Collateralized debt obligations			—		685		1,951		—		2,636
		Loans and lending commitments			—		12,617		4,694		—		17,311
		Other debt			—		4,457		45		—		4,502
			Total corporate and other debt		—		41,421		7,736		—		49,157
	Corporate equities(1)				68,072		1,067		288		—		69,427
	Derivative and other contracts:
		Interest rate contracts			446		819,581		3,774		—		823,801
		Credit contracts			—		63,234		5,033		—		68,267
		Foreign exchange contracts			34		52,729		31		—		52,794
		Equity contracts			760		37,074		766		—		38,600
		Commodity contracts			4,082		14,256		2,308		—		20,646
		Other			—		143		—		—		143
		Netting(2)			-4,740		-883,733		-6,947		-72,634		-968,054
			Total derivative and other contracts		582		103,284		4,965		-72,634		36,197
	Investments:
		Private equity funds			—		—		2,179		—		2,179
		Real estate funds			—		6		1,370		—		1,376
		Hedge funds			—		382		552		—		934
		Principal investments			185		83		2,833		—		3,101
		Other			199		71		486		—		756
			Total investments		384		542		7,420		—		8,346
	Physical commodities				—		7,299		—		—		7,299
		Total trading assets			132,820		187,002		20,415		-72,634		267,603
Securities available for sale					14,466		25,403		—		—		39,869
Securities received as collateral					14,232		46		—		—		14,278
Federal funds sold and securities purchased under
	agreements to resell				—		621		—		—		621
Intangible assets(3)					—		—		7		—		7
Total assets measured at fair value				$	161,518	$	213,072	$	20,422	$	-72,634	$	322,378
Liabilities at Fair Value
Deposits				$	—	$	1,485	$	—	$	—	$	1,485
Commercial paper and other short-term borrowings					—		706		19		—		725
Trading liabilities:
	U.S. government and agency securities:
		U.S. Treasury securities			20,098		21		—		—		20,119
		U.S. agency securities			1,394		107		—		—		1,501
			Total U.S. government and agency securities		21,492		128		—		—		21,620
	Other sovereign government obligations				27,583		2,031		—		—		29,614
	Corporate and other debt:
		State and municipal securities			—		47		—		—		47
		Residential mortgage-backed securities			—		—		4		—		4
		Corporate bonds			—		3,942		177		—		4,119
		Collateralized debt obligations			—		328		—		—		328
		Unfunded lending commitments			—		305		46		—		351
		Other debt			—		156		49		—		205
			Total corporate and other debt		—		4,778		276		—		5,054
	Corporate equities(1)				25,216		1,655		5		—		26,876
	Derivative and other contracts:
		Interest rate contracts			533		789,715		3,856		—		794,104
		Credit contracts			—		61,283		3,211		—		64,494
		Foreign exchange contracts			2		56,021		390		—		56,413
		Equity contracts			748		39,212		1,910		—		41,870
		Commodity contracts			4,530		15,702		1,599		—		21,831
		Other			—		54		7		—		61
		Netting(2)			-4,740		-883,733		-6,947		-46,395		-941,815
			Total derivative and other contracts		1,073		78,254		4,026		-46,395		36,958
		Total trading liabilities			75,364		86,846		4,307		-46,395		120,122
Obligation to return securities received as collateral					18,179		47		—		—		18,226
Securities sold under agreements to repurchase					—		212		151		—		363
Other secured financings					—		9,060		406		—		9,466
Long-term borrowings					—		41,255		2,789		—		44,044
Total liabilities measured at fair value				$	93,543	$	139,611	$	7,672	$	-46,395	$	194,431
_____________
(1)       The Company holds or sells short for trading purposes equity securities issued by entities in diverse industries and of varying size.
(2)       For positions with the same counterparty that cross over the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled “Counterparty and Cash Collateral Netting.” For contracts with the same counterparty, counterparty netting among positions classified within the same level is included within that level. For further information on derivative instruments and hedging activities, see Note 11.
(3)       Amount represents MSRs accounted for at fair value. See Note 7 for further information on MSRs.
Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis	'
	Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Quarter Ended September 30, 2013.
						Beginning Balance at June 30, 2013		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at September 30, 2013		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at September 30, 2013 (2)
						(dollars in millions)
	Assets at Fair Value
	Trading assets:
		Other sovereign government obligations			$	4	$	—	$	2		-4	$	—	$	—	$	—	$	2	$	—
		Corporate and other debt:
			Residential mortgage-backed securities			19		-2		72		-3		—		—		4		90		-3
			Commercial mortgage-backed securities			181		-2		39		-61		—		—		-7		150		5
			Asset-backed securities			108		—		13		-23		—		—		1		99		—
			Corporate bonds			509		43		76		-79		—		—		-12		537		36
			Collateralized debt obligations			1,333		60		269		-206		—		-55		-21		1,380		28
			Loans and lending commitments			5,243		-72		530		-112		—		-1,279		-212		4,098		-111
			Other debt			12		—		14		-5		—		—		—		21		—
				Total corporate and other debt		7,405		27		1,013		-489		—		-1,334		-247		6,375		-45
		Corporate equities				256		-25		38		-20		—		—		-6		243		-3
		Net derivative and other contracts(3):
			Interest rate contracts			16		262		4		—		-72		11		89		310		111
			Credit contracts			685		-259		41		—		-46		-146		435		710		-448
			Foreign exchange contracts			-96		6		—		—		—		61		-6		-35		6
			Equity contracts			-1,284		-309		102		—		-190		39		11		-1,631		-429
			Commodity contracts			781		45		4		—		-1		23		3		855		73
			Other			-6		—		—		—		—		5		—		-1		-2
				Total net derivative and
				other contracts		96		-255		151		—		-309		-7		532		208		-689
		Investments:
			Private equity funds			2,286		213		24		-74		—		—		—		2,449		163
			Real estate funds			1,422		159		18		-76		—		—		—		1,523		196
			Hedge funds			407		5		7		-17		—		—		29		431		5
			Principal investments			2,822		84		10		-125		—		—		-453		2,338		71
			Other			385		16		3		—		—		—		90		494		16
				Total investments		7,322		477		62		-292		—		—		-334		7,235		451
	Intangible assets					9		—		—		—		—		-1		—		8		—
	Liabilities at Fair Value
	Commercial paper and other
		short-term borrowings			$	—	$	—	$	—	$	—	$	—	$	—	$	3	$	3	$	—
	Trading liabilities:
		Corporate and other debt:
			Residential mortgage-backed securities			4		—		—		—		—		—		—		4		—
			Corporate bonds			42		-15		-64		26		—		—		-14		5		-17
			Unfunded lending commitments			8		4		—		—		—		—		—		4		4
			Other debt			11		1		-1		—		—		—		—		9		—
				Total corporate and other debt		65		-10		-65		26		—		—		-14		22		-13
		Corporate equities				16		-5		-19		8		—		—		—		10		-9
	Securities sold under agreements to repurchase					148		-2		—		—		—		—		—		150		-2
	Other secured financings					256		-5		—		—		—		-1		—		260		-5
	Long-term borrowings					2,705		-98		—		—		188		-344		-334		2,313		-89
	___________________
	(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $477 million related to Trading assets—Investments, which is included in Investments revenues.
	(2)       Amounts represent unrealized gains (losses) for the quarter ended September 30, 2013 related to assets and liabilities still outstanding at September 30, 2013.
	(3)       Net derivative and other contracts represent Trading assets—Derivative and other contracts net of Trading liabilities—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 11.
	Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Nine Months Ended September 30, 2013.
						Beginning Balance at December 31, 2012		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at September 30, 2013		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at September 30, 2013(2)
						(dollars in millions)
	Assets at Fair Value
	Trading assets:
		Other sovereign government obligations			$	6	$	—	$	3	$	-8	$	—	$	—	$	1	$	2	$	—
		Corporate and other debt:
			Residential mortgage-backed securities			45		29		85		-45		—		—		-24		90		8
			Commercial mortgage-backed securities			232		6		78		-166		—		—		—		150		7
			Asset-backed securities			109		1		4		-15		—		—		—		99		—
			Corporate bonds			660		64		327		-462		—		-12		-40		537		15
			Collateralized debt obligations			1,951		276		612		-1,405		—		-53		-1		1,380		118
		Loans and lending commitments			4,694		-308		1,607		-316		—		-1,838		259		4,098		-306
		Other debt			45		-3		15		-36		—		—		—		21		1
			Total corporate and other debt		7,736		65		2,728		-2,445		—		-1,903		194		6,375		-157
	Corporate equities				288		-36		142		-164		—		—		13		243		-4
	Net derivative and other contracts(3):
		Interest rate contracts			-82		237		10		—		-86		185		46		310		157
		Credit contracts			1,822		-1,133		184		—		-278		-369		484		710		-1,187
		Foreign exchange contracts			-359		117		—		—		—		215		-8		-35		106
		Equity contracts			-1,144		-293		123		-1		-232		-156		72		-1,631		-369
		Commodity contracts			709		90		40		—		-19		36		-1		855		124
		Other			-7		-4		—		—		—		10		—		-1		-6
			Total net derivative and
			other contracts		939		-986		357		-1		-615		-79		593		208		-1,175
	Investments:
		Private equity funds			2,179		432		96		-258		—		—		—		2,449		409
		Real estate funds			1,370		287		61		-195		—		—		—		1,523		402
		Hedge funds			552		5		46		-154		—		—		-18		431		6
		Principal investments			2,833		96		106		-286		—		—		-411		2,338		63
		Other			486		36		3		-30		—		—		-1		494		37
			Total investments		7,420		856		312		-923		—		—		-430		7,235		917
Intangible assets					7		7		—		—		—		-6		—		8		3
Liabilities at Fair Value
Commercial paper and other
	short-term borrowings			$	19	$	—	$	—	$	—	$	—	$	-1	$	-15	$	3	$	—
Trading liabilities:
	Corporate and other debt:
		Residential mortgage-backed securities			4		—		—		—		—		—		—		4		—
		Corporate bonds			177		-5		-154		76		—		—		-99		5		-5
		Unfunded lending commitments			46		42		—		—		—		—		—		4		42
		Other debt			49		13		-31		2		—		—		2		9		6
			Total corporate and other debt		276		50		-185		78		—		—		-97		22		43
	Corporate equities				5		-1		-19		24		—		—		-1		10		-10
Securities sold under agreements to repurchase					151		1		—		—		—		—		—		150		1
Other secured financings					406		23		—		—		13		-136		—		260		16
Long-term borrowings					2,789		-87		—		—		875		-468		-970		2,313		-89
___________
(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $856 million related to Trading assets—Investments, which is included in Investments revenues.
(2)       Amounts represent unrealized gains (losses) for the nine months ended September 30, 2013 related to assets and liabilities still outstanding at September 30, 2013.
(3)       Net derivative and other contracts represent Trading assets—Derivative and other contracts net of Trading liabilities—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 11.
Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for Quarter Ended September 30, 2012.
					Beginning Balance at June 30, 2012		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at September 30, 2012		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at September 30, 2012(2)
					(dollars in millions)
Assets at Fair Value
Trading assets:
	Other sovereign government obligations			$	1	$	—	$	1	$	—	$	—	$	—	$	1	$	3	$	—
	Corporate and other debt:
		State and municipal securities			3		1		—		-2		—		—		—		2		—
		Residential mortgage-backed securities			24		1		1		-4		—		—		-2		20		-1
		Commercial mortgage-backed securities			256		13		7		-54		—		-99		3		126		8
		Asset-backed securities			9		1		—		—		—		—		—		10		1
		Corporate bonds			745		50		86		-157		—		—		33		757		51
		Collateralized debt obligations			1,457		92		569		-200		—		—		113		2,031		127
		Loans and lending commitments			7,794		183		1,098		-366		—		-674		-210		7,825		148
		Other debt			13		—		12		-2		—		—		-12		11		—
			Total corporate and other debt		10,301		341		1,773		-785		—		-773		-75		10,782		334
	Corporate equities				482		9		48		-95		—		—		-73		371		9
	Net derivative and other contracts(3):
		Interest rate contracts			-172		-282		5		—		-10		187		173		-99		-76
		Credit contracts			3,842		-791		22		—		-17		-266		-167		2,623		-870
		Foreign exchange contracts			-224		-101		—		—		—		-12		-74		-411		-102
		Equity contracts			-1,173		-2		126		-12		-57		32		-249		-1,335		-8
		Commodity contracts			937		-84		11		—		-3		-5		-88		768		-28
		Other			-27		—		—		—		—		6		18		-3		—
			Total net derivative and other contracts		3,183		-1,260		164		-12		-87		-58		-387		1,543		-1,084
	Investments:
		Private equity funds			2,005		162		127		-48		—		—		—		2,246		153
		Real estate funds			1,326		44		20		-36		—		—		—		1,354		30
		Hedge funds			533		19		42		-46		—		—		16		564		14
		Principal investments			3,047		1		33		-50		—		—		-5		3,026		3
		Other			543		4		11		-9		—		—		-73		476		5
			Total investments		7,454		230		233		-189		—		—		-62		7,666		205
Securities received as collateral					—		—		—		—		—		—		4		4		—
Intangible assets					8		—		—		—		—		-2		—		6		—
Liabilities at Fair Value
Commercial paper and other short-term borrowings				$	2	$	—	$	—	$	—	$	—	$	—	$	12	$	14	$	—
Trading liabilities:
	Corporate and other debt:
		Residential mortgage-backed securities			4		—		—		—		—		—		—		4		—
		Corporate bonds			127		-26		-116		56		—		—		-2		91		-45
		Collateralized debt obligations			1		—		—		1		—		—		-1		1		—
		Unfunded lending commitments			51		-11		—		—		—		—		—		62		-11
		Other debt			63		2		-6		—		—		—		—		55		2
	Total corporate and other debt				246		-35		-122		57		—		—		-3		213		-54
	Corporate equities				47		26		-21		—		—		—		12		12		-3
Obligation to return securities received
	as collateral				—		—		—		—		—		—		20		20		—
Securities sold under agreements to repurchase					185		-13		—		—		—		—		—		198		-13
Other secured financings					470		-22		—		—		—		-76		—		416		-22
Long-term borrowings					2,210		-215		—		—		259		-223		-7		2,454		-231
___________
(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $230 million related to Trading assets—Investments, which is included in Investments revenues.
(2)       Amounts represent unrealized gains (losses) for the quarter ended September 30, 2012 related to assets and liabilities still outstanding at September 30, 2012.
(3)       Net derivative and other contracts represent Trading assets—Derivative and other contracts net of Trading liabilities—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 11.
Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Nine Months Ended September 30, 2012.
					Beginning Balance at December 31, 2011		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at September 30, 2012		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at September 30, 2012(2)
					(dollars in millions)
Assets at Fair Value
Trading assets:
	U.S. agency securities			$	8	$	—	$	—	$	-7	$	—	$	—	$	-1	$	—	$	—
	Other sovereign government obligations				119		—		2		-118		—		—		—		3		—
	Corporate and other debt:
		State and municipal securities			—		2		—		-3		—		—		3		2		—
		Residential mortgage-backed securities			494		-24		4		-267		—		—		-187		20		-36
		Commercial mortgage-backed securities			134		36		123		-65		—		-100		-2		126		28
		Asset-backed securities			31		1		9		-31		—		—		—		10		—
		Corporate bonds			675		8		367		-314		—		—		21		757		-1
		Collateralized debt obligations			980		193		1,215		-321		—		—		-36		2,031		147
		Loans and lending commitments			9,590		54		2,592		-2,205		—		-2,019		-187		7,825		-144
		Other debt			128		15		8		-140		—		—		—		11		9
			Total corporate and other debt		12,032		285		4,318		-3,346		—		-2,119		-388		10,782		3
	Corporate equities				417		-2		153		-184		—		—		-13		371		3
	Net derivative and other contracts(3):
		Interest rate contracts			420		-338		98		—		-15		7		-271		-99		-85
		Credit contracts			5,814		-1,733		46		—		-421		-533		-550		2,623		-2,048
		Foreign exchange contracts			43		-163		—		—		—		-142		-149		-411		-221
		Equity contracts			-1,234		156		272		-5		-122		-205		-197		-1,335		143
		Commodity contracts			570		152		17		—		-8		29		8		768		145
		Other			-1,090		59		—		—		—		238		790		-3		56
			Total net derivative and other contracts		4,523		-1,867		433		-5		-566		-606		-369		1,543		-2,010
	Investments:
		Private equity funds			1,936		176		271		-138		—		—		1		2,246		134
		Real estate funds			1,213		107		137		-104		—		—		1		1,354		179
		Hedge funds			696		26		61		-135		—		—		-84		564		19
		Principal investments			2,937		25		267		-199		—		—		-4		3,026		-6
		Other			501		-16		40		-10		—		—		-39		476		-15
			Total investments		7,283		318		776		-586		—		—		-125		7,666		311
	Physical commodities				46		—		—		—		—		-46		—		—		—
Securities received as collateral					—		—		—		—		—		—		4		4		—
Intangible assets					133		-40		—		-83		—		-4		—		6		-6
Liabilities at Fair Value
Commercial paper and other short-term borrowings				$	2	$	-2	$	—	$	—	$	—	$	-2	$	12	$	14	$	-1
Trading liabilities:
	Other sovereign government obligations				8		—		-8		—		—		—		—		—		—
	Corporate and other debt:
		Residential mortgage-backed securities			355		-4		-355		—		—		—		—		4		-4
		Corporate bonds			219		-44		-254		119		—		—		-37		91		-53
		Collateralized debt obligations			—		—		—		1		—		—		—		1		—
		Unfunded lending commitments			85		23		—		—		—		—		—		62		23
		Other debt			73		3		—		40		—		-55		—		55		5
	Total corporate and other debt				732		-22		-609		160		—		-55		-37		213		-29
	Corporate equities				1		2		-22		15		—		—		20		12		-2
Obligation to return securities received as collateral					—		—		—		—		—		—		20		20		—
Securities sold under agreements to repurchase					340		-10		—		—		—		—		-152		198		-10
Other secured financings					570		-33		—		—		55		-220		-22		416		-33
Long-term borrowings					1,603		-444		—		—		585		-181		3		2,454		-429
____________
(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $318 million related to Trading assets—Investments, which is included in Investments revenues.
(2)       Amounts represent unrealized gains (losses) for the nine months ended September 30, 2012 related to assets and liabilities still outstanding at September 30, 2012.
(3)       Net derivative and other contracts represent Trading assets—Derivative and other contracts net of Trading liabilities—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 11.
Quantitative Information about and Sensitivity of Significant Unobservable Inputs used in Recurring Level 3 Fair Value Measurements	'
						Balance at
						September 30,
						2013
						(dollars				Significant Unobservable Input(s) /
						in		Valuation		Sensitivity of the Fair Value to Changes
						millions)		Technique(s)		in the Unobservable Inputs			Range(1)		Averages(2)
	Assets
	Trading assets:
		Corporate and other debt:
			Residential mortgage-backed
				securities	$	90		Comparable pricing		Comparable bond price / (A)			40 to 100 points		89 points
			Commercial mortgage-backed
				securities		150		Comparable pricing		Comparable bond price / (A)			40 to 96 points		72 points
			Asset-backed securities			99		Discounted cash flow		Discount rate / (C)			32%		32%
			Corporate bonds			537		Comparable pricing		Comparable bond price / (A)			2 to 151 points		68 points
			Collateralized debt obligations			1,380		Comparable pricing(6)		Comparable bond price / (A)			18 to 97 points		68 points
								Correlation model		Credit correlation / (B)			28 to 50 %		45%
			Loans and lending commitments			4,098		Corporate loan model		Credit spread / (C)			42 to 905 basis points		268 basis points
								Margin loan model		Credit spread / (C)(D)			16 to 300 basis points		197 basis points
										Volatility skew / (C)(D)			-2%		-2%
										Comparable bond price / (A)(D)			80 to 120 points		100 points
								Option model		At the money volatility / (A)			31%		31%
								Comparable pricing(6)		Comparable loan price / (A)			0 to 158 points		76 points
		Corporate equities(3)				243		Net asset value(6)		Discount to net asset value / (C)			0 to 93 %		49%
								Comparable pricing		Comparable equity price / (A)			0 to 100 %		50%
								Comparable pricing		Comparable price / (A)			0 to 100 points		44 points
								Market approach		EBITDA multiple / (A)			5 to 9 times		7 times
		Net derivative and other contracts:
			Interest rate contracts			310		Option model		Interest rate volatility concentration
											liquidity multiple / (C)(D)		0 to 7 times		2 times
										Comparable bond price / (A)(D)			5 to 99 points		52 points / 52 points (4)
										Interest rate - Foreign exchange
											correlation / (A)(D)		2 to 63 %		37% / 44% (4)
										Interest rate volatility skew / (A)(D)			24 to 51 %		43% / 35% (4)
										Interest rate quanto correlation / (A)(D)			-22 to 33 %		-4% / -17% (4)
										Interest rate curve correlation / (A)(D)			35 to 92 %		72% / 79% (4)
										Inflation volatility / (A)(D)			77 to 83 %		80% / 79% (4)
			Credit contracts			710		Comparable pricing		Cash synthetic basis / (C)(D)			2 to 5 points		4 points
										Comparable bond price / (C)(D)			0 to 80 points		24 points
								Correlation model(6)		Credit correlation / (B)			27 to 91 %		52%
			Foreign exchange contracts(5)			-35		Option model		Comparable bond price / (A)(D)			5 to 99 points		52 points / 52 points (4)
										Interest rate quanto correlation / (A)(D)			-22 to 33 %		-4% / -17% (4)
										Interest rate curve correlation / (A)(D)			35 to 92 %		72% / 79% (4)
										Interest rate - Foreign exchange correlation
											/ (A)(D)		2 to 63 %		37% / 44% (4)
										Interest rate volatility skew / (A)(D)			24 to 51 %		43% / 35% (4)
										Interest rate curve / (A)(D)			1%		1% / 1% (4)
			Equity contracts(5)			-1,631		Option model		At the money volatility / (A)(D)			18 to 44 %		31%
										Volatility skew / (C)(D)			-2 to 0 %		-1%
										Equity - Equity correlation / (C)(D)			40 to 99 %		71%
										Equity - Foreign exchange correlation / (C)(D)			-50 to -11 %		-22%
										Equity - Interest rate correlation / (C)(D)			3 to 70 %		40% / 36% (4)
			Commodity contracts			855		Option model		Forward power price / (C)(D)			$10 to $108 per		$38 per
													Megawatt hour		Megawatt hour
										Commodity volatility / (A)(D)			11 to 28 %		13%
										Cross commodity correlation / (C)(D)			43 to 98 %		97%
		Investments(3):
			Principal investments			2,338		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			9 to 12 %		11%
										Exit multiple / (A)(D)			7 to 9 times		8 times
								Discounted cash flow(6)		Capitalization rate / (C)(D)			6 to 11 %		7%
										Equity discount rate / (C)(D)			10 to 30 %		22%
								Market approach		EBITDA multiple / (A)			4 to 16 times		9 times
			Other			494		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			10%		10%
									Exit multiple / (A)(D)			7 times		7 times
							Market approach(6)		EBITDA multiple / (A)			8 to 9 times		9 times
Liabilities
Trading liabilities:
Securities sold under agreements
	to repurchase			$	150		Discounted cash flow		Funding spread / (A)			134 to 136 basis points		135 basis points
Other secured financings					260		Comparable pricing(6)		Comparable bond price / (A)			99 to 102 points		99 points
							Discounted cash flow		Funding spread / (A)			136 basis points		136 basis points
Long-term borrowings					2,313		Option model		At the money volatility / (A)(D)			22 to 33 %		27%
									Volatility skew / (A)(D)			-1 to 0 %		0%
									Equity - Equity correlation / (A)(D)			50 to 97 %		68%
									Equity - Foreign exchange correlation / (A)(D)			-70 to 17 %		-17%
___________________
EBITDA - Earnings before interest, taxes, depreciation and amortization
(1)       The ranges of significant unobservable inputs are represented in points, percentages, basis points, times or megawatt hours. Points are a percentage of par; for example, 96 points would be 96% of par. A basis point equals 1/100th of 1%; for example, 905 basis points would equal 9.05%.
(2)       Amounts represent weighted averages except where simple averages and the median of the inputs are provided (see footnote 4 below). Weighted averages are calculated by weighting each input by the fair value of the respective financial instruments except for long-term borrowings and derivative instruments where inputs are weighted by risk.
(3)       Investments in funds measured using an unadjusted NAV are excluded.
(4)       The data structure of the significant unobservable inputs used in valuing Interest rate contracts, Foreign exchange contracts and certain Equity contracts may be in a multi-dimensional form, such as a curve or surface, with risk distributed across the structure. Therefore, a simple average and median, together with the range of data inputs, may be more appropriate measurements than a single point weighted average.
(5)       Includes derivative contracts with multiple risks (i.e., hybrid products).
(6)       This is the predominant valuation technique for this major asset or liability class.
					Balance at
					December 31,
					2012
					(dollars				Significant Unobservable Input(s) /
					in		Valuation		Sensitivity of the Fair Value to Changes					Weighted
					millions)		Technique(s)		in the Unobservable Inputs			Range(1)		Average
Assets
Trading assets:
	Corporate and other debt:
		Commercial mortgage-backed
			securities	$	232		Comparable pricing		Comparable bond price / (A)			46 to 100 points		76 points
		Asset-backed securities			109		Discounted cash flow		Discount rate / (C)			21%		21%
		Corporate bonds			660		Comparable pricing		Comparable bond price / (A)			0 to 143 points		24 points
		Collateralized debt obligations			1,951		Comparable pricing		Comparable bond price / (A)			15 to 88 points		59 points
							Correlation model		Credit correlation / (B)			15 to 45 %		40%
		Loans and lending commitments			4,694		Corporate loan model		Credit spread / (C)			17 to 1,004 basis points		281 basis points
							Comparable pricing		Comparable bond price / (A)			80 to 120 points		104 points
							Comparable pricing		Comparable loan price / (A)			55 to 100 points		88 points
	Corporate equities(2)				288		Net asset value		Discount to net asset value / (C)			0 to 37 %		8%
							Comparable pricing		Discount to comparable equity price / (C)			0 to 27 points		14 points
							Market approach		EBITDA multiple / (A)			6 times		6 times
	Net derivative and other contracts:
		Interest rate contracts			-82		Option model		Interest rate volatility concentration					See (3)
										liquidity multiple / (C)(D)		0 to 8 times
									Comparable bond price / (A)(D)			5 to 98 points
									Interest rate - Foreign exchange
										correlation / (A)(D)		2 to 63 %
									Interest rate volatility skew / (A)(D)			9 to 95 %
									Interest rate quanto correlation / (A)(D)			-53 to 33 %
									Interest rate curve correlation / (A)(D)			48 to 99 %
									Inflation volatility / (A)(D)			49 to 100 %
							Discounted cash flow		Forward commercial paper rate-LIBOR basis / (A)			-18 to 95 basis points
		Credit contracts			1,822		Comparable pricing		Cash synthetic basis / (C)			2 to 14 points		See (4)
									Comparable bond price / (C)			0 to 80 points
							Correlation model		Credit correlation / (B)			14 to 94 %
		Foreign exchange contracts(5)			-359		Option model		Comparable bond price / (A)(D)			5 to 98 points		See (6)
									Interest rate quanto correlation / (A)(D)			-53 to 33 %
									Interest rate - Credit spread correlation / (A)(D)			-59 to 65 %
									Interest rate - Foreign exchange correlation
										/ (A)(D)		2 to 63 %
									Interest rate volatility skew / (A)(D)			9 to 95 %
		Equity contracts(5)			-1,144		Option model		At the money volatility / (C)(D)			7 to 24 %		See (7)
									Volatility skew / (C)(D)			-2 to 0 %
									Equity - Equity correlation / (C)(D)			40 to 96 %
									Equity - Foreign exchange correlation / (C)(D)			-70 to 38 %
									Equity - Interest rate correlation / (C)(D)			18 to 65 %
		Commodity contracts			709		Option model		Forward power price / (C)(D)			$28 to $84 per
												Megawatt hour
									Commodity volatility / (A)(D)			17 to 29 %
									Cross commodity correlation / (C)(D)			43 to 97 %
	Investments(2):
		Principal investments			2,833		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			8 to 15 %		9%
									Exit multiple / (A)(D)			5 to 10 times		9 times
							Discounted cash flow		Capitalization rate / (C)(D)			6 to 10 %		7%
									Equity discount rate / (C)(D)			15 to 35 %		23%
							Market approach		EBITDA multiple / (A)			3 to 17 times		10 times
		Other			486		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			11%		11%
									Exit multiple / (A)(D)			6 times		6 times
							Market approach		EBITDA multiple / (A)			6 to 8 times		7 times
Liabilities
Trading liabilities:
	Corporate and other debt:
		Corporate bonds		$	177		Comparable pricing		Comparable bond price / (A)			0 to 150 points		50 points
Securities sold under agreements
	to repurchase				151		Discounted cash flow		Funding spread / (A)			110 to 184 basis points		166 basis points
Other secured financings					406		Comparable pricing		Comparable bond price / (A)			55 to 139 points		102 points
							Discounted cash flow		Funding spread / (A)			183 to 186 basis points		184 basis points
Long-term borrowings					2,789		Option model		At the money volatility / (A)(D)			20 to 24 %		24%
									Volatility skew / (A)(D)			-1 to 0 %		0%
									Equity - Equity correlation / (A)(D)			50 to 90 %		77%
									Equity - Foreign exchange correlation / (A)(D)			-70 to 36 %		-15%
________________
(1)       The ranges of significant unobservable inputs are represented in points, percentages, basis points, times or megawatt hours. Points are a percentage of par; for example, 100 points would be 100% of par. A basis point equals 1/100th of 1%; for example, 1,004 basis points would equal 10.04%.
(2)       Investments in funds measured using an unadjusted NAV are excluded.
(3)       See Note 4 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K for a qualitative discussion of the wide unobservable input ranges for comparable bond prices, interest rate volatility skew, interest rate quanto correlation and forward commercial paper rate–LIBOR basis.
(4)       See Note 4 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K for a qualitative discussion of the wide unobservable input ranges for comparable bond prices and credit correlation.
(5)       Includes derivative contracts with multiple risks (i.e., hybrid products).
(6)       See Note 4 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K for a qualitative discussion of the wide unobservable input ranges for comparable bond prices, interest rate quanto correlation, interest rate-credit spread correlation and interest rate volatility skew.
(7)       See Note 4 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K for a qualitative discussion of the wide unobservable input range for equity-foreign exchange correlation.
Fair Value of Investments that Calculate Net Asset Value	'
				At September 30, 2013				At December 31, 2012
						Unfunded				Unfunded
				Fair Value		Commitment		Fair Value		Commitment
			(dollars in millions)
	Private equity funds		$	2,450	$	577	$	2,179	$	644
	Real estate funds			1,529		149		1,376		221
	Hedge funds(1):
		Long-short equity hedge funds		466		─		475		─
		Fixed income/credit-related hedge funds		71		─		86		─
		Event-driven hedge funds		39		─		52		─
		Multi-strategy hedge funds		228		3		321		3
	Total		$	4,783	$	729	$	4,489	$	868
	(1)       Fixed income/credit-related hedge funds, event-driven hedge funds, and multi-strategy hedge funds are redeemable at least on a six-month period basis primarily with a notice period of 90 days or less. At September 30, 2013, approximately 40% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 40% is redeemable every six months and 20% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds at September 30, 2013 is primarily greater than six months. At December 31, 2012, approximately 36% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 38% is redeemable every six months and 26% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds at December 31, 2012 is primarily greater than six months.
Net Gains (Losses) Due to Changes in Fair Value for Items Measured at Fair Value Pursuant to the Fair Value Option Election	'
						Interest		Gains (Losses)
						Income		Included in
				Trading		(Expense)		Net Revenues
				(dollars in millions)
	Three Months Ended September 30, 2013
	Federal funds sold and securities purchased under
		agreements to resell	$	1	$	3	$	4
	Deposits			14		-17		-3
	Commercial paper and other short-term borrowings(1)			-62		-3		-65
	Securities sold under agreements to repurchase			-3		-2		-5
	Long-term borrowings(1)			-154		-224		-378
	Nine Months Ended September 30, 2013
	Federal funds sold and securities purchased under
		agreements to resell	$	─	$	6	$	6
	Deposits			44		-50		-6
	Commercial paper and other short-term borrowings(1)			118		-5		113
	Securities sold under agreements to repurchase			2		-5		-3
	Long-term borrowings(1)			1,053		-752		301
	Three Months Ended September 30, 2012
	Federal funds sold and securities purchased under
		agreements to resell	$	3	$	2	$	5
	Deposits			16		-22		-6
	Commercial paper and other short-term borrowings(2)			-68		─		-68
	Securities sold under agreements to repurchase			-13		-1		-14
	Long-term borrowings(2)			-3,570		-348		-3,918
	Nine Months Ended September 30, 2012
	Federal funds sold and securities purchased under
		agreements to resell	$	11	$	4	$	15
	Deposits			41		-66		-25
	Commercial paper and other short-term borrowings(2)			14		─		14
	Securities sold under agreements to repurchase			-10		-3		-13
	Long-term borrowings(2)			-5,221		-1,017		-6,238
	Of the total gains (losses) recorded in Trading revenues for short-term and long-term borrowings for the quarter and nine months ended September 30, 2013, $(171) million and $(313) million, respectively, are attributable to changes in the credit quality of the Company, and the respective remainder is attributable to changes in foreign currency rates or interest rates or movements in the reference price or index for structured notes before the impact of related hedges.
	Of the total gains (losses) recorded in Trading revenues for short-term and long-term borrowings for the quarter and nine months ended September 30, 2012, $(2,262) million and $(3,890) million, respectively, are attributable to changes in the credit quality of the Company, and the respective remainder is attributable to changes in foreign currency rates or interest rates or movements in the reference price or index for structured notes before the impact of related hedges.
Breakdown of Outstanding Short-term and Long-term Borrowings	'
				Short-term and Long-term
				Borrowings
				At		At
				September 30,		December 31,
	Business Unit			2013		2012
				(dollars in millions)
	Interest rates		$	17,457	$	23,330
	Equity			17,657		17,326
	Credit and foreign exchange			2,688		3,337
	Commodities			540		776
		Total	$	38,342	$	44,769
Gains (Losses) Due to Changes in Instrument Specific Credit Risk	'
			Three Months Ended				Nine Months Ended
			September 30,				September 30,
			2013		2012		2013		2012
			(dollars in millions)
	Short-term and long-term borrowings(1)	$	-171	$	-2,262	$	-313	$	-3,890
	Loans(2)		35		255		150		429
	Unfunded lending commitments(3)		6		319		221		804
	_____________
	(1)       The change in the fair value of short-term and long-term borrowings (primarily structured notes) includes an adjustment to reflect the change in credit quality of the Company based upon observations of the Company's secondary bond market spreads.
	(2)       Instrument-specific credit gains (losses) were determined by excluding the non-credit components of gains and losses, such as those due to changes in interest rates.
	(3)       Gains (losses) were generally determined based on the differential between estimated expected client yields and contractual yields at each respective period end.
Amount by Which Contractual Principal Amount Exceeds Fair Value	'
			Contractual Principal Amount Exceeds Fair Value
			At		At
			September 30,		December 31,
			2013		2012
		(dollars in millions)
	Short-term and long-term borrowings(1)	$	-1,513	$	-436
	Loans(2)		17,879		25,249
	Loans 90 or more days past due and/or on non-accrual status(2)(3)		16,149		20,456
	_____________
	(1)       These amounts do not include structured notes where the repayment of the initial principal amount fluctuates based on changes in the reference price or index.
	(2)       The majority of this difference between principal and fair value amounts emanates from the Company's distressed debt trading business, which purchases distressed debt at amounts well below par.
	(3)       The aggregate fair value of loans that were in non-accrual status, which includes all loans 90 or more days past due, was $1,885 million and $1,360 million at September 30, 2013 and December 31, 2012, respectively. The aggregate fair value of loans that were 90 or more days past due was $1,158 million and $840 million at September 30, 2013 and December 31, 2012, respectively.
Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis	'
						Fair Value Measurements Using:
						Quoted Prices						Total		Total
						in Active						Gains (Losses)		Gains (Losses)
				Carrying		Markets for		Significant		Significant		for the		for the
				Value at		Identical		Observable		Unobservable		Three Months Ended		Nine Months Ended
				September 30,		Assets		Inputs		Inputs		September 30,		September 30,
				2013		(Level 1)		(Level 2)		(Level 3)		2013(1)		2013(1)
			(dollars in millions)
	Loans(2)		$	1,507	$	─	$	1,160	$	347	$	-35	$	-106
	Other investments(3)(4)			55		─		─		55		-5		-28
	Premises, equipment and
		software costs(3)(4)		─		─		─		─		-17		-23
	Intangible assets(3)(4)			─		─		─		─		─		-9
	Total		$	1,562	$	─	$	1,160	$	402	$	-57	$	-166
	____________
	(1)       Fair value adjustments related to Loans and losses related to Other investments are recorded within Other revenues whereas losses related to Premises, equipment and software costs and Intangible assets are recorded within Other expenses in the condensed consolidated statements of income. .
	(2)       Non-recurring changes in the fair value of loans held for investment or held for sale were calculated using recently executed transactions; market price quotations; valuation models that incorporate market observable inputs where possible, such as comparable loan or debt prices and credit default swap spread levels adjusted for any basis difference between cash and derivative instruments; or default recovery analysis where such transactions and quotations are unobservable.
	(3)       Carrying values relate only to those assets that had fair value adjustments during the quarter ended September 30, 2013. These amounts do not include assets that had fair value adjustments during the nine months ended September 30, 2013, unless the assets also had a fair value adjustment during the quarter ended September 30, 2013.
	(4)       Losses recorded were determined primarily using discounted cash flow models.
						Fair Value Measurements Using:
						Quoted Prices						Total		Total
						in Active						Gains(Losses)		Gains (Losses)
				Carrying		Markets for		Significant		Significant		for the		for the
				Value at		Identical		Observable		Unobservable		Three Months Ended		Nine Months Ended
				September 30,		Assets		Inputs		Inputs		September 30,		September 30,
				2012		(Level 1)		(Level 2)		(Level 3)		2012(1)		2012(1)
			(dollars in millions)
	Loans(2)		$	893	$	─	$	138	$	755	$	-10	$	-30
	Other investments(3)(4)			82		─		─		82		-11		-21
	Premises, equipment and
		software costs(3)(5)		34		─		─		34		-168		-169
	Intangible assets(3)(4)			─		─		─		─		─		-4
	Total		$	1,009	$	─	$	138	$	871	$	-189	$	-224
	_____________
	(1)       Losses are recorded within Other expenses in the condensed consolidated statements of income except for fair value adjustments related to Loans and losses related to Other investments, which are included in Other revenues.
	(2)       Non-recurring changes in the fair value of loans held for investment or held for sale were calculated using recently executed transactions; market price quotations; valuation models that incorporate market observable inputs where possible, such as comparable loan or debt prices and credit default swap spread levels adjusted for any basis difference between cash and derivative instruments; or default recovery analysis where such transactions and quotations are unobservable.
	(3)       Carrying values relate only to those assets that had fair value adjustments during the quarter ended September 30, 2012. These amounts do not include assets that had fair value adjustments during the nine months ended September 30, 2012, unless the assets also had a fair value adjustment during the quarter ended September 30, 2012.
	(4)       Losses recorded were determined primarily using discounted cash flow models.
	(5)       Losses were determined using discounted cash flow models and primarily represented the write-off of the carrying value of certain premises and software that were abandoned during the quarter ended September 30, 2012 in association with the Wealth Management JV integration.
Financial Instruments Not Carried at Fair Value on a Recurring Basis	'
				At September 30, 2013				Fair Value Measurements Using:
				Carrying Value		Fair Value		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
				(dollars in millions)
	Financial Assets:
	Cash and due from banks		$	14,333	$	14,333	$	14,333	$	—	$	—
	Interest bearing deposits with banks			43,448		43,448		43,448		—		—
	Cash deposited with clearing organizations or segregated under federal and
		other regulations or requirements		37,392		37,392		37,392		—		—
	Federal funds sold and securities purchased under agreements to resell			133,120		133,117		—		132,613		504
	Securities borrowed			139,169		139,165		—		138,836		329
	Customer and other receivables(1)			53,636		53,512		—		47,964		5,548
	Loans(2)			37,734		37,697		—		9,807		27,890
	Financial Liabilities:
	Deposits		$	103,396	$	103,396	$	—	$	103,396	$	—
	Commercial paper and other short-term borrowings			710		710		—		656		54
	Securities sold under agreements to repurchase			138,844		138,882		—		131,399		7,483
	Securities loaned			32,807		32,868		—		31,999		869
	Other secured financings			8,383		8,418		—		5,944		2,474
	Customer and other payables(1)			149,005		149,005		—		149,005		—
	Long-term borrowings			121,086		124,727		—		116,945		7,782
	___________________
	(1) Accrued interest, fees and dividend receivables and payables where carrying value approximates fair value have been excluded.
	(2) Includes all loans measured at fair value on a non-recurring basis.
				At December 31, 2012				Fair Value Measurements Using:
				Carrying Value		Fair Value		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
				(dollars in millions)
	Financial Assets:
	Cash and due from banks		$	20,878	$	20,878	$	20,878	$	—	$	—
	Interest bearing deposits with banks			26,026		26,026		26,026		—		—
	Cash deposited with clearing organizations or segregated under federal and
		other regulations or requirements		30,970		30,970		30,970		—		—
	Federal funds sold and securities purchased under agreements to resell			133,791		133,792		—		133,035		757
	Securities borrowed			121,701		121,705		—		121,691		14
	Customer and other receivables(1)			59,702		59,634		—		53,532		6,102
	Loans(2)			29,046		27,263		—		5,307		21,956
	Financial Liabilities:
	Deposits		$	81,781	$	81,781	$	—	$	81,781	$	—
	Commercial paper and other short-term borrowings			1,413		1,413		—		1,107		306
	Securities sold under agreements to repurchase			122,311		122,389		—		111,722		10,667
	Securities loaned			36,849		37,163		—		35,978		1,185
	Other secured financings			6,261		6,276		—		3,649		2,627
	Customer and other payables(1)			125,037		125,037		—		125,037		—
	Long-term borrowings			125,527		126,683		—		116,511		10,172
	_________________
	(1)       Accrued interest, fees and dividend receivables and payables where carrying value approximates fair value have been excluded.
	(2)       Includes all loans measured at fair value on a non-recurring basis.

Securities_Available_for_Sale_

Securities Available for Sale (Tables)	9 Months Ended
	Sep. 30, 2013
Available-for-sale Securities [Abstract]	'
Schedule of Available for Sale Securities	'
							At September 30, 2013
							Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses		Other-than-Temporary Impairment		Fair Value
						(dollars in millions)
	Debt securities available for sale:
		U.S. government and agency securities:
			U.S. Treasury securities			$	19,856	$	65	$	80	$	—	$	19,841
			U.S. agency securities				14,098		36		174		—		13,960
					Total U.S. government and agency securities		33,954		101		254		—		33,801
		Corporate and other debt:
			Commercial mortgage-backed securities:
				Agency			2,382		—		76		—		2,306
				Non-Agency			1,179		2		19		—		1,162
			Auto loan asset-backed securities				2,046		1		3		—		2,044
			Corporate bonds				3,562		4		54		—		3,512
			Collateralized debt and loan obligations				1,087		—		14		—		1,073
			FFELP student loan asset-backed securities(1)				2,950		12		8		—		2,954
					Total Corporate and other debt		13,206		19		174		—		13,051
	Total debt securities available for sale						47,160		120		428		—		46,852
	Equity securities available for sale						15		—		1		—		14
	Total					$	47,175	$	120	$	429	$	—	$	46,866
							At December 31, 2012
							Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses		Other-than-Temporary Impairment		Fair Value
						(dollars in millions)
	Debt securities available for sale:
		U.S. government and agency securities:
			U.S. Treasury securities			$	14,351	$	109	$	2	$	—	$	14,458
			U.S. agency securities				15,330		122		3		—		15,449
					Total U.S. government and agency securities		29,681		231		5		—		29,907
		Corporate and other debt:
			Commercial mortgage-backed securities:
				Agency			2,197		6		4		—		2,199
				Non-Agency			160		—		—		—		160
			Auto loan asset-backed securities				1,993		4		1		—		1,996
			Corporate bonds				2,891		13		3		—		2,901
			FFELP student loan asset-backed securities(1)				2,675		23		—		—		2,698
					Total Corporate and other debt		9,916		46		8		—		9,954
	Total debt securities available for sale						39,597		277		13		—		39,861
	Equity securities available for sale						15		—		7		—		8
	Total					$	39,612	$	277	$	20	$	—	$	39,869
	______________
	Amounts are backed by a guarantee from the U.S. Department of Education of at least 95% of the principal balance and interest on such loans.
Schedule of Available for Sale Securities in an Unrealized Loss Position	'
						Less than 12 Months				12 Months or Longer				Total
	At September 30, 2013					Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses
					(dollars in millions)
	Debt securities available for sale:
		U.S. government and agency securities:
			U.S. Treasury securities		$	6,098	$	80	$	—	$	—	$	6,098	$	80
			U.S. agency securities			7,092		172		241		2		7,333		174
				Total U.S. government and agency securities		13,190		252		241		2		13,431		254
		Corporate and other debt:
			Commercial mortgage-backed securities:
				Agency		2,099		62		208		14		2,307		76
				Non-Agency		947		18		—		1		947		19
			Auto loan asset-backed securities			1,189		3		65		—		1,254		3
			Corporate bonds			2,708		50		119		4		2,827		54
			Collateralized debt and loan obligations			1,073		14		—		—		1,073		14
			FFELP student loan asset-backed securities			1,251		8		34		—		1,285		8
				Total Corporate and other debt		9,267		155		426		19		9,693		174
	Total debt securities available for sale					22,457		407		667		21		23,124		428
	Equity securities available for sale					14		1		—		—		14		1
	Total				$	22,471	$	408	$	667	$	21	$	23,138	$	429
						Less than 12 Months				12 Months or Longer				Total
	At December 31, 2012					Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses
					(dollars in millions)
	Debt securities available for sale:
		U.S. government and agency securities:
			U.S. Treasury securities		$	1,012	$	2	$	—	$	—	$	1,012	$	2
			U.S. agency securities			1,534		3		27		—		1,561		3
				Total U.S. government and agency securities		2,546		5		27		—		2,573		5
		Corporate and other debt:
			Commercial mortgage-backed securities:
				Agency		1,057		4		—		—		1,057		4
			Auto loan asset-backed securities			710		1		—		—		710		1
			Corporate bonds			934		3		—		—		934		3
				Total Corporate and other debt		2,701		8		—		—		2,701		8
	Total debt securities available for sale					5,247		13		27		—		5,274		13
	Equity securities available for sale					8		7		—		—		8		7
	Total				$	5,255	$	20	$	27	$	—	$	5,282	$	20
Schedule of Amortized Cost and Fair Valueof Available for Sale Debt Securities by Contractual Date	'
	At September 30, 2013					Amortized Cost		Fair Value		Annualized Average Yield
					(dollars in millions)
	U.S. government and agency securities:
		U.S. Treasury securities:
				Due within 1 year	$	3,153	$	3,159		0.30%
				After 1 year through 5 years		16,510		16,489		0.80%
				After 5 years through 10 years		193		193		2.00%
				Total		19,856		19,841
		U.S. agency securities:
				After 5 years through 10 years		2,396		2,393		1.30%
				After 10 years		11,702		11,567		1.30%
				Total		14,098		13,960
				Total U.S. government and agency securities		33,954		33,801		0.90%
	Corporate and other debt:
		Commercial mortgage-backed securities:
			Agency:
				After 1 year through 5 years		540		534		0.90%
				After 5 years through 10 years		530		517		1.00%
				After 10 years		1,312		1,255		1.50%
				Total		2,382		2,306
			Non-Agency:
				After 1 year through 5 years		114		111		1.10%
				After 5 years through 10 years		60		59		1.40%
				After 10 years		1,005		992		1.60%
				Total		1,179		1,162
		Auto loan asset-backed securities:
				After 1 year through 5 years		1,921		1,919		0.70%
				After 5 years through 10 years		125		125		0.80%
				Total		2,046		2,044
		Corporate bonds:
				Due within 1 year		111		111		0.60%
				After 1 year through 5 years		2,702		2,678		1.20%
				After 5 years through 10 years		749		723		2.10%
				Total		3,562		3,512
		Collateralized debt and loan obligations:
				After 1 year through 5 years		50		49		1.70%
				After 10 years		1,037		1,024		1.40%
				Total		1,087		1,073
		FFELP student loan asset-backed securities:
				After 1 year through 5 years		85		85		0.70%
				After 5 years through 10 years		610		611		0.90%
				After 10 years		2,255		2,258		1.00%
				Total		2,950		2,954
				Total Corporate and other debt		13,206		13,051		1.20%
				Total debt securities available for sale	$	47,160	$	46,852		1.00%
Schedule of Proceeds of Sale of Securities Available for Sale	'
			Three Months Ended				Nine Months Ended
			September 30,				September 30,
			2013		2012		2013		2012
			(dollars in millions)
	Gross realized gains	$	6	$	31	$	47	$	56
	Gross realized losses	$	1	$	—	$	4	$	3

Collateralized_Transactions_Ta

Collateralized Transactions (Tables)	9 Months Ended
	Sep. 30, 2013
Collateralized Transactions	'
Information of Offsetting of Assets and Liabilities	'
					At September 30, 2013
					Gross Amounts(1)		Amounts Offset in the Condensed Consolidated Statements of Financial Condition(2)		Net Amounts Presented in the Condensed Consolidated Statements of Financial Condition		Financial Instruments Not Offset in the Condensed Consolidated Statements of Financial Condition(3)		Net Exposure
					(dollars in millions)
	Assets
	Federal funds sold and securities purchased under
		agreements to resell		$	211,457	$	-77,469	$	133,988	$	-127,980	$	6,008
	Securities borrowed				145,647		-6,478		139,169		-122,345		16,824
	Liabilities
	Securities sold under agreements to repurchase			$	216,867	$	-77,469	$	139,398	$	-105,061	$	34,337
	Securities loaned				39,285		-6,478		32,807		-31,857		950
	_____________
	(1)       Amounts include $5.3 billion of Federal funds sold and securities purchased under agreements to resell, $12.5 billion of Securities borrowed and $33.0 billion of Securities sold under agreements to repurchase which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable.
	(2)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default and where certain other criteria are met in accordance with applicable offsetting accounting guidance.
	(3)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default but where certain other criteria are not met in accordance with applicable offsetting accounting guidance.
					At December 31, 2012
					Gross Amounts(1)		Amounts Offset in the Condensed Consolidated Statements of Financial Condition(2)		Net Amounts Presented in the Condensed Consolidated Statements of Financial Condition		Financial Instruments Not Offset in the Condensed Consolidated Statements of Financial Condition(3)		Net Exposure
					(dollars in millions)
	Assets
	Federal funds sold and securities purchased under
		agreements to resell		$	203,448	$	-69,036	$	134,412	$	-126,303	$	8,109
	Securities borrowed				127,002		-5,301		121,701		-105,849		15,852
	Liabilities
	Securities sold under agreements to repurchase			$	191,710	$	-69,036	$	122,674	$	-103,521	$	19,153
	Securities loaned				42,150		-5,301		36,849		-30,395		6,454
	_____________
	(1)       Amounts include $7.4 billion of Federal funds sold and securities purchased under agreements to resell, $8.6 billion of Securities borrowed, $17.5 billion of Securities sold under agreements to repurchase and $0.6 billion of Securities loaned which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable.
	(2)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default and where certain other criteria are met in accordance with applicable offsetting accounting guidance.
	(3)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default but where certain other criteria are not met in accordance with applicable offsetting accounting guidance.
Schedule of Trading Assets That Have Been Loaned or Pledged to Counterparties	'
					At September 30, 2013		At December 31, 2012
				(dollars in millions)
	Trading assets:
		U.S. government and agency securities		$	19,501	$	15,273
		Other sovereign government obligations			4,047		3,278
		Corporate and other debt			13,173		11,980
		Corporate equities			10,270		26,377
			Total	$	46,991	$	56,908
Schedule of Cash and Securities Segregated under Federal and Other Regulations	'
						At September 30, 2013		At December 31, 2012
					(dollars in millions)
	Cash deposited with clearing organizations or segregated under federal and other
		regulations or requirements			$	37,392	$	30,970
	Securities(1)					12,922		13,424
			Total		$	50,314	$	44,394
	_____________
	(1)       Securities deposited with clearing organizations or segregated under federal and other regulations or requirements are sourced from Federal funds sold and securities purchased under agreements to resell and Trading assets in the condensed consolidated statements of financial condition.

Variable_Interest_Entities_and1

Variable Interest Entities and Securitization Activities (Tables)	9 Months Ended
	Sep. 30, 2013
Securitization Activities and Variable Interest Entities [Abstract]	'
Consolidated VIEs	'
			At September 30, 2013
			Mortgage and Asset-Backed Securitizations		Collateralized Debt Obligations		Managed Real Estate Partnerships		Other Structured Financings		Other
			(dollars in millions)
	VIE assets	$	752	$	—	$	2,269	$	1,187	$	1,343
	VIE liabilities	$	423	$	86	$	59	$	66	$	163
			At December 31, 2012
			Mortgage and Asset-Backed Securitizations		Collateralized Debt Obligations		Managed Real Estate Partnerships		Other Structured Financings		Other
			(dollars in millions)
	VIE assets	$	978	$	52	$	2,394	$	983	$	1,676
	VIE liabilities	$	646	$	16	$	83	$	65	$	313
Non-Consolidated VIEs	'
				At September 30, 2013
				Mortgage and Asset-Backed Securitizations			Collateralized Debt Obligations		Municipal Tender Option Bonds		Other Structured Financings		Other
				(dollars in millions)
	VIE assets that the Company does not consolidate
		(unpaid principal balance)(1)		$	163,017	$	26,153	$	3,129	$	1,802	$	10,036
	Maximum exposure to loss:
		Debt and equity interests(2)		$	14,257	$	1,920	$	21	$	1,071	$	2,965
		Derivative and other contracts			10		23		1,975		—		164
		Commitments, guarantees and other			—		142		—		656		640
			Total maximum exposure to loss	$	14,267	$	2,085	$	1,996	$	1,727	$	3,769
	Carrying value of exposure to loss—Assets:
		Debt and equity interests(2)		$	14,257	$	1,920	$	21	$	670	$	2,965
		Derivative and other contracts			10		4		4		—		73
			Total carrying value of exposure to loss—Assets	$	14,267	$	1,924	$	25	$	670	$	3,038
	Carrying value of exposure to loss—Liabilities:
		Derivative and other contracts		$	—	$	2	$	1	$	—	$	55
		Commitments, guarantees and other			—		—		—		9		—
			Total carrying value of exposure to loss—Liabilities	$	—	$	2	$	1	$	9	$	55
	(1)       Mortgage and asset-backed securitizations include VIE assets as follows: $17.2 billion of residential mortgages; $47.5 billion of commercial mortgages; $56.9 billion of U.S. agency collateralized mortgage obligations; and $41.4 billion of other consumer or commercial loans.
	(2)       Mortgage and asset-backed securitizations include VIE debt and equity interests as follows: $1.7 billion of residential mortgages; $1.1 billion of commercial mortgages; $7.5 billion of U.S. agency collateralized mortgage obligations; and $4.0 billion of other consumer or commercial loans.
				At December 31, 2012
				Mortgage and Asset-Backed Securitizations			Collateralized Debt Obligations		Municipal Tender Option Bonds		Other Structured Financings		Other
				(dollars in millions)
	VIE assets that the Company does not consolidate
		(unpaid principal balance)(1)		$	251,689	$	13,178	$	3,390	$	1,811	$	14,029
	Maximum exposure to loss:
		Debt and equity interests(2)		$	22,280	$	1,173	$	—	$	1,053	$	3,387
		Derivative and other contracts			154		51		2,158		—		562
		Commitments, guarantees and other			66		—		—		679		384
			Total maximum exposure to loss	$	22,500	$	1,224	$	2,158	$	1,732	$	4,333
	Carrying value of exposure to loss—Assets:
		Debt and equity interests(2)		$	22,280	$	1,173	$	—	$	663	$	3,387
		Derivative and other contracts			156		8		4		—		174
			Total carrying value of exposure to loss—Assets	$	22,436	$	1,181	$	4	$	663	$	3,561
	Carrying value of exposure to loss—Liabilities:
		Derivative and other contracts		$	11	$	2	$	—	$	—	$	172
		Commitments, guarantees and other			—		—		—		12		—
			Total carrying value of exposure to loss—Liabilities	$	11	$	2	$	—	$	12	$	172
	(1)       Mortgage and asset-backed securitizations include VIE assets as follows: $18.3 billion of residential mortgages; $53.8 billion of commercial mortgages; $126.3 billion of U.S. agency collateralized mortgage obligations; and $53.3 billion of other consumer or commercial loans.
	(2)       Mortgage and asset-backed securitizations include VIE debt and equity interests as follows: $1.0 billion of residential mortgages; $1.5 billion of commercial mortgages; $14.8 billion of U.S. agency collateralized mortgage obligations; and $5.0 billion of other consumer or commercial loans.
Information Regarding SPEs	'
					At September 30, 2013
					Residential Mortgage Loans		Commercial Mortgage Loans		U.S. Agency Collateralized Mortgage Obligations		Credit-Linked Notes and  Other
					(dollars in millions)
	SPE assets (unpaid principal balance)(1)			$	33,610	$	54,648	$	18,348	$	12,436
	Retained interests (fair value):
		Investment grade		$	—	$	10	$	698	$	—
		Non-investment grade			128		226		—		1,322
			Total retained interests (fair value)	$	128	$	236	$	698	$	1,322
	Interests purchased in the secondary market (fair value):
		Investment grade		$	4	$	80	$	27	$	351
		Non-investment grade			82		57		—		65
			Total interests purchased in the secondary market (fair value)	$	86	$	137	$	27	$	416
	Derivative assets (fair value)			$	—	$	729	$	—	$	123
	Derivative liabilities (fair value)			$	2	$	—	$	—	$	184
	_____________
	(1)       Amounts include assets transferred by unrelated transferors.
					At September 30, 2013
					Level 1		Level 2		Level 3		Total
					(dollars in millions)
	Retained interests (fair value):
		Investment grade		$	—	$	708	$	—	$	708
		Non-investment grade			—		198		1,478		1,676
			Total retained interests (fair value)	$	—	$	906	$	1,478	$	2,384
	Interests purchased in the secondary market (fair value):
		Investment grade		$	—	$	454	$	8	$	462
		Non-investment grade			—		179		25		204
			Total interests purchased in the secondary market (fair value)	$	—	$	633	$	33	$	666
	Derivative assets (fair value)			$	—	$	624	$	228	$	852
	Derivative liabilities (fair value)			$	—	$	172	$	14	$	186
					At December 31, 2012
					Residential Mortgage Loans		Commercial Mortgage Loans		U.S. Agency Collateralized Mortgage Obligations		Credit-Linked Notes and  Other
					(dollars in millions)
	SPE assets (unpaid principal balance)(1)			$	36,750	$	70,824	$	17,787	$	14,701
	Retained interests (fair value):
		Investment grade		$	1	$	77	$	1,468	$	—
		Non-investment grade			54		109		—		1,503
			Total retained interests (fair value)	$	55	$	186	$	1,468	$	1,503
	Interests purchased in the secondary market (fair value):
		Investment grade		$	11	$	124	$	99	$	389
		Non-investment grade			113		34		—		31
			Total interests purchased in the secondary market (fair value)	$	124	$	158	$	99	$	420
	Derivative assets (fair value)			$	2	$	948	$	—	$	177
	Derivative liabilities (fair value)			$	22	$	—	$	—	$	303
	_____________
	(1)       Amounts include assets transferred by unrelated transferors.
					At December 31, 2012
					Level 1		Level 2		Level 3		Total
					(dollars in millions)
	Retained interests (fair value):
		Investment grade		$	—	$	1,476	$	70	$	1,546
		Non-investment grade			—		84		1,582		1,666
			Total retained interests (fair value)	$	—	$	1,560	$	1,652	$	3,212
	Interests purchased in the secondary market (fair value):
		Investment grade		$	—	$	617	$	6	$	623
		Non-investment grade			—		139		39		178
			Total interests purchased in the secondary market (fair value)	$	—	$	756	$	45	$	801
	Derivative assets (fair value)			$	—	$	774	$	353	$	1,127
	Derivative liabilities (fair value)			$	—	$	295	$	30	$	325
Transfers of Assets Treated as Secured Financings	'
			At September 30, 2013				At December 31, 2012
			Carrying Value of				Carrying Value of
			Assets		Liabilities		Assets		Liabilities
			(dollars in millions)
	Credit-linked notes	$	48	$	41	$	283	$	222
	Equity-linked transactions		39		35		422		405
	Other		360		359		29		28
Mortgage Servicing Activities for SPEs	'
			At September 30, 2013
			Residential Mortgage Unconsolidated SPEs			Residential Mortgage Consolidated SPEs		Commercial Mortgage Unconsolidated SPEs
				(dollars in millions)
	Assets serviced (unpaid principal balance)		$	780	$	818	$	4,041
	Amounts past due 90 days or greater
		(unpaid principal balance)(1)	$	75	$	45	$	—
	Percentage of amounts past due 90 days
		or greater(1)		9.60%		5.50%		—
	Credit losses		$	2	$	12	$	—
	_____________
	(1)       Amounts include loans that are at least 90 days contractually delinquent, loans for which the borrower has filed for bankruptcy, loans in foreclosure and real estate owned.
			At December 31, 2012
			Residential Mortgage Unconsolidated SPEs			Residential Mortgage Consolidated SPEs		Commercial Mortgage Unconsolidated SPEs
				(dollars in millions)
	Assets serviced (unpaid principal balance)		$	821	$	1,141	$	4,760
	Amounts past due 90 days or greater
		(unpaid principal balance)(1)	$	86	$	43	$	—
	Percentage of amounts past due 90 days
		or greater(1)		10.40%		3.80%		—
	Credit losses		$	3	$	2	$	—
	_____________
	(1)       Amounts include loans that are at least 90 days contractually delinquent, loans for which the borrower has filed for bankruptcy, loans in foreclosure and real estate owned.

Financing_Receivables_Tables

Financing Receivables (Tables)	9 Months Ended
	Sep. 30, 2013
Financing Receivables [Abstract]	'
Schedule of Loans Held for Investment	'
					At				At
					30-Sep-13				31-Dec-12
					(dollars in millions)
	Commercial and industrial		$		11,953		$		9,449
	Consumer loans				10,299				7,618
	Residential real estate loans				8,784				6,630
	Wholesale real estate loans				2,102				326
	Total loans held for investment, gross of allowance for loan losses				33,138				24,023
	Allowance for loan losses				-166				-106
	Total loans held for investment, net of allowance for loan losses		$		32,972		$		23,917
Loan and Lending-related Commitments by Impairment Methodology, and Their Respective Allowances	'
				Commercial and Industrial		Consumer		Residential Real Estate		Wholesale Real Estate
												Total
				(dollars in millions)
	Allowance for loan losses:
		Balance at December 31, 2012	$	96	$	3	$	5	$	2	$	106
		Gross charge-offs		-12		—		-1		-2		-15
		Net charge-offs		-12		—		-1		-2		-15
		Provision for loan losses(1)		64		-2		—		13		75
		Balance at September 30, 2013	$	148	$	1	$	4	$	13	$	166
	Allowance for loan losses by impairment methodology:
		Collectively evaluated for impairment	$	129	$	1	$	4	$	9	$	143
		Individually evaluated for impairment		19		—		—		4		23
		Total allowance for loan losses at September 30,
		2013	$	148	$	1	$	4	$	13	$	166
	Loans evaluated by impairment methodology(2):
		Collectively evaluated for impairment	$	11,826	$	10,299	$	8,776	$	2,092	$	32,993
		Individually evaluated for impairment		127		—		8		10		145
		Total loans evaluated at September 30, 2013	$	11,953	$	10,299	$	8,784	$	2,102	$	33,138
	Allowance for lending-related commitments:
		Balance at December 31, 2012	$	90	$	—	$	—	$	1	$	91
		Provision for lending-related commitments(3)		41		—		—		—		41
		Other		-10		—		—		—		-10
		Balance at September 30, 2013	$	121	$	—	$	—	$	1	$	122
	Allowance for lending-related commitments by
		impairment methodology:
		Collectively evaluated for impairment	$	121	$	—	$	—	$	1	$	122
		Individually evaluated for impairment		—		—		—		—		—
		Total allowance for lending-related commitments
		at September 30, 2013	$	121	$	—	$	—	$	1	$	122
	Lending-related commitments evaluated by
		impairment methodology:
		Collectively evaluated for impairment	$	57,137	$	1,770	$	1,407	$	234	$	60,548
		Individually evaluated for impairment		—		—		—		—		—
		Total lending-related commitments evaluated
		at September 30, 2013	$	57,137	$	1,770	$	1,407	$	234	$	60,548
	_______________
	(1)       The Company recorded $41 million of provision for loan losses within Other revenues for the quarter ended September 30, 2013.
	(2)       Balances are gross of the allowance and represent recorded investment in the loans.
	(3)       The Company recorded $12 million of provision for lending-related commitments within Other non-interest expenses for the quarter ended September 30, 2013.
				Commercial and Industrial		Consumer		Residential Real Estate		Wholesale Real Estate
												Total
				(dollars in millions)
	Allowance for loan losses:
		Balance at December 31, 2011	$	14	$	1	$	1	$	1	$	17
		Gross charge-offs		-12		—		—		—		-12
		Gross recoveries		—		—		—		11		11
		Net charge-offs		-12		—		—		11		-1
		Provision for loan losses(1)		86		6		2		-9		85
		Balance at September 30, 2012	$	88	$	7	$	3	$	3	$	101
	Allowance for loan losses by impairment methodology:
		Collectively evaluated for impairment	$	94	$	3	$	5	$	2	$	104
		Individually evaluated for impairment		2		—		—		—		2
		Total allowance for loan losses at December 31, 2012	$	96	$	3	$	5	$	2	$	106
	Loans evaluated by impairment methodology(2):
		Collectively evaluated for impairment	$	9,419	$	7,618	$	6,629	$	326	$	23,992
		Individually evaluated for impairment		30		—		1		—		31
		Total loan evaluated at December 31, 2012	$	9,449	$	7,618	$	6,630	$	326	$	24,023
	Allowance for lending-related commitments:
		Balance at December 31, 2011	$	19	$	3	$	—	$	2	$	24
		Provision for lending-related commitments(3)		43		-1		—		—		42
		Balance at September 30, 2012	$	62	$	2	$	—	$	2	$	66
	Allowance for lending-related commitments by
		impairment methodology:
	Collectively evaluated for impairment	$	86	$	—	$	—	$	1	$	87
	Individually evaluated for impairment		4		—		—		—		4
	Total allowance for lending-related commitments
	at December 31, 2012	$	90	$	—	$	—	$	1	$	91
Lending-related commitments evaluated by
	impairment methodology:
	Collectively evaluated for impairment	$	44,079	$	1,406	$	712	$	101	$	46,298
	Individually evaluated for impairment		47		—		—		—		47
	Total lending-related commitments evaluated
	at December 31, 2012	$	44,126	$	1,406	$	712	$	101	$	46,345
_______________
(1)       The Company recorded $31 million of provision for loan losses within Other revenues for the quarter ended September 30, 2012.
(2)       Balances are gross of the allowance and represent recorded investment in the loans.
(3)       The Company recorded $34 million of provision for lending-related commitments within Other non-interest expenses for the quarter ended September 30, 2012.

Goodwill_and_Net_Intangible_As1

Goodwill and Net Intangible Assets (Tables)	9 Months Ended
	Sep. 30, 2013
Goodwill and Net Intangible Assets	'
Changes in Carrying Amount of Goodwill	'
			Institutional Securities(1)		Wealth Management(1)		Investment Management		Total
			(dollars in millions)
	Goodwill at December 31, 2012(2)	$	337	$	5,573	$	740	$	6,650
	Foreign currency translation adjustments and other		-31		─		─		-31
	Goodwill disposed of during the period(3)(4)		-17		-11		─		-28
	Goodwill at September 30, 2013(2)	$	289	$	5,562	$	740	$	6,591
	_____________
	(1)       On January 1, 2013, the International Wealth Management business was transferred from the Wealth Management business segment to the Equity division within the Institutional Securities business segment. Accordingly, prior period amounts have been recast to reflect the International Wealth Management business as part of the Institutional Securities business segment.
	(2)       The amount of the Company's goodwill before accumulated impairments of $700 million, which included $673 million related to the Institutional Securities business segment and $27 million related to the Investment Management business segment, was $7,291 million and $7,350 million at September 30, 2013 and December 31, 2012, respectively.
	(3)       In 2011, the Company announced that it had reached an agreement with the employees of its in-house quantitative proprietary trading unit, Process Driven Trading (“PDT”), within the Institutional Securities business segment, whereby PDT employees will acquire certain assets from the Company and launch an independent advisory firm. This transaction closed on January 1, 2013.
	(4)       The Wealth Management business segment sold the U.K. operations of Global Stock Plan Services business to Computershare Limited. This transaction closed on May 31, 2013.
Changes in Carrying Amount of Intangible Assets	'
			Institutional Securities		Wealth Management		Investment Management		Total
			(dollars in millions)
	Amortizable net intangible assets at December 31, 2012	$	175	$	3,600	$	1	$	3,776
	Mortgage servicing rights (see Note 7)		—		7		—		7
	Net intangible assets at December 31, 2012	$	175	$	3,607	$	1	$	3,783
	Amortizable net intangible assets at December 31, 2012	$	175	$	3,600	$	1	$	3,776
	Foreign currency translation adjustments and other		-2		—		—		-2
	Amortization expense		-9		-250		—		-259
	Impairment losses(1)		-2		-7		—		-9
	Amortizable net intangible assets at September 30, 2013		162		3,343		1		3,506
	Mortgage servicing rights (see Note 7)		—		8		—		8
	Net intangible assets at September 30, 2013	$	162	$	3,351	$	1	$	3,514
	____________
	(1)       Impairment losses are recorded within Other expenses.

Borrowings_and_Other_Secured_F1

Borrowings and Other Secured Financings (Tables)	9 Months Ended
	Sep. 30, 2013
Borrowings and Other Secured Financings	'
Components of Long-term Borrowings	'
			At		At
			30-Sep-13		31-Dec-12
		(dollars in millions)
	Senior debt	$	145,515	$	158,899
	Subordinated debt		7,478		5,845
	Junior subordinated debentures		4,812		4,827
	Total	$	157,805	$	169,571
Other Secured Financings	'
				At September 30, 2013		At December 31, 2012
				(dollars in millions)
	Secured financings with original maturities greater than one year		$	10,163	$	14,431
	Secured financings with original maturities one year or less			3,930		641
	Failed sales(1)			435		655
		Total(2)	$	14,528	$	15,727
	___________
	(1)       For more information on failed sales, see Note 7.
	(2)       Amounts include $6,145 million and $9,466 million at fair value at September 30, 2013 and December 31, 2012, respectively.

Derivative_Instruments_and_Hed1

Derivative Instruments and Hedging Activities (Tables)	9 Months Ended
	Sep. 30, 2013
Derivative Instrument Detail [Abstract]	'
Offsetting of Derivative Instruments and Related Collateral Amounts	'
				At September 30, 2013
				Gross Amounts(1)		Amounts Offset in the Condensed Consolidated Statements of Financial Condition(2)		Net Amounts Presented in the Condensed Consolidated Statements of Financial Condition		Amounts Not Offset in the Condensed Consolidated Statements of Financial Condition(3)				Net Exposure
										Financial Instruments Collateral		Other Cash Collateral
				(dollars in millions)
	Derivative assets
		Bilateral OTC	$	450,627	$	-422,897	$	27,730	$	-8,399	$	-79	$	19,252
		Cleared OTC(4)		284,888		-284,147		741		—		—		741
		Exchange traded		34,487		-27,520		6,967		—		—		6,967
		Total derivative assets	$	770,002	$	-734,564	$	35,438	$	-8,399	$	-79	$	26,960
	Derivative liabilities
		Bilateral OTC	$	427,774	$	-400,382	$	27,392	$	-5,873	$	-151	$	21,368
		Cleared OTC(4)		285,023		-284,827		196		—		-49		147
		Exchange traded		38,100		-27,520		10,580		-2,395		—		8,185
		Total derivative liabilities	$	750,897	$	-712,729	$	38,168	$	-8,268	$	-200	$	29,700
	(1)       Amounts include $10.5 billion of derivative assets and $10.6 billion of derivative liabilities which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable. See also “Fair Value and Notional of Derivative Instruments” for additional disclosure about gross fair values and notionals for derivative instruments by risk type.
	(2)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default and where certain other criteria are met in accordance with applicable offsetting accounting guidance.
	(3)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default but where certain other criteria are not met in accordance with applicable offsetting accounting guidance.
	(4)       Includes OTC derivatives that are centrally cleared in accordance with certain regulatory requirements.
				At December 31, 2012
				Gross Amounts(1)		Amounts Offset in the Condensed Consolidated Statements of Financial Condition(2)		Net Amounts Presented in the Condensed Consolidated Statements of Financial Condition		Amounts Not Offset in the Condensed Consolidated Statements of Financial Condition(3)				Net Exposure
										Financial Instruments Collateral		Other Cash Collateral
				(dollars in millions)
	Derivative assets
		Bilateral OTC	$	604,713	$	-573,844	$	30,869	$	-7,691	$	-232	$	22,946
		Cleared OTC(4)		375,233		-374,546		687		—		—		687
		Exchange traded		24,305		-19,664		4,641		—		—		4,641
		Total derivative assets	$	1,004,251	$	-968,054	$	36,197	$	-7,691	$	-232	$	28,274
	Derivative Liabilities
		Bilateral OTC	$	578,018	$	-547,285	$	30,733	$	-7,871	$	-64	$	22,798
		Cleared OTC(4)		374,960		-374,866		94		—		-23		71
		Exchange traded		25,795		-19,664		6,131		-1,028		—		5,103
		Total derivative liabilities	$	978,773	$	-941,815	$	36,958	$	-8,899	$	-87	$	27,972
	(1)       Amounts include $7.2 billion of derivative assets and $7.3 billion of derivative liabilities which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable. See also “Fair Value and Notional of Derivative Instruments” for additional disclosure about gross fair values and notionals for derivative instruments by risk type.
	(2)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default and where certain other criteria are met in accordance with applicable offsetting accounting guidance.
	(3)       Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default but where certain other criteria are not met in accordance with applicable offsetting accounting guidance.
	(4)       Includes OTC derivatives that are centrally cleared in accordance with certain regulatory requirements.
Summary by Counterparty Credit Rating and Remaining Contract Maturity of the Fair Value of OTC Derivatives in a Gain Position	'
	OTC Derivative Products—Trading Assets at September 30, 2013(1)
												Cross-Maturity and Cash  Collateral Netting(3)		Net  Exposure Post-Cash Collateral		Net  Exposure Post-Collateral
				Years to Maturity
	Credit Rating(2)			Less than 1		3-Jan		5-Mar		Over 5
				(dollars in millions)
	AAA		$	337	$	605	$	1,043	$	4,305	$	-4,010	$	2,280	$	1,926
	AA			2,283		2,015		2,655		10,281		-11,877		5,357		3,533
	A			6,865		9,504		10,419		21,414		-40,171		8,031		6,367
	BBB			2,886		3,498		3,660		15,220		-17,861		7,403		5,625
	Non-investment grade			2,697		3,007		1,672		3,156		-5,211		5,321		2,542
		Total	$	15,068	$	18,629	$	19,449	$	54,376	$	-79,130	$	28,392	$	19,993
	(1)       Fair values shown represent the Company's net exposure to counterparties related to the Company's OTC derivative products. Amounts include centrally cleared OTC derivatives. The table does not include exchange-traded derivatives and the effect of any related hedges utilized by the Company.
	(2)       Obligor credit ratings are determined by the Company's Credit Risk Management Department.
	(3)       Amounts represent the netting of receivable balances with payable balances for the same counterparty across maturity categories. Receivable and payable balances with the same counterparty in the same maturity category are netted within such maturity category, where appropriate. Cash collateral received is netted on a counterparty basis, provided legal right of offset exists.
	OTC Derivative Products—Trading Assets at December 31, 2012(1)
				Years to Maturity								Cross-Maturity and Cash Collateral Netting(3)		Net Exposure Post-Cash Collateral		Net Exposure Post-Collateral
	Credit Rating(2)			Less  than 1		3-Jan		5-Mar		Over 5
				(dollars in millions)
	AAA		$	353	$	551	$	1,299	$	6,121	$	-4,851	$	3,473	$	3,088
	AA			2,125		3,635		2,958		10,270		-12,761		6,227		4,428
	A			6,643		9,596		14,228		29,729		-50,722		9,474		7,638
	BBB			2,673		3,970		3,704		18,586		-21,713		7,220		5,754
	Non-investment grade			2,091		2,855		2,142		4,538		-6,696		4,930		2,725
		Total	$	13,885	$	20,607	$	24,331	$	69,244	$	-96,743	$	31,324	$	23,633
	_____________
	(1)       Fair values shown represent the Company's net exposure to counterparties related to the Company's OTC derivative products. Amounts include centrally cleared OTC derivatives. The table does not include exchange-traded derivatives and the effect of any related hedges utilized by the Company.
	(2)       Obligor credit ratings are determined by the Company's Credit Risk Management Department.
	(3)       Amounts represent the netting of receivable balances with payable balances for the same counterparty across maturity categories. Receivable and payable balances with the same counterparty in the same maturity category are netted within such maturity category, where appropriate. Cash collateral received is netted on a counterparty basis, provided legal right of offset exists.
Fair Value of Derivative Instruments Designated and Not Designated as Accounting Hedges by Type of Derivative Contract on a Gross Basis	'
					Derivative Assets
					At September 30, 2013
					Fair Value									Notional
					Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total
					(dollars in millions)
	Derivatives designated as accounting
	hedges:
		Interest rate contracts		$	5,586	$	324	$	—	$	5,910		$	58,287	$	11,440	$	—	$	69,727
		Foreign exchange contracts			180		—		—		180			5,853		137		—		5,990
			Total derivatives designated as
			accounting hedges		5,766		324		—		6,090			64,140		11,577		—		75,717
	Derivatives not designated as accounting
	hedges(1):
		Interest rate contracts			304,345		280,067		376		584,788			6,551,567		12,716,148		1,255,543		20,523,258
		Credit contracts			45,312		4,359		—		49,671			1,397,432		254,921		—		1,652,353
		Foreign exchange contracts			55,800		138		24		55,962			1,844,721		5,719		8,521		1,858,961
		Equity contracts			26,375		—		29,733		56,108			331,139		—		501,628		832,767
		Commodity contracts			12,993		—		4,354		17,347			166,689		—		179,290		345,979
		Other			36		—		—		36			2,432		—		—		2,432
			Total derivatives not designated
			as accounting hedges		444,861		284,564		34,487		763,912			10,293,980		12,976,788		1,944,982		25,215,750
	Total derivatives			$	450,627	$	284,888	$	34,487	$	770,002		$	10,358,120	$	12,988,365	$	1,944,982	$	25,291,467
	Cash collateral netting				-53,748		-2,869		—		-56,617			—		—		—		—
	Counterparty netting				-369,149		-281,278		-27,520		-677,947			—		—		—		—
		Total derivative assets		$	27,730	$	741	$	6,967	$	35,438		$	10,358,120	$	12,988,365	$	1,944,982	$	25,291,467
					Derivative Liabilities
					At September 30, 2013
					Fair Value									Notional
					Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total
					(dollars in millions)
	Derivatives designated as accounting
	hedges:
		Interest rate contracts		$	514	$	405	$	—	$	919		$	2,647	$	12,454	$	—	$	15,101
		Foreign exchange contracts			289		1		—		290			9,563		226		—		9,789
			Total derivatives designated as											.
			accounting hedges		803		406		—		1,209			12,210		12,680		—		24,890
	Derivatives not designated as accounting
	hedges(1):
		Interest rate contracts			284,561		280,055		358		564,974			6,417,090		12,594,699		1,532,970		20,544,759
		Credit contracts			43,093		4,483		—		47,576			1,257,814		244,523		—		1,502,337
		Foreign exchange contracts			56,463		79		9		56,551			1,914,342		4,988		3,297		1,922,627
		Equity contracts			30,241		—		32,992		63,233			337,877		—		505,050		842,927
		Commodity contracts			12,409		—		4,741		17,150			154,196		—		159,652		313,848
		Other			204		—		—		204			6,455		—		—		6,455
			Total derivatives not designated
			as accounting hedges		426,971		284,617		38,100		749,688			10,087,774		12,844,210		2,200,969		25,132,953
	Total derivatives			$	427,774	$	285,023	$	38,100	$	750,897		$	10,099,984	$	12,856,890	$	2,200,969	$	25,157,843
	Cash collateral netting				-31,233		-3,549		—		-34,782			—		—		—		—
	Counterparty netting				-369,149		-281,278		-27,520		-677,947			—		—		—		—
		Total derivative liabilities		$	27,392	$	196	$	10,580	$	38,168		$	10,099,984	$	12,856,890	$	2,200,969	$	25,157,843
	_____________
	(1)       Notional amounts include gross notionals related to open long and short futures contracts of $411 billion and $915 billion, respectively. The unsettled fair value on these futures contracts (excluded from the table above) of $951 million and $51 million is included in Customer and other receivables and Customer and other payables, respectively, on the condensed consolidated statements of financial condition.
	(2)       Includes OTC derivatives that are centrally cleared in accordance with certain regulatory requirements.
					Derivative Assets
					At December 31, 2012
					Fair Value									Notional
					Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total
					(dollars in millions)
	Derivatives designated as accounting
	hedges:
		Interest rate contracts		$	8,046	$	301	$	—	$	8,347		$	66,916	$	8,199	$	—	$	75,115
		Foreign exchange contracts			367		—		—		367			10,291		—		—		10,291
			Total derivatives designated as
		accounting hedges		8,413		301		—		8,714			77,207		8,199		—		85,406
Derivatives not designated as accounting
hedges(1):
	Interest rate contracts			443,523		371,789		142		815,454			8,029,510		10,096,252		776,130		18,901,892
	Credit contracts			65,168		3,099		—		68,267			1,734,907		197,879		—		1,932,786
	Foreign exchange contracts			52,349		44		34		52,427			1,831,385		3,834		5,967		1,841,186
	Equity contracts			19,916		—		18,684		38,600			258,484		—		329,216		587,700
	Commodity contracts			15,201		—		5,445		20,646			164,842		—		176,714		341,556
	Other			143		—		—		143			4,908		—		—		4,908
		Total derivatives not designated
		as accounting hedges		596,300		374,932		24,305		995,537			12,024,036		10,297,965		1,288,027		23,610,028
Total derivatives			$	604,713	$	375,233	$	24,305	$	1,004,251		$	12,101,243	$	10,306,164	$	1,288,027	$	23,695,434
Cash collateral netting				-68,024		-1,224		—		-69,248			—		—		—		—
Counterparty netting				-505,820		-373,322		-19,664		-898,806			—		—		—		—
	Total derivative assets		$	30,869	$	687	$	4,641	$	36,197		$	12,101,243	$	10,306,164	$	1,288,027	$	23,695,434
				Derivative Liabilities
				At December 31, 2012
				Fair Value									Notional
				Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(2)		Exchange Traded		Total
				(dollars in millions)
Derivatives designated as accounting
hedges:
	Interest rate contracts		$	167	$	1	$	—	$	168		$	2,000	$	660	$	—	$	2,660
	Foreign exchange contracts			319		—		—		319			17,156		—		—		17,156
		Total derivatives designated as
		accounting hedges		486		1		—		487			19,156		660		—		19,816
Derivatives not designated as accounting
hedges(1):
	Interest rate contracts			422,864		370,856		216		793,936			7,726,241		9,945,979		1,994,947		19,667,167
	Credit contracts			60,420		4,074		—		64,494			1,645,464		222,343		—		1,867,807
	Foreign exchange contracts			56,062		29		3		56,094			1,878,597		3,473		4,003		1,886,073
	Equity contracts			22,239		—		19,631		41,870			257,340		—		329,858		587,198
	Commodity contracts			15,886		—		5,945		21,831			169,189		—		155,912		325,101
	Other			61		—		—		61			5,161		—		—		5,161
		Total derivatives not designated
		as accounting hedges		577,532		374,959		25,795		978,286			11,681,992		10,171,795		2,484,720		24,338,507
Total derivatives			$	578,018	$	374,960	$	25,795	$	978,773		$	11,701,148	$	10,172,455	$	2,484,720	$	24,358,323
Cash collateral netting				-41,465		-1,544		—		-43,009			—		—		—		—
Counterparty netting				-505,820		-373,322		-19,664		-898,806			—		—		—		—
	Total derivative liabilities		$	30,733	$	94	$	6,131	$	36,958		$	11,701,148	$	10,172,455	$	2,484,720	$	24,358,323
_____________
(1)        Notional amounts include gross notionals related to open long and short futures contracts of $368 billion and $1,476 billion, respectively. The unsettled fair value on these futures contracts (excluded from the table above) of $1,073 million and $24 million is included in Customer and other receivables and Customer and other payables, respectively, on the condensed consolidated statements of financial condition.
(2)       Includes OTC derivatives that are centrally cleared in accordance with certain regulatory requirements.
Summary of Gains or Losses Reported on Derivative Instruments Designated and Not Designated as Accounting Hedges	'
			Gains (Losses) Recognized
			Three Months Ended				Nine Months Ended
			September 30,				September 30,
	Product Type		2013		2012		2013		2012
			(dollars in millions)
	Derivatives	$	-302	$	72	$	-3,421	$	504
	Borrowings		583		17		4,374		-37
	Total	$	281	$	89	$	953	$	467
				Gains Recognized in OCI (effective portion)
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
	Product Type			2013		2012		2013		2012(1)
				(dollars in millions)
	Foreign exchange contracts(2)		$	-193	$	-226	$	346	$	-76
		Total	$	-193	$	-226	$	346	$	-76
	____________
	(1)       A gain of $77 million, net of tax, related to net investment hedges was reclassified from other comprehensive income into income during the nine months ended September 30, 2012. The amount primarily related the reversal of amounts recorded in cumulative other comprehensive income due to the incorrect application of hedge accounting on certain derivative contracts (see above for further information).
	(2)       Losses of $34 million and $103 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and nine months ended September 30, 2013, respectively. Losses of $65 million and $193 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and nine months ended September 30, 2012, respectively.
				Gains (Losses) Recognized in Income(1)(2)
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
	Product Type			2013		2012		2013		2012
				(dollars in millions)
	Interest rate contracts		$	-435	$	227	$	-676	$	977
	Credit contracts			-145		-525		100		96
	Foreign exchange contracts			594		-129		2,775		310
	Equity contracts			-1,580		-800		-4,840		-1,229
	Commodity contracts			104		-136		1,407		166
	Other contracts			-25		-14		-69		10
		Total derivative instruments	$	-1,487	$	-1,377	$	-1,303	$	330
	____________
	(1)       Gains (losses) on derivative contracts not designated as hedges are primarily included in Trading in the condensed consolidated statements of income.
	(2)       Gains (losses) associated with certain derivative contracts that have physically settled are excluded from the table above. Gains (losses) on these contracts are reflected with the associated cash instruments, which are also included in Trading in the condensed consolidated statements of income.
Disclosure of Credit Derivatives	'
			At September 30, 2013
			Maximum Potential Payout/Notional
			Protection Sold				Protection Purchased
			Notional		Fair Value (Asset)/Liability		Notional		Fair Value (Asset)/Liability
			(dollars in millions)
	Single name credit default swaps	$	889,337	$	-3,488	$	847,529	$	3,121
	Index and basket credit default swaps		516,283		205		424,669		-302
	Tranched index and basket credit default swaps		172,166		-1,626		304,706		-5
	Total	$	1,577,786	$	-4,909	$	1,576,904	$	2,814
			At December 31, 2012
			Maximum Potential Payout/Notional
			Protection Sold				Protection Purchased
			Notional		Fair Value (Asset)/Liability		Notional		Fair Value (Asset)/Liability
			(dollars in millions)
	Single name credit default swaps	$	1,069,474	$	2,889	$	1,029,543	$	-2,456
	Index and basket credit default swaps		551,630		5,664		454,800		-5,124
	Tranched index and basket credit default swaps		272,088		2,330		423,058		-7,076
	Total	$	1,893,192	$	10,883	$	1,907,401	$	-14,656
					Protection Sold
					Maximum Potential Payout/Notional										Fair Value
					Years to Maturity										(Asset)/
	Credit Ratings of the Reference Obligation				Less than 1		3-Jan		5-Mar		Over 5		Total		Liability(1)(2)
					(dollars in millions)
	Single name credit default swaps:
		AAA		$	1,641	$	7,641	$	13,025	$	2,183	$	24,490	$	-156
		AA			10,016		21,583		27,395		5,350		64,344		-707
		A			55,905		57,731		56,520		6,259		176,415		-2,522
		BBB			119,444		123,063		129,910		23,905		396,322		-1,904
		Non-investment grade			69,370		77,969		71,782		8,645		227,766		1,801
	Total				256,376		287,987		298,632		46,342		889,337		-3,488
	Index and basket credit default swaps(3):
		AAA			16,504		34,984		39,470		2,362		93,320		-1,319
		AA			1,190		8,460		9,657		5,877		25,184		-335
		A			1,452		3,609		8,614		23		13,698		-43
		BBB			21,162		64,741		112,188		8,079		206,170		-1,787
		Non-investment grade			58,014		93,750		162,213		36,100		350,077		2,063
	Total				98,322		205,544		332,142		52,441		688,449		-1,421
	Total credit default swaps sold			$	354,698	$	493,531	$	630,774	$	98,783	$	1,577,786	$	-4,909
	Other credit contracts(4)(5)			$	376	$	10	$	137	$	1,165	$	1,688	$	-171
	Total credit derivatives and
		other credit contracts		$	355,074	$	493,541	$	630,911	$	99,948	$	1,579,474	$	-5,080
	_____________
	(1)       Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting.
	(2)       Fair value amounts of certain credit default swaps where the Company sold protection have an asset carrying value because credit spreads of the underlying reference entity or entities tightened during the terms of the contracts.
	(3)       Credit ratings are calculated internally.
	(4)       Other credit contracts include CLNs, CDOs and credit default swaps that are considered hybrid instruments.
	(5)       Fair value amount shown represents the fair value of the hybrid instruments.
					Protection Sold
					Maximum Potential Payout/Notional										Fair Value
					Years to Maturity										(Asset)/
	Credit Ratings of the Reference Obligation				Less than 1		3-Jan		5-Mar		Over 5		Total		Liability(1)(2)
					(dollars in millions)
	Single name credit default swaps:
		AAA		$	2,368	$	6,592	$	19,848	$	5,767	$	34,575	$	-204
		AA			10,984		16,804		34,280		7,193		69,261		-325
		A			66,635		72,796		67,285		10,760		217,476		-2,740
		BBB			124,662		145,462		142,714		34,396		447,234		-492
		Non-investment grade			91,743		98,515		92,143		18,527		300,928		6,650
	Total				296,392		340,169		356,270		76,643		1,069,474		2,889
	Index and basket credit default swaps(3):
		AAA			18,652		36,005		45,789		3,240		103,686		-1,377
		AA			1,255		9,479		12,026		8,343		31,103		-55
		A			2,684		5,423		5,440		125		13,672		-155
	BBB			27,720		105,870		143,562		29,101		306,253		-862
	Non-investment grade			97,389		86,703		153,858		31,054		369,004		10,443
Total				147,700		243,480		360,675		71,863		823,718		7,994
Total credit default swaps sold			$	444,092	$	583,649	$	716,945	$	148,506	$	1,893,192	$	10,883
Other credit contracts(4)(5)			$	796	$	125	$	155	$	1,323	$	2,399	$	-745
Total credit derivatives and other
	credit contracts		$	444,888	$	583,774	$	717,100	$	149,829	$	1,895,591	$	10,138
_____________
(1)       Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting.
(2)       Fair value amounts of certain credit default swaps where the Company sold protection have an asset carrying value because credit spreads of the underlying reference entity or entities tightened during the terms of the contracts.
(3)       Credit ratings are calculated internally.
(4)       Other credit contracts include CLNs, CDOs and credit default swaps that are considered hybrid instruments.
(5)       Fair value amount shown represents the fair value of the hybrid instruments.

Commitments_Guarantees_and_Con1

Commitments, Guarantees and Contingencies (Tables)	9 Months Ended
	Sep. 30, 2013
Commitments, Guarantees and Contingencies [Abstract]	'
Commitments by Period of Expiration	'
				Years to Maturity
				Less								Total at
				than 1		3-Jan		5-Mar		Over 5		30-Sep-13
				(dollars in millions)
	Letters of credit and other financial guarantees
		obtained to satisfy collateral requirements	$	682	$	7	$	—	$	1	$	690
	Investment activities			690		112		36		257		1,095
	Primary lending commitments—investment grade(1)			11,384		13,934		34,859		504		60,681
	Primary lending commitments—non-investment grade(1)			2,684		5,088		9,505		1,836		19,113
	Secondary lending commitments(2)			68		32		20		16		136
	Commitments for secured lending transactions			964		—		—		4		968
	Forward starting reverse repurchase agreements and
		securities borrowing agreements(3)(4)		70,411		—		—		—		70,411
	Commercial and residential mortgage-related commitments			1,254		40		309		818		2,421
	Underwriting commitments			410		—		—		—		410
	Other commitments			2,284		376		206		79		2,945
		Total	$	90,831	$	19,589	$	44,935	$	3,515	$	158,870
	.
	(1)       This amount includes $44.9 billion of investment grade and $10.8 billion of non-investment grade unfunded commitments accounted for as held for investment and $5.9 billion of investment grade and $5.1 billion of non-investment grade unfunded commitments accounted for as held for sale at September 30, 2013. The remainder of these lending commitments is carried at fair value.
	(2)       These commitments are recorded at fair value within Trading assets and Trading liabilities in the condensed consolidated statements of financial condition (see Note 4).
	(3)       The Company enters into forward starting reverse repurchase and securities borrowing agreements (agreements that have a trade date at or prior to September 30, 2013 and settle subsequent to period-end) that are primarily secured by collateral from U.S. government agency securities and other sovereign government obligations. These agreements primarily settle within three business days and of the total amount at September 30, 2013, $66.5 billion settled within three business days.
	(4)       The Company also has a contingent obligation to provide financing to a clearinghouse through which it clears certain transactions. The financing is required only upon the default of a clearinghouse member. The financing takes the form of a reverse repurchase facility, with a maximum amount of approximately $1.9 billion.
Obligations under Guarantee Arrangements	'
				Maximum Potential Payout/Notional										Carrying Amount (Asset)/ Liability		Collateral/ Recourse
				Years to Maturity
	Type of Guarantee			Less than 1		3-Jan		5-Mar		Over 5		Total
				(dollars in millions)
	Credit derivative contracts(1)		$	354,698	$	493,531	$	630,774	$	98,783	$	1,577,786	$	-4,909	$	—
	Other credit contracts			376		10		137		1,165		1,688		-171		—
	Non-credit derivative contracts(1)			1,423,753		873,318		304,554		507,865		3,109,490		61,134		—
	Standby letters of credit and other
		financial guarantees issued(2)(3)		1,258		687		1,309		5,137		8,391		-210		7,409
	Market value guarantees			—		64		148		504		716		8		111
	Liquidity facilities			2,220		148		—		—		2,368		-4		3,143
	Whole loan sales representations
		and warranties		—		—		—		23,803		23,803		69		—
	Securitization representations and
		warranties		—		—		—		67,130		67,130		90		—
	General partner guarantees			83		45		58		241		427		75		—
	_____________
	(1)       Carrying amounts of derivative contracts are shown on a gross basis prior to cash collateral or counterparty netting. For further information on derivative contracts, see Note 11.
	(2)       Approximately $2.1 billion of standby letters of credit are also reflected in the “Commitments” table above in primary and secondary lending commitments. Standby letters of credit are recorded at fair value within Trading assets or Trading liabilities in the condensed consolidated statements of financial condition.
	(3)       Amounts include guarantees issued by consolidated real estate funds sponsored by the Company of approximately $13 million. These guarantees relate to obligations of the fund's investee entities, including guarantees related to capital expenditures and principal and interest debt payments. Accrued losses under these guarantees of approximately $4 million are reflected as a reduction of the carrying value of the related fund investments, which are reflected in Trading assets on the condensed consolidated statement of financial condition.

Regulatory_Requirements_Tables

Regulatory Requirements (Tables)	9 Months Ended
	Sep. 30, 2013
Regulatory Requirements	'
Capital Measures	'
		30-Sep-13					31-Dec-12
		Balance			Ratio		Balance		Ratio
		(dollars in millions)
	Tier 1 common capital	$	48,696		12.60%		$	44,794	14.60%
	Tier 1 capital		58,903		15.30%			54,360	17.70%
	Total capital		62,055		16.10%			56,626	18.50%
	RWAs		385,664		—			306,746	—
	Adjusted average total assets		807,368		—			769,495	—
	Tier 1 leverage		—		7.30%			—	7.10%
Capital Information for U.S. Bank Operating Subsidiaries, Which Are U.S. Depository Institutions	'
				30-Sep-13				31-Dec-12
				Amount		Ratio		Amount	Ratio
				(dollars in millions)
	Total capital (to RWAs):
		MSBNA(1)	$	12,211		16.70%	$	11,509	16.70%
		MSPBNA	$	2,154		29.60%	$	1,673	28.80%
	Tier 1 capital (to RWAs):
		MSBNA(1)	$	10,549		14.50%	$	9,918	14.40%
		MSPBNA	$	2,148		29.50%	$	1,665	28.70%
	Tier 1 leverage:
		MSBNA	$	10,549		10.80%	$	9,918	13.30%
		MSPBNA	$	2,148		10.60%	$	1,665	10.60%
	____________
	(1)       MSBNA's Tier 1 capital ratio and Total capital ratio at December 31, 2012 were each reduced by approximately 50 basis points due to an approximate $2.0 billion adjustment to notional value of derivatives contracts, which resulted in an increase to MSBNA's RWAs by such amount.

Redeemable_Noncontrolling_Inte1

Redeemable Noncontrolling Interests and Total Equity (Tables)	9 Months Ended
	Sep. 30, 2013
Redeemable Noncontrolling Interests and Total Equity	'
Changes in Redeemable Noncontrolling Interest	'
	Balance at December 31, 2012		$	4,309
		Net income applicable to redeemable noncontrolling interests		222
		Distributions		-38
		Other		-11
		Carrying value of additional stake in Wealth Management JV purchased from Citi		-4,482
	Balance at September 30, 2013		$	—
Changes in Accumulated Other Comprehensive Income (Loss) by Component	'
										Change in
						Foreign		Net Change		Net Unrealized		Pension,
						Currency		in		Gains (Losses) on		Postretirement
						Translation		Cash Flow		Securities		and Other Related
						Adjustments		Hedges		Available for Sale		Adjustments		Total
	Balance at June 30, 2013				$	-420	$	-3	$	-218	$	-528	$	-1,169
		Other comprehensive income (loss) before
			reclassifications			117		—		37		—		154
		Amounts reclassified from accumulated
			other comprehensive income (loss)			—		1		-4		4		1
	Net other comprehensive income (loss) during
		the period				117		1		33		4		155
	Balance at September 30, 2013				$	-303	$	-2	$	-185	$	-524	$	-1,014
										Change in
						Foreign		Net Change		Net Unrealized		Pension,
						Currency		in		Gains (Losses) on		Postretirement
						Translation		Cash Flow		Securities		and Other Related
						Adjustments		Hedges		Available for Sale		Adjustments		Total
	Balance at December 31, 2012				$	-123	$	-5	$	151	$	-539	$	-516
		Other comprehensive income (loss) before
			reclassifications			-180		—		-310		2		-488
		Amounts reclassified from accumulated
			other comprehensive income (loss)			—		3		-26		13		-10
	Net other comprehensive income (loss) during
		the period				-180		3		-336		15		-498
	Balance at September 30, 2013				$	-303	$	-2	$	-185	$	-524	$	-1,014

Earnings_Per_Common_Share_Tabl

Earnings Per Common Share (Tables)	9 Months Ended
	Sep. 30, 2013
Earnings Per Share [Abstract]	'
Calculation Of Basic And Diluted EPS	'
					Three Months Ended				Nine Months Ended
					September 30,				September 30,
					2013		2012		2013		2012
	Basic EPS:
		Income (loss) from continuing operations		$	1,000	$	-958	$	3,470	$	-97
		Net gain (loss) from discontinued operations			18		2		-30		25
		Net income (loss)			1,018		-956		3,440		-72
		Net income applicable to redeemable noncontrolling interests			—		8		222		8
		Net income applicable to nonredeemable noncontrolling interests			112		59		370		446
		Net income (loss) applicable to Morgan Stanley			906		-1,023		2,848		-526
		Less: Preferred dividends (Series A Preferred Stock)			-11		-11		-33		-33
		Less: Preferred dividends (Series C Preferred Stock)			-13		-13		-39		-39
		Less: Wealth Management JV redemption value adjustment
		(see Note 3)			—		—		-151		—
		Less: Allocation of (earnings) loss to participating RSUs(1):
			From continuing operations		-2		—		-6		-1
		Earnings (loss) applicable to Morgan Stanley common shareholders		$	880	$	-1,047	$	2,619	$	-599
		Weighted average common shares outstanding			1,909		1,889		1,906		1,884
	Earnings (loss) per basic common share:
		Income (loss) from continuing operations		$	0.45	$	-0.55	$	1.39	$	-0.32
		Net gain (loss) from discontinued operations			0.01		—		-0.02		—
			Earnings (loss) per basic common share	$	0.46	$	-0.55	$	1.37	$	-0.32
	Diluted EPS:
		Earnings (loss) applicable to Morgan Stanley common shareholders		$	880	$	-1,047	$	2,619	$	-599
		Weighted average common shares outstanding			1,909		1,889		1,906		1,884
		Effect of dilutive securities:
			Stock options and RSUs(1)		56		—		46		—
		Weighted average common shares outstanding and common
		stock equivalents			1,965		1,889		1,952		1,884
	Earnings (loss) per diluted common share:
		Income (loss) from continuing operations		$	0.44	$	-0.55	$	1.36	$	-0.32
		Net gain (loss) from discontinued operations			0.01		—		-0.02		—
			Earnings (loss) per diluted common share	$	0.45	$	-0.55	$	1.34	$	-0.32
	_____________
	(1)       RSUs that are considered participating securities participate in all of the earnings of the Company in the computation of basic EPS, and, therefore, such RSUs are not included as incremental shares in the diluted calculation.
Antidilutive Securities Excluded From The Computation Of Diluted EPS	'
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
	Number of Antidilutive Securities Outstanding at End of Period:			2013		2012		2013		2012
				(shares in millions)
	RSUs and performance-based stock units			4		87		4		87
	Stock options			32		44		32		44
		Total		36		131		36		131

Interest_Income_and_Interest_E1

Interest Income and Interest Expense (Tables)	9 Months Ended
	Sep. 30, 2013
Interest Income And Interest Expense	'
Schedule of Details of Interest Income and Interest Expense	'
					Three Months Ended				Nine Months Ended
					September 30,				September 30,
					2013		2012		2013		2012
					(dollars in millions)
	Interest income(1):
		Trading assets(2)		$	494	$	648	$	1,742	$	2,101
		Securities available for sale			111		80		317		242
		Loans			299		161		790		418
		Interest bearing deposits with banks			38		44		89		95
		Federal funds sold and securities purchased under agreements to
			resell and Securities borrowed		50		64		213		223
		Other			319		382		980		1,165
	Total interest income			$	1,311	$	1,379	$	4,131	$	4,244
	Interest expense(1):
		Deposits		$	44	$	46	$	126	$	136
		Commercial paper and other short-term borrowings			4		11		18		35
		Long-term debt			957		1,256		2,834		3,597
		Securities sold under agreements to repurchase and Securities
			loaned		403		453		1,371		1,445
		Other			-208		-232		-718		-595
	Total interest expense			$	1,200	$	1,534	$	3,631	$	4,618
	Net interest			$	111	$	-155	$	500	$	-374
	_____________
	(1)       Interest income and expense are recorded within the condensed consolidated statements of income depending on the nature of the instrument and related market conventions. When interest is included as a component of the instrument's fair value, interest is included within Trading revenues or Investments revenues. Otherwise, it is included within Interest income or Interest expense.
	(2)       Interest expense on Trading liabilities is reported as a reduction to Interest income on Trading assets.

Employee_Benefit_Plans_Tables

Employee Benefit Plans (Tables)	9 Months Ended
	Sep. 30, 2013
Employee Benefit Plans	'
Components of Net Periodic Benefit Expense	'
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
				2013		2012		2013		2012
				(dollars in millions)
	Service cost, benefits earned during the period		$	6	$	7	$	20	$	22
	Interest cost on projected benefit obligation			40		40		118		122
	Expected return on plan assets			-28		-27		-85		-82
	Net amortization of prior service costs			-3		-3		-10		-10
	Net amortization of actuarial loss			9		7		29		21
		Net periodic benefit expense	$	24	$	24	$	72	$	73

Segment_and_Geographic_Informa1

Segment and Geographic Information (Tables)	9 Months Ended
	Sep. 30, 2013
Segment Reporting [Abstract]	'
Selected Financial Information by Segments	'
	Three Months Ended September 30, 2013								Institutional Securities		Wealth Management		Investment Management		Intersegment Eliminations		Total
								(dollars in millions)
	Total non-interest revenues							$	4,071	$	2,988	$	828	$	-66	$	7,821
	Interest income								897		532		2		-120		1,311
	Interest expense								1,282		39		2		-123		1,200
		Net interest							-385		493		—		3		111
			Net revenues(1)					$	3,686	$	3,481	$	828	$	-63	$	7,932
	Income from continuing operations before income
		taxes						$	371	$	668	$	300	$	—	$	1,339
	Provision for income taxes								—		238		101		—		339
	Income from continuing operations								371		430		199		—		1,000
	Discontinued operations(2):
		Gain (loss) from discontinued operations							-7		—		8		15		16
		Provision for (benefit from) income taxes							-5		—		—		3		-2
			Net gain (loss) on discontinued operations						-2		—		8		12		18
	Net income								369		430		207		12		1,018
		Net income applicable to nonredeemable noncontrolling
			interests						48		—		64		—		112
	Net income applicable to Morgan Stanley							$	321	$	430	$	143	$	12	$	906
	Three Months Ended September 30, 2012								Institutional Securities(3)		Wealth Management (3)		Investment Management		Intersegment Eliminations		Total
								(dollars in millions)
	Total non-interest revenues							$	2,031	$	2,823	$	635	$	-54	$	5,435
	Interest income								1,017		476		2		-116		1,379
	Interest expense								1,567		77		6		-116		1,534
		Net interest							-550		399		-4		—		-155
			Net revenues(1)					$	1,481	$	3,222	$	631	$	-54	$	5,280
	Income (loss) from continuing operations before income
	taxes							$	-1,928	$	247	$	198	$	—	$	-1,483
	Provision for (benefit from) income taxes								-662		93		44		—		-525
	Income (loss) from continuing operations								-1,266		154		154		—		-958
	Discontinued operations(2):
		Gain (loss) from discontinued operations							-23		—		12		—		-11
		Provision for (benefit from) income taxes							-8		-5		—		—		-13
			Net gain (loss) on discontinued operations						-15		5		12		—		2
	Net income (loss)								-1,281		159		166		—		-956
		Net income applicable to redeemable noncontrolling
			interests						—		8		—		—		8
		Net income applicable to nonredeemable noncontrolling
			interests						8		1		50		—		59
	Net income (loss) applicable to Morgan Stanley							$	-1,289	$	150	$	116	$	—	$	-1,023
	Nine Months Ended September 30, 2013								Institutional Securities		Wealth Management		Investment Management		Intersegment Eliminations		Total
								(dollars in millions)
	Total non-interest revenues							$	12,970	$	9,130	$	2,151	$	-158	$	24,093
	Interest income								2,950		1,531		7		-357		4,131
	Interest expense								3,799		179		12		-359		3,631
		Net interest							-849		1,352		-5		2		500
			Net revenues(1)					$	12,121	$	10,482	$	2,146	$	-156	$	24,593
	Income from continuing operations before income
		taxes						$	2,129	$	1,920	$	647	$	—	$	4,696
	Provision for income taxes								348		687		191		—		1,226
	Income from continuing operations								1,781		1,233		456		—		3,470
	Discontinued operations(2):
		Gain (loss) from discontinued operations							-64		-1		9		1		-55
		Provision for (benefit from) income taxes							-25		—		—		—		-25
			Net gain (loss) on discontinued operations						-39		-1		9		1		-30
	Net income								1,742		1,232		465		1		3,440
		Net income applicable to redeemable noncontrolling
			interests						1		221		—		—		222
		Net income applicable to nonredeemable noncontrolling
			interests						234		—		136		—		370
	Net income applicable to Morgan Stanley							$	1,507	$	1,011	$	329	$	1	$	2,848
	Nine Months Ended September 30, 2012								Institutional Securities(3)		Wealth Management (3)		Investment Management		Intersegment Eliminations		Total
								(dollars in millions)
Total non-interest revenues							$	9,480	$	8,530	$	1,641	$	-131	$	19,520
Interest income								3,158		1,390		7		-311		4,244
Interest expense								4,690		211		28		-311		4,618
	Net interest							-1,532		1,179		-21		—		-374
		Net revenues(1)					$	7,948	$	9,709	$	1,620	$	-131	$	19,146
Income (loss) from continuing operations before income
	taxes						$	-1,769	$	1,060	$	369	$	-4	$	-344
Provision for (benefit from) income taxes								-699		364		88		—		-247
Income (loss) from continuing operations								-1,070		696		281		-4		-97
Discontinued operations(2):
	Gain (loss) from discontinued operations							-41		93		13		3		68
	Provision for (benefit from) income taxes							18		26		—		-1		43
		Net gain (loss) on discontinued operations						-59		67		13		4		25
Net income (loss)								-1,129		763		294		—		-72
	Net income applicable to redeemable noncontrolling
		interests						—		8		—		—		8
	Net income applicable to nonredeemable noncontrolling
		interests						132		176		138		—		446
Net income (loss) applicable to Morgan Stanley							$	-1,261	$	579	$	156	$	—	$	-526
(1)       In certain management fee arrangements, the Company is entitled to receive performance-based fees (also referred to as incentive fees) when the return on assets under management exceeds certain benchmark returns or other performance targets. In such arrangements, performance fee revenue is accrued (or reversed) quarterly based on measuring account fund performance to date versus the performance benchmark stated in the investment management agreement. The amount of performance-based fee revenue at risk of reversing if fund performance falls below stated investment management agreement benchmarks was approximately $446 million at September 30, 2013 and approximately $205 million at December 31, 2012 (see Note 2 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K).
(2)       See Notes 1 and 21 for discussion of discontinued operations.
(3)       On January 1, 2013, the International Wealth Management business was transferred from the Wealth Management business segment to the Equity division within the Institutional Securities business segment. Accordingly, prior period amounts have been recast to reflect the International Wealth Management business as part of the Institutional Securities business segment.
Assets by Segments	'
	Total Assets(1)		Institutional Securities(2)		Wealth Management (2)		Investment Management		Total
			(dollars in millions)
	At September 30, 2013	$	675,676	$	149,156	$	7,391	$	832,223
	At December 31, 2012	$	648,049	$	125,565	$	7,346	$	780,960
	(1)       Corporate assets have been fully allocated to the Company's business segments.
	(2)       Prior period amounts have been recast to reflect the transfer of the International Wealth Management business from the Wealth Management business segment to the Institutional Securities business segment.
Net Revenues by Geographic Area	'
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
	Net Revenues			2013		2012		2013		2012
				(dollars in millions)
	Americas		$	5,665	$	4,744	$	17,635	$	14,632
	Europe, Middle East and Africa			1,148		296		3,346		2,422
	Asia			1,119		240		3,612		2,092
		Net revenues	$	7,932	$	5,280	$	24,593	$	19,146

Discontinued_Operations_Tables

Discontinued Operations (Tables)	9 Months Ended
	Sep. 30, 2013
Discontinued Operations	'
Information Regarding Amounts Included In Discontinued Operations	'
				Three Months Ended				Nine Months Ended
				September 30,				September 30,
				2013		2012		2013		2012
				(dollars in millions)
	Net revenues(1):
		Saxon	$	—	$	-1	$	—	$	76
		Quilter		—		—		-1		163
		Other(2)		15		21		-3		35
			$	15	$	20	$	-4	$	274
	Pre-tax gain (loss) on discontinued operations(1):
		Saxon	$	-14	$	-25	$	-53	$	-40
		Quilter(3)		—		—		-1		97
		Other(2)		30		14		-1		11
			$	16	$	-11	$	-55	$	68
	_____________
	(1)       Amounts included eliminations of intersegment activity.
	(2)       Amounts included in Other are related to the sale of the Company's retail asset management business, a principal investment and other.
	(3)       Amount for the nine months ended September 30, 2012 included a pre-tax gain of approximately $108 million in connection with the sale of Quilter.

Significant_Accounting_Policie2

Significant Accounting Policies (Details) (Wealth Management JV, USD $)	9 Months Ended
In Billions, unless otherwise specified	Sep. 30, 2012
Wealth Management JV	'
Consolidated Statements of Cash Flows	'
Nets assets related to delayed contribution in connection with the consummation of business combination	$1.10

Morgan_Stanley_Smith_Barney_Ho1

Morgan Stanley Smith Barney Holdings LLC. (Details) (USD $)

3 Months Ended

9 Months Ended

0 Months Ended

9 Months Ended

1 Months Ended

9 Months Ended

1 Months Ended

3 Months Ended

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Jun. 28, 2013

Sep. 17, 2012

Sep. 30, 2013

Jun. 28, 2013

Jun. 27, 2013

Sep. 30, 2012

Sep. 16, 2012

Oct. 31, 2013

Jun. 28, 2013

Oct. 31, 2012

Sep. 30, 2013

Jun. 27, 2013

Sep. 16, 2012

Citi

Wealth Management JV

Wealth Management JV

Wealth Management JV

Wealth Management JV

Wealth Management JV

Wealth Management JV

Wealth Management JV

Wealth Management JV

Wealth Management JV

Wealth Management JV

Wealth Management JV

Wealth Management JV

Subsequent Event [Member]

Class A Preferred Interests

Citi

Citi

Citi

Citi

Noncontrolling Interest

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Purchase of noncontrolling interests, percent

'

'

'

'

'

14.00%

'

35.00%

'

'

'

'

'

'

'

'

'

Purchase of noncontrolling interests, amount

'

'

'

$1,825,000,000

'

$1,890,000,000

$4,482,000,000

$4,725,000,000

'

'

'

'

'

'

'

'

'

Parent's ownership interest in noncontrolling interest

'

'

'

'

'

65.00%

'

100.00%

65.00%

'

51.00%

'

'

'

'

'

'

Noncontrolling owners' interest in nontrolling interest

'

'

'

'

'

'

'

'

'

35.00%

'

'

'

'

'

35.00%

49.00%

Transfer of deposits from joint venture partners

'

'

'

'

'

'

'

'

'

'

'

1,700,000,000

'

5,400,000,000

21,000,000,000

'

'

Total transfer of deposits currently estimated

'

'

'

'

'

'

35,000,000,000

'

'

'

'

'

'

'

'

'

'

Reclass of nonredeemable noncontrolling interests to redeemable noncontrolling interests

'

'

'

4,296,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

Noncontrolling interests redemption value adjustment

0

0

-151,000,000

0

'

'

-151,000,000

'

'

'

'

'

'

'

'

'

'

Proceeds from redemption of preferred stock

'

'

'

'

'

'

'

'

'

'

'

'

2,028,000,000

'

'

'

'

Repayments of Senior Debt

'

'

'

'

$880,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Fair_Value_Disclosures_Narrati

Fair Value Disclosures (Narrative) (Details) (Recurring, Derivative and Other Contracts, USD $)	3 Months Ended	9 Months Ended
In Billions, unless otherwise specified	Sep. 30, 2012	Sep. 30, 2012
Trading Assets	'	'
Transfers Between Level 1 and Level 2	'	'
Derivative assets reclassified from Level 2 to Level 1	$1.20	$2.70
Derivative assets reclassified from Level 1 to Level 2	0.5	0.3
Trading Liabilities	'	'
Transfers Between Level 1 and Level 2	'	'
Derivative liabilities reclassified from Level 2 to Level 1	1.5	2.6
Derivative liabilities reclassified from Level 1 to Level 2	$0.50	$0.30

Fair_Value_Disclosures_Assets_

Fair Value Disclosures (Assets and Liabilities Measured at Fair Value on a Recurring Basis) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Assets at Fair Value	'		'
Netting	($734,564)	[1]	($968,054)	[1]
Investments	8,574		8,346
Trading assets, at fair value	273,658		267,603
Securities available for sale	46,866		39,869
Securities received as collateral	16,042		14,278
Federal funds sold and securities purchased under agreement to resell	868		621
Intangible assets	8		7
Liabilities at Fair Value	'		'
Deposits	1,411		1,485
Commercial paper and other short-term borrowings	1,623		725
Netting	-712,729	[1]	-941,815	[1]
Total trading liabilities	122,645		120,122
Obligation to return securities received as collateral, at fair value	20,899		18,226
Securities sold under agreement to repurchase	554		363
Other secured financings	6,145		9,466
Long-term borrowings	36,719		44,044
Recurring	'		'
Assets at Fair Value	'		'
U.S. government and agency securities	61,872		54,015
Other sovereign government obligations	31,683		43,162
Corporate and other debt	44,856		49,157
Corporate equities	87,827	[2]	69,427	[2]
Derivative and other contracts	35,438		36,197
Netting	-734,564	[3]	-968,054	[3]
Investments	8,574		8,346
Physical commodities	3,408		7,299
Trading assets, at fair value	273,658		267,603
Securities available for sale	46,866		39,869
Securities received as collateral	16,042		14,278
Federal funds sold and securities purchased under agreement to resell	868		621
Intangible assets	8	[4]	7	[5]
Total assets measured at fair value	337,442		322,378
Liabilities at Fair Value	'		'
Deposits	1,411		1,485
Commercial paper and other short-term borrowings	1,623		725
U.S. government and agency securities	19,600		21,620
Other sovereign government obligations	23,843		29,614
Corporate and other debt	8,686		5,054
Corporate equities	32,348	[2]	26,876	[2]
Derivative and other contracts	38,168		36,958
Netting	-712,729	[3]	-941,815	[3]
Total trading liabilities	122,645		120,122
Obligation to return securities received as collateral, at fair value	20,899		18,226
Securities sold under agreement to repurchase	554		363
Other secured financings	6,145		9,466
Long-term borrowings	36,719		44,044
Total liabilities measure at fair value	189,996		194,431
Recurring | U.S. Treasury Securities	'		'
Assets at Fair Value	'		'
U.S. government and agency securities	38,461		24,676
Liabilities at Fair Value	'		'
U.S. government and agency securities	16,432		20,119
Recurring | U.S. Agency Securities	'		'
Assets at Fair Value	'		'
U.S. government and agency securities	23,411		29,339
Liabilities at Fair Value	'		'
U.S. government and agency securities	3,168		1,501
Recurring | State and Municipal Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	1,580		1,558
Liabilities at Fair Value	'		'
Corporate and other debt	32		47
Recurring | Residential Mortgage-backed Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	2,615		1,484
Liabilities at Fair Value	'		'
Corporate and other debt	4		4
Recurring | Commercial Mortgage-backed Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	1,493		1,579
Liabilities at Fair Value	'		'
Corporate and other debt	4		'
Recurring | Asset-backed Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	974		1,024
Recurring | Corporate Bonds	'		'
Assets at Fair Value	'		'
Corporate and other debt	17,399		19,063
Liabilities at Fair Value	'		'
Corporate and other debt	8,196		4,119
Recurring | Collateralized Debt Obligations	'		'
Assets at Fair Value	'		'
Corporate and other debt	1,643		2,636
Liabilities at Fair Value	'		'
Corporate and other debt	6		328
Recurring | Loans and Lending Commitments	'		'
Assets at Fair Value	'		'
Corporate and other debt	13,462		17,311
Recurring | Unfunded Lending Commitments	'		'
Liabilities at Fair Value	'		'
Corporate and other debt	158		351
Recurring | Other Debt	'		'
Assets at Fair Value	'		'
Corporate and other debt	5,690		4,502
Liabilities at Fair Value	'		'
Corporate and other debt	286		205
Recurring | Interest Rate Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	590,698		823,801
Liabilities at Fair Value	'		'
Derivative and other contracts	565,893		794,104
Recurring | Credit Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	49,671		68,267
Liabilities at Fair Value	'		'
Derivative and other contracts	47,576		64,494
Recurring | Foreign Exchange Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	56,142		52,794
Liabilities at Fair Value	'		'
Derivative and other contracts	56,841		56,413
Recurring | Equity Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	56,108		38,600
Liabilities at Fair Value	'		'
Derivative and other contracts	63,233		41,870
Recurring | Commodity Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	17,347		20,646
Liabilities at Fair Value	'		'
Derivative and other contracts	17,150		21,831
Recurring | Other Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	36		143
Liabilities at Fair Value	'		'
Derivative and other contracts	204		61
Recurring | Private Equity Funds	'		'
Assets at Fair Value	'		'
Investments	2,450		2,179
Recurring | Real Estate Funds	'		'
Assets at Fair Value	'		'
Investments	1,529		1,376
Recurring | Hedge Funds	'		'
Assets at Fair Value	'		'
Investments	804		934
Recurring | Principal Investments	'		'
Assets at Fair Value	'		'
Investments	3,039		3,101
Recurring | Other Investments	'		'
Assets at Fair Value	'		'
Investments	752		756
Recurring | Level 1	'		'
Assets at Fair Value	'		'
U.S. government and agency securities	40,483		26,113
Other sovereign government obligations	24,605		37,669
Corporate and other debt	0		0
Corporate equities	86,385	[2]	68,072	[2]
Derivative and other contracts	969		582
Netting	-5,321	[3]	-4,740	[3]
Investments	216		384
Physical commodities	0		0
Trading assets, at fair value	152,658		132,820
Securities available for sale	19,854		14,466
Securities received as collateral	15,981		14,232
Federal funds sold and securities purchased under agreement to resell	0		0
Intangible assets	0	[4]	0	[5]
Total assets measured at fair value	188,493		161,518
Liabilities at Fair Value	'		'
Deposits	0		0
Commercial paper and other short-term borrowings	0		0
U.S. government and agency securities	19,473		21,492
Other sovereign government obligations	21,468		27,583
Corporate and other debt	0		0
Corporate equities	31,842	[2]	25,216	[2]
Derivative and other contracts	1,344		1,073
Netting	-5,321	[3]	-4,740	[3]
Total trading liabilities	74,127		75,364
Obligation to return securities received as collateral, at fair value	20,829		18,179
Securities sold under agreement to repurchase	0		0
Other secured financings	0		0
Long-term borrowings	0		0
Total liabilities measure at fair value	94,956		93,543
Recurring | Level 1 | U.S. Treasury Securities	'		'
Assets at Fair Value	'		'
U.S. government and agency securities	38,453		24,662
Liabilities at Fair Value	'		'
U.S. government and agency securities	16,432		20,098
Recurring | Level 1 | U.S. Agency Securities	'		'
Assets at Fair Value	'		'
U.S. government and agency securities	2,030		1,451
Liabilities at Fair Value	'		'
U.S. government and agency securities	3,041		1,394
Recurring | Level 1 | State and Municipal Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	0		0
Liabilities at Fair Value	'		'
Corporate and other debt	0		0
Recurring | Level 1 | Residential Mortgage-backed Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	0		0
Liabilities at Fair Value	'		'
Corporate and other debt	0		0
Recurring | Level 1 | Commercial Mortgage-backed Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	0		0
Liabilities at Fair Value	'		'
Corporate and other debt	0		'
Recurring | Level 1 | Asset-backed Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	0		0
Recurring | Level 1 | Corporate Bonds	'		'
Assets at Fair Value	'		'
Corporate and other debt	0		0
Liabilities at Fair Value	'		'
Corporate and other debt	0		0
Recurring | Level 1 | Collateralized Debt Obligations	'		'
Assets at Fair Value	'		'
Corporate and other debt	0		0
Liabilities at Fair Value	'		'
Corporate and other debt	0		0
Recurring | Level 1 | Loans and Lending Commitments	'		'
Assets at Fair Value	'		'
Corporate and other debt	0		0
Recurring | Level 1 | Unfunded Lending Commitments	'		'
Liabilities at Fair Value	'		'
Corporate and other debt	0		0
Recurring | Level 1 | Other Debt	'		'
Assets at Fair Value	'		'
Corporate and other debt	0		0
Liabilities at Fair Value	'		'
Corporate and other debt	0		0
Recurring | Level 1 | Interest Rate Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	2,129		446
Liabilities at Fair Value	'		'
Derivative and other contracts	2,527		533
Recurring | Level 1 | Credit Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	0		0
Liabilities at Fair Value	'		'
Derivative and other contracts	0		0
Recurring | Level 1 | Foreign Exchange Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	21		34
Liabilities at Fair Value	'		'
Derivative and other contracts	9		2
Recurring | Level 1 | Equity Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	1,254		760
Liabilities at Fair Value	'		'
Derivative and other contracts	893		748
Recurring | Level 1 | Commodity Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	2,886		4,082
Liabilities at Fair Value	'		'
Derivative and other contracts	3,236		4,530
Recurring | Level 1 | Other Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	0		0
Liabilities at Fair Value	'		'
Derivative and other contracts	0		0
Recurring | Level 1 | Private Equity Funds	'		'
Assets at Fair Value	'		'
Investments	0		0
Recurring | Level 1 | Real Estate Funds	'		'
Assets at Fair Value	'		'
Investments	0		0
Recurring | Level 1 | Hedge Funds	'		'
Assets at Fair Value	'		'
Investments	0		0
Recurring | Level 1 | Principal Investments	'		'
Assets at Fair Value	'		'
Investments	29		185
Recurring | Level 1 | Other Investments	'		'
Assets at Fair Value	'		'
Investments	187		199
Recurring | Level 2	'		'
Assets at Fair Value	'		'
U.S. government and agency securities	21,389		27,902
Other sovereign government obligations	7,076		5,487
Corporate and other debt	38,481		41,421
Corporate equities	1,199	[2]	1,067	[2]
Derivative and other contracts	89,915		103,284
Netting	-664,134	[3]	-883,733	[3]
Investments	1,123		542
Physical commodities	3,408		7,299
Trading assets, at fair value	162,591		187,002
Securities available for sale	27,012		25,403
Securities received as collateral	61		46
Federal funds sold and securities purchased under agreement to resell	868		621
Intangible assets	0	[4]	0	[5]
Total assets measured at fair value	190,532		213,072
Liabilities at Fair Value	'		'
Deposits	1,411		1,485
Commercial paper and other short-term borrowings	1,620		706
U.S. government and agency securities	127		128
Other sovereign government obligations	2,375		2,031
Corporate and other debt	8,664		4,778
Corporate equities	496	[2]	1,655	[2]
Derivative and other contracts	70,643		78,254
Netting	-664,134	[3]	-883,733	[3]
Total trading liabilities	82,305		86,846
Obligation to return securities received as collateral, at fair value	70		47
Securities sold under agreement to repurchase	404		212
Other secured financings	5,885		9,060
Long-term borrowings	34,406		41,255
Total liabilities measure at fair value	126,101		139,611
Recurring | Level 2 | U.S. Treasury Securities	'		'
Assets at Fair Value	'		'
U.S. government and agency securities	8		14
Liabilities at Fair Value	'		'
U.S. government and agency securities	0		21
Recurring | Level 2 | U.S. Agency Securities	'		'
Assets at Fair Value	'		'
U.S. government and agency securities	21,381		27,888
Liabilities at Fair Value	'		'
U.S. government and agency securities	127		107
Recurring | Level 2 | State and Municipal Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	1,580		1,558
Liabilities at Fair Value	'		'
Corporate and other debt	32		47
Recurring | Level 2 | Residential Mortgage-backed Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	2,525		1,439
Liabilities at Fair Value	'		'
Corporate and other debt	0		0
Recurring | Level 2 | Commercial Mortgage-backed Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	1,343		1,347
Liabilities at Fair Value	'		'
Corporate and other debt	4		'
Recurring | Level 2 | Asset-backed Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	875		915
Recurring | Level 2 | Corporate Bonds	'		'
Assets at Fair Value	'		'
Corporate and other debt	16,862		18,403
Liabilities at Fair Value	'		'
Corporate and other debt	8,191		3,942
Recurring | Level 2 | Collateralized Debt Obligations	'		'
Assets at Fair Value	'		'
Corporate and other debt	263		685
Liabilities at Fair Value	'		'
Corporate and other debt	6		328
Recurring | Level 2 | Loans and Lending Commitments	'		'
Assets at Fair Value	'		'
Corporate and other debt	9,364		12,617
Recurring | Level 2 | Unfunded Lending Commitments	'		'
Liabilities at Fair Value	'		'
Corporate and other debt	154		305
Recurring | Level 2 | Other Debt	'		'
Assets at Fair Value	'		'
Corporate and other debt	5,669		4,457
Liabilities at Fair Value	'		'
Corporate and other debt	277		156
Recurring | Level 2 | Interest Rate Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	585,689		819,581
Liabilities at Fair Value	'		'
Derivative and other contracts	560,796		789,715
Recurring | Level 2 | Credit Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	46,729		63,234
Liabilities at Fair Value	'		'
Derivative and other contracts	45,344		61,283
Recurring | Level 2 | Foreign Exchange Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	55,992		52,729
Liabilities at Fair Value	'		'
Derivative and other contracts	56,668		56,021
Recurring | Level 2 | Equity Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	53,406		37,074
Liabilities at Fair Value	'		'
Derivative and other contracts	59,261		39,212
Recurring | Level 2 | Commodity Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	12,197		14,256
Liabilities at Fair Value	'		'
Derivative and other contracts	12,505		15,702
Recurring | Level 2 | Other Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	36		143
Liabilities at Fair Value	'		'
Derivative and other contracts	203		54
Recurring | Level 2 | Private Equity Funds	'		'
Assets at Fair Value	'		'
Investments	1		0
Recurring | Level 2 | Real Estate Funds	'		'
Assets at Fair Value	'		'
Investments	6		6
Recurring | Level 2 | Hedge Funds	'		'
Assets at Fair Value	'		'
Investments	373		382
Recurring | Level 2 | Principal Investments	'		'
Assets at Fair Value	'		'
Investments	672		83
Recurring | Level 2 | Other Investments	'		'
Assets at Fair Value	'		'
Investments	71		71
Recurring | Level 3	'		'
Assets at Fair Value	'		'
U.S. government and agency securities	0		0
Other sovereign government obligations	2		6
Corporate and other debt	6,375		7,736
Corporate equities	243	[2]	288	[2]
Derivative and other contracts	4,006		4,965
Netting	-5,657	[3]	-6,947	[3]
Investments	7,235		7,420
Physical commodities	0		0
Trading assets, at fair value	17,861		20,415
Securities available for sale	0		0
Securities received as collateral	0		0
Federal funds sold and securities purchased under agreement to resell	0		0
Intangible assets	8	[4]	7	[5]
Total assets measured at fair value	17,869		20,422
Liabilities at Fair Value	'		'
Deposits	0		0
Commercial paper and other short-term borrowings	3		19
U.S. government and agency securities	0		0
Other sovereign government obligations	0		0
Corporate and other debt	22		276
Corporate equities	10	[2]	5	[2]
Derivative and other contracts	3,798		4,026
Netting	-5,657	[3]	-6,947	[3]
Total trading liabilities	3,830		4,307
Obligation to return securities received as collateral, at fair value	0		0
Securities sold under agreement to repurchase	150		151
Other secured financings	260		406
Long-term borrowings	2,313		2,789
Total liabilities measure at fair value	6,556		7,672
Recurring | Level 3 | U.S. Treasury Securities	'		'
Assets at Fair Value	'		'
U.S. government and agency securities	0		0
Liabilities at Fair Value	'		'
U.S. government and agency securities	0		0
Recurring | Level 3 | U.S. Agency Securities	'		'
Assets at Fair Value	'		'
U.S. government and agency securities	0		0
Liabilities at Fair Value	'		'
U.S. government and agency securities	0		0
Recurring | Level 3 | State and Municipal Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	0		0
Liabilities at Fair Value	'		'
Corporate and other debt	0		0
Recurring | Level 3 | Residential Mortgage-backed Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	90		45
Liabilities at Fair Value	'		'
Corporate and other debt	4		4
Recurring | Level 3 | Commercial Mortgage-backed Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	150		232
Liabilities at Fair Value	'		'
Corporate and other debt	0		'
Recurring | Level 3 | Asset-backed Securities	'		'
Assets at Fair Value	'		'
Corporate and other debt	99		109
Recurring | Level 3 | Corporate Bonds	'		'
Assets at Fair Value	'		'
Corporate and other debt	537		660
Liabilities at Fair Value	'		'
Corporate and other debt	5		177
Recurring | Level 3 | Collateralized Debt Obligations	'		'
Assets at Fair Value	'		'
Corporate and other debt	1,380		1,951
Liabilities at Fair Value	'		'
Corporate and other debt	0		0
Recurring | Level 3 | Loans and Lending Commitments	'		'
Assets at Fair Value	'		'
Corporate and other debt	4,098		4,694
Recurring | Level 3 | Unfunded Lending Commitments	'		'
Liabilities at Fair Value	'		'
Corporate and other debt	4		46
Recurring | Level 3 | Other Debt	'		'
Assets at Fair Value	'		'
Corporate and other debt	21		45
Liabilities at Fair Value	'		'
Corporate and other debt	9		49
Recurring | Level 3 | Interest Rate Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	2,880		3,774
Liabilities at Fair Value	'		'
Derivative and other contracts	2,570		3,856
Recurring | Level 3 | Credit Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	2,942		5,033
Liabilities at Fair Value	'		'
Derivative and other contracts	2,232		3,211
Recurring | Level 3 | Foreign Exchange Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	129		31
Liabilities at Fair Value	'		'
Derivative and other contracts	164		390
Recurring | Level 3 | Equity Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	1,448		766
Liabilities at Fair Value	'		'
Derivative and other contracts	3,079		1,910
Recurring | Level 3 | Commodity Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	2,264		2,308
Liabilities at Fair Value	'		'
Derivative and other contracts	1,409		1,599
Recurring | Level 3 | Other Contracts	'		'
Assets at Fair Value	'		'
Derivative and other contracts	0		0
Liabilities at Fair Value	'		'
Derivative and other contracts	1		7
Recurring | Level 3 | Private Equity Funds	'		'
Assets at Fair Value	'		'
Investments	2,449		2,179
Recurring | Level 3 | Real Estate Funds	'		'
Assets at Fair Value	'		'
Investments	1,523		1,370
Recurring | Level 3 | Hedge Funds	'		'
Assets at Fair Value	'		'
Investments	431		552
Recurring | Level 3 | Principal Investments	'		'
Assets at Fair Value	'		'
Investments	2,338		2,833
Recurring | Level 3 | Other Investments	'		'
Assets at Fair Value	'		'
Investments	494		486
Recurring | Counterparty and Cash Collateral Netting	'		'
Assets at Fair Value	'		'
Netting	-59,452	[3]	-72,634	[3]
Liabilities at Fair Value	'		'
Netting	($37,617)	[3]	($46,395)	[3]
[1]	Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default and where certain other criteria are met in accordance with applicable offsetting accounting guidance.
[2]	The Company holds or sells short for trading purposes equity securities issued by entities in diverse industries and of varying size.
[3]	For positions with the same counterparty that cross over the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled “Counterparty and Cash Collateral Netting.” For contracts with the same counterparty, counterparty netting among positions classified within the same level is included within that level. For further information on derivative instruments and hedging activities, see Note 11.
[4]	Amount represents mortgage servicing rights (“MSR”) accounted for at fair value. See Note 7 for further information on MSRs.
[5]	Amount represents MSRs accounted for at fair value. See Note 7 for further information on MSRs.

Fair_Value_Disclosures_Changes

Fair Value Disclosures (Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis) (Details) (Recurring, Level 3, USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Securities Received as Collateral	'		'		'		'
Assets	'		'		'		'
Beginning balance	'		$0		'		$0
Realized and Unrealized Gains (Losses)	'		0	[1]	'		0	[2]
Purchases	'		0		'		0
Sales	'		0		'		0
Issuances	'		0		'		0
Settlements	'		0		'		0
Net Transfers	'		4		'		4
Ending balance	'		4		'		4
Unrealized Gains (Losses) for Level 3 Assets Outstanding	'		0	[3]	'		0	[4]
Intangible Assets	'		'		'		'
Assets	'		'		'		'
Beginning balance	9		8		7		133
Realized and Unrealized Gains (Losses)	0	[5]	0	[1]	7	[6]	-40	[2]
Purchases	0		0		0		0
Sales	0		0		0		-83
Issuances	0		0		0		0
Settlements	-1		-2		-6		-4
Net Transfers	0		0		0		0
Ending balance	8		6		8		6
Unrealized Gains (Losses) for Level 3 Assets Outstanding	0	[7]	0	[3]	3	[8]	-6	[4]
Commercial Paper and Other Short-term Borrowings	'		'		'		'
Liabilities	'		'		'		'
Beginning balance	0		2		19		2
Realized and Unrealized Gains (Losses)	0	[5]	0	[1]	0	[6]	-2	[2]
Purchases	0		0		0		0
Sales	0		0		0		0
Issuances	0		0		0		0
Settlements	0		0		-1		-2
Net Transfers	3		12		-15		12
Ending balance	3		14		3		14
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	0	[7]	0	[3]	0	[8]	-1	[4]
Obligation to Return Securities Received as Collateral	'		'		'		'
Liabilities	'		'		'		'
Beginning balance	'		0		'		0
Realized and Unrealized Gains (Losses)	'		0	[1]	'		0	[2]
Purchases	'		0		'		0
Sales	'		0		'		0
Issuances	'		0		'		0
Settlements	'		0		'		0
Net Transfers	'		20		'		20
Ending balance	'		20		'		20
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	'		0	[3]	'		0	[4]
Securities Sold under Agreements to Repurchase	'		'		'		'
Liabilities	'		'		'		'
Beginning balance	148		185		151		340
Realized and Unrealized Gains (Losses)	-2	[5]	-13	[1]	1	[6]	-10	[2]
Purchases	0		0		0		0
Sales	0		0		0		0
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	0		0		0		-152
Ending balance	150		198		150		198
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	-2	[7]	-13	[3]	1	[8]	-10	[4]
Other Secured Financings	'		'		'		'
Liabilities	'		'		'		'
Beginning balance	256		470		406		570
Realized and Unrealized Gains (Losses)	-5	[5]	-22	[1]	23	[6]	-33	[2]
Purchases	0		0		0		0
Sales	0		0		0		0
Issuances	0		0		13		55
Settlements	-1		-76		-136		-220
Net Transfers	0		0		0		-22
Ending balance	260		416		260		416
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	-5	[7]	-22	[3]	16	[8]	-33	[4]
Long-term Borrowings	'		'		'		'
Liabilities	'		'		'		'
Beginning balance	2,705		2,210		2,789		1,603
Realized and Unrealized Gains (Losses)	-98	[5]	-215	[1]	-87	[6]	-444	[2]
Purchases	0		0		0		0
Sales	0		0		0		0
Issuances	188		259		875		585
Settlements	-344		-223		-468		-181
Net Transfers	-334		-7		-970		3
Ending balance	2,313		2,454		2,313		2,454
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	-89	[7]	-231	[3]	-89	[8]	-429	[4]
Trading Assets | U.S. Agency Securities	'		'		'		'
Assets	'		'		'		'
Beginning balance	'		'		'		8
Realized and Unrealized Gains (Losses)	'		'		'		0	[2]
Purchases	'		'		'		0
Sales	'		'		'		-7
Issuances	'		'		'		0
Settlements	'		'		'		0
Net Transfers	'		'		'		-1
Ending balance	'		0		'		0
Unrealized Gains (Losses) for Level 3 Assets Outstanding	'		'		'		0	[4]
Trading Assets | Other Sovereign Government Obligations	'		'		'		'
Assets	'		'		'		'
Beginning balance	4		1		6		119
Realized and Unrealized Gains (Losses)	0	[5]	0	[1]	0	[6]	0	[2]
Purchases	2		1		3		2
Sales	-4		0		-8		-118
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	0		1		1		0
Ending balance	2		3		2		3
Unrealized Gains (Losses) for Level 3 Assets Outstanding	0	[7]	0	[3]	0	[8]	0	[4]
Trading Assets | Corporate and Other Debt	'		'		'		'
Assets	'		'		'		'
Beginning balance	7,405		10,301		7,736		12,032
Realized and Unrealized Gains (Losses)	27	[5]	341	[1]	65	[6]	285	[2]
Purchases	1,013		1,773		2,728		4,318
Sales	-489		-785		-2,445		-3,346
Issuances	0		0		0		0
Settlements	-1,334		-773		-1,903		-2,119
Net Transfers	-247		-75		194		-388
Ending balance	6,375		10,782		6,375		10,782
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-45	[7]	334	[3]	-157	[8]	3	[4]
Trading Assets | Corporate and Other Debt | State and Municipal Securities	'		'		'		'
Assets	'		'		'		'
Beginning balance	'		3		'		0
Realized and Unrealized Gains (Losses)	'		1	[1]	'		2	[2]
Purchases	'		0		'		0
Sales	'		-2		'		-3
Issuances	'		0		'		0
Settlements	'		0		'		0
Net Transfers	'		0		'		3
Ending balance	'		2		'		2
Unrealized Gains (Losses) for Level 3 Assets Outstanding	'		0	[3]	'		0	[4]
Trading Assets | Corporate and Other Debt | Residential Mortgage-backed Securities	'		'		'		'
Assets	'		'		'		'
Beginning balance	19		24		45		494
Realized and Unrealized Gains (Losses)	-2	[5]	1	[1]	29	[6]	-24	[2]
Purchases	72		1		85		4
Sales	-3		-4		-45		-267
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	4		-2		-24		-187
Ending balance	90		20		90		20
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-3	[7]	-1	[3]	8	[8]	-36	[4]
Trading Assets | Corporate and Other Debt | Commercial Mortgage-backed Securities	'		'		'		'
Assets	'		'		'		'
Beginning balance	181		256		232		134
Realized and Unrealized Gains (Losses)	-2	[5]	13	[1]	6	[6]	36	[2]
Purchases	39		7		78		123
Sales	-61		-54		-166		-65
Issuances	0		0		0		0
Settlements	0		-99		0		-100
Net Transfers	-7		3		0		-2
Ending balance	150		126		150		126
Unrealized Gains (Losses) for Level 3 Assets Outstanding	5	[7]	8	[3]	7	[8]	28	[4]
Trading Assets | Corporate and Other Debt | Asset-backed Securities	'		'		'		'
Assets	'		'		'		'
Beginning balance	108		9		109		31
Realized and Unrealized Gains (Losses)	0	[5]	1	[1]	1	[6]	1	[2]
Purchases	13		0		4		9
Sales	-23		0		-15		-31
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	1		0		0		0
Ending balance	99		10		99		10
Unrealized Gains (Losses) for Level 3 Assets Outstanding	0	[7]	1	[3]	0	[8]	0	[4]
Trading Assets | Corporate and Other Debt | Corporate Bonds	'		'		'		'
Assets	'		'		'		'
Beginning balance	509		745		660		675
Realized and Unrealized Gains (Losses)	43	[5]	50	[1]	64	[6]	8	[2]
Purchases	76		86		327		367
Sales	-79		-157		-462		-314
Issuances	0		0		0		0
Settlements	0		0		-12		0
Net Transfers	-12		33		-40		21
Ending balance	537		757		537		757
Unrealized Gains (Losses) for Level 3 Assets Outstanding	36	[7]	51	[3]	15	[8]	-1	[4]
Trading Assets | Corporate and Other Debt | Collateralized Debt Obligations	'		'		'		'
Assets	'		'		'		'
Beginning balance	1,333		1,457		1,951		980
Realized and Unrealized Gains (Losses)	60	[5]	92	[1]	276	[6]	193	[2]
Purchases	269		569		612		1,215
Sales	-206		-200		-1,405		-321
Issuances	0		0		0		0
Settlements	-55		0		-53		0
Net Transfers	-21		113		-1		-36
Ending balance	1,380		2,031		1,380		2,031
Unrealized Gains (Losses) for Level 3 Assets Outstanding	28	[7]	127	[3]	118	[8]	147	[4]
Trading Assets | Corporate and Other Debt | Loans and Lending Commitments	'		'		'		'
Assets	'		'		'		'
Beginning balance	5,243		7,794		4,694		9,590
Realized and Unrealized Gains (Losses)	-72	[5]	183	[1]	-308	[6]	54	[2]
Purchases	530		1,098		1,607		2,592
Sales	-112		-366		-316		-2,205
Issuances	0		0		0		0
Settlements	-1,279		-674		-1,838		-2,019
Net Transfers	-212		-210		259		-187
Ending balance	4,098		7,825		4,098		7,825
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-111	[7]	148	[3]	-306	[8]	-144	[4]
Trading Assets | Corporate and Other Debt | Other Debt	'		'		'		'
Assets	'		'		'		'
Beginning balance	12		13		45		128
Realized and Unrealized Gains (Losses)	0	[5]	0	[1]	-3	[6]	15	[2]
Purchases	14		12		15		8
Sales	-5		-2		-36		-140
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	0		-12		0		0
Ending balance	21		11		21		11
Unrealized Gains (Losses) for Level 3 Assets Outstanding	0	[7]	0	[3]	1	[8]	9	[4]
Trading Assets | Corporate Equities	'		'		'		'
Assets	'		'		'		'
Beginning balance	256		482		288		417
Realized and Unrealized Gains (Losses)	-25	[5]	9	[1]	-36	[6]	-2	[2]
Purchases	38		48		142		153
Sales	-20		-95		-164		-184
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	-6		-73		13		-13
Ending balance	243		371		243		371
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-3	[7]	9	[3]	-4	[8]	3	[4]
Trading Assets | Net Derivative and Other Contracts	'		'		'		'
Assets	'		'		'		'
Beginning balance	96	[9]	3,183	[10]	939	[10]	4,523	[10]
Realized and Unrealized Gains (Losses)	-255	[5],[9]	-1,260	[1],[10]	-986	[10],[6]	-1,867	[10],[2]
Purchases	151	[9]	164	[10]	357	[10]	433	[10]
Sales	0	[9]	-12	[10]	-1	[10]	-5	[10]
Issuances	-309	[9]	-87	[10]	-615	[10]	-566	[10]
Settlements	-7	[9]	-58	[10]	-79	[10]	-606	[10]
Net Transfers	532	[9]	-387	[10]	593	[10]	-369	[10]
Ending balance	208	[10],[9]	1,543	[10]	208	[10],[9]	1,543	[10]
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-689	[7],[9]	-1,084	[10],[3]	-1,175	[10],[8]	-2,010	[10],[4]
Trading Assets | Net Derivative and Other Contracts | Interest Rate Contracts	'		'		'		'
Assets	'		'		'		'
Beginning balance	16	[9]	-172	[10]	-82	[10]	420	[10]
Realized and Unrealized Gains (Losses)	262	[5],[9]	-282	[1],[10]	237	[10],[6]	-338	[10],[2]
Purchases	4	[9]	5	[10]	10	[10]	98	[10]
Sales	0	[9]	0	[10]	0	[10]	0	[10]
Issuances	-72	[9]	-10	[10]	-86	[10]	-15	[10]
Settlements	11	[9]	187	[10]	185	[10]	7	[10]
Net Transfers	89	[9]	173	[10]	46	[10]	-271	[10]
Ending balance	310	[10],[9]	-99	[10]	310	[10],[9]	-99	[10]
Unrealized Gains (Losses) for Level 3 Assets Outstanding	111	[7],[9]	-76	[10],[3]	157	[10],[8]	-85	[10],[4]
Trading Assets | Net Derivative and Other Contracts | Credit Contracts	'		'		'		'
Assets	'		'		'		'
Beginning balance	685	[9]	3,842	[10]	1,822	[10]	5,814	[10]
Realized and Unrealized Gains (Losses)	-259	[5],[9]	-791	[1],[10]	-1,133	[10],[6]	-1,733	[10],[2]
Purchases	41	[9]	22	[10]	184	[10]	46	[10]
Sales	0	[9]	0	[10]	0	[10]	0	[10]
Issuances	-46	[9]	-17	[10]	-278	[10]	-421	[10]
Settlements	-146	[9]	-266	[10]	-369	[10]	-533	[10]
Net Transfers	435	[9]	-167	[10]	484	[10]	-550	[10]
Ending balance	710	[10],[9]	2,623	[10]	710	[10],[9]	2,623	[10]
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-448	[7],[9]	-870	[10],[3]	-1,187	[10],[8]	-2,048	[10],[4]
Trading Assets | Net Derivative and Other Contracts | Foreign Exchange Contracts	'		'		'		'
Assets	'		'		'		'
Beginning balance	-96	[9]	-224	[10]	-359	[10]	43	[10]
Realized and Unrealized Gains (Losses)	6	[5],[9]	-101	[1],[10]	117	[10],[6]	-163	[10],[2]
Purchases	0	[9]	0	[10]	0	[10]	0	[10]
Sales	0	[9]	0	[10]	0	[10]	0	[10]
Issuances	0	[9]	0	[10]	0	[10]	0	[10]
Settlements	61	[9]	-12	[10]	215	[10]	-142	[10]
Net Transfers	-6	[9]	-74	[10]	-8	[10]	-149	[10]
Ending balance	-35	[10],[9]	-411	[10]	-35	[10],[9]	-411	[10]
Unrealized Gains (Losses) for Level 3 Assets Outstanding	6	[7],[9]	-102	[10],[3]	106	[10],[8]	-221	[10],[4]
Trading Assets | Net Derivative and Other Contracts | Equity Contracts	'		'		'		'
Assets	'		'		'		'
Beginning balance	-1,284	[9]	-1,173	[10]	-1,144	[10]	-1,234	[10]
Realized and Unrealized Gains (Losses)	-309	[5],[9]	-2	[1],[10]	-293	[10],[6]	156	[10],[2]
Purchases	102	[9]	126	[10]	123	[10]	272	[10]
Sales	0	[9]	-12	[10]	-1	[10]	-5	[10]
Issuances	-190	[9]	-57	[10]	-232	[10]	-122	[10]
Settlements	39	[9]	32	[10]	-156	[10]	-205	[10]
Net Transfers	11	[9]	-249	[10]	72	[10]	-197	[10]
Ending balance	-1,631	[10],[9]	-1,335	[10]	-1,631	[10],[9]	-1,335	[10]
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-429	[7],[9]	-8	[10],[3]	-369	[10],[8]	143	[10],[4]
Trading Assets | Net Derivative and Other Contracts | Commodity Contracts	'		'		'		'
Assets	'		'		'		'
Beginning balance	781	[9]	937	[10]	709	[10]	570	[10]
Realized and Unrealized Gains (Losses)	45	[5],[9]	-84	[1],[10]	90	[10],[6]	152	[10],[2]
Purchases	4	[9]	11	[10]	40	[10]	17	[10]
Sales	0	[9]	0	[10]	0	[10]	0	[10]
Issuances	-1	[9]	-3	[10]	-19	[10]	-8	[10]
Settlements	23	[9]	-5	[10]	36	[10]	29	[10]
Net Transfers	3	[9]	-88	[10]	-1	[10]	8	[10]
Ending balance	855	[10],[9]	768	[10]	855	[10],[9]	768	[10]
Unrealized Gains (Losses) for Level 3 Assets Outstanding	73	[7],[9]	-28	[10],[3]	124	[10],[8]	145	[10],[4]
Trading Assets | Net Derivative and Other Contracts | Other Contracts	'		'		'		'
Assets	'		'		'		'
Beginning balance	-6	[9]	-27	[10]	-7	[10]	-1,090	[10]
Realized and Unrealized Gains (Losses)	0	[5],[9]	0	[1],[10]	-4	[10],[6]	59	[10],[2]
Purchases	0	[9]	0	[10]	0	[10]	0	[10]
Sales	0	[9]	0	[10]	0	[10]	0	[10]
Issuances	0	[9]	0	[10]	0	[10]	0	[10]
Settlements	5	[9]	6	[10]	10	[10]	238	[10]
Net Transfers	0	[9]	18	[10]	0	[10]	790	[10]
Ending balance	-1	[10],[9]	-3	[10]	-1	[10],[9]	-3	[10]
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-2	[7],[9]	0	[10],[3]	-6	[10],[8]	56	[10],[4]
Trading Assets | Investments	'		'		'		'
Assets	'		'		'		'
Beginning balance	7,322		7,454		7,420		7,283
Realized and Unrealized Gains (Losses)	477	[5]	230	[1]	856	[6]	318	[2]
Purchases	62		233		312		776
Sales	-292		-189		-923		-586
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	-334		-62		-430		-125
Ending balance	7,235		7,666		7,235		7,666
Unrealized Gains (Losses) for Level 3 Assets Outstanding	451	[7]	205	[3]	917	[8]	311	[4]
Trading Assets | Investments | Private Equity Funds	'		'		'		'
Assets	'		'		'		'
Beginning balance	2,286		2,005		2,179		1,936
Realized and Unrealized Gains (Losses)	213	[5]	162	[1]	432	[6]	176	[2]
Purchases	24		127		96		271
Sales	-74		-48		-258		-138
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	0		0		0		1
Ending balance	2,449		2,246		2,449		2,246
Unrealized Gains (Losses) for Level 3 Assets Outstanding	163	[7]	153	[3]	409	[8]	134	[4]
Trading Assets | Investments | Real Estate Funds	'		'		'		'
Assets	'		'		'		'
Beginning balance	1,422		1,326		1,370		1,213
Realized and Unrealized Gains (Losses)	159	[5]	44	[1]	287	[6]	107	[2]
Purchases	18		20		61		137
Sales	-76		-36		-195		-104
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	0		0		0		1
Ending balance	1,523		1,354		1,523		1,354
Unrealized Gains (Losses) for Level 3 Assets Outstanding	196	[7]	30	[3]	402	[8]	179	[4]
Trading Assets | Investments | Hedge Funds	'		'		'		'
Assets	'		'		'		'
Beginning balance	407		533		552		696
Realized and Unrealized Gains (Losses)	5	[5]	19	[1]	5	[6]	26	[2]
Purchases	7		42		46		61
Sales	-17		-46		-154		-135
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	29		16		-18		-84
Ending balance	431		564		431		564
Unrealized Gains (Losses) for Level 3 Assets Outstanding	5	[7]	14	[3]	6	[8]	19	[4]
Trading Assets | Investments | Principal Investments	'		'		'		'
Assets	'		'		'		'
Beginning balance	2,822		3,047		2,833		2,937
Realized and Unrealized Gains (Losses)	84	[5]	1	[1]	96	[6]	25	[2]
Purchases	10		33		106		267
Sales	-125		-50		-286		-199
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	-453		-5		-411		-4
Ending balance	2,338		3,026		2,338		3,026
Unrealized Gains (Losses) for Level 3 Assets Outstanding	71	[7]	3	[3]	63	[8]	-6	[4]
Trading Assets | Investments | Other Investments	'		'		'		'
Assets	'		'		'		'
Beginning balance	385		543		486		501
Realized and Unrealized Gains (Losses)	16	[5]	4	[1]	36	[6]	-16	[2]
Purchases	3		11		3		40
Sales	0		-9		-30		-10
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	90		-73		-1		-39
Ending balance	494		476		494		476
Unrealized Gains (Losses) for Level 3 Assets Outstanding	16	[7]	5	[3]	37	[8]	-15	[4]
Trading Assets | Physical Commodities	'		'		'		'
Assets	'		'		'		'
Beginning balance	'		'		'		46
Realized and Unrealized Gains (Losses)	'		'		'		0	[2]
Purchases	'		'		'		0
Sales	'		'		'		0
Issuances	'		'		'		0
Settlements	'		'		'		-46
Net Transfers	'		'		'		0
Ending balance	'		0		'		0
Unrealized Gains (Losses) for Level 3 Assets Outstanding	'		'		'		0	[4]
Trading Liabilities | Other Sovereign Government Obligations	'		'		'		'
Liabilities	'		'		'		'
Beginning balance	'		'		'		8
Realized and Unrealized Gains (Losses)	'		'		'		0	[2]
Purchases	'		'		'		-8
Sales	'		'		'		0
Issuances	'		'		'		0
Settlements	'		'		'		0
Net Transfers	'		'		'		0
Ending balance	'		0		'		0
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	'		'		'		0	[4]
Trading Liabilities | Corporate and Other Debt	'		'		'		'
Liabilities	'		'		'		'
Beginning balance	65		246		276		732
Realized and Unrealized Gains (Losses)	-10	[5]	-35	[1]	50	[6]	-22	[2]
Purchases	-65		-122		-185		-609
Sales	26		57		78		160
Issuances	0		0		0		0
Settlements	0		0		0		-55
Net Transfers	-14		-3		-97		-37
Ending balance	22		213		22		213
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	-13	[7]	-54	[3]	43	[8]	-29	[4]
Trading Liabilities | Corporate and Other Debt | Residential Mortgage-backed Securities	'		'		'		'
Liabilities	'		'		'		'
Beginning balance	4		4		4		355
Realized and Unrealized Gains (Losses)	0	[5]	0	[1]	0	[6]	-4	[2]
Purchases	0		0		0		-355
Sales	0		0		0		0
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	0		0		0		0
Ending balance	4		4		4		4
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	0	[7]	0	[3]	0	[8]	-4	[4]
Trading Liabilities | Corporate and Other Debt | Corporate Bonds	'		'		'		'
Liabilities	'		'		'		'
Beginning balance	42		127		177		219
Realized and Unrealized Gains (Losses)	-15	[5]	-26	[1]	-5	[6]	-44	[2]
Purchases	-64		-116		-154		-254
Sales	26		56		76		119
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	-14		-2		-99		-37
Ending balance	5		91		5		91
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	-17	[7]	-45	[3]	-5	[8]	-53	[4]
Trading Liabilities | Corporate and Other Debt | Collateralized Debt Obligations	'		'		'		'
Liabilities	'		'		'		'
Beginning balance	'		1		'		0
Realized and Unrealized Gains (Losses)	'		0	[1]	'		0	[2]
Purchases	'		0		'		0
Sales	'		1		'		1
Issuances	'		0		'		0
Settlements	'		0		'		0
Net Transfers	'		-1		'		0
Ending balance	'		1		'		1
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	'		0	[3]	'		0	[4]
Trading Liabilities | Corporate and Other Debt | Unfunded Lending Commitments	'		'		'		'
Liabilities	'		'		'		'
Beginning balance	8		51		46		85
Realized and Unrealized Gains (Losses)	4	[5]	-11	[1]	42	[6]	23	[2]
Purchases	0		0		0		0
Sales	0		0		0		0
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	0		0		0		0
Ending balance	4		62		4		62
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	4	[7]	-11	[3]	42	[8]	23	[4]
Trading Liabilities | Corporate and Other Debt | Other Debt	'		'		'		'
Liabilities	'		'		'		'
Beginning balance	11		63		49		73
Realized and Unrealized Gains (Losses)	1	[5]	2	[1]	13	[6]	3	[2]
Purchases	-1		-6		-31		0
Sales	0		0		2		40
Issuances	0		0		0		0
Settlements	0		0		0		-55
Net Transfers	0		0		2		0
Ending balance	9		55		9		55
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	0	[7]	2	[3]	6	[8]	5	[4]
Trading Liabilities | Corporate Equities	'		'		'		'
Liabilities	'		'		'		'
Beginning balance	16		47		5		1
Realized and Unrealized Gains (Losses)	-5	[5]	26	[1]	-1	[6]	2	[2]
Purchases	-19		-21		-19		-22
Sales	8		0		24		15
Issuances	0		0		0		0
Settlements	0		0		0		0
Net Transfers	0		12		-1		20
Ending balance	10		12		10		12
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	($9)	[7]	($3)	[3]	($10)	[8]	($2)	[4]
[1]	Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $230 million related to Trading assets—Investments, which is included in Investments revenues.
[2]	Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $318 million related to Trading assets—Investments, which is included in Investments revenues.
[3]	Amounts represent unrealized gains (losses) for the quarter ended September 30, 2012 related to assets and liabilities still outstanding at September 30, 2012.
[4]	Amounts represent unrealized gains (losses) for the nine months ended September 30, 2012 related to assets and liabilities still outstanding at September 30, 2012.
[5]	Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $477 million related to Trading assets—Investments, which is included in Investments revenues.
[6]	Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $856 million related to Trading assets—Investments, which is included in Investments revenues.
[7]	Amounts represent unrealized gains (losses) for the quarter ended September 30, 2013 related to assets and liabilities still outstanding at September 30, 2013.
[8]	Amounts represent unrealized gains (losses) for the nine months ended September 30, 2013 related to assets and liabilities still outstanding at September 30, 2013.
[9]	Net derivative and other contracts represent Trading assets—Derivative and other contracts net of Trading liabilities—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 11
[10]	Net derivative and other contracts represent Trading assets—Derivative and other contracts net of Trading liabilities—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 11.

Fair_Value_Disclosures_Quantit

Fair Value Disclosures (Quantitative Information about Recurring Level 3 Fair Value Measurements) (Details) (Recurring, USD $)	9 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	337,442		322,378
Liabilities	189,996		194,431
Level 3 | Securities Sold under Agreements to Repurchase | Minimum	'		'
Fair Value Inputs	'		'
Funding Spread	1.34%	[1]	1.10%	[2]
Level 3 | Securities Sold under Agreements to Repurchase | Maximum	'		'
Fair Value Inputs	'		'
Funding Spread	1.36%	[1]	1.84%	[2]
Level 3 | Securities Sold under Agreements to Repurchase | Weighted Average	'		'
Fair Value Inputs	'		'
Funding Spread	1.35%	[3]	1.66%
Level 3 | Securities Sold under Agreements to Repurchase | Discounted Cash Flow	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Liabilities	150		151
Level 3 | Other Secured Financings | Minimum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	99.00%	[1]	55.00%	[2]
Funding Spread	'		1.83%	[2]
Level 3 | Other Secured Financings | Maximum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	102.00%	[1]	139.00%	[2]
Funding Spread	1.36%	[1]	1.86%	[2]
Level 3 | Other Secured Financings | Weighted Average	'		'
Fair Value Inputs	'		'
Comparable Bond Price	99.00%	[3]	102.00%
Funding Spread	1.36%	[3]	1.84%
Level 3 | Other Secured Financings | Comparable Pricing and Discounted Cash Flow	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Liabilities	260		406
Level 3 | Long-term Borrowings | Minimum	'		'
Fair Value Inputs	'		'
At the Money Volatility	22.00%	[1]	20.00%	[2]
Volatility Skew	-1.00%	[1]	-1.00%	[2]
Equity - Equity Correlation	50.00%	[1]	50.00%	[2]
Equity - Foreign Exchange Correlation	-70.00%	[1]	-70.00%	[2]
Level 3 | Long-term Borrowings | Maximum	'		'
Fair Value Inputs	'		'
At the Money Volatility	33.00%	[1]	24.00%	[2]
Volatility Skew	0.00%	[1]	0.00%	[2]
Equity - Equity Correlation	97.00%	[1]	90.00%	[2]
Equity - Foreign Exchange Correlation	17.00%	[1]	36.00%	[2]
Level 3 | Long-term Borrowings | Weighted Average	'		'
Fair Value Inputs	'		'
At the Money Volatility	27.00%	[3]	24.00%
Volatility Skew	0.00%	[3]	0.00%
Equity - Equity Correlation	68.00%	[3]	77.00%
Equity - Foreign Exchange Correlation	-17.00%	[3]	-15.00%
Level 3 | Long-term Borrowings | Option Model	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Liabilities	2,313		2,789
Level 3 | Trading Assets | Corporate Equities | Minimum	'		'
Fair Value Inputs	'		'
Discount to Net Asset Value	0.00%	[1]	0.00%	[2]
Comparable Equity Price	0.00%	[1]	'
Comparable Price	0.00%	[1]	'
Discount to Comparable Equity Price	'		0.00%	[2]
EBITDA Multiple	5	[1]	'
Level 3 | Trading Assets | Corporate Equities | Maximum	'		'
Fair Value Inputs	'		'
Discount to Net Asset Value	93.00%	[1]	37.00%	[2]
Comparable Equity Price	100.00%	[1]	'
Comparable Price	100.00%	[1]	'
Discount to Comparable Equity Price	'		27.00%	[2]
EBITDA Multiple	9	[1]	6	[2]
Level 3 | Trading Assets | Corporate Equities | Weighted Average	'		'
Fair Value Inputs	'		'
Discount to Net Asset Value	49.00%	[3]	8.00%
Comparable Equity Price	50.00%	[3]	'
Comparable Price	44.00%	[3]	'
Discount to Comparable Equity Price	'		14.00%
EBITDA Multiple	7	[3]	6
Level 3 | Trading Assets | Corporate Equities | Net Asset Value, Comparable Pricing and Market Approach	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	243	[4]	288	[4]
Level 3 | Trading Assets | Corporate and Other Debt | Commercial Mortgage-backed Securities | Minimum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	40.00%	[1]	46.00%	[2]
Level 3 | Trading Assets | Corporate and Other Debt | Commercial Mortgage-backed Securities | Maximum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	96.00%	[1]	100.00%	[2]
Level 3 | Trading Assets | Corporate and Other Debt | Commercial Mortgage-backed Securities | Weighted Average	'		'
Fair Value Inputs	'		'
Comparable Bond Price	72.00%	[3]	76.00%
Level 3 | Trading Assets | Corporate and Other Debt | Commercial Mortgage-backed Securities | Comparable Pricing	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	150		232
Level 3 | Trading Assets | Corporate and Other Debt | Asset-backed Securities	'		'
Fair Value Inputs	'		'
Discount Rate	32.00%	[1]	21.00%	[2]
Level 3 | Trading Assets | Corporate and Other Debt | Asset-backed Securities | Weighted Average	'		'
Fair Value Inputs	'		'
Discount Rate	32.00%	[3]	'
Discount Rate	'		21.00%
Level 3 | Trading Assets | Corporate and Other Debt | Asset-backed Securities | Discounted Cash Flow	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	99		109
Level 3 | Trading Assets | Corporate and Other Debt | Corporate Bonds | Minimum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	2.00%	[1]	0.00%	[2]
Level 3 | Trading Assets | Corporate and Other Debt | Corporate Bonds | Maximum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	151.00%	[1]	143.00%	[2]
Level 3 | Trading Assets | Corporate and Other Debt | Corporate Bonds | Weighted Average	'		'
Fair Value Inputs	'		'
Comparable Bond Price	68.00%	[3]	24.00%
Level 3 | Trading Assets | Corporate and Other Debt | Corporate Bonds | Comparable Pricing	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	537		660
Level 3 | Trading Assets | Corporate and Other Debt | Collateralized Debt Obligations | Minimum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	18.00%	[1]	15.00%	[2]
Credit Correlation	28.00%	[1]	15.00%	[2]
Level 3 | Trading Assets | Corporate and Other Debt | Collateralized Debt Obligations | Maximum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	97.00%	[1]	88.00%	[2]
Credit Correlation	50.00%	[1]	45.00%	[2]
Level 3 | Trading Assets | Corporate and Other Debt | Collateralized Debt Obligations | Weighted Average	'		'
Fair Value Inputs	'		'
Comparable Bond Price	68.00%	[3]	59.00%
Credit Correlation	45.00%	[3]	40.00%
Level 3 | Trading Assets | Corporate and Other Debt | Collateralized Debt Obligations | Comparable Pricing and Correlation Model	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	1,380		1,951
Level 3 | Trading Assets | Corporate and Other Debt | Loans and Lending Commitments	'		'
Fair Value Inputs	'		'
At the Money Volatility	31.00%	[1]	'
Volatility Skew	-2.00%	[1]	'
Level 3 | Trading Assets | Corporate and Other Debt | Loans and Lending Commitments | Minimum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	80.00%	[1]	80.00%	[2]
Credit Spread	'		0.17%	[2]
Comparable Loan Price	0.00%	[1]	55.00%	[2]
Level 3 | Trading Assets | Corporate and Other Debt | Loans and Lending Commitments | Maximum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	120.00%	[1]	120.00%	[2]
Credit Spread	'		10.04%	[2]
Comparable Loan Price	158.00%	[1]	100.00%	[2]
Level 3 | Trading Assets | Corporate and Other Debt | Loans and Lending Commitments | Weighted Average	'		'
Fair Value Inputs	'		'
Comparable Bond Price	100.00%	[3]	104.00%
Credit Spread	'		2.81%
At the Money Volatility	31.00%	[3]	'
Comparable Loan Price	76.00%	[3]	88.00%
Volatility Skew	-2.00%	[3]	'
Level 3 | Trading Assets | Corporate and Other Debt | Loans and Lending Commitments | Corporate Loan Model | Minimum	'		'
Fair Value Inputs	'		'
Credit Spread	0.42%	[1]	'
Level 3 | Trading Assets | Corporate and Other Debt | Loans and Lending Commitments | Corporate Loan Model | Maximum	'		'
Fair Value Inputs	'		'
Credit Spread	9.05%	[1]	'
Level 3 | Trading Assets | Corporate and Other Debt | Loans and Lending Commitments | Corporate Loan Model | Weighted Average	'		'
Fair Value Inputs	'		'
Credit Spread	2.68%	[3]	'
Level 3 | Trading Assets | Corporate and Other Debt | Loans and Lending Commitments | Margin Loan Model | Minimum	'		'
Fair Value Inputs	'		'
Credit Spread	0.16%	[1]	'
Level 3 | Trading Assets | Corporate and Other Debt | Loans and Lending Commitments | Margin Loan Model | Maximum	'		'
Fair Value Inputs	'		'
Credit Spread	3.00%	[1]	'
Level 3 | Trading Assets | Corporate and Other Debt | Loans and Lending Commitments | Margin Loan Model | Weighted Average	'		'
Fair Value Inputs	'		'
Credit Spread	1.97%	[3]	'
Level 3 | Trading Assets | Corporate and Other Debt | Loans and Lending Commitments | Corporate Loan Model, Option Model, Margin Loan Model and Comparable Pricing	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	4,098		'
Level 3 | Trading Assets | Corporate and Other Debt | Loans and Lending Commitments | Corporate Loan Model and Comparable Pricing	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	'		4,694
Level 3 | Trading Assets | Corporate and Other Debt | Residential Mortgage-backed Securities | Minimum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	40.00%	[1]	'
Level 3 | Trading Assets | Corporate and Other Debt | Residential Mortgage-backed Securities | Maximum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	100.00%	[1]	'
Level 3 | Trading Assets | Corporate and Other Debt | Residential Mortgage-backed Securities | Weighted Average	'		'
Fair Value Inputs	'		'
Comparable Bond Price	89.00%	[3]	'
Level 3 | Trading Assets | Corporate and Other Debt | Residential Mortgage-backed Securities | Comparable Pricing	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	90		'
Level 3 | Trading Assets | Derivative and Other Contracts | Interest Rate Contracts | Minimum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	5.00%	[1]	5.00%	[2],[5]
Interest Rate Volatility Concentration Liquidity Multiple	0	[1]	0	[2],[5]
Interest Rate Volatility Skew	24.00%	[1]	9.00%	[2],[5]
Interest Rate Quanto Correlation	-22.00%	[1]	-53.00%	[2],[5]
Interest Rate - Foreign Exchange Correlation	2.00%	[1]	2.00%	[2],[5]
Inflation Volatility	77.00%	[1]	49.00%	[2],[5]
Forward Commercial Paper Rate - LIBOR Basis	'		-0.18%	[2],[5]
Interest Rate Curve Correlation	35.00%	[1]	48.00%	[2],[5]
Level 3 | Trading Assets | Derivative and Other Contracts | Interest Rate Contracts | Maximum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	99.00%	[1]	98.00%	[2],[5]
Interest Rate Volatility Concentration Liquidity Multiple	7	[1]	8	[2],[5]
Interest Rate Volatility Skew	51.00%	[1]	95.00%	[2],[5]
Interest Rate Quanto Correlation	33.00%	[1]	33.00%	[2],[5]
Interest Rate - Foreign Exchange Correlation	63.00%	[1]	63.00%	[2],[5]
Inflation Volatility	83.00%	[1]	100.00%	[2],[5]
Forward Commercial Paper Rate - LIBOR Basis	'		0.95%	[2],[5]
Interest Rate Curve Correlation	92.00%	[1]	99.00%	[2],[5]
Level 3 | Trading Assets | Derivative and Other Contracts | Interest Rate Contracts | Weighted Average	'		'
Fair Value Inputs	'		'
Interest Rate Volatility Concentration Liquidity Multiple	2	[6]	'
Level 3 | Trading Assets | Derivative and Other Contracts | Interest Rate Contracts | Simple Average	'		'
Fair Value Inputs	'		'
Comparable Bond Price	52.00%	[6]	'
Interest Rate Volatility Skew	43.00%	[6]	'
Interest Rate Quanto Correlation	-4.00%	[6]	'
Interest Rate - Foreign Exchange Correlation	37.00%	[6]	'
Inflation Volatility	80.00%	[6]	'
Interest Rate Curve Correlation	72.00%	[6]	'
Level 3 | Trading Assets | Derivative and Other Contracts | Interest Rate Contracts | Median	'		'
Fair Value Inputs	'		'
Comparable Bond Price	52.00%	[6]	'
Interest Rate Volatility Skew	35.00%	[6]	'
Interest Rate Quanto Correlation	-17.00%	[6]	'
Interest Rate - Foreign Exchange Correlation	44.00%	[6]	'
Inflation Volatility	79.00%	[6]	'
Interest Rate Curve Correlation	79.00%	[6]	'
Level 3 | Trading Assets | Derivative and Other Contracts | Interest Rate Contracts | Option Model	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	310		'
Level 3 | Trading Assets | Derivative and Other Contracts | Interest Rate Contracts | Discounted Cash Flow and Option Model	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	'		-82
Level 3 | Trading Assets | Derivative and Other Contracts | Credit Contracts | Minimum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	0.00%	[1]	0.00%	[2],[7]
Credit Correlation	27.00%	[1]	14.00%	[2],[7]
Cash Synthetic Basis	2.00%	[1]	2.00%	[2],[7]
Level 3 | Trading Assets | Derivative and Other Contracts | Credit Contracts | Maximum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	80.00%	[1]	80.00%	[2],[7]
Credit Correlation	91.00%	[1]	94.00%	[2],[7]
Cash Synthetic Basis	5.00%	[1]	14.00%	[2],[7]
Level 3 | Trading Assets | Derivative and Other Contracts | Credit Contracts | Weighted Average	'		'
Fair Value Inputs	'		'
Comparable Bond Price	24.00%	[3]	'
Credit Correlation	52.00%	[3]	'
Cash Synthetic Basis	4.00%	[3]	'
Level 3 | Trading Assets | Derivative and Other Contracts | Credit Contracts | Comparable Pricing and Correlation Model	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	710		1,822
Level 3 | Trading Assets | Derivative and Other Contracts | Foreign Exchange Contracts	'		'
Fair Value Inputs	'		'
Interest rate curve	1.00%	[1]	'
Level 3 | Trading Assets | Derivative and Other Contracts | Foreign Exchange Contracts | Minimum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	5.00%	[1]	5.00%	[2],[8]
Interest Rate Volatility Skew	24.00%	[1]	9.00%	[2],[8]
Interest Rate Quanto Correlation	-22.00%	[1]	-53.00%	[2],[8]
Interest Rate - Credit Spread Correlation	'		-59.00%	[2],[8]
Interest Rate - Foreign Exchange Correlation	2.00%	[1]	2.00%	[2],[8]
Interest Rate Curve Correlation	35.00%	[1]	'
Level 3 | Trading Assets | Derivative and Other Contracts | Foreign Exchange Contracts | Maximum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	99.00%	[1]	98.00%	[2],[8]
Interest Rate Volatility Skew	51.00%	[1]	95.00%	[2],[8]
Interest Rate Quanto Correlation	33.00%	[1]	33.00%	[2],[8]
Interest Rate - Credit Spread Correlation	'		65.00%	[2],[8]
Interest Rate - Foreign Exchange Correlation	63.00%	[1]	63.00%	[2],[8]
Interest Rate Curve Correlation	92.00%	[1]	'
Level 3 | Trading Assets | Derivative and Other Contracts | Foreign Exchange Contracts | Simple Average	'		'
Fair Value Inputs	'		'
Comparable Bond Price	52.00%	[6]	'
Interest Rate Volatility Skew	43.00%	[6]	'
Interest rate curve	1.00%	[6]	'
Interest Rate Quanto Correlation	-4.00%	[6]	'
Interest Rate - Foreign Exchange Correlation	37.00%	[6]	'
Interest Rate Curve Correlation	72.00%	[6]	'
Level 3 | Trading Assets | Derivative and Other Contracts | Foreign Exchange Contracts | Median	'		'
Fair Value Inputs	'		'
Comparable Bond Price	52.00%	[6]	'
Interest Rate Volatility Skew	35.00%	[6]	'
Interest rate curve	1.00%	[6]	'
Interest Rate Quanto Correlation	-17.00%	[6]	'
Interest Rate - Foreign Exchange Correlation	44.00%	[6]	'
Interest Rate Curve Correlation	79.00%	[6]	'
Level 3 | Trading Assets | Derivative and Other Contracts | Foreign Exchange Contracts | Option Model	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	-35	[9]	-359	[9]
Level 3 | Trading Assets | Derivative and Other Contracts | Equity Contracts | Minimum	'		'
Fair Value Inputs	'		'
At the Money Volatility	18.00%	[1]	7.00%	[10],[2]
Volatility Skew	-2.00%	[1]	-2.00%	[10],[2]
Equity - Equity Correlation	40.00%	[1]	40.00%	[10],[2]
Equity - Foreign Exchange Correlation	-50.00%	[1]	-70.00%	[10],[2]
Equity - Interest Rate Correlation	3.00%	[1]	18.00%	[10],[2]
Level 3 | Trading Assets | Derivative and Other Contracts | Equity Contracts | Maximum	'		'
Fair Value Inputs	'		'
At the Money Volatility	44.00%	[1]	24.00%	[10],[2]
Volatility Skew	0.00%	[1]	0.00%	[10],[2]
Equity - Equity Correlation	99.00%	[1]	96.00%	[10],[2]
Equity - Foreign Exchange Correlation	-11.00%	[1]	38.00%	[10],[2]
Equity - Interest Rate Correlation	70.00%	[1]	65.00%	[10],[2]
Level 3 | Trading Assets | Derivative and Other Contracts | Equity Contracts | Weighted Average	'		'
Fair Value Inputs	'		'
At the Money Volatility	31.00%	[3]	'
Volatility Skew	-1.00%	[3]	'
Equity - Equity Correlation	71.00%	[3]	'
Equity - Foreign Exchange Correlation	-22.00%	[3]	'
Level 3 | Trading Assets | Derivative and Other Contracts | Equity Contracts | Simple Average	'		'
Fair Value Inputs	'		'
Equity - Interest Rate Correlation	40.00%	[6]	'
Level 3 | Trading Assets | Derivative and Other Contracts | Equity Contracts | Median	'		'
Fair Value Inputs	'		'
Equity - Interest Rate Correlation	36.00%	[6]	'
Level 3 | Trading Assets | Derivative and Other Contracts | Equity Contracts | Option Model	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	-1,631	[9]	-1,144	[9]
Level 3 | Trading Assets | Derivative and Other Contracts | Commodity Contracts | Minimum	'		'
Fair Value Inputs	'		'
Forward Power Price (per megawatt hour)	10	[1]	28	[2]
Commodity Volatility	11.00%	[1]	17.00%	[2]
Cross Commodity Correlation	43.00%	[1]	43.00%	[2]
Level 3 | Trading Assets | Derivative and Other Contracts | Commodity Contracts | Maximum	'		'
Fair Value Inputs	'		'
Forward Power Price (per megawatt hour)	108	[1]	84	[2]
Commodity Volatility	28.00%	[1]	29.00%	[2]
Cross Commodity Correlation	98.00%	[1]	97.00%	[2]
Level 3 | Trading Assets | Derivative and Other Contracts | Commodity Contracts | Weighted Average	'		'
Fair Value Inputs	'		'
Forward Power Price (per megawatt hour)	38	[3]	'
Commodity Volatility	13.00%	[3]	'
Cross Commodity Correlation	97.00%	[3]	'
Level 3 | Trading Assets | Derivative and Other Contracts | Commodity Contracts | Option Model	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	855		709
Level 3 | Trading Assets | Investments | Principal Investments | Minimum	'		'
Fair Value Inputs	'		'
Implied Weighted Average Cost of Capital	9.00%	[1]	8.00%	[2]
EBITDA Multiple	4	[1]	3	[2]
Exit Multiple	7	[1]	5	[2]
Capitalization Rate	6.00%	[1]	6.00%	[2]
Equity Discount Rate	10.00%	[1]	15.00%	[2]
Level 3 | Trading Assets | Investments | Principal Investments | Maximum	'		'
Fair Value Inputs	'		'
Implied Weighted Average Cost of Capital	12.00%	[1]	15.00%	[2]
EBITDA Multiple	16	[1]	17	[2]
Exit Multiple	9	[1]	10	[2]
Capitalization Rate	11.00%	[1]	10.00%	[2]
Equity Discount Rate	30.00%	[1]	35.00%	[2]
Level 3 | Trading Assets | Investments | Principal Investments | Weighted Average	'		'
Fair Value Inputs	'		'
Implied Weighted Average Cost of Capital	11.00%	[3]	9.00%
EBITDA Multiple	9	[3]	10
Exit Multiple	8	[3]	9
Capitalization Rate	7.00%	[3]	7.00%
Equity Discount Rate	22.00%	[3]	23.00%
Level 3 | Trading Assets | Investments | Principal Investments | Discounted Cash Flow and Market Approach	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	2,338	[4]	2,833	[4]
Level 3 | Trading Assets | Investments | Other Investments	'		'
Fair Value Inputs	'		'
Implied Weighted Average Cost of Capital	10.00%	[1]	'
Exit Multiple	7	[1]	'
Level 3 | Trading Assets | Investments | Other Investments | Minimum	'		'
Fair Value Inputs	'		'
EBITDA Multiple	8	[1]	6	[2]
Level 3 | Trading Assets | Investments | Other Investments | Maximum	'		'
Fair Value Inputs	'		'
Implied Weighted Average Cost of Capital	'		11.00%	[2]
EBITDA Multiple	9	[1]	8	[2]
Exit Multiple	'		6	[2]
Level 3 | Trading Assets | Investments | Other Investments | Weighted Average	'		'
Fair Value Inputs	'		'
Implied Weighted Average Cost of Capital	10.00%	[3]	11.00%
EBITDA Multiple	9	[3]	7
Exit Multiple	7	[3]	6
Level 3 | Trading Assets | Investments | Other Investments | Discounted Cash Flow and Market Approach	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Assets	494	[4]	486	[4]
Level 3 | Trading Liabilities | Corporate and Other Debt | Corporate Bonds | Minimum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	'		0.00%	[2]
Level 3 | Trading Liabilities | Corporate and Other Debt | Corporate Bonds | Maximum	'		'
Fair Value Inputs	'		'
Comparable Bond Price	'		150.00%	[2]
Level 3 | Trading Liabilities | Corporate and Other Debt | Corporate Bonds | Weighted Average	'		'
Fair Value Inputs	'		'
Comparable Bond Price	'		50.00%
Level 3 | Trading Liabilities | Corporate and Other Debt | Corporate Bonds | Comparable Pricing	'		'
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]	'		'
Liabilities	'		177
[1]	The ranges of significant unobservable inputs are represented in points, percentages, basis points, times or megawatt hours. Points are a percentage of par; for example, 96 points would be 96% of par. A basis point equals 1/100th of 1%; for example, 905 basis points would equal 9.05%.
[2]	The ranges of significant unobservable inputs are represented in points, percentages, basis points, times or megawatt hours. Points are a percentage of par; for example, 100 points would be 100% of par. A basis point equals 1/100th of 1%; for example, 1,004 basis points would equal 10.04%.
[3]	Amounts represent weighted averages except where simple averages and the median of the inputs are provided (see footnote 4 below). Weighted averages are calculated by weighting each input by the fair value of the respective financial instruments except for long-term borrowings and derivative instruments where inputs are weighted by risk.
[4]	Investments in funds measured using an unadjusted NAV are excluded.
[5]	See Note 4 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K for a qualitative discussion of the wide unobservable input ranges for comparable bond prices, interest rate volatility skew, interest rate quanto correlation and forward commercial paper rate–LIBOR basis.
[6]	The data structure of the significant unobservable inputs used in valuing Interest rate contracts, Foreign exchange contracts and certain Equity contracts may be in a multi-dimensional form, such as a curve or surface, with risk distributed across the structure. Therefore, a simple average and median, together with the range of data inputs, may be more appropriate measurements than a single point weighted average.
[7]	See Note 4 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K for a qualitative discussion of the wide unobservable input ranges for comparable bond prices and credit correlation.
[8]	See Note 4 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K for a qualitative discussion of the wide unobservable input ranges for comparable bond prices, interest rate quanto correlation, interest rate-credit spread correlation and interest rate volatility skew.
[9]	Includes derivative contracts with multiple risks (i.e., hybrid products).
[10]	See Note 4 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K for a qualitative discussion of the wide unobservable input range for equity-foreign exchange correlation.

Fair_Value_Disclosures_Fair_Va

Fair Value Disclosures (Fair Value of Investments that Calculate Net Asset Value) (Details) (USD $)

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

In Millions, unless otherwise specified

Private Equity Funds

Private Equity Funds

Real Estate Funds

Real Estate Funds

Hedge Funds

Hedge Funds

Long-short Equity Hedge Funds

Long-short Equity Hedge Funds

Long-short Equity Hedge Funds

Long-short Equity Hedge Funds

Long-short Equity Hedge Funds

Long-short Equity Hedge Funds

Long-short Equity Hedge Funds

Long-short Equity Hedge Funds

Fixed Income/Credit-Related Hedge Funds

Fixed Income/Credit-Related Hedge Funds

Event Driven Hedge Funds

Event Driven Hedge Funds

Multi-strategy Hedge Funds

Multi-strategy Hedge Funds

Multi-strategy Hedge Funds

Multi-strategy Hedge Funds

Multi-strategy Hedge Funds

Minimum

Maximum

Minimum

Minimum

Initial Period Lock-up Restrictions

Subsequent Lock-up Restrictions

Exit Restrictions

Exit Restrictions

Initial Period Lock-up Restrictions

Subsequent Lock-up Restrictions

Exit Restrictions

Maximum

Maximum

Maximum

Fair Value of Investments that Calculate Net Asset Value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Investments

$8,574

$8,346

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value

4,783

4,489

2,450

2,179

1,529

1,376

'

'

466

[1]

475

[1]

'

'

'

'

'

'

71

[1]

86

[1]

39

[1]

52

[1]

228

[1]

321

[1]

'

'

'

Unfunded Commitment

$729

$868

$577

$644

$149

$221

'

'

$0

[1]

$0

[1]

'

'

'

'

'

'

$0

[1]

$0

[1]

$0

[1]

$0

[1]

$3

[1]

$3

[1]

'

'

'

Redemption frequency

'

'

'

'

'

'

'6 months

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Redemption notice period

'

'

'

'

'

'

'

'90 days

'

'

'6 months

'6 months

'

'

'

'

'

'

'

'

'

'

'

'

'

Percent of investments redeemable at least quarterly

'

'

'

'

'

'

'

'

40.00%

36.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Percent of investments redeemable every six months

'

'

'

'

'

'

'

'

40.00%

38.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Percent of investments redeemable greater than six months

'

'

'

'

'

'

'

'

20.00%

26.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Percent of investments that will be liquidated in the next five years

'

'

8.00%

'

3.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Percent of investments that will be liquidated within five to 10 years

'

'

57.00%

'

53.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Percent of investments that will be liquidated after 10 years

'

'

35.00%

'

44.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Percent of investments that cannot be redeemed currently

'

'

'

'

'

'

'

'

'

'

'

'

14.00%

'

19.00%

'

'

'

'

'

'

'

47.00%

'

9.00%

Redemption restriction period

'

'

'

'

'

'

'

'

'

'

'

'

'

'2 years

'

'1 year

'

'

'

'

'

'

'

'2 years

'

[1]

Fixed income/credit-related hedge funds, event-driven hedge funds, and multi-strategy hedge funds are redeemable at least on a six-month period basis primarily with a notice period of 90 days or less. At September 30, 2013, approximately 40% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 40% is redeemable every six months and 20% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds at September 30, 2013 is primarily greater than six months. At December 31, 2012, approximately 36% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 38% is redeemable every six months and 26% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds at December 31, 2012 is primarily greater than six months.

Fair_Value_Disclosures_Net_Gai

Fair Value Disclosures (Net Gains (Losses) Due to Changes in Fair Value for Items Measured at Fair Value Pursuant to the Fair Value Option Election) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Federal Funds Sold and Securities Purchased under Agreements to Resell	'		'		'		'
Gains (losses) due to changes in fair value	$4		$5		$6		$15
Deposits	'		'		'		'
Gains (losses) due to changes in fair value	-3		-6		-6		-25
Commercial Paper and Other Short-term Borrowings	'		'		'		'
Gains (losses) due to changes in fair value	-65		-68		113		14
Securities Sold under Agreements to Repurchase	'		'		'		'
Gains (losses) due to changes in fair value	-5		-14		-3		-13
Long-term Borrowings	'		'		'		'
Gains (losses) due to changes in fair value	-378		-3,918		301		-6,238
Trading	'		'		'		'
Gains (losses) due to changes in fair value attributable to changes in the credit quality of the Company	-171		-2,262		-313		-3,890
Trading | Federal Funds Sold and Securities Purchased under Agreements to Resell	'		'		'		'
Gains (losses) due to changes in fair value	1		3		0		11
Trading | Deposits	'		'		'		'
Gains (losses) due to changes in fair value	14		16		44		41
Trading | Commercial Paper and Other Short-term Borrowings	'		'		'		'
Gains (losses) due to changes in fair value	-62	[1]	-68	[2]	118	[1]	14	[2]
Trading | Securities Sold under Agreements to Repurchase	'		'		'		'
Gains (losses) due to changes in fair value	-3		-13		2		-10
Trading | Long-term Borrowings	'		'		'		'
Gains (losses) due to changes in fair value	-154	[1]	-3,570	[2]	1,053	[1]	-5,221	[2]
Interest Income (Expense) | Federal Funds Sold and Securities Purchased under Agreements to Resell	'		'		'		'
Gains (losses) due to changes in fair value	3		2		6		4
Interest Income (Expense) | Deposits	'		'		'		'
Gains (losses) due to changes in fair value	-17		-22		-50		-66
Interest Income (Expense) | Commercial Paper and Other Short-term Borrowings	'		'		'		'
Gains (losses) due to changes in fair value	-3		0		-5		0
Interest Income (Expense) | Securities Sold under Agreements to Repurchase	'		'		'		'
Gains (losses) due to changes in fair value	-2		-1		-5		-3
Interest Income (Expense) | Long-term Borrowings	'		'		'		'
Gains (losses) due to changes in fair value	($224)		($348)		($752)		($1,017)
[1]	Of the total gains (losses) recorded in Trading revenues for short-term and long-term borrowings for the quarter and nine months ended September 30, 2013, $(171) million and $(313) million, respectively, are attributable to changes in the credit quality of the Company, and the respective remainder is attributable to changes in foreign currency rates or interest rates or movements in the reference price or index for structured notes before the impact of related hedges.
[2]	Of the total gains (losses) recorded in Trading revenues for short-term and long-term borrowings for the quarter and nine months ended September 30, 2012, $(2,262) million and $(3,890) million, respectively, are attributable to changes in the credit quality of the Company, and the respective remainder is attributable to changes in foreign currency rates or interest rates or movements in the reference price or index for structured notes before the impact of related hedges.

Fair_Value_Disclosures_Shortte

Fair Value Disclosures (Short-term and Long-term Borrowings) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Balance Sheet Captions	'	'
Short-term and long-term borrowing, fair value	$38,342	$44,769
Equity	'	'
Balance Sheet Captions	'	'
Short-term and long-term borrowing, fair value	17,657	17,326
Credit and Foreign Exchange Contracts	'	'
Balance Sheet Captions	'	'
Short-term and long-term borrowing, fair value	2,688	3,337
Interest Rates	'	'
Balance Sheet Captions	'	'
Short-term and long-term borrowing, fair value	17,457	23,330
Commodities	'	'
Balance Sheet Captions	'	'
Short-term and long-term borrowing, fair value	$540	$776

Fair_Value_Disclosures_Gains_L

Fair Value Disclosures (Gains (Losses) Due to Changes in Instrument Specific Credit Risk) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Short-term and Long-term Borrowings	'		'		'		'
Gains (losses) due to changes in instrument specific credit risk	($171)	[1]	($2,262)	[1]	($313)	[1]	($3,890)	[1]
Loans	'		'		'		'
Gains (losses) due to changes in instrument specific credit risk	35	[2]	255	[2]	150	[2]	429	[2]
Unfunded Lending Commitments	'		'		'		'
Gains (losses) due to changes in instrument specific credit risk	$6	[3]	$319	[3]	$221	[3]	$804	[3]
[1]	The change in the fair value of short-term and long-term borrowings (primarily structured notes) includes an adjustment to reflect the change in credit quality of the Company based upon observations of the Company’s secondary bond market spreads.
[2]	Instrument-specific credit gains (losses) were determined by excluding the non-credit components of gains and losses, such as those due to changes in interest rates.
[3]	Gains (losses) were generally determined based on the differential between estimated expected client yields and contractual yields at each respective period end.

Fair_Value_Disclosures_Amount_

Fair Value Disclosures (Amount by Which Contractual Principal Amount Exceeds Fair Value) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value Disclosures	'		'
Short-term and long-term debt borrowings	($1,513)	[1]	($436)	[1]
Loans	17,879	[2]	25,249	[2]
Loans 90 or more days past due and/or on non-accrual status	16,149	[2],[3]	20,456	[2],[3]
Aggregate fair value of loans in non-accrual status including all loans 90 or more days past due	1,885		1,360
Amounts past due 90 days or greater (unpaid principal balance)	$1,158		$840
[1]	These amounts do not include structured notes where the repayment of the initial principal amount fluctuates based on changes in the reference price or index.
[2]	The majority of this difference between principal and fair value amounts emanates from the Company’s distressed debt trading business, which purchases distressed debt at amounts well below par.
[3]	The aggregate fair value of loans that were in non-accrual status, which includes all loans 90 or more days past due, was $1,885 million and $1,360 million at September 30, 2013 and December 31, 2012, respectively. The aggregate fair value of loans that were 90 or more days past due was $1,158 million and $840 million at September 30, 2013 and December 31, 2012, respectively.

Fair_Value_Disclosures_Assets_1

Fair Value Disclosures (Assets Measured at Fair Value on a Nonrecurring Basis) (Details) (USD $)

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Dec. 31, 2011

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Saxon

Saxon

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Loans

Loans

Loans

Loans

Other Investments

Other Investments

Other Investments

Other Investments

Premises, Equipment and Software Costs

Premises, Equipment and Software Costs

Premises, Equipment and Software Costs

Premises, Equipment and Software Costs

Intangible Assets

Intangible Assets

Intangible Assets

Intangible Assets

Level 1

Level 1

Level 2

Level 2

Level 3

Level 3

Carrying Value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans

$37,734

'

$29,046

'

'

$1,507

[1]

$893

[1]

$1,507

[1]

$893

[1]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other investments

5,083

'

4,999

'

'

55

[2]

82

[3]

55

[2]

82

[3]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Premises, equipment and software costs

6,008

'

5,946

'

'

0

[2]

34

[3]

0

[2]

34

[3]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Intangible assets

3,514

'

3,783

'

'

0

[2]

0

[3]

0

[2]

0

[3]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Goodwill

6,591

[4]

'

6,650

[4]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total carrying value

'

'

'

'

'

1,562

1,009

1,562

1,009

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

[1]

0

[1]

1,160

[1]

138

[1]

347

[1]

755

[1]

Other investments

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

0

55

82

Premises, equipment and software costs

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

0

0

34

Intangible assets

8

'

7

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

0

0

0

Total fair value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

1,160

138

402

871

Gains (losses) in fair value adjustment

'

'

'

'

'

-57

[5]

-189

[6]

-166

[5]

-224

[6]

-35

[1],[5]

-10

[1],[6]

-106

[1],[5]

-30

[1],[6]

-5

[5],[7]

-11

[6],[7]

-28

[5],[7]

-21

[6],[7]

-17

[5],[7]

-168

[6],[8]

-23

[5],[7]

-169

[6],[8]

0

[5],[7]

0

[6],[7]

-9

[5],[7]

-4

[6],[7]

'

'

'

'

'

'

Additional Disclosures

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Pre-tax gain from subsequent increase in fair value of impaired assets

'

'

'

'

51

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Impairment losses

$182

$224

'

$98

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

[1]

Non-recurring changes in the fair value of loans held for investment or held for sale were calculated using recently executed transactions; market price quotations; valuation models that incorporate market observable inputs where possible, such as comparable loan or debt prices and credit default swap spread levels adjusted for any basis difference between cash and derivative instruments; or default recovery analysis where such transactions and quotations are unobservable.

[2]

Carrying values relate only to those assets that had fair value adjustments during the quarter ended September 30, 2013. These amounts do not include assets that had fair value adjustments during the nine months ended September 30, 2013, unless the assets also had a fair value adjustment during the quarter ended September 30, 2013.

[3]

Carrying values relate only to those assets that had fair value adjustments during the quarter ended September 30, 2012. These amounts do not include assets that had fair value adjustments during the nine months ended September 30, 2012, unless the assets also had a fair value adjustment during the quarter ended September 30, 2012.

[4]

The amount of the Company’s goodwill before accumulated impairments of $700 million, which included $673 million related to the Institutional Securities business segment and $27 million related to the Investment Management business segment, was $7,291 million and $7,350 million at September 30, 2013 and December 31, 2012, respectively.

[5]

Fair value adjustments related to Loans and losses related to Other investments are recorded within Other revenues whereas losses related to Premises, equipment and software costs and Intangible assets are recorded within Other expenses in the condensed consolidated statements of income. .

[6]

Losses are recorded within Other expenses in the condensed consolidated statements of income except for fair value adjustments related to Loans and losses related to Other investments, which are included in Other revenues.

[7]

Losses recorded were determined primarily using discounted cash flow models.

[8]

Losses were determined using discounted cash flow models and primarily represented the write-off of the carrying value of certain premises and software that were abandoned during the quarter ended September 30, 2012 in association with the Wealth Management JV integration.

Fair_Value_Disclosures_Financi

Fair Value Disclosures (Financial Instruments Not Carried at FV) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012		Sep. 30, 2012
Financial Assets:	'		'		'
Cash and due from banks	$14,333,000,000		$20,878,000,000		$18,239,000,000
Interest bearing deposits with banks	43,448,000,000		26,026,000,000		18,347,000,000
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements	37,392,000,000		30,970,000,000		'
Federal funds sold and securities purchased under agreements to resell	133,988,000,000		134,412,000,000		'
Securities borrowed	139,169,000,000		121,701,000,000		'
Customer and other receivables	57,710,000,000		64,288,000,000		'
Loans	37,734,000,000		29,046,000,000		'
Financial Liabilities	'		'		'
Deposits	104,807,000,000		83,266,000,000		'
Commercial paper and other short-term borrowings	2,333,000,000		2,138,000,000		'
Securities sold under agreement to repurchase	139,398,000,000		122,674,000,000		'
Securities loaned	32,807,000,000		36,849,000,000		'
Other secured financings	14,528,000,000	[1]	15,727,000,000	[1]	'
Customer and other payables	152,091,000,000		127,722,000,000		'
Long-term borrowings	157,805,000,000		169,571,000,000		'
Carrying Value	'		'		'
Financial Assets:	'		'		'
Cash and due from banks	14,333,000,000		20,878,000,000		'
Interest bearing deposits with banks	43,448,000,000		26,026,000,000		'
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements	37,392,000,000		30,970,000,000		'
Federal funds sold and securities purchased under agreements to resell	133,120,000,000		133,791,000,000		'
Securities borrowed	139,169,000,000		121,701,000,000		'
Customer and other receivables	53,636,000,000	[2]	59,702,000,000	[2]	'
Loans	37,734,000,000	[3]	29,046,000,000	[3]	'
Financial Liabilities	'		'		'
Deposits	103,396,000,000		81,781,000,000		'
Commercial paper and other short-term borrowings	710,000,000		1,413,000,000		'
Securities sold under agreement to repurchase	138,844,000,000		122,311,000,000		'
Securities loaned	32,807,000,000		36,849,000,000		'
Other secured financings	8,383,000,000		6,261,000,000		'
Customer and other payables	149,005,000,000	[2]	125,037,000,000	[2]	'
Long-term borrowings	121,086,000,000		125,527,000,000		'
Additional Disclosures	'		'		'
Lending commitments if fully funded	71,500,000,000		50,000,000,000		'
Fair Value	'		'		'
Financial Assets:	'		'		'
Cash and due from banks	14,333,000,000		20,878,000,000		'
Interest bearing deposits with banks	43,448,000,000		26,026,000,000		'
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements	37,392,000,000		30,970,000,000		'
Federal funds sold and securities purchased under agreements to resell	133,117,000,000		133,792,000,000		'
Securities borrowed	139,165,000,000		121,705,000,000		'
Customer and other receivables	53,512,000,000	[2]	59,634,000,000	[2]	'
Loans	37,697,000,000	[3]	27,263,000,000	[3]	'
Financial Liabilities	'		'		'
Deposits	103,396,000,000		81,781,000,000		'
Commercial paper and other short-term borrowings	710,000,000		1,413,000,000		'
Securities sold under agreement to repurchase	138,882,000,000		122,389,000,000		'
Securities loaned	32,868,000,000		37,163,000,000		'
Other secured financings	8,418,000,000		6,276,000,000		'
Customer and other payables	149,005,000,000	[2]	125,037,000,000	[2]	'
Long-term borrowings	124,727,000,000		126,683,000,000		'
Additional Disclosures	'		'		'
Unfunded lending commitments	864,000,000		755,000,000		'
Fair Value | Level 1	'		'		'
Financial Assets:	'		'		'
Cash and due from banks	14,333,000,000		20,878,000,000		'
Interest bearing deposits with banks	43,448,000,000		26,026,000,000		'
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements	37,392,000,000		30,970,000,000		'
Federal funds sold and securities purchased under agreements to resell	0		0		'
Securities borrowed	0		0		'
Customer and other receivables	0	[2]	0	[2]	'
Loans	0	[3]	0	[3]	'
Financial Liabilities	'		'		'
Deposits	0		0		'
Commercial paper and other short-term borrowings	0		0		'
Securities sold under agreement to repurchase	0		0		'
Securities loaned	0		0		'
Other secured financings	0		0		'
Customer and other payables	0	[2]	0	[2]	'
Long-term borrowings	0		0		'
Fair Value | Level 2	'		'		'
Financial Assets:	'		'		'
Cash and due from banks	0		0		'
Interest bearing deposits with banks	0		0		'
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements	0		0		'
Federal funds sold and securities purchased under agreements to resell	132,613,000,000		133,035,000,000		'
Securities borrowed	138,836,000,000		121,691,000,000		'
Customer and other receivables	47,964,000,000	[2]	53,532,000,000	[2]	'
Loans	9,807,000,000	[3]	5,307,000,000	[3]	'
Financial Liabilities	'		'		'
Deposits	103,396,000,000		81,781,000,000		'
Commercial paper and other short-term borrowings	656,000,000		1,107,000,000		'
Securities sold under agreement to repurchase	131,399,000,000		111,722,000,000		'
Securities loaned	31,999,000,000		35,978,000,000		'
Other secured financings	5,944,000,000		3,649,000,000		'
Customer and other payables	149,005,000,000	[2]	125,037,000,000	[2]	'
Long-term borrowings	116,945,000,000		116,511,000,000		'
Additional Disclosures	'		'		'
Unfunded lending commitments	787,000,000		543,000,000		'
Fair Value | Level 3	'		'		'
Financial Assets:	'		'		'
Cash and due from banks	0		0		'
Interest bearing deposits with banks	0		0		'
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements	0		0		'
Federal funds sold and securities purchased under agreements to resell	504,000,000		757,000,000		'
Securities borrowed	329,000,000		14,000,000		'
Customer and other receivables	5,548,000,000	[2]	6,102,000,000	[2]	'
Loans	27,890,000,000	[3]	21,956,000,000	[3]	'
Financial Liabilities	'		'		'
Deposits	0		0		'
Commercial paper and other short-term borrowings	54,000,000		306,000,000		'
Securities sold under agreement to repurchase	7,483,000,000		10,667,000,000		'
Securities loaned	869,000,000		1,185,000,000		'
Other secured financings	2,474,000,000		2,627,000,000		'
Customer and other payables	0	[2]	0	[2]	'
Long-term borrowings	7,782,000,000		10,172,000,000		'
Additional Disclosures	'		'		'
Unfunded lending commitments	$77,000,000		$212,000,000		'
[1]	Amounts include $6,145 million and $9,466 million at fair value at September 30, 2013 and December 31, 2012, respectively.
[2]	Accrued interest, fees and dividend receivables and payables where carrying value approximates fair value have been excluded.
[3]	Includes all loans measured at fair value on a non-recurring basis.

Securities_Available_for_Sale_1

Securities Available for Sale (Schedule of Available for Sale Securities) (Details) (USD $)	9 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Securities Available for Sale	'		'
Amortized Cost	$47,175		$39,612
Gross Unrealized Gains	120		277
Gross Unrealized Losses	429		20
Other-than-Temporary Impairment	0		0
Securities available for sale, at fair value	46,866		39,869
Debt Securities	'		'
Securities Available for Sale	'		'
Amortized Cost	47,160		39,597
Gross Unrealized Gains	120		277
Gross Unrealized Losses	428		13
Other-than-Temporary Impairment	0		0
Securities available for sale, at fair value	46,852		39,861
U.S. Government and Agency Securities	'		'
Securities Available for Sale	'		'
Amortized Cost	33,954		29,681
Gross Unrealized Gains	101		231
Gross Unrealized Losses	254		5
Other-than-Temporary Impairment	0		0
Securities available for sale, at fair value	33,801		29,907
U.S. Treasury Securities	'		'
Securities Available for Sale	'		'
Amortized Cost	19,856		14,351
Gross Unrealized Gains	65		109
Gross Unrealized Losses	80		2
Other-than-Temporary Impairment	0		0
Securities available for sale, at fair value	19,841		14,458
U.S. Agency Securities	'		'
Securities Available for Sale	'		'
Amortized Cost	14,098		15,330
Gross Unrealized Gains	36		122
Gross Unrealized Losses	174		3
Other-than-Temporary Impairment	0		0
Securities available for sale, at fair value	13,960		15,449
Corporate and Other Debt	'		'
Securities Available for Sale	'		'
Amortized Cost	13,206		9,916
Gross Unrealized Gains	19		46
Gross Unrealized Losses	174		8
Other-than-Temporary Impairment	0		0
Securities available for sale, at fair value	13,051		9,954
Agency	'		'
Securities Available for Sale	'		'
Amortized Cost	2,382		2,197
Gross Unrealized Gains	0		6
Gross Unrealized Losses	76		4
Other-than-Temporary Impairment	0		0
Securities available for sale, at fair value	2,306		2,199
Non-Agency	'		'
Securities Available for Sale	'		'
Amortized Cost	1,179		160
Gross Unrealized Gains	2		0
Gross Unrealized Losses	19		0
Other-than-Temporary Impairment	0		0
Securities available for sale, at fair value	1,162		160
Auto Loan Asset-backed Securities	'		'
Securities Available for Sale	'		'
Amortized Cost	2,046		1,993
Gross Unrealized Gains	1		4
Gross Unrealized Losses	3		1
Other-than-Temporary Impairment	0		0
Securities available for sale, at fair value	2,044		1,996
Corporate Bonds	'		'
Securities Available for Sale	'		'
Amortized Cost	3,562		2,891
Gross Unrealized Gains	4		13
Gross Unrealized Losses	54		3
Other-than-Temporary Impairment	0		0
Securities available for sale, at fair value	3,512		2,901
Collateralized Debt and Loan Obligations	'		'
Securities Available for Sale	'		'
Amortized Cost	1,087		'
Gross Unrealized Gains	0		'
Gross Unrealized Losses	14		'
Other-than-Temporary Impairment	0		'
Securities available for sale, at fair value	1,073		'
FFELP Student Loan Asset-backed Securities	'		'
Securities Available for Sale	'		'
Amortized Cost	2,950	[1]	2,675	[1]
Gross Unrealized Gains	12	[1]	23	[1]
Gross Unrealized Losses	8	[1]	0	[1]
Other-than-Temporary Impairment	0	[1]	0	[1]
Securities available for sale, at fair value	2,954	[1]	2,698	[1]
Percent of principal balance and interest guaranteed by the U.S. Department of Education	95.00%		95.00%
Equity Securities	'		'
Securities Available for Sale	'		'
Amortized Cost	15		15
Gross Unrealized Gains	0		0
Gross Unrealized Losses	1		7
Other-than-Temporary Impairment	0		0
Securities available for sale, at fair value	$14		$8
[1]	Amounts are backed by a guarantee from the U.S. Department of Education of at least 95% of the principal balance and interest on such loans.

Securities_Available_for_Sale_2

Securities Available for Sale (Schedule of Available for Sale Securities in an Unrealized Loss Position) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Securities Available for Sale	'	'
Fair Value, Less than 12 Months	$22,471	$5,255
Fair Value, 12 Months or Longer	667	27
Fair Value, Total	23,138	5,282
Gross Unrealized Losses, Less than 12 Months	408	20
Gross Unrealized Losses, 12 Months or Longer	21	0
Gross Unrealized Losses, Total	429	20
Debt Securities	'	'
Securities Available for Sale	'	'
Fair Value, Less than 12 Months	22,457	5,247
Fair Value, 12 Months or Longer	667	27
Fair Value, Total	23,124	5,274
Gross Unrealized Losses, Less than 12 Months	407	13
Gross Unrealized Losses, 12 Months or Longer	21	0
Gross Unrealized Losses, Total	428	13
U.S. Government and Agency Securities	'	'
Securities Available for Sale	'	'
Fair Value, Less than 12 Months	13,190	2,546
Fair Value, 12 Months or Longer	241	27
Fair Value, Total	13,431	2,573
Gross Unrealized Losses, Less than 12 Months	252	5
Gross Unrealized Losses, 12 Months or Longer	2	0
Gross Unrealized Losses, Total	254	5
U.S. Treasury Securities	'	'
Securities Available for Sale	'	'
Fair Value, Less than 12 Months	6,098	1,012
Fair Value, 12 Months or Longer	0	0
Fair Value, Total	6,098	1,012
Gross Unrealized Losses, Less than 12 Months	80	2
Gross Unrealized Losses, 12 Months or Longer	0	0
Gross Unrealized Losses, Total	80	2
U.S. Agency Securities	'	'
Securities Available for Sale	'	'
Fair Value, Less than 12 Months	7,092	1,534
Fair Value, 12 Months or Longer	241	27
Fair Value, Total	7,333	1,561
Gross Unrealized Losses, Less than 12 Months	172	3
Gross Unrealized Losses, 12 Months or Longer	2	0
Gross Unrealized Losses, Total	174	3
Corporate and Other Debt	'	'
Securities Available for Sale	'	'
Fair Value, Less than 12 Months	9,267	2,701
Fair Value, 12 Months or Longer	426	0
Fair Value, Total	9,693	2,701
Gross Unrealized Losses, Less than 12 Months	155	8
Gross Unrealized Losses, 12 Months or Longer	19	0
Gross Unrealized Losses, Total	174	8
Agency	'	'
Securities Available for Sale	'	'
Fair Value, Less than 12 Months	2,099	1,057
Fair Value, 12 Months or Longer	208	0
Fair Value, Total	2,307	1,057
Gross Unrealized Losses, Less than 12 Months	62	4
Gross Unrealized Losses, 12 Months or Longer	14	0
Gross Unrealized Losses, Total	76	4
Non-Agency	'	'
Securities Available for Sale	'	'
Fair Value, Less than 12 Months	947	'
Fair Value, 12 Months or Longer	0	'
Fair Value, Total	947	'
Gross Unrealized Losses, Less than 12 Months	18	'
Gross Unrealized Losses, 12 Months or Longer	1	'
Gross Unrealized Losses, Total	19	'
Auto Loan Asset-backed Securities	'	'
Securities Available for Sale	'	'
Fair Value, Less than 12 Months	1,189	710
Fair Value, 12 Months or Longer	65	0
Fair Value, Total	1,254	710
Gross Unrealized Losses, Less than 12 Months	3	1
Gross Unrealized Losses, 12 Months or Longer	0	0
Gross Unrealized Losses, Total	3	1
Corporate Bonds	'	'
Securities Available for Sale	'	'
Fair Value, Less than 12 Months	2,708	934
Fair Value, 12 Months or Longer	119	0
Fair Value, Total	2,827	934
Gross Unrealized Losses, Less than 12 Months	50	3
Gross Unrealized Losses, 12 Months or Longer	4	0
Gross Unrealized Losses, Total	54	3
Collateralized Debt and Loan Obligations	'	'
Securities Available for Sale	'	'
Fair Value, Less than 12 Months	1,073	'
Fair Value, 12 Months or Longer	0	'
Fair Value, Total	1,073	'
Gross Unrealized Losses, Less than 12 Months	14	'
Gross Unrealized Losses, 12 Months or Longer	0	'
Gross Unrealized Losses, Total	14	'
FFELP Student Loan Asset-backed Securities	'	'
Securities Available for Sale	'	'
Fair Value, Less than 12 Months	1,251	'
Fair Value, 12 Months or Longer	34	'
Fair Value, Total	1,285	'
Gross Unrealized Losses, Less than 12 Months	8	'
Gross Unrealized Losses, 12 Months or Longer	0	'
Gross Unrealized Losses, Total	8	'
Equity Securities	'	'
Securities Available for Sale	'	'
Fair Value, Less than 12 Months	14	8
Fair Value, 12 Months or Longer	0	0
Fair Value, Total	14	8
Gross Unrealized Losses, Less than 12 Months	1	7
Gross Unrealized Losses, 12 Months or Longer	0	0
Gross Unrealized Losses, Total	$1	$7

Securities_Available_for_Sale_3

Securities Available for Sale (Schedule of Amortized Cost and Fair Value of Available for Sale Debt Securities by Contractual Date) (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013
Amortized Cost	'
Amortized cost, total	$47,160
Fair Value	'
Fair value, total	46,852
Annualized Average Yield	'
Annualized average yield, total	1.00%
U.S. Government and Agency Securities	'
Amortized Cost	'
Amortized cost, total	33,954
Fair Value	'
Fair value, total	33,801
Annualized Average Yield	'
Annualized average yield, total	0.90%
U.S. Treasury Securities	'
Amortized Cost	'
Amortized cost, due within 1 year	3,153
Amortized cost, after 1 year through 5 years	16,510
Amortized cost, after 5 years through 10 years	193
Amortized cost, total	19,856
Fair Value	'
Fair value, due within 1 year	3,159
Fair value, after 1 year through 5 years	16,489
Fair value, after 5 years through 10 years	193
Fair value, total	19,841
Annualized Average Yield	'
Annualized average yield, due within 1 year	0.30%
Annualized average yield, after 1 year through 5 years	0.80%
Annualized average yield, after 5 years through 10 years	2.00%
U.S. Agency Securities	'
Amortized Cost	'
Amortized cost, after 5 years through 10 years	2,396
Amortized cost, after 10 years	11,702
Amortized cost, total	14,098
Fair Value	'
Fair value, after 5 years through 10 years	2,393
Fair value, after 10 years	11,567
Fair value, total	13,960
Annualized Average Yield	'
Annualized average yield, after 5 years through 10 years	1.30%
Annualized average yield, after 10 years	1.30%
Corporate and Other Debt	'
Amortized Cost	'
Amortized cost, total	13,206
Fair Value	'
Fair value, total	13,051
Annualized Average Yield	'
Annualized average yield, total	1.20%
Agency	'
Amortized Cost	'
Amortized cost, after 1 year through 5 years	540
Amortized cost, after 5 years through 10 years	530
Amortized cost, after 10 years	1,312
Amortized cost, total	2,382
Fair Value	'
Fair value, after 1 year through 5 years	534
Fair value, after 5 years through 10 years	517
Fair value, after 10 years	1,255
Fair value, total	2,306
Annualized Average Yield	'
Annualized average yield, after 1 year through 5 years	0.90%
Annualized average yield, after 5 years through 10 years	1.00%
Annualized average yield, after 10 years	1.50%
Non-Agency	'
Amortized Cost	'
Amortized cost, after 1 year through 5 years	114
Amortized cost, after 5 years through 10 years	60
Amortized cost, after 10 years	1,005
Amortized cost, total	1,179
Fair Value	'
Fair value, after 1 year through 5 years	111
Fair value, after 5 years through 10 years	59
Fair value, after 10 years	992
Fair value, total	1,162
Annualized Average Yield	'
Annualized average yield, after 1 year through 5 years	1.10%
Annualized average yield, after 5 years through 10 years	1.40%
Annualized average yield, after 10 years	1.60%
Auto Loan Asset-backed Securities	'
Amortized Cost	'
Amortized cost, after 1 year through 5 years	1,921
Amortized cost, after 5 years through 10 years	125
Amortized cost, total	2,046
Fair Value	'
Fair value, after 1 year through 5 years	1,919
Fair value, after 5 years through 10 years	125
Fair value, total	2,044
Annualized Average Yield	'
Annualized average yield, after 1 year through 5 years	0.70%
Annualized average yield, after 5 years through 10 years	0.80%
Corporate Bonds	'
Amortized Cost	'
Amortized cost, due within 1 year	111
Amortized cost, after 1 year through 5 years	2,702
Amortized cost, after 5 years through 10 years	749
Amortized cost, total	3,562
Fair Value	'
Fair value, due within 1 year	111
Fair value, after 1 year through 5 years	2,678
Fair value, after 5 years through 10 years	723
Fair value, total	3,512
Annualized Average Yield	'
Annualized average yield, due within 1 year	0.60%
Annualized average yield, after 1 year through 5 years	1.20%
Annualized average yield, after 5 years through 10 years	2.10%
Collateralized Debt and Loan Obligations	'
Amortized Cost	'
Amortized cost, after 1 year through 5 years	50
Amortized cost, after 10 years	1,037
Amortized cost, total	1,087
Fair Value	'
Fair value, after 1 year through 5 years	49
Fair value, after 10 years	1,024
Fair value, total	1,073
Annualized Average Yield	'
Annualized average yield, after 1 year through 5 years	1.70%
Annualized average yield, after 10 years	1.40%
FFELP Student Loan Asset-backed Securities	'
Amortized Cost	'
Amortized cost, after 1 year through 5 years	85
Amortized cost, after 5 years through 10 years	610
Amortized cost, after 10 years	2,255
Amortized cost, total	2,950
Fair Value	'
Fair value, after 1 year through 5 years	85
Fair value, after 5 years through 10 years	611
Fair value, after 10 years	2,258
Fair value, total	$2,954
Annualized Average Yield	'
Annualized average yield, after 1 year through 5 years	0.70%
Annualized average yield, after 5 years through 10 years	0.90%
Annualized average yield, after 10 years	1.00%

Securities_Available_for_Sale_4

Securities Available for Sale (Schedule of Proceeds of Sale of Securities Available for Sale) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Available-for-sale Securities [Abstract]	'	'	'	'
Gross realized gains	$6	$31	$47	$56
Gross realized losses	$1	$0	$4	$3

Collateralized_Transactions_Na

Collateralized Transactions (Narrative) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Billions, unless otherwise specified
Customer margin loans outstanding	$21.90	$24
Fair value of financial instruments received as collateral where the Company is permitted to sell or repledge the securities	574	560
Fair value of financial instruments received as collateral where the Company has sold or repledged	$424	$397

Collateralized_Transactions_Ba

Collateralized Transactions (Balance Sheet Offsetting) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
Federal Funds Sold and Securities Purchased under Agreements to Resell	'		'
Gross amount	$211,457,000,000	[1]	$203,448,000,000	[2]
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-77,469,000,000	[3]	-69,036,000,000	[3]
Net amount presented in the Condensed Consolidated Statements of Financial Condition	133,988,000,000		134,412,000,000
Financial instruments not offset in the Condensed Consolidated Statements of Financial Condition	-127,980,000,000	[4]	-126,303,000,000	[4]
Net exposure	6,008,000,000		8,109,000,000
Securities Borrowed	'		'
Gross amount	145,647,000,000	[1]	127,002,000,000	[2]
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-6,478,000,000	[3]	-5,301,000,000	[3]
Net amount presented in the Condensed Consolidated Statements of Financial Condition	139,169,000,000		121,701,000,000
Financial instruments not offset in the Condensed Consolidated Statements of Financial Condition	-122,345,000,000	[4]	-105,849,000,000	[4]
Net exposure	16,824,000,000		15,852,000,000
Securities Sold under Agreements to Repurchase	'		'
Gross amount	216,867,000,000	[1]	191,710,000,000	[2]
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-77,469,000,000	[3]	-69,036,000,000	[3]
Net amount presented in the Condensed Consolidated Statements of Financial Condition	139,398,000,000		122,674,000,000
Financial instruments not offset in the Condensed Consolidated Statements of Financial Condition	-105,061,000,000	[4]	-103,521,000,000	[4]
Net exposure	34,337,000,000		19,153,000,000
Securities Loaned	'		'
Gross amount	39,285,000,000	[1]	42,150,000,000	[2]
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-6,478,000,000	[3]	-5,301,000,000	[3]
Net amount presented in the Condensed Consolidated Statements of Financial Condition	32,807,000,000		36,849,000,000
Financial instruments not offset in the Condensed Consolidated Statements of Financial Condition	-31,857,000,000	[4]	-30,395,000,000	[4]
Net exposure	950,000,000		6,454,000,000
Federal funds sold and securities purchased under agreements to resell, which are either not subject to master netting agreements or collateral agreements, or are subject to such agreements but the entity has not determined the agreements to be legally enforceable	5,300,000,000		7,400,000,000
Securities borrowed, which are either not subject to master netting agreements or collateral agreements, or are subject to such agreements but the entity has not determined the agreements to be legally enforceable	12,500,000,000		8,600,000,000
Securities sold under agreements to repurchase, which are either not subject to master netting agreements or collateral agreements, or are subject to such agreements but the entity has not determined the agreements to be legally enforceable	33,000,000,000		17,500,000,000
Securities loaned, which are either not subject to master netting agreements or collateral agreements, or are subject to such agreements but the entity has not determined the agreements to be legally enforceable	'		$600,000,000
[1]	Amounts include $5.3 billion of Federal funds sold and securities purchased under agreements to resell, $12.5 billion of Securities borrowed and $33.0 billion of Securities sold under agreements to repurchase which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable.
[2]	Amounts include $7.4 billion of Federal funds sold and securities purchased under agreements to resell, $8.6 billion of Securities borrowed, $17.5 billion of Securities sold under agreements to repurchase and $0.6 billion of Securities loaned which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable.
[3]	Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default and where certain other criteria are met in accordance with applicable offsetting accounting guidance.
[4]	Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default but where certain other criteria are not met in accordance with applicable offsetting accounting guidance.

Collateralized_Transactions_Fi

Collateralized Transactions (Financial Instruments Owned That Have Been Loaned Or Pledged To Counterparties) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Trading assets	$46,991	$56,908
U.S. Government and Agency Securities	'	'
Trading assets	19,501	15,273
Other Sovereign Government Obligations	'	'
Trading assets	4,047	3,278
Corporate and Other Debt	'	'
Trading assets	13,173	11,980
Corporate Equities	'	'
Trading assets	$10,270	$26,377

Collateralized_Transactions_Ca

Collateralized Transactions (Cash And Securities Deposited With Clearing Organizations Or Segregated Under Federal And Other Regulations Or Requirements) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Collateralized Transactions	'		'
Cash Reserve Deposit Required and Made	$37,392		$30,970
Securities	12,922	[1]	13,424	[1]
Total	$50,314		$44,394
[1]	Securities deposited with clearing organizations or segregated under federal and other regulations or requirements are sourced from Federal funds sold and securities purchased under agreements to resell and Trading assets in the condensed consolidated statements of financial condition.

Variable_Interest_Entities_and2

Variable Interest Entities and Securitization Activities (Narrative) (Details) (USD $)	9 Months Ended		12 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Nonredeemable noncontrolling interests	$3,113,000,000	'	$3,319,000,000
Additional maximum exposure to loss	68,000,000	'	58,000,000
Securities issued by SPEs	10,200,000,000	'	'
Proceeds from new securitization transactions	18,800,000,000	13,700,000,000	'
Proceeds from cash flows from retained interests in securitization transactions	3,800,000,000	3,200,000,000	'
Servicing advances, net of reserves	88,000,000	'	49,000,000
Mortgage servicing rights	8,000,000	'	7,000,000
Residential Mortgage Loans	'	'	'
Securities issued by SPEs	6,000,000,000	'	'
U.S. Agency Collateralized Mortgage Obligations	'	'	'
Securities issued by SPEs	900,000,000	'	'
Commercial Mortgage Loans	'	'	'
Securities issued by SPEs	1,000,000,000	'	'
Collateralized Debt Obligations	'	'	'
Securities issued by SPEs	400,000,000	'	'
Other Consumer Loans	'	'	'
Securities issued by SPEs	1,900,000,000	'	'
Managed Real Estate Partnerships	'	'	'
Nonredeemable noncontrolling interests	$1,742,000,000	'	$1,804,000,000

Variable_Interest_Entities_and3

Variable Interest Entities and Securitization Activities (Consolidated VIEs) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Mortgage and Asset-Backed Securitizations	'	'
Variable Interest Entity	'	'
VIE assets	$752	$978
VIE liabilities	423	646
Collateralized Debt Obligations	'	'
Variable Interest Entity	'	'
VIE assets	0	52
VIE liabilities	86	16
Managed Real Estate Partnerships	'	'
Variable Interest Entity	'	'
VIE assets	2,269	2,394
VIE liabilities	59	83
Other Structured Financings	'	'
Variable Interest Entity	'	'
VIE assets	1,187	983
VIE liabilities	66	65
Other	'	'
Variable Interest Entity	'	'
VIE assets	1,343	1,676
VIE liabilities	$163	$313

Variable_Interest_Entities_and4

Variable Interest Entities and Securitization Activities (Non-Consolidated VIEs) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Mortgage and Asset-Backed Securities	'		'
Variable Interest Entity	'		'
VIE assets that the Company does not consolidate (unpaid principal balance)	$163,017	[1]	$251,689	[2]
Maximum exposure to loss	14,267		22,500
Mortgage and Asset-Backed Securities | Assets	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	14,267		22,436
Mortgage and Asset-Backed Securities | Liabilities	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	0		11
Mortgage and Asset-Backed Securities | Debt and Equity Interests	'		'
Variable Interest Entity	'		'
Maximum exposure to loss	14,257	[3]	22,280	[4]
Mortgage and Asset-Backed Securities | Debt and Equity Interests | Assets	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	14,257	[3]	22,280	[4]
Mortgage and Asset-Backed Securities | Derivative and Other Contracts	'		'
Variable Interest Entity	'		'
Maximum exposure to loss	10		154
Mortgage and Asset-Backed Securities | Derivative and Other Contracts | Assets	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	10		156
Mortgage and Asset-Backed Securities | Derivative and Other Contracts | Liabilities	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	0		11
Mortgage and Asset-Backed Securities | Commitments, Guarantees and Other	'		'
Variable Interest Entity	'		'
Maximum exposure to loss	0		66
Mortgage and Asset-Backed Securities | Commitments, Guarantees and Other | Liabilities	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	0		0
Residential Mortgage	'		'
Variable Interest Entity	'		'
VIE assets that the Company does not consolidate (unpaid principal balance)	17,200		18,300
Residential Mortgage | Debt and Equity Interests	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	1,700		1,000
Commercial Mortgage	'		'
Variable Interest Entity	'		'
VIE assets that the Company does not consolidate (unpaid principal balance)	47,500		53,800
Commercial Mortgage | Debt and Equity Interests	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	1,100		1,500
U.S. Agency Collateralized Mortgage Obligations	'		'
Variable Interest Entity	'		'
VIE assets that the Company does not consolidate (unpaid principal balance)	56,900		126,300
U.S. Agency Collateralized Mortgage Obligations | Debt and Equity Interests	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	7,500		14,800
Other Consumer and Commercial Loans	'		'
Variable Interest Entity	'		'
VIE assets that the Company does not consolidate (unpaid principal balance)	41,400		53,300
Other Consumer and Commercial Loans | Debt and Equity Interests	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	4,000		5,000
Collateralized Debt Obligations	'		'
Variable Interest Entity	'		'
VIE assets that the Company does not consolidate (unpaid principal balance)	26,153	[1]	13,178	[2]
Maximum exposure to loss	2,085		1,224
Collateralized Debt Obligations | Assets	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	1,924		1,181
Collateralized Debt Obligations | Liabilities	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	2		2
Collateralized Debt Obligations | Debt and Equity Interests	'		'
Variable Interest Entity	'		'
Maximum exposure to loss	1,920	[3]	1,173	[4]
Collateralized Debt Obligations | Debt and Equity Interests | Assets	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	1,920	[3]	1,173	[4]
Collateralized Debt Obligations | Derivative and Other Contracts	'		'
Variable Interest Entity	'		'
Maximum exposure to loss	23		51
Collateralized Debt Obligations | Derivative and Other Contracts | Assets	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	4		8
Collateralized Debt Obligations | Derivative and Other Contracts | Liabilities	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	2		2
Collateralized Debt Obligations | Commitments, Guarantees and Other	'		'
Variable Interest Entity	'		'
Maximum exposure to loss	142		0
Collateralized Debt Obligations | Commitments, Guarantees and Other | Liabilities	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	0		0
Municipal Tender Option Bonds	'		'
Variable Interest Entity	'		'
VIE assets that the Company does not consolidate (unpaid principal balance)	3,129	[1]	3,390	[2]
Maximum exposure to loss	1,996		2,158
Municipal Tender Option Bonds | Assets	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	25		4
Municipal Tender Option Bonds | Liabilities	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	1		0
Municipal Tender Option Bonds | Debt and Equity Interests	'		'
Variable Interest Entity	'		'
Maximum exposure to loss	21	[3]	0	[4]
Municipal Tender Option Bonds | Debt and Equity Interests | Assets	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	21	[3]	0	[4]
Municipal Tender Option Bonds | Derivative and Other Contracts	'		'
Variable Interest Entity	'		'
Maximum exposure to loss	1,975		2,158
Municipal Tender Option Bonds | Derivative and Other Contracts | Assets	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	4		4
Municipal Tender Option Bonds | Derivative and Other Contracts | Liabilities	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	1		0
Municipal Tender Option Bonds | Commitments, Guarantees and Other	'		'
Variable Interest Entity	'		'
Maximum exposure to loss	0		0
Municipal Tender Option Bonds | Commitments, Guarantees and Other | Liabilities	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	0		0
Other Structured Financings	'		'
Variable Interest Entity	'		'
VIE assets that the Company does not consolidate (unpaid principal balance)	1,802	[1]	1,811	[2]
Maximum exposure to loss	1,727		1,732
Other Structured Financings | Assets	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	670		663
Other Structured Financings | Liabilities	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	9		12
Other Structured Financings | Debt and Equity Interests	'		'
Variable Interest Entity	'		'
Maximum exposure to loss	1,071	[3]	1,053	[4]
Other Structured Financings | Debt and Equity Interests | Assets	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	670	[3]	663	[4]
Other Structured Financings | Derivative and Other Contracts	'		'
Variable Interest Entity	'		'
Maximum exposure to loss	0		0
Other Structured Financings | Derivative and Other Contracts | Assets	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	0		0
Other Structured Financings | Derivative and Other Contracts | Liabilities	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	0		0
Other Structured Financings | Commitments, Guarantees and Other	'		'
Variable Interest Entity	'		'
Maximum exposure to loss	656		679
Other Structured Financings | Commitments, Guarantees and Other | Liabilities	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	9		12
Other	'		'
Variable Interest Entity	'		'
VIE assets that the Company does not consolidate (unpaid principal balance)	10,036	[1]	14,029	[2]
Maximum exposure to loss	3,769		4,333
Other | Assets	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	3,038		3,561
Other | Liabilities	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	55		172
Other | Debt and Equity Interests	'		'
Variable Interest Entity	'		'
Maximum exposure to loss	2,965	[3]	3,387	[4]
Other | Debt and Equity Interests | Assets	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	2,965	[3]	3,387	[4]
Other | Derivative and Other Contracts	'		'
Variable Interest Entity	'		'
Maximum exposure to loss	164		562
Other | Derivative and Other Contracts | Assets	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	73		174
Other | Derivative and Other Contracts | Liabilities	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	55		172
Other | Commitments, Guarantees and Other	'		'
Variable Interest Entity	'		'
Maximum exposure to loss	640		384
Other | Commitments, Guarantees and Other | Liabilities	'		'
Variable Interest Entity	'		'
Carrying value of exposure to loss	$0		$0
[1]	Mortgage and asset-backed securitizations include VIE assets as follows: $17.2 billion of residential mortgages; $47.5 billion of commercial mortgages; $56.9 billion of U.S. agency collateralized mortgage obligations; and $41.4 billion of other consumer or commercial loans.
[2]	Mortgage and asset-backed securitizations include VIE assets as follows: $18.3 billion of residential mortgages; $53.8 billion of commercial mortgages; $126.3 billion of U.S. agency collateralized mortgage obligations; and $53.3 billion of other consumer or commercial loans.
[3]	Mortgage and asset-backed securitizations include VIE debt and equity interests as follows: $1.7 billion of residential mortgages; $1.1 billion of commercial mortgages; $7.5 billion of U.S. agency collateralized mortgage obligations; and $4.0 billion of other consumer or commercial loans.
[4]	Mortgage and asset-backed securitizations include VIE debt and equity interests as follows: $1.0 billion of residential mortgages; $1.5 billion of commercial mortgages; $14.8 billion of U.S. agency collateralized mortgage obligations; and $5.0 billion of other consumer or commercial loans.

Variable_Interest_Entities_and5

Variable Interest Entities and Securitization Activities (Information Regarding SPEs) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Derivative assets (fair value)	$35,438		$36,197
Special Purpose Entities	'		'
Retained interests (fair value)	2,384		3,212
Interests purchased in the secondary market (fair value)	666		801
Derivative assets (fair value)	852		1,127
Derivative liabilities (fair value)	186		325
Special Purpose Entities | Investment Grade	'		'
Retained interests (fair value)	708		1,546
Interests purchased in the secondary market (fair value)	462		623
Special Purpose Entities | Noninvestment Grade	'		'
Retained interests (fair value)	1,676		1,666
Interests purchased in the secondary market (fair value)	204		178
Special Purpose Entities | Residential Mortgage	'		'
SPE assets (unpaid principal balance)	33,610	[1]	36,750	[1]
Retained interests (fair value)	128		55
Interests purchased in the secondary market (fair value)	86		124
Derivative assets (fair value)	0		2
Derivative liabilities (fair value)	2		22
Special Purpose Entities | Residential Mortgage | Investment Grade	'		'
Retained interests (fair value)	0		1
Interests purchased in the secondary market (fair value)	4		11
Special Purpose Entities | Residential Mortgage | Noninvestment Grade	'		'
Retained interests (fair value)	128		54
Interests purchased in the secondary market (fair value)	82		113
Special Purpose Entities | Commercial Mortgage Loans	'		'
SPE assets (unpaid principal balance)	54,648	[1]	70,824	[1]
Retained interests (fair value)	236		186
Interests purchased in the secondary market (fair value)	137		158
Derivative assets (fair value)	729		948
Derivative liabilities (fair value)	0		0
Special Purpose Entities | Commercial Mortgage Loans | Investment Grade	'		'
Retained interests (fair value)	10		77
Interests purchased in the secondary market (fair value)	80		124
Special Purpose Entities | Commercial Mortgage Loans | Noninvestment Grade	'		'
Retained interests (fair value)	226		109
Interests purchased in the secondary market (fair value)	57		34
Special Purpose Entities | U.S. Agency Collateralized Mortgage Obligations	'		'
SPE assets (unpaid principal balance)	18,348	[1]	17,787	[1]
Retained interests (fair value)	698		1,468
Interests purchased in the secondary market (fair value)	27		99
Derivative assets (fair value)	0		0
Derivative liabilities (fair value)	0		0
Special Purpose Entities | U.S. Agency Collateralized Mortgage Obligations | Investment Grade	'		'
Retained interests (fair value)	698		1,468
Interests purchased in the secondary market (fair value)	27		99
Special Purpose Entities | U.S. Agency Collateralized Mortgage Obligations | Noninvestment Grade	'		'
Retained interests (fair value)	0		0
Interests purchased in the secondary market (fair value)	0		0
Special Purpose Entities | Credit-Linked Notes and Other	'		'
SPE assets (unpaid principal balance)	12,436	[1]	14,701	[1]
Retained interests (fair value)	1,322		1,503
Interests purchased in the secondary market (fair value)	416		420
Derivative assets (fair value)	123		177
Derivative liabilities (fair value)	184		303
Special Purpose Entities | Credit-Linked Notes and Other | Investment Grade	'		'
Retained interests (fair value)	0		0
Interests purchased in the secondary market (fair value)	351		389
Special Purpose Entities | Credit-Linked Notes and Other | Noninvestment Grade	'		'
Retained interests (fair value)	1,322		1,503
Interests purchased in the secondary market (fair value)	$65		$31
[1]	Amounts include assets transferred by unrelated transferors.

Variable_Interest_Entities_and6

Variable Interest Entities and Securitization Activities (Fair Value of Assets and Liabilities) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Derivative assets (fair value)	$35,438	$36,197
Special Purpose Entities	'	'
Retained interests (fair value)	2,384	3,212
Interests purchased in the secondary market (fair value)	666	801
Derivative assets (fair value)	852	1,127
Derivative liabilities (fair value)	186	325
Special Purpose Entities | Level 1	'	'
Retained interests (fair value)	0	0
Interests purchased in the secondary market (fair value)	0	0
Derivative assets (fair value)	0	0
Derivative liabilities (fair value)	0	0
Special Purpose Entities | Level 2	'	'
Retained interests (fair value)	906	1,560
Interests purchased in the secondary market (fair value)	633	756
Derivative assets (fair value)	624	774
Derivative liabilities (fair value)	172	295
Special Purpose Entities | Level 3	'	'
Retained interests (fair value)	1,478	1,652
Interests purchased in the secondary market (fair value)	33	45
Derivative assets (fair value)	228	353
Derivative liabilities (fair value)	14	30
Special Purpose Entities | Investment Grade	'	'
Retained interests (fair value)	708	1,546
Interests purchased in the secondary market (fair value)	462	623
Special Purpose Entities | Investment Grade | Level 1	'	'
Retained interests (fair value)	0	0
Interests purchased in the secondary market (fair value)	0	0
Special Purpose Entities | Investment Grade | Level 2	'	'
Retained interests (fair value)	708	1,476
Interests purchased in the secondary market (fair value)	454	617
Special Purpose Entities | Investment Grade | Level 3	'	'
Retained interests (fair value)	0	70
Interests purchased in the secondary market (fair value)	8	6
Special Purpose Entities | Noninvestment Grade	'	'
Retained interests (fair value)	1,676	1,666
Interests purchased in the secondary market (fair value)	204	178
Special Purpose Entities | Noninvestment Grade | Level 1	'	'
Retained interests (fair value)	0	0
Interests purchased in the secondary market (fair value)	0	0
Special Purpose Entities | Noninvestment Grade | Level 2	'	'
Retained interests (fair value)	198	84
Interests purchased in the secondary market (fair value)	179	139
Special Purpose Entities | Noninvestment Grade | Level 3	'	'
Retained interests (fair value)	1,478	1,582
Interests purchased in the secondary market (fair value)	$25	$39

Variable_Interest_Entities_and7

Variable Interest Entities and Securitization Activities (Transfers of Assets Treated as Secured Financings) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Credit-Linked Notes	'	'
Assets, carrying value	$48	$283
Liabilities, carrying value	41	222
Equity-Linked Transactions	'	'
Assets, carrying value	39	422
Liabilities, carrying value	35	405
Other	'	'
Assets, carrying value	360	29
Liabilities, carrying value	$359	$28

Variable_Interest_Entities_and8

Variable Interest Entities and Securitization Activities (Mortgage Servicing Activities for SPEs) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Amounts past due 90 days or greater (unpaid principal balance)	$1,158		$840
Unconsolidated SPEs | Residential Mortgage	'		'
Assets serviced (unpaid principal balance)	780		821
Amounts past due 90 days or greater (unpaid principal balance)	75	[1]	86	[1]
Percentage of amounts past due 90 days or greater	9.60%	[1]	10.40%	[1]
Credit losses	2		3
Unconsolidated SPEs | Commercial Mortgage	'		'
Assets serviced (unpaid principal balance)	4,041		4,760
Amounts past due 90 days or greater (unpaid principal balance)	0	[1]	0	[1]
Percentage of amounts past due 90 days or greater	0.00%	[1]	0.00%	[1]
Credit losses	0		0
Consolidated SPEs | Residential Mortgage	'		'
Assets serviced (unpaid principal balance)	818		1,141
Amounts past due 90 days or greater (unpaid principal balance)	45	[1]	43	[1]
Percentage of amounts past due 90 days or greater	5.50%	[1]	3.80%	[1]
Credit losses	$12		$2
[1]	Amounts include loans that are at least 90 days contractually delinquent, loans for which the borrower has filed for bankruptcy, loans in foreclosure and real estate owned.

Financing_Receivables_Loans_He

Financing Receivables (Loans Held for Investment) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Loans Held-for-investment	'	'	'	'
Loans held for investments, gross of allowances for loan losses	$33,138	$24,023	'	'
Allowance for loan losses	-166	-106	-101	-17
Loans held for investment, net of allowances for loan losses	32,972	23,917	'	'
Loans Impaired	'	'	'	'
Percent of loan portfolio that is current	99.00%	99.00%	'	'
Loans held for sale	4,762	5,129	'	'
Commercial and Industrial	'	'	'	'
Loans Held-for-investment	'	'	'	'
Loans held for investments, gross of allowances for loan losses	11,953	9,449	'	'
Allowance for loan losses	-148	-96	-88	-14
Loans Impaired	'	'	'	'
Impaired loans	117	19	'	'
Consumer Loans	'	'	'	'
Loans Held-for-investment	'	'	'	'
Loans held for investments, gross of allowances for loan losses	10,299	7,618	'	'
Allowance for loan losses	-1	-3	-7	-1
Residential Real Estate Loans	'	'	'	'
Loans Held-for-investment	'	'	'	'
Loans held for investments, gross of allowances for loan losses	8,784	6,630	'	'
Allowance for loan losses	-4	-5	-3	-1
Loans Impaired	'	'	'	'
Impaired loans	'	1	'	'
Wholesale Real Estate Loans	'	'	'	'
Loans Held-for-investment	'	'	'	'
Loans held for investments, gross of allowances for loan losses	2,102	326	'	'
Allowance for loan losses	-13	-2	-3	-1
Loans Impaired	'	'	'	'
Impaired loans	4	'	'	'
Commercial Asset-backed and Wholesale Real Estate Loans | Doubtful	'	'	'	'
Loans Held-for-investment	'	'	'	'
Loans held for investment, net of allowances for loan losses	$21	$25	'	'

Financing_Receivables_Loans_an

Financing Receivables (Loans and Lending-related Commitments) (Details) (USD $)

9 Months Ended

3 Months Ended

9 Months Ended

9 Months Ended

9 Months Ended

9 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Other Revenues

Other Revenues

Other Non-interest Expenses

Other Non-interest Expenses

Commercial and Industrial

Commercial and Industrial

Commercial and Industrial

Consumer Loans

Consumer Loans

Consumer Loans

Residential Real Estate Loans

Residential Real Estate Loans

Residential Real Estate Loans

Wholesale Real Estate Loans

Wholesale Real Estate Loans

Wholesale Real Estate Loans

Allowance for loan losses rollforward

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Beginning balance

$106

$17

'

'

'

'

'

$96

$14

'

$3

$1

'

$5

$1

'

$2

$1

'

Gross charge-offs

-15

-12

'

'

'

'

'

-12

-12

'

0

0

'

-1

0

'

-2

0

'

Gross recoveries

'

11

'

'

'

'

'

'

0

'

'

0

'

'

0

'

'

11

'

Net charge-offs

-15

-1

'

'

'

'

'

-12

-12

'

0

0

'

-1

0

'

-2

11

'

Provision for loan losses

75

85

'

41

31

'

'

64

86

'

-2

6

'

0

2

'

13

-9

'

Ending balance

166

101

'

'

'

'

'

148

88

'

1

7

'

4

3

'

13

3

'

Loans, additional information

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance, collectively evaluated for impairment

143

'

104

'

'

'

'

129

'

94

1

'

3

4

'

5

9

'

2

Allowance, individually evaluated for impairment

23

'

2

'

'

'

'

19

'

2

0

'

0

0

'

0

4

'

0

Loans, collectively evaluated for impairment

32,993

'

23,992

'

'

'

'

11,826

'

9,419

10,299

'

7,618

8,776

'

6,629

2,092

'

326

Loans, individually evaluated for impairment

145

'

31

'

'

'

'

127

'

30

0

'

0

8

'

1

10

'

0

Total loans evaluated for impairment

33,138

'

24,023

'

'

'

'

11,953

'

9,449

10,299

'

7,618

8,784

'

6,630

2,102

'

326

Allowance for lending-related commitments rollforward

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Beginning balance

91

24

'

'

'

'

'

90

19

'

0

3

'

0

0

'

1

2

'

Provision for lending-related commitments

41

42

'

'

'

12

34

41

43

'

0

-1

'

0

0

'

0

0

'

Other

-10

'

'

'

'

'

'

-10

'

'

0

'

'

0

'

'

0

'

'

Ending balance

122

66

'

'

'

'

'

121

62

'

0

2

'

0

0

'

1

2

'

Lending-related commitments, additional information

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance, collectively evaluated for impairment

122

'

87

'

'

'

'

121

'

86

0

'

0

0

'

0

1

'

1

Allowance, individually evaluated for impairment

0

'

4

'

'

'

'

0

'

4

0

'

0

0

'

0

0

'

0

Lending-related commitments, collectively evaluated for impairment

60,548

'

46,298

'

'

'

'

57,137

'

44,079

1,770

'

1,406

1,407

'

712

234

'

101

Lending-related commitments, individually evaluated for impairment

0

'

47

'

'

'

'

0

'

47

0

'

0

0

'

0

0

'

0

Total lending-related commitments evaluated for impairment

$60,548

'

$46,345

'

'

'

'

$57,137

'

$44,126

$1,770

'

$1,406

$1,407

'

$712

$234

'

$101

Financing_Receivables_Employee

Financing Receivables (Employee Loans) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified	Employee Retainment and Recruitment Program	Employee Retainment and Recruitment Program	Employee Retainment and Recruitment Program	Employee Retainment and Recruitment Program	After-tax Leveraged Investment Arrangements	After-tax Leveraged Investment Arrangements
			Minimum	Maximum
Employee Loans	'	'	'	'	'	'
Employee loan repayment terms	'	'	'1 year	'12 years	'	'
Employee loans outstanding	$5,533	$5,998	'	'	$139	$172
Allowance for employee loans	$124	$131	'	'	$99	$108

Goodwill_and_Net_Intangible_As2

Goodwill and Net Intangible Assets (Changes in Carrying Amount of Goodwill) (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Beginning Balance	$6,650	[1]	'
Foreign currency translation adjustments and other	-31		'
Goodwill disposed of during the period	-28	[2],[3]	'
Ending Balance	6,591	[1]	'
Goodwill, accumulated impairments	700		'
Goodwill before accumulated impairments	7,291		7,350
Institutional Securities	'		'
Beginning Balance	337	[1],[4]	'
Foreign currency translation adjustments and other	-31	[4]	'
Goodwill disposed of during the period	-17	[2],[3],[4]	'
Ending Balance	289	[1],[4]	'
Goodwill, accumulated impairments	673		'
Wealth Management	'		'
Beginning Balance	5,573	[1],[4]	'
Foreign currency translation adjustments and other	0	[4]	'
Goodwill disposed of during the period	-11	[2],[3],[4]	'
Ending Balance	5,562	[1],[4]	'
Investment Management	'		'
Beginning Balance	740	[1]	'
Foreign currency translation adjustments and other	0		'
Goodwill disposed of during the period	0	[2],[3]	'
Ending Balance	740	[1]	'
Goodwill, accumulated impairments	$27		'
[1]	The amount of the Company’s goodwill before accumulated impairments of $700 million, which included $673 million related to the Institutional Securities business segment and $27 million related to the Investment Management business segment, was $7,291 million and $7,350 million at September 30, 2013 and December 31, 2012, respectively.
[2]	In 2011, the Company announced that it had reached an agreement with the employees of its in-house quantitative proprietary trading unit, Process Driven Trading (“PDT”), within the Institutional Securities business segment, whereby PDT employees will acquire certain assets from the Company and launch an independent advisory firm. This transaction closed on January 1, 2013.
[3]	The Wealth Management business segment sold the U.K. operations of Global Stock Plan Services business to Computershare Limited. This transaction closed on May 31, 2013.
[4]	On January 1, 2013, the International Wealth Management business was transferred from the Wealth Management business segment to the Equity division within the Institutional Securities business segment. Accordingly, prior period amounts have been recast to reflect the International Wealth Management business as part of the Institutional Securities business segment.

Goodwill_and_Net_Intangible_As3

Goodwill and Net Intangible Assets (Changes in Carrying Amount of Intangible Assets) (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Intangible Assets [Line Items]	'		'
Amortizable net intangible assets, beginning balance	$3,776		'
Foreign currency translation adjustments and other	-2		'
Amortization expense	-259		'
Impairment losses	-9	[1]	'
Amortizable net intangible assets, ending balance	3,506		'
Mortgage servicing rights	8		7
Net intangible assets	3,514		3,783
Institutional Securities	'		'
Intangible Assets [Line Items]	'		'
Amortizable net intangible assets, beginning balance	175		'
Foreign currency translation adjustments and other	-2		'
Amortization expense	-9		'
Impairment losses	-2	[1]	'
Amortizable net intangible assets, ending balance	162		'
Mortgage servicing rights	0		0
Net intangible assets	162		175
Wealth Management	'		'
Intangible Assets [Line Items]	'		'
Amortizable net intangible assets, beginning balance	3,600		'
Foreign currency translation adjustments and other	0		'
Amortization expense	-250		'
Impairment losses	-7	[1]	'
Amortizable net intangible assets, ending balance	3,343		'
Mortgage servicing rights	8		7
Net intangible assets	3,351		3,607
Investment Management	'		'
Intangible Assets [Line Items]	'		'
Amortizable net intangible assets, beginning balance	1		'
Foreign currency translation adjustments and other	0		'
Amortization expense	0		'
Impairment losses	0	[1]	'
Amortizable net intangible assets, ending balance	1		'
Mortgage servicing rights	0		0
Net intangible assets	$1		$1
[1]	Impairment losses are recorded within Other expenses.

Borrowings_and_Other_Secured_F2

Borrowings and Other Secured Financings (Narratives) (Details) (USD $)	9 Months Ended	12 Months Ended
	Sep. 30, 2013	Dec. 31, 2012	Apr. 25, 2013	Feb. 25, 2013	21-May-13
			Senior Unsecured Debt	Senior Unsecured Debt	10 Year Subordinated Debt
Notes issued, principal amount	$25,000,000,000	'	$3,700,000,000	$4,500,000,000	$2,000,000,000
Notes matured or retired	31,000,000,000	'	'	'	'
Weighted average maturity of long-term borrowings	'5 years 4 months	'5 years 4 months	'	'	'
Long-term debt outstanding	$157,805,000,000	$169,571,000,000	'	'	'

Borrowings_and_Other_Secured_F3

Borrowings and Other Secured Financings (Components of Long-term Borrowings) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Borrowings and Other Secured Financings	'	'
Senior debt	$145,515	$158,899
Subordinated debt	7,478	5,845
Junior subordinated debentures	4,812	4,827
Total	$157,805	$169,571

Borrowings_and_Other_Secured_F4

Borrowings and Other Secured Financings (Other Secured Financings) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Other secured financings	$14,528	[1]	$15,727	[1]
Original Maturities Greater than One Year	'		'
Other secured financings	10,163		14,431
Original Maturities One Year or Less	'		'
Other secured financings	3,930		641
Failed Sales	'		'
Other secured financings	435	[2]	655	[2]
Fair Value	'		'
Other secured financings	$6,145		$9,466
[1]	Amounts include $6,145 million and $9,466 million at fair value at September 30, 2013 and December 31, 2012, respectively.
[2]	For more information on failed sales, see Note 7.

Derivative_Instruments_and_Hed2

Derivative Instruments and Hedging Activities (Other Disclosures) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Derivatives	'	'	'	'	'
Discussion of interest rate fair value hedge effectiveness assessment and measurement	'	'	'A hedging relationship is deemed effective if the fair values of the hedging instrument (derivative) and the hedged item (debt liability) change inversely within a range of 80% to 125%.	'	'
Hedging Relationship Deemed Effective Range Lower Limit	80.00%	'	80.00%	'	'
Hedging Relationship Deemed Effective Range Upper Limit	125.00%	'	125.00%	'	'
Embedded derivatives, net fair value	$71	'	$71	'	$53
Embedded derivatives, notional amount	2,146	'	2,146	'	2,178
Recognized gains (losses) related to changes in the fair value of bifurcated embedded derivatives	13	12	13	6	'
Cash collateral receivables	204	'	204	'	158
Cash collateral payables	5	'	5	'	34
Credit Risk Related Contingencies	'	'	'	'	'
Aggregate fair value of derivative contracts that contain credit-risk-related contingent features that are in a net liability position	22,428	'	22,428	'	'
Posted collateral	19,474	'	19,474	'	'
Amount of additional collateral or termination payments that could be called by counterparties under the terms of such agreements in the event of a downgrade of the Company's long-term credit rating, related to bilateral arrangements between the Company and other parties	2,871	'	2,871	'	'
Net Investment Hedges	'	'	'	'	'
Net Investment Hedges	'	'	'	'	'
Out-of-period pre-tax gain related to the reversal of amounts recorded in accumulated other comprehensive income due to the incorrect application of hedge accounting	'	'	'	109	'
Baa1 Moody's/BBB+ S&P	'	'	'	'	'
Credit Risk Related Contingencies	'	'	'	'	'
Amount of additional collateral or termination payments that could be called by counterparties under the terms of such agreements in the event of a downgrade of the Company's long-term credit rating	284	'	284	'	'
Baa2 Moody's/BBB+ S&P	'	'	'	'	'
Credit Risk Related Contingencies	'	'	'	'	'
Amount of additional collateral or termination payments that could be called by counterparties under the terms of such agreements in the event of a downgrade of the Company's long-term credit rating	$2,994	'	$2,994	'	'

Derivative_Instruments_and_Hed3

Derivative Instruments and Hedging Activities (Components of Derivative Products) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
Derivative Assets	'		'
Gross amounts	$770,002,000,000	[1]	$1,004,251,000,000	[2]
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-734,564,000,000	[3]	-968,054,000,000	[3]
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	35,438,000,000		36,197,000,000
Amounts not offset against financial instruments collateral	-8,399,000,000	[4]	-7,691,000,000	[4]
Amounts not offset against other cash collateral	-79,000,000	[4]	-232,000,000	[4]
Net exposure	26,960,000,000		28,274,000,000
Derivative assets, which are either not subject to master netting agreements or collateral agreements, or are subject to such agreements but the entity has not determined the agreements to be legally enforceable	10,500,000,000		7,200,000,000
Derivative Liabilities	'		'
Gross amounts	750,897,000,000	[1]	978,773,000,000	[2]
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-712,729,000,000	[3]	-941,815,000,000	[3]
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	38,168,000,000		36,958,000,000
Amounts not offset against financial instruments collateral	-8,268,000,000	[4]	-8,899,000,000	[4]
Amounts not offset against other cash collateral	-200,000,000	[4]	-87,000,000	[4]
Net exposure	29,700,000,000		27,972,000,000
Derivative liabilities, which are either not subject to master netting agreements or collateral agreements, or are subject to such agreements but the entity has not determined the agreements to be legally enforceable	10,600,000,000		7,300,000,000
Bilateral OTC	'		'
Derivative Assets	'		'
Gross amounts	450,627,000,000	[1]	604,713,000,000	[2]
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-422,897,000,000	[3]	-573,844,000,000	[3]
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	27,730,000,000		30,869,000,000
Amounts not offset against financial instruments collateral	-8,399,000,000	[4]	-7,691,000,000	[4]
Amounts not offset against other cash collateral	-79,000,000	[4]	-232,000,000	[4]
Net exposure	19,252,000,000		22,946,000,000
Derivative Liabilities	'		'
Gross amounts	427,774,000,000	[1]	578,018,000,000	[2]
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-400,382,000,000	[3]	-547,285,000,000	[3]
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	27,392,000,000		30,733,000,000
Amounts not offset against financial instruments collateral	-5,873,000,000	[4]	-7,871,000,000	[4]
Amounts not offset against other cash collateral	-151,000,000	[4]	-64,000,000	[4]
Net exposure	21,368,000,000		22,798,000,000
Cleared OTC	'		'
Derivative Assets	'		'
Gross amounts	284,888,000,000	[1]	375,233,000,000	[2]
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-284,147,000,000	[3]	-374,546,000,000	[3]
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	741,000,000		687,000,000
Amounts not offset against financial instruments collateral	0	[4]	0	[4]
Amounts not offset against other cash collateral	0	[4]	0	[4]
Net exposure	741,000,000		687,000,000
Derivative Liabilities	'		'
Gross amounts	285,023,000,000	[1]	374,960,000,000	[2]
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-284,827,000,000	[3]	-374,866,000,000	[3]
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	196,000,000		94,000,000
Amounts not offset against financial instruments collateral	0	[4]	0	[4]
Amounts not offset against other cash collateral	-49,000,000	[4]	-23,000,000	[4]
Net exposure	147,000,000		71,000,000
Exchange Traded	'		'
Derivative Assets	'		'
Gross amounts	34,487,000,000	[1]	24,305,000,000	[2]
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-27,520,000,000	[3]	-19,664,000,000	[3]
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	6,967,000,000		4,641,000,000
Amounts not offset against financial instruments collateral	0	[4]	0	[4]
Amounts not offset against other cash collateral	0	[4]	0	[4]
Net exposure	6,967,000,000		4,641,000,000
Derivative Liabilities	'		'
Gross amounts	38,100,000,000	[1]	25,795,000,000	[2]
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-27,520,000,000	[3]	-19,664,000,000	[3]
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	10,580,000,000		6,131,000,000
Amounts not offset against financial instruments collateral	-2,395,000,000	[4]	-1,028,000,000	[4]
Amounts not offset against other cash collateral	0	[4]	0	[4]
Net exposure	$8,185,000,000		$5,103,000,000
[1]	Amounts include $10.5 billion of derivative assets and $10.6 billion of derivative liabilities which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable. See also “Fair Value and Notional of Derivative Instruments” for additional disclosure about gross fair values and notionals for derivative instruments by risk type.
[2]	Amounts include $7.2 billion of derivative assets and $7.3 billion of derivative liabilities which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable. See also “Fair Value and Notional of Derivative Instruments” for additional disclosure about gross fair values and notionals for derivative instruments by risk type.
[3]	Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default and where certain other criteria are met in accordance with applicable offsetting accounting guidance.
[4]	Amounts relate to master netting agreements and collateral agreements which have been determined by the Company to be legally enforceable in the event of default but where certain other criteria are not met in accordance with applicable offsetting accounting guidance.

Derivative_Instruments_and_Hed4

Derivative Instruments and Hedging Activities (Fair Value of OTC Derivatives in a Gain Position) (Details) (OTC, Gain Position, USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Credit Derivatives	'		'
Years to maturity, less than 1	$15,068	[1]	$13,885	[1]
Years to maturity, 1 - 3	18,629	[1]	20,607	[1]
Years to maturity, 3 - 5	19,449	[1]	24,331	[1]
Years to maturity, over 5	54,376	[1]	69,244	[1]
Cross-maturity and cash collateral netting	-79,130	[1],[2]	-96,743	[1],[2]
Net exposure post-cash collateral	28,392	[1]	31,324	[1]
Net exposure post-collateral	19,993	[1]	23,633	[1]
AAA	'		'
Credit Derivatives	'		'
Years to maturity, less than 1	337	[1],[3]	353	[1],[3]
Years to maturity, 1 - 3	605	[1],[3]	551	[1],[3]
Years to maturity, 3 - 5	1,043	[1],[3]	1,299	[1],[3]
Years to maturity, over 5	4,305	[1],[3]	6,121	[1],[3]
Cross-maturity and cash collateral netting	-4,010	[1],[2],[3]	-4,851	[1],[2],[3]
Net exposure post-cash collateral	2,280	[1],[3]	3,473	[1],[3]
Net exposure post-collateral	1,926	[1],[3]	3,088	[1],[3]
AA	'		'
Credit Derivatives	'		'
Years to maturity, less than 1	2,283	[1],[3]	2,125	[1],[3]
Years to maturity, 1 - 3	2,015	[1],[3]	3,635	[1],[3]
Years to maturity, 3 - 5	2,655	[1],[3]	2,958	[1],[3]
Years to maturity, over 5	10,281	[1],[3]	10,270	[1],[3]
Cross-maturity and cash collateral netting	-11,877	[1],[2],[3]	-12,761	[1],[2],[3]
Net exposure post-cash collateral	5,357	[1],[3]	6,227	[1],[3]
Net exposure post-collateral	3,533	[1],[3]	4,428	[1],[3]
A	'		'
Credit Derivatives	'		'
Years to maturity, less than 1	6,865	[1],[3]	6,643	[1],[3]
Years to maturity, 1 - 3	9,504	[1],[3]	9,596	[1],[3]
Years to maturity, 3 - 5	10,419	[1],[3]	14,228	[1],[3]
Years to maturity, over 5	21,414	[1],[3]	29,729	[1],[3]
Cross-maturity and cash collateral netting	-40,171	[1],[2],[3]	-50,722	[1],[2],[3]
Net exposure post-cash collateral	8,031	[1],[3]	9,474	[1],[3]
Net exposure post-collateral	6,367	[1],[3]	7,638	[1],[3]
BBB	'		'
Credit Derivatives	'		'
Years to maturity, less than 1	2,886	[1],[3]	2,673	[1],[3]
Years to maturity, 1 - 3	3,498	[1],[3]	3,970	[1],[3]
Years to maturity, 3 - 5	3,660	[1],[3]	3,704	[1],[3]
Years to maturity, over 5	15,220	[1],[3]	18,586	[1],[3]
Cross-maturity and cash collateral netting	-17,861	[1],[2],[3]	-21,713	[1],[2],[3]
Net exposure post-cash collateral	7,403	[1],[3]	7,220	[1],[3]
Net exposure post-collateral	5,625	[1],[3]	5,754	[1],[3]
Non-investment Grade	'		'
Credit Derivatives	'		'
Years to maturity, less than 1	2,697	[1],[3]	2,091	[1],[3]
Years to maturity, 1 - 3	3,007	[1],[3]	2,855	[1],[3]
Years to maturity, 3 - 5	1,672	[1],[3]	2,142	[1],[3]
Years to maturity, over 5	3,156	[1],[3]	4,538	[1],[3]
Cross-maturity and cash collateral netting	-5,211	[1],[2],[3]	-6,696	[1],[2],[3]
Net exposure post-cash collateral	5,321	[1],[3]	4,930	[1],[3]
Net exposure post-collateral	$2,542	[1],[3]	$2,725	[1],[3]
[1]	Fair values shown represent the Company’s net exposure to counterparties related to the Company’s OTC derivative products. Amounts include centrally cleared OTC derivatives. The table does not include exchange-traded derivatives and the effect of any related hedges utilized by the Company.
[2]	Amounts represent the netting of receivable balances with payable balances for the same counterparty across maturity categories. Receivable and payable balances with the same counterparty in the same maturity category are netted within such maturity category, where appropriate. Cash collateral received is netted on a counterparty basis, provided legal right of offset exists.
[3]	Obligor credit ratings are determined by the Company’s Credit Risk Management Department.

Derivative_Instruments_and_Hed5

Derivative Instruments and Hedging Activities (Fair Value of Derivative Instruments Designated and Not Designated as Accounting Hedges by Type of Derivative Contract on a Gross Basis) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Derivative Assets	'		'
Gross amounts	$770,002	[1]	$1,004,251	[2]
Cash collateral netting	-56,617		-69,248
Counterparty netting	-677,947		-898,806
Net amounts	35,438		36,197
Derivative Liabilities	'		'
Gross amounts	750,897	[1]	978,773	[2]
Cash collateral netting	-34,782		-43,009
Counterparty netting	-677,947		-898,806
Net amounts	38,168		36,958
Derivatives, Notional Amount	'		'
Derivative assets	25,291,467		23,695,434
Derivative liabilities	25,157,843		24,358,323
Bilateral OTC	'		'
Derivative Assets	'		'
Gross amounts	450,627	[1]	604,713	[2]
Cash collateral netting	-53,748		-68,024
Counterparty netting	-369,149		-505,820
Net amounts	27,730		30,869
Derivative Liabilities	'		'
Gross amounts	427,774	[1]	578,018	[2]
Cash collateral netting	-31,233		-41,465
Counterparty netting	-369,149		-505,820
Net amounts	27,392		30,733
Derivatives, Notional Amount	'		'
Derivative assets	10,358,120		12,101,243
Derivative liabilities	10,099,984		11,701,148
Cleared OTC	'		'
Derivative Assets	'		'
Gross amounts	284,888	[1]	375,233	[2]
Cash collateral netting	-2,869		-1,224
Counterparty netting	-281,278		-373,322
Net amounts	741		687
Derivative Liabilities	'		'
Gross amounts	285,023	[1]	374,960	[2]
Cash collateral netting	-3,549		-1,544
Counterparty netting	-281,278		-373,322
Net amounts	196		94
Derivatives, Notional Amount	'		'
Derivative assets	12,988,365		10,306,164
Derivative liabilities	12,856,890		10,172,455
Exchange Traded	'		'
Derivative Assets	'		'
Gross amounts	34,487	[1]	24,305	[2]
Cash collateral netting	0		0
Counterparty netting	-27,520		-19,664
Net amounts	6,967		4,641
Derivative Liabilities	'		'
Gross amounts	38,100	[1]	25,795	[2]
Cash collateral netting	0		0
Counterparty netting	-27,520		-19,664
Net amounts	10,580		6,131
Derivatives, Notional Amount	'		'
Derivative assets	1,944,982		1,288,027
Derivative liabilities	2,200,969		2,484,720
Designated as Accounting Hedges	'		'
Derivative Assets	'		'
Gross amounts	6,090		8,714
Derivative Liabilities	'		'
Gross amounts	1,209		487
Derivatives, Notional Amount	'		'
Derivative assets	75,717		85,406
Derivative liabilities	24,890		19,816
Designated as Accounting Hedges | Bilateral OTC	'		'
Derivative Assets	'		'
Gross amounts	5,766		8,413
Derivative Liabilities	'		'
Gross amounts	803		486
Derivatives, Notional Amount	'		'
Derivative assets	64,140		77,207
Derivative liabilities	12,210		19,156
Designated as Accounting Hedges | Cleared OTC	'		'
Derivative Assets	'		'
Gross amounts	324		301
Derivative Liabilities	'		'
Gross amounts	406		1
Derivatives, Notional Amount	'		'
Derivative assets	11,577		8,199
Derivative liabilities	12,680		660
Designated as Accounting Hedges | Exchange Traded	'		'
Derivative Assets	'		'
Gross amounts	0		0
Derivative Liabilities	'		'
Gross amounts	0		0
Derivatives, Notional Amount	'		'
Derivative assets	0		0
Derivative liabilities	0		0
Designated as Accounting Hedges | Interest Rate Contracts	'		'
Derivative Assets	'		'
Gross amounts	5,910		8,347
Derivative Liabilities	'		'
Gross amounts	919		168
Derivatives, Notional Amount	'		'
Derivative assets	69,727		75,115
Derivative liabilities	15,101		2,660
Designated as Accounting Hedges | Interest Rate Contracts | Bilateral OTC	'		'
Derivative Assets	'		'
Gross amounts	5,586		8,046
Derivative Liabilities	'		'
Gross amounts	514		167
Derivatives, Notional Amount	'		'
Derivative assets	58,287		66,916
Derivative liabilities	2,647		2,000
Designated as Accounting Hedges | Interest Rate Contracts | Cleared OTC	'		'
Derivative Assets	'		'
Gross amounts	324		301
Derivative Liabilities	'		'
Gross amounts	405		1
Derivatives, Notional Amount	'		'
Derivative assets	11,440		8,199
Derivative liabilities	12,454		660
Designated as Accounting Hedges | Interest Rate Contracts | Exchange Traded	'		'
Derivative Assets	'		'
Gross amounts	0		0
Derivative Liabilities	'		'
Gross amounts	0		0
Derivatives, Notional Amount	'		'
Derivative assets	0		0
Derivative liabilities	0		0
Designated as Accounting Hedges | Foreign Exchange Contracts	'		'
Derivative Assets	'		'
Gross amounts	180		367
Derivative Liabilities	'		'
Gross amounts	290		319
Derivatives, Notional Amount	'		'
Derivative assets	5,990		10,291
Derivative liabilities	9,789		17,156
Designated as Accounting Hedges | Foreign Exchange Contracts | Bilateral OTC	'		'
Derivative Assets	'		'
Gross amounts	180		367
Derivative Liabilities	'		'
Gross amounts	289		319
Derivatives, Notional Amount	'		'
Derivative assets	5,853		10,291
Derivative liabilities	9,563		17,156
Designated as Accounting Hedges | Foreign Exchange Contracts | Cleared OTC	'		'
Derivative Assets	'		'
Gross amounts	0		0
Derivative Liabilities	'		'
Gross amounts	1		0
Derivatives, Notional Amount	'		'
Derivative assets	137		0
Derivative liabilities	226		0
Designated as Accounting Hedges | Foreign Exchange Contracts | Exchange Traded	'		'
Derivative Assets	'		'
Gross amounts	0		0
Derivative Liabilities	'		'
Gross amounts	0		0
Derivatives, Notional Amount	'		'
Derivative assets	0		0
Derivative liabilities	0		0
Not Designated as Accounting Hedges	'		'
Derivative Assets	'		'
Gross amounts	763,912		995,537
Derivative Liabilities	'		'
Gross amounts	749,688		978,286
Derivatives, Notional Amount	'		'
Derivative assets	25,215,750		23,610,028
Derivative liabilities	25,132,953		24,338,507
Not Designated as Accounting Hedges | Bilateral OTC	'		'
Derivative Assets	'		'
Gross amounts	444,861		596,300
Derivative Liabilities	'		'
Gross amounts	426,971		577,532
Derivatives, Notional Amount	'		'
Derivative assets	10,293,980		12,024,036
Derivative liabilities	10,087,774		11,681,992
Not Designated as Accounting Hedges | Cleared OTC	'		'
Derivative Assets	'		'
Gross amounts	284,564		374,932
Derivative Liabilities	'		'
Gross amounts	284,617		374,959
Derivatives, Notional Amount	'		'
Derivative assets	12,976,788		10,297,965
Derivative liabilities	12,844,210		10,171,795
Not Designated as Accounting Hedges | Exchange Traded	'		'
Derivative Assets	'		'
Gross amounts	34,487		24,305
Derivative Liabilities	'		'
Gross amounts	38,100		25,795
Derivatives, Notional Amount	'		'
Derivative assets	1,944,982		1,288,027
Derivative liabilities	2,200,969		2,484,720
Not Designated as Accounting Hedges | Interest Rate Contracts	'		'
Derivative Assets	'		'
Gross amounts	584,788		815,454
Derivative Liabilities	'		'
Gross amounts	564,974		793,936
Derivatives, Notional Amount	'		'
Derivative assets	20,523,258		18,901,892
Derivative liabilities	20,544,759		19,667,167
Not Designated as Accounting Hedges | Interest Rate Contracts | Bilateral OTC	'		'
Derivative Assets	'		'
Gross amounts	304,345		443,523
Derivative Liabilities	'		'
Gross amounts	284,561		422,864
Derivatives, Notional Amount	'		'
Derivative assets	6,551,567		8,029,510
Derivative liabilities	6,417,090		7,726,241
Not Designated as Accounting Hedges | Interest Rate Contracts | Cleared OTC	'		'
Derivative Assets	'		'
Gross amounts	280,067		371,789
Derivative Liabilities	'		'
Gross amounts	280,055		370,856
Derivatives, Notional Amount	'		'
Derivative assets	12,716,148		10,096,252
Derivative liabilities	12,594,699		9,945,979
Not Designated as Accounting Hedges | Interest Rate Contracts | Exchange Traded	'		'
Derivative Assets	'		'
Gross amounts	376		142
Derivative Liabilities	'		'
Gross amounts	358		216
Derivatives, Notional Amount	'		'
Derivative assets	1,255,543		776,130
Derivative liabilities	1,532,970		1,994,947
Not Designated as Accounting Hedges | Credit Contracts	'		'
Derivative Assets	'		'
Gross amounts	49,671		68,267
Derivative Liabilities	'		'
Gross amounts	47,576		64,494
Derivatives, Notional Amount	'		'
Derivative assets	1,652,353		1,932,786
Derivative liabilities	1,502,337		1,867,807
Not Designated as Accounting Hedges | Credit Contracts | Bilateral OTC	'		'
Derivative Assets	'		'
Gross amounts	45,312		65,168
Derivative Liabilities	'		'
Gross amounts	43,093		60,420
Derivatives, Notional Amount	'		'
Derivative assets	1,397,432		1,734,907
Derivative liabilities	1,257,814		1,645,464
Not Designated as Accounting Hedges | Credit Contracts | Cleared OTC	'		'
Derivative Assets	'		'
Gross amounts	4,359		3,099
Derivative Liabilities	'		'
Gross amounts	4,483		4,074
Derivatives, Notional Amount	'		'
Derivative assets	254,921		197,879
Derivative liabilities	244,523		222,343
Not Designated as Accounting Hedges | Credit Contracts | Exchange Traded	'		'
Derivative Assets	'		'
Gross amounts	0		0
Derivative Liabilities	'		'
Gross amounts	0		0
Derivatives, Notional Amount	'		'
Derivative assets	0		0
Derivative liabilities	0		0
Not Designated as Accounting Hedges | Foreign Exchange Contracts	'		'
Derivative Assets	'		'
Gross amounts	55,962		52,427
Derivative Liabilities	'		'
Gross amounts	56,551		56,094
Derivatives, Notional Amount	'		'
Derivative assets	1,858,961		1,841,186
Derivative liabilities	1,922,627		1,886,073
Not Designated as Accounting Hedges | Foreign Exchange Contracts | Bilateral OTC	'		'
Derivative Assets	'		'
Gross amounts	55,800		52,349
Derivative Liabilities	'		'
Gross amounts	56,463		56,062
Derivatives, Notional Amount	'		'
Derivative assets	1,844,721		1,831,385
Derivative liabilities	1,914,342		1,878,597
Not Designated as Accounting Hedges | Foreign Exchange Contracts | Cleared OTC	'		'
Derivative Assets	'		'
Gross amounts	138		44
Derivative Liabilities	'		'
Gross amounts	79		29
Derivatives, Notional Amount	'		'
Derivative assets	5,719		3,834
Derivative liabilities	4,988		3,473
Not Designated as Accounting Hedges | Foreign Exchange Contracts | Exchange Traded	'		'
Derivative Assets	'		'
Gross amounts	24		34
Derivative Liabilities	'		'
Gross amounts	9		3
Derivatives, Notional Amount	'		'
Derivative assets	8,521		5,967
Derivative liabilities	3,297		4,003
Not Designated as Accounting Hedges | Equity Contracts	'		'
Derivative Assets	'		'
Gross amounts	56,108		38,600
Derivative Liabilities	'		'
Gross amounts	63,233		41,870
Derivatives, Notional Amount	'		'
Derivative assets	832,767		587,700
Derivative liabilities	842,927		587,198
Not Designated as Accounting Hedges | Equity Contracts | Bilateral OTC	'		'
Derivative Assets	'		'
Gross amounts	26,375		19,916
Derivative Liabilities	'		'
Gross amounts	30,241		22,239
Derivatives, Notional Amount	'		'
Derivative assets	331,139		258,484
Derivative liabilities	337,877		257,340
Not Designated as Accounting Hedges | Equity Contracts | Cleared OTC	'		'
Derivative Assets	'		'
Gross amounts	0		0
Derivative Liabilities	'		'
Gross amounts	0		0
Derivatives, Notional Amount	'		'
Derivative assets	0		0
Derivative liabilities	0		0
Not Designated as Accounting Hedges | Equity Contracts | Exchange Traded	'		'
Derivative Assets	'		'
Gross amounts	29,733		18,684
Derivative Liabilities	'		'
Gross amounts	32,992		19,631
Derivatives, Notional Amount	'		'
Derivative assets	501,628		329,216
Derivative liabilities	505,050		329,858
Not Designated as Accounting Hedges | Commodity Contracts	'		'
Derivative Assets	'		'
Gross amounts	17,347		20,646
Derivative Liabilities	'		'
Gross amounts	17,150		21,831
Derivatives, Notional Amount	'		'
Derivative assets	345,979		341,556
Derivative liabilities	313,848		325,101
Not Designated as Accounting Hedges | Commodity Contracts | Bilateral OTC	'		'
Derivative Assets	'		'
Gross amounts	12,993		15,201
Derivative Liabilities	'		'
Gross amounts	12,409		15,886
Derivatives, Notional Amount	'		'
Derivative assets	166,689		164,842
Derivative liabilities	154,196		169,189
Not Designated as Accounting Hedges | Commodity Contracts | Cleared OTC	'		'
Derivative Assets	'		'
Gross amounts	0		0
Derivative Liabilities	'		'
Gross amounts	0		0
Derivatives, Notional Amount	'		'
Derivative assets	0		0
Derivative liabilities	0		0
Not Designated as Accounting Hedges | Commodity Contracts | Exchange Traded	'		'
Derivative Assets	'		'
Gross amounts	4,354		5,445
Derivative Liabilities	'		'
Gross amounts	4,741		5,945
Derivatives, Notional Amount	'		'
Derivative assets	179,290		176,714
Derivative liabilities	159,652		155,912
Not Designated as Accounting Hedges | Other Contracts	'		'
Derivative Assets	'		'
Gross amounts	36		143
Derivative Liabilities	'		'
Gross amounts	204		61
Derivatives, Notional Amount	'		'
Derivative assets	2,432		4,908
Derivative liabilities	6,455		5,161
Not Designated as Accounting Hedges | Other Contracts | Bilateral OTC	'		'
Derivative Assets	'		'
Gross amounts	36		143
Derivative Liabilities	'		'
Gross amounts	204		61
Derivatives, Notional Amount	'		'
Derivative assets	2,432		4,908
Derivative liabilities	6,455		5,161
Not Designated as Accounting Hedges | Other Contracts | Cleared OTC	'		'
Derivative Assets	'		'
Gross amounts	0		0
Derivative Liabilities	'		'
Gross amounts	0		0
Derivatives, Notional Amount	'		'
Derivative assets	0		0
Derivative liabilities	0		0
Not Designated as Accounting Hedges | Other Contracts | Exchange Traded	'		'
Derivative Assets	'		'
Gross amounts	0		0
Derivative Liabilities	'		'
Gross amounts	0		0
Derivatives, Notional Amount	'		'
Derivative assets	0		0
Derivative liabilities	0		0
Not Designated as Accounting Hedges | Future Contracts | Long	'		'
Derivatives, Notional Amount	'		'
Derivative assets	411,000		368,000
Not Designated as Accounting Hedges | Future Contracts | Short	'		'
Derivatives, Notional Amount	'		'
Derivative liabilities	915,000		1,476,000
Not Designated as Accounting Hedges | Future Contracts | Customer and Other Receivables	'		'
Derivatives, Notional Amount	'		'
Derivative assets, unsettled fair value	951		1,073
Not Designated as Accounting Hedges | Future Contracts | Customer and Other Payables	'		'
Derivatives, Notional Amount	'		'
Derivative liabilities, unsettled fair value	$51		$24
[1]	Amounts include $10.5 billion of derivative assets and $10.6 billion of derivative liabilities which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable. See also “Fair Value and Notional of Derivative Instruments” for additional disclosure about gross fair values and notionals for derivative instruments by risk type.
[2]	Amounts include $7.2 billion of derivative assets and $7.3 billion of derivative liabilities which are either not subject to master netting agreements or collateral agreements or are subject to such agreements but the Company has not determined the agreements to be legally enforceable. See also “Fair Value and Notional of Derivative Instruments” for additional disclosure about gross fair values and notionals for derivative instruments by risk type.

Derivative_Instruments_and_Hed6

Derivative Instruments and Hedging Activities (Gains or Losses on Derivative Instruments, Related Hedge Items and Hedge Ineffectiveness) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Derivatives	'		'		'		'
Gain (loss) recognized in income related to amounts excluded from hedge effectiveness testing	($34)		($65)		($103)		($193)
Interest Expense	'		'		'		'
Derivatives	'		'		'		'
Gains (Losses) on Fair Value Hedges Recognized	281		89		953		467
Interest Expense | Derivatives	'		'		'		'
Derivatives	'		'		'		'
Gains (Losses) on Fair Value Hedges Recognized	-302		72		-3,421		504
Interest Expense | Borrowings	'		'		'		'
Derivatives	'		'		'		'
Gains (Losses) on Fair Value Hedges Recognized	583		17		4,374		-37
Net Investment Hedges	'		'		'		'
Derivatives	'		'		'		'
Gain (Losses) Recognized in OCI (effective portion)	-193		-226		346		-76	[1]
Gains reclassified from other comprehensive income into income	'		'		'		77
Net Investment Hedges | Foreign Exchange Contracts	'		'		'		'
Derivatives	'		'		'		'
Gain (Losses) Recognized in OCI (effective portion)	-193	[2]	-226	[2]	346	[2]	-76	[1],[2]
Not Designated as Accounting Hedges	'		'		'		'
Derivatives	'		'		'		'
Gains (Losses) Recognized in Income	-1,487	[3],[4]	-1,377	[3],[4]	-1,303	[3],[4]	330	[3],[4]
Not Designated as Accounting Hedges | Foreign Exchange Contracts	'		'		'		'
Derivatives	'		'		'		'
Gains (Losses) Recognized in Income	594	[3],[4]	-129	[3],[4]	2,775	[3],[4]	310	[3],[4]
Not Designated as Accounting Hedges | Interest Rate Contracts	'		'		'		'
Derivatives	'		'		'		'
Gains (Losses) Recognized in Income	-435	[3],[4]	227	[3],[4]	-676	[3],[4]	977	[3],[4]
Not Designated as Accounting Hedges | Credit Contracts	'		'		'		'
Derivatives	'		'		'		'
Gains (Losses) Recognized in Income	-145	[3],[4]	-525	[3],[4]	100	[3],[4]	96	[3],[4]
Not Designated as Accounting Hedges | Equity Contracts	'		'		'		'
Derivatives	'		'		'		'
Gains (Losses) Recognized in Income	-1,580	[3],[4]	-800	[3],[4]	-4,840	[3],[4]	-1,229	[3],[4]
Not Designated as Accounting Hedges | Commodity Contracts	'		'		'		'
Derivatives	'		'		'		'
Gains (Losses) Recognized in Income	104	[3],[4]	-136	[3],[4]	1,407	[3],[4]	166	[3],[4]
Not Designated as Accounting Hedges | Other Contracts	'		'		'		'
Derivatives	'		'		'		'
Gains (Losses) Recognized in Income	($25)	[3],[4]	($14)	[3],[4]	($69)	[3],[4]	$10	[3],[4]
[1]	A gain of $77 million, net of tax, related to net investment hedges was reclassified from other comprehensive income into income during the nine months ended September 30, 2012. The amount primarily related the reversal of amounts recorded in cumulative other comprehensive income due to the incorrect application of hedge accounting on certain derivative contracts (see above for further information).
[2]	Losses of $34 million and $103 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and nine months ended September 30, 2013, respectively. Losses of $65 million and $193 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and nine months ended September 30, 2012, respectively.
[3]	Gains (losses) on derivative contracts not designated as hedges are primarily included in Trading in the condensed consolidated statements of income.
[4]	Gains (losses) associated with certain derivative contracts that have physically settled are excluded from the table above. Gains (losses) on these contracts are reflected with the associated cash instruments, which are also included in Trading in the condensed consolidated statements of income.

Derivative_Instruments_and_Hed7

Derivative Instruments and Hedging Activities (Notional and Fair Value of Protection Sold and Purchased through Credit Default Swaps) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Protection Sold	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	$1,579,474		$1,895,591
Credit risk derivative assets, fair value	-5,080	[1],[2]	'
Credit risk derivative liabilities, fair value	'		10,138	[1],[2]
Protection Sold | Less than 1 Year	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	355,074		444,888
Protection Sold | 1 - 3 Years	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	493,541		583,774
Protection Sold | 3 - 5 Years	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	630,911		717,100
Protection Sold | Over 5 Years	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	99,948		149,829
Credit Default Swaps | Protection Sold	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	1,577,786		1,893,192
Credit risk derivative assets, fair value	-4,909	[1],[2]	'
Credit risk derivative liabilities, fair value	'		10,883	[1],[2]
Credit Default Swaps | Protection Sold | Less than 1 Year	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	354,698		444,092
Credit Default Swaps | Protection Sold | 1 - 3 Years	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	493,531		583,649
Credit Default Swaps | Protection Sold | 3 - 5 Years	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	630,774		716,945
Credit Default Swaps | Protection Sold | Over 5 Years	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	98,783		148,506
Credit Default Swaps | Protection Purchased	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	1,576,904		1,907,401
Credit risk derivative assets, fair value	'		-14,656
Credit risk derivative liabilities, fair value	2,814		'
Single Name Credit Default Swaps | Protection Sold	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	889,337		1,069,474
Credit risk derivative assets, fair value	-3,488	[1],[2]	'
Credit risk derivative liabilities, fair value	'		2,889	[1],[2]
Single Name Credit Default Swaps | Protection Sold | AAA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	24,490		34,575
Credit risk derivative assets, fair value	-156	[1],[2]	-204	[1],[2]
Single Name Credit Default Swaps | Protection Sold | AA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	64,344		69,261
Credit risk derivative assets, fair value	-707	[1],[2]	-325	[1],[2]
Single Name Credit Default Swaps | Protection Sold | A	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	176,415		217,476
Credit risk derivative assets, fair value	-2,522	[1],[2]	-2,740	[1],[2]
Single Name Credit Default Swaps | Protection Sold | BBB	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	396,322		447,234
Credit risk derivative assets, fair value	-1,904	[1],[2]	-492	[1],[2]
Single Name Credit Default Swaps | Protection Sold | Non-investment Grade	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	227,766		300,928
Credit risk derivative liabilities, fair value	1,801	[1],[2]	6,650	[1],[2]
Single Name Credit Default Swaps | Protection Sold | Less than 1 Year	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	256,376		296,392
Single Name Credit Default Swaps | Protection Sold | Less than 1 Year | AAA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	1,641		2,368
Single Name Credit Default Swaps | Protection Sold | Less than 1 Year | AA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	10,016		10,984
Single Name Credit Default Swaps | Protection Sold | Less than 1 Year | A	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	55,905		66,635
Single Name Credit Default Swaps | Protection Sold | Less than 1 Year | BBB	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	119,444		124,662
Single Name Credit Default Swaps | Protection Sold | Less than 1 Year | Non-investment Grade	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	69,370		91,743
Single Name Credit Default Swaps | Protection Sold | 1 - 3 Years	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	287,987		340,169
Single Name Credit Default Swaps | Protection Sold | 1 - 3 Years | AAA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	7,641		6,592
Single Name Credit Default Swaps | Protection Sold | 1 - 3 Years | AA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	21,583		16,804
Single Name Credit Default Swaps | Protection Sold | 1 - 3 Years | A	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	57,731		72,796
Single Name Credit Default Swaps | Protection Sold | 1 - 3 Years | BBB	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	123,063		145,462
Single Name Credit Default Swaps | Protection Sold | 1 - 3 Years | Non-investment Grade	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	77,969		98,515
Single Name Credit Default Swaps | Protection Sold | 3 - 5 Years	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	298,632		356,270
Single Name Credit Default Swaps | Protection Sold | 3 - 5 Years | AAA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	13,025		19,848
Single Name Credit Default Swaps | Protection Sold | 3 - 5 Years | AA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	27,395		34,280
Single Name Credit Default Swaps | Protection Sold | 3 - 5 Years | A	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	56,520		67,285
Single Name Credit Default Swaps | Protection Sold | 3 - 5 Years | BBB	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	129,910		142,714
Single Name Credit Default Swaps | Protection Sold | 3 - 5 Years | Non-investment Grade	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	71,782		92,143
Single Name Credit Default Swaps | Protection Sold | Over 5 Years	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	46,342		76,643
Single Name Credit Default Swaps | Protection Sold | Over 5 Years | AAA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	2,183		5,767
Single Name Credit Default Swaps | Protection Sold | Over 5 Years | AA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	5,350		7,193
Single Name Credit Default Swaps | Protection Sold | Over 5 Years | A	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	6,259		10,760
Single Name Credit Default Swaps | Protection Sold | Over 5 Years | BBB	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	23,905		34,396
Single Name Credit Default Swaps | Protection Sold | Over 5 Years | Non-investment Grade	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	8,645		18,527
Single Name Credit Default Swaps | Protection Purchased	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	847,529		1,029,543
Credit risk derivative assets, fair value	'		-2,456
Credit risk derivative liabilities, fair value	3,121		'
Total Index and Basket Credit Default Swaps | Protection Sold	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	688,449	[3]	823,718	[3]
Credit risk derivative liabilities, fair value	'		7,994	[1],[2],[3]
Total Index and Basket Credit Default Swaps | Protection Sold | Less than 1 Year	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	98,322	[3]	147,700	[3]
Total Index and Basket Credit Default Swaps | Protection Sold | 1 - 3 Years	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	205,544	[3]	243,480	[3]
Total Index and Basket Credit Default Swaps | Protection Sold | 3 - 5 Years	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	332,142	[3]	360,675	[3]
Total Index and Basket Credit Default Swaps | Protection Sold | Over 5 Years	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	52,441	[3]	71,863	[3]
Index and Basket Credit Default Swaps | Protection Sold	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	516,283		551,630
Credit risk derivative assets, fair value	-1,421	[1],[2],[3]	'
Credit risk derivative liabilities, fair value	205		5,664
Index and Basket Credit Default Swaps | Protection Sold | AAA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	93,320	[3]	103,686	[3]
Credit risk derivative assets, fair value	-1,319	[1],[2],[3]	-1,377	[1],[2],[3]
Index and Basket Credit Default Swaps | Protection Sold | AA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	25,184	[3]	31,103	[3]
Credit risk derivative assets, fair value	-335	[1],[2],[3]	-55	[1],[2],[3]
Index and Basket Credit Default Swaps | Protection Sold | A	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	13,698	[3]	13,672	[3]
Credit risk derivative assets, fair value	-43	[1],[2],[3]	-155	[1],[2],[3]
Index and Basket Credit Default Swaps | Protection Sold | BBB	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	206,170	[3]	306,253	[3]
Credit risk derivative assets, fair value	-1,787	[1],[2],[3]	-862	[1],[2],[3]
Index and Basket Credit Default Swaps | Protection Sold | Non-investment Grade	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	350,077	[3]	369,004	[3]
Credit risk derivative liabilities, fair value	2,063	[1],[2],[3]	10,443	[1],[2],[3]
Index and Basket Credit Default Swaps | Protection Sold | Less than 1 Year | AAA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	16,504	[3]	18,652	[3]
Index and Basket Credit Default Swaps | Protection Sold | Less than 1 Year | AA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	1,190	[3]	1,255	[3]
Index and Basket Credit Default Swaps | Protection Sold | Less than 1 Year | A	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	1,452	[3]	2,684	[3]
Index and Basket Credit Default Swaps | Protection Sold | Less than 1 Year | BBB	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	21,162	[3]	27,720	[3]
Index and Basket Credit Default Swaps | Protection Sold | Less than 1 Year | Non-investment Grade	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	58,014	[3]	97,389	[3]
Index and Basket Credit Default Swaps | Protection Sold | 1 - 3 Years | AAA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	34,984	[3]	36,005	[3]
Index and Basket Credit Default Swaps | Protection Sold | 1 - 3 Years | AA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	8,460	[3]	9,479	[3]
Index and Basket Credit Default Swaps | Protection Sold | 1 - 3 Years | A	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	3,609	[3]	5,423	[3]
Index and Basket Credit Default Swaps | Protection Sold | 1 - 3 Years | BBB	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	64,741	[3]	105,870	[3]
Index and Basket Credit Default Swaps | Protection Sold | 1 - 3 Years | Non-investment Grade	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	93,750	[3]	86,703	[3]
Index and Basket Credit Default Swaps | Protection Sold | 3 - 5 Years | AAA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	39,470	[3]	45,789	[3]
Index and Basket Credit Default Swaps | Protection Sold | 3 - 5 Years | AA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	9,657	[3]	12,026	[3]
Index and Basket Credit Default Swaps | Protection Sold | 3 - 5 Years | A	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	8,614	[3]	5,440	[3]
Index and Basket Credit Default Swaps | Protection Sold | 3 - 5 Years | BBB	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	112,188	[3]	143,562	[3]
Index and Basket Credit Default Swaps | Protection Sold | 3 - 5 Years | Non-investment Grade	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	162,213	[3]	153,858	[3]
Index and Basket Credit Default Swaps | Protection Sold | Over 5 Years | AAA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	2,362	[3]	3,240	[3]
Index and Basket Credit Default Swaps | Protection Sold | Over 5 Years | AA	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	5,877	[3]	8,343	[3]
Index and Basket Credit Default Swaps | Protection Sold | Over 5 Years | A	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	23	[3]	125	[3]
Index and Basket Credit Default Swaps | Protection Sold | Over 5 Years | BBB	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	8,079	[3]	29,101	[3]
Index and Basket Credit Default Swaps | Protection Sold | Over 5 Years | Non-investment Grade	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	36,100	[3]	31,054	[3]
Index and Basket Credit Default Swaps | Protection Purchased	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	424,669		454,800
Credit risk derivative assets, fair value	-302		-5,124
Tranched Index and Basket Credit Default Swaps | Protection Sold	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	172,166		272,088
Credit risk derivative assets, fair value	-1,626		'
Credit risk derivative liabilities, fair value	'		2,330
Tranched Index and Basket Credit Default Swaps | Protection Purchased	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	304,706		423,058
Credit risk derivative assets, fair value	-5		-7,076
Single Name, and Non-tranched Index and Basket Credit Default Swaps | Protection Sold	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	1,300,000		1,600,000
Single Name, and Non-tranched Index and Basket Credit Default Swaps | Protection Purchased	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	1,200,000		1,500,000
Other Contracts | Protection Sold	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	1,688	[4],[5]	2,399	[4],[5]
Credit risk derivative assets, fair value	-171	[1],[2],[4],[5]	-745	[1],[2],[4],[5]
Other Contracts | Protection Sold | Less than 1 Year	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	376	[4],[5]	796	[4],[5]
Other Contracts | Protection Sold | 1 - 3 Years	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	10	[4],[5]	125	[4],[5]
Other Contracts | Protection Sold | 3 - 5 Years	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	137	[4],[5]	155	[4],[5]
Other Contracts | Protection Sold | Over 5 Years	'		'
Credit Derivatives	'		'
Credit risk derivatives, notional amount	$1,165	[4],[5]	$1,323	[4],[5]
[1]	Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting.
[2]	Fair value amounts of certain credit default swaps where the Company sold protection have an asset carrying value because credit spreads of the underlying reference entity or entities tightened during the terms of the contracts.
[3]	Credit ratings are calculated internally.
[4]	Other credit contracts include CLNs, CDOs and credit default swaps that are considered hybrid instruments.
[5]	Fair value amount shown represents the fair value of the hybrid instruments.

Commitments_Guarantees_and_Con2

Commitments, Guarantees and Contingencies (Narrative) (Details) (USD $)

0 Months Ended

0 Months Ended

0 Months Ended

0 Months Ended

0 Months Ended

0 Months Ended

0 Months Ended

0 Months Ended

In Millions, unless otherwise specified

Sep. 25, 2013

Jun. 10, 2010

Jun. 10, 2010

Sep. 25, 2013

Feb. 11, 2011

Jul. 15, 2010

Sep. 30, 2013

Sep. 25, 2013

Oct. 15, 2010

Sep. 25, 2013

Jul. 18, 2011

Sep. 25, 2013

Sep. 02, 2011

Sep. 25, 2013

Jul. 16, 2013

Jun. 29, 2012

Oct. 16, 2012

Sep. 25, 2013

Apr. 25, 2012

Federal Home Loan Bank of San Francisco v. Credit Suisse Securities (USA) LLC, et al. and Federal Home Loan Bank of San Francisco v. Deutsche Bank Securities Inc. et al.

Federal Home Loan Bank of San Francisco v. Credit Suisse Securities (USA) LLC, et al.

Federal Home Loan Bank of San Francisco v. Deutsche Bank Securities Inc. et al.

Cambridge Place Investment Management Inc. v. Morgan Stanley & Co., Inc. et al.

Cambridge Place Investment Management Inc. v. Morgan Stanley & Co., Inc. et al.

China Development Industrial Bank v. Morgan Stanley & Co. Incorporated et al.

China Development Industrial Bank v. Morgan Stanley & Co. Incorporated et al.

Federal Home Loan Bank of Chicago v. Bank of America Funding Corporation et al.

Federal Home Loan Bank of Chicago v. Bank of America Funding Corporation et al.

Western and Southern Life Insurance Company et al. v. Morgan Stanley Mortgage Capital Inc. et al.

Western and Southern Life Insurance Company et al. v. Morgan Stanley Mortgage Capital Inc. et al.

Federal Housing Finance Agency, as Conservator v. Morgan Stanley et al.

Federal Housing Finance Agency, as Conservator v. Morgan Stanley et al.

Metropolitan Life Insurance Company, et al. v. Morgan Stanley, et al.

Metropolitan Life Insurance Company, et al. v. Morgan Stanley, et al.

Metropolitan Life Insurance Company, et al. v. Morgan Stanley, et al.

The Prudential Insurance Company of America, et al. v. Morgan Stanley, et al.

The Prudential Insurance Company of America, et al. v. Morgan Stanley, et al.

The Prudential Insurance Company of America, et al. v. Morgan Stanley, et al.

claims

Contingencies

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Damages sought

'

'

'

'

'

$228

'

'

'

'

'

'

'

'

'

'

'

'

'

Estimate of possible loss, maximum

'

'

'

'

'

'

240

'

'

'

'

'

'

'

'

'

'

'

'

Credit default swap asset

'

'

'

'

'

275

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss in period

'

'

'

'

'

12

'

'

'

'

'

'

'

'

'

'

'

'

'

Mortgage pass through certificate backed by securitization trusts original amount

'

704

276

'

263

'

'

'

203

'

153

'

11,000

'

'

758

'

'

1,000

Mortgage pass through certificate backed by securitization trusts unpaid amount

326

'

'

105

'

'

'

98

'

119

'

2,800

'

324

'

'

'

663

'

Mortgage pass through certificate incurred losses

4

'

'

109

'

'

'

1

'

1

'

68

'

35

'

'

'

'

'

Mortgage pass through certificate backed by securitization trusts amended amount

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$656

'

$80

'

'

Number of complaints

'

'

'

'

'

'

'

'

'

'

'

'

17

'

'

'

'

'

'

Commitments_Guarantees_and_Con3

Commitments, Guarantees and Contingencies (Commitments) (Details) (USD $)	Sep. 30, 2013
Commitment, Fiscal Year Maturity	'
Less than 1	$90,831,000,000
1-3 years	19,589,000,000
3-5 years	44,935,000,000
Over 5 years	3,515,000,000
Total	158,870,000,000
Maximum commitment under reverse repurchase facility	1,900,000,000
Letters of Credit and Other Financial Guarantees Obtained to Satisfy Collateral Requirements	'
Commitment, Fiscal Year Maturity	'
Less than 1	682,000,000
1-3 years	7,000,000
3-5 years	0
Over 5 years	1,000,000
Total	690,000,000
Investment Activities	'
Commitment, Fiscal Year Maturity	'
Less than 1	690,000,000
1-3 years	112,000,000
3-5 years	36,000,000
Over 5 years	257,000,000
Total	1,095,000,000
Primary Lending Commitments - Investment Grade	'
Commitment, Fiscal Year Maturity	'
Less than 1	11,384,000,000	[1]
1-3 years	13,934,000,000	[1]
3-5 years	34,859,000,000	[1]
Over 5 years	504,000,000	[1]
Total	60,681,000,000	[1]
Unfunded commitments accounted for as held for investment	44,900,000,000
Unfunded commitments accounted for as held for sale	5,900,000,000
Primary Lending Commitments - Non-investment Grade	'
Commitment, Fiscal Year Maturity	'
Less than 1	2,684,000,000	[1]
1-3 years	5,088,000,000	[1]
3-5 years	9,505,000,000	[1]
Over 5 years	1,836,000,000	[1]
Total	19,113,000,000	[1]
Unfunded commitments accounted for as held for investment	10,800,000,000
Unfunded commitments accounted for as held for sale	5,100,000,000
Secondary Lending Commitments	'
Commitment, Fiscal Year Maturity	'
Less than 1	68,000,000	[2]
1-3 years	32,000,000	[2]
3-5 years	20,000,000	[2]
Over 5 years	16,000,000	[2]
Total	136,000,000	[2]
Commitments for Secured Lending Transactions	'
Commitment, Fiscal Year Maturity	'
Less than 1	964,000,000
1-3 years	0
3-5 years	0
Over 5 years	4,000,000
Total	968,000,000
Forward Starting Reverse Repurchase Agreements and Securities Borrowing Agreements	'
Commitment, Fiscal Year Maturity	'
Less than 1	70,411,000,000	[3],[4]
1-3 years	0	[3],[4]
3-5 years	0	[3],[4]
Over 5 years	0	[3],[4]
Total	70,411,000,000	[3],[4]
Commitments due in the next three business days	66,500,000,000
Commercial and Residential Mortgage-related Commitments	'
Commitment, Fiscal Year Maturity	'
Less than 1	1,254,000,000
1-3 years	40,000,000
3-5 years	309,000,000
Over 5 years	818,000,000
Total	2,421,000,000
Underwriting Commitments	'
Commitment, Fiscal Year Maturity	'
Less than 1	410,000,000
1-3 years	0
3-5 years	0
Over 5 years	0
Total	410,000,000
Other Commitments	'
Commitment, Fiscal Year Maturity	'
Less than 1	2,284,000,000
1-3 years	376,000,000
3-5 years	206,000,000
Over 5 years	79,000,000
Total	$2,945,000,000
[1]	This amount includes $44.9 billion of investment grade and $10.8 billion of non-investment grade unfunded commitments accounted for as held for investment and $5.9 billion of investment grade and $5.1 billion of non-investment grade unfunded commitments accounted for as held for sale at September 30, 2013. The remainder of these lending commitments is carried at fair value.
[2]	These commitments are recorded at fair value within Trading assets and Trading liabilities in the condensed consolidated statements of financial condition (see Note 4).
[3]	The Company enters into forward starting reverse repurchase and securities borrowing agreements (agreements that have a trade date at or prior to September 30, 2013 and settle subsequent to period-end) that are primarily secured by collateral from U.S. government agency securities and other sovereign government obligations. These agreements primarily settle within three business days and of the total amount at September 30, 2013, $66.5 billion settled within three business days.
[4]	The Company also has a contingent obligation to provide financing to a clearinghouse through which it clears certain transactions. The financing is required only upon the default of a clearinghouse member. The financing takes the form of a reverse repurchase facility, with a maximum amount of approximately $1.9 billion.

Commitments_Guarantees_and_Con4

Commitments, Guarantees and Contingencies (Obligations under Guarantee Arrangements) (Details) (USD $)	Sep. 30, 2013
Guarantees issued by consolidated real estate fund sponsored by the Company	$13,000,000
Accrued losses under these guarantees	4,000,000
Credit Derivative Contracts	'
Maximum Potential Payout/Notional	1,577,786,000,000	[1]
Carrying Amount (Asset)/Liability	-4,909,000,000	[1]
Collateral/Recourse	0	[1]
Other Credit Contracts	'
Maximum Potential Payout/Notional	1,688,000,000
Carrying Amount (Asset)/Liability	-171,000,000
Collateral/Recourse	0
Non-credit Derivative Contracts	'
Maximum Potential Payout/Notional	3,109,490,000,000	[1]
Carrying Amount (Asset)/Liability	61,134,000,000	[1]
Collateral/Recourse	0	[1]
Standby Letters of Credit and Other Financial Guarantees Issued	'
Maximum Potential Payout/Notional	8,391,000,000	[2],[3]
Carrying Amount (Asset)/Liability	-210,000,000	[2],[3]
Collateral/Recourse	7,409,000,000	[2],[3]
Market Value Guarantees	'
Maximum Potential Payout/Notional	716,000,000
Carrying Amount (Asset)/Liability	8,000,000
Collateral/Recourse	111,000,000
Liquidity Facilities	'
Maximum Potential Payout/Notional	2,368,000,000
Carrying Amount (Asset)/Liability	-4,000,000
Collateral/Recourse	3,143,000,000
Whole Loan Sales Representations and Warranties	'
Maximum Potential Payout/Notional	23,803,000,000
Carrying Amount (Asset)/Liability	69,000,000
Collateral/Recourse	0
Securitizations Representations and Warranties	'
Maximum Potential Payout/Notional	67,130,000,000
Carrying Amount (Asset)/Liability	90,000,000
Collateral/Recourse	0
General Partner Guarantees	'
Maximum Potential Payout/Notional	427,000,000
Carrying Amount (Asset)/Liability	75,000,000
Collateral/Recourse	0
Less than 1 Year | Credit Derivative Contracts	'
Maximum Potential Payout/Notional	354,698,000,000	[1]
Less than 1 Year | Other Credit Contracts	'
Maximum Potential Payout/Notional	376,000,000
Less than 1 Year | Non-credit Derivative Contracts	'
Maximum Potential Payout/Notional	1,423,753,000,000	[1]
Less than 1 Year | Standby Letters of Credit and Other Financial Guarantees Issued	'
Maximum Potential Payout/Notional	1,258,000,000	[2],[3]
Less than 1 Year | Market Value Guarantees	'
Maximum Potential Payout/Notional	0
Less than 1 Year | Liquidity Facilities	'
Maximum Potential Payout/Notional	2,220,000,000
Less than 1 Year | Whole Loan Sales Representations and Warranties	'
Maximum Potential Payout/Notional	0
Less than 1 Year | Securitizations Representations and Warranties	'
Maximum Potential Payout/Notional	0
Less than 1 Year | General Partner Guarantees	'
Maximum Potential Payout/Notional	83,000,000
1 - 3 Years | Credit Derivative Contracts	'
Maximum Potential Payout/Notional	493,531,000,000	[1]
1 - 3 Years | Other Credit Contracts	'
Maximum Potential Payout/Notional	10,000,000
1 - 3 Years | Non-credit Derivative Contracts	'
Maximum Potential Payout/Notional	873,318,000,000	[1]
1 - 3 Years | Standby Letters of Credit and Other Financial Guarantees Issued	'
Maximum Potential Payout/Notional	687,000,000	[2],[3]
1 - 3 Years | Market Value Guarantees	'
Maximum Potential Payout/Notional	64,000,000
1 - 3 Years | Liquidity Facilities	'
Maximum Potential Payout/Notional	148,000,000
1 - 3 Years | Whole Loan Sales Representations and Warranties	'
Maximum Potential Payout/Notional	0
1 - 3 Years | Securitizations Representations and Warranties	'
Maximum Potential Payout/Notional	0
1 - 3 Years | General Partner Guarantees	'
Maximum Potential Payout/Notional	45,000,000
3 - 5 Years | Credit Derivative Contracts	'
Maximum Potential Payout/Notional	630,774,000,000	[1]
3 - 5 Years | Other Credit Contracts	'
Maximum Potential Payout/Notional	137,000,000
3 - 5 Years | Non-credit Derivative Contracts	'
Maximum Potential Payout/Notional	304,554,000,000	[1]
3 - 5 Years | Standby Letters of Credit and Other Financial Guarantees Issued	'
Maximum Potential Payout/Notional	1,309,000,000	[2],[3]
3 - 5 Years | Market Value Guarantees	'
Maximum Potential Payout/Notional	148,000,000
3 - 5 Years | Liquidity Facilities	'
Maximum Potential Payout/Notional	0
3 - 5 Years | Whole Loan Sales Representations and Warranties	'
Maximum Potential Payout/Notional	0
3 - 5 Years | Securitizations Representations and Warranties	'
Maximum Potential Payout/Notional	0
3 - 5 Years | General Partner Guarantees	'
Maximum Potential Payout/Notional	58,000,000
Over 5 Years | Credit Derivative Contracts	'
Maximum Potential Payout/Notional	98,783,000,000	[1]
Over 5 Years | Other Credit Contracts	'
Maximum Potential Payout/Notional	1,165,000,000
Over 5 Years | Non-credit Derivative Contracts	'
Maximum Potential Payout/Notional	507,865,000,000	[1]
Over 5 Years | Standby Letters of Credit and Other Financial Guarantees Issued	'
Maximum Potential Payout/Notional	5,137,000,000	[2],[3]
Over 5 Years | Market Value Guarantees	'
Maximum Potential Payout/Notional	504,000,000
Over 5 Years | Liquidity Facilities	'
Maximum Potential Payout/Notional	0
Over 5 Years | Whole Loan Sales Representations and Warranties	'
Maximum Potential Payout/Notional	23,803,000,000
Over 5 Years | Securitizations Representations and Warranties	'
Maximum Potential Payout/Notional	67,130,000,000
Over 5 Years | General Partner Guarantees	'
Maximum Potential Payout/Notional	241,000,000
Primary and Secondary Lending Commitments	'
Standby letters of credit	$2,100,000,000
[1]	Carrying amounts of derivative contracts are shown on a gross basis prior to cash collateral or counterparty netting. For further information on derivative contracts, see Note 11.
[2]	Approximately $2.1 billion of standby letters of credit are also reflected in the “Commitments” table above in primary and secondary lending commitments. Standby letters of credit are recorded at fair value within Trading assets or Trading liabilities in the condensed consolidated statements of financial condition.
[3]	Amounts include guarantees issued by consolidated real estate funds sponsored by the Company of approximately $13 million. These guarantees relate to obligations of the fund’s investee entities, including guarantees related to capital expenditures and principal and interest debt payments. Accrued losses under these guarantees of approximately $4 million are reflected as a reduction of the carrying value of the related fund investments, which are reflected in Trading assets on the condensed consolidated statement of financial condition.

Regulatory_Requirements_Narrat

Regulatory Requirements (Narrative) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
Regulatory Requirements	'	'
Tier 1 capital to RWAs, being well-capitalized for regulatory purposes	6.00%	'
Total capital to RWAs, being well-capitalized for regulatory purposes	10.00%	'
Principal amount of debt issued	$25,000,000,000	'
Tier 1 common capital, ratio	12.60%	14.60%
Tier 1 leverage ratio, being well-capitalized for regulatory purposes	5.00%	'
Minimum	'	'
Regulatory Requirements	'	'
Tier 1 common capital, ratio	5.00%	'
MS&Co.	'	'
Regulatory Requirements	'	'
Net capital	7,222,000,000	7,820,000,000
Amount of capital that exceeds the minimum required	5,691,000,000	6,453,000,000
Net capital, minimum amount required to hold	1,000,000,000	'
Net capital, minimum amount required to hold in accordance with the market and credit risk standards	500,000,000	'
MS&Co. | Maximum	'	'
Regulatory Requirements	'	'
Amount by which if net capital falls below, the company is required to notify the SEC	$5,000,000,000	'

Regulatory_Requirements_Capita

Regulatory Requirements (Capital Measures) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2012	Sep. 30, 2013
Balance	'	'
Tier 1 common capital, amount	$44,794	$48,696
Tier 1 capital, amount	54,360	58,903
Total capital, amount	56,626	62,055
RWAs	306,746	385,664
Adjusted average assets	769,495	807,368
Tier 1 leverage capital, amount	$0	$0
Ratio	'	'
Tier 1 common capital, ratio	14.60%	12.60%
Tier 1 capital to RWAs, ratio	17.70%	15.30%
Total capital to RWAs, ratio	18.50%	16.10%
Tier 1 leverage, ratio	7.10%	7.30%
Increase (decrease) of Tier 1 common capital ratio	-0.50%	'
Increase (decrease) of Total capital ratio	-0.50%	'

Regulatory_Requirements_Signif

Regulatory Requirements (Significant U.S. Bank Operating Subsidiaries' Capital) (Details) (USD $)	12 Months Ended		9 Months Ended
	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Dec. 31, 2012		Sep. 30, 2013	Dec. 31, 2012
			MSBNA	MSBNA		MSPBNA	MSPBNA
Regulatory Requirements	'	'	'	'		'	'
Total capital, amount	$56,626,000,000	$62,055,000,000	$12,211,000,000	$11,509,000,000	[1]	$2,154,000,000	$1,673,000,000
Tier 1 capital, amount	54,360,000,000	58,903,000,000	10,549,000,000	9,918,000,000	[1]	2,148,000,000	1,665,000,000
Tier 1 leverage capital, amount	0	0	10,549,000,000	9,918,000,000		2,148,000,000	1,665,000,000
Total capital to RWAs, ratio	18.50%	16.10%	16.70%	16.70%	[1]	29.60%	28.80%
Tier 1 capital to RWAs, ratio	17.70%	15.30%	14.50%	14.40%	[1]	29.50%	28.70%
Tier 1 leverage, ratio	7.10%	7.30%	10.80%	13.30%		10.60%	10.60%
Increase (decrease) of Tier 1 common capital ratio	-0.50%	'	'	'		'	'
Increase (decrease) of Total capital ratio	-0.50%	'	'	'		'	'
Increase of RWAs	'	'	$2,000,000,000	'		'	'
[1]	MSBNA’s Tier 1 capital ratio and Total capital ratio at December 31, 2012 were each reduced by approximately 50 basis points due to an approximate $2.0 billion adjustment to notional value of derivatives contracts, which resulted in an increase to MSBNA’s RWAs by such amount.

Redeemable_Noncontrolling_Inte2

Redeemable Noncontrolling Interests and Total Equity (Narrative) (Details) (USD $)

1 Months Ended

3 Months Ended

9 Months Ended

9 Months Ended

9 Months Ended

Jul. 31, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Jun. 27, 2013

Sep. 16, 2012

Sep. 30, 2013

MSMS

MSMS

Wealth Management JV

Wealth Management JV

Wealth Management JV

Wealth Management JV

Real Estate Funds

Citi

Citi

Stock Repurchase Program

'

'

'

'

'

'

'

'

'

'

'

'

Authorized repurchase amount of outstanding common stock

$500,000,000

'

'

'

'

'

'

'

'

'

'

'

Common stock repurchased

'

123,000,000

123,000,000

'

'

'

'

'

'

'

'

'

Remaining amount under its current share repurchase authorization

'

'

1,400,000,000

'

'

'

'

'

'

'

'

'

MUFG Stock Conversion

'

'

'

'

'

'

'

'

'

'

'

'

Preferred stock redemption terms

'

'

'The Series E Preferred Stock is redeemable at the Company’s option, (i) in whole or in part, from time to time, on any dividend payment date on or after October 15, 2023 or (ii) in whole but not in part at any time within 90 days following a regulatory capital treatment event (as defined therein), in each case at a redemption price of $25,000 per share (equivalent to $25 per Depositary Share).

'

'

'

'

'

'

'

'

'

CIC Investment

'

'

'

'

'

'

'

'

'

'

'

'

Common stock par value per share

'

$0.01

$0.01

'

$0.01

'

'

'

'

'

'

'

Principal amount of debt issued

'

25,000,000,000

25,000,000,000

'

'

'

'

'

'

'

'

'

Nonredeemable Noncontrolling Interests

'

'

'

'

'

'

'

'

'

'

'

'

Distributions to noncontrolling interests

'

'

'

'

'

292,000,000

151,000,000

38,000,000

'

'

'

195,000,000

Reclass of nonredeemable noncontrolling interests to redeemable noncontrolling interests

'

'

'

$4,296,000,000

'

'

'

'

'

'

'

'

Noncontrolling owners' interest in nontrolling interest

'

'

'

'

'

'

'

'

35.00%

35.00%

49.00%

'

Redeemable_Noncontrolling_Inte3

Redeemable Noncontrolling Interests and Total Equity (Redeemable Noncontrolling Interests) (Details) (USD $)	3 Months Ended		9 Months Ended		0 Months Ended	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Sep. 17, 2012	Sep. 30, 2013	Jun. 28, 2013
					Wealth Management JV	Wealth Management JV	Wealth Management JV
Redeemable Noncontrolling Interest	'	'	'	'	'	'	'
Beginning balance	'	'	$4,309	'	'	$4,309	'
Net income applicable to redeemable noncontrolling interests	0	-8	-222	-8	'	222	'
Distributions	'	'	'	'	'	-38	'
Other	'	'	'	'	'	-11	'
Carrying value of additional stake in Wealth Management JV purchased from Citi	'	'	'	-1,825	-1,890	-4,482	-4,725
Ending balance	$0	'	$0	'	'	$0	'

Redeemable_Noncontrolling_Inte4

Redeemable Noncontrolling Interests and Total Equity (Preferred Stock) (Details) (USD $)	0 Months Ended	9 Months Ended
In Millions, except Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2013
Preferred Stock	'	'
Depositary Shares issued (in shares)	34,500,000	'
Depositary Shares issued	$862	'
Preferred stock redemption terms	'	'The Series E Preferred Stock is redeemable at the Company’s option, (i) in whole or in part, from time to time, on any dividend payment date on or after October 15, 2023 or (ii) in whole but not in part at any time within 90 days following a regulatory capital treatment event (as defined therein), in each case at a redemption price of $25,000 per share (equivalent to $25 per Depositary Share).
Series E Preferred Stock	'	'
Preferred Stock	'	'
Fraction of underlying stock that each Depositary Share represents	0.001	0.001
Preferred stock par value (per share)	$0.01	0.01
Preferred stock redemption price (per share)	$25,000	25,000
Preferred stock redemption price per Depositary Share	$25	25

Redeemable_Noncontrolling_Inte5

Redeemable Noncontrolling Interests and Total Equity (Components of Accumulated Other Comprehensive Income (Loss)) (Details) (USD $)	3 Months Ended	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2013
Beginning balance	($1,169)	($516)
Other comprehensive income (loss) before reclassifications	154	-488
Amounts reclassified from accumulated other comprehensive income (loss)	1	-10
Net other comprehensive income (loss) during the period	155	-498
Ending balance	-1,014	-1,014
Foreign Currency Translation Adjustments	'	'
Beginning balance	-420	-123
Other comprehensive income (loss) before reclassifications	117	-180
Amounts reclassified from accumulated other comprehensive income (loss)	0	0
Net other comprehensive income (loss) during the period	117	-180
Ending balance	-303	-303
Net Change in Cash Flow Hedges	'	'
Beginning balance	-3	-5
Other comprehensive income (loss) before reclassifications	0	0
Amounts reclassified from accumulated other comprehensive income (loss)	1	3
Net other comprehensive income (loss) during the period	1	3
Ending balance	-2	-2
Change in Net Unrealized Gains (Losses) on Securities Available for Sale	'	'
Beginning balance	-218	151
Other comprehensive income (loss) before reclassifications	37	-310
Amounts reclassified from accumulated other comprehensive income (loss)	-4	-26
Net other comprehensive income (loss) during the period	33	-336
Ending balance	-185	-185
Pension, Postretirement and Other Related Adjustments	'	'
Beginning balance	-528	-539
Other comprehensive income (loss) before reclassifications	0	2
Amounts reclassified from accumulated other comprehensive income (loss)	4	13
Net other comprehensive income (loss) during the period	4	15
Ending balance	($524)	($524)

Earnings_Per_Common_Share_Calc

Earnings Per Common Share (Calculation of Basic and Diluted EPS) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, except Share data, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Basic EPS:	'		'		'		'
Income (loss) from continuing operations	$1,000		($958)		$3,470		($97)
Net gain (loss) from discontinued operations	18	[1]	2	[1]	-30	[1]	25	[1]
Net income (loss)	1,018		-956		3,440		-72
Net income applicable to redeemable noncontrolling interests	0		8		222		8
Net income applicable to nonredeemable noncontrolling interests	112		59		370		446
Net income (loss) applicable to Morgan Stanley	906		-1,023		2,848		-526
Less: Wealth Management JV redemption value adjustment	0		0		-151		0
Less: Allocation of (earnings) loss to participating RSUs:	'		'		'		'
From continuing operations	-2	[2]	0	[2]	-6	[2]	-1	[2]
Earnings (loss) applicable to Morgan Stanley common shareholders	880		-1,047		2,619		-599
Weighted average common shares outstanding	1,909,350,788		1,889,300,631		1,906,097,564		1,883,813,883
Earnings (loss) per basic common share:	'		'		'		'
Income (loss) from continuing operations	$0.45		($0.55)		$1.39		($0.32)
Net gain (loss) from discontinued operations	$0.01		$0		($0.02)		$0
Earnings (loss) per basic common share	$0.46		($0.55)		$1.37		($0.32)
Diluted EPS:	'		'		'		'
Earnings (loss) applicable to Morgan Stanley common shareholders	880		-1,047		2,619		-599
Weighted average common shares outstanding	1,909,350,788		1,889,300,631		1,906,097,564		1,883,813,883
Effect of dilutive securities:	'		'		'		'
Stock options and RSUs	56,000,000	[2]	0	[2]	46,000,000	[2]	0	[2]
Weighted average common shares outstanding and common stock equivalents	1,964,812,610		1,889,300,631		1,952,146,477		1,883,813,883
Earnings (loss) per diluted common share:	'		'		'		'
Income (loss) from continuing operations	$0.44		($0.55)		$1.36		($0.32)
Net gain (loss) from discontinued operations	$0.01		$0		($0.02)		$0
Earnings (loss) per diluted common share	$0.45		($0.55)		$1.34		($0.32)
Series A Preferred Stock	'		'		'		'
Basic EPS:	'		'		'		'
Less: Preferred dividends	-11		-11		-33		-33
Series C Preferred Stock	'		'		'		'
Basic EPS:	'		'		'		'
Less: Preferred dividends	($13)		($13)		($39)		($39)
[1]	See Notes 1 and 21 for discussion of discontinued operations.
[2]	RSUs that are considered participating securities participate in all of the earnings of the Company in the computation of basic EPS, and, therefore, such RSUs are not included as incremental shares in the diluted calculation.

Earnings_Per_Common_Share_Anti

Earnings Per Common Share (Antidilutive Securities Excluded from the Computation of Diluted EPS) (Details)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Antidilutive securities outstanding	36	131	36	131
RSUs and Performance-based Stock Units	'	'	'	'
Antidilutive securities outstanding	4	87	4	87
Stock Options	'	'	'	'
Antidilutive securities outstanding	32	44	32	44

Interest_Income_and_Interest_E2

Interest Income and Interest Expense (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Interest income:	'		'		'		'
Trading assets	$494	[1],[2]	$648	[1],[2]	$1,742	[1],[2]	$2,101	[1],[2]
Securities available for sale	111	[2]	80	[2]	317	[2]	242	[2]
Loans	299	[2]	161	[2]	790	[2]	418	[2]
Interest bearing deposits with banks	38	[2]	44	[2]	89	[2]	95	[2]
Federal funds sold and securities purchased under agreements to resell and Securities borrowed	50	[2]	64	[2]	213	[2]	223	[2]
Other	319	[2]	382	[2]	980	[2]	1,165	[2]
Total Interest income	1,311	[2]	1,379	[2]	4,131	[2]	4,244	[2]
Interest expense:	'		'		'		'
Deposits	44	[2]	46	[2]	126	[2]	136	[2]
Commercial paper and other short-term borrowings	4	[2]	11	[2]	18	[2]	35	[2]
Long-term debt	957	[2]	1,256	[2]	2,834	[2]	3,597	[2]
Securities sold under agreements to repurchase and Securities loaned	403	[2]	453	[2]	1,371	[2]	1,445	[2]
Other	-208	[2]	-232	[2]	-718	[2]	-595	[2]
Total Interest expense	1,200	[2]	1,534	[2]	3,631	[2]	4,618	[2]
Net interest	$111		($155)		$500		($374)
[1]	Interest expense on Trading liabilities is reported as a reduction to Interest income on Trading assets.
[2]	Interest income and expense are recorded within the condensed consolidated statements of income depending on the nature of the instrument and related market conventions. When interest is included as a component of the instrument’s fair value, interest is included within Trading revenues or Investments revenues. Otherwise, it is included within Interest income or Interest expense.

Employee_Benefit_Plans_Compone

Employee Benefit Plans (Components of Net Periodic Benefit Expense) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Pension and Other Postretirement Plans	'	'	'	'
Service cost, benefits earned during the period	$6	$7	$20	$22
Interest cost on projected benefit obligation	40	40	118	122
Expected return on plan assets	-28	-27	-85	-82
Net amortization of prior service costs	-3	-3	-10	-10
Net amortization of actuarial loss	9	7	29	21
Net periodic benefit expense	$24	$24	$72	$73

Income_Taxes_Reconciliation_of

Income Taxes (Reconciliation of the Provision for (Benefit from) Income Taxes and the U.S. Federal Statutory Income Tax Rate) (Details) (USD $)	9 Months Ended		3 Months Ended	9 Months Ended			3 Months Ended	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2012
			Tax planning Strategies to Optimize Foreign Tax Credit Utilization	Tax planning Strategies to Optimize Foreign Tax Credit Utilization	Retroactive Effective Date of American Taxpayer Relief Act of 2012	Remeasurement of Reserves and Related Interest Based on New Information Regarding the Status of Certain Tax Authority Examinations	Overstatement of Tax Benefits, Out-of-Period	Overstatement of Tax Benefits, Out-of-Period
Effective Income Tax Rate Reconciliation, Percent	'	'	'	'	'	'	'	'
Effective income tax rate excluding effect of discrete tax expense (benefit)	30.70%	95.60%	'	'	'	'	'	'
Income Tax Expense (Benefit), Continuing Operations, Income Tax Reconciliation	'	'	'	'	'	'	'	'
Income tax reconciliation, repatriation of foreign earnings	'	'	($73)	($73)	'	'	$82	$82
Income tax reconciliation, other adjustments	'	'	'	'	($81)	($61)	'	'

Segment_and_Geographic_Informa2

Segment and Geographic Information (Selected Financial Information by Segments) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012		Dec. 31, 2012
Segment Reporting Information	'		'		'		'		'
Total non-interest revenues	$7,821		$5,435		$24,093		$19,520		'
Interest income	1,311	[1]	1,379	[1]	4,131	[1]	4,244	[1]	'
Interest expense	1,200	[1]	1,534	[1]	3,631	[1]	4,618	[1]	'
Net interest	111		-155		500		-374		'
Net Revenues	7,932	[2]	5,280	[2]	24,593	[2]	19,146	[2]	'
Income (loss) from continuing operations before income taxes	1,339		-1,483		4,696		-344		'
Provision for (benefit from) income taxes	339		-525		1,226		-247		'
Income (loss) from continuing operations	1,000		-958		3,470		-97		'
Discontinued operations:	'		'		'		'		'
Gain (loss) from discontinued operations	16	[3],[4]	-11	[3],[4]	-55	[3],[4]	68	[3],[4]	'
Provision for (benefit from) income taxes	-2	[3]	-13	[3]	-25	[3]	43	[3]	'
Net gain (loss) on discontinued operations	18	[3]	2	[3]	-30	[3]	25	[3]	'
Net income (loss)	1,018		-956		3,440		-72		'
Net income applicable to redeemable noncontrolling interests	0		8		222		8		'
Net income applicable to nonredeemable noncontrolling interests	112		59		370		446		'
Net income (loss) applicable to Morgan Stanley	906		-1,023		2,848		-526		'
Segment Reporting Information, Additional Information	'		'		'		'		'
Performance-based fee revenue at risk	446		'		446		'		205
Institutional Securities	'		'		'		'		'
Segment Reporting Information	'		'		'		'		'
Total non-interest revenues	4,071		2,031	[5]	12,970		9,480	[5]	'
Interest income	897		1,017	[5]	2,950		3,158	[5]	'
Interest expense	1,282		1,567	[5]	3,799		4,690	[5]	'
Net interest	-385		-550	[5]	-849		-1,532	[5]	'
Net Revenues	3,686	[2]	1,481	[2],[5]	12,121	[2]	7,948	[2],[5]	'
Income (loss) from continuing operations before income taxes	371		-1,928	[5]	2,129		-1,769	[5]	'
Provision for (benefit from) income taxes	0		-662	[5]	348		-699	[5]	'
Income (loss) from continuing operations	371		-1,266	[5]	1,781		-1,070	[5]	'
Discontinued operations:	'		'		'		'		'
Gain (loss) from discontinued operations	-7	[3]	-23	[3],[5]	-64	[3]	-41	[3],[5]	'
Provision for (benefit from) income taxes	-5	[3]	-8	[3],[5]	-25	[3]	18	[3],[5]	'
Net gain (loss) on discontinued operations	-2	[3]	-15	[3],[5]	-39	[3]	-59	[3],[5]	'
Net income (loss)	369		-1,281	[5]	1,742		-1,129	[5]	'
Net income applicable to redeemable noncontrolling interests	'		0	[5]	1		0	[5]	'
Net income applicable to nonredeemable noncontrolling interests	48		8	[5]	234		132	[5]	'
Net income (loss) applicable to Morgan Stanley	321		-1,289	[5]	1,507		-1,261	[5]	'
Wealth Management	'		'		'		'		'
Segment Reporting Information	'		'		'		'		'
Total non-interest revenues	2,988		2,823	[5]	9,130		8,530	[5]	'
Interest income	532		476	[5]	1,531		1,390	[5]	'
Interest expense	39		77	[5]	179		211	[5]	'
Net interest	493		399	[5]	1,352		1,179	[5]	'
Net Revenues	3,481	[2]	3,222	[2],[5]	10,482	[2]	9,709	[2],[5]	'
Income (loss) from continuing operations before income taxes	668		247	[5]	1,920		1,060	[5]	'
Provision for (benefit from) income taxes	238		93	[5]	687		364	[5]	'
Income (loss) from continuing operations	430		154	[5]	1,233		696	[5]	'
Discontinued operations:	'		'		'		'		'
Gain (loss) from discontinued operations	0	[3]	0	[3],[5]	-1	[3]	93	[3],[5]	'
Provision for (benefit from) income taxes	0	[3]	-5	[3],[5]	0	[3]	26	[3],[5]	'
Net gain (loss) on discontinued operations	0	[3]	5	[3],[5]	-1	[3]	67	[3],[5]	'
Net income (loss)	430		159	[5]	1,232		763	[5]	'
Net income applicable to redeemable noncontrolling interests	'		8	[5]	221		8	[5]	'
Net income applicable to nonredeemable noncontrolling interests	0		1	[5]	0		176	[5]	'
Net income (loss) applicable to Morgan Stanley	430		150	[5]	1,011		579	[5]	'
Investment Management	'		'		'		'		'
Segment Reporting Information	'		'		'		'		'
Total non-interest revenues	828		635		2,151		1,641		'
Interest income	2		2		7		7		'
Interest expense	2		6		12		28		'
Net interest	0		-4		-5		-21		'
Net Revenues	828	[2]	631	[2]	2,146	[2]	1,620	[2]	'
Income (loss) from continuing operations before income taxes	300		198		647		369		'
Provision for (benefit from) income taxes	101		44		191		88		'
Income (loss) from continuing operations	199		154		456		281		'
Discontinued operations:	'		'		'		'		'
Gain (loss) from discontinued operations	8	[3]	12	[3]	9	[3]	13	[3]	'
Provision for (benefit from) income taxes	0	[3]	0	[3]	0	[3]	0	[3]	'
Net gain (loss) on discontinued operations	8	[3]	12	[3]	9	[3]	13	[3]	'
Net income (loss)	207		166		465		294		'
Net income applicable to redeemable noncontrolling interests	'		0		0		0		'
Net income applicable to nonredeemable noncontrolling interests	64		50		136		138		'
Net income (loss) applicable to Morgan Stanley	143		116		329		156		'
Intersegment Eliminations	'		'		'		'		'
Segment Reporting Information	'		'		'		'		'
Total non-interest revenues	-66		-54		-158		-131		'
Interest income	-120		-116		-357		-311		'
Interest expense	-123		-116		-359		-311		'
Net interest	3		0		2		0		'
Net Revenues	-63	[2]	-54	[2]	-156	[2]	-131	[2]	'
Income (loss) from continuing operations before income taxes	0		0		0		-4		'
Provision for (benefit from) income taxes	0		0		0		0		'
Income (loss) from continuing operations	0		0		0		-4		'
Discontinued operations:	'		'		'		'		'
Gain (loss) from discontinued operations	15	[3]	0	[3]	1	[3]	3	[3]	'
Provision for (benefit from) income taxes	3	[3]	0	[3]	0	[3]	-1	[3]	'
Net gain (loss) on discontinued operations	12	[3]	0	[3]	1	[3]	4	[3]	'
Net income (loss)	12		0		1		0		'
Net income applicable to redeemable noncontrolling interests	'		0		0		0		'
Net income applicable to nonredeemable noncontrolling interests	0		0		0		0		'
Net income (loss) applicable to Morgan Stanley	$12		$0		$1		$0		'
[1]	Interest income and expense are recorded within the condensed consolidated statements of income depending on the nature of the instrument and related market conventions. When interest is included as a component of the instrument’s fair value, interest is included within Trading revenues or Investments revenues. Otherwise, it is included within Interest income or Interest expense.
[2]	In certain management fee arrangements, the Company is entitled to receive performance-based fees (also referred to as incentive fees) when the return on assets under management exceeds certain benchmark returns or other performance targets. In such arrangements, performance fee revenue is accrued (or reversed) quarterly based on measuring account fund performance to date versus the performance benchmark stated in the investment management agreement. The amount of performance-based fee revenue at risk of reversing if fund performance falls below stated investment management agreement benchmarks was approximately $446 million at September 30, 2013 and approximately $205 million at December 31, 2012 (see Note 2 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K).
[3]	See Notes 1 and 21 for discussion of discontinued operations.
[4]	Amounts included eliminations of intersegment activity.
[5]	On January 1, 2013, the International Wealth Management business was transferred from the Wealth Management business segment to the Equity division within the Institutional Securities business segment. Accordingly, prior period amounts have been recast to reflect the International Wealth Management business as part of the Institutional Securities business segment.

Segment_and_Geographic_Informa3

Segment and Geographic Information (Assets by Segments) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Segment Reporting Information	'		'
Assets	$832,223	[1]	$780,960	[1]
Institutional Securities	'		'
Segment Reporting Information	'		'
Assets	675,676	[1]	648,049	[1],[2]
Wealth Management	'		'
Segment Reporting Information	'		'
Assets	149,156	[1]	125,565	[1],[2]
Investment Management	'		'
Segment Reporting Information	'		'
Assets	$7,391	[1]	$7,346	[1]
[1]	Corporate assets have been fully allocated to the Company’s business segments.
[2]	Prior period amounts have been recast to reflect the transfer of the International Wealth Management business from the Wealth Management business segment to the Institutional Securities business segment.

Segment_and_Geographic_Informa4

Segment and Geographic Information (Net Revenues and Total Assets by Geographic Area) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Segment Reporting Information	'		'		'		'
Net Revenues	$7,932	[1]	$5,280	[1]	$24,593	[1]	$19,146	[1]
Americas	'		'		'		'
Segment Reporting Information	'		'		'		'
Net Revenues	5,665		4,744		17,635		14,632
Europe, Middle East and Africa	'		'		'		'
Segment Reporting Information	'		'		'		'
Net Revenues	1,148		296		3,346		2,422
Asia	'		'		'		'
Segment Reporting Information	'		'		'		'
Net Revenues	$1,119		$240		$3,612		$2,092
[1]	In certain management fee arrangements, the Company is entitled to receive performance-based fees (also referred to as incentive fees) when the return on assets under management exceeds certain benchmark returns or other performance targets. In such arrangements, performance fee revenue is accrued (or reversed) quarterly based on measuring account fund performance to date versus the performance benchmark stated in the investment management agreement. The amount of performance-based fee revenue at risk of reversing if fund performance falls below stated investment management agreement benchmarks was approximately $446 million at September 30, 2013 and approximately $205 million at December 31, 2012 (see Note 2 to the consolidated financial statements for the year ended December 31, 2012 included in the Form 10-K).

Equity_Method_Investments_Narr

Equity Method Investments (Narratives) (Details) (USD $)

3 Months Ended

9 Months Ended

1 Months Ended

3 Months Ended

9 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Jun. 30, 2013

Jun. 30, 2013

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

MUMSS

MUMSS

MUMSS

MUMSS

MUMSS

MUMSS

MSMS

Equity Method Investments

'

'

'

'

'

'

'

'

'

'

'

'

Equity method investment

$4,756

'

$4,756

'

$4,682

'

'

'

'

'

'

'

Income (loss) from equity method investments

148

-3

339

-24

'

'

'

188

36

487

117

'

Voting interest in joint venture

'

'

'

'

'

'

'

40.00%

'

40.00%

'

51.00%

Voting interest held by noncontrolling interest

'

'

'

'

'

'

'

60.00%

'

60.00%

'

49.00%

Dividends paid

'

'

358

349

'

287

'

'

'

'

'

'

Dividends received from equity method investment

'

'

'

'

'

'

$115

'

'

'

'

'

Discontinued_Operations_Detail

Discontinued Operations (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Discontinued Operations	'		'		'		'
Net revenues	$15	[1]	$20	[1]	($4)	[1]	$274	[1]
Gain (loss) from discontinued operations	16	[1],[2]	-11	[1],[2]	-55	[1],[2]	68	[1],[2]
Saxon	'		'		'		'
Discontinued Operations	'		'		'		'
Net revenues	0	[1]	-1	[1]	0	[1]	76	[1]
Gain (loss) from discontinued operations	-14	[1]	-25	[1]	-53	[1]	-40	[1]
Quilter	'		'		'		'
Discontinued Operations	'		'		'		'
Net revenues	0	[1]	0	[1]	-1	[1]	163	[1]
Gain (loss) from discontinued operations	0	[1]	0	[1]	-1	[1]	97	[1],[3]
Pre-tax gain (loss) from disposal of discontinued operations	'		'		'		108
Other	'		'		'		'
Discontinued Operations	'		'		'		'
Net revenues	15	[1],[4]	21	[1],[4]	-3	[1],[4]	35	[1],[4]
Gain (loss) from discontinued operations	$30	[1],[4]	$14	[1],[4]	($1)	[1],[4]	$11	[1],[4]
[1]	Amounts included eliminations of intersegment activity.
[2]	See Notes 1 and 21 for discussion of discontinued operations.
[3]	Amount for the nine months ended September 30, 2012 included a pre-tax gain of approximately $108 million in connection with the sale of Quilter.
[4]	Amounts included in Other are related to the sale of the Company’s retail asset management business, a principal investment and other.

Subsequent_Events_Details

Subsequent Events (Details) (USD $)	3 Months Ended		9 Months Ended		1 Months Ended
In Billions, except Per Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Oct. 31, 2013	Oct. 31, 2013
					Subsequent Event	Subsequent Event
						Wealth Management JV
Subsequent Event	'	'	'	'	'	'
Dividends declared per common share	$0.05	$0.05	$0.15	$0.15	'	'
Decrease in long-term borrowings	'	'	'	'	$1.30	'
Wealth Management JV	'	'	'	'	'	'
Transfer of deposits from joint venture partners	'	'	'	'	'	$1.70