Morgan Stanley (MS) 10-Q 5 Aug 14 2014 Q2 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	6 Months Ended
	Jun. 30, 2014	Jul. 31, 2014
Document and Entity Information [Abstract]	'	'
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	30-Jun-14	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q2	'
Trading Symbol	'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	'	1,963,354,359

Consolidated_Statements_of_Fin

Consolidated Statements of Financial Condition (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets	'	'
Cash and due from banks ($48 and $544 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally not available to the Company)	$18,863	$16,602
Interest bearing deposits with banks	22,022	43,281
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements ($129 and $117 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally not available to the Company)	44,713	39,203
Trading assets, at fair value ($126,867 and $151,078 were pledged to various parties at June 30, 2014 and December 31, 2013, respectively) ($1,218 and $2,825 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally not available to the Company)	259,561	280,744
Available for sale securities, at fair value	65,474	53,430
Securities received as collateral, at fair value	19,498	20,508
Federal funds sold and securities purchased under agreements to resell (includes $864 and $866 at fair value at June 30, 2014 and December 31, 2013, respectively)	108,956	118,130
Securities borrowed	147,466	129,707
Customer and other receivables	54,557	57,104
Loans	'	'
Held for investment (net of allowances of $138 and $156 at June 30, 2014 and December 31, 2013, respectively)	48,630	36,545
Held for sale	6,630	6,329
Other investments ($511 and $561 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally not available to the Company)	4,899	5,086
Premises, equipment and software costs (net of accumulated depreciation of $6,406 and $6,420 at June 30, 2014 and December 31, 2013, respectively) ($194 and $201 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally not available to the Company)	5,911	6,019
Goodwill	6,600	6,595
Intangible assets (net of accumulated amortization of $1,849 and $1,703 at June 30, 2014 and December 31, 2013, respectively) (includes $6 and $8 at fair value at June 30, 2014 and December 31, 2013, respectively)	3,137	3,286
Other assets ($23 and $11 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally not available to the Company)	9,651	10,133
Total assets	826,568	832,702
Liabilities	'	'
Deposits (includes $0 and $185 at fair value at June 30, 2014 and December 31, 2013, respectively).	117,695	112,379
Commercial paper and other short-term borrowings (includes $1,315 and $1,347 at fair value at June 30, 2014 and December 31, 2013, respectively)	1,783	2,142
Trading liabilities, at fair value ($1 and $33 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally non-recourse to the Company)	109,877	104,521
Obligation to return securities received as collateral, at fair value	25,449	24,568
Securities sold under agreements to repurchase (includes $614 and $561 at fair value at June 30, 2014 and December 31, 2013, respectively)	111,420	145,676
Securities loaned	30,808	32,799
Other secured financings (includes $5,056 and $5,206 at fair value at June 30, 2014 and December 31, 2013, respectively) ($370 and $543 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally non-recourse to the Company)	14,007	14,215
Customer and other payables	178,883	157,125
Other liabilities and accrued expenses ($70 and $76 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally non-recourse to the Company)	14,962	16,672
Long-term borrowings (includes $35,219 and $35,637 at fair value at June 30, 2014 and December 31, 2013, respectively)	149,483	153,575
Total liabilities	754,367	763,672
Commitments and contingent liabilities	'	'
Morgan Stanley shareholders' equity:	'	'
Preferred stock	5,020	3,220
Common stock, $0.01 par value: Shares authorized: 3,500,000,000 at June 30, 2014 and December 31, 2013; Shares issued: 2,038,893,979 at June 30, 2014 and December 31, 2013; Shares outstanding: 1,964,503,356 and 1,944,868,751 at June 30,2014 and December 31, 2013, respectively	20	20
Additional Paid-in capital	23,608	24,570
Retained earnings	45,145	42,172
Employee stock trusts	2,147	1,718
Accumulated other comprehensive loss	-733	-1,093
Common stock held in treasury, at cost, $0.01 par value: Shares outstanding: 74,390,623 and 94,025,228 at June 30, 2014 and December 31, 2013, respectively	-2,305	-2,968
Common stock issued to employee stock trusts	-2,147	-1,718
Total Morgan Stanley shareholders' equity	70,755	65,921
Nonredeemable noncontrolling interests	1,446	3,109
Total equity	72,201	69,030
Total liabilities and equity	$826,568	$832,702

Consolidated_Statements_of_Fin1

Consolidated Statements of Financial Condition (Parenthetical) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
Cash and due from banks	$18,863	$16,602
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements	44,713	39,203
Trading assets pledged to various parties	126,867	151,078
Trading assets, fair value	259,561	280,744
Federal funds sold and securities purchased under agreement to resell, fair value	864	866
Other investments	4,899	5,086
Allowances, loans	138	156
Premises, equipment and software costs, accumulated depreciation	6,406	6,420
Premises, equipment and software costs	5,911	6,019
Intangible assets, accumulated amortization	1,849	1,703
Intangible assets, fair value	6	8
Other assets	9,651	10,133
Deposits, fair value	0	185
Commercial paper and other short-term borrowings, fair value	1,315	1,347
Securities sold under agreement to repurchase, fair value	614	561
Other secured financings, fair value	5,056	5,206
Other secured financings	14,007	14,215
Financial Instruments Sold, Not yet Purchased, at Fair Value	109,877	104,521
Other liabilities and accrued expenses	14,962	16,672
Long-term borrowings, fair value	35,219	35,637
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	1,964,503,356	1,944,868,751
Common stock held in treasury, shares	74,390,623	94,025,228
Consolidated VIEs	'	'
Cash and due from banks	48	544
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements	129	117
Trading assets, fair value	1,218	2,825
Other investments	511	561
Premises, equipment and software costs	194	201
Other assets	23	11
Other secured financings	370	543
Financial Instruments Sold, Not yet Purchased, at Fair Value	1	33
Other liabilities and accrued expenses	$70	$76

Consolidated_Statements_of_Inc

Consolidated Statements of Income (USD $)	3 Months Ended		6 Months Ended
In Millions, except Share data, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Revenues:	'	'	'	'
Investment banking	$1,633	$1,303	$2,941	$2,527
Trading	2,516	2,894	5,478	5,588
Investments	227	188	586	526
Commissions and fees	1,138	1,217	2,354	2,384
Asset management, distribution and administration fees	2,621	2,404	5,170	4,750
Other	206	305	451	522
Total non-interest revenues	8,341	8,311	16,980	16,297
Interest income	1,250	1,268	2,593	2,612
Interest expense	983	1,064	2,018	2,226
Net interest	267	204	575	386
Net revenues	8,608	8,515	17,555	16,683
Non-interest expenses:	'	'	'	'
Compensation and benefits	4,200	4,103	8,505	8,317
Occupancy and equipment	359	374	718	751
Brokerage, clearing and exchange fees	458	456	901	884
Information processing and communications	411	470	835	918
Marketing and business development	165	163	312	297
Professional services	532	458	984	898
Other	550	695	1,042	1,221
Total non-interest expenses	6,675	6,719	13,297	13,286
Income from continuing operations before income taxes	1,933	1,796	4,258	3,397
Provision for income taxes	15	574	795	925
Income from continuing operations	1,918	1,222	3,463	2,472
Discontinued operations:	'	'	'	'
Income (loss) from discontinued operations before income taxes	-2	-44	42	-74
Provision for (benefit from) income taxes	-1	-13	4	-24
Net gain (loss) from discontinued operations	-1	-31	38	-50
Net income	1,917	1,191	3,501	2,422
Net income applicable to redeemable noncontrolling interests	0	100	0	222
Net income applicable to nonredeemable noncontrolling interests	18	111	97	258
Net income applicable to Morgan Stanley	1,899	980	3,404	1,942
Preferred stock dividends and other	79	177	135	203
Earnings applicable to Morgan Stanley common shareholders	1,820	803	3,269	1,739
Amounts applicable to Morgan Stanley:	'	'	'	'
Income from continuing operations	1,900	1,011	3,366	1,992
Income (loss) from discontinued operations	-1	-31	38	-50
Net income applicable to Morgan Stanley	$1,899	$980	$3,404	$1,942
Earnings per basic common share:	'	'	'	'
Income from continuing operations	$0.94	$0.44	$1.68	$0.94
Income (loss) from discontinued operations	$0	($0.02)	$0.02	($0.03)
Earnings per basic common share	$0.94	$0.42	$1.70	$0.91
Earnings per diluted common share:	'	'	'	'
Income from continuing operations	$0.92	$0.43	$1.64	$0.92
Income (loss) from discontinued operations	$0	($0.02)	$0.02	($0.03)
Earnings per diluted common share	$0.92	$0.41	$1.66	$0.89
Dividends declared per common share	$0.10	$0.05	$0.15	$0.10
Average common shares outstanding:	'	'	'	'
Basic	1,928,250,328	1,907,737,175	1,926,260,244	1,904,470,952
Diluted	1,969,698,239	1,951,362,736	1,969,675,518	1,945,813,411

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (USD $)	3 Months Ended				6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014		Jun. 30, 2013		Jun. 30, 2014		Jun. 30, 2013
Condensed Consolidated Statements of Comprehensive Income	'		'		'		'
Net income	$1,917		$1,191		$3,501		$2,422
Other comprehensive income (loss), net of tax:	'		'		'		'
Foreign currency translation adjustments	86	[1]	-201	[1]	152	[1]	-446	[1]
Amortization of cash flow hedges	1	[2]	1	[2]	2	[2]	2	[2]
Change in net unrealized gains (losses) on available for sale securities	162	[3]	-342	[3]	236	[3]	-369	[3]
Pension, postretirement and other related adjustments	4	[4]	10	[4]	6	[4]	11	[4]
Total other comprehensive income (loss)	253		-532		396		-802
Comprehensive income	2,170		659		3,897		1,620
Net income applicable to redeemable noncontrolling interests	0		100		0		222
Net income applicable to nonredeemable noncontrolling interests	18		111		97		258
Other comprehensive income (loss) applicable to nonredeemable noncontrolling interests	18		-57		36		-149
Comprehensive income applicable to Morgan Stanley	2,134		505		3,764		1,289
Parenthetical Disclosures	'		'		'		'
Foreign currency translation adjustments, provision for (benefit from) income taxes	-56		135		-112		300
Amortization of cash flow hedges, provision for income taxes	'		1		1		2
Change in net unrealized losses on available for sale securities, provision for (benefit from) income taxes	112		-234		162		-253
Pension, postretirement and other related adjustments, provision for (benefit from) income taxes	$1		$6		$2		$11
[1]	Amounts are net of provision for (benefit from) income taxes of $(56) million and $135 million for the quarters ended June 30, 2014 and 2013, respectively, and $(112) million and $300 million for the six months ended June 30, 2014 and 2013, respectively.
[2]	Amounts are net of provision for income taxes of $1 million for the quarter ended June 30, 2013, and $1 million and $2 million for the six months ended June 30, 2014 and 2013, respectively.
[3]	Amounts are net of provision for (benefit from) income taxes of $112 million and $(234) million for the quarters ended June 30, 2014 and 2013, respectively, and $162 million and $(253) million for the six months ended June 30, 2014 and 2013, respectively.
[4]	Amounts are net of provision for income taxes of $1 million and $6 million for the quarters ended June 30, 2014 and 2013, respectively, and $2 million and $11 million for the six months ended June 30, 2014 and 2013, respectively.

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013
CASH FLOWS FROM OPERATING ACTIVITIES	'	'
Net income	$3,501	$2,422
Adjustments to reconcile net income to net cash provided by operating activities:	'	'
Income from equity method investments	-76	-228
Compensation payable in common stock and options	629	559
Depreciation and amortization	612	716
Net (gain) loss on business dispositions	-88	-30
Net gain on sale of available for sale securities	-16	-38
Impairment charges	77	112
Provision for credit losses on lending activities	15	63
Other non-cash adjustments to net income	-43	13
Changes in assets and liabilities:	'	'
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements	-5,510	-4,393
Trading assets, net of Trading liabilities	26,695	12,075
Securities borrowed	-17,759	-7,413
Securities loaned	-1,991	-714
Customer and other receivables and other assets	2,904	-883
Customer and other payables and other liabilities	21,972	13,315
Federal funds sold and securities purchased under agreements to resell	9,174	-8,082
Securities sold under agreements to repurchase	-34,221	10,908
Net cash provided by operating activities	5,875	18,402
CASH FLOWS FROM INVESTING ACTIVITIES	'	'
Premises, equipment and software	-413	-583
Business dispositions, net of cash disposed	167	530
Loans	-11,798	-3,441
Purchases of available for sale securities	-19,329	-14,335
Sales of available for sale securities	5,499	8,377
Maturities and redemptions of available for sale securities	2,153	2,663
Other investing activities	-388	186
Net cash used for investing activities	-24,109	-6,603
CASH FLOWS FROM FINANCING ACTIVITIES	'	'
Commercial paper and other short-term borrowings	-359	228
Noncontrolling interests	-189	-540
Other secured financings	194	-1,761
Deposits	5,316	-1,752
Proceeds from:	'	'
Excess tax benefits associated with stock-based awards	85	13
Derivatives financing activities	360	459
Issuance of preferred stock, net of issuance costs	1,788	0
Issuance of long-term borrowings	14,825	21,698
Payments for:	'	'
Long-term borrowings	-21,342	-22,958
Derivatives financing activities	-170	-498
Repurchases of common stock and employee tax withholdings	-964	-314
Purchase of additional stake in Wealth Management JV	0	-4,725
Cash dividends	-387	-239
Net cash provided by (used for) financing activities	-843	-10,389
Effect of exchange rate changes on cash and cash equivalents	127	-735
Effect of cash and cash equivalents related to variable interest entities	-48	-380
Net increase (decrease) in cash and cash equivalents	-18,998	295
Cash and cash equivalents, at beginning of period	59,883	46,904
Cash and cash equivalents, at end of period	40,885	47,199
Cash and cash equivalents include:	'	'
Cash and due from banks	18,863	16,295
Interest bearing deposits with banks	22,022	30,904
Cash and cash equivalents, at end of period	40,885	47,199
SUPPLEMENTAL DISCLOSURE OF CASH FLOW INFORMATION	'	'
Cash payments for interest	1,162	2,177
Cash payments for income taxes	$374	$537

Consolidated_Statements_of_Cha

Consolidated Statements of Changes in Total Equity (USD $)	Total	Preferred Stock	Common Stock	Paid-in Capital	Retained Earnings	Employee Stock Trusts	Accumulated Other Comprehensive Income (Loss)	Common Stock Held in Treasury at Cost	Common Stock Issued to Employee Stock Trusts	Non-Redeemable Non-controlling Interests
In Millions
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 applicable to Morgan Stanley	1,942	'	'	'	1,942	'	'	'	'	'
Net income applicable to nonredeemable noncontrolling interests	258	'	'	'	'	'	'	'	'	258
Dividends	-248	'	'	'	-248	'	'	'	'	'
Shares issued under employee plans and related tax effects	496	'	'	507	'	-1,111	'	-11	1,111	'
Repurchases of common stock and employee tax withholdings	-314	'	'	'	'	'	'	-314	'	'
Net change in Accumulated other comprehensive income	-802	'	'	'	'	'	-653	'	'	-149
Wealth Management JV redemption value adjustment	-151	'	'	'	-151	'	'	'	'	'
Other net decreases	-495	'	'	'	'	'	'	'	'	-495
BALANCE AT at Jun. 30, 2013	66,114	1,508	20	23,933	41,455	1,821	-1,169	-2,566	-1,821	2,933
BALANCE AT at Dec. 31, 2013	69,030	3,220	20	24,570	42,172	1,718	-1,093	-2,968	-1,718	3,109
Net income applicable to Morgan Stanley	3,404	'	'	'	3,404	'	'	'	'	'
Net income applicable to nonredeemable noncontrolling interests	97	'	'	'	'	'	'	'	'	97
Dividends	-431	'	'	'	-431	'	'	'	'	'
Shares issued under employee plans and related tax effects	677	'	'	-950	'	429	'	1,627	-429	'
Repurchases of common stock and employee tax withholdings	-964	'	'	'	'	'	'	-964	'	'
Net change in Accumulated other comprehensive income	396	'	'	'	'	'	360	'	'	36
Issuance of preferred stock	1,788	1,800	'	-12	'	'	'	'	'	'
Deconsolidation of certain legal entities associated with a real estate fund	-1,606	'	'	'	'	'	'	'	'	-1,606
Wealth Management JV redemption value adjustment	0	'	'	'	'	'	'	'	'	'
Other net decreases	-190	'	'	'	'	'	'	'	'	-190
BALANCE AT at Jun. 30, 2014	$72,201	$5,020	$20	$23,608	$45,145	$2,147	($733)	($2,305)	($2,147)	$1,446

Introduction_and_Basis_of_Pres

Introduction and Basis of Presentation	6 Months Ended
	Jun. 30, 2014
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.
	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 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. On March 27, 2014, the Company completed the sale of its Canadian terminal business, Canterm Canadian Terminals Inc. (“CanTerm”), for approximately $110 million, resulting in a gain of approximately $45 million. Given completion of the sale in the prior quarter, net revenues were $0 million and $5 million for the quarter ended June 30, 2014 and 2013, respectively, and $49 million and $10 million for the six months ended June 30, 2014 and 2013, respectively. Net pre-tax gain (loss) was $44 million for the six months ended June 30, 2014. Net pre-tax gain (loss) for the quarter ended June 30, 2014 and the quarter ended and six months ended June 30, 2013 were not material. The results of CanTerm are reported as discontinued operations within the Institutional Securities business segment for all periods presented.
	Remaining pre-tax loss amounts for the quarter and six months ended June 30, 2014 were not material. Remaining pre-tax loss amounts were $(43) million and $(73) million for the quarter and six months ended June 30, 2013, respectively, that were included in discontinued operations primarily related to the prior sale of Saxon and a principal investment.
	Prior-period amounts have been recast for discontinued operations, see Note 2.
	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, allowance for credit losses 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.
	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, 2013 (“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 shareholders' equity of such subsidiaries that is redeemable would be presented as Redeemable noncontrolling interests outside of the equity section in the condensed consolidated statements of financial condition. The portion of 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 subordinated financial 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, are 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	6 Months Ended
	Jun. 30, 2014
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 on Form 10-K.
	During the quarter ended June 30, 2014, other than the following, no updates were made to the Company's significant accounting policies.
	Software Costs.
	As a result of an analysis completed by the Company, effective April 1, 2014, the Company revised the estimated useful lives for software costs from generally 3 to 5 years to generally 3 to 10 years. The adoption of these revised estimated useful lives for software costs resulted in lower amortization expense of approximately $27 million in the second quarter of 2014.
	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.
	On April 1, 2014, the Company deconsolidated approximately $1.6 billion in total assets that were related to certain legal entities associated with a real estate fund sponsored by the Company. The deconsolidation resulted in a non-cash reduction of assets of $1.3 billion. The Company had no significant non-cash activities in the six months ended June 30, 2013.
	Goodwill.
	The Company completed its annual goodwill impairment testing at July 1, 2013. The Company's impairment 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.
	Accounting Developments.
	Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation Is Fixed at the Reporting Date. In February 2013, the Financial Accounting Standards Board (the “FASB”) issued an accounting update that requires an entity to measure obligations resulting from joint and several liability arrangements for which the total amount of the obligation is fixed at the reporting date, as the sum of the amount the reporting entity agreed to pay and any additional amount the reporting entity expects to pay on behalf of its co-obligors. This update also requires additional disclosures about those obligations. This guidance became effective for the Company retrospectively beginning on January 1, 2014. The adoption of this accounting guidance did not have a material impact on the Company's condensed consolidated financial statements.
	Parent's Accounting for the Cumulative Translation Adjustment upon Derecognition of Certain Subsidiaries or Groups of Assets within a Foreign Entity or of an Investment in a Foreign Entity. In March 2013, the FASB issued an accounting update requiring the parent entity to release any related cumulative translation adjustment into net income when the parent ceases to have a controlling financial interest in a subsidiary that is a foreign entity. When the parent ceases to have a controlling financial interest in a subsidiary or group of assets that is a business within a foreign entity, the related cumulative translation adjustment would be released into net income only if the sale or transfer results in the complete or substantially complete liquidation of the foreign entity in which the subsidiary or group of assets had resided. This guidance became effective for the Company prospectively beginning on January 1, 2014. The adoption of this accounting guidance did not have a material impact on the Company's condensed consolidated financial statements.
	Amendments to the Scope, Measurement, and Disclosure Requirements of an Investment Company. In June 2013, the FASB issued an accounting update that modifies the criteria used in defining an investment company under generally accepted accounting principles in the U.S. (“U.S. GAAP”) and sets forth certain measurement and disclosure requirements. This update requires an investment company to measure noncontrolling interests in another investment company at fair value and requires an entity to disclose the fact that it is an investment company, and provide information about changes, if any, in its status as an investment company. An entity will also need to include disclosures around financial support that has been provided or is contractually required to be provided to any of its investees. This guidance became effective for the Company prospectively beginning January 1, 2014. The adoption of this accounting guidance did not have a material impact on the Company's condensed consolidated financial statements.
	Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Carryforward, a Similar Tax Loss, or a Tax Credit Carryforward Exists. In July 2013, the FASB issued an accounting update providing guidance on the financial statement presentation of an unrecognized tax benefit when a deferred tax asset from a net operating loss carryforward, similar tax loss, or tax credit carryforward exists. This guidance requires an unrecognized tax benefit, or a portion of an unrecognized tax benefit, to be presented in the financial statements as a reduction to such deferred tax asset if a settlement in such manner is expected in the event the uncertain tax position is disallowed. This guidance became effective for the Company beginning January 1, 2014. This guidance was applied prospectively to unrecognized tax benefits that existed at the effective date. The adoption of this accounting guidance did not have a material impact on the Company's condensed consolidated financial statements.
	Accounting for Investments in Qualified Affordable Housing Projects. In January 2014, the FASB issued an accounting update providing guidance on accounting for investments in flow-through limited liability entities that manage or invest in affordable housing projects that qualify for the low-income housing tax credit. The Company adopted this guidance on April 1, 2014, as early adoption is permitted. The adoption of this guidance did not have a material impact on the Company's condensed consolidated financial statements. For further information on the adoption of this guidance, see Note 17.
	Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity. In April 2014, the FASB issued an accounting update that changes the requirements and disclosure for reporting discontinued operations. The new guidance defines a discontinued operation as a disposal of a component or group of components that is disposed of or is classified as held for sale and represents a strategic shift that has (or will have) a major effect on an entity's operations and financial results. Individually significant components that have been disposed of or are held for sale that do not meet the definition of a discontinued operation require new disclosures. The Company adopted this guidance on April 1, 2014, as early adoption is permitted. The adoption of this guidance did not have a material impact on the Company's condensed consolidated financial statements.

Wealth_Management_JV

Wealth Management JV	6 Months Ended
	Jun. 30, 2014
Equity Method Investments and Joint Ventures [Abstract]	'
Wealth Management Joint Venture Disclosures	'
	3.       Wealth Management JV.
	In 2009, the Company and Citigroup Inc. (“Citi”) consummated the combination of each institution's respective wealth management business. The combined businesses operated as the “Wealth Management JV”. Prior to September 2012, the Company owned 51% and Citi owned 49% of the Wealth Management JV. In September 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 June 2013, the Company purchased the remaining 35% stake in the Wealth Management JV for $4.725 billion, increasing the Company's interest from 65% to 100%.
	For the quarter and six months ended June 30, 2014, no results were attributed to Citi since the Company owned 100% of the Wealth Management JV. For the quarter and six months ended June 30, 2013, Citi's 35% interest was reported on the balance sheet as redeemable noncontrolling interest and the results related to its 35% interest were reported in net income (loss) applicable to redeemable noncontrolling interests in the condensed consolidated statement of income.
	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 and six months ended June 30, 2014, $5 billion and $10 billion, respectively, of deposits held by Citi relating to the Company's customer accounts were transferred to the Company's depository institutions. At June 30, 2014, approximately $18 billion of additional deposits are scheduled to be transferred to the Company's depository institutions on an agreed-upon basis through June 2015.

Fair_Value_Disclosures

Fair Value Disclosures	6 Months Ended
	Jun. 30, 2014
Fair Value Disclosures	'
Fair Value Disclosures	'
	4.              Fair Value Disclosures.
	Fair Value Measurements.
	For 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, see Note 4 to the consolidated financial statements on Form 10-K.
	The following fair value hierarchy tables present information about the Company's assets and liabilities measured at fair value on a recurring basis at June 30, 2014 and December 31, 2013.
	Assets and Liabilities Measured at Fair Value on a Recurring Basis at June 30, 2014.
					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 June 30, 2014
						(dollars in millions)
	Assets at Fair Value
	Trading assets:
		U.S. government and agency securities:
			U.S. Treasury securities		$	24,740	$	—	$	—	$	—	$	24,740
			U.S. agency securities			1,317		12,968		—		—		14,285
				Total U.S. government and agency securities		26,057		12,968		—		—		39,025
		Other sovereign government obligations				23,114		7,370		14		—		30,498
		Corporate and other debt:
			State and municipal securities			—		1,594		4		—		1,598
			Residential mortgage-backed securities			—		2,210		55		—		2,265
			Commercial mortgage-backed securities			—		1,316		47		—		1,363
			Asset-backed securities			—		644		65		—		709
			Corporate bonds			—		17,494		510		—		18,004
			Collateralized debt and loan obligations			—		520		1,332		—		1,852
			Loans and lending commitments			—		7,898		5,829		—		13,727
			Other debt			—		2,485		22		—		2,507
				Total corporate and other debt		—		34,161		7,864		—		42,025
		Corporate equities(1)				104,842		1,128		243		—		106,213
		Derivative and other contracts:
			Interest rate contracts			855		448,625		2,729		—		452,209
			Credit contracts			—		32,638		1,711		—		34,349
			Foreign exchange contracts			8		41,493		241		—		41,742
			Equity contracts			855		53,810		1,503		—		56,168
			Commodity contracts			2,179		13,592		2,307		—		18,078
			Other			—		227		—		—		227
			Netting(2)			-3,324		-504,880		-4,564		-58,039		-570,807
				Total derivative and other contracts		573		85,505		3,927		-58,039		31,966
		Investments:
			Private equity funds			—		—		2,555		—		2,555
			Real estate funds			—		7		1,813		—		1,820
			Hedge funds			—		373		371		—		744
			Principal investments			80		40		883		—		1,003
			Other			205		86		380		—		671
				Total investments		285		506		6,002		—		6,793
		Physical commodities				—		3,041		—		—		3,041
			Total trading assets			154,871		144,679		18,050		-58,039		259,561
	Available for sale securities					35,170		30,304		—		—		65,474
	Securities received as collateral					19,456		42		—		—		19,498
	Federal funds sold and securities purchased
		under agreements to resell				—		864		—		—		864
	Intangible assets(3)					—		—		6		—		6
	Total assets measured at fair value				$	209,497	$	175,889	$	18,056	$	-58,039	$	345,403
	Liabilities at Fair Value
	Commercial paper and other short-term borrowings				$	—	$	1,315	$	—	$	—	$	1,315
	Trading liabilities:
		U.S. government and agency securities:
			U.S. Treasury securities			11,522		—		—		—		11,522
			U.S. agency securities			1,634		118		—		—		1,752
				Total U.S. government and agency securities		13,156		118		—		—		13,274
		Other sovereign government obligations				17,861		2,516		—		—		20,377
		Corporate and other debt:
			State and municipal securities			—		2		—		—		2
			Asset-backed securities			—		1		—		—		1
			Corporate bonds			—		5,187		14		—		5,201
			Collateralized debt and loan obligations			—		2		—		—		2
			Unfunded lending commitments			—		17		12		—		29
		Other debt			—		184		42		—		226
			Total corporate and other debt		—		5,393		68		—		5,461
	Corporate equities(1)				34,364		971		6		—		35,341
	Derivative and other contracts:
		Interest rate contracts			820		426,855		2,838		—		430,513
		Credit contracts			—		30,969		2,421		—		33,390
		Foreign exchange contracts			3		42,456		132		—		42,591
		Equity contracts			927		59,122		2,600		—		62,649
		Commodity contracts			2,492		13,639		1,175		—		17,306
		Other			—		57		3		—		60
		Netting(2)			-3,324		-504,880		-4,564		-38,317		-551,085
			Total derivative and other contracts		918		68,218		4,605		-38,317		35,424
		Total trading liabilities			66,299		77,216		4,679		-38,317		109,877
Obligation to return securities received as collateral					25,396		53		—		—		25,449
Securities sold under agreements to repurchase					—		459		155		—		614
Other secured financings					—		4,921		135		—		5,056
Long-term borrowings					—		33,440		1,779		—		35,219
Total liabilities measured at fair value				$	91,695	$	117,404	$	6,748	$	-38,317	$	177,530
_____________
(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 10.
(3)       Amount represents mortgage servicing rights (“MSR”) accounted for at fair value.
Transfers Between Level 1 and Level 2 During the Quarter and Six Months Ended June 30, 2014.
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 six months ended June 30, 2014, 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, 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 December 31, 2013
					(dollars in millions)
Assets at Fair Value
Trading assets:
	U.S. government and agency securities:
		U.S. Treasury securities		$	32,083	$	—	$	—	$	—	$	32,083
		U.S. agency securities			1,216		17,720		—		—		18,936
			Total U.S. government and agency securities		33,299		17,720		—		—		51,019
	Other sovereign government obligations				25,363		6,610		27		—		32,000
	Corporate and other debt:
		State and municipal securities			—		1,615		—		—		1,615
		Residential mortgage-backed securities			—		2,029		47		—		2,076
		Commercial mortgage-backed securities			—		1,534		108		—		1,642
		Asset-backed securities			—		878		103		—		981
		Corporate bonds			—		16,592		522		—		17,114
		Collateralized debt and loan obligations			—		802		1,468		—		2,270
		Loans and lending commitments			—		7,483		5,129		—		12,612
		Other debt			—		6,365		27		—		6,392
			Total corporate and other debt		—		37,298		7,404		—		44,702
	Corporate equities(1)				107,818		1,206		190		—		109,214
	Derivative and other contracts:
		Interest rate contracts			750		526,127		2,475		—		529,352
		Credit contracts			—		42,258		2,088		—		44,346
		Foreign exchange contracts			52		61,570		179		—		61,801
		Equity contracts			1,215		51,656		1,234		—		54,105
		Commodity contracts			2,396		8,595		2,380		—		13,371
		Other			—		43		—		—		43
		Netting(2)			-3,836		-606,878		-4,931		-54,906		-670,551
			Total derivative and other contracts		577		83,371		3,425		-54,906		32,467
	Investments:
		Private equity funds			—		—		2,531		—		2,531
		Real estate funds			—		6		1,637		—		1,643
		Hedge funds			—		377		432		—		809
		Principal investments			43		42		2,160		—		2,245
		Other			202		45		538		—		785
			Total investments		245		470		7,298		—		8,013
	Physical commodities				—		3,329		—		—		3,329
		Total trading assets			167,302		150,004		18,344		-54,906		280,744
Available for sale securities					24,412		29,018		—		—		53,430
Securities received as collateral					20,497		11		—		—		20,508
Federal funds sold and securities purchased under
	agreements to resell				—		866		—		—		866
Intangible assets(3)					—		—		8		—		8
Total assets measured at fair value				$	212,211	$	179,899	$	18,352	$	-54,906	$	355,556
Liabilities at Fair Value
Deposits				$	—	$	185	$	—	$	—	$	185
Commercial paper and other short-term borrowings					—		1,346		1		—		1,347
Trading liabilities:
	U.S. government and agency securities:
		U.S. Treasury securities			15,963		—		—		—		15,963
		U.S. agency securities			2,593		116		—		—		2,709
			Total U.S. government and agency securities		18,556		116		—		—		18,672
	Other sovereign government obligations				14,717		2,473		—		—		17,190
	Corporate and other debt:
		State and municipal securities			—		15		—		—		15
		Corporate bonds			—		5,033		22		—		5,055
		Collateralized debt and loan obligations			—		3		—		—		3
		Unfunded lending commitments			—		127		2		—		129
		Other debt			—		1,144		48		—		1,192
			Total corporate and other debt		—		6,322		72		—		6,394
	Corporate equities(1)				27,983		513		8		—		28,504
	Derivative and other contracts:
		Interest rate contracts			675		504,292		2,362		—		507,329
		Credit contracts			—		40,391		2,235		—		42,626
		Foreign exchange contracts			23		61,925		111		—		62,059
		Equity contracts			1,033		57,797		2,065		—		60,895
		Commodity contracts			2,637		8,749		1,500		—		12,886
		Other			—		72		4		—		76
		Netting(2)			-3,836		-606,878		-4,931		-36,465		-652,110
			Total derivative and other contracts		532		66,348		3,346		-36,465		33,761
		Total trading liabilities			61,788		75,772		3,426		-36,465		104,521
Obligation to return securities received as collateral					24,549		19		—		—		24,568
Securities sold under agreements to repurchase					—		407		154		—		561
Other secured financings					—		4,928		278		—		5,206
Long-term borrowings					—		33,750		1,887		—		35,637
Total liabilities measured at fair value				$	86,337	$	116,407	$	5,746	$	-36,465	$	172,025
_____________
(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 10.
(3)       Amount represents MSRs accounted for at fair value.
Transfers Between Level 1 and Level 2 During the Quarter and Six Months Ended June 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 six months ended June 30, 2013, there were no material transfers between Level 1 and Level 2.
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 six months ended June 30, 2014 and 2013, 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 June 30, 2014.
					Beginning Balance at March 31, 2014		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at June 30, 2014		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2014 (2)
					(dollars in millions)
Assets at Fair Value
Trading assets:
	Other sovereign government obligations			$	8	$	—	$	7	$	-2	$	—	$	—	$	1	$	14	$	—
	Corporate and other debt:
		State and municipal securities			—		—		4		—		—		—		—		4		—
		Residential mortgage-backed securities			51		10		1		-7		—		—		—		55		8
		Commercial mortgage-backed securities			80		5		14		-52		—		—		—		47		-1
		Asset-backed securities			146		—		28		-115		—		—		6		65		—
		Corporate bonds			538		64		100		-223		—		—		31		510		42
		Collateralized debt and loan obligations			1,293		79		497		-534		—		-27		24		1,332		32
		Loans and lending commitments			4,988		146		1,505		-423		—		-304		-83		5,829		188
		Other debt			31		2		8		-17		—		-2		—		22		2
			Total corporate and other debt		7,127		306		2,157		-1,371		—		-333		-22		7,864		271
	Corporate equities				263		16		68		-29		—		—		-75		243		11
	Net derivative and other contracts(3):
		Interest rate contracts			-121		-64		1		—		—		77		-2		-109		-25
		Credit contracts			-231		-362		8		—		-8		-157		40		-710		-357
		Foreign exchange contracts			52		21		3		-1		—		30		4		109		21
		Equity contracts			-1,099		3		29		-1		-32		-102		105		-1,097		-25
		Commodity contracts			1,074		-43		108		—		—		-7		—		1,132		-55
		Other			-1		-1		—		—		—		-1		—		-3		-1
			Total net derivative and
			other contracts		-326		-446		149		-2		-40		-160		147		-678		-442
	Investments:
		Private equity funds			2,576		126		35		-183		—		—		1		2,555		30
		Real estate funds			1,643		93		124		-47		—		—		—		1,813		135
		Hedge funds			394		4		18		-9		—		—		-36		371		4
		Principal investments			2,193		-14		16		-72		—		-1,234		-6		883		65
		Other			521		2		2		-10		—		—		-135		380		9
			Total investments		7,327		211		195		-321		—		-1,234		-176		6,002		243
Securities received as collateral					3		—		—		—		—		-3		—		—		—
Intangible assets					7		-1		—		—		—		—		—		6		-1
Liabilities at Fair Value
Trading liabilities:
	Corporate and other debt:
		Corporate bonds		$	3	$	-1	$	-4	$	13	$	—	$	—	$	1	$	14	$	—
		Unfunded lending commitments			6		-5		—		1		—		—		—		12		-5
		Other debt			68		11		—		5		—		-20		—		42		2
			Total corporate and other debt		77		5		-4		19		—		-20		1		68		-3
	Corporate equities				10		-1		-21		17		—		—		-1		6		—
Obligation to return securities
	received as collateral				3		—		—		—		—		-3		—		—		—
Securities sold under agreements to repurchase					154		-1		—		—		—		—		—		155		-1
Other secured financings					275		-5		—		—		17		-178		16		135		-4
Long-term borrowings					1,878		-50		—		—		160		-89		-220		1,779		-50
___________________
(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $211 million related to Trading assets—Investments, which is included in Investments revenues.
(2)       Amounts represent unrealized gains (losses) for the quarter ended June 30, 2014 related to assets and liabilities still outstanding at June 30, 2014.
(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 10.
In the quarter ended June 30, 2014, there were no material transfers into or out of Level 3.
Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Six Months Ended June 30, 2014.
					Beginning Balance at December 31, 2013		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at June 30, 2014		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2014(2)
					(dollars in millions)
Assets at Fair Value
Trading assets:
	Other sovereign government obligations			$	27	$	—	$	8	$	-21	$	—	$	—	$	—	$	14	$	—
	Corporate and other debt:
		State and municipal securities			—		—		4		—		—		—		—		4		—
		Residential mortgage-backed securities			47		13		1		-5		—		—		-1		55		9
		Commercial mortgage-backed securities			108		13		23		-97		—		—		—		47		-1
		Asset-backed securities			103		-4		30		-88		—		—		24		65		—
		Corporate bonds			522		96		169		-304		—		—		27		510		68
		Collateralized debt and loan obligations			1,468		134		658		-886		—		-72		30		1,332		52
		Loans and lending commitments			5,129		-137		1,770		-343		—		-634		44		5,829		-117
		Other debt			27		2		8		-18		—		—		3		22		1
			Total corporate and other debt		7,404		117		2,663		-1,741		—		-706		127		7,864		12
	Corporate equities				190		18		79		-38		—		—		-6		243		14
	Net derivative and other contracts(3):
		Interest rate contracts			113		-141		1		—		—		-46		-36		-109		-130
		Credit contracts			-147		-576		45		—		-62		47		-17		-710		-582
		Foreign exchange contracts			68		14		4		-1		—		38		-14		109		15
		Equity contracts			-831		-15		175		-2		-218		-280		74		-1,097		-58
		Commodity contracts			880		121		164		—		—		-33		—		1,132		98
		Other			-4		-3		—		—		—		4		—		-3		-3
			Total net derivative and
			other contracts		79		-600		389		-3		-280		-270		7		-678		-660
	Investments:
		Private equity funds			2,531		297		110		-384		—		—		1		2,555		119
		Real estate funds			1,637		145		134		-103		—		—		—		1,813		177
		Hedge funds			432		17		36		-21		—		—		-93		371		17
		Principal investments			2,160		47		16		-84		—		-1,234		-22		883		128
		Other			538		-10		13		-21		—		—		-140		380		-3
			Total investments		7,298		496		309		-613		—		-1,234		-254		6,002		438
Intangible assets					8		-1		—		—		—		-1		—		6		-1
Liabilities at Fair Value
Commercial paper and other
	short-term borrowings			$	1	$	—	$	—	$	—	$	—	$	-1	$	—	$	—	$	—
Trading liabilities:
	Corporate and other debt:
		Corporate bonds			22		1		-50		47		—		—		-4		14		—
		Unfunded lending commitments			2		-9		—		1		—		—		—		12		-9
		Other debt			48		10		—		—		—		3		1		42		1
			Total corporate and other debt		72		2		-50		48		—		3		-3		68		-8
	Corporate equities				8		-1		-22		15		—		—		4		6		-1
Securities sold under agreements to repurchase					154		-1		—		—		—		—		—		155		-1
Other secured financings					278		-9		—		—		18		-186		16		135		-5
Long-term borrowings					1,887		-80		—		—		359		-233		-314		1,779		-81
___________
(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $496 million related to Trading assets—Investments, which is included in Investments revenues.
(2)       Amounts represent unrealized gains (losses) for the six months ended June 30, 2014 related to assets and liabilities still outstanding at June 30, 2014.
(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 10.
In the six months ended June 30, 2014, there were no material transfers into or out of Level 3.
Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Quarter Ended June 30, 2013.
					Beginning Balance at March 31, 2013		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at June 30, 2013		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2013(2)
					(dollars in millions)
Assets at Fair Value
Trading assets:
	Other sovereign government obligations			$	3	$	—	$	7	$	-6	$	—	$	—	$	—	$	4	$	—
	Corporate and other debt:
		Residential mortgage-backed securities			19		—		15		-5		—		—		-10		19		-1
		Commercial mortgage-backed securities			174		—		26		-19		—		—		—		181		21
		Asset-backed securities			11		1		107		-11		—		—		—		108		—
		Corporate bonds			888		-11		183		-402		—		—		-149		509		2
		Collateralized debt obligations			1,666		36		302		-596		—		-87		12		1,333		20
		Loans and lending commitments			5,284		-55		1,086		-190		—		-850		-32		5,243		8
		Other debt			1		7		4		—		—		—		—		12		7
			Total corporate and other debt		8,043		-22		1,723		-1,223		—		-937		-179		7,405		57
	Corporate equities				270		-24		20		-13		—		—		3		256		12
	Net derivative and other contracts(3):
		Interest rate contracts			-22		-43		3		—		-24		40		62		16		63
		Credit contracts			1,403		-472		130		—		-221		-130		-25		685		-369
		Foreign exchange contracts			-235		95		—		—		—		58		-14		-96		95
		Equity contracts			-1,340		18		7		—		-35		-1		67		-1,284		-79
		Commodity contracts			703		81		26		—		-13		-13		-3		781		58
		Other			-3		-2		—		—		—		-1		—		-6		-2
			Total net derivative and other contracts		506		-323		166		—		-293		-47		87		96		-234
	Investments:
		Private equity funds			2,291		104		20		-129		—		—		—		2,286		97
		Real estate funds			1,370		47		41		-36		—		—		—		1,422		87
		Hedge funds			545		-2		10		-104		—		—		-42		407		-16
		Principal investments			2,855		-18		60		-75		—		—		—		2,822		82
		Other			496		5		4		-30		—		—		-90		385		6
			Total investments		7,557		136		135		-374		—		—		-132		7,322		256
Intangible assets					8		3		—		—		—		-2		—		9		2
Liabilities at Fair Value
Commercial paper and other short-term borrowings				$	5	$	—	$	—	$	—	$	—	$	-2	$	-3	$	—	$	—
Trading liabilities:
	Corporate and other debt:
		Residential mortgage-backed securities			4		—		—		—		—		—		—		4		—
		Corporate bonds			424		4		-248		36		—		—		-166		42		-1
		Unfunded lending commitments			25		17		—		—		—		—		—		8		17
		Other debt			11		1		-4		2		—		—		3		11		—
	Total corporate and other debt				464		22		-252		38		—		—		-163		65		16
	Corporate equities				4		3		-8		17		—		—		6		16		2
Securities sold under agreements to repurchase					155		7		—		—		—		—		—		148		7
Other secured financings					275		16		—		—		—		-3		—		256		16
Long-term borrowings					2,784		68		—		—		466		-457		-20		2,705		65
___________
(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $136 million related to Trading assets—Investments, which is included in Investments revenues.
(2)       Amounts represent unrealized gains (losses) for the quarter ended June 30, 2013 related to assets and liabilities still outstanding at June 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 10.
Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Six Months Ended June 30, 2013.
					Beginning Balance at December 31, 2012		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at June 30, 2013		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2013(2)
					(dollars in millions)
Assets at Fair Value
Trading assets:
	Other sovereign government obligations			$	6	$	—	$	8	$	-8	$	—	$	—	$	-2	$	4	$	—
	Corporate and other debt:
		Residential mortgage-backed securities			45		27		16		-44		—		—		-25		19		10
		Commercial mortgage-backed securities			232		17		25		-93		—		—		—		181		30
		Asset-backed securities			109		1		6		-8		—		—		—		108		—
		Corporate bonds			660		2		193		-296		—		-12		-38		509		-19
		Collateralized debt and loan obligations			1,951		284		429		-1,314		—		-15		-2		1,333		-54
		Loans and lending commitments			4,694		-55		1,616		-294		—		-1,050		332		5,243		-16
		Other debt			45		-2		20		-50		—		—		-1		12		-1
			Total corporate and other debt		7,736		274		2,305		-2,099		—		-1,077		266		7,405		-50
	Corporate equities				288		-9		37		-41		—		—		-19		256		-24
	Net derivative and other contracts(3):
		Interest rate contracts			-82		-193		6		—		-30		179		136		16		-76
		Credit contracts			1,822		-937		169		—		-235		-127		-7		685		-789
		Foreign exchange contracts			-359		114		—		—		—		140		9		-96		79
		Equity contracts			-1,144		48		74		-1		-116		-236		91		-1,284		-5
		Commodity contracts			709		46		36		—		-17		9		-2		781		38
		Other			-7		-4		—		—		—		5		—		-6		-4
			Total net derivative and other contracts		939		-926		285		-1		-398		-30		227		96		-757
	Investments:
		Private equity funds			2,179		218		88		-199		—		—		—		2,286		194
		Real estate funds			1,370		128		42		-119		—		—		1		1,422		207
		Hedge funds			552		—		38		-136		—		—		-47		407		-19
		Principal investments			2,833		45		95		-160		—		—		9		2,822		143
		Other			486		21		16		-47		—		—		-91		385		22
			Total investments		7,420		412		279		-661		—		—		-128		7,322		547
Intangible assets					7		7		—		—		—		-5		—		9		3
Liabilities at Fair Value
Commercial paper and other short-term borrowings				$	19	$	—	$	—	$	—	$	—	$	-2	$	-17	$	—	$	—
Trading liabilities:
	Corporate and other debt:
		Residential mortgage-backed securities			4		—		—		—		—		—		—		4		—
		Corporate bonds			177		-7		-437		83		—		—		212		42		9
		Unfunded lending commitments			46		38		—		—		—		—		—		8		38
		Other debt			49		13		-33		5		—		—		3		11		10
	Total corporate and other debt				276		44		-470		88		—		—		215		65		57
	Corporate equities				5		5		-13		29		—		—		—		16		5
Securities sold under agreements to repurchase					151		3		—		—		—		—		—		148		3
Other secured financings					406		29		—		—		14		-135		—		256		21
Long-term borrowings					2,789		24		—		—		955		-361		-654		2,705		16
____________
(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $412 million related to Trading assets—Investments, which is included in Investments revenues.
(2)       Amounts represent unrealized gains (losses) for six months ended June 30, 2013 related to assets and liabilities still outstanding at June 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 10.
Quantitative Information about and Sensitivity of Significant Unobservable Inputs Used in Recurring Level 3 Fair Value Measurements at June 30, 2014 and December 31, 2013.
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 June 30, 2014.
					Balance at
					June 30,
					2014
					(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	$	55		Comparable pricing		Comparable bond price / (A)			3 to 5 points		4 points
		Asset-backed securities			65		Comparable pricing		Comparable bond price / (A)			4 to 82 points		49 points
		Corporate bonds			510		Comparable pricing		Comparable bond price / (A)			1 to 160 points		84 points
		Collateralized debt and loan			1,332		Comparable pricing(6)		Comparable bond price / (A)			20 to 105 points		75 points
			obligations				Correlation model		Credit correlation / (B)			45 to 63 %		56%
		Loans and lending commitments			5,829		Corporate loan model		Credit spread / (C)			33 to 516 basis points		262 basis points
							Margin loan model		Credit spread / (C)(D)			150 to 300 basis points		193 basis points
									Volatility skew / (C)(D)			4 to 52 %		26%
									Comparable bond price / (A)(D)			80 to 120 points		100 points
									Discount rate / (C)(D)			2 to 3 %		3%
							Option model		Volatility skew / (C)			-1 to 0 %		-1%
							Comparable pricing(6)		Comparable loan price / (A)			5 to 110 points		96 points
	Corporate equities(3)				243		Net asset value		Discount to net asset value / (C)			0 to 84 %		42%
							Comparable pricing(6)		Comparable equity price / (A)			100%		100%
							Market approach		EBITDA multiple / (A)(D)			5 to 11 times		7 times
									Price/Book ratio / (A)(D)			0 times		0 times
	Net derivative and other contracts:
		Interest rate contracts			-109		Option model		Interest rate volatility concentration
										liquidity multiple / (C)(D)		0 to 3 times		2 times
									Comparable bond price / (A)(D)			2 to 13 points		9 points / 10 points (4)
									Interest rate - Foreign exchange
										correlation / (A)(D)		47 to 48 %		48% / 48% (4)
									Interest rate volatility skew / (A)(D)			25 to 59 %		39% / 29% (4)
									Interest rate quanto correlation / (A)(D)			-11 to 37 %		6% / -8% (4)
									Interest rate curve correlation / (A)(D)			36 to 94 %		71% / 76% (4)
									Inflation volatility / (A)(D)			79%		79% / 79% (4)
									Interest rate - Inflation correlation / (A)(D)			-39 to -42 %		-41% / -41% (4)
		Credit contracts			-710		Comparable pricing		Cash synthetic basis / (C)(D)			5 to 12 points		11 points
									Comparable bond price / (C)(D)			0 to 60 points		21 points
							Correlation model(6)		Credit correlation / (B)			45 to 79 %		59%
		Foreign exchange contracts(5)			109		Option model		Comparable bond price / (A)(D)			2 to 13 points		9 points / 10 points (4)
									Interest rate quanto correlation / (A)(D)			-11 to 37 %		6% / -8% (4)
									Interest rate - Credit spread correlation / (A)(D)			-61 to 16 %		-20% / -19% (4)
									Interest rate curve correlation / (A)(D)			36 to 94 %		71% / 76% (4)
									Interest rate - Foreign exchange correlation
										/ (A)(D)		47 to 48 %		48% / 48% (4)
									Interest rate volatility skew / (A)(D)			25 to 59 %		39% / 29% (4)
									Interest rate curve / (A)(D)			0 to 1 %		1% / 0% (4)
		Equity contracts(5)			-1,097		Option model		At the money volatility / (A)(D)			10 to 57 %		30%
									Volatility skew / (A)(D)			-5 to 1 %		-1%
									Equity - Equity correlation / (C)(D)			30 to 99 %		67%
									Equity - Foreign exchange correlation / (C)(D)			-60 to 10 %		-17%
									Equity - Interest rate correlation / (C)(D)			17 to 71 %		27% / 12% (4)
		Commodity contracts			1,132		Option model		Forward power price / (C)(D)			$13 to $79 per		$38 per
												Megawatt hour		Megawatt hour
									Commodity volatility / (A)(D)			12 to 73 %		19%
									Cross commodity correlation / (C)(D)			34 to 100 %		93%
	Investments(3):
		Principal investments			883		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			11%		11%
									Exit multiple / (A)(D)			10 times		10 times
							Discounted cash flow		Equity discount rate / (C)(D)			25%		25%
							Market approach(6)		EBITDA multiple / (A)			4 to 16 times		6 times
		Other			380		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			10%		10%
									Exit multiple / (A)(D)			9 times		9 times
							Market approach(6)		EBITDA multiple / (A)			9 to 10 times		10 times
Liabilities
Securities sold under agreements
	to repurchase			$	155		Discounted cash flow		Funding spread / (A)			75 to 79 basis points		78 basis points
Other secured financings					135		Comparable pricing		Comparable bond price / (A)			94 to 111 points		97 points
							Discounted cash flow		Discount rate / (C)			19%		19%
							Discounted cash flow(6)		Funding spread / (A)			68 to 85 basis points		74 basis points
Long-term borrowings					1,779		Option model		At the money volatility / (C)(D)			18 to 31 %		24%
									Volatility skew / (A)(D)			-2 to 0 %		0%
									Equity - Equity correlation / (A)(D)			32 to 97 %		64%
									Equity - Foreign exchange correlation / (C)(D)			-86 to 30 %		-9%
___________________
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, 5 points would be 5% of par. A basis point equals 1/100th of 1%; for example, 516 basis points would equal 5.16%.
(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 collateralized debt and loan obligations, long-term borrowings and derivative instruments where some or all inputs are weighted by risk.
(3)       Investments in funds measured using an unadjusted net assets value (“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, 2013.
					Balance at
					December 31,
					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:
		Commercial mortgage-backed
			securities	$	108		Comparable pricing		Comparable bond price / (A)			40 to 93 points		78 points
		Asset-backed securities			103		Discounted cash flow		Discount rate / (C)			18%		18%
		Corporate bonds			522		Comparable pricing		Comparable bond price / (A)			1 to 159 points		85 points
		Collateralized debt and loan			1,468		Comparable pricing(6)		Comparable bond price / (A)			18 to 99 points		73 points
			obligations				Correlation model		Credit correlation / (B)			29 to 59 %		43%
		Loans and lending commitments			5,129		Corporate loan model		Credit spread / (C)			28 to 487 basis points		249 basis points
							Margin loan model		Credit spread / (C)(D)			10 to 265 basis points		135 basis points
									Volatility skew / (C)(D)			3 to 40 %		14%
									Comparable bond price / (A)(D)			80 to 120 points		100 points
							Option model		Volatility skew / (C)			-1 to 0 %		0%
							Comparable pricing(6)		Comparable loan price / (A)			10 to 100 points		76 points
	Corporate equities(3)				190		Net asset value(6)		Discount to net asset value / (C)			0 to 85 %		43%
							Comparable pricing		Comparable equity price / (A)			100%		100%
							Comparable pricing		Comparable price / (A)			100%		100%
							Market approach		EBITDA multiple / (A)(D)			5 to 9 times		6 times
									Price/Book ratio / (A)(D)			0 to 1 times		1 times
	Net derivative and other contracts:
		Interest rate contracts			113		Option model		Interest rate volatility concentration
										liquidity multiple / (C)(D)		0 to 6 times		2 times
									Comparable bond price / (A)(D)			5 to 100 points		58 points / 65 points(4)
									Interest rate - Foreign exchange
										correlation / (A)(D)		3 to 63 %		43% / 48 %(4)
									Interest rate volatility skew / (A)(D)			24 to 50 %		33% / 28 %(4)
									Interest rate quanto correlation / (A)(D)			-11 to 34 %		8% / 5 %(4)
									Interest rate curve correlation / (A)(D)			46 to 92 %		74% / 80 %(4)
									Inflation volatility / (A)(D)			77 to 86 %		81% / 80 %(4)
		Credit contracts			-147		Comparable pricing		Cash synthetic basis / (C)(D)			2 to 5 points		4 points
									Comparable bond price / (C)(D)			0 to 75 points		27 points
							Correlation model(6)		Credit correlation / (B)			19 to 96 %		56%
		Foreign exchange contracts(5)			68		Option model		Comparable bond price / (A)(D)			5 to 100 points		58 points / 65 points(4)
									Interest rate quanto correlation / (A)(D)			-11 to 34 %		8% / 5 %(4)
									Interest rate curve correlation / (A)(D)			46 to 92 %		74% / 80 %(4)
									Interest rate - Foreign exchange correlation
										/ (A)(D)		3 to 63 %		43% / 48 %(4)
									Interest rate volatility skew / (A)(D)			24 to 50 %		33% / 28 %(4)
									Interest rate curve / (A)(D)			0 to 1 %		1% / 0 %(4)
		Equity contracts(5)			-831		Option model		At the money volatility / (A)(D)			20 to 53 %		31%
									Volatility skew / (A)(D)			-3 to 0 %		-1%
									Equity - Equity correlation / (C)(D)			40 to 99 %		69%
									Equity - Foreign exchange correlation / (C)(D)			-50 to 9 %		-20%
									Equity - Interest rate correlation / (C)(D)			-4 to 70 %		39% / 40 %(4)
		Commodity contracts			880		Option model		Forward power price / (C)(D)			$14 to $91 per		$40 per
												Megawatt hour		Megawatt hour
									Commodity volatility / (A)(D)			11 to 30 %		14%
									Cross commodity correlation / (C)(D)			34 to 99 %		93%
	Investments(3):
		Principal investments			2,160		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			12%		12%
									Exit multiple / (A)(D)			9 times		9 times
							Discounted cash flow(6)		Capitalization rate / (C)(D)			5 to 13 %		7%
									Equity discount rate / (C)(D)			10 to 30 %		21%
							Market approach		EBITDA multiple / (A)			5 to 6 times		5 times
		Other			538		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			7 to 10 %		8%
									Exit multiple / (A)(D)			7 to 9 times		9 times
							Market approach(6)		EBITDA multiple / (A)			8 to 14 times		10 times
Liabilities
Securities sold under agreements
	to repurchase			$	154		Discounted cash flow		Funding spread / (A)			92 to 97 basis points		95 basis points
Other secured financings					278		Comparable pricing(6)		Comparable bond price / (A)			99 to 102 points		101 points
							Discounted cash flow		Funding spread / (A)			97 basis points		97 basis points
Long-term borrowings					1,887		Option model		At the money volatility / (C)(D)			20 to 33 %		26%
									Volatility skew / (A)(D)			-2 to 0 %		0%
									Equity - Equity correlation / (A)(D)			50 to 70 %		69%
									Equity - Foreign exchange correlation / (C)(D)			-60 to 0 %		-23%
________________
(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, 93 points would be 93% of par. A basis point equals 1/100th of 1%; for example, 487 basis points would equal 4.87%.
(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.
The following provides a description of significant unobservable inputs included in the June 30, 2014 and December 31, 2013 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 residential mortgage-backed securities, commercial mortgage-backed securities (“CMBS”), collateralized debt obligations (“CDOs”), collateralized loan obligations (“CLOs”), Other debt, interest rate contracts, foreign exchange contracts, Other secured financings, 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 London Interbank Offered Rate (“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.
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.
Price / Book ratio – the ratio used to compare a stock's market value to its book value. It is calculated by dividing the current closing price of the stock by the latest book value per share. This multiple allows comparison between companies from an operational perspective.
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.
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 and foreign exchange derivative cash flows and is a pricing input used in the discounting of any over-the-counter (“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 and certain other secured financings are discounted based on collateral curves. The curves are constructed as spreads over the corresponding overnight indexed swap (“OIS”) or 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 $6,793 million and $8,013 million at June 30, 2014 and December 31, 2013, 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 June 30, 2014 and December 31, 2013, respectively:
			At June 30, 2014				At December 31, 2013
					Unfunded				Unfunded
			Fair Value		Commitment		Fair Value		Commitment
		(dollars in millions)
Private equity funds		$	2,555	$	569	$	2,531	$	559
Real estate funds			1,820		104		1,643		124
Hedge funds(1):
	Long-short equity hedge funds		470		─		469		─
	Fixed income/credit-related hedge funds		73		─		82		─
	Event-driven hedge funds		39		─		38		─
	Multi-strategy hedge funds		162		3		220		3
Total		$	5,119	$	676	$	4,983	$	686
(1)       Fixed income/credit-related hedge funds, event-driven hedge funds, and multi-strategy hedge funds are redeemable at least on a three-month period basis primarily with a notice period of 90 days or less. At June 30, 2014, approximately 39% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 43% is redeemable every six months and 18% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds at June 30, 2014 is primarily greater than six months. At December 31, 2013, approximately 42% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 42% is redeemable every six months and 16% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds at December 31, 2013 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 June 30, 2014, it was estimated that 6% 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 37% 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 June 30, 2014, it was estimated that 4% of the fair value of the funds will be liquidated within the next five years, another 57% of the fair value of the funds will be liquidated between five to 10 years and the remaining 39% 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 12% 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 June 30, 2014. Investments representing approximately 21% 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 indefinite at June 30, 2014.
•        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. Investments representing approximately 9% 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 over three years at June 30, 2014.
•       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 June 30, 2014, 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 June 30, 2014, investments representing approximately 24% 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 over three years at June 30, 2014. Investments representing approximately 19% 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 June 30, 2014.
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 table presents 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 six months ended June 30, 2014 and 2013, respectively:
					Interest		Gains (Losses)
			Trading		Income		Included in
			Revenues		(Expense)		Net Revenues
			(dollars in millions)
Three Months Ended June 30, 2014
Federal funds sold and securities purchased under
	agreements to resell	$	-1	$	2	$	1
Commercial paper and other short-term borrowings(1)			-14		─		-14
Securities sold under agreements to repurchase			-5		-1		-6
Long-term borrowings(1)			-678		-174		-852
Six Months Ended June 30, 2014
Federal funds sold and securities purchased under
	agreements to resell	$	-2	$	4	$	2
Commercial paper and other short-term borrowings(1)			-37		─		-37
Securities sold under agreements to repurchase			-5		-2		-7
Long-term borrowings(1)			-948		-346		-1,294
Three Months Ended June 30, 2013
Federal funds sold and securities purchased under
	agreements to resell	$	-2	$	2	$	─
Deposits			16		-16		─
Commercial paper and other short-term borrowings(2)			117		-1		116
Securities sold under agreements to repurchase			9		-2		7
Long-term borrowings(2)			1,116		-231		885
Six Months Ended June 30, 2013
Federal funds sold and securities purchased under
	agreements to resell	$	-1	$	3	$	2
Deposits			30		-33		-3
Commercial paper and other short-term borrowings(2)			180		-2		178
Securities sold under agreements to repurchase			5		-3		2
Long-term borrowings(2)			1,207		-528		679
Of the total gains (losses) recorded in Trading revenues for short-term and long-term borrowings for the quarter and six months ended June 30, 2014, $87 million and $213 million, respectively, are attributable to changes in the credit quality of the Company and other credit factors, 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 for short-term and long-term borrowings for the quarter and six months ended June 30, 2013, $175 million and $(142) million, respectively, are attributable to changes in the credit quality of the Company and other credit factors, 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 on 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 June 30, 2014 and December 31, 2013, 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
			June 30,		December 31,
Business Unit			2014		2013
			(dollars in millions)
Interest rates		$	15,514	$	15,933
Equity			17,933		17,945
Credit and foreign exchange			2,393		2,561
Commodities			694		545
	Total	$	36,534	$	36,984
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				Six Months Ended
		June 30,				June 30,
		2014		2013		2014		2013
		(dollars in millions)
Short-term and long-term borrowings(1)	$	87	$	175	$	213	$	-142
Loans(2)		126		55		128		115
Unfunded lending commitments(3)		13		81		27		215
_____________
(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 and changes in other credit factors.
(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
		June 30,		December 31,
		2014		2013
	(dollars in millions)
Short-term and long-term borrowings(1)	$	-1,780	$	-2,409
Loans(2)		16,952		17,248
Loans 90 or more days past due and/or on nonaccrual status(2)(3)		15,267		15,113
_____________
(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 nonaccrual status, which includes all loans 90 or more days past due, was $1,604 million and $1,205 million at June 30, 2014 and December 31, 2013, respectively. The aggregate fair value of loans that were 90 or more days past due was $582 million and $655 million at June 30, 2014 and December 31, 2013, 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 six months ended June 30, 2014 and 2013, respectively.
Three Months and Six Months Ended June 30, 2014.
					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		Six Months Ended
			June 30,		Assets		Inputs		Inputs		June 30,		June 30,
			2014(1)		(Level 1)		(Level 2)		(Level 3)		2014(2)		2014(2)
			(dollars in millions)
Loans(3)		$	2,390	$	─	$	1,999	$	391	$	-21	$	-7
Other investments(4)			47		─		─		47		-3		-25
Premises, equipment and
	software costs(5)		─		─		─		─		-41		-41
Intangible assets(4)			─		─		─		─		─		-2
Other assets(5)			─		─		─		─		─		-9
Total		$	2,437	$	─	$	1,999	$	438	$	-65	$	-84
____________
(1)       Carrying values relate only to those assets that had fair value adjustments during the quarter ended June 30, 2014. These amounts do not include assets that had fair value adjustments during the six months ended June 30, 2014, unless the assets also had a fair value adjustment during the quarter ended June 30, 2014.
(2)       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, Intangible assets and Other assets are recorded within Other expenses in the condensed consolidated statements of income.
(3)       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.
(4)       Losses were determined primarily using discounted cash flow models and methodologies that incorporate multiples of certain comparable companies.
(5)       Losses were determined primarily using a default recovery analysis.
There were no significant liabilities measured at fair value on a non-recurring basis during the quarter and six months ended June 30, 2014.
Three Months and Six Months Ended June 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		Six Months Ended
			June 30,		Assets		Inputs		Inputs		June 30,		June 30,
			2013(1)		(Level 1)		(Level 2)		(Level 3)		2013(2)		2013(2)
			(dollars in millions)
Loans(3)		$	1,511	$	─	$	1,254	$	257	$	-51	$	-77
Other investments(4)			64		─		─		64		-5		-20
Premises, equipment and
	software costs(4)		─		─		─		─		-6		-6
Intangible assets(4)			25		─		─		25		-8		-9
Total		$	1,600	$	─	$	1,254	$	346	$	-70	$	-112
_____________
(1)       Carrying values relate only to those assets that had fair value adjustments during the quarter ended June 30, 2013. These amounts do not include assets that had fair value adjustments during the six months ended June 30, 2013, unless the assets also had a fair value adjustment during the quarter ended June 30, 2013.
(2)       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.
(3) 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.
(4)       Losses recorded were determined primarily using discounted cash flow models.
There were no significant liabilities measured at fair value on a non-recurring basis during the quarter and six months ended June 30, 2013.
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; certain 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 and lending commitments 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 and lending commitments 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 June 30, 2014 and December 31, 2013.
At June 30, 2014.
			At June 30, 2014				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		$	18,863	$	18,863	$	18,863	$	—	$	—
Interest bearing deposits with banks			22,022		22,022		22,022		—		—
Cash deposited with clearing organizations or segregated under federal and
	other regulations or requirements		44,713		44,713		44,713		—		—
Federal funds sold and securities purchased under agreements to resell			108,092		108,097		—		107,874		223
Securities borrowed			147,466		147,460		—		147,455		5
Customer and other receivables(1)			49,888		49,688		—		44,718		4,970
Loans(2)			55,260		56,072		—		14,577		41,495
Financial Liabilities:
Deposits		$	117,695	$	117,747	$	—	$	117,747	$	—
Commercial paper and other short-term borrowings			468		468		—		468		—
Securities sold under agreements to repurchase			110,806		110,909		—		105,931		4,978
Securities loaned			30,808		30,833		—		29,831		1,002
Other secured financings			8,951		8,973		—		5,471		3,502
Customer and other payables(1)			175,183		175,183		—		175,183		—
Long-term borrowings			114,264		118,869		—		118,271		598
___________________
(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 June 30, 2014 was $828 million, of which $652 million and $176 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 $75.3 billion.
At December 31, 2013.
			At December 31, 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		$	16,602	$	16,602	$	16,602	$	—	$	—
Interest bearing deposits with banks			43,281		43,281		43,281		—		—
Cash deposited with clearing organizations or segregated under federal and
	other regulations or requirements		39,203		39,203		39,203		—		—
Federal funds sold and securities purchased under agreements to resell			117,264		117,263		—		116,584		679
Securities borrowed			129,707		129,705		—		129,374		331
Customer and other receivables(1)			53,112		53,031		—		47,525		5,506
Loans(2)			42,874		42,765		—		11,288		31,477
Financial Liabilities:
Deposits		$	112,194	$	112,273	$	—	$	112,273	$	—
Commercial paper and other short-term borrowings			795		795		—		787		8
Securities sold under agreements to repurchase			145,115		145,157		—		138,161		6,996
Securities loaned			32,799		32,826		—		31,731		1,095
Other secured financings			9,009		9,034		—		5,845		3,189
Customer and other payables(1)			154,654		154,654		—		154,654		—
Long-term borrowings			117,938		123,133		—		122,099		1,034
_________________
(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, 2013 was $853 million, of which $669 million and $184 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 $75.4 billion.

Available_for_Sale_Securities

Available for Sale Securities	6 Months Ended
	Jun. 30, 2014
Available-for-sale Securities [Abstract]	'
Securities Available For Sale	'
	5.        Available for Sale Securities.
	The following tables present information about the Company's available for sale securities (“AFS Securities”):
							At June 30, 2014
							Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses		Other-than-Temporary Impairment		Fair Value
						(dollars in millions)
	Available for sale debt securities:
		U.S. government and agency securities:
			U.S. Treasury securities			$	34,727	$	78	$	61	$	—	$	34,744
			U.S. agency securities(1)				16,046		69		98		—		16,017
					Total U.S. government and agency securities		50,773		147		159		—		50,761
		Corporate and other debt:
			Commercial mortgage-backed securities:
				Agency			2,387		—		75		—		2,312
				Non-Agency			1,472		10		4		—		1,478
			Auto loan asset-backed securities				2,080		2		1		—		2,081
			Corporate bonds				3,533		13		18		—		3,528
			Collateralized loan obligations				1,087		—		15		—		1,072
			FFELP student loan asset-backed securities(2)				4,201		25		3		—		4,223
					Total corporate and other debt		14,760		50		116		—		14,694
	Total available for sale debt securities						65,533		197		275		—		65,455
	Available for sale equity securities						15		4		—		—		19
	Total					$	65,548	$	201	$	275	$	—	$	65,474
							At December 31, 2013
							Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses		Other-than-Temporary Impairment		Fair Value
						(dollars in millions)
	Available for sale debt securities:
		U.S. government and agency securities:
			U.S. Treasury securities			$	24,486	$	51	$	139	$	—	$	24,398
			U.S. agency securities				15,813		26		234		—		15,605
					Total U.S. government and agency securities		40,299		77		373		—		40,003
		Corporate and other debt:
			Commercial mortgage-backed securities:
				Agency			2,482		—		84		—		2,398
				Non-Agency			1,333		1		18		—		1,316
			Auto loan asset-backed securities				2,041		2		1		—		2,042
			Corporate bonds				3,415		3		61		—		3,357
			Collateralized loan obligations				1,087		—		20		—		1,067
			FFELP student loan asset-backed securities(2)				3,230		12		8		—		3,234
					Total corporate and other debt		13,588		18		192		—		13,414
	Total available for sale debt securities						53,887		95		565		—		53,417
	Available for sale equity securities						15		—		2		—		13
	Total					$	53,902	$	95	$	567	$	—	$	53,430
	______________
	FFELP— Federal Family Education Loan Program
	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.
	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 AFS Securities that are in an unrealized loss position:
						Less than 12 Months				12 Months or Longer				Total
	At June 30, 2014					Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses
					(dollars in millions)
	Available for sale debt securities:
		U.S. government and agency securities:
			U.S. Treasury securities		$	4,702	$	2	$	5,914	$	59	$	10,616	$	61
			U.S. agency securities			1,342		2		5,011		96		6,353		98
				Total U.S. government and agency securities		6,044		4		10,925		155		16,969		159
		Corporate and other debt:
			Commercial mortgage-backed securities:
				Agency		9		—		1,975		75		1,984		75
				Non-Agency		58		—		559		4		617		4
			Auto loan asset-backed securities			553		1		—		—		553		1
			Corporate bonds			413		2		1,351		16		1,764		18
			Collateralized loan obligations			—		—		1,072		15		1,072		15
			FFELP student loan asset-backed securities			273		—		520		3		793		3
			Total corporate and other debt		1,306		3		5,477		113		6,783		116
Total available for sale debt securities					7,350		7		16,402		268		23,752		275
Total				$	7,350	$	7	$	16,402	$	268	$	23,752	$	275
					Less than 12 Months				12 Months or Longer				Total
At December 31, 2013					Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses
				(dollars in millions)
Available for sale debt securities:
	U.S. government and agency securities:
		U.S. Treasury securities		$	13,266	$	139	$	—	$	—	$	13,266	$	139
		U.S. agency securities			8,438		211		651		23		9,089		234
			Total U.S. government and agency securities		21,704		350		651		23		22,355		373
	Corporate and other debt:
		Commercial mortgage-backed securities:
			Agency		958		15		1,270		69		2,228		84
			Non-Agency		841		16		86		2		927		18
		Auto loan asset-backed securities			557		1		85		—		642		1
		Corporate bonds			2,350		52		383		9		2,733		61
		Collateralized loan obligations			1,067		20		—		—		1,067		20
		FFELP student loan asset-backed securities			1,388		7		76		1		1,464		8
			Total corporate and other debt		7,161		111		1,900		81		9,061		192
Total available for sale debt securities					28,865		461		2,551		104		31,416		565
Available for sale equity securities					13		2		—		—		13		2
Total				$	28,878	$	463	$	2,551	$	104	$	31,429	$	567
Gross unrealized gains and losses are recorded in Accumulated other comprehensive income (loss), net of tax (“AOCI”).
As discussed in Note 2 to the consolidated financial statements on Form 10-K, AFS Securities with a current fair value less than their amortized cost are analyzed as part of the Company's ongoing assessment of temporary versus other-than-temporarily impaired at the individual security level. The unrealized losses reported above on available for sale debt securities are primarily due to rising long-term interest rates since those securities were purchased. While the securities in an unrealized loss position greater than twelve months have increased in 2014, the risk of credit loss is considered minimal because all of the Company's agency securities as well as the Company's asset-backed securities (“ABS”), CMBS and CLOs are highly rated and the Company's corporate bonds are all investment grade. The Company does not intend to sell these securities and is not likely to be required to sell these securities prior to recovery of the amortized cost basis. The Company does not expect to experience a credit loss on these securities based on consideration of the relevant information (as discussed in Note 2 to the consolidated financial statements on Form 10-K), including for U.S. government and agency securities, the existence of the explicit and implicit guarantee provided by the U.S. government. The Company believes that the debt securities with an unrealized loss position were not other-than-temporarily impaired at December 31, 2013 and June 30, 2014. For more information, see the Other-than-temporary impairment discussion in Note 2 to the consolidated financial statements on Form 10-K.
The following table presents the amortized cost and fair value of available for sale debt securities by contractual maturity dates at June 30, 2014:
At June 30, 2014					Amortized Cost		Fair Value		Annualized Average Yield
				(dollars in millions)
U.S. government and agency securities:
	U.S. Treasury securities:
			After 1 year through 5 years		33,592		33,598		0.70%
			After 5 years through 10 years		1,135		1,146		2.20%
			Total		34,727		34,744
	U.S. agency securities:
			After 1 year through 5 years		498		499		1.40%
			After 5 years through 10 years		1,986		1,997		1.20%
			After 10 years		13,562		13,521		1.40%
			Total		16,046		16,017
			Total U.S. government and agency securities		50,773		50,761		0.90%
Corporate and other debt:
	Commercial mortgage-backed securities:
		Agency:
			After 1 year through 5 years		746		743		0.90%
			After 5 years through 10 years		371		367		1.00%
			After 10 years		1,270		1,202		1.50%
			Total		2,387		2,312
		Non-Agency:
			After 10 years		1,472		1,478		1.60%
			Total		1,472		1,478
	Auto loan asset-backed securities:
			Due within 1 year		7		7		0.80%
			After 1 year through 5 years		1,974		1,975		0.80%
			After 5 years through 10 years		99		99		1.30%
			Total		2,080		2,081
	Corporate bonds:
			Due within 1 year		162		162		0.90%
			After 1 year through 5 years		2,858		2,856		1.30%
			After 5 years through 10 years		513		510		2.60%
			Total		3,533		3,528
	Collateralized loan obligations:
			After 10 years		1,087		1,072		1.40%
			Total		1,087		1,072
	FFELP student loan asset-backed securities:
			After 1 year through 5 years		121		121		0.70%
			After 5 years through 10 years		692		692		0.80%
			After 10 years		3,388		3,410		0.90%
			Total		4,201		4,223
			Total corporate and other debt		14,760		14,694		1.20%
			Total available for sale debt securities	$	65,533	$	65,455		1.00%
See Note 7 for additional information on securities issued by VIEs, including U.S. agency mortgage-backed securities, non-agency CMBS, auto loan asset-backed securities, CLO and FFELP student loan asset-backed securities.
The following table presents information pertaining to sales of AFS Securities during the quarters and six months ended June 30, 2014 and 2013:
		Three Months Ended				Six Months Ended
		June 30,				June 30,
		2014		2013		2014		2013
		(dollars in millions)
Gross realized gains	$	10	$	35	$	17	$	41
Gross realized losses	$	—	$	1	$	1	$	3
Gross realized gains and losses are recognized in Other revenues in the condensed consolidated statements of income.

Collateralized_Transactions

Collateralized Transactions	6 Months Ended
	Jun. 30, 2014
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), with the right to net a counterparty's rights and obligations under such agreement and liquidate and set off collateral held by the Company 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 10.
					At June 30, 2014
					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		$	161,761	$	-52,805	$	108,956	$	-104,989	$	3,967
	Securities borrowed				154,219		-6,753		147,466		-134,911		12,555
	Liabilities
	Securities sold under agreements to repurchase			$	164,225	$	-52,805	$	111,420	$	-85,821	$	25,599
	Securities loaned				37,561		-6,753		30,808		-29,188		1,620
	_____________
	(1)       Amounts include $3.9 billion of Federal funds sold and securities purchased under agreements to resell, $8.9 billion of Securities borrowed, $25.4 billion of Securities sold under agreements to repurchase and $0.3 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.
					At December 31, 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		$	183,015	$	-64,885	$	118,130	$	-106,828	$	11,302
	Securities borrowed				137,082		-7,375		129,707		-113,339		16,368
	Liabilities
	Securities sold under agreements to repurchase			$	210,561	$	-64,885	$	145,676	$	-111,599	$	34,077
	Securities loaned				40,174		-7,375		32,799		-32,543		256
	_____________
	(1)       Amounts include $11.1 billion of Federal funds sold and securities purchased under agreements to resell, $13.2 billion of Securities borrowed and $33.3 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.
	The Company also engages in margin lending to clients that allows the client to borrow against the value of qualifying securities and is included within Customer and other receivables in the condensed consolidated statement of financial condition. 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 June 30, 2014 and December 31, 2013, there were approximately $28.3 billion and $29.2 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 9).
	The Company pledges its trading assets to collateralize repurchase agreements and other secured 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 June 30, 2014		At December 31, 2013
					(dollars in millions)
	Trading assets:
		U.S. government and agency securities		$	27,181	$	21,589
		Other sovereign government obligations			6,713		5,748
		Corporate and other debt			7,564		7,388
		Corporate equities			9,700		8,713
			Total	$	51,158	$	43,438
	The Company receives collateral in the form of securities in connection with reverse repurchase agreements, securities borrowed and derivative transactions, customer margin loans and securities-based lending. 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 June 30, 2014 and December 31, 2013, the total fair value of financial instruments received as collateral where the Company is permitted to sell or repledge the securities was $558 billion and $533 billion, respectively, and the fair value of the portion that had been sold or repledged was $446 billion and $381 billion, respectively.
	At June 30, 2014 and December 31, 2013, cash and securities deposited with clearing organizations or segregated under federal and other regulations or requirements were as follows:
						At June 30, 2014		At December 31, 2013
						(dollars in millions)
	Cash deposited with clearing organizations or segregated under federal and other
		regulations or requirements			$	44,713	$	39,203
	Securities(1)					17,119		15,586
			Total		$	61,832	$	54,789
	_____________
	(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	6 Months Ended
	Jun. 30, 2014
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 AFS Securities 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 11).
	The following tables present information at June 30, 2014 and December 31, 2013 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 June 30, 2014
			Mortgage and Asset-Backed Securitizations		Managed Real Estate Partnerships(1)		Other Structured Financings		Other
			(dollars in millions)
	VIE assets	$	611	$	262	$	971	$	1,409
	VIE liabilities	$	355	$	5	$	81	$	—
			At December 31, 2013
			Mortgage and Asset-Backed Securitizations		Managed Real Estate Partnerships		Other Structured Financings		Other
			(dollars in millions)
	VIE assets	$	643	$	2,313	$	1,202	$	1,294
	VIE liabilities	$	368	$	42	$	67	$	175
	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 June 30, 2014 and December 31, 2013, managed real estate partnerships reflected nonredeemable noncontrolling interests in the Company's condensed consolidated financial statements of $219 million and $1,771 million, respectively. The Company also had additional maximum exposure to losses of approximately $123 million and $101 million at June 30, 2014 and December 31, 2013, 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 June 30, 2014 and December 31, 2013. 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 AFS Securities portfolio (see Note 5):
				At June 30, 2014
				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)		$	187,500	$	26,151	$	3,091	$	1,996	$	17,250
	Maximum exposure to loss:
		Debt and equity interests(2)		$	15,558	$	2,890	$	11	$	1,125	$	5,013
		Derivative and other contracts			13		2		1,990		—		163
		Commitments, guarantees and other			1,046		1,327		—		637		471
			Total maximum exposure to loss	$	16,617	$	4,219	$	2,001	$	1,762	$	5,647
	Carrying value of exposure to loss—Assets:
		Debt and equity interests(2)		$	15,558	$	2,890	$	11	$	713	$	5,013
		Derivative and other contracts			13		2		4		—		61
			Total carrying value of exposure to loss—Assets	$	15,571	$	2,892	$	15	$	713	$	5,074
	Carrying value of exposure to loss—Liabilities:
		Derivative and other contracts		$	—	$	—	$	—	$	—	$	63
		Commitments, guarantees and other			—		—		—		6		—
			Total carrying value of exposure to loss—Liabilities	$	—	$	—	$	—	$	6	$	63
	(1)       Mortgage and asset-backed securitizations include VIE assets as follows: $28.9 billion of residential mortgages; $75.9 billion of commercial mortgages; $29.7 billion of U.S. agency collateralized mortgage obligations; and $53.0 billion of other consumer or commercial loans.
	(2)       Mortgage and asset-backed securitizations include VIE debt and equity interests as follows: $1.4 billion of residential mortgages; $2.2 billion of commercial mortgages; $5.1 billion of U.S. agency collateralized mortgage obligations; and $6.8 billion of other consumer or commercial loans.
				At December 31, 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)		$	177,153	$	29,513	$	3,079	$	1,874	$	10,119
	Maximum exposure to loss:
		Debt and equity interests(2)		$	13,514	$	2,498	$	31	$	1,142	$	3,693
		Derivative and other contracts			15		23		1,935		—		146
		Commitments, guarantees and other			—		272		—		649		527
			Total maximum exposure to loss	$	13,529	$	2,793	$	1,966	$	1,791	$	4,366
	Carrying value of exposure to loss—Assets:
		Debt and equity interests(2)		$	13,514	$	2,498	$	31	$	731	$	3,693
	Derivative and other contracts			15		3		4		—		53
		Total carrying value of exposure to loss—Assets	$	13,529	$	2,501	$	35	$	731	$	3,746
Carrying value of exposure to loss—Liabilities:
	Derivative and other contracts		$	—	$	2	$	—	$	—	$	57
	Commitments, guarantees and other			—		—		—		7		—
		Total carrying value of exposure to loss—Liabilities	$	—	$	2	$	—	$	7	$	57
(1)       Mortgage and asset-backed securitizations include VIE assets as follows: $16.9 billion of residential mortgages; $78.4 billion of commercial mortgages; $31.5 billion of U.S. agency collateralized mortgage obligations; and $50.4 billion of other consumer or commercial loans.
(2)       Mortgage and asset-backed securitizations include VIE debt and equity interests as follows: $1.3 billion of residential mortgages; $2.0 billion of commercial mortgages; $5.3 billion of U.S. agency collateralized mortgage obligations; and $4.9 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 $12.8 billion at June 30, 2014. 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 AFS Securities portfolio (see Note 5). Securities issued by securitization SPEs consisted of $1.0 billion of securities backed primarily by residential mortgage loans, $8.3 billion of securities backed by U.S. agency collateralized mortgage obligations, $1.1 billion of securities backed by commercial mortgage loans, $0.5 billion of securities backed by CDOs or CLOs 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 AFS Securities 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 on Form 10-K.
Transfers of Assets with Continuing Involvement.
The following tables present information at June 30, 2014 regarding transactions with SPEs in which the Company, acting as principal, transferred financial assets with continuing involvement and received sales treatment:
				At June 30, 2014
				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)			$	26,895	$	50,484	$	18,772	$	10,765
Retained interests (fair value):
	Investment grade		$	1	$	26	$	723	$	—
	Non-investment grade			75		38		—		1,146
		Total retained interests (fair value)	$	76	$	64	$	723	$	1,146
Interests purchased in the secondary market (fair value):
	Investment grade		$	11	$	41	$	66	$	350
	Non-investment grade			55		28		—		62
		Total interests purchased in the secondary market (fair value)	$	66	$	69	$	66	$	412
Derivative assets (fair value)			$	1	$	621	$	—	$	169
Derivative liabilities (fair value)			$	—	$	—	$	—	$	185
_____________
(1)       Amounts include assets transferred by unrelated transferors.
				At June 30, 2014
				Level 1		Level 2		Level 3		Total
				(dollars in millions)
Retained interests (fair value):
	Investment grade		$	—	$	750	$	—	$	750
	Non-investment grade			—		87		1,172		1,259
		Total retained interests (fair value)	$	—	$	837	$	1,172	$	2,009
Interests purchased in the secondary market (fair value):
	Investment grade		$	—	$	466	$	2	$	468
	Non-investment grade			—		109		36		145
		Total interests purchased in the secondary market (fair value)	$	—	$	575	$	38	$	613
Derivative assets (fair value)			$	—	$	649	$	142	$	791
Derivative liabilities (fair value)			$	—	$	179	$	6	$	185
The following tables present information at December 31, 2013 regarding transactions with SPEs in which the Company, acting as principal, transferred assets with continuing involvement and received sales treatment:
				At December 31, 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)			$	29,723	$	60,698	$	19,155	$	11,736
Retained interests (fair value):
	Investment grade		$	1	$	102	$	524	$	—
	Non-investment grade			136		95		—		1,319
		Total retained interests (fair value)	$	137	$	197	$	524	$	1,319
Interests purchased in the secondary market (fair value):
	Investment grade		$	14	$	170	$	21	$	350
	Non-investment grade			41		97		—		68
		Total interests purchased in the secondary market (fair value)	$	55	$	267	$	21	$	418
Derivative assets (fair value)			$	1	$	672	$	—	$	121
Derivative liabilities (fair value)			$	—	$	1	$	—	$	120
_____________
(1)       Amounts include assets transferred by unrelated transferors.
				At December 31, 2013
				Level 1		Level 2		Level 3		Total
				(dollars in millions)
Retained interests (fair value):
	Investment grade		$	—	$	626	$	1	$	627
	Non-investment grade			—		164		1,386		1,550
		Total retained interests (fair value)	$	—	$	790	$	1,387	$	2,177
Interests purchased in the secondary market (fair value):
	Investment grade		$	—	$	547	$	8	$	555
	Non-investment grade			—		182		24		206
		Total interests purchased in the secondary market (fair value)	$	—	$	729	$	32	$	761
Derivative assets (fair value)			$	—	$	615	$	179	$	794
Derivative liabilities (fair value)			$	—	$	110	$	11	$	121
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.
In addition, in connection with its underwriting of CLO transactions for unaffiliated sponsors, in the six months ended June 30, 2014 and 2013, the Company sold to those SPEs, corporate loans with an unpaid principal balance of $1.1 billion and $1.6 billion, respectively.
Net gains on sale of assets in securitization transactions at the time of the sale were not material in the quarters and six months ended June 30, 2014 and 2013.
During the six months ended June 30, 2014 and 2013, the Company received proceeds from new securitization transactions of $9.6 billion and $13.0 billion, respectively. During the six months ended June 30, 2014 and 2013, the Company received proceeds from cash flows from retained interests in securitization transactions of $1.5 billion and $2.2 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 11).
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 cases, 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 9).
The assets transferred in many transactions accounted for as failed sales cannot be removed unilaterally by the Company and are not generally available to the Company. The related liabilities are non-recourse to the Company. In certain other failed sale transactions, the Company has the 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 June 30, 2014				At December 31, 2013
		Carrying Value of				Carrying Value of
		Assets		Liabilities		Assets		Liabilities
		(dollars in millions)
Credit-linked notes	$	47	$	37	$	48	$	41
Equity-linked transactions		33		28		40		35
Other		269		269		157		156
Mortgage Servicing Activities.
The Company services residential mortgage loans in the U.S. owned by SPEs sponsored by the Company. The Company generally holds retained interests in Company-sponsored SPEs. As of the quarter ended March 31, 2014, the Company no longer services residential and commercial mortgage loans in Europe.
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. There were no allowances at June 30, 2014 and December 31, 2013. Advances at June 30, 2014 and December 31, 2013 totaled approximately $11 million and $110 million, respectively.
The following tables present information about the Company's mortgage servicing activities for SPEs to which the Company transferred loans at June 30, 2014 and December 31, 2013:
		At June 30, 2014
		Residential Mortgage Unconsolidated SPEs			Residential Mortgage Consolidated SPEs		Commercial Mortgage Unconsolidated SPEs
			(dollars in millions)
Assets serviced (unpaid principal balance)		$	—	$	488	$	—
Amounts past due 90 days or greater
	(unpaid principal balance)(1)	$	—	$	28	$	—
Percentage of amounts past due 90 days
	or greater(1)		—		5.60%		—
Credit losses		$	—	$	1	$	—
_____________
(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, 2013
		Residential Mortgage Unconsolidated SPEs			Residential Mortgage Consolidated SPEs		Commercial Mortgage Unconsolidated SPEs
			(dollars in millions)
Assets serviced (unpaid principal balance)		$	785	$	775	$	4,114
Amounts past due 90 days or greater
	(unpaid principal balance)(1)	$	66	$	44	$	—
Percentage of amounts past due 90 days
	or greater(1)		8.50%		5.60%		—
Credit losses		$	1	$	17	$	—
_____________
(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_and_Allo

Financing Receivables and Allowance for Credit Losses	6 Months Ended
	Jun. 30, 2014
Accounts, Notes, Loans and Financing Receivable, Gross, Allowance, and Net [Abstract]	'
Financing Receivables and Allowance for Credit Losses	'
	8. Financing Receivables and Allowance for Credit Losses.
	Loans.
	The Company's loans held for investment are recorded at amortized cost, and its loans held for sale are recorded at lower of cost or fair value in the condensed consolidated statements of financial condition.
	The Company's outstanding loans at June 30, 2014 and December 31, 2013 included the following:
				30-Jun-14							31-Dec-13
	Loans by Product Type			Loans Held For Investment		Loans Held For Sale		Total Loans			Loans Held For Investment		Loans Held For Sale		Total Loans
				(dollars in millions)
	Corporate loans		$	18,777	$	5,491	$	24,268		$	13,263	$	6,168	$	19,431
	Consumer loans			14,306		—		14,306			11,577		—		11,577
	Residential real estate loans			12,624		93		12,717			10,006		112		10,118
	Wholesale real estate loans			3,061		1,046		4,107			1,855		49		1,904
	Total loans, gross of allowance for loan losses			48,768		6,630		55,398			36,701		6,329		43,030
	Allowance for loan losses			-138		—		-138			-156		—		-156
	Total loans, net of allowance for loan losses(1)(2)		$	48,630	$	6,630	$	55,260		$	36,545	$	6,329	$	42,874
	______________
	Amounts include loans that are made to non-U.S. borrowers of $7,053 million and $4,729 million at June 30, 2014 and December 31, 2013, respectively.
	See Note 11 for further information related to unfunded lending commitments.
	The above table does not include loans and lending commitments held at fair value that were recorded as Trading assets of $13,727 million and $12,612 million at June 30, 2014 and December 31, 2013, respectively. At June 30, 2014, loans and lending commitments held at fair value that were recorded as Trading assets consisted of $9,588 million of Corporate loans, $1,873 million of Residential real estate loans and $2,266 million of Wholesale real estate loans. At December 31, 2013, loans and lending commitments held at fair value that were recorded as Trading assets consisted of $9,774 million of Corporate loans, $1,434 million of Residential real estate loans and $1,404 million of Wholesale real estate loans. See Note 4 for further information regarding loans and lending commitments held at fair value that are recorded as Trading assets in the Company's condensed consolidated statement of financial condition.
	Credit Quality.
	The Company's Credit Risk Management department evaluates new obligors before credit transactions are initially approved, and at least annually thereafter for corporate and wholesale real estate loans. For corporate 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. Credit Risk Management will also evaluate strategy, market position, industry dynamics, obligor's management and other factors that could affect the obligor's risk profile. For wholesale real estate loans, the credit evaluation is focused on property and transaction metrics including property type, loan-to-value ratio, occupancy levels, debt service ratio, prevailing capitalization rates, and market dynamics. For residential real estate and consumer loans, the initial credit evaluation typically 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.
	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 on Form 10-K.
	The following tables present credit quality indicators for the Company's loans held for investment, gross of allowance for loan losses, by product type, at June 30, 2014 and December 31, 2013.
				30-Jun-14
	Loans by Credit Quality Indicators			Corporate		Consumer		Residential Real Estate		Wholesale Real Estate		Total
				(dollars in millions)
	Pass		$	18,589	$	14,306	$	12,602	$	3,061	$	48,558
	Special Mention			99		—		—		—		99
	Substandard			82		—		22		—		104
	Doubtful			7		—		—		—		7
	Loss			—		—		—		—		—
	Total loans		$	18,777	$	14,306	$	12,624	$	3,061	$	48,768
				31-Dec-13
	Loans by Credit Quality Indicators			Corporate		Consumer		Residential Real Estate		Wholesale Real Estate		Total
				(dollars in millions)
	Pass		$	12,893	$	11,577	$	9,992	$	1,829	$	36,291
	Special Mention			189		—		—		16		205
	Substandard			174		—		14		—		188
	Doubtful			7		—		—		10		17
	Loss			—		—		—		—		—
	Total loans		$	13,263	$	11,577	$	10,006	$	1,855	$	36,701
	Allowance for Loan Losses and Impaired Loans.
	The allowance for loan losses estimates probable losses related to loans specifically identified for impairment in addition to the probable losses inherent in the held for investment loan portfolio.
	There are two components of the allowance for loan losses: the inherent allowance component and the specific allowance component.
	The inherent allowance component of the allowance for loan losses is used to estimate the probable losses inherent in the loan portfolio and includes non-homogeneous loans that have not been identified as impaired and portfolios of smaller balance homogeneous loans. The Company maintains methodologies by loan product for calculating an allowance for loan losses that estimates the inherent losses in the loan portfolio. Qualitative and environmental factors such as economic and business conditions, nature and volume of the portfolio and lending terms, and volume and severity of past due loans may also be considered in the calculations. The allowance for loan losses is maintained at a level reasonable to ensure that it can adequately absorb the estimated probable losses inherent in the portfolio.
	The specific allowance component of the allowance for loan losses is used to estimate probable losses for non-homogeneous exposures, including loans modified in a Troubled Debt Restructuring (“TDR”), which have been specifically identified for impairment analysis by the Company and determined to be impaired. As of June 30, 2014 and December 31, 2013, the Company's TDRs were not significant. For further information on allowance for loan losses, see Note 2 to the consolidated financial statements on Form 10-K.
	The tables below provide details on impaired loans, past due loans and allowances for the Company's held for investment loans:
				30-Jun-14
	Loans by Product Type			Corporate		Consumer		Residential Real Estate		Wholesale Real Estate		Total
				(dollars in millions)
	Impaired loans with allowance		$	5	$	—	$	—	$	—	$	5
	Impaired loans without allowance(1)			6		—		10		—		16
	Impaired loans unpaid principal balance			11		—		10		—		21
	Past due 90 days loans and on nonaccrual			7		—		12		—		19
				31-Dec-13
	Loans by Product Type			Corporate		Consumer		Residential Real Estate		Wholesale Real Estate		Total
				(dollars in millions)
	Impaired loans with allowance		$	63	$	—	$	—	$	10	$	73
	Impaired loans without allowance(1)			6		—		11		—		17
	Impaired loans unpaid principal balance			69		—		11		10		90
	Past due 90 days loans and on nonaccrual			7		—		11		10		28
				30-Jun-14
	Loans by Region			Americas		EMEA		Asia-Pacific		Total
				(dollars in millions)
Impaired loans		$	21	$	—	$	—	$	21
Past due 90 days loans and on nonaccrual			19		—		—		19
Allowance for loan losses			107		25		6		138
			31-Dec-13
Loans by Region			Americas		EMEA		Asia-Pacific		Total
			(dollars in millions)
Impaired loans		$	90	$	—	$	—	$	90
Past due 90 days loans and on nonaccrual			28		—		—		28
Allowance for loan losses			123		28		5		156
EMEA—Europe, Middle East and Africa.
(1)       At June 30, 2014 and December 31, 2013, no allowance was outstanding for these loans as the fair value of the collateral held exceeded or equaled the carrying value.
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.
			Corporate		Consumer		Residential Real Estate		Wholesale Real Estate
											Total
			(dollars in millions)
Allowance for loan losses:
	Balance at December 31, 2013	$	137	$	1	$	4	$	14	$	156
	Gross charge-offs		—		—		—		-3		-3
	Gross recoveries		—		—		—		—		—
	Net charge-offs		—		—		—		-3		-3
	Provision (release) for loan losses(1)		-20		1		2		2		-15
	Balance at June 30, 2014	$	117	$	2	$	6	$	13	$	138
Allowance for loan losses by impairment methodology:
	Inherent	$	115	$	2	$	6	$	13	$	136
	Specific		2		—		—		—		2
	Total allowance for loan losses at June 30,
	2014	$	117	$	2	$	6	$	13	$	138
Loans evaluated by impairment methodology(2):
	Inherent	$	18,766	$	14,306	$	12,614	$	3,061	$	48,747
	Specific		11		—		10		—		21
	Total loans evaluated at June 30, 2014	$	18,777	$	14,306	$	12,624	$	3,061	$	48,768
Allowance for lending-related commitments:
	Balance at December 31, 2013	$	125	$	—	$	—	$	2	$	127
	Provision for lending-related commitments(3)		30		—		—		—		30
	Balance at June 30, 2014	$	155	$	—	$	—	$	2	$	157
Allowance for lending-related commitments by
	impairment methodology:
	Inherent	$	155	$	—	$	—	$	2	$	157
	Specific		—		—		—		—		—
	Total allowance for lending-related commitments
	at June 30, 2014	$	155	$	—	$	—	$	2	$	157
Lending-related commitments evaluated by
	impairment methodology(2):
	Inherent	$	69,331	$	3,274	$	249	$	252	$	73,106
	Specific		—		—		—		—		—
	Total lending-related commitments evaluated
	at June 30, 2014	$	69,331	$	3,274	$	249	$	252	$	73,106
_______________
(1)       The Company recorded $14 million of provision for loan losses within Other revenues for the quarter ended June 30, 2014.
(2)       Balances are gross of the allowance.
(3)       The Company recorded $11 million of provision for lending-related commitments within Other non-interest expenses for the quarter ended June 30, 2014.
			Corporate		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
	Gross recoveries		—		—		—		—		—
	Net charge-offs		-12		—		-1		-2		-15
	Provision (release) for loan losses(1)		31		-2		—		5		34
	Balance at June 30, 2013	$	115	$	1	$	4	$	5	$	125
Allowance for loan losses by impairment methodology:
	Inherent	$	113	$	1	$	4	$	4	$	122
	Specific		2		—		—		1		3
	Total allowance for loan losses at June 30, 2013	$	115	$	1	$	4	$	5	$	125
Loans evaluated by impairment methodology(2):
	Inherent	$	11,154	$	9,452	$	7,594	$	853	$	29,053
	Specific		16		—		8		10		34
	Total loan evaluated at June 30, 2013	$	11,170	$	9,452	$	7,602	$	863	$	29,087
Allowance for lending-related commitments:
	Balance at December 31, 2012	$	90	$	—	$	—	$	1	$	91
	Provision for lending-related commitments(3)		29		—		—		—		29
	Other		-10		—		—		—		-10
	Balance at June 30, 2013	$	109	$	—	$	—	$	1	$	110
Allowance for lending-related commitments by
	impairment methodology:
	Inherent	$	109	$	—	$	—	$	1	$	110
	Specific		—		—		—		—		—
	Total allowance for lending-related commitments
	at June 30, 2013	$	109	$	—	$	—	$	1	$	110
Lending-related commitments evaluated by
	impairment methodology(2):
	Inherent	$	52,245	$	1,657	$	2,093	$	258	$	56,253
	Specific		—		—		—		—		—
	Total lending-related commitments evaluated
	at June 30, 2013	$	52,245	$	1,657	$	2,093	$	258	$	56,253
_______________
(1)       The Company recorded $7 million of provision for loan losses within Other revenues for the quarter ended June 30, 2013.
(2) Balances are gross of the allowance.
(3)       The Company recorded $17 million of provision for lending-related commitments within Other non-interest expenses for the quarter ended June 30, 2013.
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 June 30, 2014, the Company had $5,116 million of employee loans, net of an allowance of approximately $128 million. At December 31, 2013, the Company had $5,487 million of employee loans, net of an allowance of approximately $109 million.
The Company has also granted loans to other employees primarily in conjunction with certain after-tax leveraged investment arrangements. At June 30, 2014, the balance of these loans was $54 million, net of an allowance of approximately $46 million. At December 31, 2013, the balance of these loans was $100 million, net of an allowance of approximately $51 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 clients' needs. The Company also engages in margin lending to broker-dealer clients that allows the client to borrow against the value of the qualifying securities and is included within Customer and other receivables in the condensed consolidated statement of financial condition (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).

Borrowings_and_Other_Secured_F

Borrowings and Other Secured Financings	6 Months Ended
	Jun. 30, 2014
Borrowings and Other Secured Financings	'
Long-Term Borrowings and Other Secured Financings	'
	9.       Long-Term Borrowings and Other Secured Financings.
	The Company's long-term borrowings included the following components:
			At June 30, 2014		At December 31, 2013
			(dollars in millions)
	Senior debt	$	138,760	$	139,451
	Subordinated debt		5,847		9,275
	Junior subordinated debentures		4,876		4,849
	Total	$	149,483	$	153,575
	During the six months ended June 30, 2014, the Company issued and reissued notes with a principal amount of approximately $14.8 billion. This amount included the Company's issuances of $1.5 billion in senior debt on May 22, 2014, $3.0 billion in senior debt on April 28, 2014, $2.1 billion in senior debt on March 31, 2014 and $2.8 billion in senior debt on January 24, 2014. During the six months ended June 30, 2014, approximately $21.3 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 5.6 years and 5.4 years at June 30, 2014 and December 31, 2013, respectively.
	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 June 30, 2014		At December 31, 2013
				(dollars in millions)
	Secured financings with original maturities greater than one year		$	10,153	$	9,750
	Secured financings with original maturities one year or less			3,520		4,233
	Failed sales(1)			334		232
		Total(2)	$	14,007	$	14,215
	___________
	(1)       For more information on failed sales, see Note 7.
	(2)       Amounts include $5,056 million and $5,206 million at fair value at June 30, 2014 and December 31, 2013, respectively.

Derivative_Instruments_and_Hed

Derivative Instruments and Hedging Activities	6 Months Ended
	Jun. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative Instruments and Hedging Activities	'
	10.    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 set off 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 below. 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 June 30, 2014
				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	$	375,992	$	-350,827	$	25,165	$	-6,872	$	-61	$	18,232
		Cleared OTC(4)		193,045		-190,651		2,394		-9		—		2,385
		Exchange traded		33,736		-29,329		4,407		—		—		4,407
		Total derivative assets	$	602,773	$	-570,807	$	31,966	$	-6,881	$	-61	$	25,024
	Derivative liabilities
		Bilateral OTC	$	360,015	$	-333,307	$	26,708	$	-6,629	$	-81	$	19,998
		Cleared OTC(4)		190,452		-188,449		2,003		—		-7		1,996
		Exchange traded		36,042		-29,329		6,713		-680		—		6,033
		Total derivative liabilities	$	586,509	$	-551,085	$	35,424	$	-7,309	$	-88	$	28,027
	(1)       Amounts include $6.5 billion of derivative assets and $6.6 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)       Amounts include OTC derivatives that are centrally cleared in accordance with certain regulatory requirements.
				At December 31, 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	$	404,352	$	-378,459	$	25,893	$	-8,785	$	-132	$	16,976
		Cleared OTC(4)		267,057		-266,419		638		—		—		638
		Exchange traded		31,609		-25,673		5,936		—		—		5,936
		Total derivative assets	$	703,018	$	-670,551	$	32,467	$	-8,785	$	-132	$	23,550
	Derivative liabilities
		Bilateral OTC	$	386,199	$	-361,059	$	25,140	$	-5,365	$	-136	$	19,639
		Cleared OTC(4)		266,559		-265,378		1,181		—		-372		809
		Exchange traded		33,113		-25,673		7,440		-651		—		6,789
		Total derivative liabilities	$	685,871	$	-652,110	$	33,761	$	-6,016	$	-508	$	27,237
	(1)       Amounts include $8.7 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)       Amounts include 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 on 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 June 30, 2014 and December 31, 2013, 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 June 30, 2014(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		$	344	$	393	$	653	$	4,571	$	-4,232	$	1,729	$	1,693
	AA			1,289		2,293		2,963		10,220		-10,871		5,894		4,141
	A			7,151		9,669		8,721		19,663		-37,360		7,844		5,791
	BBB			2,911		3,364		3,556		14,091		-15,646		8,276		6,024
	Non-investment grade			2,140		1,998		998		3,238		-4,619		3,755		2,968
		Total	$	13,835	$	17,717	$	16,891	$	51,783	$	-72,728	$	27,498	$	20,617
	(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, 2013(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		$	300	$	752	$	1,073	$	3,664	$	-3,721	$	2,068	$	1,673
	AA			2,687		3,145		3,377		9,791		-13,515		5,485		3,927
	A			7,382		8,428		9,643		17,184		-35,644		6,993		4,970
	BBB			2,617		3,916		3,228		13,693		-16,191		7,263		4,870
Non-investment grade			2,053		2,980		1,372		2,922		-4,737		4,590		2,174
	Total	$	15,039	$	19,221	$	18,693	$	47,254	$	-73,808	$	26,399	$	17,614
_____________
(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 AOCI. The forward points on the hedging instruments are recorded in Interest income.
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 June 30, 2014
				Fair Value									Notional
				Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total
				(dollars in millions)
Derivatives designated as accounting
hedges:
	Interest rate contracts		$	4,585	$	584	$	—	$	5,169		$	51,265	$	16,018	$	—	$	67,283
	Foreign exchange contracts			36		1		—		37			2,669		87		—		2,756
		Total derivatives designated as
		accounting hedges		4,621		585		—		5,206			53,934		16,105		—		70,039
Derivatives not designated as accounting
hedges(2):
	Interest rate contracts			258,493		188,224		323		447,040			5,667,930		11,243,252		1,107,468		18,018,650
	Credit contracts			30,265		4,084		—		34,349			995,043		176,754		—		1,171,797
	Foreign exchange contracts			41,543		152		10		41,705			1,855,437		12,366		5,281		1,873,084
	Equity contracts			25,934		—		30,234		56,168			315,020		—		475,564		790,584
	Commodity contracts			14,909		—		3,169		18,078			123,282		—		144,224		267,506
	Other			227		—		—		227			3,596		—		—		3,596
		Total derivatives not designated
		as accounting hedges		371,371		192,460		33,736		597,567			8,960,308		11,432,372		1,732,537		22,125,217
Total derivatives			$	375,992	$	193,045	$	33,736	$	602,773		$	9,014,242	$	11,448,477	$	1,732,537	$	22,195,256
Cash collateral netting				-51,903		-3,599		—		-55,502			—		—		—		—
Counterparty netting				-298,924		-187,052		-29,329		-515,305			—		—		—		—
	Total derivative assets		$	25,165	$	2,394	$	4,407	$	31,966		$	9,014,242	$	11,448,477	$	1,732,537	$	22,195,256
				Derivative Liabilities
				At June 30, 2014
				Fair Value									Notional
				Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total
				(dollars in millions)
Derivatives designated as accounting
hedges:
	Interest rate contracts		$	361	$	242	$	—	$	603		$	2,681	$	9,380	$	—	$	12,061
	Foreign exchange contracts			217		24		—		241			9,839		634		—		10,473
		Total derivatives designated as											.
		accounting hedges		578		266		—		844			12,520		10,014		—		22,534
Derivatives not designated as accounting
hedges(2):
	Interest rate contracts			242,963		186,699		248		429,910			5,445,251		11,010,879		1,553,499		18,009,629
	Credit contracts			30,061		3,329		—		33,390			922,310		137,642		—		1,059,952
	Foreign exchange contracts			42,188		158		4		42,350			1,914,763		10,779		8,673		1,934,215
	Equity contracts			30,650		—		31,999		62,649			342,015		—		475,985		818,000
	Commodity contracts			13,515		—		3,791		17,306			118,521		—		124,839		243,360
	Other			60		—		—		60			4,896		—		—		4,896
		Total derivatives not designated
		as accounting hedges		359,437		190,186		36,042		585,665			8,747,756		11,159,300		2,162,996		22,070,052
Total derivatives			$	360,015	$	190,452	$	36,042	$	586,509		$	8,760,276	$	11,169,314	$	2,162,996	$	22,092,586
Cash collateral netting				-34,383		-1,397		—		-35,780			—		—		—		—
Counterparty netting				-298,924		-187,052		-29,329		-515,305			—		—		—		—
	Total derivative liabilities		$	26,708	$	2,003	$	6,713	$	35,424		$	8,760,276	$	11,169,314	$	2,162,996	$	22,092,586
_____________
(1)       Amounts include OTC derivatives that are centrally cleared in accordance with certain regulatory requirements.
(2)       Notional amounts include gross notionals related to open long and short futures contracts of $524 billion and $1,073 billion, respectively. The unsettled fair value on these futures contracts (excluded from the table above) of $627 million and $64 million is included in Customer and other receivables and Customer and other payables, respectively, on the condensed consolidated statements of financial condition.
				Derivative Assets
				At December 31, 2013
				Fair Value									Notional
				Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total
				(dollars in millions)
Derivatives designated as accounting
hedges:
	Interest rate contracts		$	4,729	$	287	$	—	$	5,016		$	54,696	$	14,685	$	—	$	69,381
	Foreign exchange contracts			236		—		—		236			6,694		—		—		6,694
		Total derivatives designated as
		accounting hedges		4,965		287		—		5,252			61,390		14,685		—		76,075
Derivatives not designated as accounting
hedges(2):
	Interest rate contracts			262,697		261,348		291		524,336			6,206,450		11,854,610		856,137		18,917,197
	Credit contracts			39,054		5,292		—		44,346			1,244,004		240,781		—		1,484,785
	Foreign exchange contracts			61,383		130		52		61,565			1,818,429		9,634		9,783		1,837,846
	Equity contracts			26,104		—		28,001		54,105			294,524		—		437,842		732,366
	Commodity contracts			10,106		—		3,265		13,371			144,981		—		139,433		284,414
	Other			43		—		—		43			3,198		—		—		3,198
		Total derivatives not designated
		as accounting hedges		399,387		266,770		31,609		697,766			9,711,586		12,105,025		1,443,195		23,259,806
Total derivatives			$	404,352	$	267,057	$	31,609	$	703,018		$	9,772,976	$	12,119,710	$	1,443,195	$	23,335,881
Cash collateral netting				-48,540		-3,462		—		-52,002			—		—		—		—
Counterparty netting				-329,919		-262,957		-25,673		-618,549			—		—		—		—
	Total derivative assets		$	25,893	$	638	$	5,936	$	32,467		$	9,772,976	$	12,119,710	$	1,443,195	$	23,335,881
				Derivative Liabilities
				At December 31, 2013
				Fair Value									Notional
				Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total
				(dollars in millions)
Derivatives designated as accounting
hedges:
	Interest rate contracts		$	570	$	614	$	—	$	1,184		$	2,642	$	12,667	$	—	$	15,309
	Foreign exchange contracts			258		5		—		263			5,970		503		—		6,473
		Total derivatives designated as
		accounting hedges		828		619		—		1,447			8,612		13,170		—		21,782
Derivatives not designated as accounting
hedges(2):
	Interest rate contracts			244,906		261,011		228		506,145			6,035,757		11,954,325		1,067,894		19,057,976
	Credit contracts			37,835		4,791		—		42,626			1,099,483		213,900		—		1,313,383
	Foreign exchange contracts			61,635		138		23		61,796			1,897,400		10,505		3,106		1,911,011
	Equity contracts			31,483		—		29,412		60,895			341,232		—		464,622		805,854
	Commodity contracts			9,436		—		3,450		12,886			138,784		—		120,556		259,340
	Other			76		—		—		76			4,659		—		—		4,659
		Total derivatives not designated
		as accounting hedges		385,371		265,940		33,113		684,424			9,517,315		12,178,730		1,656,178		23,352,223
Total derivatives			$	386,199	$	266,559	$	33,113	$	685,871		$	9,525,927	$	12,191,900	$	1,656,178	$	23,374,005
Cash collateral netting				-31,139		-2,422		—		-33,561			—		—		—		—
Counterparty netting				-329,920		-262,956		-25,673		-618,549			—		—		—		—
	Total derivative liabilities		$	25,140	$	1,181	$	7,440	$	33,761		$	9,525,927	$	12,191,900	$	1,656,178	$	23,374,005
_____________
(1)       Amounts include OTC derivatives that are centrally cleared in accordance with certain regulatory requirements.
(2)       Notional amounts include gross notionals related to open long and short futures contracts of $426 billion and $729 billion, respectively. The unsettled fair value on these futures contracts (excluded from the table above) of $879 million and $27 million is included in Customer and other receivables and Customer and other payables, respectively, on the condensed consolidated statements of financial condition.
The following tables summarize the gains or losses reported on derivative instruments designated and qualifying as accounting hedges for the quarters ended June 30, 2014 and 2013, 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				Six Months Ended
		June 30,				June 30,
Product Type		2014		2013		2014		2013
		(dollars in millions)
Derivatives	$	621	$	-2,247	$	931	$	-3,119
Borrowings		-320		2,629		-328		3,791
Total	$	301	$	382	$	603	$	672
Derivatives Designated as Net Investment Hedges.
			Gains (Losses) Recognized in OCI (effective portion)
			Three Months Ended				Six Months Ended
			June 30,				June 30,
Product Type			2014		2013		2014		2013
			(dollars in millions)
Foreign exchange contracts(1)		$	-109	$	230	$	-176	$	539
	Total	$	-109	$	230	$	-176	$	539
____________
(1)       Losses of $52 million and $97 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and six months ended June 30, 2014, respectively. Losses of $36 million and $68 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and six months ended June 30, 2013, respectively.
The table below summarizes gains (losses) on derivative instruments not designated as accounting hedges for the quarters and six months ended June 30, 2014 and 2013, respectively:
			Gains (Losses) Recognized in Income(1)(2)
			Three Months Ended				Six Months Ended
			June 30,				June 30,
Product Type			2014		2013		2014		2013
			(dollars in millions)
Interest rate contracts		$	-679	$	-65	$	-2,033	$	75
Credit contracts			-354		253		-197		174
Foreign exchange contracts			567		1,485		1,591		2,036
Equity contracts			-1,918		-301		-2,077		-3,361
Commodity contracts			-53		880		472		1,303
Other contracts			49		-42		145		-44
	Total derivative instruments	$	-2,388	$	2,210	$	-2,099	$	183
____________
(1)       Gains (losses) on derivative contracts not designated as hedges are primarily included in Trading revenues 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 revenues 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 $3 million and $32 million at June 30, 2014 and December 31, 2013, respectively, and a notional value of $2,137 million and $2,140 million at June 30, 2014 and December 31, 2013, respectively. The Company recognized losses of $18 million and $28 million related to changes in the fair value of its bifurcated embedded derivatives for the quarter and six months ended June 30, 2014, respectively. The gains and losses recognized by the Company related to changes in the fair value of its bifurcated embedded derivatives for the quarter and six months ended June 30, 2013 were not material.
At June 30, 2014 and December 31, 2013, the amount of payables associated with cash collateral received that was netted against derivative assets was $55.5 billion and $52.0 billion, respectively, and the amount of receivables in respect of cash collateral paid that was netted against derivative liabilities was $35.8 billion and $33.6 billion, respectively. Cash collateral receivables and payables of $12 million and $43 million, respectively, at June 30, 2014 and $10 million and $13 million, respectively, at December 31, 2013, 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 June 30, 2014, the aggregate fair value of OTC derivative contracts that contain credit-risk-related contingent features that are in a net liability position totaled $20,081 million, for which the Company has posted collateral of $18,678 million, in the normal course of business. The additional collateral or termination payments which may be called in the event of a future credit rating downgrade vary by contract and can be based on ratings by either or both of Moody's Investor Services, Inc. (“Moody's”) and Standard & Poor's Ratings Services (“S&P”). At June 30, 2014, for such OTC trading agreements, the future potential collateral amounts and termination payments that could be called or required by counterparties or exchange and clearing organizations in the event of one-notch or two-notch downgrade scenarios based on the relevant contractual downgrade triggers were $1,471 million and an incremental $2,795 million, respectively. Of these amounts, $2,954 million at June 30, 2014 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 June 30, 2014 and December 31, 2013:
		At June 30, 2014
		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	$	648,859	$	-10,923	$	615,380	$	9,916
Index and basket credit default swaps		351,597		-3,298		268,988		2,577
Tranched index and basket credit default swaps		118,391		-3,580		228,534		4,349
Total	$	1,118,847	$	-17,801	$	1,112,902	$	16,842
		At December 31, 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	$	799,838	$	-9,349	$	758,536	$	8,564
Index and basket credit default swaps		454,355		-3,756		361,961		2,827
Tranched index and basket credit default swaps		146,597		-3,889		276,881		3,883
Total	$	1,400,790	$	-16,994	$	1,397,378	$	15,274
The table below summarizes the credit ratings and maturities of protection sold through credit default swaps and other credit contracts at June 30, 2014:
				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		$	1,971	$	10,826	$	8,984	$	1,066	$	22,847	$	-140
	AA			8,494		25,308		20,454		4,356		58,612		-850
	A			31,078		54,880		31,923		4,126		122,007		-2,598
	BBB			67,458		124,313		82,750		18,451		292,972		-4,973
	Non-investment grade			37,875		69,616		39,851		5,079		152,421		-2,362
Total				146,876		284,943		183,962		33,078		648,859		-10,923
Index and basket credit default swaps(3):
	AAA			24,880		29,124		13,897		2,193		70,094		-1,209
	AA			2,421		5,761		4,162		3,752		16,096		-436
	A			1,105		2,011		10,446		31		13,593		-352
	BBB			43,058		58,434		100,581		7,328		209,401		-3,903
	Non-investment grade			33,875		94,508		22,163		10,258		160,804		-978
Total				105,339		189,838		151,249		23,562		469,988		-6,878
Total credit default swaps sold			$	252,215	$	474,781	$	335,211	$	56,640	$	1,118,847	$	-17,801
Other credit contracts(4)(5)			$	51	$	520	$	441	$	631	$	1,643	$	-479
Total credit derivatives and
	other credit contracts		$	252,266	$	475,301	$	335,652	$	57,271	$	1,120,490	$	-18,280
_____________
(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, 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		$	1,546	$	8,661	$	12,128	$	1,282	$	23,617	$	-145
	AA			9,443		24,158		25,310		4,317		63,228		-845
	A			45,663		53,755		44,428		4,666		148,512		-2,704
	BBB			103,143		122,382		112,950		20,491		358,966		-4,294
	Non-investment grade			60,254		77,393		61,088		6,780		205,515		-1,361
Total				220,049		286,349		255,904		37,536		799,838		-9,349
Index and basket credit default swaps(3):
	AAA			14,890		40,522		30,613		2,184		88,209		-1,679
	AA			3,751		4,127		4,593		6,006		18,477		-275
	A			2,064		2,263		11,633		36		15,996		-418
	BBB			5,974		29,709		74,982		3,847		114,512		-2,220
	Non-investment grade			67,108		157,149		122,516		16,985		363,758		-3,053
Total				93,787		233,770		244,337		29,058		600,952		-7,645
Total credit default swaps sold			$	313,836	$	520,119	$	500,241	$	66,594	$	1,400,790	$	-16,994
Other credit contracts(4)(5)			$	75	$	441	$	529	$	816	$	1,861	$	-457
Total credit derivatives and other
	credit contracts		$	313,911	$	520,560	$	500,770	$	67,410	$	1,402,651	$	-17,451
_____________
(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 $880 billion and $1,116 billion at June 30, 2014 and December 31, 2013, respectively, compared with a notional amount of approximately $994 billion and $1,252 billion at June 30, 2014 and December 31, 2013, respectively, 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	6 Months Ended
	Jun. 30, 2014
Commitments, Guarantees and Contingencies [Abstract]	'
Commitments, Guarantees and Contingencies	'
	11.    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, and mortgage lending at June 30, 2014 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-Jun-14
				(dollars in millions)
	Letters of credit and other financial guarantees
		obtained to satisfy collateral requirements	$	372	$	1	$	—	$	2	$	375
	Investment activities			519		69		31		425		1,044
	Primary lending commitments—investment grade(1)			17,936		13,637		36,263		572		68,408
	Primary lending commitments—non-investment grade(1)			808		5,131		13,610		4,542		24,091
	Secondary lending commitments(2)			50		41		37		181		309
	Commitments for secured lending transactions			2,185		419		25		9		2,638
	Forward starting reverse repurchase agreements and
		securities borrowing agreements(3)(4)		57,860		—		—		—		57,860
	Commercial and residential mortgage-related commitments			4		92		394		301		791
	Underwriting commitments			872		—		—		—		872
	Other lending commitments			3,524		826		224		179		4,753
		Total	$	84,130	$	20,216	$	50,584	$	6,211	$	161,141
	(1)       This amount includes $54.1 billion of investment grade and $13 billion of non-investment grade unfunded commitments accounted for as held for investment and $10.4 billion of investment grade and $9.5 billion of non-investment grade unfunded commitments accounted for as held for sale at June 30, 2014. 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 June 30, 2014 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 June 30, 2014, $55.2 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 $0.6 billion.
	For further description of these commitments, refer to Note 13 to the consolidated financial statements on 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 June 30, 2014:
				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)		$	252,215	$	474,781	$	335,211	$	56,640	$	1,118,847	$	-17,801	$	—
	Other credit contracts			51		520		441		631		1,643		-479		—
	Non-credit derivative contracts(1)			1,330,774		872,496		320,305		544,009		3,067,584		52,489		—
	Standby letters of credit and other
		financial guarantees issued(2)		848		729		1,135		5,747		8,459		-246		7,133
	Market value guarantees			9		80		82		530		701		6		93
	Liquidity facilities			2,383		—		—		—		2,383		-4		3,314
	Whole loan sales representations
		and warranties		—		—		—		23,677		23,677		34		—
	Securitization representations and
		warranties		—		—		—		65,941		65,941		81		—
	General partner guarantees			63		18		75		305		461		73		—
	_____________
	(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 10.
	(2)       Approximately $2.0 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.
	For further description of these guarantees, refer to Note 13 to the consolidated financial statements on 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 on 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 a 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 (both formal and informal) by governmental and self-regulatory agencies 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 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 asserted or are not yet determined to be probable or possible and reasonably estimable losses.
	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 government investigations and private litigation affecting global financial services firms, including the Company.
	In many proceedings and investigations, 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.
	During July 2014, the Company agreed in principle to settle three litigation matters asserting claims on behalf of certain classes of investors. These matters are In re Morgan Stanley Mortgage Pass-Through Certificates Litigation, In re IndyMac Mortgage-Backed Securities Litigation and Ge Dandong, et al. v. Pinnacle Performance Ltd., all of which are pending in the United States District Court for the Southern District of New York (the “SDNY”). The Company has accrued the full cost of these settlements as of June 30, 2014. However, the agreements in principle have not yet been memorialized in formal settlement agreements, and the settlements will be subject to certain contingencies including court approval.
	For certain legal proceedings and investigations, the Company cannot reasonably estimate such losses, particularly for proceedings and investigations where the factual record is being developed or contested or where plaintiffs or governmental entities seek substantial or indeterminate damages, restitution, disgorgement or penalties. 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 or other relief, and by addressing novel or unsettled legal questions relevant to the proceedings or investigations in question, before a loss or additional loss or range of loss or additional loss can be reasonably estimated for a proceeding or investigation.
	For certain other legal proceedings and investigations, 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 August 11, 2011, plaintiff's Securities Act of 1933 claims were dismissed with prejudice. The defendants filed answers to the amended complaints on October 7, 2011. On February 9, 2012, defendants' demurrers with respect to all other claims were overruled. On December 20, 2013, plaintiff's negligent misrepresentation claims were dismissed with prejudice. A bellwether trial is currently scheduled to begin in January 2015. The Company is not a defendant in connection with the securitizations at issue in that trial. On May 23, 2014, plaintiff and the defendants in the bellwether trial filed motions for summary adjudication. At June 25, 2014, the current unpaid balance of the mortgage pass-through certificates at issue in these cases was approximately $301 million, and the certificates had incurred actual losses of approximately $6 million. Based on currently available information, the Company believes it could incur a loss for this action up to the difference between the $301 million unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, or upon sale, 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 Company filed its answer on December 21, 2012. On December 13, 2013, the court entered an order dismissing all claims related to one of the securitizations at issue. At June 25, 2014, the current unpaid balance of the mortgage pass-through certificates at issue in this action was approximately $56 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 $56 million unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, or upon sale, 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. The Company filed its answer on August 17, 2012. Trial is currently scheduled to begin in July 2015. At June 25, 2014, the current unpaid balance of the mortgage pass-through certificates at issue in this action was approximately $113 million, and the certificates had incurred actual losses of approximately $2 million. Based on currently available information, the Company believes it could incur a loss in this action up to the difference between the $113 million unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, or upon sale, 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 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, the court denied the defendants' motion to dismiss the amended complaint. On April 26, 2013, the defendants filed an answer to the amended complaint. On June 5, 2014, the defendants filed a renewed motion to dismiss the amended complaint. At June 25, 2014, the current unpaid balance of the mortgage pass-through certificates at issue in this action was approximately $623 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 $623 million unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, or upon sale, 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 20, 2011, the Federal Home Loan Bank of Boston filed a complaint against the Company and other defendants in the Superior Court of the Commonwealth of Massachusetts styled Federal Home Loan Bank of Boston v. Ally Financial, Inc. F/K/A GMAC LLC et al. An amended complaint was filed on June 19, 2012 and alleges that defendants made untrue statements and material omissions in the sale to plaintiff of certain 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 by the Company was approximately $385 million. The amended complaint raises claims under the Massachusetts Uniform Securities Act, the Massachusetts Consumer Protection Act and common law and seeks, among other things, to rescind the plaintiff's purchase of such certificates. On May 26, 2011, defendants removed the case to the United States District Court for the District of Massachusetts. On October 11, 2012, defendants filed motions to dismiss the amended complaint, which was granted in part and denied in part on September 30, 2013. The defendants filed an answer to the amended complaint on December 16, 2013. On July 16, 2014, plaintiff voluntarily dismissed its claims against the Company with respect to one of the securitizations at issue. At June 25, 2014, the current unpaid balance of the mortgage pass-through certificates at issue in this action was approximately $67 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 $67 million unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, or upon sale, 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 August 8, 2012, U.S. Bank, in its capacity as Trustee, filed a complaint on behalf of Morgan Stanley Mortgage Loan Trust 2006-14SL, Mortgage Pass-Through Certificates, Series 2006-14SL, Morgan Stanley Mortgage Loan Trust 2007-4SL and Mortgage Pass-Through Certificates, Series 2007-4SL against the Company. The complaint is styled Morgan Stanley Mortgage Loan Trust 2006-14SL, et al. v. Morgan Stanley Mortgage Capital Holdings LLC, as successor in interest to Morgan Stanley Mortgage Capital Inc. and is pending in the Supreme Court of NY. The complaint asserts claims for breach of contract and alleges, among other things, that the loans in the trusts, which had original principal balances of approximately $354 million and $305 million respectively, breached various representations and warranties. On October 9, 2012, the Company filed a motion to dismiss the complaint.   On August 16, 2013, the court granted in part and denied in part the Company's motion to dismiss the complaint. On September 17, 2013, the Company filed its answer to the complaint. On September 26, 2013, and October 7, 2013, the Company and the plaintiffs, respectively, filed notices of appeal with respect to the court's August 16, 2013 decision.  The plaintiff is seeking, among other relief, rescission of the mortgage loan purchase agreements underlying the transactions, specific performance and unspecified damages and interest. Based on currently available information, the Company believes that it could incur a loss in this action of up to approximately $527 million, plus pre- and post-judgment interest, fees and costs.
On February 14, 2013, Bank Hapoalim B.M. filed a complaint against the Company and certain affiliates in the Supreme Court of NY, styled Bank Hapoalim B.M. v. Morgan Stanley et al. The complaint alleges that defendants made material misrepresentations and omissions in the sale to plaintiff 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 to plaintiff was approximately $141 million. The complaint alleges causes of action against the Company for common law fraud, fraudulent concealment, aiding and abetting fraud, and negligent misrepresentation, and seeks, among other things, compensatory and punitive damages. On April 22, 2014, the defendants' motion to dismiss was denied in substantial part. At June 25, 2014, the current unpaid balance of the mortgage pass-through certificates at issue in this action was approximately $75 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 $75 million unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, or upon sale, plus pre- and post-judgment interest, fees and costs.
On May 3, 2013, plaintiffs in Deutsche Zentral-Genossenschaftsbank AG et al. v. Morgan Stanley et al. filed a complaint against the Company, certain affiliates, and other defendants in the Supreme Court of NY. The complaint alleges that defendants made material misrepresentations and 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 to plaintiff was approximately $694 million. The complaint alleges causes of action against the Company for common law fraud, fraudulent concealment, aiding and abetting fraud, negligent misrepresentation, and rescission and seeks, among other things, compensatory and punitive damages. On June 10, 2014, the court denied defendants' motion to dismiss. On July 10, 2014, the Company filed a renewed motion to dismiss with respect to two certificates at issue in the case. At June 25, 2014, the current unpaid balance of the mortgage pass-through certificates at issue in this action was approximately $284 million, and the certificates had incurred actual losses of approximately $52 million. Based on currently available information, the Company believes it could incur a loss in this action up to the difference between the $284 million unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, or upon sale, plus pre- and post-judgment interest, fees and costs. The Company may be entitled to be indemnified for some of these losses.
On September 23, 2013, plaintiffs in National Credit Union Administration Board v. Morgan Stanley & Co. Inc., et al. filed a complaint against the Company and certain affiliates in the SDNY. The complaint alleges that defendants made untrue statements of material fact or omitted to state material facts in the sale to plaintiffs of certain mortgage pass-through certificates issued by securitization trusts containing residential mortgage loans. The total amount of certificates allegedly sponsored, underwritten and/or sold by the Company to plaintiffs was approximately $417 million. The complaint alleges causes of action against the Company for violations of Section 11 and Section 12(a)(2) of the Securities Act of 1933, violations of the Texas Securities Act, and violations of the Illinois Securities Law of 1953 and seeks, among other things, rescissory and compensatory damages. The defendants filed a motion to dismiss the complaint on November 13, 2013. On January 22, 2014, the court granted defendants' motion to dismiss with respect to claims arising under the Securities Act of 1933 and denied defendants' motion to dismiss with respect to claims arising under Texas Securities Act and the Illinois Securities Law of 1953. On April 28, 2014, the court granted in part and denied in part plaintiff's motion to strike certain of the defendants' affirmative defenses. On July 11, 2014, the defendants filed a motion for reconsideration of the court's order on the motion to dismiss the complaint or, in the alternative, for certification of interlocutory appeal and a stay of all proceedings. At June 25, 2014, the current unpaid balance of the mortgage pass-through certificates at issue in this action was approximately $215 million, and the certificates had incurred actual losses of approximately $26 million. Based on currently available information, the Company believes it could incur a loss in this action up to the difference between the $215 million unpaid balance of these certificates (plus any losses incurred) and their fair market value at the time of a judgment against the Company, or upon sale, 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	6 Months Ended
	Jun. 30, 2014
Regulatory Requirements	'
Regulatory Requirements	'
	12.       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 the Company's U.S. bank operating subsidiaries MSBNA and MSPBNA (“U.S. Banks”).
	Minimum Capital Ratio Requirements. In 2014, as a result of the U.S. Basel III phase-in provisions, the Company is subject to a minimum Common Equity Tier 1 risk-based capital ratio of 4.0%, a minimum Tier 1 risk-based capital ratio of 5.5%, and a minimum Total risk-based capital ratio of 8.0%. The Company is also subject to a minimum Tier 1 leverage ratio, defined as the ratio of Tier 1 capital to average total on-balance sheet assets (subject to certain adjustments), of 4.0%. Beginning on January 1, 2018, the Company will also be subject to a minimum supplementary leverage ratio of 3%, and must maintain a buffer of greater than 2% (for a total of greater than 5%) to avoid restrictions on the Company's ability to make capital distributions and to pay discretionary bonuses to executive officers.
	Under U.S. Basel III, the Company is subject, on a fully phased-in basis, to a minimum Common Equity Tier 1 risk-based capital ratio of 4.5%, a minimum Tier 1 risk-based capital ratio of 6.0%, a minimum Total risk-based capital ratio of 8.0% and a minimum Tier 1 leverage ratio of 4.0%. The Company will also be subject to a 2.5% Common Equity Tier 1 capital conservation buffer and, if deployed by banking regulators, up to a 2.5% Common Equity Tier 1 countercyclical buffer on a fully phased-in basis by 2019. The capital conservation buffer and, if deployed, the countercyclical buffer apply to each of the Common Equity Tier 1, Tier 1 and Total Capital ratios. Failure to maintain such buffers will result in restrictions on the Company's ability to make capital distributions, including the payment of dividends and the repurchase of the Company's common stock, and to pay discretionary bonuses to the Company's executive officers.
	Calculation of Risk-based Capital Ratios. On February 21, 2014, the Federal Reserve and the OCC approved the Company's and the Company's U.S. Banks' completion of the parallel run process under the Advanced Approach framework. As Advanced Approach banking organizations, the Company and the Company's U.S. Banks are required to compute risk-based capital ratios using both (i) a Standardized Approach, represented as U.S. Basel I as supplemented by Basel 2.5 for calendar year 2014 and beginning in 2015, the U.S. Basel III Standardized Approach for calculating credit and market risk-weighted assets (“RWAs”); and (ii) after completing the parallel run process, an advanced internal ratings-based approach for calculating credit RWAs and advanced measurement approaches for calculating operational RWAs, as supplemented by advanced market RWAs calculated under U.S. Basel III (the “Advanced Approach”).
	To implement a provision of the Dodd-Frank Act, U.S. Basel III subjects Advanced Approach banking organizations, such as the Company and the Company's U.S. Banks, to a permanent “capital floor.” The capital floor is based on the lower of the capital ratios calculated under either the Advanced Approach or a Standardized Approach, represented as U.S. Basel I as supplemented by Basel 2.5 for calendar year 2014 and, beginning on January 1, 2015, the U.S. Basel III Standardized Approach.
	The Company's Regulatory Capital and Capital Ratios. The methods for calculating each of the Company's risk-based capital ratios will change as U.S. Basel III's revisions to the numerator and denominator are phased-in and as the Company begins calculating RWAs using the Advanced Approach and the Standardized Approach. These ongoing methodological changes may result in differences in the Company's reported capital ratios from one reporting period to the next that are independent of changes to the Company's capital base, asset composition, off-balance sheet exposures or risk profile. Beginning with the second quarter of 2014, the Company and its U.S. Banks' risk-based capital ratios for regulatory purposes are the lower of each ratio calculated using RWAs under U.S. Basel I as supplemented by Basel 2.5 and the Advanced Approach. At June 30, 2014, the Company's risk-based capital ratios were lower under the Advanced Approach transitional rules; however, the risk-based capital ratios for the Company's U.S. Banks were lower under U.S. Basel I as supplemented by Basel 2.5.
	The following table presents the Company's capital measures at June 30, 2014 and December 31, 2013.
			At June 30, 2014				At December 31, 2013
			U.S. Basel III Transitional/ Advanced Approach				U.S. Basel I(1)
			Balance		Ratio		Balance		Ratio
			(dollars in millions)
	Common Equity Tier 1 capital
	and Tier 1 common capital	$	58,144		13.90%	$	49,917		12.80%
	Tier 1 capital		64,533		15.40%		61,007		15.70%
	Total capital		72,787		17.40%		66,000		16.90%
	RWAs		418,054		—		389,675		—
	Adjusted average assets(2)		824,662		—		805,838		—
	Tier 1 leverage		—		7.80%		—		7.60%
	__________
	(1)       The standards applicable in 2013 included U.S. Basel I as supplemented by Basel 2.5. The Company's Total capital, Tier 1 capital, Tier 1 common capital and Tier 1 leverage ratios and RWAs at December 31, 2013 were calculated under this framework.
	(2)       Average total on-balance sheet assets subject to certain adjustments in accordance with U.S. Basel I rules for the quarter ended December 31, 2013 and U.S. Basel III rules for the quarter ended June 30, 2014.
	The Company's U.S. Banks.     The Company's U.S. Banks 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. Banks' financial statements. Under capital adequacy guidelines and the regulatory framework for prompt corrective action, the Company's U.S. Banks must meet specific capital guidelines that involve quantitative measures of the Company's U.S. Banks' assets, liabilities and certain off-balance sheet items as calculated under regulatory accounting practices.
	At June 30, 2014, the Company's U.S. Banks had met all capital adequacy requirements to which they are subject to 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. Banks' category.
	The table below sets forth the capital information for the Company's U.S. Banks.
				At June 30, 2014				At December 31, 2013
				U.S. Basel III Transitional/
				Basel I + 2.5 Approach				U.S. Basel I(1)(2)
				Balance		Ratio		Balance		Ratio
				(dollars in millions)
	Common Equity Tier 1 capital (to RWAs):
		MSBNA	$	11,604		13.00%		N/A		N/A
		MSPBNA	$	2,226		22.00%		N/A		N/A
	Tier 1 capital (to RWAs):
		MSBNA	$	11,604		13.00%	$	11,086		14.60%
		MSPBNA	$	2,226		22.00%	$	2,177		26.50%
	Total capital (to RWAs):
		MSBNA	$	13,279		14.80%	$	12,749		16.80%
		MSPBNA	$	2,244		22.10%	$	2,184		26.60%
	Tier 1 leverage:
		MSBNA	$	11,604		10.50%	$	11,086		10.80%
		MSPBNA	$	2,226		10.20%	$	2,177		9.70%
	_______
	N/A—Not Applicable
	(1)       The standards applicable in 2013 included U.S. Basel I as supplemented by Basel 2.5. The Company's U.S. Banks' Total capital, Tier 1 capital and Tier 1 leverage ratios and RWAs at December 31, 2013 were calculated under this framework.
	(2) The December 31, 2013 ratios of MSBNA have been restated to reflect certain amendments to its regulatory reports.
	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 capital ratio of Common Equity Tier 1 capital to RWAs of 6.5%, a capital ratio of Tier 1 capital to RWAs of 8%, a ratio of total capital to RWAs of 10%, 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 June 30, 2014 and December 31, 2013, the Company's U.S. Banks maintained capital at levels in excess of the universally mandated well-capitalized levels. The Company's U.S. Banks 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 SEC, the Financial Industry Regulatory Authority, Inc. (“FINRA”) 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 $9,108 million and $7,201 million at June 30, 2014 and December 31, 2013, respectively, which exceeded the amount required by $7,463 million and $5,627 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 June 30, 2014, 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, FINRA and the CFTC. MSSB LLC has consistently operated with capital in excess of its regulatory capital requirements. MSSB LLC's net capital totaled $4,511 million and $3,489 million at June 30, 2014 and December 31, 2013, respectively, which exceeded the amount required by $4,336 million and $3,308 million, respectively.
	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 A3 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.

Total_Equity

Total Equity	6 Months Ended
	Jun. 30, 2014
Redeemable Noncontrolling Interests and Total Equity	'
Total Equity	'
	13.       Total Equity
	Morgan Stanley Shareholders' Equity.
	At June 30, 2014, the Company had approximately $0.8 billion remaining under its current share repurchase program out of the $6 billion authorized by the Board of Directors in December 2006. The share repurchase program is for capital management purposes and considers, among other things, business segment capital needs as well as equity-based compensation and benefit plan requirements. Share repurchases under the Company's existing authorized program will be exercised from time to time 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. Share repurchases by the Company are subject to regulatory approval (see “Unregistered Sales of Equity Securities and Use of Proceeds” in Part II, Item 2).
	During the quarter and six months ended June 30, 2013, the Company did not repurchase common stock as part of its share repurchase program. In July 2013, the Company received no objection from the Federal Reserve to repurchase through March 31, 2014 up to $500 million of the Company's outstanding common stock under rules relating to annual capital distributions. In March 2014, the Company received no objection from the Federal Reserve to the Company's 2014 capital plan, which included a share repurchase of up to $1 billion of the Company's outstanding common stock beginning in the second quarter of 2014 through the end of the first quarter of 2015, as well as an increase in the Company's quarterly common stock dividend to $0.10 per share from $0.05 per share, beginning with the dividend declared on April 17, 2014. During the quarter and six months ended June 30, 2014, the Company repurchased approximately $284 million and $434 million, respectively, of the Company's outstanding common stock as part of its share repurchase program.
	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 described in the terms of that series), in each case at a redemption price of $25,000 per share (equivalent to $25.00 per Depository 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.
	Series F Preferred Stock.    On December 10, 2013, the Company issued 34,000,000 Depositary Shares, for an aggregate price of $850 million. Each Depositary Share represents a 1/1,000th interest in a share of perpetual Series F Fixed-to-Floating Rate Non-Cumulative Preferred Stock, $0.01 par value (“Series F Preferred Stock”). The Series F 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 January 15, 2024 or (ii) in whole but not in part at any time within 90 days following a regulatory capital treatment event (as described in the terms of that series), in each case at a redemption price of $25,000 per share (equivalent to $25.00 per Depositary Share). The Series F Preferred Stock also has a preference over the Company's common stock upon liquidation. The Series F Preferred Stock offering (net of related issuance costs) resulted in proceeds of approximately $842 million.
	Series G Preferred Stock.    On April 29, 2014, the Company issued 20,000,000 Depositary Shares, for an aggregate price of $500 million. Each Depositary Share represents a 1/1,000th interest in a share of perpetual 6.625% Non-Cumulative Preferred Stock, Series G, $0.01 par value (“Series G Preferred Stock”). The Series G 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 July 15, 2019 or (ii) in whole but not in part at any time within 90 days following a regulatory capital treatment event (as described in the terms of that series), in each case at a redemption price of $25,000 per share (equivalent to $25.00 per Depositary Share). The Series G Preferred Stock also has a preference over the Company's common stock upon liquidation. The Series G Preferred Stock offering (net of related issuance costs) resulted in proceeds of approximately $494 million.
	Series H Preferred Stock.    On April 29, 2014, the Company issued 1,300,000 Depositary Shares, for an aggregate price of $1,300 million. Each Depositary Share represents a 1/25th interest in a share of perpetual Fixed-to-Floating Rate Non-Cumulative Preferred Stock, Series H, $0.01 par value (“Series H Preferred Stock”). The Series H 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 July 15, 2019 or (ii) in whole but not in part at any time within 90 days following a regulatory capital treatment event (as described in the terms of that series), in each case at a redemption price of $25,000 per share (equivalent to $1,000 per Depositary Share). The Series H Preferred Stock also has a preference over the Company's common stock upon liquidation. The Series H Preferred Stock offering (net of related issuance costs) resulted in proceeds of approximately $1,294 million.
	Accumulated Other Comprehensive Income (Loss).
	The following table presents changes in AOCI by component, net of noncontrolling interests, in the quarter ended June 30, 2014 (dollars in millions):
									Change in
					Foreign		Net Change		Net Unrealized		Pension,
					Currency		in		Gains (Losses) on		Postretirement
					Translation		Cash Flow		AFS		and Other Related
					Adjustments		Hedges		Securities		Adjustments		Total
	Balance at March 31, 2014			$	-218	$	—	$	-208	$	-542	$	-968
		Other comprehensive income before
			reclassifications		68		—		168		2		238
		Amounts reclassified from AOCI			—		1		-6		2		-3
	Net other comprehensive income during
		the period			68		1		162		4		235
	Balance at June 30, 2014			$	-150	$	1	$	-46	$	-538	$	-733
	The Company had no significant reclassifications out of AOCI for the quarter ended June 30, 2014.
	The following table presents changes in AOCI by component, net of noncontrolling interests, in the quarter ended June 30, 2013 (dollars in millions):
									Change in
					Foreign		Net Change		Net Unrealized		Pension,
					Currency		in		Gains (Losses) on		Postretirement
					Translation		Cash Flow		AFS		and Other Related
					Adjustments		Hedges		Securities		Adjustments		Total
	Balance at March 31, 2013			$	-276	$	-4	$	124	$	-538	$	-694
		Other comprehensive income (loss) before
			reclassifications		-144		—		-322		5		-461
		Amounts reclassified from AOCI			—		1		-20		5		-14
	Net other comprehensive income (loss) during
		the period			-144		1		-342		10		-475
	Balance at June 30, 2013			$	-420	$	-3	$	-218	$	-528	$	-1,169
	The Company had no significant reclassifications out of AOCI for the quarter ended June 30, 2013.
	The following table presents changes in AOCI by component, net of noncontrolling interests, in the six months ended June 30, 2014 (dollars in millions):
									Change in		Pension,
					Foreign		Net Change		Net Unrealized		Postretirement
					Currency		in		Gains (Losses) on		and Other
					Translation		Cash Flow		AFS		Related
					Adjustments		Hedges		Securities		Adjustments		Total
	Balance at December 31, 2013			$	-266	$	-1	$	-282	$	-544	$	-1,093
		Other comprehensive income before
			reclassifications		116		—		246		2		364
		Amounts reclassified from AOCI			—		2		-10		4		-4
	Net other comprehensive income during
		the period			116		2		236		6		360
	Balance at June 30, 2014			$	-150	$	1	$	-46	$	-538	$	-733
	The Company had no significant reclassifications out of AOCI for the six months ended June 30, 2014.
	The following table presents changes in AOCI by component, net of noncontrolling interests, in the six months ended June 30, 2013 (dollars in millions):
									Change in		Pension,
					Foreign		Net Change		Net Unrealized		Postretirement
					Currency		in		Gains (Losses) on		and Other
					Translation		Cash Flow		AFS		Related
					Adjustments		Hedges		Securities		Adjustments		Total
	Balance at December 31, 2012			$	-123	$	-5	$	151	$	-539	$	-516
		Other comprehensive loss before
			reclassifications		-297		—		-347		2		-642
		Amounts reclassified from AOCI			—		2		-22		9		-11
	Net other comprehensive income (loss)
		during the period			-297		2		-369		11		-653
Balance at June 30, 2013			$	-420	$	-3	$	-218	$	-528	$	-1,169
The Company had no significant reclassifications out of AOCI for the six months ended June 30, 2013.
Nonredeemable Noncontrolling Interests.
The reduction in nonredeemable noncontrolling interests from December 31, 2013 primarily reflects a decrease of $1.6 billion related to the deconsolidation of certain legal entities associated with a real estate fund sponsored by the Company and distributions of $166 million related to MSMS.

Earnings_Per_Common_Share

Earnings Per Common Share	6 Months Ended
	Jun. 30, 2014
Earnings Per Share [Abstract]	'
Earnings Per Common Share	'
	14.       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 on Form 10-K). The following table presents the calculation of basic and diluted EPS (in millions, except for per share data):
					Three Months Ended				Six Months Ended
					June 30,				June 30,
					2014		2013		2014		2013
	Basic EPS:
		Income from continuing operations		$	1,918	$	1,222	$	3,463	$	2,472
		Income (loss) from discontinued operations			-1		-31		38		-50
		Net income			1,917		1,191		3,501		2,422
		Net income applicable to redeemable noncontrolling interests			—		100		—		222
		Net income applicable to nonredeemable noncontrolling interests			18		111		97		258
		Net income applicable to Morgan Stanley			1,899		980		3,404		1,942
		Less: Preferred dividends (Series A Preferred Stock)			-11		-11		-22		-22
		Less: Preferred dividends (Series C Preferred Stock)			-13		-13		-26		-26
		Less: Preferred dividends (Series E Preferred Stock)			-16		—		-31		—
		Less: Preferred dividends (Series F Preferred Stock)			-14		—		-29		—
		Less: Preferred dividends (Series G Preferred Stock)			-7		—		-7		—
		Less: Preferred dividends (Series H Preferred Stock)			-15		—		-15		—
		Less: Wealth Management JV redemption value adjustment
		(see Note 3)			—		-151		—		-151
		Less: Allocation of (earnings) loss to participating RSUs(1):
			From continuing operations		-3		-2		-5		-4
		Earnings applicable to Morgan Stanley common shareholders		$	1,820	$	803	$	3,269	$	1,739
		Weighted average common shares outstanding			1,928		1,908		1,926		1,904
	Earnings per basic common share:
		Income from continuing operations		$	0.94	$	0.44	$	1.68	$	0.94
		Income (loss) from discontinued operations			—		-0.02		0.02		-0.03
			Earnings per basic common share	$	0.94	$	0.42	$	1.7	$	0.91
	Diluted EPS:
		Earnings applicable to Morgan Stanley common shareholders		$	1,820	$	803	$	3,269	$	1,739
		Weighted average common shares outstanding			1,928		1,908		1,926		1,904
		Effect of dilutive securities:
			Stock options and RSUs(1)		41		43		43		42
		Weighted average common shares outstanding and common
		stock equivalents			1,969		1,951		1,969		1,946
	Earnings per diluted common share:
		Income from continuing operations		$	0.92	$	0.43	$	1.64	$	0.92
		Income (loss) from discontinued operations			—		-0.02		0.02		-0.03
			Earnings per diluted common share	$	0.92	$	0.41	$	1.66	$	0.89
	_____________
	(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				Six Months Ended
				June 30,				June 30,
	Number of Antidilutive Securities Outstanding at End of Period:			2014		2013		2014		2013
				(shares in millions)
	RSUs and performance-based stock units			3		4		3		4
	Stock options			13		36		13		36
		Total		16		40		16		40

Interest_Income_and_Interest_E

Interest Income and Interest Expense	6 Months Ended
	Jun. 30, 2014
Interest Income And Interest Expense	'
Interest Income And Interest Expense	'
	15.       Interest Income and Interest Expense.
	Details of Interest income and Interest expense were as follows:
					Three Months Ended				Six Months Ended
					June 30,				June 30,
					2014		2013		2014		2013
					(dollars in millions)
	Interest income(1):
		Trading assets(2)		$	528	$	613	$	1,029	$	1,217
		AFS Securities			150		110		288		206
		Loans			358		278		730		522
		Interest bearing deposits with banks			24		25		59		51
		Federal funds sold and securities purchased under agreements to resell
			and Securities borrowed(3)(4)		-127		-81		-136		-33
		Other			317		323		623		649
	Total interest income			$	1,250	$	1,268	$	2,593	$	2,612
	Interest expense(1):
		Deposits		$	17	$	41	$	30	$	82
		Commercial paper and other short-term borrowings			2		5		2		14
		Long-term debt			930		917		1,865		1,877
		Securities sold under agreements to repurchase and Securities loaned(4)(5)			303		371		629		777
		Other			-269		-270		-508		-524
	Total interest expense			$	983	$	1,064	$	2,018	$	2,226
	Net interest			$	267	$	204	$	575	$	386
	_____________
	(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.
	(3)       Includes fees paid on securities borrowed.
	(4) During the fourth quarter of 2013, the Company identified that certain fees paid on securities borrowed which had been reported within Interest expense should have been reported within Interest income and that certain fees received on securities loaned which had been reported within Interest income should have been reported within Interest expense. The 2013 Form 10-K reflected the adjusted classification on a full year basis. To correct the corresponding 2013 quarterly periods to conform to the Form 10-K presentation, “Securities sold under agreements to repurchase and Securities loaned” and “Federal funds sold and securities purchased under agreements to resell and Securities borrowed” were reduced by $147 million and $191 million for the quarter and six months ended June 30, 2013, respectively. This adjustment had no impact on net interest income.
	(5)       Includes fees received on securities loaned.

Employee_Benefit_Plans

Employee Benefit Plans	6 Months Ended
	Jun. 30, 2014
Employee Benefit Plans	'
Employee Benefit Plans	'
	16.       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 other postretirement plans were as follows:
				Three Months Ended				Six Months Ended
				June 30,				June 30,
				2014		2013		2014		2013
				(dollars in millions)
	Service cost, benefits earned during the period		$	6	$	7	$	12	$	14
	Interest cost on projected benefit obligation			40		39		80		78
	Expected return on plan assets			-27		-29		-55		-57
	Net amortization of prior service cost (credit)			-3		-3		-6		-7
	Net amortization of actuarial loss			6		10		12		20
		Net periodic benefit expense	$	22	$	24	$	43	$	48

Income_Taxes

Income Taxes	6 Months Ended
	Jun. 30, 2014
Income Taxes	'
Income Taxes	'
	17.       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 has substantially completed the IRS field examination for the audit of tax years 2006 – 2008, and is currently at various levels of field examination with respect to audits by New York State and New York City for tax years 2007 – 2009. During 2014, the Company expects to reach a conclusion with the U.K. tax authorities on substantially all issues through tax year 2010, the resolution of which is not expected to have a material impact on the effective tax rate, the condensed consolidated statements of financial condition or the condensed consolidated statements of income.
	The Company's effective tax rate from continuing operations for the quarter and six months ended June 30, 2014 included a discrete net tax benefit of $609 million principally associated with remeasurement of reserves and related interest due to new information regarding the status of the IRS field examination referred to above. Excluding this discrete net tax benefit, the effective tax rate from continuing operations for the quarter and six months ended June 30, 2014 would have been 32.3% and 33.0%, respectively. Additionally, as a result of this remeasurement, the total amount of unrecognized tax benefits decreased by $1.6 billion to $2.5 billion at June 30, 2014, of which, approximately $0.9 billion (net of federal benefit of state items, competent authority and foreign tax credit offsets) represents the amount of unrecognized tax benefits that, if recognized, would favorably affect the effective tax rate in future periods.
	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 related to certain tax authority examinations referred to above. 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 six months ended June 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. Additionally, the Company's effective tax rate from continuing operations for the six months ended June 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 effective tax rate in the six months ended June 30, 2013 would have been 31.4%.
	Investments in Qualified Affordable Housing Projects. In January 2014, the FASB issued an update providing guidance on accounting for investments in flow-through limited liability entities that manage or invest in affordable housing projects that qualify for the low-income housing tax credit. This guidance permits the Company to make an accounting policy election to account for its investments in qualified affordable housing projects using the proportional amortization method if certain conditions are met. Under the proportional amortization method, an entity amortizes the initial cost of the investment in proportion to the tax credits and other tax benefits received and recognizes the investment amortization in the consolidated statement of income as a component of Provision for (benefit from) income taxes. As a practical expedient, an investor is permitted to amortize the initial cost of the investment in proportion to only the tax credits allocated to the investor if the investor reasonably expects that doing so would produce a measurement that is substantially similar. This guidance is effective for the Company beginning January 1, 2015, with earlier application permitted.
	The Company made the accounting policy election described above and early-adopted the guidance with an effective date of April 1, 2014. As a result of adopting the guidance, the Company made retrospective adjustments to remove from Other revenues previously recorded losses recognized under the equity method of accounting and record the amortization expense computed under the proportional amortization method to Provision for (benefit from) income taxes for all prior periods presented. The impact of early adoption on retained earnings was immaterial. The Company removed $(18) million from Other revenues and recorded $18 million to Provision for (benefit from) income taxes in the quarter ended March 31, 2014. Also, the Company removed $(18) million and $(37) million from Other revenues and recorded $18 million and $37 million to Provision for (benefit from) income taxes in the quarter ended March 31, 2013 and six months ended June 30, 2013, respectively.

Segment_and_Geographic_Informa

Segment and Geographic Information	6 Months Ended
	Jun. 30, 2014
Segment and Geographic Information	'
Segment And Geographic Information	'
	18.       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 revenues and expenses from transactions with other operating segments being treated 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 June 30, 2014								Institutional Securities		Wealth Management		Investment Management		Intersegment Eliminations		Total
								(dollars in millions)
	Total non-interest revenues							$	4,554	$	3,137	$	700	$	-50	$	8,341
	Interest income								758		616		1		-125		1,250
	Interest expense								1,064		38		9		-128		983
		Net interest							-306		578		-8		3		267
			Net revenues(1)					$	4,248	$	3,715	$	692	$	-47	$	8,608
	Income from continuing operations before income
		taxes						$	961	$	767	$	205	$	—	$	1,933
	Provision for (benefit from) income taxes								-344		296		63		—		15
	Income from continuing operations								1,305		471		142		—		1,918
	Discontinued operations(2):
		Income (loss) from discontinued operations before
			income taxes						-7		—		5		—		-2
		Provision for (benefit from) income taxes							-3		—		2		—		-1
			Income (loss) from discontinued operations						-4		—		3		—		-1
	Net income								1,301		471		145		—		1,917
		Net income applicable to nonredeemable noncontrolling
			interests						11		—		7		—		18
	Net income applicable to Morgan Stanley							$	1,290	$	471	$	138	$	—	$	1,899
	Three Months Ended June 30, 2013								Institutional Securities		Wealth Management		Investment Management		Intersegment Eliminations		Total
								(dollars in millions)
	Total non-interest revenues							$	4,598	$	3,085	$	674	$	-46	$	8,311
	Interest income(3)								875		511		3		-121		1,268
	Interest expense(3)								1,115		65		4		-120		1,064
		Net interest							-240		446		-1		-1		204
			Net revenues(1)					$	4,358	$	3,531	$	673	$	-47	$	8,515
	Income from continuing operations before income
	taxes							$	981	$	655	$	160	$	—	$	1,796
	Provision for income taxes								307		229		38		—		574
	Income from continuing operations								674		426		122		—		1,222
	Discontinued operations(2):
		Income (loss) from discontinued operations before income
			taxes						-30		—		—		-14		-44
		Provision for (benefit from) income taxes							-10		—		—		-3		-13
			Income (loss) from discontinued operations						-20		—		—		-11		-31
	Net income (loss)								654		426		122		-11		1,191
		Net income applicable to redeemable noncontrolling
			interests						—		100		—		—		100
		Net income applicable to nonredeemable noncontrolling
			interests						90		—		21		—		111
	Net income (loss) applicable to Morgan Stanley							$	564	$	326	$	101	$	-11	$	980
	Six Months Ended June 30, 2014								Institutional Securities		Wealth Management		Investment Management		Intersegment Eliminations		Total
								(dollars in millions)
	Total non-interest revenues							$	9,406	$	6,220	$	1,445	$	-91	$	16,980
	Interest income								1,639		1,197		2		-245		2,593
	Interest expense								2,170		80		15		-247		2,018
		Net interest							-531		1,117		-13		2		575
			Net revenues(1)					$	8,875	$	7,337	$	1,432	$	-89	$	17,555
	Income from continuing operations before income
		taxes						$	2,332	$	1,458	$	468	$	—	$	4,258
	Provision for income taxes								77		564		154		—		795
	Income from continuing operations								2,255		894		314		—		3,463
	Discontinued operations(2):
		Income from discontinued operations before income
			taxes						36		—		6		—		42
		Provision for income taxes							2		—		2		—		4
		Income from discontinued operations						34		—		4		—		38
Net income								2,289		894		318		—		3,501
	Net income applicable to nonredeemable noncontrolling
		interests						36		—		61		—		97
Net income applicable to Morgan Stanley							$	2,253	$	894	$	257	$	—	$	3,404
Six Months Ended June 30, 2013								Institutional Securities		Wealth Management		Investment Management		Intersegment Eliminations		Total
							(dollars in millions)
Total non-interest revenues							$	8,924	$	6,142	$	1,323	$	-92	$	16,297
Interest income(3)								1,845		999		5		-237		2,612
Interest expense(3)								2,312		140		10		-236		2,226
	Net interest							-467		859		-5		-1		386
		Net revenues(1)					$	8,457	$	7,001	$	1,318	$	-93	$	16,683
Income from continuing operations before income
	taxes						$	1,798	$	1,252	$	347	$	—	$	3,397
Provision for income taxes								386		449		90		—		925
Income from continuing operations								1,412		803		257		—		2,472
Discontinued operations(2):
	Income (loss) from discontinued operations before
		income taxes						-60		-1		1		-14		-74
	Provision for (benefit from) income taxes							-21		—		—		-3		-24
		Income (loss) from discontinued operations						-39		-1		1		-11		-50
Net income (loss)								1,373		802		258		-11		2,422
	Net income applicable to redeemable noncontrolling
		interests						1		221		—		—		222
	Net income applicable to nonredeemable noncontrolling
		interests						186		—		72		—		258
Net income (loss) applicable to Morgan Stanley							$	1,186	$	581	$	186	$	-11	$	1,942
(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 cumulative performance-based fee revenue at risk of reversing if fund performance falls below stated investment management agreement benchmarks was approximately $592 million at June 30, 2014 and approximately $489 million at December 31, 2013 (see Note 2 to the consolidated financial statements on Form 10-K).
(2)       See Note 1 for discussion of discontinued operations.
(3) During the fourth quarter of 2013, the Company identified that certain fees paid on securities borrowed which had been reported within Interest expense should have been reported within Interest income and that certain fees received on securities loaned which had been reported within Interest income should have been reported within Interest expense. The Form 10-K reflected the adjusted classification on a full year basis. To correct the corresponding 2013 quarterly periods to conform to the Form 10-K presentation, Interest income and Interest expense were reduced by $147 million and $191 million for the quarter and six months ended June 30, 2013, respectively. This adjustment had no impact on net interest income.
Total Assets(1)		Institutional Securities		Wealth Management		Investment Management(2)		Total
		(dollars in millions)
At June 30, 2014	$	667,514	$	153,235	$	5,819	$	826,568
At December 31, 2013	$	668,596	$	156,711	$	7,395	$	832,702
(1)       Corporate assets have been fully allocated to the Company's business segments.
(2)       On April 1, 2014, the Company deconsolidated approximately $1.6 billion in total assets that were related to certain legal entities associated with a real estate fund sponsored by the Company (see Note 7).
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 Asia-Pacific 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 representatives operate in the Americas.
•       Investment Management: client location, except for Merchant Banking and Real Estate Investing businesses, which are based on asset location.
			Three Months Ended				Six Months Ended
			June 30,				June 30,
Net Revenues			2014		2013		2014		2013
			(dollars in millions)
Americas		$	6,132	$	6,028	$	12,665	$	11,997
EMEA			1,498		1,132		2,920		2,198
Asia-Pacific			978		1,355		1,970		2,488
	Net revenues	$	8,608	$	8,515	$	17,555	$	16,683

Equity_Method_Investments

Equity Method Investments	6 Months Ended
	Jun. 30, 2014
Equity Method Investments and Joint Ventures [Abstract]	'
Equity Method Investments	'
	19.       Equity Method Investments.
	The Company has investments accounted for under the equity method of accounting (see Note 1) of $3,922 million and $4,746 million at June 30, 2014 and December 31, 2013, respectively, included in Other investments in the condensed consolidated statements of financial condition. The decrease in these investments was primarily related to the early adoption of the accounting update Accounting for Investments in Qualified Affordable Housing Projects. Investments in qualified affordable housing projects are now accounted for under the proportional amortization method, and no longer the equity method. For further information, see Notes 2 and 17. Income from equity method investments was $20 million and $146 million for the quarters ended June 30, 2014 and 2013, respectively, and $76 million and $228 million for six months ended June 30, 2014 and 2013, respectively, and is included in Other revenues in the condensed consolidated statements of income. Income from the Company's equity method investments for the quarters and six months ended June 30, 2014 and 2013 were primarily related to the Company's 40% stake in Mitsubishi UFJ Morgan Stanley Securities Co., Ltd. (“MUMSS”), as described below.
	Japanese Securities Joint Venture.
	The Company holds a 40% voting interest and Mitsubishi UFJ Financial Group, Inc. holds a 60% voting interest in MUMSS. The Company accounts for its interest in MUMSS as an equity method investment within the Institutional Securities business segment. During the quarters ended June 30, 2014 and 2013, the Company recorded income of $34 million and $174 million, respectively, and income of $91 million and $299 million in the six months ended June 30, 2014 and 2013, respectively, within Other revenues in the condensed consolidated statements of income, arising from the Company's 40% stake in MUMSS.
	In June 2014 and 2013, MUMSS paid a dividend of approximately $594 million and $287 million, respectively, of which the Company received approximately $238 million and $115 million, respectively, for its proportionate share of MUMSS.

Subsequent_Events

Subsequent Events	6 Months Ended
	Jun. 30, 2014
Subsequent Events	'
Subsequent Events	'
	20.       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 July 17, 2014, the Company announced that its Board of Directors declared a quarterly dividend per common share of $0.10. The dividend is payable on August 15, 2014 to common shareholders of record on July 31, 2014 (see Note 13).
	Long-Term Borrowings.
	Subsequent to June 30, 2014 and through July 31, 2014, the Company's long-term borrowings (net of repayments) increased by approximately $2.0 billion. This amount includes the Company's issuance of $3.0 billion in senior debt on July 23, 2014.
	TransMontaigne.
	On July 1, 2014, the Company completed the sale of its ownership stake in TransMontaigne Inc., a U.S.-based oil storage, marketing and transportation company, to NGL Energy Partners LP. The gain on sale will be reflected in the third quarter of 2014 and is not expected to be material to the Company's results of operations.
	Legal Matters.
	Subsequent to the release of the Company's earnings on July 17, 2014, legal accruals were increased, which increased Other expenses within the Institutional Securities business segment in the quarter and six months ended June 30, 2014 by $53 million related to agreements in principle to settle certain mortgage-related matters (see “Contingencies—Legal” in Note 11). This decreased diluted EPS and diluted EPS from continuing operations by $0.02 in the quarter and six months ended June 30, 2014. The settlements were considered to be recognizable subsequent events requiring adjustment to the June 30, 2014 condensed consolidated financial statements under U.S. GAAP.

Significant_Accounting_Policie1

Significant Accounting Policies (Policy)	6 Months Ended
	Jun. 30, 2014
Summary of Significant Accounting Policies [Abstract]	'
Condensed Consolidated Statements of Cash Flows	'
	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.
	On April 1, 2014, the Company deconsolidated approximately $1.6 billion in total assets that were related to certain legal entities associated with a real estate fund sponsored by the Company. The deconsolidation resulted in a non-cash reduction of assets of $1.3 billion. The Company had no significant non-cash activities in the six months ended June 30, 2013.
Software Costs	'
	Software Costs.
	As a result of an analysis completed by the Company, effective April 1, 2014, the Company revised the estimated useful lives for software costs from generally 3 to 5 years to generally 3 to 10 years. The adoption of these revised estimated useful lives for software costs resulted in lower amortization expense of approximately $27 million in the second quarter of 2014.
Goodwill	'
	Goodwill.
	The Company completed its annual goodwill impairment testing at July 1, 2013. The Company's impairment 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.
Accounting Developments	'
	Accounting Developments.
	Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation Is Fixed at the Reporting Date. In February 2013, the Financial Accounting Standards Board (the “FASB”) issued an accounting update that requires an entity to measure obligations resulting from joint and several liability arrangements for which the total amount of the obligation is fixed at the reporting date, as the sum of the amount the reporting entity agreed to pay and any additional amount the reporting entity expects to pay on behalf of its co-obligors. This update also requires additional disclosures about those obligations. This guidance became effective for the Company retrospectively beginning on January 1, 2014. The adoption of this accounting guidance did not have a material impact on the Company's condensed consolidated financial statements.
	Parent's Accounting for the Cumulative Translation Adjustment upon Derecognition of Certain Subsidiaries or Groups of Assets within a Foreign Entity or of an Investment in a Foreign Entity. In March 2013, the FASB issued an accounting update requiring the parent entity to release any related cumulative translation adjustment into net income when the parent ceases to have a controlling financial interest in a subsidiary that is a foreign entity. When the parent ceases to have a controlling financial interest in a subsidiary or group of assets that is a business within a foreign entity, the related cumulative translation adjustment would be released into net income only if the sale or transfer results in the complete or substantially complete liquidation of the foreign entity in which the subsidiary or group of assets had resided. This guidance became effective for the Company prospectively beginning on January 1, 2014. The adoption of this accounting guidance did not have a material impact on the Company's condensed consolidated financial statements.
	Amendments to the Scope, Measurement, and Disclosure Requirements of an Investment Company. In June 2013, the FASB issued an accounting update that modifies the criteria used in defining an investment company under generally accepted accounting principles in the U.S. (“U.S. GAAP”) and sets forth certain measurement and disclosure requirements. This update requires an investment company to measure noncontrolling interests in another investment company at fair value and requires an entity to disclose the fact that it is an investment company, and provide information about changes, if any, in its status as an investment company. An entity will also need to include disclosures around financial support that has been provided or is contractually required to be provided to any of its investees. This guidance became effective for the Company prospectively beginning January 1, 2014. The adoption of this accounting guidance did not have a material impact on the Company's condensed consolidated financial statements.
	Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Carryforward, a Similar Tax Loss, or a Tax Credit Carryforward Exists. In July 2013, the FASB issued an accounting update providing guidance on the financial statement presentation of an unrecognized tax benefit when a deferred tax asset from a net operating loss carryforward, similar tax loss, or tax credit carryforward exists. This guidance requires an unrecognized tax benefit, or a portion of an unrecognized tax benefit, to be presented in the financial statements as a reduction to such deferred tax asset if a settlement in such manner is expected in the event the uncertain tax position is disallowed. This guidance became effective for the Company beginning January 1, 2014. This guidance was applied prospectively to unrecognized tax benefits that existed at the effective date. The adoption of this accounting guidance did not have a material impact on the Company's condensed consolidated financial statements.
	Accounting for Investments in Qualified Affordable Housing Projects. In January 2014, the FASB issued an accounting update providing guidance on accounting for investments in flow-through limited liability entities that manage or invest in affordable housing projects that qualify for the low-income housing tax credit. The Company adopted this guidance on April 1, 2014, as early adoption is permitted. The adoption of this guidance did not have a material impact on the Company's condensed consolidated financial statements. For further information on the adoption of this guidance, see Note 17.
	Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity. In April 2014, the FASB issued an accounting update that changes the requirements and disclosure for reporting discontinued operations. The new guidance defines a discontinued operation as a disposal of a component or group of components that is disposed of or is classified as held for sale and represents a strategic shift that has (or will have) a major effect on an entity's operations and financial results. Individually significant components that have been disposed of or are held for sale that do not meet the definition of a discontinued operation require new disclosures. The Company adopted this guidance on April 1, 2014, as early adoption is permitted. The adoption of this guidance did not have a material impact on the Company's condensed consolidated financial statements.

Fair_Value_Disclosures_Tables

Fair Value Disclosures (Tables)	6 Months Ended
	Jun. 30, 2014
Fair Value Disclosures	'
Assets and Liabilities Measured at Fair Value on a Recurring Basis	'
	Assets and Liabilities Measured at Fair Value on a Recurring Basis at June 30, 2014.
					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 June 30, 2014
						(dollars in millions)
	Assets at Fair Value
	Trading assets:
		U.S. government and agency securities:
			U.S. Treasury securities		$	24,740	$	—	$	—	$	—	$	24,740
			U.S. agency securities			1,317		12,968		—		—		14,285
				Total U.S. government and agency securities		26,057		12,968		—		—		39,025
		Other sovereign government obligations				23,114		7,370		14		—		30,498
		Corporate and other debt:
			State and municipal securities			—		1,594		4		—		1,598
			Residential mortgage-backed securities			—		2,210		55		—		2,265
			Commercial mortgage-backed securities			—		1,316		47		—		1,363
			Asset-backed securities			—		644		65		—		709
			Corporate bonds			—		17,494		510		—		18,004
			Collateralized debt and loan obligations			—		520		1,332		—		1,852
			Loans and lending commitments			—		7,898		5,829		—		13,727
			Other debt			—		2,485		22		—		2,507
				Total corporate and other debt		—		34,161		7,864		—		42,025
		Corporate equities(1)				104,842		1,128		243		—		106,213
		Derivative and other contracts:
			Interest rate contracts			855		448,625		2,729		—		452,209
			Credit contracts			—		32,638		1,711		—		34,349
			Foreign exchange contracts			8		41,493		241		—		41,742
			Equity contracts			855		53,810		1,503		—		56,168
			Commodity contracts			2,179		13,592		2,307		—		18,078
			Other			—		227		—		—		227
			Netting(2)			-3,324		-504,880		-4,564		-58,039		-570,807
				Total derivative and other contracts		573		85,505		3,927		-58,039		31,966
		Investments:
			Private equity funds			—		—		2,555		—		2,555
			Real estate funds			—		7		1,813		—		1,820
			Hedge funds			—		373		371		—		744
			Principal investments			80		40		883		—		1,003
			Other			205		86		380		—		671
				Total investments		285		506		6,002		—		6,793
		Physical commodities				—		3,041		—		—		3,041
			Total trading assets			154,871		144,679		18,050		-58,039		259,561
	Available for sale securities					35,170		30,304		—		—		65,474
	Securities received as collateral					19,456		42		—		—		19,498
	Federal funds sold and securities purchased
		under agreements to resell				—		864		—		—		864
	Intangible assets(3)					—		—		6		—		6
	Total assets measured at fair value				$	209,497	$	175,889	$	18,056	$	-58,039	$	345,403
	Liabilities at Fair Value
	Commercial paper and other short-term borrowings				$	—	$	1,315	$	—	$	—	$	1,315
	Trading liabilities:
		U.S. government and agency securities:
			U.S. Treasury securities			11,522		—		—		—		11,522
			U.S. agency securities			1,634		118		—		—		1,752
				Total U.S. government and agency securities		13,156		118		—		—		13,274
		Other sovereign government obligations				17,861		2,516		—		—		20,377
		Corporate and other debt:
			State and municipal securities			—		2		—		—		2
			Asset-backed securities			—		1		—		—		1
			Corporate bonds			—		5,187		14		—		5,201
			Collateralized debt and loan obligations			—		2		—		—		2
			Unfunded lending commitments			—		17		12		—		29
			Other debt			—		184		42		—		226
				Total corporate and other debt		—		5,393		68		—		5,461
		Corporate equities(1)				34,364		971		6		—		35,341
		Derivative and other contracts:
		Interest rate contracts			820		426,855		2,838		—		430,513
		Credit contracts			—		30,969		2,421		—		33,390
		Foreign exchange contracts			3		42,456		132		—		42,591
		Equity contracts			927		59,122		2,600		—		62,649
		Commodity contracts			2,492		13,639		1,175		—		17,306
		Other			—		57		3		—		60
		Netting(2)			-3,324		-504,880		-4,564		-38,317		-551,085
			Total derivative and other contracts		918		68,218		4,605		-38,317		35,424
		Total trading liabilities			66,299		77,216		4,679		-38,317		109,877
Obligation to return securities received as collateral					25,396		53		—		—		25,449
Securities sold under agreements to repurchase					—		459		155		—		614
Other secured financings					—		4,921		135		—		5,056
Long-term borrowings					—		33,440		1,779		—		35,219
Total liabilities measured at fair value				$	91,695	$	117,404	$	6,748	$	-38,317	$	177,530
_____________
(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 10.
(3)       Amount represents mortgage servicing rights (“MSR”) accounted for at fair value.
Assets and Liabilities Measured at Fair Value on a Recurring Basis at December 31, 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 December 31, 2013
					(dollars in millions)
Assets at Fair Value
Trading assets:
	U.S. government and agency securities:
		U.S. Treasury securities		$	32,083	$	—	$	—	$	—	$	32,083
		U.S. agency securities			1,216		17,720		—		—		18,936
			Total U.S. government and agency securities		33,299		17,720		—		—		51,019
	Other sovereign government obligations				25,363		6,610		27		—		32,000
	Corporate and other debt:
		State and municipal securities			—		1,615		—		—		1,615
		Residential mortgage-backed securities			—		2,029		47		—		2,076
		Commercial mortgage-backed securities			—		1,534		108		—		1,642
		Asset-backed securities			—		878		103		—		981
		Corporate bonds			—		16,592		522		—		17,114
		Collateralized debt and loan obligations			—		802		1,468		—		2,270
		Loans and lending commitments			—		7,483		5,129		—		12,612
		Other debt			—		6,365		27		—		6,392
			Total corporate and other debt		—		37,298		7,404		—		44,702
	Corporate equities(1)				107,818		1,206		190		—		109,214
	Derivative and other contracts:
		Interest rate contracts			750		526,127		2,475		—		529,352
		Credit contracts			—		42,258		2,088		—		44,346
		Foreign exchange contracts			52		61,570		179		—		61,801
		Equity contracts			1,215		51,656		1,234		—		54,105
		Commodity contracts			2,396		8,595		2,380		—		13,371
		Other			—		43		—		—		43
		Netting(2)			-3,836		-606,878		-4,931		-54,906		-670,551
			Total derivative and other contracts		577		83,371		3,425		-54,906		32,467
	Investments:
		Private equity funds			—		—		2,531		—		2,531
		Real estate funds			—		6		1,637		—		1,643
		Hedge funds			—		377		432		—		809
		Principal investments			43		42		2,160		—		2,245
		Other			202		45		538		—		785
			Total investments		245		470		7,298		—		8,013
	Physical commodities				—		3,329		—		—		3,329
		Total trading assets			167,302		150,004		18,344		-54,906		280,744
Available for sale securities					24,412		29,018		—		—		53,430
Securities received as collateral					20,497		11		—		—		20,508
Federal funds sold and securities purchased under
	agreements to resell				—		866		—		—		866
Intangible assets(3)					—		—		8		—		8
Total assets measured at fair value				$	212,211	$	179,899	$	18,352	$	-54,906	$	355,556
Liabilities at Fair Value
Deposits				$	—	$	185	$	—	$	—	$	185
Commercial paper and other short-term borrowings					—		1,346		1		—		1,347
Trading liabilities:
	U.S. government and agency securities:
		U.S. Treasury securities			15,963		—		—		—		15,963
		U.S. agency securities			2,593		116		—		—		2,709
			Total U.S. government and agency securities		18,556		116		—		—		18,672
	Other sovereign government obligations				14,717		2,473		—		—		17,190
	Corporate and other debt:
		State and municipal securities			—		15		—		—		15
		Corporate bonds			—		5,033		22		—		5,055
		Collateralized debt and loan obligations			—		3		—		—		3
		Unfunded lending commitments			—		127		2		—		129
		Other debt			—		1,144		48		—		1,192
			Total corporate and other debt		—		6,322		72		—		6,394
	Corporate equities(1)				27,983		513		8		—		28,504
	Derivative and other contracts:
		Interest rate contracts			675		504,292		2,362		—		507,329
		Credit contracts			—		40,391		2,235		—		42,626
		Foreign exchange contracts			23		61,925		111		—		62,059
		Equity contracts			1,033		57,797		2,065		—		60,895
		Commodity contracts			2,637		8,749		1,500		—		12,886
		Other			—		72		4		—		76
		Netting(2)			-3,836		-606,878		-4,931		-36,465		-652,110
			Total derivative and other contracts		532		66,348		3,346		-36,465		33,761
		Total trading liabilities			61,788		75,772		3,426		-36,465		104,521
Obligation to return securities received as collateral					24,549		19		—		—		24,568
Securities sold under agreements to repurchase					—		407		154		—		561
Other secured financings					—		4,928		278		—		5,206
Long-term borrowings					—		33,750		1,887		—		35,637
Total liabilities measured at fair value				$	86,337	$	116,407	$	5,746	$	-36,465	$	172,025
_____________
(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 10.
(3)       Amount represents MSRs accounted for at fair value.
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 June 30, 2014.
						Beginning Balance at March 31, 2014		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at June 30, 2014		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2014 (2)
						(dollars in millions)
	Assets at Fair Value
	Trading assets:
		Other sovereign government obligations			$	8	$	—	$	7	$	-2	$	—	$	—	$	1	$	14	$	—
		Corporate and other debt:
			State and municipal securities			—		—		4		—		—		—		—		4		—
			Residential mortgage-backed securities			51		10		1		-7		—		—		—		55		8
			Commercial mortgage-backed securities			80		5		14		-52		—		—		—		47		-1
			Asset-backed securities			146		—		28		-115		—		—		6		65		—
			Corporate bonds			538		64		100		-223		—		—		31		510		42
			Collateralized debt and loan obligations			1,293		79		497		-534		—		-27		24		1,332		32
			Loans and lending commitments			4,988		146		1,505		-423		—		-304		-83		5,829		188
			Other debt			31		2		8		-17		—		-2		—		22		2
				Total corporate and other debt		7,127		306		2,157		-1,371		—		-333		-22		7,864		271
		Corporate equities				263		16		68		-29		—		—		-75		243		11
		Net derivative and other contracts(3):
			Interest rate contracts			-121		-64		1		—		—		77		-2		-109		-25
			Credit contracts			-231		-362		8		—		-8		-157		40		-710		-357
			Foreign exchange contracts			52		21		3		-1		—		30		4		109		21
			Equity contracts			-1,099		3		29		-1		-32		-102		105		-1,097		-25
			Commodity contracts			1,074		-43		108		—		—		-7		—		1,132		-55
			Other			-1		-1		—		—		—		-1		—		-3		-1
				Total net derivative and
				other contracts		-326		-446		149		-2		-40		-160		147		-678		-442
		Investments:
			Private equity funds			2,576		126		35		-183		—		—		1		2,555		30
			Real estate funds			1,643		93		124		-47		—		—		—		1,813		135
			Hedge funds			394		4		18		-9		—		—		-36		371		4
			Principal investments			2,193		-14		16		-72		—		-1,234		-6		883		65
			Other			521		2		2		-10		—		—		-135		380		9
				Total investments		7,327		211		195		-321		—		-1,234		-176		6,002		243
	Securities received as collateral					3		—		—		—		—		-3		—		—		—
	Intangible assets					7		-1		—		—		—		—		—		6		-1
	Liabilities at Fair Value
	Trading liabilities:
		Corporate and other debt:
			Corporate bonds		$	3	$	-1	$	-4	$	13	$	—	$	—	$	1	$	14	$	—
			Unfunded lending commitments			6		-5		—		1		—		—		—		12		-5
			Other debt			68		11		—		5		—		-20		—		42		2
				Total corporate and other debt		77		5		-4		19		—		-20		1		68		-3
		Corporate equities				10		-1		-21		17		—		—		-1		6		—
	Obligation to return securities
		received as collateral				3		—		—		—		—		-3		—		—		—
	Securities sold under agreements to repurchase					154		-1		—		—		—		—		—		155		-1
	Other secured financings					275		-5		—		—		17		-178		16		135		-4
	Long-term borrowings					1,878		-50		—		—		160		-89		-220		1,779		-50
	___________________
	(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $211 million related to Trading assets—Investments, which is included in Investments revenues.
	(2)       Amounts represent unrealized gains (losses) for the quarter ended June 30, 2014 related to assets and liabilities still outstanding at June 30, 2014.
	(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 10.
	Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Six Months Ended June 30, 2014.
						Beginning Balance at December 31, 2013		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at June 30, 2014		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2014(2)
						(dollars in millions)
	Assets at Fair Value
	Trading assets:
		Other sovereign government obligations			$	27	$	—	$	8	$	-21	$	—	$	—	$	—	$	14	$	—
		Corporate and other debt:
			State and municipal securities			—		—		4		—		—		—		—		4		—
			Residential mortgage-backed securities			47		13		1		-5		—		—		-1		55		9
			Commercial mortgage-backed securities			108		13		23		-97		—		—		—		47		-1
			Asset-backed securities			103		-4		30		-88		—		—		24		65		—
		Corporate bonds			522		96		169		-304		—		—		27		510		68
		Collateralized debt and loan obligations			1,468		134		658		-886		—		-72		30		1,332		52
		Loans and lending commitments			5,129		-137		1,770		-343		—		-634		44		5,829		-117
		Other debt			27		2		8		-18		—		—		3		22		1
			Total corporate and other debt		7,404		117		2,663		-1,741		—		-706		127		7,864		12
	Corporate equities				190		18		79		-38		—		—		-6		243		14
	Net derivative and other contracts(3):
		Interest rate contracts			113		-141		1		—		—		-46		-36		-109		-130
		Credit contracts			-147		-576		45		—		-62		47		-17		-710		-582
		Foreign exchange contracts			68		14		4		-1		—		38		-14		109		15
		Equity contracts			-831		-15		175		-2		-218		-280		74		-1,097		-58
		Commodity contracts			880		121		164		—		—		-33		—		1,132		98
		Other			-4		-3		—		—		—		4		—		-3		-3
			Total net derivative and
			other contracts		79		-600		389		-3		-280		-270		7		-678		-660
	Investments:
		Private equity funds			2,531		297		110		-384		—		—		1		2,555		119
		Real estate funds			1,637		145		134		-103		—		—		—		1,813		177
		Hedge funds			432		17		36		-21		—		—		-93		371		17
		Principal investments			2,160		47		16		-84		—		-1,234		-22		883		128
		Other			538		-10		13		-21		—		—		-140		380		-3
			Total investments		7,298		496		309		-613		—		-1,234		-254		6,002		438
Intangible assets					8		-1		—		—		—		-1		—		6		-1
Liabilities at Fair Value
Commercial paper and other
	short-term borrowings			$	1	$	—	$	—	$	—	$	—	$	-1	$	—	$	—	$	—
Trading liabilities:
	Corporate and other debt:
		Corporate bonds			22		1		-50		47		—		—		-4		14		—
		Unfunded lending commitments			2		-9		—		1		—		—		—		12		-9
		Other debt			48		10		—		—		—		3		1		42		1
			Total corporate and other debt		72		2		-50		48		—		3		-3		68		-8
	Corporate equities				8		-1		-22		15		—		—		4		6		-1
Securities sold under agreements to repurchase					154		-1		—		—		—		—		—		155		-1
Other secured financings					278		-9		—		—		18		-186		16		135		-5
Long-term borrowings					1,887		-80		—		—		359		-233		-314		1,779		-81
___________
(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $496 million related to Trading assets—Investments, which is included in Investments revenues.
(2)       Amounts represent unrealized gains (losses) for the six months ended June 30, 2014 related to assets and liabilities still outstanding at June 30, 2014.
(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 10.
Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Quarter Ended June 30, 2013.
					Beginning Balance at March 31, 2013		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at June 30, 2013		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2013(2)
					(dollars in millions)
Assets at Fair Value
Trading assets:
	Other sovereign government obligations			$	3	$	—	$	7	$	-6	$	—	$	—	$	—	$	4	$	—
	Corporate and other debt:
		Residential mortgage-backed securities			19		—		15		-5		—		—		-10		19		-1
		Commercial mortgage-backed securities			174		—		26		-19		—		—		—		181		21
		Asset-backed securities			11		1		107		-11		—		—		—		108		—
		Corporate bonds			888		-11		183		-402		—		—		-149		509		2
		Collateralized debt obligations			1,666		36		302		-596		—		-87		12		1,333		20
		Loans and lending commitments			5,284		-55		1,086		-190		—		-850		-32		5,243		8
		Other debt			1		7		4		—		—		—		—		12		7
			Total corporate and other debt		8,043		-22		1,723		-1,223		—		-937		-179		7,405		57
	Corporate equities				270		-24		20		-13		—		—		3		256		12
	Net derivative and other contracts(3):
		Interest rate contracts			-22		-43		3		—		-24		40		62		16		63
		Credit contracts			1,403		-472		130		—		-221		-130		-25		685		-369
		Foreign exchange contracts			-235		95		—		—		—		58		-14		-96		95
		Equity contracts			-1,340		18		7		—		-35		-1		67		-1,284		-79
		Commodity contracts			703		81		26		—		-13		-13		-3		781		58
		Other			-3		-2		—		—		—		-1		—		-6		-2
			Total net derivative and other contracts		506		-323		166		—		-293		-47		87		96		-234
	Investments:
		Private equity funds			2,291		104		20		-129		—		—		—		2,286		97
		Real estate funds			1,370		47		41		-36		—		—		—		1,422		87
		Hedge funds			545		-2		10		-104		—		—		-42		407		-16
		Principal investments			2,855		-18		60		-75		—		—		—		2,822		82
		Other			496		5		4		-30		—		—		-90		385		6
			Total investments		7,557		136		135		-374		—		—		-132		7,322		256
Intangible assets					8		3		—		—		—		-2		—		9		2
Liabilities at Fair Value
Commercial paper and other short-term borrowings				$	5	$	—	$	—	$	—	$	—	$	-2	$	-3	$	—	$	—
Trading liabilities:
	Corporate and other debt:
		Residential mortgage-backed securities			4		—		—		—		—		—		—		4		—
		Corporate bonds			424		4		-248		36		—		—		-166		42		-1
		Unfunded lending commitments			25		17		—		—		—		—		—		8		17
		Other debt			11		1		-4		2		—		—		3		11		—
	Total corporate and other debt				464		22		-252		38		—		—		-163		65		16
	Corporate equities				4		3		-8		17		—		—		6		16		2
Securities sold under agreements to repurchase					155		7		—		—		—		—		—		148		7
Other secured financings					275		16		—		—		—		-3		—		256		16
Long-term borrowings					2,784		68		—		—		466		-457		-20		2,705		65
___________
(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $136 million related to Trading assets—Investments, which is included in Investments revenues.
(2)       Amounts represent unrealized gains (losses) for the quarter ended June 30, 2013 related to assets and liabilities still outstanding at June 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 10.
Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Six Months Ended June 30, 2013.
					Beginning Balance at December 31, 2012		Total Realized and Unrealized Gains (Losses) (1)		Purchases		Sales		Issuances		Settlements		Net Transfers		Ending Balance at June 30, 2013		Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2013(2)
					(dollars in millions)
Assets at Fair Value
Trading assets:
	Other sovereign government obligations			$	6	$	—	$	8	$	-8	$	—	$	—	$	-2	$	4	$	—
	Corporate and other debt:
		Residential mortgage-backed securities			45		27		16		-44		—		—		-25		19		10
		Commercial mortgage-backed securities			232		17		25		-93		—		—		—		181		30
		Asset-backed securities			109		1		6		-8		—		—		—		108		—
		Corporate bonds			660		2		193		-296		—		-12		-38		509		-19
		Collateralized debt and loan obligations			1,951		284		429		-1,314		—		-15		-2		1,333		-54
		Loans and lending commitments			4,694		-55		1,616		-294		—		-1,050		332		5,243		-16
		Other debt			45		-2		20		-50		—		—		-1		12		-1
			Total corporate and other debt		7,736		274		2,305		-2,099		—		-1,077		266		7,405		-50
	Corporate equities				288		-9		37		-41		—		—		-19		256		-24
	Net derivative and other contracts(3):
		Interest rate contracts			-82		-193		6		—		-30		179		136		16		-76
		Credit contracts			1,822		-937		169		—		-235		-127		-7		685		-789
		Foreign exchange contracts			-359		114		—		—		—		140		9		-96		79
		Equity contracts			-1,144		48		74		-1		-116		-236		91		-1,284		-5
		Commodity contracts			709		46		36		—		-17		9		-2		781		38
		Other			-7		-4		—		—		—		5		—		-6		-4
			Total net derivative and other contracts		939		-926		285		-1		-398		-30		227		96		-757
	Investments:
		Private equity funds			2,179		218		88		-199		—		—		—		2,286		194
		Real estate funds			1,370		128		42		-119		—		—		1		1,422		207
		Hedge funds			552		—		38		-136		—		—		-47		407		-19
		Principal investments			2,833		45		95		-160		—		—		9		2,822		143
		Other			486		21		16		-47		—		—		-91		385		22
			Total investments		7,420		412		279		-661		—		—		-128		7,322		547
Intangible assets					7		7		—		—		—		-5		—		9		3
Liabilities at Fair Value
Commercial paper and other short-term borrowings				$	19	$	—	$	—	$	—	$	—	$	-2	$	-17	$	—	$	—
Trading liabilities:
	Corporate and other debt:
		Residential mortgage-backed securities			4		—		—		—		—		—		—		4		—
		Corporate bonds			177		-7		-437		83		—		—		212		42		9
		Unfunded lending commitments			46		38		—		—		—		—		—		8		38
		Other debt			49		13		-33		5		—		—		3		11		10
	Total corporate and other debt				276		44		-470		88		—		—		215		65		57
	Corporate equities				5		5		-13		29		—		—		—		16		5
Securities sold under agreements to repurchase					151		3		—		—		—		—		—		148		3
Other secured financings					406		29		—		—		14		-135		—		256		21
Long-term borrowings					2,789		24		—		—		955		-361		-654		2,705		16
____________
(1)       Total realized and unrealized gains (losses) are primarily included in Trading revenues in the condensed consolidated statements of income except for $412 million related to Trading assets—Investments, which is included in Investments revenues.
(2)       Amounts represent unrealized gains (losses) for six months ended June 30, 2013 related to assets and liabilities still outstanding at June 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 10.
Quantitative Information about and Sensitivity of Significant Unobservable Inputs used in Recurring Level 3 Fair Value Measurements	'
						Balance at
						June 30,
						2014
						(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	$	55		Comparable pricing		Comparable bond price / (A)			3 to 5 points		4 points
			Asset-backed securities			65		Comparable pricing		Comparable bond price / (A)			4 to 82 points		49 points
			Corporate bonds			510		Comparable pricing		Comparable bond price / (A)			1 to 160 points		84 points
			Collateralized debt and loan			1,332		Comparable pricing(6)		Comparable bond price / (A)			20 to 105 points		75 points
				obligations				Correlation model		Credit correlation / (B)			45 to 63 %		56%
			Loans and lending commitments			5,829		Corporate loan model		Credit spread / (C)			33 to 516 basis points		262 basis points
								Margin loan model		Credit spread / (C)(D)			150 to 300 basis points		193 basis points
										Volatility skew / (C)(D)			4 to 52 %		26%
										Comparable bond price / (A)(D)			80 to 120 points		100 points
										Discount rate / (C)(D)			2 to 3 %		3%
								Option model		Volatility skew / (C)			-1 to 0 %		-1%
								Comparable pricing(6)		Comparable loan price / (A)			5 to 110 points		96 points
		Corporate equities(3)				243		Net asset value		Discount to net asset value / (C)			0 to 84 %		42%
								Comparable pricing(6)		Comparable equity price / (A)			100%		100%
								Market approach		EBITDA multiple / (A)(D)			5 to 11 times		7 times
										Price/Book ratio / (A)(D)			0 times		0 times
		Net derivative and other contracts:
			Interest rate contracts			-109		Option model		Interest rate volatility concentration
											liquidity multiple / (C)(D)		0 to 3 times		2 times
										Comparable bond price / (A)(D)			2 to 13 points		9 points / 10 points (4)
										Interest rate - Foreign exchange
											correlation / (A)(D)		47 to 48 %		48% / 48% (4)
										Interest rate volatility skew / (A)(D)			25 to 59 %		39% / 29% (4)
										Interest rate quanto correlation / (A)(D)			-11 to 37 %		6% / -8% (4)
										Interest rate curve correlation / (A)(D)			36 to 94 %		71% / 76% (4)
										Inflation volatility / (A)(D)			79%		79% / 79% (4)
										Interest rate - Inflation correlation / (A)(D)			-39 to -42 %		-41% / -41% (4)
			Credit contracts			-710		Comparable pricing		Cash synthetic basis / (C)(D)			5 to 12 points		11 points
										Comparable bond price / (C)(D)			0 to 60 points		21 points
								Correlation model(6)		Credit correlation / (B)			45 to 79 %		59%
			Foreign exchange contracts(5)			109		Option model		Comparable bond price / (A)(D)			2 to 13 points		9 points / 10 points (4)
										Interest rate quanto correlation / (A)(D)			-11 to 37 %		6% / -8% (4)
										Interest rate - Credit spread correlation / (A)(D)			-61 to 16 %		-20% / -19% (4)
										Interest rate curve correlation / (A)(D)			36 to 94 %		71% / 76% (4)
										Interest rate - Foreign exchange correlation
											/ (A)(D)		47 to 48 %		48% / 48% (4)
										Interest rate volatility skew / (A)(D)			25 to 59 %		39% / 29% (4)
										Interest rate curve / (A)(D)			0 to 1 %		1% / 0% (4)
			Equity contracts(5)			-1,097		Option model		At the money volatility / (A)(D)			10 to 57 %		30%
										Volatility skew / (A)(D)			-5 to 1 %		-1%
										Equity - Equity correlation / (C)(D)			30 to 99 %		67%
										Equity - Foreign exchange correlation / (C)(D)			-60 to 10 %		-17%
										Equity - Interest rate correlation / (C)(D)			17 to 71 %		27% / 12% (4)
			Commodity contracts			1,132		Option model		Forward power price / (C)(D)			$13 to $79 per		$38 per
													Megawatt hour		Megawatt hour
										Commodity volatility / (A)(D)			12 to 73 %		19%
										Cross commodity correlation / (C)(D)			34 to 100 %		93%
		Investments(3):
			Principal investments			883		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			11%		11%
										Exit multiple / (A)(D)			10 times		10 times
								Discounted cash flow		Equity discount rate / (C)(D)			25%		25%
								Market approach(6)		EBITDA multiple / (A)			4 to 16 times		6 times
			Other			380		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			10%		10%
									Exit multiple / (A)(D)			9 times		9 times
							Market approach(6)		EBITDA multiple / (A)			9 to 10 times		10 times
Liabilities
Securities sold under agreements
	to repurchase			$	155		Discounted cash flow		Funding spread / (A)			75 to 79 basis points		78 basis points
Other secured financings					135		Comparable pricing		Comparable bond price / (A)			94 to 111 points		97 points
							Discounted cash flow		Discount rate / (C)			19%		19%
							Discounted cash flow(6)		Funding spread / (A)			68 to 85 basis points		74 basis points
Long-term borrowings					1,779		Option model		At the money volatility / (C)(D)			18 to 31 %		24%
									Volatility skew / (A)(D)			-2 to 0 %		0%
									Equity - Equity correlation / (A)(D)			32 to 97 %		64%
									Equity - Foreign exchange correlation / (C)(D)			-86 to 30 %		-9%
___________________
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, 5 points would be 5% of par. A basis point equals 1/100th of 1%; for example, 516 basis points would equal 5.16%.
(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 collateralized debt and loan obligations, long-term borrowings and derivative instruments where some or all inputs are weighted by risk.
(3)       Investments in funds measured using an unadjusted net assets value (“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.
					Balance at
					December 31,
					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:
		Commercial mortgage-backed
			securities	$	108		Comparable pricing		Comparable bond price / (A)			40 to 93 points		78 points
		Asset-backed securities			103		Discounted cash flow		Discount rate / (C)			18%		18%
		Corporate bonds			522		Comparable pricing		Comparable bond price / (A)			1 to 159 points		85 points
		Collateralized debt and loan			1,468		Comparable pricing(6)		Comparable bond price / (A)			18 to 99 points		73 points
			obligations				Correlation model		Credit correlation / (B)			29 to 59 %		43%
		Loans and lending commitments			5,129		Corporate loan model		Credit spread / (C)			28 to 487 basis points		249 basis points
							Margin loan model		Credit spread / (C)(D)			10 to 265 basis points		135 basis points
									Volatility skew / (C)(D)			3 to 40 %		14%
									Comparable bond price / (A)(D)			80 to 120 points		100 points
							Option model		Volatility skew / (C)			-1 to 0 %		0%
							Comparable pricing(6)		Comparable loan price / (A)			10 to 100 points		76 points
	Corporate equities(3)				190		Net asset value(6)		Discount to net asset value / (C)			0 to 85 %		43%
							Comparable pricing		Comparable equity price / (A)			100%		100%
							Comparable pricing		Comparable price / (A)			100%		100%
							Market approach		EBITDA multiple / (A)(D)			5 to 9 times		6 times
									Price/Book ratio / (A)(D)			0 to 1 times		1 times
	Net derivative and other contracts:
		Interest rate contracts			113		Option model		Interest rate volatility concentration
										liquidity multiple / (C)(D)		0 to 6 times		2 times
									Comparable bond price / (A)(D)			5 to 100 points		58 points / 65 points(4)
									Interest rate - Foreign exchange
										correlation / (A)(D)		3 to 63 %		43% / 48 %(4)
									Interest rate volatility skew / (A)(D)			24 to 50 %		33% / 28 %(4)
									Interest rate quanto correlation / (A)(D)			-11 to 34 %		8% / 5 %(4)
									Interest rate curve correlation / (A)(D)			46 to 92 %		74% / 80 %(4)
									Inflation volatility / (A)(D)			77 to 86 %		81% / 80 %(4)
		Credit contracts			-147		Comparable pricing		Cash synthetic basis / (C)(D)			2 to 5 points		4 points
									Comparable bond price / (C)(D)			0 to 75 points		27 points
							Correlation model(6)		Credit correlation / (B)			19 to 96 %		56%
		Foreign exchange contracts(5)			68		Option model		Comparable bond price / (A)(D)			5 to 100 points		58 points / 65 points(4)
									Interest rate quanto correlation / (A)(D)			-11 to 34 %		8% / 5 %(4)
									Interest rate curve correlation / (A)(D)			46 to 92 %		74% / 80 %(4)
									Interest rate - Foreign exchange correlation
										/ (A)(D)		3 to 63 %		43% / 48 %(4)
									Interest rate volatility skew / (A)(D)			24 to 50 %		33% / 28 %(4)
									Interest rate curve / (A)(D)			0 to 1 %		1% / 0 %(4)
		Equity contracts(5)			-831		Option model		At the money volatility / (A)(D)			20 to 53 %		31%
									Volatility skew / (A)(D)			-3 to 0 %		-1%
									Equity - Equity correlation / (C)(D)			40 to 99 %		69%
									Equity - Foreign exchange correlation / (C)(D)			-50 to 9 %		-20%
									Equity - Interest rate correlation / (C)(D)			-4 to 70 %		39% / 40 %(4)
		Commodity contracts			880		Option model		Forward power price / (C)(D)			$14 to $91 per		$40 per
												Megawatt hour		Megawatt hour
									Commodity volatility / (A)(D)			11 to 30 %		14%
									Cross commodity correlation / (C)(D)			34 to 99 %		93%
	Investments(3):
		Principal investments			2,160		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			12%		12%
									Exit multiple / (A)(D)			9 times		9 times
							Discounted cash flow(6)		Capitalization rate / (C)(D)			5 to 13 %		7%
									Equity discount rate / (C)(D)			10 to 30 %		21%
							Market approach		EBITDA multiple / (A)			5 to 6 times		5 times
		Other			538		Discounted cash flow		Implied weighted average cost of capital / (C)(D)			7 to 10 %		8%
									Exit multiple / (A)(D)			7 to 9 times		9 times
							Market approach(6)		EBITDA multiple / (A)			8 to 14 times		10 times
Liabilities
Securities sold under agreements
	to repurchase			$	154		Discounted cash flow		Funding spread / (A)			92 to 97 basis points		95 basis points
Other secured financings					278		Comparable pricing(6)		Comparable bond price / (A)			99 to 102 points		101 points
							Discounted cash flow		Funding spread / (A)			97 basis points		97 basis points
Long-term borrowings					1,887		Option model		At the money volatility / (C)(D)			20 to 33 %		26%
									Volatility skew / (A)(D)			-2 to 0 %		0%
									Equity - Equity correlation / (A)(D)			50 to 70 %		69%
									Equity - Foreign exchange correlation / (C)(D)			-60 to 0 %		-23%
________________
(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, 93 points would be 93% of par. A basis point equals 1/100th of 1%; for example, 487 basis points would equal 4.87%.
(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.
Fair Value of Investments that Calculate Net Asset Value	'
				At June 30, 2014				At December 31, 2013
						Unfunded				Unfunded
				Fair Value		Commitment		Fair Value		Commitment
			(dollars in millions)
	Private equity funds		$	2,555	$	569	$	2,531	$	559
	Real estate funds			1,820		104		1,643		124
	Hedge funds(1):
		Long-short equity hedge funds		470		─		469		─
		Fixed income/credit-related hedge funds		73		─		82		─
		Event-driven hedge funds		39		─		38		─
		Multi-strategy hedge funds		162		3		220		3
	Total		$	5,119	$	676	$	4,983	$	686
	(1)       Fixed income/credit-related hedge funds, event-driven hedge funds, and multi-strategy hedge funds are redeemable at least on a three-month period basis primarily with a notice period of 90 days or less. At June 30, 2014, approximately 39% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 43% is redeemable every six months and 18% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds at June 30, 2014 is primarily greater than six months. At December 31, 2013, approximately 42% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 42% is redeemable every six months and 16% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds at December 31, 2013 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)
				Trading		Income		Included in
				Revenues		(Expense)		Net Revenues
				(dollars in millions)
	Three Months Ended June 30, 2014
	Federal funds sold and securities purchased under
		agreements to resell	$	-1	$	2	$	1
	Commercial paper and other short-term borrowings(1)			-14		─		-14
	Securities sold under agreements to repurchase			-5		-1		-6
	Long-term borrowings(1)			-678		-174		-852
	Six Months Ended June 30, 2014
	Federal funds sold and securities purchased under
		agreements to resell	$	-2	$	4	$	2
	Commercial paper and other short-term borrowings(1)			-37		─		-37
	Securities sold under agreements to repurchase			-5		-2		-7
	Long-term borrowings(1)			-948		-346		-1,294
	Three Months Ended June 30, 2013
	Federal funds sold and securities purchased under
		agreements to resell	$	-2	$	2	$	─
	Deposits			16		-16		─
	Commercial paper and other short-term borrowings(2)			117		-1		116
	Securities sold under agreements to repurchase			9		-2		7
	Long-term borrowings(2)			1,116		-231		885
	Six Months Ended June 30, 2013
	Federal funds sold and securities purchased under
		agreements to resell	$	-1	$	3	$	2
	Deposits			30		-33		-3
	Commercial paper and other short-term borrowings(2)			180		-2		178
	Securities sold under agreements to repurchase			5		-3		2
	Long-term borrowings(2)			1,207		-528		679
	Of the total gains (losses) recorded in Trading revenues for short-term and long-term borrowings for the quarter and six months ended June 30, 2014, $87 million and $213 million, respectively, are attributable to changes in the credit quality of the Company and other credit factors, 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 for short-term and long-term borrowings for the quarter and six months ended June 30, 2013, $175 million and $(142) million, respectively, are attributable to changes in the credit quality of the Company and other credit factors, 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
				June 30,		December 31,
	Business Unit			2014		2013
				(dollars in millions)
	Interest rates		$	15,514	$	15,933
	Equity			17,933		17,945
	Credit and foreign exchange			2,393		2,561
	Commodities			694		545
		Total	$	36,534	$	36,984
Gains (Losses) Due to Changes in Instrument Specific Credit Risk	'
			Three Months Ended				Six Months Ended
			June 30,				June 30,
			2014		2013		2014		2013
			(dollars in millions)
	Short-term and long-term borrowings(1)	$	87	$	175	$	213	$	-142
	Loans(2)		126		55		128		115
	Unfunded lending commitments(3)		13		81		27		215
	_____________
	(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 and changes in other credit factors.
	(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
			June 30,		December 31,
			2014		2013
		(dollars in millions)
	Short-term and long-term borrowings(1)	$	-1,780	$	-2,409
	Loans(2)		16,952		17,248
	Loans 90 or more days past due and/or on nonaccrual status(2)(3)		15,267		15,113
	_____________
	(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 nonaccrual status, which includes all loans 90 or more days past due, was $1,604 million and $1,205 million at June 30, 2014 and December 31, 2013, respectively. The aggregate fair value of loans that were 90 or more days past due was $582 million and $655 million at June 30, 2014 and December 31, 2013, respectively.
Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis	'
	Three Months and Six Months Ended June 30, 2014.
						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		Six Months Ended
				June 30,		Assets		Inputs		Inputs		June 30,		June 30,
				2014(1)		(Level 1)		(Level 2)		(Level 3)		2014(2)		2014(2)
				(dollars in millions)
	Loans(3)		$	2,390	$	─	$	1,999	$	391	$	-21	$	-7
	Other investments(4)			47		─		─		47		-3		-25
	Premises, equipment and
		software costs(5)		─		─		─		─		-41		-41
	Intangible assets(4)			─		─		─		─		─		-2
	Other assets(5)			─		─		─		─		─		-9
	Total		$	2,437	$	─	$	1,999	$	438	$	-65	$	-84
	____________
	(1)       Carrying values relate only to those assets that had fair value adjustments during the quarter ended June 30, 2014. These amounts do not include assets that had fair value adjustments during the six months ended June 30, 2014, unless the assets also had a fair value adjustment during the quarter ended June 30, 2014.
	(2)       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, Intangible assets and Other assets are recorded within Other expenses in the condensed consolidated statements of income.
	(3)       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.
	(4)       Losses were determined primarily using discounted cash flow models and methodologies that incorporate multiples of certain comparable companies.
	(5)       Losses were determined primarily using a default recovery analysis.
	Three Months and Six Months Ended June 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		Six Months Ended
				June 30,		Assets		Inputs		Inputs		June 30,		June 30,
				2013(1)		(Level 1)		(Level 2)		(Level 3)		2013(2)		2013(2)
				(dollars in millions)
	Loans(3)		$	1,511	$	─	$	1,254	$	257	$	-51	$	-77
	Other investments(4)			64		─		─		64		-5		-20
	Premises, equipment and
		software costs(4)		─		─		─		─		-6		-6
	Intangible assets(4)			25		─		─		25		-8		-9
	Total		$	1,600	$	─	$	1,254	$	346	$	-70	$	-112
	_____________
	(1)       Carrying values relate only to those assets that had fair value adjustments during the quarter ended June 30, 2013. These amounts do not include assets that had fair value adjustments during the six months ended June 30, 2013, unless the assets also had a fair value adjustment during the quarter ended June 30, 2013.
	(2)       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.
	(3) 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.
	(4)       Losses recorded were determined primarily using discounted cash flow models.
Financial Instruments Not Measured at Fair Value	'
				At June 30, 2014				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		$	18,863	$	18,863	$	18,863	$	—	$	—
	Interest bearing deposits with banks			22,022		22,022		22,022		—		—
	Cash deposited with clearing organizations or segregated under federal and
		other regulations or requirements		44,713		44,713		44,713		—		—
	Federal funds sold and securities purchased under agreements to resell			108,092		108,097		—		107,874		223
	Securities borrowed			147,466		147,460		—		147,455		5
	Customer and other receivables(1)			49,888		49,688		—		44,718		4,970
	Loans(2)			55,260		56,072		—		14,577		41,495
	Financial Liabilities:
	Deposits		$	117,695	$	117,747	$	—	$	117,747	$	—
	Commercial paper and other short-term borrowings			468		468		—		468		—
	Securities sold under agreements to repurchase			110,806		110,909		—		105,931		4,978
	Securities loaned			30,808		30,833		—		29,831		1,002
	Other secured financings			8,951		8,973		—		5,471		3,502
	Customer and other payables(1)			175,183		175,183		—		175,183		—
	Long-term borrowings			114,264		118,869		—		118,271		598
	___________________
	(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, 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		$	16,602	$	16,602	$	16,602	$	—	$	—
	Interest bearing deposits with banks			43,281		43,281		43,281		—		—
	Cash deposited with clearing organizations or segregated under federal and
		other regulations or requirements		39,203		39,203		39,203		—		—
	Federal funds sold and securities purchased under agreements to resell			117,264		117,263		—		116,584		679
	Securities borrowed			129,707		129,705		—		129,374		331
	Customer and other receivables(1)			53,112		53,031		—		47,525		5,506
	Loans(2)			42,874		42,765		—		11,288		31,477
	Financial Liabilities:
	Deposits		$	112,194	$	112,273	$	—	$	112,273	$	—
	Commercial paper and other short-term borrowings			795		795		—		787		8
	Securities sold under agreements to repurchase			145,115		145,157		—		138,161		6,996
	Securities loaned			32,799		32,826		—		31,731		1,095
	Other secured financings			9,009		9,034		—		5,845		3,189
	Customer and other payables(1)			154,654		154,654		—		154,654		—
	Long-term borrowings			117,938		123,133		—		122,099		1,034
	_________________
	(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.

Available_for_Sale_Securities_

Available for Sale Securities (Tables)	6 Months Ended
	Jun. 30, 2014
Available-for-sale Securities [Abstract]	'
Schedule of Available for Sale Securities	'
							At June 30, 2014
							Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses		Other-than-Temporary Impairment		Fair Value
						(dollars in millions)
	Available for sale debt securities:
		U.S. government and agency securities:
			U.S. Treasury securities			$	34,727	$	78	$	61	$	—	$	34,744
			U.S. agency securities(1)				16,046		69		98		—		16,017
					Total U.S. government and agency securities		50,773		147		159		—		50,761
		Corporate and other debt:
			Commercial mortgage-backed securities:
				Agency			2,387		—		75		—		2,312
				Non-Agency			1,472		10		4		—		1,478
			Auto loan asset-backed securities				2,080		2		1		—		2,081
			Corporate bonds				3,533		13		18		—		3,528
			Collateralized loan obligations				1,087		—		15		—		1,072
			FFELP student loan asset-backed securities(2)				4,201		25		3		—		4,223
					Total corporate and other debt		14,760		50		116		—		14,694
	Total available for sale debt securities						65,533		197		275		—		65,455
	Available for sale equity securities						15		4		—		—		19
	Total					$	65,548	$	201	$	275	$	—	$	65,474
							At December 31, 2013
							Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses		Other-than-Temporary Impairment		Fair Value
						(dollars in millions)
	Available for sale debt securities:
		U.S. government and agency securities:
			U.S. Treasury securities			$	24,486	$	51	$	139	$	—	$	24,398
			U.S. agency securities				15,813		26		234		—		15,605
					Total U.S. government and agency securities		40,299		77		373		—		40,003
		Corporate and other debt:
			Commercial mortgage-backed securities:
				Agency			2,482		—		84		—		2,398
				Non-Agency			1,333		1		18		—		1,316
			Auto loan asset-backed securities				2,041		2		1		—		2,042
			Corporate bonds				3,415		3		61		—		3,357
			Collateralized loan obligations				1,087		—		20		—		1,067
			FFELP student loan asset-backed securities(2)				3,230		12		8		—		3,234
					Total corporate and other debt		13,588		18		192		—		13,414
	Total available for sale debt securities						53,887		95		565		—		53,417
	Available for sale equity securities						15		—		2		—		13
	Total					$	53,902	$	95	$	567	$	—	$	53,430
	______________
	FFELP— Federal Family Education Loan Program
	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.
	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 June 30, 2014					Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses
					(dollars in millions)
	Available for sale debt securities:
		U.S. government and agency securities:
			U.S. Treasury securities		$	4,702	$	2	$	5,914	$	59	$	10,616	$	61
			U.S. agency securities			1,342		2		5,011		96		6,353		98
				Total U.S. government and agency securities		6,044		4		10,925		155		16,969		159
		Corporate and other debt:
			Commercial mortgage-backed securities:
				Agency		9		—		1,975		75		1,984		75
				Non-Agency		58		—		559		4		617		4
			Auto loan asset-backed securities			553		1		—		—		553		1
			Corporate bonds			413		2		1,351		16		1,764		18
			Collateralized loan obligations			—		—		1,072		15		1,072		15
			FFELP student loan asset-backed securities			273		—		520		3		793		3
				Total corporate and other debt		1,306		3		5,477		113		6,783		116
	Total available for sale debt securities					7,350		7		16,402		268		23,752		275
	Total				$	7,350	$	7	$	16,402	$	268	$	23,752	$	275
						Less than 12 Months				12 Months or Longer				Total
	At December 31, 2013					Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses		Fair Value		Gross Unrealized Losses
					(dollars in millions)
	Available for sale debt securities:
		U.S. government and agency securities:
			U.S. Treasury securities		$	13,266	$	139	$	—	$	—	$	13,266	$	139
			U.S. agency securities			8,438		211		651		23		9,089		234
				Total U.S. government and agency securities		21,704		350		651		23		22,355		373
		Corporate and other debt:
			Commercial mortgage-backed securities:
				Agency		958		15		1,270		69		2,228		84
				Non-Agency		841		16		86		2		927		18
			Auto loan asset-backed securities			557		1		85		—		642		1
			Corporate bonds			2,350		52		383		9		2,733		61
			Collateralized loan obligations			1,067		20		—		—		1,067		20
			FFELP student loan asset-backed securities			1,388		7		76		1		1,464		8
				Total corporate and other debt		7,161		111		1,900		81		9,061		192
	Total available for sale debt securities					28,865		461		2,551		104		31,416		565
	Available for sale equity securities					13		2		—		—		13		2
	Total				$	28,878	$	463	$	2,551	$	104	$	31,429	$	567
Schedule of Amortized Cost and Fair Valueof Available for Sale Debt Securities by Contractual Date	'
	At June 30, 2014					Amortized Cost		Fair Value		Annualized Average Yield
					(dollars in millions)
	U.S. government and agency securities:
		U.S. Treasury securities:
				After 1 year through 5 years		33,592		33,598		0.70%
				After 5 years through 10 years		1,135		1,146		2.20%
				Total		34,727		34,744
		U.S. agency securities:
				After 1 year through 5 years		498		499		1.40%
				After 5 years through 10 years		1,986		1,997		1.20%
				After 10 years		13,562		13,521		1.40%
				Total		16,046		16,017
				Total U.S. government and agency securities		50,773		50,761		0.90%
	Corporate and other debt:
		Commercial mortgage-backed securities:
			Agency:
				After 1 year through 5 years		746		743		0.90%
				After 5 years through 10 years		371		367		1.00%
				After 10 years		1,270		1,202		1.50%
				Total		2,387		2,312
			Non-Agency:
				After 10 years		1,472		1,478		1.60%
				Total		1,472		1,478
		Auto loan asset-backed securities:
				Due within 1 year		7		7		0.80%
				After 1 year through 5 years		1,974		1,975		0.80%
				After 5 years through 10 years		99		99		1.30%
				Total		2,080		2,081
		Corporate bonds:
				Due within 1 year		162		162		0.90%
				After 1 year through 5 years		2,858		2,856		1.30%
				After 5 years through 10 years		513		510		2.60%
				Total		3,533		3,528
		Collateralized loan obligations:
				After 10 years		1,087		1,072		1.40%
				Total		1,087		1,072
		FFELP student loan asset-backed securities:
				After 1 year through 5 years		121		121		0.70%
				After 5 years through 10 years		692		692		0.80%
				After 10 years		3,388		3,410		0.90%
				Total		4,201		4,223
				Total corporate and other debt		14,760		14,694		1.20%
				Total available for sale debt securities	$	65,533	$	65,455		1.00%
Schedule of Proceeds of Sale of Securities Available for Sale	'
			Three Months Ended				Six Months Ended
			June 30,				June 30,
			2014		2013		2014		2013
			(dollars in millions)
	Gross realized gains	$	10	$	35	$	17	$	41
	Gross realized losses	$	—	$	1	$	1	$	3

Collateralized_Transactions_Ta

Collateralized Transactions (Tables)	6 Months Ended
	Jun. 30, 2014
Collateralized Transactions	'
Information of Offsetting of Assets and Liabilities	'
					At June 30, 2014
					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		$	161,761	$	-52,805	$	108,956	$	-104,989	$	3,967
	Securities borrowed				154,219		-6,753		147,466		-134,911		12,555
	Liabilities
	Securities sold under agreements to repurchase			$	164,225	$	-52,805	$	111,420	$	-85,821	$	25,599
	Securities loaned				37,561		-6,753		30,808		-29,188		1,620
	_____________
	(1)       Amounts include $3.9 billion of Federal funds sold and securities purchased under agreements to resell, $8.9 billion of Securities borrowed, $25.4 billion of Securities sold under agreements to repurchase and $0.3 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.
					At December 31, 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		$	183,015	$	-64,885	$	118,130	$	-106,828	$	11,302
	Securities borrowed				137,082		-7,375		129,707		-113,339		16,368
	Liabilities
	Securities sold under agreements to repurchase			$	210,561	$	-64,885	$	145,676	$	-111,599	$	34,077
	Securities loaned				40,174		-7,375		32,799		-32,543		256
	_____________
	(1)       Amounts include $11.1 billion of Federal funds sold and securities purchased under agreements to resell, $13.2 billion of Securities borrowed and $33.3 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.
Schedule of Trading Assets That Have Been Loaned or Pledged to Counterparties	'
					At June 30, 2014		At December 31, 2013
					(dollars in millions)
	Trading assets:
		U.S. government and agency securities		$	27,181	$	21,589
		Other sovereign government obligations			6,713		5,748
		Corporate and other debt			7,564		7,388
		Corporate equities			9,700		8,713
			Total	$	51,158	$	43,438
Schedule of Cash and Securities Segregated under Federal and Other Regulations	'
						At June 30, 2014		At December 31, 2013
						(dollars in millions)
	Cash deposited with clearing organizations or segregated under federal and other
		regulations or requirements			$	44,713	$	39,203
	Securities(1)					17,119		15,586
			Total		$	61,832	$	54,789
	_____________
	(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)	6 Months Ended
	Jun. 30, 2014
Securitization Activities and Variable Interest Entities [Abstract]	'
Consolidated VIEs	'
			At June 30, 2014
			Mortgage and Asset-Backed Securitizations		Managed Real Estate Partnerships(1)		Other Structured Financings		Other
			(dollars in millions)
	VIE assets	$	611	$	262	$	971	$	1,409
	VIE liabilities	$	355	$	5	$	81	$	—
			At December 31, 2013
			Mortgage and Asset-Backed Securitizations		Managed Real Estate Partnerships		Other Structured Financings		Other
			(dollars in millions)
	VIE assets	$	643	$	2,313	$	1,202	$	1,294
	VIE liabilities	$	368	$	42	$	67	$	175
Non-Consolidated VIEs	'
				At June 30, 2014
				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)		$	187,500	$	26,151	$	3,091	$	1,996	$	17,250
	Maximum exposure to loss:
		Debt and equity interests(2)		$	15,558	$	2,890	$	11	$	1,125	$	5,013
		Derivative and other contracts			13		2		1,990		—		163
		Commitments, guarantees and other			1,046		1,327		—		637		471
			Total maximum exposure to loss	$	16,617	$	4,219	$	2,001	$	1,762	$	5,647
	Carrying value of exposure to loss—Assets:
		Debt and equity interests(2)		$	15,558	$	2,890	$	11	$	713	$	5,013
		Derivative and other contracts			13		2		4		—		61
			Total carrying value of exposure to loss—Assets	$	15,571	$	2,892	$	15	$	713	$	5,074
	Carrying value of exposure to loss—Liabilities:
		Derivative and other contracts		$	—	$	—	$	—	$	—	$	63
		Commitments, guarantees and other			—		—		—		6		—
			Total carrying value of exposure to loss—Liabilities	$	—	$	—	$	—	$	6	$	63
	(1)       Mortgage and asset-backed securitizations include VIE assets as follows: $28.9 billion of residential mortgages; $75.9 billion of commercial mortgages; $29.7 billion of U.S. agency collateralized mortgage obligations; and $53.0 billion of other consumer or commercial loans.
	(2)       Mortgage and asset-backed securitizations include VIE debt and equity interests as follows: $1.4 billion of residential mortgages; $2.2 billion of commercial mortgages; $5.1 billion of U.S. agency collateralized mortgage obligations; and $6.8 billion of other consumer or commercial loans.
				At December 31, 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)		$	177,153	$	29,513	$	3,079	$	1,874	$	10,119
	Maximum exposure to loss:
		Debt and equity interests(2)		$	13,514	$	2,498	$	31	$	1,142	$	3,693
		Derivative and other contracts			15		23		1,935		—		146
		Commitments, guarantees and other			—		272		—		649		527
			Total maximum exposure to loss	$	13,529	$	2,793	$	1,966	$	1,791	$	4,366
	Carrying value of exposure to loss—Assets:
		Debt and equity interests(2)		$	13,514	$	2,498	$	31	$	731	$	3,693
		Derivative and other contracts			15		3		4		—		53
			Total carrying value of exposure to loss—Assets	$	13,529	$	2,501	$	35	$	731	$	3,746
	Carrying value of exposure to loss—Liabilities:
		Derivative and other contracts		$	—	$	2	$	—	$	—	$	57
		Commitments, guarantees and other			—		—		—		7		—
			Total carrying value of exposure to loss—Liabilities	$	—	$	2	$	—	$	7	$	57
	(1)       Mortgage and asset-backed securitizations include VIE assets as follows: $16.9 billion of residential mortgages; $78.4 billion of commercial mortgages; $31.5 billion of U.S. agency collateralized mortgage obligations; and $50.4 billion of other consumer or commercial loans.
	(2)       Mortgage and asset-backed securitizations include VIE debt and equity interests as follows: $1.3 billion of residential mortgages; $2.0 billion of commercial mortgages; $5.3 billion of U.S. agency collateralized mortgage obligations; and $4.9 billion of other consumer or commercial loans.
Information Regarding SPEs	'
					At June 30, 2014
					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)			$	26,895	$	50,484	$	18,772	$	10,765
	Retained interests (fair value):
		Investment grade		$	1	$	26	$	723	$	—
		Non-investment grade			75		38		—		1,146
			Total retained interests (fair value)	$	76	$	64	$	723	$	1,146
	Interests purchased in the secondary market (fair value):
		Investment grade		$	11	$	41	$	66	$	350
		Non-investment grade			55		28		—		62
			Total interests purchased in the secondary market (fair value)	$	66	$	69	$	66	$	412
	Derivative assets (fair value)			$	1	$	621	$	—	$	169
	Derivative liabilities (fair value)			$	—	$	—	$	—	$	185
	_____________
	(1)       Amounts include assets transferred by unrelated transferors.
					At June 30, 2014
					Level 1		Level 2		Level 3		Total
					(dollars in millions)
	Retained interests (fair value):
		Investment grade		$	—	$	750	$	—	$	750
		Non-investment grade			—		87		1,172		1,259
			Total retained interests (fair value)	$	—	$	837	$	1,172	$	2,009
	Interests purchased in the secondary market (fair value):
		Investment grade		$	—	$	466	$	2	$	468
		Non-investment grade			—		109		36		145
			Total interests purchased in the secondary market (fair value)	$	—	$	575	$	38	$	613
	Derivative assets (fair value)			$	—	$	649	$	142	$	791
	Derivative liabilities (fair value)			$	—	$	179	$	6	$	185
					At December 31, 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)			$	29,723	$	60,698	$	19,155	$	11,736
	Retained interests (fair value):
		Investment grade		$	1	$	102	$	524	$	—
		Non-investment grade			136		95		—		1,319
			Total retained interests (fair value)	$	137	$	197	$	524	$	1,319
	Interests purchased in the secondary market (fair value):
		Investment grade		$	14	$	170	$	21	$	350
		Non-investment grade			41		97		—		68
			Total interests purchased in the secondary market (fair value)	$	55	$	267	$	21	$	418
	Derivative assets (fair value)			$	1	$	672	$	—	$	121
	Derivative liabilities (fair value)			$	—	$	1	$	—	$	120
	_____________
	(1)       Amounts include assets transferred by unrelated transferors.
					At December 31, 2013
					Level 1		Level 2		Level 3		Total
					(dollars in millions)
	Retained interests (fair value):
		Investment grade		$	—	$	626	$	1	$	627
		Non-investment grade			—		164		1,386		1,550
			Total retained interests (fair value)	$	—	$	790	$	1,387	$	2,177
	Interests purchased in the secondary market (fair value):
		Investment grade		$	—	$	547	$	8	$	555
		Non-investment grade			—		182		24		206
			Total interests purchased in the secondary market (fair value)	$	—	$	729	$	32	$	761
	Derivative assets (fair value)			$	—	$	615	$	179	$	794
	Derivative liabilities (fair value)			$	—	$	110	$	11	$	121
Transfers of Assets Treated as Secured Financings	'
			At June 30, 2014				At December 31, 2013
			Carrying Value of				Carrying Value of
			Assets		Liabilities		Assets		Liabilities
			(dollars in millions)
	Credit-linked notes	$	47	$	37	$	48	$	41
	Equity-linked transactions		33		28		40		35
	Other		269		269		157		156
Mortgage Servicing Activities for SPEs	'
			At June 30, 2014
			Residential Mortgage Unconsolidated SPEs			Residential Mortgage Consolidated SPEs		Commercial Mortgage Unconsolidated SPEs
				(dollars in millions)
	Assets serviced (unpaid principal balance)		$	—	$	488	$	—
	Amounts past due 90 days or greater
		(unpaid principal balance)(1)	$	—	$	28	$	—
	Percentage of amounts past due 90 days
		or greater(1)		—		5.60%		—
	Credit losses		$	—	$	1	$	—
	_____________
	(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, 2013
			Residential Mortgage Unconsolidated SPEs			Residential Mortgage Consolidated SPEs		Commercial Mortgage Unconsolidated SPEs
				(dollars in millions)
	Assets serviced (unpaid principal balance)		$	785	$	775	$	4,114
	Amounts past due 90 days or greater
		(unpaid principal balance)(1)	$	66	$	44	$	—
	Percentage of amounts past due 90 days
		or greater(1)		8.50%		5.60%		—
	Credit losses		$	1	$	17	$	—
	_____________
	(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_and_Allo1

Financing Receivables and Allowance for Credit Losses (Tables)	6 Months Ended
	Jun. 30, 2014
Accounts, Notes, Loans and Financing Receivable, Gross, Allowance, and Net [Abstract]	'
Table of Loans Outstanding	'
				30-Jun-14							31-Dec-13
	Loans by Product Type			Loans Held For Investment		Loans Held For Sale		Total Loans			Loans Held For Investment		Loans Held For Sale		Total Loans
				(dollars in millions)
	Corporate loans		$	18,777	$	5,491	$	24,268		$	13,263	$	6,168	$	19,431
	Consumer loans			14,306		—		14,306			11,577		—		11,577
	Residential real estate loans			12,624		93		12,717			10,006		112		10,118
	Wholesale real estate loans			3,061		1,046		4,107			1,855		49		1,904
	Total loans, gross of allowance for loan losses			48,768		6,630		55,398			36,701		6,329		43,030
	Allowance for loan losses			-138		—		-138			-156		—		-156
	Total loans, net of allowance for loan losses(1)(2)		$	48,630	$	6,630	$	55,260		$	36,545	$	6,329	$	42,874
	______________
	Amounts include loans that are made to non-U.S. borrowers of $7,053 million and $4,729 million at June 30, 2014 and December 31, 2013, respectively.
	See Note 11 for further information related to unfunded lending commitments.
Table of Credit Quality Indicators for Gross Loans Held-for-investment by Product Type	'
				30-Jun-14
	Loans by Credit Quality Indicators			Corporate		Consumer		Residential Real Estate		Wholesale Real Estate		Total
				(dollars in millions)
	Pass		$	18,589	$	14,306	$	12,602	$	3,061	$	48,558
	Special Mention			99		—		—		—		99
	Substandard			82		—		22		—		104
	Doubtful			7		—		—		—		7
	Loss			—		—		—		—		—
	Total loans		$	18,777	$	14,306	$	12,624	$	3,061	$	48,768
				31-Dec-13
	Loans by Credit Quality Indicators			Corporate		Consumer		Residential Real Estate		Wholesale Real Estate		Total
				(dollars in millions)
	Pass		$	12,893	$	11,577	$	9,992	$	1,829	$	36,291
	Special Mention			189		—		—		16		205
	Substandard			174		—		14		—		188
	Doubtful			7		—		—		10		17
	Loss			—		—		—		—		—
	Total loans		$	13,263	$	11,577	$	10,006	$	1,855	$	36,701
Table of Impaired Loans, Past Due Loans and Allowance for Held-for-investment Loans	'
				30-Jun-14
	Loans by Product Type			Corporate		Consumer		Residential Real Estate		Wholesale Real Estate		Total
				(dollars in millions)
	Impaired loans with allowance		$	5	$	—	$	—	$	—	$	5
	Impaired loans without allowance(1)			6		—		10		—		16
	Impaired loans unpaid principal balance			11		—		10		—		21
	Past due 90 days loans and on nonaccrual			7		—		12		—		19
				31-Dec-13
	Loans by Product Type			Corporate		Consumer		Residential Real Estate		Wholesale Real Estate		Total
				(dollars in millions)
	Impaired loans with allowance		$	63	$	—	$	—	$	10	$	73
	Impaired loans without allowance(1)			6		—		11		—		17
	Impaired loans unpaid principal balance			69		—		11		10		90
	Past due 90 days loans and on nonaccrual			7		—		11		10		28
				30-Jun-14
	Loans by Region			Americas		EMEA		Asia-Pacific		Total
				(dollars in millions)
	Impaired loans		$	21	$	—	$	—	$	21
	Past due 90 days loans and on nonaccrual			19		—		—		19
	Allowance for loan losses			107		25		6		138
				31-Dec-13
	Loans by Region			Americas		EMEA		Asia-Pacific		Total
				(dollars in millions)
	Impaired loans		$	90	$	—	$	—	$	90
	Past due 90 days loans and on nonaccrual			28		—		—		28
	Allowance for loan losses			123		28		5		156
	EMEA—Europe, Middle East and Africa.
	(1)       At June 30, 2014 and December 31, 2013, no allowance was outstanding for these loans as the fair value of the collateral held exceeded or equaled the carrying value.
Loan and Lending-related Commitments by Impairment Methodology, and Their Respective Allowances	'
				Corporate		Consumer		Residential Real Estate		Wholesale Real Estate
												Total
				(dollars in millions)
	Allowance for loan losses:
		Balance at December 31, 2013	$	137	$	1	$	4	$	14	$	156
		Gross charge-offs		—		—		—		-3		-3
		Gross recoveries		—		—		—		—		—
		Net charge-offs		—		—		—		-3		-3
		Provision (release) for loan losses(1)		-20		1		2		2		-15
		Balance at June 30, 2014	$	117	$	2	$	6	$	13	$	138
	Allowance for loan losses by impairment methodology:
		Inherent	$	115	$	2	$	6	$	13	$	136
		Specific		2		—		—		—		2
		Total allowance for loan losses at June 30,
		2014	$	117	$	2	$	6	$	13	$	138
	Loans evaluated by impairment methodology(2):
		Inherent	$	18,766	$	14,306	$	12,614	$	3,061	$	48,747
		Specific		11		—		10		—		21
		Total loans evaluated at June 30, 2014	$	18,777	$	14,306	$	12,624	$	3,061	$	48,768
	Allowance for lending-related commitments:
		Balance at December 31, 2013	$	125	$	—	$	—	$	2	$	127
		Provision for lending-related commitments(3)		30		—		—		—		30
		Balance at June 30, 2014	$	155	$	—	$	—	$	2	$	157
	Allowance for lending-related commitments by
		impairment methodology:
		Inherent	$	155	$	—	$	—	$	2	$	157
		Specific		—		—		—		—		—
		Total allowance for lending-related commitments
		at June 30, 2014	$	155	$	—	$	—	$	2	$	157
	Lending-related commitments evaluated by
		impairment methodology(2):
		Inherent	$	69,331	$	3,274	$	249	$	252	$	73,106
		Specific		—		—		—		—		—
		Total lending-related commitments evaluated
		at June 30, 2014	$	69,331	$	3,274	$	249	$	252	$	73,106
	_______________
	(1)       The Company recorded $14 million of provision for loan losses within Other revenues for the quarter ended June 30, 2014.
	(2)       Balances are gross of the allowance.
	(3)       The Company recorded $11 million of provision for lending-related commitments within Other non-interest expenses for the quarter ended June 30, 2014.
				Corporate		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
		Gross recoveries		—		—		—		—		—
		Net charge-offs		-12		—		-1		-2		-15
		Provision (release) for loan losses(1)		31		-2		—		5		34
		Balance at June 30, 2013	$	115	$	1	$	4	$	5	$	125
	Allowance for loan losses by impairment methodology:
		Inherent	$	113	$	1	$	4	$	4	$	122
		Specific		2		—		—		1		3
		Total allowance for loan losses at June 30, 2013	$	115	$	1	$	4	$	5	$	125
	Loans evaluated by impairment methodology(2):
		Inherent	$	11,154	$	9,452	$	7,594	$	853	$	29,053
		Specific		16		—		8		10		34
		Total loan evaluated at June 30, 2013	$	11,170	$	9,452	$	7,602	$	863	$	29,087
	Allowance for lending-related commitments:
		Balance at December 31, 2012	$	90	$	—	$	—	$	1	$	91
		Provision for lending-related commitments(3)		29		—		—		—		29
		Other		-10		—		—		—		-10
		Balance at June 30, 2013	$	109	$	—	$	—	$	1	$	110
	Allowance for lending-related commitments by
	impairment methodology:
	Inherent	$	109	$	—	$	—	$	1	$	110
	Specific		—		—		—		—		—
	Total allowance for lending-related commitments
	at June 30, 2013	$	109	$	—	$	—	$	1	$	110
Lending-related commitments evaluated by
	impairment methodology(2):
	Inherent	$	52,245	$	1,657	$	2,093	$	258	$	56,253
	Specific		—		—		—		—		—
	Total lending-related commitments evaluated
	at June 30, 2013	$	52,245	$	1,657	$	2,093	$	258	$	56,253
_______________
(1)       The Company recorded $7 million of provision for loan losses within Other revenues for the quarter ended June 30, 2013.
(2) Balances are gross of the allowance.
(3)       The Company recorded $17 million of provision for lending-related commitments within Other non-interest expenses for the quarter ended June 30, 2013.

Borrowings_and_Other_Secured_F1

Borrowings and Other Secured Financings (Tables)	6 Months Ended
	Jun. 30, 2014
Borrowings and Other Secured Financings	'
Components of Long-term Borrowings	'
			At June 30, 2014		At December 31, 2013
			(dollars in millions)
	Senior debt	$	138,760	$	139,451
	Subordinated debt		5,847		9,275
	Junior subordinated debentures		4,876		4,849
	Total	$	149,483	$	153,575
Other Secured Financings	'
				At June 30, 2014		At December 31, 2013
				(dollars in millions)
	Secured financings with original maturities greater than one year		$	10,153	$	9,750
	Secured financings with original maturities one year or less			3,520		4,233
	Failed sales(1)			334		232
		Total(2)	$	14,007	$	14,215
	___________
	(1)       For more information on failed sales, see Note 7.
	(2)       Amounts include $5,056 million and $5,206 million at fair value at June 30, 2014 and December 31, 2013, respectively.

Derivative_Instruments_and_Hed1

Derivative Instruments and Hedging Activities (Tables)	6 Months Ended
	Jun. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Offsetting of Derivative Instruments and Related Collateral Amounts	'
				At June 30, 2014
				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	$	375,992	$	-350,827	$	25,165	$	-6,872	$	-61	$	18,232
		Cleared OTC(4)		193,045		-190,651		2,394		-9		—		2,385
		Exchange traded		33,736		-29,329		4,407		—		—		4,407
		Total derivative assets	$	602,773	$	-570,807	$	31,966	$	-6,881	$	-61	$	25,024
	Derivative liabilities
		Bilateral OTC	$	360,015	$	-333,307	$	26,708	$	-6,629	$	-81	$	19,998
		Cleared OTC(4)		190,452		-188,449		2,003		—		-7		1,996
		Exchange traded		36,042		-29,329		6,713		-680		—		6,033
		Total derivative liabilities	$	586,509	$	-551,085	$	35,424	$	-7,309	$	-88	$	28,027
	(1)       Amounts include $6.5 billion of derivative assets and $6.6 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)       Amounts include OTC derivatives that are centrally cleared in accordance with certain regulatory requirements.
				At December 31, 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	$	404,352	$	-378,459	$	25,893	$	-8,785	$	-132	$	16,976
		Cleared OTC(4)		267,057		-266,419		638		—		—		638
		Exchange traded		31,609		-25,673		5,936		—		—		5,936
		Total derivative assets	$	703,018	$	-670,551	$	32,467	$	-8,785	$	-132	$	23,550
	Derivative liabilities
		Bilateral OTC	$	386,199	$	-361,059	$	25,140	$	-5,365	$	-136	$	19,639
		Cleared OTC(4)		266,559		-265,378		1,181		—		-372		809
		Exchange traded		33,113		-25,673		7,440		-651		—		6,789
		Total derivative liabilities	$	685,871	$	-652,110	$	33,761	$	-6,016	$	-508	$	27,237
	(1)       Amounts include $8.7 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)       Amounts include 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 June 30, 2014(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		$	344	$	393	$	653	$	4,571	$	-4,232	$	1,729	$	1,693
	AA			1,289		2,293		2,963		10,220		-10,871		5,894		4,141
	A			7,151		9,669		8,721		19,663		-37,360		7,844		5,791
	BBB			2,911		3,364		3,556		14,091		-15,646		8,276		6,024
	Non-investment grade			2,140		1,998		998		3,238		-4,619		3,755		2,968
		Total	$	13,835	$	17,717	$	16,891	$	51,783	$	-72,728	$	27,498	$	20,617
	(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, 2013(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		$	300	$	752	$	1,073	$	3,664	$	-3,721	$	2,068	$	1,673
	AA			2,687		3,145		3,377		9,791		-13,515		5,485		3,927
	A			7,382		8,428		9,643		17,184		-35,644		6,993		4,970
	BBB			2,617		3,916		3,228		13,693		-16,191		7,263		4,870
	Non-investment grade			2,053		2,980		1,372		2,922		-4,737		4,590		2,174
		Total	$	15,039	$	19,221	$	18,693	$	47,254	$	-73,808	$	26,399	$	17,614
	_____________
	(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 June 30, 2014
					Fair Value									Notional
					Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total
					(dollars in millions)
	Derivatives designated as accounting
	hedges:
		Interest rate contracts		$	4,585	$	584	$	—	$	5,169		$	51,265	$	16,018	$	—	$	67,283
		Foreign exchange contracts			36		1		—		37			2,669		87		—		2,756
			Total derivatives designated as
			accounting hedges		4,621		585		—		5,206			53,934		16,105		—		70,039
	Derivatives not designated as accounting
	hedges(2):
		Interest rate contracts			258,493		188,224		323		447,040			5,667,930		11,243,252		1,107,468		18,018,650
		Credit contracts			30,265		4,084		—		34,349			995,043		176,754		—		1,171,797
		Foreign exchange contracts			41,543		152		10		41,705			1,855,437		12,366		5,281		1,873,084
		Equity contracts			25,934		—		30,234		56,168			315,020		—		475,564		790,584
		Commodity contracts			14,909		—		3,169		18,078			123,282		—		144,224		267,506
		Other			227		—		—		227			3,596		—		—		3,596
			Total derivatives not designated
			as accounting hedges		371,371		192,460		33,736		597,567			8,960,308		11,432,372		1,732,537		22,125,217
	Total derivatives			$	375,992	$	193,045	$	33,736	$	602,773		$	9,014,242	$	11,448,477	$	1,732,537	$	22,195,256
	Cash collateral netting				-51,903		-3,599		—		-55,502			—		—		—		—
	Counterparty netting				-298,924		-187,052		-29,329		-515,305			—		—		—		—
		Total derivative assets		$	25,165	$	2,394	$	4,407	$	31,966		$	9,014,242	$	11,448,477	$	1,732,537	$	22,195,256
					Derivative Liabilities
					At June 30, 2014
					Fair Value									Notional
					Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total
					(dollars in millions)
	Derivatives designated as accounting
	hedges:
		Interest rate contracts		$	361	$	242	$	—	$	603		$	2,681	$	9,380	$	—	$	12,061
		Foreign exchange contracts			217		24		—		241			9,839		634		—		10,473
			Total derivatives designated as											.
			accounting hedges		578		266		—		844			12,520		10,014		—		22,534
	Derivatives not designated as accounting
	hedges(2):
		Interest rate contracts			242,963		186,699		248		429,910			5,445,251		11,010,879		1,553,499		18,009,629
		Credit contracts			30,061		3,329		—		33,390			922,310		137,642		—		1,059,952
		Foreign exchange contracts			42,188		158		4		42,350			1,914,763		10,779		8,673		1,934,215
		Equity contracts			30,650		—		31,999		62,649			342,015		—		475,985		818,000
		Commodity contracts			13,515		—		3,791		17,306			118,521		—		124,839		243,360
		Other			60		—		—		60			4,896		—		—		4,896
			Total derivatives not designated
			as accounting hedges		359,437		190,186		36,042		585,665			8,747,756		11,159,300		2,162,996		22,070,052
	Total derivatives			$	360,015	$	190,452	$	36,042	$	586,509		$	8,760,276	$	11,169,314	$	2,162,996	$	22,092,586
	Cash collateral netting				-34,383		-1,397		—		-35,780			—		—		—		—
	Counterparty netting				-298,924		-187,052		-29,329		-515,305			—		—		—		—
		Total derivative liabilities		$	26,708	$	2,003	$	6,713	$	35,424		$	8,760,276	$	11,169,314	$	2,162,996	$	22,092,586
	_____________
	(1)       Amounts include OTC derivatives that are centrally cleared in accordance with certain regulatory requirements.
	(2)       Notional amounts include gross notionals related to open long and short futures contracts of $524 billion and $1,073 billion, respectively. The unsettled fair value on these futures contracts (excluded from the table above) of $627 million and $64 million is included in Customer and other receivables and Customer and other payables, respectively, on the condensed consolidated statements of financial condition.
					Derivative Assets
					At December 31, 2013
					Fair Value									Notional
					Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total
					(dollars in millions)
	Derivatives designated as accounting
	hedges:
		Interest rate contracts		$	4,729	$	287	$	—	$	5,016		$	54,696	$	14,685	$	—	$	69,381
		Foreign exchange contracts			236		—		—		236			6,694		—		—		6,694
			Total derivatives designated as
		accounting hedges		4,965		287		—		5,252			61,390		14,685		—		76,075
Derivatives not designated as accounting
hedges(2):
	Interest rate contracts			262,697		261,348		291		524,336			6,206,450		11,854,610		856,137		18,917,197
	Credit contracts			39,054		5,292		—		44,346			1,244,004		240,781		—		1,484,785
	Foreign exchange contracts			61,383		130		52		61,565			1,818,429		9,634		9,783		1,837,846
	Equity contracts			26,104		—		28,001		54,105			294,524		—		437,842		732,366
	Commodity contracts			10,106		—		3,265		13,371			144,981		—		139,433		284,414
	Other			43		—		—		43			3,198		—		—		3,198
		Total derivatives not designated
		as accounting hedges		399,387		266,770		31,609		697,766			9,711,586		12,105,025		1,443,195		23,259,806
Total derivatives			$	404,352	$	267,057	$	31,609	$	703,018		$	9,772,976	$	12,119,710	$	1,443,195	$	23,335,881
Cash collateral netting				-48,540		-3,462		—		-52,002			—		—		—		—
Counterparty netting				-329,919		-262,957		-25,673		-618,549			—		—		—		—
	Total derivative assets		$	25,893	$	638	$	5,936	$	32,467		$	9,772,976	$	12,119,710	$	1,443,195	$	23,335,881
				Derivative Liabilities
				At December 31, 2013
				Fair Value									Notional
				Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total			Bilateral OTC		Cleared OTC(1)		Exchange Traded		Total
				(dollars in millions)
Derivatives designated as accounting
hedges:
	Interest rate contracts		$	570	$	614	$	—	$	1,184		$	2,642	$	12,667	$	—	$	15,309
	Foreign exchange contracts			258		5		—		263			5,970		503		—		6,473
		Total derivatives designated as
		accounting hedges		828		619		—		1,447			8,612		13,170		—		21,782
Derivatives not designated as accounting
hedges(2):
	Interest rate contracts			244,906		261,011		228		506,145			6,035,757		11,954,325		1,067,894		19,057,976
	Credit contracts			37,835		4,791		—		42,626			1,099,483		213,900		—		1,313,383
	Foreign exchange contracts			61,635		138		23		61,796			1,897,400		10,505		3,106		1,911,011
	Equity contracts			31,483		—		29,412		60,895			341,232		—		464,622		805,854
	Commodity contracts			9,436		—		3,450		12,886			138,784		—		120,556		259,340
	Other			76		—		—		76			4,659		—		—		4,659
		Total derivatives not designated
		as accounting hedges		385,371		265,940		33,113		684,424			9,517,315		12,178,730		1,656,178		23,352,223
Total derivatives			$	386,199	$	266,559	$	33,113	$	685,871		$	9,525,927	$	12,191,900	$	1,656,178	$	23,374,005
Cash collateral netting				-31,139		-2,422		—		-33,561			—		—		—		—
Counterparty netting				-329,920		-262,956		-25,673		-618,549			—		—		—		—
	Total derivative liabilities		$	25,140	$	1,181	$	7,440	$	33,761		$	9,525,927	$	12,191,900	$	1,656,178	$	23,374,005
_____________
(1)       Amounts include OTC derivatives that are centrally cleared in accordance with certain regulatory requirements.
(2)       Notional amounts include gross notionals related to open long and short futures contracts of $426 billion and $729 billion, respectively. The unsettled fair value on these futures contracts (excluded from the table above) of $879 million and $27 million is included in Customer and other receivables and Customer and other payables, respectively, on the condensed consolidated statements of financial condition.
Summary of Gains or Losses Reported on Derivative Instruments Designated and Not Designated as Accounting Hedges	'
	The following tables summarize the gains or losses reported on derivative instruments designated and qualifying as accounting hedges for the quarters ended June 30, 2014 and 2013, 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				Six Months Ended
			June 30,				June 30,
	Product Type		2014		2013		2014		2013
			(dollars in millions)
	Derivatives	$	621	$	-2,247	$	931	$	-3,119
	Borrowings		-320		2,629		-328		3,791
	Total	$	301	$	382	$	603	$	672
	Derivatives Designated as Net Investment Hedges.
				Gains (Losses) Recognized in OCI (effective portion)
				Three Months Ended				Six Months Ended
				June 30,				June 30,
	Product Type			2014		2013		2014		2013
				(dollars in millions)
	Foreign exchange contracts(1)		$	-109	$	230	$	-176	$	539
		Total	$	-109	$	230	$	-176	$	539
	____________
	(1)       Losses of $52 million and $97 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and six months ended June 30, 2014, respectively. Losses of $36 million and $68 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and six months ended June 30, 2013, respectively.
	The table below summarizes gains (losses) on derivative instruments not designated as accounting hedges for the quarters and six months ended June 30, 2014 and 2013, respectively:
				Gains (Losses) Recognized in Income(1)(2)
				Three Months Ended				Six Months Ended
				June 30,				June 30,
	Product Type			2014		2013		2014		2013
				(dollars in millions)
	Interest rate contracts		$	-679	$	-65	$	-2,033	$	75
	Credit contracts			-354		253		-197		174
	Foreign exchange contracts			567		1,485		1,591		2,036
	Equity contracts			-1,918		-301		-2,077		-3,361
	Commodity contracts			-53		880		472		1,303
	Other contracts			49		-42		145		-44
		Total derivative instruments	$	-2,388	$	2,210	$	-2,099	$	183
	____________
	(1)       Gains (losses) on derivative contracts not designated as hedges are primarily included in Trading revenues 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 revenues in the condensed consolidated statements of income.
Credit Derivatives and Other Credit Contracts	'
			At June 30, 2014
			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	$	648,859	$	-10,923	$	615,380	$	9,916
	Index and basket credit default swaps		351,597		-3,298		268,988		2,577
	Tranched index and basket credit default swaps		118,391		-3,580		228,534		4,349
	Total	$	1,118,847	$	-17,801	$	1,112,902	$	16,842
			At December 31, 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	$	799,838	$	-9,349	$	758,536	$	8,564
	Index and basket credit default swaps		454,355		-3,756		361,961		2,827
	Tranched index and basket credit default swaps		146,597		-3,889		276,881		3,883
	Total	$	1,400,790	$	-16,994	$	1,397,378	$	15,274
	The table below summarizes the credit ratings and maturities of protection sold through credit default swaps and other credit contracts at June 30, 2014:
					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		$	1,971	$	10,826	$	8,984	$	1,066	$	22,847	$	-140
		AA			8,494		25,308		20,454		4,356		58,612		-850
		A			31,078		54,880		31,923		4,126		122,007		-2,598
		BBB			67,458		124,313		82,750		18,451		292,972		-4,973
		Non-investment grade			37,875		69,616		39,851		5,079		152,421		-2,362
	Total				146,876		284,943		183,962		33,078		648,859		-10,923
	Index and basket credit default swaps(3):
		AAA			24,880		29,124		13,897		2,193		70,094		-1,209
		AA			2,421		5,761		4,162		3,752		16,096		-436
		A			1,105		2,011		10,446		31		13,593		-352
		BBB			43,058		58,434		100,581		7,328		209,401		-3,903
		Non-investment grade			33,875		94,508		22,163		10,258		160,804		-978
	Total				105,339		189,838		151,249		23,562		469,988		-6,878
	Total credit default swaps sold			$	252,215	$	474,781	$	335,211	$	56,640	$	1,118,847	$	-17,801
	Other credit contracts(4)(5)			$	51	$	520	$	441	$	631	$	1,643	$	-479
	Total credit derivatives and
		other credit contracts		$	252,266	$	475,301	$	335,652	$	57,271	$	1,120,490	$	-18,280
	_____________
	(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, 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		$	1,546	$	8,661	$	12,128	$	1,282	$	23,617	$	-145
		AA			9,443		24,158		25,310		4,317		63,228		-845
		A			45,663		53,755		44,428		4,666		148,512		-2,704
		BBB			103,143		122,382		112,950		20,491		358,966		-4,294
		Non-investment grade			60,254		77,393		61,088		6,780		205,515		-1,361
	Total				220,049		286,349		255,904		37,536		799,838		-9,349
	Index and basket credit default swaps(3):
		AAA			14,890		40,522		30,613		2,184		88,209		-1,679
	AA			3,751		4,127		4,593		6,006		18,477		-275
	A			2,064		2,263		11,633		36		15,996		-418
	BBB			5,974		29,709		74,982		3,847		114,512		-2,220
	Non-investment grade			67,108		157,149		122,516		16,985		363,758		-3,053
Total				93,787		233,770		244,337		29,058		600,952		-7,645
Total credit default swaps sold			$	313,836	$	520,119	$	500,241	$	66,594	$	1,400,790	$	-16,994
Other credit contracts(4)(5)			$	75	$	441	$	529	$	816	$	1,861	$	-457
Total credit derivatives and other
	credit contracts		$	313,911	$	520,560	$	500,770	$	67,410	$	1,402,651	$	-17,451
_____________
(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)	6 Months Ended
	Jun. 30, 2014
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-Jun-14
				(dollars in millions)
	Letters of credit and other financial guarantees
		obtained to satisfy collateral requirements	$	372	$	1	$	—	$	2	$	375
	Investment activities			519		69		31		425		1,044
	Primary lending commitments—investment grade(1)			17,936		13,637		36,263		572		68,408
	Primary lending commitments—non-investment grade(1)			808		5,131		13,610		4,542		24,091
	Secondary lending commitments(2)			50		41		37		181		309
	Commitments for secured lending transactions			2,185		419		25		9		2,638
	Forward starting reverse repurchase agreements and
		securities borrowing agreements(3)(4)		57,860		—		—		—		57,860
	Commercial and residential mortgage-related commitments			4		92		394		301		791
	Underwriting commitments			872		—		—		—		872
	Other lending commitments			3,524		826		224		179		4,753
		Total	$	84,130	$	20,216	$	50,584	$	6,211	$	161,141
	(1)       This amount includes $54.1 billion of investment grade and $13 billion of non-investment grade unfunded commitments accounted for as held for investment and $10.4 billion of investment grade and $9.5 billion of non-investment grade unfunded commitments accounted for as held for sale at June 30, 2014. 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 June 30, 2014 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 June 30, 2014, $55.2 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 $0.6 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)		$	252,215	$	474,781	$	335,211	$	56,640	$	1,118,847	$	-17,801	$	—
	Other credit contracts			51		520		441		631		1,643		-479		—
	Non-credit derivative contracts(1)			1,330,774		872,496		320,305		544,009		3,067,584		52,489		—
	Standby letters of credit and other
		financial guarantees issued(2)		848		729		1,135		5,747		8,459		-246		7,133
	Market value guarantees			9		80		82		530		701		6		93
	Liquidity facilities			2,383		—		—		—		2,383		-4		3,314
	Whole loan sales representations
		and warranties		—		—		—		23,677		23,677		34		—
	Securitization representations and
		warranties		—		—		—		65,941		65,941		81		—
	General partner guarantees			63		18		75		305		461		73		—
	(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 10.
	(2)       Approximately $2.0 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.

Regulatory_Requirements_Tables

Regulatory Requirements (Tables)	6 Months Ended
	Jun. 30, 2014
Regulatory Requirements	'
Capital Measures	'
			At June 30, 2014				At December 31, 2013
			U.S. Basel III Transitional/ Advanced Approach				U.S. Basel I(1)
			Balance		Ratio		Balance		Ratio
			(dollars in millions)
	Common Equity Tier 1 capital
	and Tier 1 common capital	$	58,144		13.90%	$	49,917		12.80%
	Tier 1 capital		64,533		15.40%		61,007		15.70%
	Total capital		72,787		17.40%		66,000		16.90%
	RWAs		418,054		—		389,675		—
	Adjusted average assets(2)		824,662		—		805,838		—
	Tier 1 leverage		—		7.80%		—		7.60%
	__________
	(1)       The standards applicable in 2013 included U.S. Basel I as supplemented by Basel 2.5. The Company's Total capital, Tier 1 capital, Tier 1 common capital and Tier 1 leverage ratios and RWAs at December 31, 2013 were calculated under this framework.
	(2)       Average total on-balance sheet assets subject to certain adjustments in accordance with U.S. Basel I rules for the quarter ended December 31, 2013 and U.S. Basel III rules for the quarter ended June 30, 2014.
Capital Information for U.S. Bank Operating Subsidiaries, Which Are U.S. Depository Institutions	'
				At June 30, 2014				At December 31, 2013
				U.S. Basel III Transitional/
				Basel I + 2.5 Approach				U.S. Basel I(1)(2)
				Balance		Ratio		Balance		Ratio
				(dollars in millions)
	Common Equity Tier 1 capital (to RWAs):
		MSBNA	$	11,604		13.00%		N/A		N/A
		MSPBNA	$	2,226		22.00%		N/A		N/A
	Tier 1 capital (to RWAs):
		MSBNA	$	11,604		13.00%	$	11,086		14.60%
		MSPBNA	$	2,226		22.00%	$	2,177		26.50%
	Total capital (to RWAs):
		MSBNA	$	13,279		14.80%	$	12,749		16.80%
		MSPBNA	$	2,244		22.10%	$	2,184		26.60%
	Tier 1 leverage:
		MSBNA	$	11,604		10.50%	$	11,086		10.80%
		MSPBNA	$	2,226		10.20%	$	2,177		9.70%
	N/A—Not Applicable
	(1)       The standards applicable in 2013 included U.S. Basel I as supplemented by Basel 2.5. The Company's U.S. Banks' Total capital, Tier 1 capital and Tier 1 leverage ratios and RWAs at December 31, 2013 were calculated under this framework.
	(2) The December 31, 2013 ratios of MSBNA have been restated to reflect certain amendments to its regulatory reports.

Total_Equity_Tables

Total Equity (Tables)	6 Months Ended
	Jun. 30, 2014
Redeemable Noncontrolling Interests and Total Equity	'
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		AFS		and Other Related
					Adjustments		Hedges		Securities		Adjustments		Total
	Balance at March 31, 2014			$	-218	$	—	$	-208	$	-542	$	-968
		Other comprehensive income before
			reclassifications		68		—		168		2		238
		Amounts reclassified from AOCI			—		1		-6		2		-3
	Net other comprehensive income during
		the period			68		1		162		4		235
	Balance at June 30, 2014			$	-150	$	1	$	-46	$	-538	$	-733
									Change in
					Foreign		Net Change		Net Unrealized		Pension,
					Currency		in		Gains (Losses) on		Postretirement
					Translation		Cash Flow		AFS		and Other Related
					Adjustments		Hedges		Securities		Adjustments		Total
	Balance at March 31, 2013			$	-276	$	-4	$	124	$	-538	$	-694
		Other comprehensive income (loss) before
			reclassifications		-144		—		-322		5		-461
		Amounts reclassified from AOCI			—		1		-20		5		-14
	Net other comprehensive income (loss) during
		the period			-144		1		-342		10		-475
	Balance at June 30, 2013			$	-420	$	-3	$	-218	$	-528	$	-1,169
									Change in		Pension,
					Foreign		Net Change		Net Unrealized		Postretirement
					Currency		in		Gains (Losses) on		and Other
					Translation		Cash Flow		AFS		Related
					Adjustments		Hedges		Securities		Adjustments		Total
	Balance at December 31, 2013			$	-266	$	-1	$	-282	$	-544	$	-1,093
		Other comprehensive income before
			reclassifications		116		—		246		2		364
		Amounts reclassified from AOCI			—		2		-10		4		-4
	Net other comprehensive income during
		the period			116		2		236		6		360
	Balance at June 30, 2014			$	-150	$	1	$	-46	$	-538	$	-733
									Change in		Pension,
					Foreign		Net Change		Net Unrealized		Postretirement
					Currency		in		Gains (Losses) on		and Other
					Translation		Cash Flow		AFS		Related
					Adjustments		Hedges		Securities		Adjustments		Total
	Balance at December 31, 2012			$	-123	$	-5	$	151	$	-539	$	-516
		Other comprehensive loss before
			reclassifications		-297		—		-347		2		-642
		Amounts reclassified from AOCI			—		2		-22		9		-11
	Net other comprehensive income (loss)
		during the period			-297		2		-369		11		-653
	Balance at June 30, 2013			$	-420	$	-3	$	-218	$	-528	$	-1,169

Earnings_Per_Common_Share_Tabl

Earnings Per Common Share (Tables)	6 Months Ended
	Jun. 30, 2014
Earnings Per Share [Abstract]	'
Calculation of Basic and Diluted EPS	'
					Three Months Ended				Six Months Ended
					June 30,				June 30,
					2014		2013		2014		2013
	Basic EPS:
		Income from continuing operations		$	1,918	$	1,222	$	3,463	$	2,472
		Income (loss) from discontinued operations			-1		-31		38		-50
		Net income			1,917		1,191		3,501		2,422
		Net income applicable to redeemable noncontrolling interests			—		100		—		222
		Net income applicable to nonredeemable noncontrolling interests			18		111		97		258
		Net income applicable to Morgan Stanley			1,899		980		3,404		1,942
		Less: Preferred dividends (Series A Preferred Stock)			-11		-11		-22		-22
		Less: Preferred dividends (Series C Preferred Stock)			-13		-13		-26		-26
		Less: Preferred dividends (Series E Preferred Stock)			-16		—		-31		—
		Less: Preferred dividends (Series F Preferred Stock)			-14		—		-29		—
		Less: Preferred dividends (Series G Preferred Stock)			-7		—		-7		—
		Less: Preferred dividends (Series H Preferred Stock)			-15		—		-15		—
		Less: Wealth Management JV redemption value adjustment
		(see Note 3)			—		-151		—		-151
		Less: Allocation of (earnings) loss to participating RSUs(1):
			From continuing operations		-3		-2		-5		-4
		Earnings applicable to Morgan Stanley common shareholders		$	1,820	$	803	$	3,269	$	1,739
		Weighted average common shares outstanding			1,928		1,908		1,926		1,904
	Earnings per basic common share:
		Income from continuing operations		$	0.94	$	0.44	$	1.68	$	0.94
		Income (loss) from discontinued operations			—		-0.02		0.02		-0.03
			Earnings per basic common share	$	0.94	$	0.42	$	1.7	$	0.91
	Diluted EPS:
		Earnings applicable to Morgan Stanley common shareholders		$	1,820	$	803	$	3,269	$	1,739
		Weighted average common shares outstanding			1,928		1,908		1,926		1,904
		Effect of dilutive securities:
			Stock options and RSUs(1)		41		43		43		42
		Weighted average common shares outstanding and common
		stock equivalents			1,969		1,951		1,969		1,946
	Earnings per diluted common share:
		Income from continuing operations		$	0.92	$	0.43	$	1.64	$	0.92
		Income (loss) from discontinued operations			—		-0.02		0.02		-0.03
			Earnings per diluted common share	$	0.92	$	0.41	$	1.66	$	0.89
	_____________
	(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				Six Months Ended
				June 30,				June 30,
	Number of Antidilutive Securities Outstanding at End of Period:			2014		2013		2014		2013
				(shares in millions)
	RSUs and performance-based stock units			3		4		3		4
	Stock options			13		36		13		36
		Total		16		40		16		40

Interest_Income_and_Interest_E1

Interest Income and Interest Expense (Tables)	6 Months Ended
	Jun. 30, 2014
Interest Income And Interest Expense	'
Schedule of Details of Interest Income and Interest Expense	'
					Three Months Ended				Six Months Ended
					June 30,				June 30,
					2014		2013		2014		2013
					(dollars in millions)
	Interest income(1):
		Trading assets(2)		$	528	$	613	$	1,029	$	1,217
		AFS Securities			150		110		288		206
		Loans			358		278		730		522
		Interest bearing deposits with banks			24		25		59		51
		Federal funds sold and securities purchased under agreements to resell
			and Securities borrowed(3)(4)		-127		-81		-136		-33
		Other			317		323		623		649
	Total interest income			$	1,250	$	1,268	$	2,593	$	2,612
	Interest expense(1):
		Deposits		$	17	$	41	$	30	$	82
		Commercial paper and other short-term borrowings			2		5		2		14
		Long-term debt			930		917		1,865		1,877
		Securities sold under agreements to repurchase and Securities loaned(4)(5)			303		371		629		777
		Other			-269		-270		-508		-524
	Total interest expense			$	983	$	1,064	$	2,018	$	2,226
	Net interest			$	267	$	204	$	575	$	386
	_____________
	(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.
	(3)       Includes fees paid on securities borrowed.
	(4) During the fourth quarter of 2013, the Company identified that certain fees paid on securities borrowed which had been reported within Interest expense should have been reported within Interest income and that certain fees received on securities loaned which had been reported within Interest income should have been reported within Interest expense. The 2013 Form 10-K reflected the adjusted classification on a full year basis. To correct the corresponding 2013 quarterly periods to conform to the Form 10-K presentation, “Securities sold under agreements to repurchase and Securities loaned” and “Federal funds sold and securities purchased under agreements to resell and Securities borrowed” were reduced by $147 million and $191 million for the quarter and six months ended June 30, 2013, respectively. This adjustment had no impact on net interest income.
	(5)       Includes fees received on securities loaned.

Employee_Benefit_Plans_Tables

Employee Benefit Plans (Tables)	6 Months Ended
	Jun. 30, 2014
Employee Benefit Plans	'
Components of Net Periodic Benefit Expense	'
				Three Months Ended				Six Months Ended
				June 30,				June 30,
				2014		2013		2014		2013
				(dollars in millions)
	Service cost, benefits earned during the period		$	6	$	7	$	12	$	14
	Interest cost on projected benefit obligation			40		39		80		78
	Expected return on plan assets			-27		-29		-55		-57
	Net amortization of prior service cost (credit)			-3		-3		-6		-7
	Net amortization of actuarial loss			6		10		12		20
		Net periodic benefit expense	$	22	$	24	$	43	$	48

Segment_and_Geographic_Informa1

Segment and Geographic Information (Tables)	6 Months Ended
	Jun. 30, 2014
Segment and Geographic Information	'
Selected Financial Information by Segments	'
	Three Months Ended June 30, 2014								Institutional Securities		Wealth Management		Investment Management		Intersegment Eliminations		Total
								(dollars in millions)
	Total non-interest revenues							$	4,554	$	3,137	$	700	$	-50	$	8,341
	Interest income								758		616		1		-125		1,250
	Interest expense								1,064		38		9		-128		983
		Net interest							-306		578		-8		3		267
			Net revenues(1)					$	4,248	$	3,715	$	692	$	-47	$	8,608
	Income from continuing operations before income
		taxes						$	961	$	767	$	205	$	—	$	1,933
	Provision for (benefit from) income taxes								-344		296		63		—		15
	Income from continuing operations								1,305		471		142		—		1,918
	Discontinued operations(2):
		Income (loss) from discontinued operations before
			income taxes						-7		—		5		—		-2
		Provision for (benefit from) income taxes							-3		—		2		—		-1
			Income (loss) from discontinued operations						-4		—		3		—		-1
	Net income								1,301		471		145		—		1,917
		Net income applicable to nonredeemable noncontrolling
			interests						11		—		7		—		18
	Net income applicable to Morgan Stanley							$	1,290	$	471	$	138	$	—	$	1,899
	Three Months Ended June 30, 2013								Institutional Securities		Wealth Management		Investment Management		Intersegment Eliminations		Total
								(dollars in millions)
	Total non-interest revenues							$	4,598	$	3,085	$	674	$	-46	$	8,311
	Interest income(3)								875		511		3		-121		1,268
	Interest expense(3)								1,115		65		4		-120		1,064
		Net interest							-240		446		-1		-1		204
			Net revenues(1)					$	4,358	$	3,531	$	673	$	-47	$	8,515
	Income from continuing operations before income
	taxes							$	981	$	655	$	160	$	—	$	1,796
	Provision for income taxes								307		229		38		—		574
	Income from continuing operations								674		426		122		—		1,222
	Discontinued operations(2):
		Income (loss) from discontinued operations before income
			taxes						-30		—		—		-14		-44
		Provision for (benefit from) income taxes							-10		—		—		-3		-13
			Income (loss) from discontinued operations						-20		—		—		-11		-31
	Net income (loss)								654		426		122		-11		1,191
		Net income applicable to redeemable noncontrolling
			interests						—		100		—		—		100
		Net income applicable to nonredeemable noncontrolling
			interests						90		—		21		—		111
	Net income (loss) applicable to Morgan Stanley							$	564	$	326	$	101	$	-11	$	980
	Six Months Ended June 30, 2014								Institutional Securities		Wealth Management		Investment Management		Intersegment Eliminations		Total
								(dollars in millions)
	Total non-interest revenues							$	9,406	$	6,220	$	1,445	$	-91	$	16,980
	Interest income								1,639		1,197		2		-245		2,593
	Interest expense								2,170		80		15		-247		2,018
		Net interest							-531		1,117		-13		2		575
			Net revenues(1)					$	8,875	$	7,337	$	1,432	$	-89	$	17,555
	Income from continuing operations before income
		taxes						$	2,332	$	1,458	$	468	$	—	$	4,258
	Provision for income taxes								77		564		154		—		795
	Income from continuing operations								2,255		894		314		—		3,463
	Discontinued operations(2):
		Income from discontinued operations before income
			taxes						36		—		6		—		42
		Provision for income taxes							2		—		2		—		4
			Income from discontinued operations						34		—		4		—		38
	Net income								2,289		894		318		—		3,501
		Net income applicable to nonredeemable noncontrolling
			interests						36		—		61		—		97
	Net income applicable to Morgan Stanley							$	2,253	$	894	$	257	$	—	$	3,404
	Six Months Ended June 30, 2013								Institutional Securities		Wealth Management		Investment Management		Intersegment Eliminations		Total
							(dollars in millions)
Total non-interest revenues							$	8,924	$	6,142	$	1,323	$	-92	$	16,297
Interest income(3)								1,845		999		5		-237		2,612
Interest expense(3)								2,312		140		10		-236		2,226
	Net interest							-467		859		-5		-1		386
		Net revenues(1)					$	8,457	$	7,001	$	1,318	$	-93	$	16,683
Income from continuing operations before income
	taxes						$	1,798	$	1,252	$	347	$	—	$	3,397
Provision for income taxes								386		449		90		—		925
Income from continuing operations								1,412		803		257		—		2,472
Discontinued operations(2):
	Income (loss) from discontinued operations before
		income taxes						-60		-1		1		-14		-74
	Provision for (benefit from) income taxes							-21		—		—		-3		-24
		Income (loss) from discontinued operations						-39		-1		1		-11		-50
Net income (loss)								1,373		802		258		-11		2,422
	Net income applicable to redeemable noncontrolling
		interests						1		221		—		—		222
	Net income applicable to nonredeemable noncontrolling
		interests						186		—		72		—		258
Net income (loss) applicable to Morgan Stanley							$	1,186	$	581	$	186	$	-11	$	1,942
(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 cumulative performance-based fee revenue at risk of reversing if fund performance falls below stated investment management agreement benchmarks was approximately $592 million at June 30, 2014 and approximately $489 million at December 31, 2013 (see Note 2 to the consolidated financial statements on Form 10-K).
(2)       See Note 1 for discussion of discontinued operations.
(3) During the fourth quarter of 2013, the Company identified that certain fees paid on securities borrowed which had been reported within Interest expense should have been reported within Interest income and that certain fees received on securities loaned which had been reported within Interest income should have been reported within Interest expense. The Form 10-K reflected the adjusted classification on a full year basis. To correct the corresponding 2013 quarterly periods to conform to the Form 10-K presentation, Interest income and Interest expense were reduced by $147 million and $191 million for the quarter and six months ended June 30, 2013, respectively. This adjustment had no impact on net interest income.
Assets by Segments	'
	Total Assets(1)		Institutional Securities		Wealth Management		Investment Management(2)		Total
			(dollars in millions)
	At June 30, 2014	$	667,514	$	153,235	$	5,819	$	826,568
	At December 31, 2013	$	668,596	$	156,711	$	7,395	$	832,702
	(1)       Corporate assets have been fully allocated to the Company's business segments.
	(2)       On April 1, 2014, the Company deconsolidated approximately $1.6 billion in total assets that were related to certain legal entities associated with a real estate fund sponsored by the Company (see Note 7).
Net Revenues by Geographic Area	'
				Three Months Ended				Six Months Ended
				June 30,				June 30,
	Net Revenues			2014		2013		2014		2013
				(dollars in millions)
	Americas		$	6,132	$	6,028	$	12,665	$	11,997
	EMEA			1,498		1,132		2,920		2,198
	Asia-Pacific			978		1,355		1,970		2,488
		Net revenues	$	8,608	$	8,515	$	17,555	$	16,683

Introduction_and_Basis_of_Pres1

Introduction and Basis of Presentation (Details) (USD $)	0 Months Ended	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Mar. 27, 2014	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Discontinued Operations	'	'	'	'	'
Income (loss) from discontinued operations before income taxes	'	($2)	($44)	$42	($74)
Other Discontinued Operations	'	'	'	'	'
Discontinued Operations	'	'	'	'	'
Income (loss) from discontinued operations before income taxes	'	'	-43	'	-73
Canadian Terminal Business	'	'	'	'	'
Discontinued Operations	'	'	'	'	'
Net revenues	'	0	5	49	10
Income (loss) from discontinued operations before income taxes	45	'	'	44	'
Disclosures for Prior Periods [Abstract]	'	'	'	'	'
Cash received from the sale of business	$110	'	'	'	'

Significant_Accounting_Policie2

Significant Accounting Policies (Details) (USD $)	6 Months Ended		3 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2014	Mar. 31, 2014	Jun. 30, 2014	Mar. 31, 2014	Apr. 02, 2014
			Software Costs	Software Costs	Software Costs	Software Costs	Software Costs	Real Estate Funds
				Minimum	Minimum	Maximum	Maximum
Consolidated Statements of Cash Flows	'	'	'	'	'	'	'	'
Significant non-cash activities, assets disposed of in connection with business dispositions	$1,300,000,000	'	'	'	'	'	'	'
Assets Decrease From Deconsolidation	'	'	'	'	'	'	'	1,600,000,000
Premises, Equipment and Software Costs	'	'	'	'	'	'	'	'
Estimated useful lives	'	'	'	'3 years	'3 years	'10 years	'5 years	'
Depreciation and amortization	$612,000,000	$716,000,000	($27,000,000)	'	'	'	'	'

Wealth_Management_JV_Details

Wealth Management JV (Details) (Wealth Management JV, USD $)	0 Months Ended	3 Months Ended	6 Months Ended	9 Months Ended
	Sep. 17, 2012	Jun. 30, 2014	Jun. 30, 2014	Jun. 28, 2013	Jun. 27, 2013	Sep. 16, 2012
Noncontrolling Interest	'	'	'	'	'	'
Purchase of noncontrolling interests, percent	14.00%	'	'	35.00%	'	'
Purchase of noncontrolling interests, gross amount	$1,890,000,000	'	'	$4,725,000,000	'	'
Parent's ownership interest in noncontrolling interest	65.00%	'	'	100.00%	65.00%	51.00%
Transfer of deposits from joint venture partners	'	5,000,000,000	10,000,000,000	'	'	'
Total transfer of deposits currently estimated	'	$18,000,000,000	$18,000,000,000	'	'	'
Citi	'	'	'	'	'	'
Noncontrolling Interest	'	'	'	'	'	'
Noncontrolling owners' interest in noncontrolling interest	'	'	'	'	'	49.00%

Fair_Value_Disclosures_Assets_

Fair Value Disclosures (Assets and Liabilities Measured at Fair Value on a Recurring Basis) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets at Fair Value	'	'
Netting	($570,807)	($670,551)
Investments	6,793	8,013
Trading assets, fair value	259,561	280,744
Available for sale securities	65,474	53,430
Securities received as collateral	19,498	20,508
Federal funds sold and securities purchased under agreement to resell	864	866
Intangible assets	6	8
Liabilities at Fair Value	'	'
Deposits	0	185
Commercial paper and other short-term borrowings	1,315	1,347
Netting	-551,085	-652,110
Total financial instruments sold, not yet purchased, at fair value	109,877	104,521
Obligation to return securities received as collateral	25,449	24,568
Securities sold under agreement to repurchase	614	561
Other secured financings	5,056	5,206
Long-term borrowings	35,219	35,637
Recurring	'	'
Assets at Fair Value	'	'
U.S. government and agency securities	39,025	51,019
Other sovereign government obligations	30,498	32,000
Corporate and other debt	42,025	44,702
Corporate equities	106,213	109,214
Derivative and other contracts	31,966	32,467
Netting	-570,807	-670,551
Investments	6,793	8,013
Physical commodities	3,041	3,329
Trading assets, fair value	259,561	280,744
Available for sale securities	65,474	53,430
Securities received as collateral	19,498	20,508
Federal funds sold and securities purchased under agreement to resell	864	866
Intangible assets	6	8
Total assets measured at fair value	345,403	355,556
Liabilities at Fair Value	'	'
Deposits	'	185
Commercial paper and other short-term borrowings	1,315	1,347
U.S. government and agency securities	13,274	18,672
Other sovereign government obligations	20,377	17,190
Corporate and other debt	5,461	6,394
Corporate equities	35,341	28,504
Derivative and other contracts	35,424	33,761
Netting	-551,085	-652,110
Total financial instruments sold, not yet purchased, at fair value	109,877	104,521
Obligation to return securities received as collateral	25,449	24,568
Securities sold under agreement to repurchase	614	561
Other secured financings	5,056	5,206
Long-term borrowings	35,219	35,637
Total liabilities measure at fair value	177,530	172,025
Recurring | U.S. Treasury Securities	'	'
Assets at Fair Value	'	'
U.S. government and agency securities	24,740	32,083
Liabilities at Fair Value	'	'
U.S. government and agency securities	11,522	15,963
Recurring | U.S. Agency Securities	'	'
Assets at Fair Value	'	'
U.S. government and agency securities	14,285	18,936
Liabilities at Fair Value	'	'
U.S. government and agency securities	1,752	2,709
Recurring | State and Municipal Securities	'	'
Assets at Fair Value	'	'
Corporate and other debt	1,598	1,615
Liabilities at Fair Value	'	'
Corporate and other debt	2	15
Recurring | Residential Mortgage-backed Securities	'	'
Assets at Fair Value	'	'
Corporate and other debt	2,265	2,076
Recurring | Commercial Mortgage-backed Securities	'	'
Assets at Fair Value	'	'
Corporate and other debt	1,363	1,642
Recurring | Asset-backed Securities	'	'
Assets at Fair Value	'	'
Corporate and other debt	709	981
Liabilities at Fair Value	'	'
Corporate and other debt	1	'
Recurring | Corporate Bonds	'	'
Assets at Fair Value	'	'
Corporate and other debt	18,004	17,114
Liabilities at Fair Value	'	'
Corporate and other debt	5,201	5,055
Recurring | Collateralized Debt and Loan Obligations	'	'
Assets at Fair Value	'	'
Corporate and other debt	1,852	2,270
Liabilities at Fair Value	'	'
Corporate and other debt	2	3
Recurring | Loans and Lending Commitments	'	'
Assets at Fair Value	'	'
Corporate and other debt	13,727	12,612
Recurring | Unfunded Lending Commitments	'	'
Liabilities at Fair Value	'	'
Corporate and other debt	29	129
Recurring | Other Debt	'	'
Assets at Fair Value	'	'
Corporate and other debt	2,507	6,392
Liabilities at Fair Value	'	'
Corporate and other debt	226	1,192
Recurring | Interest Rate Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	452,209	529,352
Liabilities at Fair Value	'	'
Derivative and other contracts	430,513	507,329
Recurring | Credit Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	34,349	44,346
Liabilities at Fair Value	'	'
Derivative and other contracts	33,390	42,626
Recurring | Foreign Exchange Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	41,742	61,801
Liabilities at Fair Value	'	'
Derivative and other contracts	42,591	62,059
Recurring | Equity Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	56,168	54,105
Liabilities at Fair Value	'	'
Derivative and other contracts	62,649	60,895
Recurring | Commodity Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	18,078	13,371
Liabilities at Fair Value	'	'
Derivative and other contracts	17,306	12,886
Recurring | Other Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	227	43
Liabilities at Fair Value	'	'
Derivative and other contracts	60	76
Recurring | Private Equity Funds	'	'
Assets at Fair Value	'	'
Investments	2,555	2,531
Recurring | Real Estate Funds	'	'
Assets at Fair Value	'	'
Investments	1,820	1,643
Recurring | Hedge Funds	'	'
Assets at Fair Value	'	'
Investments	744	809
Recurring | Principal Investments	'	'
Assets at Fair Value	'	'
Investments	1,003	2,245
Recurring | Other Investments	'	'
Assets at Fair Value	'	'
Investments	671	785
Recurring | Level 1	'	'
Assets at Fair Value	'	'
U.S. government and agency securities	26,057	33,299
Other sovereign government obligations	23,114	25,363
Corporate and other debt	0	0
Corporate equities	104,842	107,818
Derivative and other contracts	573	577
Netting	-3,324	-3,836
Investments	285	245
Physical commodities	0	0
Trading assets, fair value	154,871	167,302
Available for sale securities	35,170	24,412
Securities received as collateral	19,456	20,497
Federal funds sold and securities purchased under agreement to resell	0	0
Intangible assets	0	0
Total assets measured at fair value	209,497	212,211
Liabilities at Fair Value	'	'
Deposits	'	0
Commercial paper and other short-term borrowings	0	0
U.S. government and agency securities	13,156	18,556
Other sovereign government obligations	17,861	14,717
Corporate and other debt	0	0
Corporate equities	34,364	27,983
Derivative and other contracts	918	532
Netting	-3,324	-3,836
Total financial instruments sold, not yet purchased, at fair value	66,299	61,788
Obligation to return securities received as collateral	25,396	24,549
Securities sold under agreement to repurchase	0	0
Other secured financings	0	0
Long-term borrowings	0	0
Total liabilities measure at fair value	91,695	86,337
Recurring | Level 1 | U.S. Treasury Securities	'	'
Assets at Fair Value	'	'
U.S. government and agency securities	24,740	32,083
Liabilities at Fair Value	'	'
U.S. government and agency securities	11,522	15,963
Recurring | Level 1 | U.S. Agency Securities	'	'
Assets at Fair Value	'	'
U.S. government and agency securities	1,317	1,216
Liabilities at Fair Value	'	'
U.S. government and agency securities	1,634	2,593
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
Recurring | Level 1 | Commercial Mortgage-backed Securities	'	'
Assets at Fair Value	'	'
Corporate and other debt	0	0
Recurring | Level 1 | Asset-backed Securities	'	'
Assets at Fair Value	'	'
Corporate and other debt	0	0
Liabilities at Fair Value	'	'
Corporate and other debt	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 and Loan 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	855	750
Liabilities at Fair Value	'	'
Derivative and other contracts	820	675
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	8	52
Liabilities at Fair Value	'	'
Derivative and other contracts	3	23
Recurring | Level 1 | Equity Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	855	1,215
Liabilities at Fair Value	'	'
Derivative and other contracts	927	1,033
Recurring | Level 1 | Commodity Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	2,179	2,396
Liabilities at Fair Value	'	'
Derivative and other contracts	2,492	2,637
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	80	43
Recurring | Level 1 | Other Investments	'	'
Assets at Fair Value	'	'
Investments	205	202
Recurring | Level 2	'	'
Assets at Fair Value	'	'
U.S. government and agency securities	12,968	17,720
Other sovereign government obligations	7,370	6,610
Corporate and other debt	34,161	37,298
Corporate equities	1,128	1,206
Derivative and other contracts	85,505	83,371
Netting	-504,880	-606,878
Investments	506	470
Physical commodities	3,041	3,329
Trading assets, fair value	144,679	150,004
Available for sale securities	30,304	29,018
Securities received as collateral	42	11
Federal funds sold and securities purchased under agreement to resell	864	866
Intangible assets	0	0
Total assets measured at fair value	175,889	179,899
Liabilities at Fair Value	'	'
Deposits	'	185
Commercial paper and other short-term borrowings	1,315	1,346
U.S. government and agency securities	118	116
Other sovereign government obligations	2,516	2,473
Corporate and other debt	5,393	6,322
Corporate equities	971	513
Derivative and other contracts	68,218	66,348
Netting	-504,880	-606,878
Total financial instruments sold, not yet purchased, at fair value	77,216	75,772
Obligation to return securities received as collateral	53	19
Securities sold under agreement to repurchase	459	407
Other secured financings	4,921	4,928
Long-term borrowings	33,440	33,750
Total liabilities measure at fair value	117,404	116,407
Recurring | Level 2 | 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 2 | U.S. Agency Securities	'	'
Assets at Fair Value	'	'
U.S. government and agency securities	12,968	17,720
Liabilities at Fair Value	'	'
U.S. government and agency securities	118	116
Recurring | Level 2 | State and Municipal Securities	'	'
Assets at Fair Value	'	'
Corporate and other debt	1,594	1,615
Liabilities at Fair Value	'	'
Corporate and other debt	2	15
Recurring | Level 2 | Residential Mortgage-backed Securities	'	'
Assets at Fair Value	'	'
Corporate and other debt	2,210	2,029
Recurring | Level 2 | Commercial Mortgage-backed Securities	'	'
Assets at Fair Value	'	'
Corporate and other debt	1,316	1,534
Recurring | Level 2 | Asset-backed Securities	'	'
Assets at Fair Value	'	'
Corporate and other debt	644	878
Liabilities at Fair Value	'	'
Corporate and other debt	1	'
Recurring | Level 2 | Corporate Bonds	'	'
Assets at Fair Value	'	'
Corporate and other debt	17,494	16,592
Liabilities at Fair Value	'	'
Corporate and other debt	5,187	5,033
Recurring | Level 2 | Collateralized Debt and Loan Obligations	'	'
Assets at Fair Value	'	'
Corporate and other debt	520	802
Liabilities at Fair Value	'	'
Corporate and other debt	2	3
Recurring | Level 2 | Loans and Lending Commitments	'	'
Assets at Fair Value	'	'
Corporate and other debt	7,898	7,483
Recurring | Level 2 | Unfunded Lending Commitments	'	'
Liabilities at Fair Value	'	'
Corporate and other debt	17	127
Recurring | Level 2 | Other Debt	'	'
Assets at Fair Value	'	'
Corporate and other debt	2,485	6,365
Liabilities at Fair Value	'	'
Corporate and other debt	184	1,144
Recurring | Level 2 | Interest Rate Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	448,625	526,127
Liabilities at Fair Value	'	'
Derivative and other contracts	426,855	504,292
Recurring | Level 2 | Credit Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	32,638	42,258
Liabilities at Fair Value	'	'
Derivative and other contracts	30,969	40,391
Recurring | Level 2 | Foreign Exchange Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	41,493	61,570
Liabilities at Fair Value	'	'
Derivative and other contracts	42,456	61,925
Recurring | Level 2 | Equity Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	53,810	51,656
Liabilities at Fair Value	'	'
Derivative and other contracts	59,122	57,797
Recurring | Level 2 | Commodity Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	13,592	8,595
Liabilities at Fair Value	'	'
Derivative and other contracts	13,639	8,749
Recurring | Level 2 | Other Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	227	43
Liabilities at Fair Value	'	'
Derivative and other contracts	57	72
Recurring | Level 2 | Private Equity Funds	'	'
Assets at Fair Value	'	'
Investments	0	0
Recurring | Level 2 | Real Estate Funds	'	'
Assets at Fair Value	'	'
Investments	7	6
Recurring | Level 2 | Hedge Funds	'	'
Assets at Fair Value	'	'
Investments	373	377
Recurring | Level 2 | Principal Investments	'	'
Assets at Fair Value	'	'
Investments	40	42
Recurring | Level 2 | Other Investments	'	'
Assets at Fair Value	'	'
Investments	86	45
Recurring | Level 3	'	'
Assets at Fair Value	'	'
U.S. government and agency securities	0	0
Other sovereign government obligations	14	27
Corporate and other debt	7,864	7,404
Corporate equities	243	190
Derivative and other contracts	3,927	3,425
Netting	-4,564	-4,931
Investments	6,002	7,298
Physical commodities	0	0
Trading assets, fair value	18,050	18,344
Available for sale securities	0	0
Securities received as collateral	0	0
Federal funds sold and securities purchased under agreement to resell	0	0
Intangible assets	6	8
Total assets measured at fair value	18,056	18,352
Liabilities at Fair Value	'	'
Deposits	'	0
Commercial paper and other short-term borrowings	0	1
U.S. government and agency securities	0	0
Other sovereign government obligations	0	0
Corporate and other debt	68	72
Corporate equities	6	8
Derivative and other contracts	4,605	3,346
Netting	-4,564	-4,931
Total financial instruments sold, not yet purchased, at fair value	4,679	3,426
Obligation to return securities received as collateral	0	0
Securities sold under agreement to repurchase	155	154
Other secured financings	135	278
Long-term borrowings	1,779	1,887
Total liabilities measure at fair value	6,748	5,746
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	4	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	55	47
Recurring | Level 3 | Commercial Mortgage-backed Securities	'	'
Assets at Fair Value	'	'
Corporate and other debt	47	108
Recurring | Level 3 | Asset-backed Securities	'	'
Assets at Fair Value	'	'
Corporate and other debt	65	103
Liabilities at Fair Value	'	'
Corporate and other debt	0	'
Recurring | Level 3 | Corporate Bonds	'	'
Assets at Fair Value	'	'
Corporate and other debt	510	522
Liabilities at Fair Value	'	'
Corporate and other debt	14	22
Recurring | Level 3 | Collateralized Debt and Loan Obligations	'	'
Assets at Fair Value	'	'
Corporate and other debt	1,332	1,468
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	5,829	5,129
Recurring | Level 3 | Unfunded Lending Commitments	'	'
Liabilities at Fair Value	'	'
Corporate and other debt	12	2
Recurring | Level 3 | Other Debt	'	'
Assets at Fair Value	'	'
Corporate and other debt	22	27
Liabilities at Fair Value	'	'
Corporate and other debt	42	48
Recurring | Level 3 | Interest Rate Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	2,729	2,475
Liabilities at Fair Value	'	'
Derivative and other contracts	2,838	2,362
Recurring | Level 3 | Credit Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	1,711	2,088
Liabilities at Fair Value	'	'
Derivative and other contracts	2,421	2,235
Recurring | Level 3 | Foreign Exchange Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	241	179
Liabilities at Fair Value	'	'
Derivative and other contracts	132	111
Recurring | Level 3 | Equity Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	1,503	1,234
Liabilities at Fair Value	'	'
Derivative and other contracts	2,600	2,065
Recurring | Level 3 | Commodity Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	2,307	2,380
Liabilities at Fair Value	'	'
Derivative and other contracts	1,175	1,500
Recurring | Level 3 | Other Contracts	'	'
Assets at Fair Value	'	'
Derivative and other contracts	0	0
Liabilities at Fair Value	'	'
Derivative and other contracts	3	4
Recurring | Level 3 | Private Equity Funds	'	'
Assets at Fair Value	'	'
Investments	2,555	2,531
Recurring | Level 3 | Real Estate Funds	'	'
Assets at Fair Value	'	'
Investments	1,813	1,637
Recurring | Level 3 | Hedge Funds	'	'
Assets at Fair Value	'	'
Investments	371	432
Recurring | Level 3 | Principal Investments	'	'
Assets at Fair Value	'	'
Investments	883	2,160
Recurring | Level 3 | Other Investments	'	'
Assets at Fair Value	'	'
Investments	380	538
Recurring | Counterparty and Cash Collateral Netting	'	'
Assets at Fair Value	'	'
Derivative and other contracts	-58,039	-54,906
Netting	-58,039	-54,906
Trading assets, fair value	-58,039	-54,906
Total assets measured at fair value	-58,039	-54,906
Liabilities at Fair Value	'	'
Derivative and other contracts	-38,317	-36,465
Netting	-38,317	-36,465
Total financial instruments sold, not yet purchased, at fair value	-38,317	-36,465
Total liabilities measure at fair value	($38,317)	($36,465)

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		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Securities Received as Collateral	'	'	'	'
Assets	'	'	'	'
Beginning balance	$3	'	$0	'
Realized and Unrealized Gains (Losses)	0	'	0	'
Purchases	0	'	0	'
Sales	0	'	0	'
Issuances	0	'	0	'
Settlements	-3	'	0	'
Net Transfers	0	'	0	'
Ending balance	0	'	0	'
Unrealized Gains (Losses) for Level 3 Assets Outstanding	0	'	0	'
Intangible Assets	'	'	'	'
Assets	'	'	'	'
Beginning balance	7	8	8	7
Realized and Unrealized Gains (Losses)	-1	3	-1	7
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	-2	-1	-5
Net Transfers	0	0	0	0
Ending balance	6	9	6	9
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-1	2	-1	3
Commercial Paper and Other Short-term Borrowings	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	'	5	1	19
Realized and Unrealized Gains (Losses)	'	0	0	0
Purchases	'	0	0	0
Sales	'	0	0	0
Issuances	'	0	0	0
Settlements	'	-2	-1	-2
Net Transfers	'	-3	0	-17
Ending balance	0	0	0	0
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	'	0	0	0
Obligation to Return Securities Received as Collateral	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	3	'	'	'
Realized and Unrealized Gains (Losses)	0	'	'	'
Purchases	0	'	'	'
Sales	0	'	'	'
Issuances	0	'	'	'
Settlements	-3	'	'	'
Net Transfers	0	'	'	'
Ending balance	0	'	0	'
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	0	'	'	'
Securities Sold under Agreements to Repurchase	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	154	155	154	151
Realized and Unrealized Gains (Losses)	-1	7	-1	3
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	155	148	155	148
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	-1	7	-1	3
Other Secured Financings	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	275	275	278	406
Realized and Unrealized Gains (Losses)	-5	16	-9	29
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	17	0	18	14
Settlements	-178	-3	-186	-135
Net Transfers	16	0	16	0
Ending balance	135	256	135	256
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	-4	16	-5	21
Long-term Borrowings	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	1,878	2,784	1,887	2,789
Realized and Unrealized Gains (Losses)	-50	68	-80	24
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	160	466	359	955
Settlements	-89	-457	-233	-361
Net Transfers	-220	-20	-314	-654
Ending balance	1,779	2,705	1,779	2,705
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	-50	65	-81	16
Trading Assets | Other Sovereign Government Obligations	'	'	'	'
Assets	'	'	'	'
Beginning balance	8	3	27	6
Realized and Unrealized Gains (Losses)	0	0	0	0
Purchases	7	7	8	8
Sales	-2	-6	-21	-8
Issuances	0	0	0	0
Settlements	0	0	0	0
Net Transfers	1	0	0	-2
Ending balance	14	4	14	4
Unrealized Gains (Losses) for Level 3 Assets Outstanding	0	0	0	0
Trading Assets | Corporate and Other Debt	'	'	'	'
Assets	'	'	'	'
Beginning balance	7,127	8,043	7,404	7,736
Realized and Unrealized Gains (Losses)	306	-22	117	274
Purchases	2,157	1,723	2,663	2,305
Sales	-1,371	-1,223	-1,741	-2,099
Issuances	0	0	0	0
Settlements	-333	-937	-706	-1,077
Net Transfers	-22	-179	127	266
Ending balance	7,864	7,405	7,864	7,405
Unrealized Gains (Losses) for Level 3 Assets Outstanding	271	57	12	-50
Trading Assets | Corporate and Other Debt | State and Municipal Securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	0	'	0	'
Realized and Unrealized Gains (Losses)	0	'	0	'
Purchases	4	'	4	'
Sales	0	'	0	'
Issuances	0	'	0	'
Settlements	0	'	0	'
Net Transfers	0	'	0	'
Ending balance	4	'	4	'
Unrealized Gains (Losses) for Level 3 Assets Outstanding	0	'	0	'
Trading Assets | Corporate and Other Debt | Residential Mortgage-backed Securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	51	19	47	45
Realized and Unrealized Gains (Losses)	10	0	13	27
Purchases	1	15	1	16
Sales	-7	-5	-5	-44
Issuances	0	0	0	0
Settlements	0	0	0	0
Net Transfers	0	-10	-1	-25
Ending balance	55	19	55	19
Unrealized Gains (Losses) for Level 3 Assets Outstanding	8	-1	9	10
Trading Assets | Corporate and Other Debt | Commercial Mortgage-backed Securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	80	174	108	232
Realized and Unrealized Gains (Losses)	5	0	13	17
Purchases	14	26	23	25
Sales	-52	-19	-97	-93
Issuances	0	0	0	0
Settlements	0	0	0	0
Net Transfers	0	0	0	0
Ending balance	47	181	47	181
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-1	21	-1	30
Trading Assets | Corporate and Other Debt | Asset-backed Securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	146	11	103	109
Realized and Unrealized Gains (Losses)	0	1	-4	1
Purchases	28	107	30	6
Sales	-115	-11	-88	-8
Issuances	0	0	0	0
Settlements	0	0	0	0
Net Transfers	6	0	24	0
Ending balance	65	108	65	108
Unrealized Gains (Losses) for Level 3 Assets Outstanding	0	0	0	0
Trading Assets | Corporate and Other Debt | Corporate Bonds	'	'	'	'
Assets	'	'	'	'
Beginning balance	538	888	522	660
Realized and Unrealized Gains (Losses)	64	-11	96	2
Purchases	100	183	169	193
Sales	-223	-402	-304	-296
Issuances	0	0	0	0
Settlements	0	0	0	-12
Net Transfers	31	-149	27	-38
Ending balance	510	509	510	509
Unrealized Gains (Losses) for Level 3 Assets Outstanding	42	2	68	-19
Trading Assets | Corporate and Other Debt | Collateralized Debt and Loan Obligations	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,293	1,666	1,468	1,951
Realized and Unrealized Gains (Losses)	79	36	134	284
Purchases	497	302	658	429
Sales	-534	-596	-886	-1,314
Issuances	0	0	0	0
Settlements	-27	-87	-72	-15
Net Transfers	24	12	30	-2
Ending balance	1,332	1,333	1,332	1,333
Unrealized Gains (Losses) for Level 3 Assets Outstanding	32	20	52	-54
Trading Assets | Corporate and Other Debt | Loans and Lending Commitments	'	'	'	'
Assets	'	'	'	'
Beginning balance	4,988	5,284	5,129	4,694
Realized and Unrealized Gains (Losses)	146	-55	-137	-55
Purchases	1,505	1,086	1,770	1,616
Sales	-423	-190	-343	-294
Issuances	0	0	0	0
Settlements	-304	-850	-634	-1,050
Net Transfers	-83	-32	44	332
Ending balance	5,829	5,243	5,829	5,243
Unrealized Gains (Losses) for Level 3 Assets Outstanding	188	8	-117	-16
Trading Assets | Corporate and Other Debt | Other Debt	'	'	'	'
Assets	'	'	'	'
Beginning balance	31	1	27	45
Realized and Unrealized Gains (Losses)	2	7	2	-2
Purchases	8	4	8	20
Sales	-17	0	-18	-50
Issuances	0	0	0	0
Settlements	-2	0	0	0
Net Transfers	0	0	3	-1
Ending balance	22	12	22	12
Unrealized Gains (Losses) for Level 3 Assets Outstanding	2	7	1	-1
Trading Assets | Corporate Equities	'	'	'	'
Assets	'	'	'	'
Beginning balance	263	270	190	288
Realized and Unrealized Gains (Losses)	16	-24	18	-9
Purchases	68	20	79	37
Sales	-29	-13	-38	-41
Issuances	0	0	0	0
Settlements	0	0	0	0
Net Transfers	-75	3	-6	-19
Ending balance	243	256	243	256
Unrealized Gains (Losses) for Level 3 Assets Outstanding	11	12	14	-24
Trading Assets | Net Derivative and Other Contracts	'	'	'	'
Assets	'	'	'	'
Beginning balance	-326	506	79	939
Realized and Unrealized Gains (Losses)	-446	-323	-600	-926
Purchases	149	166	389	285
Sales	-2	0	-3	-1
Issuances	-40	-293	-280	-398
Settlements	-160	-47	-270	-30
Net Transfers	147	87	7	227
Ending balance	-678	96	-678	96
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-442	-234	-660	-757
Trading Assets | Net Derivative and Other Contracts | Interest Rate Contracts	'	'	'	'
Assets	'	'	'	'
Beginning balance	-121	-22	113	-82
Realized and Unrealized Gains (Losses)	-64	-43	-141	-193
Purchases	1	3	1	6
Sales	0	0	0	0
Issuances	0	-24	0	-30
Settlements	77	40	-46	179
Net Transfers	-2	62	-36	136
Ending balance	-109	16	-109	16
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-25	63	-130	-76
Trading Assets | Net Derivative and Other Contracts | Credit Contracts	'	'	'	'
Assets	'	'	'	'
Beginning balance	-231	1,403	-147	1,822
Realized and Unrealized Gains (Losses)	-362	-472	-576	-937
Purchases	8	130	45	169
Sales	0	0	0	0
Issuances	-8	-221	-62	-235
Settlements	-157	-130	47	-127
Net Transfers	40	-25	-17	-7
Ending balance	-710	685	-710	685
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-357	-369	-582	-789
Trading Assets | Net Derivative and Other Contracts | Foreign Exchange Contracts	'	'	'	'
Assets	'	'	'	'
Beginning balance	52	-235	68	-359
Realized and Unrealized Gains (Losses)	21	95	14	114
Purchases	3	0	4	0
Issuances	0	0	0	0
Settlements	30	58	38	140
Net Transfers	4	-14	-14	9
Ending balance	109	-96	109	-96
Unrealized Gains (Losses) for Level 3 Assets Outstanding	21	95	15	79
Liabilities	'	'	'	'
Sales	1	0	1	0
Trading Assets | Net Derivative and Other Contracts | Equity Contracts	'	'	'	'
Assets	'	'	'	'
Beginning balance	-1,099	-1,340	-831	-1,144
Realized and Unrealized Gains (Losses)	3	18	-15	48
Purchases	29	7	175	74
Sales	-1	0	-2	-1
Issuances	-32	-35	-218	-116
Settlements	-102	-1	-280	-236
Net Transfers	105	67	74	91
Ending balance	-1,097	-1,284	-1,097	-1,284
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-25	-79	-58	-5
Trading Assets | Net Derivative and Other Contracts | Commodity Contracts	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,074	703	880	709
Realized and Unrealized Gains (Losses)	-43	81	121	46
Purchases	108	26	164	36
Sales	0	0	0	0
Issuances	0	-13	0	-17
Settlements	-7	-13	-33	9
Net Transfers	0	-3	0	-2
Ending balance	1,132	781	1,132	781
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-55	58	98	38
Trading Assets | Net Derivative and Other Contracts | Other Contracts	'	'	'	'
Assets	'	'	'	'
Beginning balance	-1	-3	-4	-7
Realized and Unrealized Gains (Losses)	-1	-2	-3	-4
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	-1	-1	4	5
Net Transfers	0	0	0	0
Ending balance	-3	-6	-3	-6
Unrealized Gains (Losses) for Level 3 Assets Outstanding	-1	-2	-3	-4
Trading Assets | Investments	'	'	'	'
Assets	'	'	'	'
Beginning balance	7,327	7,557	7,298	7,420
Realized and Unrealized Gains (Losses)	211	136	496	412
Purchases	195	135	309	279
Sales	-321	-374	-613	-661
Issuances	0	0	0	0
Settlements	-1,234	0	-1,234	0
Net Transfers	-176	-132	-254	-128
Ending balance	6,002	7,322	6,002	7,322
Unrealized Gains (Losses) for Level 3 Assets Outstanding	243	256	438	547
Trading Assets | Investments | Private Equity Funds	'	'	'	'
Assets	'	'	'	'
Beginning balance	2,576	2,291	2,531	2,179
Realized and Unrealized Gains (Losses)	126	104	297	218
Purchases	35	20	110	88
Sales	-183	-129	-384	-199
Issuances	0	0	0	0
Settlements	0	0	0	0
Net Transfers	1	0	1	0
Ending balance	2,555	2,286	2,555	2,286
Unrealized Gains (Losses) for Level 3 Assets Outstanding	30	97	119	194
Trading Assets | Investments | Real Estate Funds	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,643	1,370	1,637	1,370
Realized and Unrealized Gains (Losses)	93	47	145	128
Purchases	124	41	134	42
Sales	-47	-36	-103	-119
Issuances	0	0	0	0
Settlements	0	0	0	0
Net Transfers	0	0	0	1
Ending balance	1,813	1,422	1,813	1,422
Unrealized Gains (Losses) for Level 3 Assets Outstanding	135	87	177	207
Trading Assets | Investments | Hedge Funds	'	'	'	'
Assets	'	'	'	'
Beginning balance	394	545	432	552
Realized and Unrealized Gains (Losses)	4	-2	17	0
Purchases	18	10	36	38
Sales	-9	-104	-21	-136
Issuances	0	0	0	0
Settlements	0	0	0	0
Net Transfers	-36	-42	-93	-47
Ending balance	371	407	371	407
Unrealized Gains (Losses) for Level 3 Assets Outstanding	4	-16	17	-19
Trading Assets | Investments | Principal Investments	'	'	'	'
Assets	'	'	'	'
Beginning balance	2,193	2,855	2,160	2,833
Realized and Unrealized Gains (Losses)	-14	-18	47	45
Purchases	16	60	16	95
Sales	-72	-75	-84	-160
Issuances	0	0	0	0
Settlements	-1,234	0	-1,234	0
Net Transfers	-6	0	-22	9
Ending balance	883	2,822	883	2,822
Unrealized Gains (Losses) for Level 3 Assets Outstanding	65	82	128	143
Trading Assets | Investments | Other Investments	'	'	'	'
Assets	'	'	'	'
Beginning balance	521	496	538	486
Realized and Unrealized Gains (Losses)	2	5	-10	21
Purchases	2	4	13	16
Sales	-10	-30	-21	-47
Issuances	0	0	0	0
Settlements	0	0	0	0
Net Transfers	-135	-90	-140	-91
Ending balance	380	385	380	385
Unrealized Gains (Losses) for Level 3 Assets Outstanding	9	6	-3	22
Trading Liabilities | Corporate and Other Debt	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	77	464	72	276
Realized and Unrealized Gains (Losses)	5	22	2	44
Purchases	-4	-252	-50	-470
Sales	19	38	48	88
Issuances	0	0	0	0
Settlements	-20	0	3	0
Net Transfers	1	-163	-3	215
Ending balance	68	65	68	65
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	-3	16	-8	57
Trading Liabilities | Corporate and Other Debt | Residential Mortgage-backed Securities	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	'	4	'	4
Realized and Unrealized Gains (Losses)	'	0	'	0
Purchases	'	0	'	0
Sales	'	0	'	0
Issuances	'	0	'	0
Settlements	'	0	'	0
Net Transfers	'	0	'	0
Ending balance	'	4	'	4
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	'	0	'	0
Trading Liabilities | Corporate and Other Debt | Corporate Bonds	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	3	424	22	177
Realized and Unrealized Gains (Losses)	-1	4	1	-7
Purchases	-4	-248	-50	-437
Sales	13	36	47	83
Issuances	0	0	0	0
Settlements	0	0	0	0
Net Transfers	1	-166	-4	212
Ending balance	14	42	14	42
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	0	-1	0	9
Trading Liabilities | Corporate and Other Debt | Unfunded Lending Commitments	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	6	25	2	46
Realized and Unrealized Gains (Losses)	-5	17	-9	38
Purchases	0	0	0	0
Sales	1	0	1	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Net Transfers	0	0	0	0
Ending balance	12	8	12	8
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	-5	17	-9	38
Trading Liabilities | Corporate and Other Debt | Other Debt	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	68	11	48	49
Realized and Unrealized Gains (Losses)	11	1	10	13
Purchases	0	-4	0	-33
Sales	5	2	0	5
Issuances	0	0	0	0
Settlements	-20	0	3	0
Net Transfers	0	3	1	3
Ending balance	42	11	42	11
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	2	0	1	10
Trading Liabilities | Corporate Equities	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	10	4	8	5
Realized and Unrealized Gains (Losses)	-1	3	-1	5
Purchases	-21	-8	-22	-13
Sales	17	17	15	29
Issuances	0	0	0	0
Settlements	0	0	0	0
Net Transfers	-1	6	4	0
Ending balance	6	16	6	16
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	$0	$2	($1)	$5

Fair_Value_Disclosures_Quantit

Fair Value Disclosures (Quantitative Information about and Sensitivity of Significant Unobservable Inputs Used in Recurring Level 3 Fair Value Measurements) (Details) (Recurring, USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	345,403	355,556
Liabilities	177,530	172,025
Level 3	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	18,056	18,352
Liabilities	6,748	5,746
Level 3 | Residential Mortgage-backed Securities	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	55	'
Level 3 | Residential Mortgage-backed Securities | Comparable Pricing | Minimum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	3.00%	'
Level 3 | Residential Mortgage-backed Securities | Comparable Pricing | Maximum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	5.00%	'
Level 3 | Residential Mortgage-backed Securities | Comparable Pricing | Weighted Average	'	'
Fair Value Inputs	'	'
Comparable Bond Price	4.00%	'
Level 3 | Commercial Mortgage-backed Securities	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	'	108
Level 3 | Commercial Mortgage-backed Securities | Comparable Pricing | Minimum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	'	40.00%
Level 3 | Commercial Mortgage-backed Securities | Comparable Pricing | Maximum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	'	93.00%
Level 3 | Commercial Mortgage-backed Securities | Comparable Pricing | Weighted Average	'	'
Fair Value Inputs	'	'
Comparable Bond Price	'	78.00%
Level 3 | Asset-backed Securities	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	65	103
Level 3 | Asset-backed Securities | Comparable Pricing | Minimum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	4.00%	'
Level 3 | Asset-backed Securities | Comparable Pricing | Maximum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	82.00%	'
Level 3 | Asset-backed Securities | Comparable Pricing | Weighted Average	'	'
Fair Value Inputs	'	'
Comparable Bond Price	49.00%	'
Level 3 | Asset-backed Securities | Discounted Cash Flow	'	'
Fair Value Inputs	'	'
Discount Rate	'	18.00%
Level 3 | Asset-backed Securities | Discounted Cash Flow | Weighted Average	'	'
Fair Value Inputs	'	'
Discount Rate	'	18.00%
Level 3 | Corporate Bonds	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	510	522
Level 3 | Corporate Bonds | Comparable Pricing | Minimum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	1.00%	1.00%
Level 3 | Corporate Bonds | Comparable Pricing | Maximum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	160.00%	159.00%
Level 3 | Corporate Bonds | Comparable Pricing | Weighted Average	'	'
Fair Value Inputs	'	'
Comparable Bond Price	84.00%	85.00%
Level 3 | Collateralized Debt and Loan Obligations	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	1,332	1,468
Level 3 | Collateralized Debt and Loan Obligations | Comparable Pricing | Minimum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	20.00%	18.00%
Level 3 | Collateralized Debt and Loan Obligations | Comparable Pricing | Maximum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	105.00%	99.00%
Level 3 | Collateralized Debt and Loan Obligations | Comparable Pricing | Weighted Average	'	'
Fair Value Inputs	'	'
Comparable Bond Price	75.00%	73.00%
Level 3 | Collateralized Debt and Loan Obligations | Correlation Model | Minimum	'	'
Fair Value Inputs	'	'
Credit Correlation	45.00%	29.00%
Level 3 | Collateralized Debt and Loan Obligations | Correlation Model | Maximum	'	'
Fair Value Inputs	'	'
Credit Correlation	63.00%	59.00%
Level 3 | Collateralized Debt and Loan Obligations | Correlation Model | Weighted Average	'	'
Fair Value Inputs	'	'
Credit Correlation	56.00%	43.00%
Level 3 | Loans and Lending Commitments	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	5,829	5,129
Level 3 | Loans and Lending Commitments | Comparable Pricing | Minimum	'	'
Fair Value Inputs	'	'
Comparable Loan Price	5.00%	10.00%
Level 3 | Loans and Lending Commitments | Comparable Pricing | Maximum	'	'
Fair Value Inputs	'	'
Comparable Loan Price	110.00%	100.00%
Level 3 | Loans and Lending Commitments | Comparable Pricing | Weighted Average	'	'
Fair Value Inputs	'	'
Comparable Loan Price	96.00%	76.00%
Level 3 | Loans and Lending Commitments | Corporate Loan Model | Minimum	'	'
Fair Value Inputs	'	'
Credit Spread	0.33%	0.28%
Level 3 | Loans and Lending Commitments | Corporate Loan Model | Maximum	'	'
Fair Value Inputs	'	'
Credit Spread	5.16%	4.87%
Level 3 | Loans and Lending Commitments | Corporate Loan Model | Weighted Average	'	'
Fair Value Inputs	'	'
Credit Spread	2.62%	2.49%
Level 3 | Loans and Lending Commitments | Margin Loan Model | Minimum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	80.00%	80.00%
Discount Rate	2.00%	'
Credit Spread	1.50%	0.10%
Volatility Skew	4.00%	3.00%
Level 3 | Loans and Lending Commitments | Margin Loan Model | Maximum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	120.00%	120.00%
Discount Rate	3.00%	'
Credit Spread	3.00%	2.65%
Volatility Skew	52.00%	40.00%
Level 3 | Loans and Lending Commitments | Margin Loan Model | Weighted Average	'	'
Fair Value Inputs	'	'
Comparable Bond Price	100.00%	100.00%
Discount Rate	3.00%	'
Credit Spread	1.93%	1.35%
Volatility Skew	26.00%	14.00%
Level 3 | Loans and Lending Commitments | Option Model | Minimum	'	'
Fair Value Inputs	'	'
Volatility Skew	-1.00%	-1.00%
Level 3 | Loans and Lending Commitments | Option Model | Maximum	'	'
Fair Value Inputs	'	'
Volatility Skew	0.00%	0.00%
Level 3 | Loans and Lending Commitments | Option Model | Weighted Average	'	'
Fair Value Inputs	'	'
Volatility Skew	-1.00%	0.00%
Level 3 | Corporate Equities	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	243	190
Level 3 | Corporate Equities | Comparable Pricing	'	'
Fair Value Inputs	'	'
Comparable Equity Price	100.00%	100.00%
Comparable Price	'	100.00%
Level 3 | Corporate Equities | Comparable Pricing | Weighted Average	'	'
Fair Value Inputs	'	'
Comparable Equity Price	100.00%	100.00%
Comparable Price	'	100.00%
Level 3 | Corporate Equities | Net Asset Value | Minimum	'	'
Fair Value Inputs	'	'
Discount to Net Asset Value	0.00%	0.00%
Level 3 | Corporate Equities | Net Asset Value | Maximum	'	'
Fair Value Inputs	'	'
Discount to Net Asset Value	84.00%	85.00%
Level 3 | Corporate Equities | Net Asset Value | Weighted Average	'	'
Fair Value Inputs	'	'
Discount to Net Asset Value	42.00%	43.00%
Level 3 | Corporate Equities | Market Approach	'	'
Fair Value Inputs	'	'
Price/Book ratio	0	'
Level 3 | Corporate Equities | Market Approach | Minimum	'	'
Fair Value Inputs	'	'
EBITDA Multiple	5	5
Price/Book ratio	'	0
Level 3 | Corporate Equities | Market Approach | Maximum	'	'
Fair Value Inputs	'	'
EBITDA Multiple	11	9
Price/Book ratio	'	1
Level 3 | Corporate Equities | Market Approach | Weighted Average	'	'
Fair Value Inputs	'	'
EBITDA Multiple	7	6
Price/Book ratio	0	1
Level 3 | Interest Rate Contracts	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	-109	113
Level 3 | Interest Rate Contracts | Option Model	'	'
Fair Value Inputs	'	'
Inflation Volatility	79.00%	'
Level 3 | Interest Rate Contracts | Option Model | Minimum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	2.00%	5.00%
Interest Rate Volatility Concentration Liquidity Multiple	0	0
Interest Rate Volatility Skew	25.00%	24.00%
Interest Rate Quanto Correlation	-11.00%	-11.00%
Interest Rate - Foreign Exchange Correlation	47.00%	3.00%
Interest Rate - Inflation Correlation	-39.00%	'
Inflation Volatility	'	77.00%
Interest Rate Curve Correlation	36.00%	46.00%
Level 3 | Interest Rate Contracts | Option Model | Maximum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	13.00%	100.00%
Interest Rate Volatility Concentration Liquidity Multiple	3	6
Interest Rate Volatility Skew	59.00%	50.00%
Interest Rate Quanto Correlation	37.00%	34.00%
Interest Rate - Foreign Exchange Correlation	48.00%	63.00%
Interest Rate - Inflation Correlation	-42.00%	'
Inflation Volatility	'	86.00%
Interest Rate Curve Correlation	94.00%	92.00%
Level 3 | Interest Rate Contracts | Option Model | Weighted Average	'	'
Fair Value Inputs	'	'
Interest Rate Volatility Concentration Liquidity Multiple	2	2
Level 3 | Interest Rate Contracts | Option Model | Simple Average	'	'
Fair Value Inputs	'	'
Comparable Bond Price	9.00%	58.00%
Interest Rate Volatility Skew	39.00%	33.00%
Interest Rate Quanto Correlation	6.00%	8.00%
Interest Rate - Foreign Exchange Correlation	48.00%	43.00%
Interest Rate - Inflation Correlation	-41.00%	'
Inflation Volatility	79.00%	81.00%
Interest Rate Curve Correlation	71.00%	74.00%
Level 3 | Interest Rate Contracts | Option Model | Median	'	'
Fair Value Inputs	'	'
Comparable Bond Price	10.00%	65.00%
Interest Rate Volatility Skew	29.00%	28.00%
Interest Rate Quanto Correlation	-8.00%	5.00%
Interest Rate - Foreign Exchange Correlation	48.00%	48.00%
Interest Rate - Inflation Correlation	-41.00%	'
Inflation Volatility	79.00%	80.00%
Interest Rate Curve Correlation	76.00%	80.00%
Level 3 | Credit Contracts	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	-710	-147
Level 3 | Credit Contracts | Comparable Pricing | Minimum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	0.00%	0.00%
Cash Synthetic Basis	5.00%	2.00%
Level 3 | Credit Contracts | Comparable Pricing | Maximum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	60.00%	75.00%
Cash Synthetic Basis	12.00%	5.00%
Level 3 | Credit Contracts | Comparable Pricing | Weighted Average	'	'
Fair Value Inputs	'	'
Comparable Bond Price	21.00%	27.00%
Cash Synthetic Basis	11.00%	4.00%
Level 3 | Credit Contracts | Correlation Model | Minimum	'	'
Fair Value Inputs	'	'
Credit Correlation	45.00%	19.00%
Level 3 | Credit Contracts | Correlation Model | Maximum	'	'
Fair Value Inputs	'	'
Credit Correlation	79.00%	96.00%
Level 3 | Credit Contracts | Correlation Model | Weighted Average	'	'
Fair Value Inputs	'	'
Credit Correlation	59.00%	56.00%
Level 3 | Foreign Exchange Contracts	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	109	68
Level 3 | Foreign Exchange Contracts | Option Model | Minimum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	2.00%	5.00%
Interest Rate Volatility Skew	25.00%	24.00%
Interest rate curve	0.00%	0.00%
Interest Rate Quanto Correlation	-11.00%	-11.00%
Interest Rate - Credit Spread Correlation	-61.00%	'
Interest Rate - Foreign Exchange Correlation	47.00%	3.00%
Interest Rate Curve Correlation	36.00%	46.00%
Level 3 | Foreign Exchange Contracts | Option Model | Maximum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	13.00%	100.00%
Interest Rate Volatility Skew	59.00%	50.00%
Interest rate curve	1.00%	1.00%
Interest Rate Quanto Correlation	37.00%	34.00%
Interest Rate - Credit Spread Correlation	16.00%	'
Interest Rate - Foreign Exchange Correlation	48.00%	63.00%
Interest Rate Curve Correlation	94.00%	92.00%
Level 3 | Foreign Exchange Contracts | Option Model | Simple Average	'	'
Fair Value Inputs	'	'
Comparable Bond Price	9.00%	58.00%
Interest Rate Volatility Skew	39.00%	33.00%
Interest rate curve	1.00%	1.00%
Interest Rate Quanto Correlation	6.00%	8.00%
Interest Rate - Credit Spread Correlation	-20.00%	'
Interest Rate - Foreign Exchange Correlation	48.00%	43.00%
Interest Rate Curve Correlation	71.00%	74.00%
Level 3 | Foreign Exchange Contracts | Option Model | Median	'	'
Fair Value Inputs	'	'
Comparable Bond Price	10.00%	65.00%
Interest Rate Volatility Skew	29.00%	28.00%
Interest rate curve	0.00%	0.00%
Interest Rate Quanto Correlation	-8.00%	5.00%
Interest Rate - Credit Spread Correlation	-19.00%	'
Interest Rate - Foreign Exchange Correlation	48.00%	48.00%
Interest Rate Curve Correlation	76.00%	80.00%
Level 3 | Equity Contracts	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	-1,097	-831
Level 3 | Equity Contracts | Option Model | Minimum	'	'
Fair Value Inputs	'	'
At the Money Volatility	10.00%	20.00%
Volatility Skew	-5.00%	-3.00%
Equity - Equity Correlation	30.00%	40.00%
Equity - Foreign Exchange Correlation	-60.00%	-50.00%
Equity - Interest Rate Correlation	17.00%	-4.00%
Level 3 | Equity Contracts | Option Model | Maximum	'	'
Fair Value Inputs	'	'
At the Money Volatility	57.00%	53.00%
Volatility Skew	1.00%	0.00%
Equity - Equity Correlation	99.00%	99.00%
Equity - Foreign Exchange Correlation	10.00%	9.00%
Equity - Interest Rate Correlation	71.00%	70.00%
Level 3 | Equity Contracts | Option Model | Weighted Average	'	'
Fair Value Inputs	'	'
At the Money Volatility	30.00%	31.00%
Volatility Skew	-1.00%	-1.00%
Equity - Equity Correlation	67.00%	69.00%
Equity - Foreign Exchange Correlation	-17.00%	-20.00%
Level 3 | Equity Contracts | Option Model | Simple Average	'	'
Fair Value Inputs	'	'
Equity - Interest Rate Correlation	27.00%	39.00%
Level 3 | Equity Contracts | Option Model | Median	'	'
Fair Value Inputs	'	'
Equity - Interest Rate Correlation	12.00%	40.00%
Level 3 | Commodity Contracts	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	1,132	880
Level 3 | Commodity Contracts | Option Model | Minimum	'	'
Fair Value Inputs	'	'
Forward Power Price (per megawatt hour)	13	14
Commodity Volatility	12.00%	11.00%
Cross Commodity Correlation	34.00%	34.00%
Level 3 | Commodity Contracts | Option Model | Maximum	'	'
Fair Value Inputs	'	'
Forward Power Price (per megawatt hour)	79	91
Commodity Volatility	73.00%	30.00%
Cross Commodity Correlation	100.00%	99.00%
Level 3 | Commodity Contracts | Option Model | Weighted Average	'	'
Fair Value Inputs	'	'
Forward Power Price (per megawatt hour)	38	40
Commodity Volatility	19.00%	14.00%
Cross Commodity Correlation	93.00%	93.00%
Level 3 | Principal Investments	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	883	2,160
Level 3 | Principal Investments | Discounted Cash Flow	'	'
Fair Value Inputs	'	'
Implied Weighted Average Cost of Capital	11.00%	12.00%
Exit Multiple	10	9
Level 3 | Principal Investments | Discounted Cash Flow | Minimum	'	'
Fair Value Inputs	'	'
Capitalization Rate	'	5.00%
Equity Discount Rate	'	10.00%
Level 3 | Principal Investments | Discounted Cash Flow | Maximum	'	'
Fair Value Inputs	'	'
Capitalization Rate	'	13.00%
Equity Discount Rate	25.00%	30.00%
Level 3 | Principal Investments | Discounted Cash Flow | Weighted Average	'	'
Fair Value Inputs	'	'
Implied Weighted Average Cost of Capital	11.00%	12.00%
Exit Multiple	10	9
Capitalization Rate	'	7.00%
Equity Discount Rate	25.00%	21.00%
Level 3 | Principal Investments | Market Approach | Minimum	'	'
Fair Value Inputs	'	'
EBITDA Multiple	4	5
Level 3 | Principal Investments | Market Approach | Maximum	'	'
Fair Value Inputs	'	'
EBITDA Multiple	16	6
Level 3 | Principal Investments | Market Approach | Weighted Average	'	'
Fair Value Inputs	'	'
EBITDA Multiple	6	5
Level 3 | Other Investments	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Assets	380	538
Level 3 | Other Investments | Discounted Cash Flow	'	'
Fair Value Inputs	'	'
Implied Weighted Average Cost of Capital	10.00%	'
Exit Multiple	9	'
Level 3 | Other Investments | Discounted Cash Flow | Minimum	'	'
Fair Value Inputs	'	'
Implied Weighted Average Cost of Capital	'	7.00%
Exit Multiple	'	7
Level 3 | Other Investments | Discounted Cash Flow | Maximum	'	'
Fair Value Inputs	'	'
Implied Weighted Average Cost of Capital	'	10.00%
Exit Multiple	'	9
Level 3 | Other Investments | Discounted Cash Flow | Weighted Average	'	'
Fair Value Inputs	'	'
Implied Weighted Average Cost of Capital	10.00%	8.00%
Exit Multiple	9	9
Level 3 | Other Investments | Market Approach | Minimum	'	'
Fair Value Inputs	'	'
EBITDA Multiple	9	8
Level 3 | Other Investments | Market Approach | Maximum	'	'
Fair Value Inputs	'	'
EBITDA Multiple	10	14
Level 3 | Other Investments | Market Approach | Weighted Average	'	'
Fair Value Inputs	'	'
EBITDA Multiple	10	10
Level 3 | Securities Sold under Agreements to Repurchase	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Liabilities	155	154
Level 3 | Securities Sold under Agreements to Repurchase | Discounted Cash Flow | Minimum	'	'
Fair Value Inputs	'	'
Funding Spread	0.75%	0.92%
Level 3 | Securities Sold under Agreements to Repurchase | Discounted Cash Flow | Maximum	'	'
Fair Value Inputs	'	'
Funding Spread	0.79%	0.97%
Level 3 | Securities Sold under Agreements to Repurchase | Discounted Cash Flow | Weighted Average	'	'
Fair Value Inputs	'	'
Funding Spread	0.78%	0.95%
Level 3 | Other Secured Financings	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Liabilities	135	278
Level 3 | Other Secured Financings | Comparable Pricing | Minimum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	94.00%	99.00%
Level 3 | Other Secured Financings | Comparable Pricing | Maximum	'	'
Fair Value Inputs	'	'
Comparable Bond Price	111.00%	102.00%
Level 3 | Other Secured Financings | Comparable Pricing | Weighted Average	'	'
Fair Value Inputs	'	'
Comparable Bond Price	97.00%	101.00%
Level 3 | Other Secured Financings | Discounted Cash Flow	'	'
Fair Value Inputs	'	'
Discount Rate	19.00%	'
Funding Spread	'	0.97%
Level 3 | Other Secured Financings | Discounted Cash Flow | Minimum	'	'
Fair Value Inputs	'	'
Funding Spread	0.68%	'
Level 3 | Other Secured Financings | Discounted Cash Flow | Maximum	'	'
Fair Value Inputs	'	'
Funding Spread	0.85%	'
Level 3 | Other Secured Financings | Discounted Cash Flow | Weighted Average	'	'
Fair Value Inputs	'	'
Discount Rate	19.00%	'
Funding Spread	0.74%	0.97%
Level 3 | Long-term Borrowings	'	'
Fair Value Inputs, Assets and Liabilities, Quantitative Information	'	'
Liabilities	1,779	1,887
Level 3 | Long-term Borrowings | Option Model | Minimum	'	'
Fair Value Inputs	'	'
At the Money Volatility	18.00%	20.00%
Volatility Skew	-2.00%	-2.00%
Equity - Equity Correlation	32.00%	50.00%
Equity - Foreign Exchange Correlation	-86.00%	-60.00%
Level 3 | Long-term Borrowings | Option Model | Maximum	'	'
Fair Value Inputs	'	'
At the Money Volatility	31.00%	33.00%
Volatility Skew	0.00%	0.00%
Equity - Equity Correlation	97.00%	70.00%
Equity - Foreign Exchange Correlation	30.00%	0.00%
Level 3 | Long-term Borrowings | Option Model | Weighted Average	'	'
Fair Value Inputs	'	'
At the Money Volatility	24.00%	26.00%
Volatility Skew	0.00%	0.00%
Equity - Equity Correlation	64.00%	69.00%
Equity - Foreign Exchange Correlation	-9.00%	-23.00%

Fair_Value_Disclosures_Fair_Va

Fair Value Disclosures (Fair Value of Investments that Calculate Net Asset Value) (Details) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Fair Value of Investments that Calculate Net Asset Value	'	'
Investments	6,793	8,013
Fair Value	5,119	4,983
Unfunded Commitment	676	686
Private Equity Funds	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Fair Value	2,555	2,531
Unfunded Commitment	569	559
Percent of investments that will be liquidated in the next five years	6.00%	'
Percent of investments that will be liquidated within five to 10 years	57.00%	'
Percent of investments that will be liquidated after 10 years	37.00%	'
Real Estate Funds	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Fair Value	1,820	1,643
Unfunded Commitment	104	124
Percent of investments that will be liquidated in the next five years	4.00%	'
Percent of investments that will be liquidated within five to 10 years	57.00%	'
Percent of investments that will be liquidated after 10 years	39.00%	'
Hedge Funds | Minimum	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Redemption frequency	'P3M	'
Hedge Funds | Maximum	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Redemption notice period	'P90D	'
Long-short Equity Hedge Funds	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Fair Value	470	469
Unfunded Commitment	0	0
Percent of investments redeemable at least quarterly	39.00%	42.00%
Percent of investments redeemable every six months	43.00%	42.00%
Percent of investments redeemable greater than six months	18.00%	16.00%
Long-short Equity Hedge Funds | Minimum	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Redemption notice period	'P6M	'P6M
Long-short Equity Hedge Funds | Initial Period Lock-up Restrictions	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Percent of investments that cannot be redeemed currently	12.00%	'
Long-short Equity Hedge Funds | Subsequent Lock-up Restrictions | Maximum	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Redemption restriction period	'2 years	'
Long-short Equity Hedge Funds | Exit Restrictions	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Percent of investments that cannot be redeemed currently	21.00%	'
Fixed Income/Credit-Related Hedge Funds	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Fair Value	73	82
Unfunded Commitment	0	0
Fixed Income/Credit-Related Hedge Funds | Initial Period Lock-up Restrictions	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Percent of investments that cannot be redeemed currently	9.00%	'
Fixed Income/Credit-Related Hedge Funds | Subsequent Lock-up Restrictions | Minimum	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Redemption restriction period	'3 years	'
Event Driven Hedge Funds	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Fair Value	39	38
Unfunded Commitment	0	0
Multi-strategy Hedge Funds	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Fair Value	162	220
Unfunded Commitment	3	3
Multi-strategy Hedge Funds | Initial Period Lock-up Restrictions	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Percent of investments that cannot be redeemed currently	24.00%	'
Multi-strategy Hedge Funds | Subsequent Lock-up Restrictions | Maximum	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Redemption restriction period	'3 years	'
Multi-strategy Hedge Funds | Exit Restrictions	'	'
Fair Value of Investments that Calculate Net Asset Value	'	'
Percent of investments that cannot be redeemed currently	19.00%	'

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		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Federal Funds Sold and Securities Purchased under Agreements to Resell	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value	$1	$0	$2	$2
Deposits	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value	'	0	'	-3
Commercial Paper and Other Short-term Borrowings	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value	-14	116	-37	178
Securities Sold under Agreements to Repurchase	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value	-6	7	-7	2
Long-term Borrowings	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value	-852	885	-1,294	679
Trading	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value attributable to changes in the credit quality of the Company and other credit factors	87	175	213	-142
Trading | Federal Funds Sold and Securities Purchased under Agreements to Resell	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value	-1	-2	-2	-1
Trading | Deposits	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value	'	16	'	30
Trading | Commercial Paper and Other Short-term Borrowings	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value	-14	117	-37	180
Trading | Securities Sold under Agreements to Repurchase	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value	-5	9	-5	5
Trading | Long-term Borrowings	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value	-678	1,116	-948	1,207
Interest Income (Expense) | Federal Funds Sold and Securities Purchased under Agreements to Resell	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value	2	2	4	3
Interest Income (Expense) | Deposits	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value	'	-16	'	-33
Interest Income (Expense) | Commercial Paper and Other Short-term Borrowings	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value	0	-1	0	-2
Interest Income (Expense) | Securities Sold under Agreements to Repurchase	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value	-1	-2	-2	-3
Interest Income (Expense) | Long-term Borrowings	'	'	'	'
Fair Value Option Quantitative Disclosures	'	'	'	'
Gains (losses) due to changes in fair value	($174)	($231)	($346)	($528)

Fair_Value_Disclosures_Shortte

Fair Value Disclosures (Short-term and Long-term Borrowings) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Balance Sheet Captions	'	'
Short-term and long-term borrowing, fair value	$36,534	$36,984
Interest Rates	'	'
Balance Sheet Captions	'	'
Short-term and long-term borrowing, fair value	15,514	15,933
Equity	'	'
Balance Sheet Captions	'	'
Short-term and long-term borrowing, fair value	17,933	17,945
Credit and Foreign Exchange Contracts	'	'
Balance Sheet Captions	'	'
Short-term and long-term borrowing, fair value	2,393	2,561
Commodities	'	'
Balance Sheet Captions	'	'
Short-term and long-term borrowing, fair value	$694	$545

Fair_Value_Disclosures_Gains_L

Fair Value Disclosures (Gains (Losses) Due to Changes in Instrument Specific Credit Risk) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Short-term and Long-term Borrowings	'	'	'	'
Gains (losses) due to changes in instrument specific credit risk	$87	$175	$213	($142)
Loans	'	'	'	'
Gains (losses) due to changes in instrument specific credit risk	126	55	128	115
Unfunded Lending Commitments	'	'	'	'
Gains (losses) due to changes in instrument specific credit risk	$13	$81	$27	$215

Fair_Value_Disclosures_Net_Dif

Fair Value Disclosures (Net Difference between Contractual Principal Amount and Fair Value) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value Disclosures	'	'
Short-term and long-term debt borrowings	($1,780)	($2,409)
Loans	16,952	17,248
Loans 90 or more days past due and/or on non-accrual status	15,267	15,113
Aggregate fair value of loans in non-accrual status including all loans 90 or more days past due	1,604	1,205
Amounts past due 90 days or greater (unpaid principal balance)	$582	$655

Fair_Value_Disclosures_Assets_1

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

6 Months Ended

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

In Millions, unless otherwise specified

Jun. 30, 2014

Jun. 30, 2013

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

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

Nonrecurring

Nonrecurring

Other Assets

Other Assets

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

$48,630

'

$36,545

$2,390

$1,511

$2,390

$1,511

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other investments ($511 and $561 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally not available to the Company)

4,899

'

5,086

47

64

47

64

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Premises, equipment and software costs

5,911

'

6,019

0

0

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Intangible assets

3,137

'

3,286

0

25

0

25

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Goodwill

6,600

'

6,595

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other assets

9,651

'

10,133

0

'

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total carrying value

'

'

'

2,437

1,600

2,437

1,600

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair Value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

1,999

1,254

391

257

Other investments

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

0

47

64

Premises, equipment and software costs

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

0

0

0

Intangible assets

6

'

8

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

0

0

25

Other assets

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

'

0

'

0

'

Total assets measured at fair value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

1,999

1,254

438

346

Total liabilities measure at fair value

'

'

'

0

0

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Gains (losses) in fair value adjustment

'

'

'

-65

-70

-84

-112

0

-9

-21

-51

-7

-77

-3

-5

-25

-20

-41

-6

-41

-6

0

-8

-2

-9

'

'

'

'

'

'

Additional Disclosures

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Impairment losses

$77

$112

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair_Value_Disclosures_Financi

Fair Value Disclosures (Financial Instruments Not Carried at FV) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2013
Financial Assets:	'	'	'
Cash and due from banks	$18,863,000,000	$16,602,000,000	$16,295,000,000
Interest bearing deposits with banks	22,022,000,000	43,281,000,000	30,904,000,000
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements ($129 and $117 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally not available to the Company)	44,713,000,000	39,203,000,000	'
Federal funds sold and securities purchased under agreements to resell	108,956,000,000	118,130,000,000	'
Securities borrowed	147,466,000,000	129,707,000,000	'
Customer and other receivables	54,557,000,000	57,104,000,000	'
Loans	48,630,000,000	36,545,000,000	'
Financial Liabilities	'	'	'
Deposits	117,695,000,000	112,379,000,000	'
Commercial paper and other short-term borrowings	1,783,000,000	2,142,000,000	'
Securities sold under agreement to repurchase	111,420,000,000	145,676,000,000	'
Securities loaned	30,808,000,000	32,799,000,000	'
Other secured financings	14,007,000,000	14,215,000,000	'
Customer and other payables	178,883,000,000	157,125,000,000	'
Long-term borrowings	149,483,000,000	153,575,000,000	'
Carrying Value	'	'	'
Financial Assets:	'	'	'
Cash and due from banks	18,863,000,000	16,602,000,000	'
Interest bearing deposits with banks	22,022,000,000	43,281,000,000	'
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements ($129 and $117 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally not available to the Company)	44,713,000,000	39,203,000,000	'
Federal funds sold and securities purchased under agreements to resell	108,092,000,000	117,264,000,000	'
Securities borrowed	147,466,000,000	129,707,000,000	'
Customer and other receivables	49,888,000,000	53,112,000,000	'
Loans	55,260,000,000	42,874,000,000	'
Financial Liabilities	'	'	'
Deposits	117,695,000,000	112,194,000,000	'
Commercial paper and other short-term borrowings	468,000,000	795,000,000	'
Securities sold under agreement to repurchase	110,806,000,000	145,115,000,000	'
Securities loaned	30,808,000,000	32,799,000,000	'
Other secured financings	8,951,000,000	9,009,000,000	'
Customer and other payables	175,183,000,000	154,654,000,000	'
Long-term borrowings	114,264,000,000	117,938,000,000	'
Additional Disclosures	'	'	'
Lending commitments if fully funded	75,300,000,000	75,400,000,000	'
Fair Value	'	'	'
Financial Assets:	'	'	'
Cash and due from banks	18,863,000,000	16,602,000,000	'
Interest bearing deposits with banks	22,022,000,000	43,281,000,000	'
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements ($129 and $117 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally not available to the Company)	44,713,000,000	39,203,000,000	'
Federal funds sold and securities purchased under agreements to resell	108,097,000,000	117,263,000,000	'
Securities borrowed	147,460,000,000	129,705,000,000	'
Customer and other receivables	49,688,000,000	53,031,000,000	'
Loans	56,072,000,000	42,765,000,000	'
Financial Liabilities	'	'	'
Deposits	117,747,000,000	112,273,000,000	'
Commercial paper and other short-term borrowings	468,000,000	795,000,000	'
Securities sold under agreement to repurchase	110,909,000,000	145,157,000,000	'
Securities loaned	30,833,000,000	32,826,000,000	'
Other secured financings	8,973,000,000	9,034,000,000	'
Customer and other payables	175,183,000,000	154,654,000,000	'
Long-term borrowings	118,869,000,000	123,133,000,000	'
Additional Disclosures	'	'	'
Unfunded lending commitments	828,000,000	853,000,000	'
Fair Value | Level 1	'	'	'
Financial Assets:	'	'	'
Cash and due from banks	18,863,000,000	16,602,000,000	'
Interest bearing deposits with banks	22,022,000,000	43,281,000,000	'
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements ($129 and $117 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally not available to the Company)	44,713,000,000	39,203,000,000	'
Federal funds sold and securities purchased under agreements to resell	0	0	'
Securities borrowed	0	0	'
Customer and other receivables	0	0	'
Loans	0	0	'
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	0	'
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 ($129 and $117 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally not available to the Company)	0	0	'
Federal funds sold and securities purchased under agreements to resell	107,874,000,000	116,584,000,000	'
Securities borrowed	147,455,000,000	129,374,000,000	'
Customer and other receivables	44,718,000,000	47,525,000,000	'
Loans	14,577,000,000	11,288,000,000	'
Financial Liabilities	'	'	'
Deposits	117,747,000,000	112,273,000,000	'
Commercial paper and other short-term borrowings	468,000,000	787,000,000	'
Securities sold under agreement to repurchase	105,931,000,000	138,161,000,000	'
Securities loaned	29,831,000,000	31,731,000,000	'
Other secured financings	5,471,000,000	5,845,000,000	'
Customer and other payables	175,183,000,000	154,654,000,000	'
Long-term borrowings	118,271,000,000	122,099,000,000	'
Additional Disclosures	'	'	'
Unfunded lending commitments	652,000,000	669,000,000	'
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 ($129 and $117 at June 30, 2014 and December 31, 2013, respectively, related to consolidated variable interest entities, generally not available to the Company)	0	0	'
Federal funds sold and securities purchased under agreements to resell	223,000,000	679,000,000	'
Securities borrowed	5,000,000	331,000,000	'
Customer and other receivables	4,970,000,000	5,506,000,000	'
Loans	41,495,000,000	31,477,000,000	'
Financial Liabilities	'	'	'
Deposits	0	0	'
Commercial paper and other short-term borrowings	0	8,000,000	'
Securities sold under agreement to repurchase	4,978,000,000	6,996,000,000	'
Securities loaned	1,002,000,000	1,095,000,000	'
Other secured financings	3,502,000,000	3,189,000,000	'
Customer and other payables	0	0	'
Long-term borrowings	598,000,000	1,034,000,000	'
Additional Disclosures	'	'	'
Unfunded lending commitments	$176,000,000	$184,000,000	'

Available_for_Sale_Securities_1

Available for Sale Securities (Schedule of Available for Sale Securities) (Details) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Available for Sale Securities	'	'
Amortized Cost	$65,548	$53,902
Gross Unrealized Gains	201	95
Gross Unrealized Losses	275	567
Other-than-Temporary Impairment	0	0
Fair Value	65,474	53,430
Debt Securities	'	'
Available for Sale Securities	'	'
Amortized Cost	65,533	53,887
Gross Unrealized Gains	197	95
Gross Unrealized Losses	275	565
Other-than-Temporary Impairment	0	0
Fair Value	65,455	53,417
U.S. Government and Agency Securities	'	'
Available for Sale Securities	'	'
Amortized Cost	50,773	40,299
Gross Unrealized Gains	147	77
Gross Unrealized Losses	159	373
Other-than-Temporary Impairment	0	0
Fair Value	50,761	40,003
U.S. Treasury Securities	'	'
Available for Sale Securities	'	'
Amortized Cost	34,727	24,486
Gross Unrealized Gains	78	51
Gross Unrealized Losses	61	139
Other-than-Temporary Impairment	0	0
Fair Value	34,744	24,398
U.S. Agency Securities	'	'
Available for Sale Securities	'	'
Amortized Cost	16,046	15,813
Gross Unrealized Gains	69	26
Gross Unrealized Losses	98	234
Other-than-Temporary Impairment	0	0
Fair Value	16,017	15,605
Corporate and Other Debt	'	'
Available for Sale Securities	'	'
Amortized Cost	14,760	13,588
Gross Unrealized Gains	50	18
Gross Unrealized Losses	116	192
Other-than-Temporary Impairment	0	0
Fair Value	14,694	13,414
Agency	'	'
Available for Sale Securities	'	'
Amortized Cost	2,387	2,482
Gross Unrealized Gains	0	0
Gross Unrealized Losses	75	84
Other-than-Temporary Impairment	0	0
Fair Value	2,312	2,398
Non-Agency	'	'
Available for Sale Securities	'	'
Amortized Cost	1,472	1,333
Gross Unrealized Gains	10	1
Gross Unrealized Losses	4	18
Other-than-Temporary Impairment	0	0
Fair Value	1,478	1,316
Auto Loan Asset-backed Securities	'	'
Available for Sale Securities	'	'
Amortized Cost	2,080	2,041
Gross Unrealized Gains	2	2
Gross Unrealized Losses	1	1
Other-than-Temporary Impairment	0	0
Fair Value	2,081	2,042
Corporate Bonds	'	'
Available for Sale Securities	'	'
Amortized Cost	3,533	3,415
Gross Unrealized Gains	13	3
Gross Unrealized Losses	18	61
Other-than-Temporary Impairment	0	0
Fair Value	3,528	3,357
Collateralized Loan Obligations	'	'
Available for Sale Securities	'	'
Amortized Cost	1,087	1,087
Gross Unrealized Gains	0	0
Gross Unrealized Losses	15	20
Other-than-Temporary Impairment	0	0
Fair Value	1,072	1,067
FFELP Student Loan Asset-backed Securities	'	'
Available for Sale Securities	'	'
Amortized Cost	4,201	3,230
Gross Unrealized Gains	25	12
Gross Unrealized Losses	3	8
Other-than-Temporary Impairment	0	0
Fair Value	4,223	3,234
Percent of principal balance and interest guaranteed by the U.S. Department of Education	95.00%	95.00%
Available For Sale Equity Securities	'	'
Available for Sale Securities	'	'
Amortized Cost	15	15
Gross Unrealized Gains	4	0
Gross Unrealized Losses	0	2
Other-than-Temporary Impairment	0	0
Fair Value	$19	$13

Available_for_Sale_Securities_2

Available for Sale Securities (Schedule of Available for Sale Securities in an Unrealized Loss Position) (Details) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Available for Sale Securities	'	'
Fair Value, Less than 12 Months	$7,350	$28,878
Fair Value, 12 Months or Longer	16,402	2,551
Fair Value, Total	23,752	31,429
Gross Unrealized Losses, Less than 12 Months	7	463
Gross Unrealized Losses, 12 Months or Longer	268	104
Gross Unrealized Losses, Total	275	567
Available For Sale Debt Securities	'	'
Available for Sale Securities	'	'
Fair Value, Less than 12 Months	7,350	28,865
Fair Value, 12 Months or Longer	16,402	2,551
Fair Value, Total	23,752	31,416
Gross Unrealized Losses, Less than 12 Months	7	461
Gross Unrealized Losses, 12 Months or Longer	268	104
Gross Unrealized Losses, Total	275	565
U.S. Government and Agency Securities	'	'
Available for Sale Securities	'	'
Fair Value, Less than 12 Months	6,044	21,704
Fair Value, 12 Months or Longer	10,925	651
Fair Value, Total	16,969	22,355
Gross Unrealized Losses, Less than 12 Months	4	350
Gross Unrealized Losses, 12 Months or Longer	155	23
Gross Unrealized Losses, Total	159	373
U.S. Treasury Securities	'	'
Available for Sale Securities	'	'
Fair Value, Less than 12 Months	4,702	13,266
Fair Value, 12 Months or Longer	5,914	0
Fair Value, Total	10,616	13,266
Gross Unrealized Losses, Less than 12 Months	2	139
Gross Unrealized Losses, 12 Months or Longer	59	0
Gross Unrealized Losses, Total	61	139
U.S. Agency Securities	'	'
Available for Sale Securities	'	'
Fair Value, Less than 12 Months	1,342	8,438
Fair Value, 12 Months or Longer	5,011	651
Fair Value, Total	6,353	9,089
Gross Unrealized Losses, Less than 12 Months	2	211
Gross Unrealized Losses, 12 Months or Longer	96	23
Gross Unrealized Losses, Total	98	234
Corporate and Other Debt	'	'
Available for Sale Securities	'	'
Fair Value, Less than 12 Months	1,306	7,161
Fair Value, 12 Months or Longer	5,477	1,900
Fair Value, Total	6,783	9,061
Gross Unrealized Losses, Less than 12 Months	3	111
Gross Unrealized Losses, 12 Months or Longer	113	81
Gross Unrealized Losses, Total	116	192
Agency	'	'
Available for Sale Securities	'	'
Fair Value, Less than 12 Months	9	958
Fair Value, 12 Months or Longer	1,975	1,270
Fair Value, Total	1,984	2,228
Gross Unrealized Losses, Less than 12 Months	0	15
Gross Unrealized Losses, 12 Months or Longer	75	69
Gross Unrealized Losses, Total	75	84
Non-Agency	'	'
Available for Sale Securities	'	'
Fair Value, Less than 12 Months	58	841
Fair Value, 12 Months or Longer	559	86
Fair Value, Total	617	927
Gross Unrealized Losses, Less than 12 Months	0	16
Gross Unrealized Losses, 12 Months or Longer	4	2
Gross Unrealized Losses, Total	4	18
Auto Loan Asset-backed Securities	'	'
Available for Sale Securities	'	'
Fair Value, Less than 12 Months	553	557
Fair Value, 12 Months or Longer	0	85
Fair Value, Total	553	642
Gross Unrealized Losses, Less than 12 Months	1	1
Gross Unrealized Losses, 12 Months or Longer	0	0
Gross Unrealized Losses, Total	1	1
Corporate Bonds	'	'
Available for Sale Securities	'	'
Fair Value, Less than 12 Months	413	2,350
Fair Value, 12 Months or Longer	1,351	383
Fair Value, Total	1,764	2,733
Gross Unrealized Losses, Less than 12 Months	2	52
Gross Unrealized Losses, 12 Months or Longer	16	9
Gross Unrealized Losses, Total	18	61
Collateralized Loan Obligations	'	'
Available for Sale Securities	'	'
Fair Value, Less than 12 Months	0	1,067
Fair Value, 12 Months or Longer	1,072	0
Fair Value, Total	1,072	1,067
Gross Unrealized Losses, Less than 12 Months	0	20
Gross Unrealized Losses, 12 Months or Longer	15	0
Gross Unrealized Losses, Total	15	20
FFELP Student Loan Asset-backed Securities	'	'
Available for Sale Securities	'	'
Fair Value, Less than 12 Months	273	1,388
Fair Value, 12 Months or Longer	520	76
Fair Value, Total	793	1,464
Gross Unrealized Losses, Less than 12 Months	0	7
Gross Unrealized Losses, 12 Months or Longer	3	1
Gross Unrealized Losses, Total	3	8
Available For Sale Equity Securities	'	'
Available for Sale Securities	'	'
Fair Value, Less than 12 Months	'	13
Fair Value, 12 Months or Longer	'	0
Fair Value, Total	'	13
Gross Unrealized Losses, Less than 12 Months	'	2
Gross Unrealized Losses, 12 Months or Longer	'	0
Gross Unrealized Losses, Total	'	$2

Available_for_Sale_Securities_3

Available for Sale Securities (Schedule of Amortized Cost and Fair Value of Available for Sale Debt Securities by Contractual Date) (Details) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014
Amortized Cost	'
Amortized cost, total	$65,533
Fair Value	'
Fair value, total	65,455
Annualized Average Yield	'
Annualized average yield, total	1.00%
U.S. Government and Agency Securities	'
Amortized Cost	'
Amortized cost, total	50,773
Fair Value	'
Fair value, total	50,761
Annualized Average Yield	'
Annualized average yield, total	0.90%
U.S. Treasury Securities	'
Amortized Cost	'
Amortized cost, after 1 year through 5 years	33,592
Amortized cost, after 5 years through 10 years	1,135
Amortized cost, total	34,727
Fair Value	'
Fair value, after 1 year through 5 years	33,598
Fair value, after 5 years through 10 years	1,146
Fair value, total	34,744
Annualized Average Yield	'
Annualized average yield, after 1 year through 5 years	0.70%
Annualized average yield, after 5 years through 10 years	2.20%
U.S. Agency Securities	'
Amortized Cost	'
Amortized cost, after 1 year through 5 years	498
Amortized cost, after 5 years through 10 years	1,986
Amortized cost, after 10 years	13,562
Amortized cost, total	16,046
Fair Value	'
Fair value, after 1 year through 5 years	499
Fair value, after 5 years through 10 years	1,997
Fair value, after 10 years	13,521
Fair value, total	16,017
Annualized Average Yield	'
Annualized average yield, after 1 year through 5 years	1.40%
Annualized average yield, after 5 years through 10 years	1.20%
Annualized average yield, after 10 years	1.40%
Corporate and Other Debt	'
Amortized Cost	'
Amortized cost, total	14,760
Fair Value	'
Fair value, total	14,694
Annualized Average Yield	'
Annualized average yield, total	1.20%
Agency	'
Amortized Cost	'
Amortized cost, after 1 year through 5 years	746
Amortized cost, after 5 years through 10 years	371
Amortized cost, after 10 years	1,270
Amortized cost, total	2,387
Fair Value	'
Fair value, after 1 year through 5 years	743
Fair value, after 5 years through 10 years	367
Fair value, after 10 years	1,202
Fair value, total	2,312
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 10 years	1,472
Amortized cost, total	1,472
Fair Value	'
Fair value, after 10 years	1,478
Fair value, total	1,478
Annualized Average Yield	'
Annualized average yield, after 10 years	1.60%
Auto Loan Asset-backed Securities	'
Amortized Cost	'
Amortized cost, due within 1 year	7
Amortized cost, after 1 year through 5 years	1,974
Amortized cost, after 5 years through 10 years	99
Amortized cost, total	2,080
Fair Value	'
Fair value, due within 1 year	7
Fair value, after 1 year through 5 years	1,975
Fair value, after 5 years through 10 years	99
Fair value, total	2,081
Annualized Average Yield	'
Annualized average yield, due within 1 year	0.80%
Annualized average yield, after 1 year through 5 years	0.80%
Annualized average yield, after 5 years through 10 years	1.30%
Corporate Bonds	'
Amortized Cost	'
Amortized cost, due within 1 year	162
Amortized cost, after 1 year through 5 years	2,858
Amortized cost, after 5 years through 10 years	513
Amortized cost, total	3,533
Fair Value	'
Fair value, due within 1 year	162
Fair value, after 1 year through 5 years	2,856
Fair value, after 5 years through 10 years	510
Fair value, total	3,528
Annualized Average Yield	'
Annualized average yield, due within 1 year	0.90%
Annualized average yield, after 1 year through 5 years	1.30%
Annualized average yield, after 5 years through 10 years	2.60%
Collateralized Loan Obligations	'
Amortized Cost	'
Amortized cost, after 10 years	1,087
Amortized cost, total	1,087
Fair Value	'
Fair value, after 10 years	1,072
Fair value, total	1,072
Annualized Average Yield	'
Annualized average yield, after 10 years	1.40%
FFELP Student Loan Asset-backed Securities	'
Amortized Cost	'
Amortized cost, after 1 year through 5 years	121
Amortized cost, after 5 years through 10 years	692
Amortized cost, after 10 years	3,388
Amortized cost, total	4,201
Fair Value	'
Fair value, after 1 year through 5 years	121
Fair value, after 5 years through 10 years	692
Fair value, after 10 years	3,410
Fair value, total	$4,223
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%
Annualized average yield, after 10 years	0.90%

Available_for_Sale_Securities_4

Available for Sale Securities (Schedule of Proceeds of Sale of Securities Available for Sale) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Available-for-sale Securities [Abstract]	'	'	'	'
Gross realized gains	$10	$35	$17	$41
Gross realized losses	$0	$1	$1	$3

Collateralized_Transactions_Na

Collateralized Transactions (Narrative) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Billions, unless otherwise specified
Customer margin loans outstanding	$28.30	$29.20
Fair value of financial instruments received as collateral where the Company is permitted to sell or repledge the securities	558	533
Fair value of financial instruments received as collateral where the Company has sold or repledged	$446	$381

Collateralized_Transactions_Ba

Collateralized Transactions (Balance Sheet Offsetting) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Federal Funds Sold and Securities Purchased under Agreements to Resell	'	'
Gross amount	$161,761	$183,015
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-52,805	-64,885
Net amount presented in the Condensed Consolidated Statements of Financial Condition	108,956	118,130
Financial instruments not offset in the Condensed Consolidated Statements of Financial Condition	-104,989	-106,828
Net exposure	3,967	11,302
Securities Borrowed	'	'
Gross amount	154,219	137,082
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-6,753	-7,375
Net amount presented in the Condensed Consolidated Statements of Financial Condition	147,466	129,707
Financial instruments not offset in the Condensed Consolidated Statements of Financial Condition	-134,911	-113,339
Net exposure	12,555	16,368
Securities Sold under Agreements to Repurchase	'	'
Gross amount	164,225	210,561
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-52,805	-64,885
Net amount presented in the Condensed Consolidated Statements of Financial Condition	111,420	145,676
Financial instruments not offset in the Condensed Consolidated Statements of Financial Condition	-85,821	-111,599
Net exposure	25,599	34,077
Securities Loaned	'	'
Gross amount	37,561	40,174
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-6,753	-7,375
Net amount presented in the Condensed Consolidated Statements of Financial Condition	30,808	32,799
Financial instruments not offset in the Condensed Consolidated Statements of Financial Condition	-29,188	-32,543
Net exposure	1,620	256
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	3,900	11,100
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	8,900	13,200
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	25,400	33,300
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	$300	'

Collateralized_Transactions_Fi

Collateralized Transactions (Financial Instruments Owned That Have Been Loaned Or Pledged To Counterparties) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings	'	'
Trading assets	$51,158	$43,438
U.S. Government and Agency Securities	'	'
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings	'	'
Trading assets	27,181	21,589
Other Sovereign Government Obligations	'	'
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings	'	'
Trading assets	6,713	5,748
Corporate and Other Debt	'	'
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings	'	'
Trading assets	7,564	7,388
Corporate Equities	'	'
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings	'	'
Trading assets	$9,700	$8,713

Collateralized_Transactions_Ca

Collateralized Transactions (Cash And Securities Deposited With Clearing Organizations Or Segregated Under Federal And Other Regulations Or Requirements) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Collateralized Transactions	'	'
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements	$44,713	$39,203
Securities	17,119	15,586
Total	$61,832	$54,789

Variable_Interest_Entities_and2

Variable Interest Entities and Securitization Activities (Narrative) (Details) (USD $)	6 Months Ended		12 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Variable Interest Entity	'	'	'
Nonredeemable noncontrolling interests	$1,446,000,000	'	$3,109,000,000
Additional maximum exposure to losses	123,000,000	'	101,000,000
Securities issued by SPEs	12,800,000,000	'	'
Proceeds from new securitization transactions	9,600,000,000	13,000,000,000	'
Proceeds from cash flows from retained interests in securitization transactions	1,500,000,000	2,200,000,000	'
Managed Real Estate Partnerships	'	'	'
Variable Interest Entity	'	'	'
Nonredeemable noncontrolling interests	219,000,000	'	1,771,000,000
Residential Mortgage Loans	'	'	'
Variable Interest Entity	'	'	'
Securities issued by SPEs	1,000,000,000	'	'
U.S. Agency Collateralized Mortgage Obligations	'	'	'
Variable Interest Entity	'	'	'
Securities issued by SPEs	8,300,000,000	'	'
Commercial Mortgage Loans	'	'	'
Variable Interest Entity	'	'	'
Securities issued by SPEs	1,100,000,000	'	'
CDOs or CLOs	'	'	'
Variable Interest Entity	'	'	'
Securities issued by SPEs	500,000,000	'	'
CLOs	'	'	'
Variable Interest Entity	'	'	'
Unpaid principal balance of financial assets transferred	1,100,000,000	1,600,000,000	'
Other Consumer Loans	'	'	'
Variable Interest Entity	'	'	'
Securities issued by SPEs	$1,900,000,000	'	'

Variable_Interest_Entities_and3

Variable Interest Entities and Securitization Activities (Consolidated VIEs) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Mortgage and Asset-Backed Securitizations	'	'
Variable Interest Entity	'	'
VIE assets	$611	$643
VIE liabilities	355	368
Managed Real Estate Partnerships	'	'
Variable Interest Entity	'	'
VIE assets	262	2,313
VIE liabilities	5	42
Other Structured Financings	'	'
Variable Interest Entity	'	'
VIE assets	971	1,202
VIE liabilities	81	67
Other	'	'
Variable Interest Entity	'	'
VIE assets	1,409	1,294
VIE liabilities	$0	$175

Variable_Interest_Entities_and4

Variable Interest Entities and Securitization Activities (Non-Consolidated VIEs) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Mortgage and Asset-Backed Securities	'	'
Variable Interest Entity	'	'
VIE assets that the Company does not consolidate (unpaid principal balance)	$187,500	$177,153
Maximum exposure to loss	16,617	13,529
Mortgage and Asset-Backed Securities | Derivative and other contracts	'	'
Variable Interest Entity	'	'
Maximum exposure to loss	13	15
Mortgage and Asset-Backed Securities | Assets	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	15,571	13,529
Mortgage and Asset-Backed Securities | Debt and Equity Interests	'	'
Variable Interest Entity	'	'
Maximum exposure to loss	15,558	13,514
Carrying value of exposure to loss	15,558	13,514
Mortgage and Asset-Backed Securities | Derivative and Other Contracts, Assets	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	13	15
Mortgage and Asset-Backed Securities | Liabilities	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	0	0
Mortgage and Asset-Backed Securities | Commitments, Guarantees and Other	'	'
Variable Interest Entity	'	'
Maximum exposure to loss	1,046	0
Carrying value of exposure to loss	0	0
Mortgage and Asset-Backed Securities | Derivative and Other Contracts, 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)	28,900	16,900
Residential Mortgage | Debt and Equity Interests	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	1,400	1,300
Commercial Mortgage	'	'
Variable Interest Entity	'	'
VIE assets that the Company does not consolidate (unpaid principal balance)	75,900	78,400
Commercial Mortgage | Debt and Equity Interests	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	2,200	2,000
U.S. Agency Collateralized Mortgage Obligations	'	'
Variable Interest Entity	'	'
VIE assets that the Company does not consolidate (unpaid principal balance)	29,700	31,500
U.S. Agency Collateralized Mortgage Obligations | Debt and Equity Interests	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	5,100	5,300
Other Consumer or Commercial Loans	'	'
Variable Interest Entity	'	'
VIE assets that the Company does not consolidate (unpaid principal balance)	53,000	50,400
Other Consumer or Commercial Loans | Debt and Equity Interests	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	6,800	4,900
Collateralized Debt Obligations	'	'
Variable Interest Entity	'	'
VIE assets that the Company does not consolidate (unpaid principal balance)	26,151	29,513
Maximum exposure to loss	4,219	2,793
Collateralized Debt Obligations | Derivative and other contracts	'	'
Variable Interest Entity	'	'
Maximum exposure to loss	2	23
Collateralized Debt Obligations | Assets	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	2,892	2,501
Collateralized Debt Obligations | Debt and Equity Interests	'	'
Variable Interest Entity	'	'
Maximum exposure to loss	2,890	2,498
Carrying value of exposure to loss	2,890	2,498
Collateralized Debt Obligations | Derivative and Other Contracts, Assets	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	2	3
Collateralized Debt Obligations | Liabilities	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	0	2
Collateralized Debt Obligations | Commitments, Guarantees and Other	'	'
Variable Interest Entity	'	'
Maximum exposure to loss	1,327	272
Carrying value of exposure to loss	0	0
Collateralized Debt Obligations | Derivative and Other Contracts, Liabilities	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	0	2
Municipal Tender Option Bonds	'	'
Variable Interest Entity	'	'
VIE assets that the Company does not consolidate (unpaid principal balance)	3,091	3,079
Maximum exposure to loss	2,001	1,966
Municipal Tender Option Bonds | Derivative and other contracts	'	'
Variable Interest Entity	'	'
Maximum exposure to loss	1,990	1,935
Municipal Tender Option Bonds | Assets	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	15	35
Municipal Tender Option Bonds | Debt and Equity Interests	'	'
Variable Interest Entity	'	'
Maximum exposure to loss	11	31
Carrying value of exposure to loss	11	31
Municipal Tender Option Bonds | Derivative and Other Contracts, Assets	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	4	4
Municipal Tender Option Bonds | Liabilities	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	0	0
Municipal Tender Option Bonds | Commitments, Guarantees and Other	'	'
Variable Interest Entity	'	'
Maximum exposure to loss	0	0
Carrying value of exposure to loss	0	0
Municipal Tender Option Bonds | Derivative and Other Contracts, 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)	1,996	1,874
Maximum exposure to loss	1,762	1,791
Other Structured Financings | Derivative and other contracts	'	'
Variable Interest Entity	'	'
Maximum exposure to loss	0	0
Other Structured Financings | Assets	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	713	731
Other Structured Financings | Debt and Equity Interests	'	'
Variable Interest Entity	'	'
Maximum exposure to loss	1,125	1,142
Carrying value of exposure to loss	713	731
Other Structured Financings | Derivative and Other Contracts, Assets	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	0	0
Other Structured Financings | Liabilities	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	6	7
Other Structured Financings | Commitments, Guarantees and Other	'	'
Variable Interest Entity	'	'
Maximum exposure to loss	637	649
Carrying value of exposure to loss	6	7
Other Structured Financings | Derivative and Other Contracts, Liabilities	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	0	0
Other	'	'
Variable Interest Entity	'	'
VIE assets that the Company does not consolidate (unpaid principal balance)	17,250	10,119
Maximum exposure to loss	5,647	4,366
Other | Derivative and other contracts	'	'
Variable Interest Entity	'	'
Maximum exposure to loss	163	146
Other | Assets	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	5,074	3,746
Other | Debt and Equity Interests	'	'
Variable Interest Entity	'	'
Maximum exposure to loss	5,013	3,693
Carrying value of exposure to loss	5,013	3,693
Other | Derivative and Other Contracts, Assets	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	61	53
Other | Liabilities	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	63	57
Other | Commitments, Guarantees and Other	'	'
Variable Interest Entity	'	'
Maximum exposure to loss	471	527
Carrying value of exposure to loss	0	0
Other | Derivative and Other Contracts, Liabilities	'	'
Variable Interest Entity	'	'
Carrying value of exposure to loss	$63	$57

Variable_Interest_Entities_and5

Variable Interest Entities and Securitization Activities (Transfers of Assets with Continuing Involvement 1) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity	'	'
Derivative assets (fair value)	$31,966	$32,467
Derivative liabilities (fair value)	35,424	33,761
Special Purpose Entities	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	2,009	2,177
Interests purchased in the secondary market (fair value)	613	761
Derivative assets (fair value)	791	794
Derivative liabilities (fair value)	185	121
Special Purpose Entities | Investment Grade	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	750	627
Interests purchased in the secondary market (fair value)	468	555
Special Purpose Entities | Noninvestment Grade	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	1,259	1,550
Interests purchased in the secondary market (fair value)	145	206
Special Purpose Entities | Residential Mortgage	'	'
Variable Interest Entity	'	'
SPE assets (unpaid principal balance)	26,895	29,723
Retained interests (fair value)	76	137
Interests purchased in the secondary market (fair value)	66	55
Derivative assets (fair value)	1	1
Derivative liabilities (fair value)	0	0
Special Purpose Entities | Residential Mortgage | Investment Grade	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	1	1
Interests purchased in the secondary market (fair value)	11	14
Special Purpose Entities | Residential Mortgage | Noninvestment Grade	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	75	136
Interests purchased in the secondary market (fair value)	55	41
Special Purpose Entities | Commercial Mortgage Loans	'	'
Variable Interest Entity	'	'
SPE assets (unpaid principal balance)	50,484	60,698
Retained interests (fair value)	64	197
Interests purchased in the secondary market (fair value)	69	267
Derivative assets (fair value)	621	672
Derivative liabilities (fair value)	0	1
Special Purpose Entities | Commercial Mortgage Loans | Investment Grade	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	26	102
Interests purchased in the secondary market (fair value)	41	170
Special Purpose Entities | Commercial Mortgage Loans | Noninvestment Grade	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	38	95
Interests purchased in the secondary market (fair value)	28	97
Special Purpose Entities | U.S. Agency Collateralized Mortgage Obligations	'	'
Variable Interest Entity	'	'
SPE assets (unpaid principal balance)	18,772	19,155
Retained interests (fair value)	723	524
Interests purchased in the secondary market (fair value)	66	21
Derivative assets (fair value)	0	0
Derivative liabilities (fair value)	0	0
Special Purpose Entities | U.S. Agency Collateralized Mortgage Obligations | Investment Grade	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	723	524
Interests purchased in the secondary market (fair value)	66	21
Special Purpose Entities | U.S. Agency Collateralized Mortgage Obligations | Noninvestment Grade	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	0	0
Interests purchased in the secondary market (fair value)	0	0
Special Purpose Entities | Credit-Linked Notes and Other	'	'
Variable Interest Entity	'	'
SPE assets (unpaid principal balance)	10,765	11,736
Retained interests (fair value)	1,146	1,319
Interests purchased in the secondary market (fair value)	412	418
Derivative assets (fair value)	169	121
Derivative liabilities (fair value)	185	120
Special Purpose Entities | Credit-Linked Notes and Other | Investment Grade	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	0	0
Interests purchased in the secondary market (fair value)	350	350
Special Purpose Entities | Credit-Linked Notes and Other | Noninvestment Grade	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	1,146	1,319
Interests purchased in the secondary market (fair value)	$62	$68

Variable_Interest_Entities_and6

Variable Interest Entities and Securitization Activities (Transfers of Assets with Continuing Involvement 2) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity	'	'
Derivative assets (fair value)	$31,966	$32,467
Derivative liabilities (fair value)	35,424	33,761
Special Purpose Entities	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	2,009	2,177
Interests purchased in the secondary market (fair value)	613	761
Derivative assets (fair value)	791	794
Derivative liabilities (fair value)	185	121
Special Purpose Entities | Level 1	'	'
Variable Interest Entity	'	'
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	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	837	790
Interests purchased in the secondary market (fair value)	575	729
Derivative assets (fair value)	649	615
Derivative liabilities (fair value)	179	110
Special Purpose Entities | Level 3	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	1,172	1,387
Interests purchased in the secondary market (fair value)	38	32
Derivative assets (fair value)	142	179
Derivative liabilities (fair value)	6	11
Special Purpose Entities | Investment Grade	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	750	627
Interests purchased in the secondary market (fair value)	468	555
Special Purpose Entities | Investment Grade | Level 1	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	0	0
Interests purchased in the secondary market (fair value)	0	0
Special Purpose Entities | Investment Grade | Level 2	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	750	626
Interests purchased in the secondary market (fair value)	466	547
Special Purpose Entities | Investment Grade | Level 3	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	0	1
Interests purchased in the secondary market (fair value)	2	8
Special Purpose Entities | Noninvestment Grade	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	1,259	1,550
Interests purchased in the secondary market (fair value)	145	206
Special Purpose Entities | Noninvestment Grade | Level 1	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	0	0
Interests purchased in the secondary market (fair value)	0	0
Special Purpose Entities | Noninvestment Grade | Level 2	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	87	164
Interests purchased in the secondary market (fair value)	109	182
Special Purpose Entities | Noninvestment Grade | Level 3	'	'
Variable Interest Entity	'	'
Retained interests (fair value)	1,172	1,386
Interests purchased in the secondary market (fair value)	$36	$24

Variable_Interest_Entities_and7

Variable Interest Entities and Securitization Activities (Failed Sales) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity	'	'
Liabilities, carrying value	$334	$232
Credit-linked Notes	'	'
Variable Interest Entity	'	'
Assets, carrying value	47	48
Liabilities, carrying value	37	41
Equity-linked Transactions	'	'
Variable Interest Entity	'	'
Assets, carrying value	33	40
Liabilities, carrying value	28	35
Other	'	'
Variable Interest Entity	'	'
Assets, carrying value	269	157
Liabilities, carrying value	$269	$156

Variable_Interest_Entities_and8

Variable Interest Entities and Securitization Activities (Mortgage Servicing Activities) (Details) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Variable Interest Entity	'	'
Servicing advances, net of allowances	$11	$110
Servicing advances, allowances	0	0
Mortgage Loans	'	'
Variable Interest Entity	'	'
Servicing assets, fair value	6	8
Unconsolidated SPEs | Residential Mortgage	'	'
Variable Interest Entity	'	'
Assets serviced (unpaid principal balance)	0	785
Amounts past due 90 days or greater (unpaid principal balance)	0	66
Percentage of amounts past due 90 days or greater	0.00%	8.50%
Credit losses	0	1
Unconsolidated SPEs | Commercial Mortgage	'	'
Variable Interest Entity	'	'
Assets serviced (unpaid principal balance)	0	4,114
Amounts past due 90 days or greater (unpaid principal balance)	0	0
Percentage of amounts past due 90 days or greater	0.00%	0.00%
Credit losses	0	0
Consolidated SPEs | Residential Mortgage	'	'
Variable Interest Entity	'	'
Assets serviced (unpaid principal balance)	488	775
Amounts past due 90 days or greater (unpaid principal balance)	28	44
Percentage of amounts past due 90 days or greater	5.60%	5.60%
Credit losses	$1	$17

Financing_Receivables_and_Allo2

Financing Receivables and Allowance for Credit Losses (Outstanding Loans and Credit Quality) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	$48,768	$36,701	'	'
Allowance for loan losses	-138	-156	-125	-106
Loans held for investment, net	48,630	36,545	'	'
Loans Held for Sale	'	'	'	'
Loans held for sale, gross	6,630	6,329	'	'
Loans held for sale, net	6,630	6,329	'	'
Total Loans	'	'	'	'
Total loans, gross	55,398	43,030	'	'
Allowance for loan losses	-138	-156	'	'
Total loans, net	55,260	42,874	'	'
Total loans, net of allowance, made to non-U.S. borrowers	7,053	4,729	'	'
Loans and lending commitments held at fair value	13,727	12,612	'	'
Pass	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	48,558	36,291	'	'
Special Mention	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	99	205	'	'
Substandard	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	104	188	'	'
Doubtful	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	7	17	'	'
Loss	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	0	0	'	'
Corporate	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	18,777	13,263	'	'
Allowance for loan losses	-117	-137	-115	-96
Loans Held for Sale	'	'	'	'
Loans held for sale, gross	5,491	6,168	'	'
Total Loans	'	'	'	'
Total loans, gross	24,268	19,431	'	'
Loans and lending commitments held at fair value	9,588	9,774	'	'
Corporate | Pass	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	18,589	12,893	'	'
Corporate | Special Mention	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	99	189	'	'
Corporate | Substandard	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	82	174	'	'
Corporate | Doubtful	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	7	7	'	'
Corporate | Loss	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	0	0	'	'
Consumer	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	14,306	11,577	'	'
Allowance for loan losses	-2	-1	-1	-3
Loans Held for Sale	'	'	'	'
Loans held for sale, gross	0	0	'	'
Total Loans	'	'	'	'
Total loans, gross	14,306	11,577	'	'
Consumer | Pass	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	14,306	11,577	'	'
Consumer | Special Mention	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	0	0	'	'
Consumer | Substandard	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	0	0	'	'
Consumer | Doubtful	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	0	0	'	'
Consumer | Loss	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	0	0	'	'
Residential Real Estate	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	12,624	10,006	'	'
Allowance for loan losses	-6	-4	-4	-5
Loans Held for Sale	'	'	'	'
Loans held for sale, gross	93	112	'	'
Total Loans	'	'	'	'
Total loans, gross	12,717	10,118	'	'
Loans and lending commitments held at fair value	1,873	1,434	'	'
Residential Real Estate | Pass	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	12,602	9,992	'	'
Residential Real Estate | Special Mention	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	0	0	'	'
Residential Real Estate | Substandard	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	22	14	'	'
Residential Real Estate | Doubtful	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	0	0	'	'
Residential Real Estate | Loss	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	0	0	'	'
Wholesale Real Estate	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	3,061	1,855	'	'
Allowance for loan losses	-13	-14	-5	-2
Loans Held for Sale	'	'	'	'
Loans held for sale, gross	1,046	49	'	'
Total Loans	'	'	'	'
Total loans, gross	4,107	1,904	'	'
Loans and lending commitments held at fair value	2,266	1,404	'	'
Wholesale Real Estate | Pass	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	3,061	1,829	'	'
Wholesale Real Estate | Special Mention	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	0	16	'	'
Wholesale Real Estate | Substandard	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	0	0	'	'
Wholesale Real Estate | Doubtful	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	0	10	'	'
Wholesale Real Estate | Loss	'	'	'	'
Loans Held for Investments	'	'	'	'
Loans held for investments, gross	$0	$0	'	'

Financing_Receivables_and_Allo3

Financing Receivables and Allowance for Credit Losses (Impaired Loans) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Impaired Loans	'	'	'	'
Impaired loans with allowance	$5	$73	'	'
Impaired loans without allowance	16	17	'	'
Impaired loans unpaid principal balance	21	90	'	'
Past due 90 days loans and on nonaccrual	19	28	'	'
Allowance	138	156	125	106
Americas	'	'	'	'
Impaired Loans	'	'	'	'
Impaired loans unpaid principal balance	21	90	'	'
Past due 90 days loans and on nonaccrual	19	28	'	'
Allowance	107	123	'	'
EMEA	'	'	'	'
Impaired Loans	'	'	'	'
Impaired loans unpaid principal balance	0	0	'	'
Past due 90 days loans and on nonaccrual	0	0	'	'
Allowance	25	28	'	'
Asia-Pacific	'	'	'	'
Impaired Loans	'	'	'	'
Impaired loans unpaid principal balance	0	0	'	'
Past due 90 days loans and on nonaccrual	0	0	'	'
Allowance	6	5	'	'
Corporate	'	'	'	'
Impaired Loans	'	'	'	'
Impaired loans with allowance	5	63	'	'
Impaired loans without allowance	6	6	'	'
Impaired loans unpaid principal balance	11	69	'	'
Past due 90 days loans and on nonaccrual	7	7	'	'
Allowance	117	137	115	96
Consumer	'	'	'	'
Impaired Loans	'	'	'	'
Impaired loans with allowance	0	0	'	'
Impaired loans without allowance	0	0	'	'
Impaired loans unpaid principal balance	0	0	'	'
Past due 90 days loans and on nonaccrual	0	0	'	'
Allowance	2	1	1	3
Residential Real Estate	'	'	'	'
Impaired Loans	'	'	'	'
Impaired loans with allowance	0	0	'	'
Impaired loans without allowance	10	11	'	'
Impaired loans unpaid principal balance	10	11	'	'
Past due 90 days loans and on nonaccrual	12	11	'	'
Allowance	6	4	4	5
Wholesale Real Estate	'	'	'	'
Impaired Loans	'	'	'	'
Impaired loans with allowance	0	10	'	'
Impaired loans without allowance	0	0	'	'
Impaired loans unpaid principal balance	0	10	'	'
Past due 90 days loans and on nonaccrual	0	10	'	'
Allowance	$13	$14	$5	$2

Financing_Receivables_and_Allo4

Financing Receivables and Allowance for Credit Losses (Loans and Lending-related Commitments) (Details) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013
Allowance for loan losses rollforward	'	'
Beginning balance	$156	$106
Gross charge-offs	-3	-15
Gross recoveries	0	0
Net charge-offs	-3	-15
Provision for loan losses	-15	34
Ending balance	138	125
Loans, additional information	'	'
Allowance, inherent	136	122
Allowance, specific	2	3
Loans, inherent	48,747	29,053
Loans, specific	21	34
Total loans evaluated for impairment	48,768	29,087
Allowance for lending-related commitments rollforward	'	'
Beginning balance	127	91
Provision for lending-related commitments	30	29
Other	'	-10
Ending balance	157	110
Lending-related commitments, additional information	'	'
Allowance, inherent	157	110
Allowance, specific	0	0
Lending-related commitments, inherent	73,106	56,253
Lending-related commitments, specific	0	0
Total lending-related commitments evaluated for impairment	73,106	56,253
Other Revenues	'	'
Allowance for loan losses rollforward	'	'
Provision for loan losses	14	7
Other Non-interest Expenses	'	'
Allowance for lending-related commitments rollforward	'	'
Provision for lending-related commitments	11	17
Corporate	'	'
Allowance for loan losses rollforward	'	'
Beginning balance	137	96
Gross charge-offs	0	-12
Gross recoveries	0	0
Net charge-offs	0	-12
Provision for loan losses	-20	31
Ending balance	117	115
Loans, additional information	'	'
Allowance, inherent	115	113
Allowance, specific	2	2
Loans, inherent	18,766	11,154
Loans, specific	11	16
Total loans evaluated for impairment	18,777	11,170
Allowance for lending-related commitments rollforward	'	'
Beginning balance	125	90
Provision for lending-related commitments	30	29
Other	'	-10
Ending balance	155	109
Lending-related commitments, additional information	'	'
Allowance, inherent	155	109
Allowance, specific	0	0
Lending-related commitments, inherent	69,331	52,245
Lending-related commitments, specific	0	0
Total lending-related commitments evaluated for impairment	69,331	52,245
Consumer	'	'
Allowance for loan losses rollforward	'	'
Beginning balance	1	3
Gross charge-offs	0	0
Gross recoveries	0	0
Net charge-offs	0	0
Provision for loan losses	1	-2
Ending balance	2	1
Loans, additional information	'	'
Allowance, inherent	2	1
Allowance, specific	0	0
Loans, inherent	14,306	9,452
Loans, specific	0	0
Total loans evaluated for impairment	14,306	9,452
Allowance for lending-related commitments rollforward	'	'
Beginning balance	0	0
Provision for lending-related commitments	0	0
Other	'	0
Ending balance	0	0
Lending-related commitments, additional information	'	'
Allowance, inherent	0	0
Allowance, specific	0	0
Lending-related commitments, inherent	3,274	1,657
Lending-related commitments, specific	0	0
Total lending-related commitments evaluated for impairment	3,274	1,657
Residential Real Estate	'	'
Allowance for loan losses rollforward	'	'
Beginning balance	4	5
Gross charge-offs	0	-1
Gross recoveries	0	0
Net charge-offs	0	-1
Provision for loan losses	2	0
Ending balance	6	4
Loans, additional information	'	'
Allowance, inherent	6	4
Allowance, specific	0	0
Loans, inherent	12,614	7,594
Loans, specific	10	8
Total loans evaluated for impairment	12,624	7,602
Allowance for lending-related commitments rollforward	'	'
Beginning balance	0	0
Provision for lending-related commitments	0	0
Other	'	0
Ending balance	0	0
Lending-related commitments, additional information	'	'
Allowance, inherent	0	0
Allowance, specific	0	0
Lending-related commitments, inherent	249	2,093
Lending-related commitments, specific	0	0
Total lending-related commitments evaluated for impairment	249	2,093
Wholesale Real Estate	'	'
Allowance for loan losses rollforward	'	'
Beginning balance	14	2
Gross charge-offs	-3	-2
Gross recoveries	0	0
Net charge-offs	-3	-2
Provision for loan losses	2	5
Ending balance	13	5
Loans, additional information	'	'
Allowance, inherent	13	4
Allowance, specific	0	1
Loans, inherent	3,061	853
Loans, specific	0	10
Total loans evaluated for impairment	3,061	863
Allowance for lending-related commitments rollforward	'	'
Beginning balance	2	1
Provision for lending-related commitments	0	0
Other	'	0
Ending balance	2	1
Lending-related commitments, additional information	'	'
Allowance, inherent	2	1
Allowance, specific	0	0
Lending-related commitments, inherent	252	258
Lending-related commitments, specific	0	0
Total lending-related commitments evaluated for impairment	$252	$258

Financing_Receivables_and_Allo5

Financing Receivables and Allowance for Credit Losses (Employee Loans) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Jun. 30, 2014	Jun. 30, 2014	Dec. 31, 2013
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	$5,116	$5,487	'	'	$54	$100
Allowance for employee loans	$128	$109	'	'	$46	$51

Borrowings_and_Other_Secured_F2

Borrowings and Other Secured Financings (Narratives) (Details) (USD $)	6 Months Ended	12 Months Ended
In Billions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013	22-May-14	Apr. 28, 2014	Mar. 31, 2014	Jan. 24, 2014
			Senior Unsecured Debt	Senior Unsecured Debt	Senior Unsecured Debt	Senior Unsecured Debt
Long-term Borrowings	'	'	'	'	'	'
Notes issued, principal amount	$14.80	'	$1.50	$3	$2.10	$2.80
Notes matured or retired	$21.30	'	'	'	'	'
Weighted average maturity of long-term borrowings	'5 years 7 months	'5 years 5 months	'	'	'	'

Borrowings_and_Other_Secured_F3

Borrowings and Other Secured Financings (Long-term Borrowings) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Components of Long-term Borrowings	'	'
Senior debt	$138,760	$139,451
Subordinated debt	5,847	9,275
Junior subordinated debentures	4,876	4,849
Total	$149,483	$153,575

Borrowings_and_Other_Secured_F4

Borrowings and Other Secured Financings (Other Secured Financings) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Other Secured Financings	'	'
Secured financings with original maturities greater than one year	$10,153	$9,750
Secured financings with original maturities one year or less	3,520	4,233
Failed sales	334	232
Total other secured financings	14,007	14,215
Other secured financings, fair value	$5,056	$5,206

Derivative_Instruments_and_Hed2

Derivative Instruments and Hedging Activities (Other Disclosures) (Details) (USD $)	3 Months Ended	6 Months Ended
	Jun. 30, 2014	Jun. 30, 2014	Dec. 31, 2013
Derivatives	'	'	'
Hedging relationship deemed effective, range, lower limit	80.00%	80.00%	'
Hedging relationship deemed effective, range, upper limit	125.00%	125.00%	'
Embedded derivatives bifurcated from the related structured borrowings, net fair value	$3,000,000	$3,000,000	$32,000,000
Embedded derivatives bifurcated from the related structured borrowings, notional amount	2,137,000,000	2,137,000,000	2,140,000,000
Recognized gains (losses) related to changes in the fair value of bifurcated embedded derivatives	-18,000,000	-28,000,000	'
Amount of payables associated with cash collateral received that was netted against derivative assets	55,500,000,000	55,500,000,000	52,000,000,000
Amount of receivables in respect of cash collateral paid that was netted against derivative liabilities	35,800,000,000	35,800,000,000	33,600,000,000
Cash collateral receivables	12,000,000	12,000,000	10,000,000
Cash collateral payables	43,000,000	43,000,000	13,000,000
Credit Risk Related Contingencies	'	'	'
Aggregate fair value of OTC derivative contracts that contain credit-risk-related contingent features that are in a net liability position	20,081,000,000	20,081,000,000	'
Posted collateral	18,678,000,000	18,678,000,000	'
One-notch Downgrade	'	'	'
Credit Risk Related Contingencies	'	'	'
Amount of additional collateral or termination payments that could be called by counterparties	1,471,000,000	1,471,000,000	'
Incremental Downgrade	'	'	'
Credit Risk Related Contingencies	'	'	'
Amount of additional collateral or termination payments that could be called by counterparties	2,795,000,000	2,795,000,000	'
Credit Rating Downgrade in Bilateral Downgrade Arrangements	'	'	'
Credit Risk Related Contingencies	'	'	'
Amount of additional collateral or termination payments that could be called by counterparties	$2,954,000,000	$2,954,000,000	'

Derivative_Instruments_and_Hed3

Derivative Instruments and Hedging Activities (Components of Derivative Products) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Derivative Assets	'	'
Gross amounts	$602,773,000,000	$703,018,000,000
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-570,807,000,000	-670,551,000,000
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	31,966,000,000	32,467,000,000
Amounts not offset against financial instruments collateral	-6,881,000,000	-8,785,000,000
Amounts not offset against other cash collateral	-61,000,000	-132,000,000
Net exposure	25,024,000,000	23,550,000,000
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	6,500,000,000	8,700,000,000
Derivative Liabilities	'	'
Gross amounts	586,509,000,000	685,871,000,000
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-551,085,000,000	-652,110,000,000
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	35,424,000,000	33,761,000,000
Amounts not offset against financial instruments collateral	-7,309,000,000	-6,016,000,000
Amounts not offset against other cash collateral	-88,000,000	-508,000,000
Net exposure	28,027,000,000	27,237,000,000
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	6,600,000,000	7,300,000,000
Bilateral OTC	'	'
Derivative Assets	'	'
Gross amounts	375,992,000,000	404,352,000,000
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-350,827,000,000	-378,459,000,000
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	25,165,000,000	25,893,000,000
Amounts not offset against financial instruments collateral	-6,872,000,000	-8,785,000,000
Amounts not offset against other cash collateral	-61,000,000	-132,000,000
Net exposure	18,232,000,000	16,976,000,000
Derivative Liabilities	'	'
Gross amounts	360,015,000,000	386,199,000,000
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-333,307,000,000	-361,059,000,000
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	26,708,000,000	25,140,000,000
Amounts not offset against financial instruments collateral	-6,629,000,000	-5,365,000,000
Amounts not offset against other cash collateral	-81,000,000	-136,000,000
Net exposure	19,998,000,000	19,639,000,000
Cleared OTC	'	'
Derivative Assets	'	'
Gross amounts	193,045,000,000	267,057,000,000
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-190,651,000,000	-266,419,000,000
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	2,394,000,000	638,000,000
Amounts not offset against financial instruments collateral	-9,000,000	0
Amounts not offset against other cash collateral	0	0
Net exposure	2,385,000,000	638,000,000
Derivative Liabilities	'	'
Gross amounts	190,452,000,000	266,559,000,000
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-188,449,000,000	-265,378,000,000
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	2,003,000,000	1,181,000,000
Amounts not offset against financial instruments collateral	0	0
Amounts not offset against other cash collateral	-7,000,000	-372,000,000
Net exposure	1,996,000,000	809,000,000
Exchange Traded	'	'
Derivative Assets	'	'
Gross amounts	33,736,000,000	31,609,000,000
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-29,329,000,000	-25,673,000,000
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	4,407,000,000	5,936,000,000
Amounts not offset against financial instruments collateral	0	0
Amounts not offset against other cash collateral	0	0
Net exposure	4,407,000,000	5,936,000,000
Derivative Liabilities	'	'
Gross amounts	36,042,000,000	33,113,000,000
Amounts offset in the Condensed Consolidated Statements of Financial Condition	-29,329,000,000	-25,673,000,000
Net amounts presented in the Condensed Consolidated Statements of Financial Condition	6,713,000,000	7,440,000,000
Amounts not offset against financial instruments collateral	-680,000,000	-651,000,000
Amounts not offset against other cash collateral	0	0
Net exposure	$6,033,000,000	$6,789,000,000

Derivative_Instruments_and_Hed4

Derivative Instruments and Hedging Activities (Fair Value of OTC Derivatives in a Gain Position) (Details) (OTC, USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
OTC Derivatives	'	'
Years to maturity, less than 1	$13,835	$15,039
Years to maturity, 1 - 3	17,717	19,221
Years to maturity, 3 - 5	16,891	18,693
Years to maturity, over 5	51,783	47,254
Cross-maturity and cash collateral netting	-72,728	-73,808
Net exposure post-cash collateral	27,498	26,399
Net exposure post-collateral	20,617	17,614
AAA	'	'
OTC Derivatives	'	'
Years to maturity, less than 1	344	300
Years to maturity, 1 - 3	393	752
Years to maturity, 3 - 5	653	1,073
Years to maturity, over 5	4,571	3,664
Cross-maturity and cash collateral netting	-4,232	-3,721
Net exposure post-cash collateral	1,729	2,068
Net exposure post-collateral	1,693	1,673
AA	'	'
OTC Derivatives	'	'
Years to maturity, less than 1	1,289	2,687
Years to maturity, 1 - 3	2,293	3,145
Years to maturity, 3 - 5	2,963	3,377
Years to maturity, over 5	10,220	9,791
Cross-maturity and cash collateral netting	-10,871	-13,515
Net exposure post-cash collateral	5,894	5,485
Net exposure post-collateral	4,141	3,927
A	'	'
OTC Derivatives	'	'
Years to maturity, less than 1	7,151	7,382
Years to maturity, 1 - 3	9,669	8,428
Years to maturity, 3 - 5	8,721	9,643
Years to maturity, over 5	19,663	17,184
Cross-maturity and cash collateral netting	-37,360	-35,644
Net exposure post-cash collateral	7,844	6,993
Net exposure post-collateral	5,791	4,970
BBB	'	'
OTC Derivatives	'	'
Years to maturity, less than 1	2,911	2,617
Years to maturity, 1 - 3	3,364	3,916
Years to maturity, 3 - 5	3,556	3,228
Years to maturity, over 5	14,091	13,693
Cross-maturity and cash collateral netting	-15,646	-16,191
Net exposure post-cash collateral	8,276	7,263
Net exposure post-collateral	6,024	4,870
Non-investment Grade	'	'
OTC Derivatives	'	'
Years to maturity, less than 1	2,140	2,053
Years to maturity, 1 - 3	1,998	2,980
Years to maturity, 3 - 5	998	1,372
Years to maturity, over 5	3,238	2,922
Cross-maturity and cash collateral netting	-4,619	-4,737
Net exposure post-cash collateral	3,755	4,590
Net exposure post-collateral	$2,968	$2,174

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 $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivative Assets	'	'
Total derivatives	$602,773	$703,018
Cash collateral netting	-55,502	-52,002
Counterparty netting	-515,305	-618,549
Total derivative assets	31,966	32,467
Derivative Liabilities	'	'
Total derivatives	586,509	685,871
Cash collateral netting	-35,780	-33,561
Counterparty netting	-515,305	-618,549
Total derivative liabilities	35,424	33,761
Derivatives, Notional Amount	'	'
Derivative assets	22,195,256	23,335,881
Derivative liabilities	22,092,586	23,374,005
Bilateral OTC	'	'
Derivative Assets	'	'
Total derivatives	375,992	404,352
Cash collateral netting	-51,903	-48,540
Counterparty netting	-298,924	-329,919
Total derivative assets	25,165	25,893
Derivative Liabilities	'	'
Total derivatives	360,015	386,199
Cash collateral netting	-34,383	-31,139
Counterparty netting	-298,924	-329,920
Total derivative liabilities	26,708	25,140
Derivatives, Notional Amount	'	'
Derivative assets	9,014,242	9,772,976
Derivative liabilities	8,760,276	9,525,927
Cleared OTC	'	'
Derivative Assets	'	'
Total derivatives	193,045	267,057
Cash collateral netting	-3,599	-3,462
Counterparty netting	-187,052	-262,957
Total derivative assets	2,394	638
Derivative Liabilities	'	'
Total derivatives	190,452	266,559
Cash collateral netting	-1,397	-2,422
Counterparty netting	-187,052	-262,956
Total derivative liabilities	2,003	1,181
Derivatives, Notional Amount	'	'
Derivative assets	11,448,477	12,119,710
Derivative liabilities	11,169,314	12,191,900
Exchange Traded	'	'
Derivative Assets	'	'
Total derivatives	33,736	31,609
Cash collateral netting	0	0
Counterparty netting	-29,329	-25,673
Total derivative assets	4,407	5,936
Derivative Liabilities	'	'
Total derivatives	36,042	33,113
Cash collateral netting	0	0
Counterparty netting	-29,329	-25,673
Total derivative liabilities	6,713	7,440
Derivatives, Notional Amount	'	'
Derivative assets	1,732,537	1,443,195
Derivative liabilities	2,162,996	1,656,178
Designated as Accounting Hedges	'	'
Derivative Assets	'	'
Total derivatives	5,206	5,252
Derivative Liabilities	'	'
Total derivatives	844	1,447
Derivatives, Notional Amount	'	'
Derivative assets	70,039	76,075
Derivative liabilities	22,534	21,782
Designated as Accounting Hedges | Bilateral OTC	'	'
Derivative Assets	'	'
Total derivatives	4,621	4,965
Derivative Liabilities	'	'
Total derivatives	578	828
Derivatives, Notional Amount	'	'
Derivative assets	53,934	61,390
Derivative liabilities	12,520	8,612
Designated as Accounting Hedges | Cleared OTC	'	'
Derivative Assets	'	'
Total derivatives	585	287
Derivative Liabilities	'	'
Total derivatives	266	619
Derivatives, Notional Amount	'	'
Derivative assets	16,105	14,685
Derivative liabilities	10,014	13,170
Designated as Accounting Hedges | Exchange Traded	'	'
Derivative Assets	'	'
Total derivatives	0	0
Derivative Liabilities	'	'
Total derivatives	0	0
Derivatives, Notional Amount	'	'
Derivative assets	0	0
Derivative liabilities	0	0
Designated as Accounting Hedges | Interest Rate Contracts	'	'
Derivative Assets	'	'
Total derivatives	5,169	5,016
Derivative Liabilities	'	'
Total derivatives	603	1,184
Derivatives, Notional Amount	'	'
Derivative assets	67,283	69,381
Derivative liabilities	12,061	15,309
Designated as Accounting Hedges | Interest Rate Contracts | Bilateral OTC	'	'
Derivative Assets	'	'
Total derivatives	4,585	4,729
Derivative Liabilities	'	'
Total derivatives	361	570
Derivatives, Notional Amount	'	'
Derivative assets	51,265	54,696
Derivative liabilities	2,681	2,642
Designated as Accounting Hedges | Interest Rate Contracts | Cleared OTC	'	'
Derivative Assets	'	'
Total derivatives	584	287
Derivative Liabilities	'	'
Total derivatives	242	614
Derivatives, Notional Amount	'	'
Derivative assets	16,018	14,685
Derivative liabilities	9,380	12,667
Designated as Accounting Hedges | Interest Rate Contracts | Exchange Traded	'	'
Derivative Assets	'	'
Total derivatives	0	0
Derivative Liabilities	'	'
Total derivatives	0	0
Derivatives, Notional Amount	'	'
Derivative assets	0	0
Derivative liabilities	0	0
Designated as Accounting Hedges | Foreign Exchange Contracts	'	'
Derivative Assets	'	'
Total derivatives	37	236
Derivative Liabilities	'	'
Total derivatives	241	263
Derivatives, Notional Amount	'	'
Derivative assets	2,756	6,694
Derivative liabilities	10,473	6,473
Designated as Accounting Hedges | Foreign Exchange Contracts | Bilateral OTC	'	'
Derivative Assets	'	'
Total derivatives	36	236
Derivative Liabilities	'	'
Total derivatives	217	258
Derivatives, Notional Amount	'	'
Derivative assets	2,669	6,694
Derivative liabilities	9,839	5,970
Designated as Accounting Hedges | Foreign Exchange Contracts | Cleared OTC	'	'
Derivative Assets	'	'
Total derivatives	1	0
Derivative Liabilities	'	'
Total derivatives	24	5
Derivatives, Notional Amount	'	'
Derivative assets	87	0
Derivative liabilities	634	503
Designated as Accounting Hedges | Foreign Exchange Contracts | Exchange Traded	'	'
Derivative Assets	'	'
Total derivatives	0	0
Derivative Liabilities	'	'
Total derivatives	0	0
Derivatives, Notional Amount	'	'
Derivative assets	0	0
Derivative liabilities	0	0
Not Designated as Accounting Hedges	'	'
Derivative Assets	'	'
Total derivatives	597,567	697,766
Derivative Liabilities	'	'
Total derivatives	585,665	684,424
Derivatives, Notional Amount	'	'
Derivative assets	22,125,217	23,259,806
Derivative liabilities	22,070,052	23,352,223
Not Designated as Accounting Hedges | Bilateral OTC	'	'
Derivative Assets	'	'
Total derivatives	371,371	399,387
Derivative Liabilities	'	'
Total derivatives	359,437	385,371
Derivatives, Notional Amount	'	'
Derivative assets	8,960,308	9,711,586
Derivative liabilities	8,747,756	9,517,315
Not Designated as Accounting Hedges | Cleared OTC	'	'
Derivative Assets	'	'
Total derivatives	192,460	266,770
Derivative Liabilities	'	'
Total derivatives	190,186	265,940
Derivatives, Notional Amount	'	'
Derivative assets	11,432,372	12,105,025
Derivative liabilities	11,159,300	12,178,730
Not Designated as Accounting Hedges | Exchange Traded	'	'
Derivative Assets	'	'
Total derivatives	33,736	31,609
Derivative Liabilities	'	'
Total derivatives	36,042	33,113
Derivatives, Notional Amount	'	'
Derivative assets	1,732,537	1,443,195
Derivative liabilities	2,162,996	1,656,178
Not Designated as Accounting Hedges | Interest Rate Contracts	'	'
Derivative Assets	'	'
Total derivatives	447,040	524,336
Derivative Liabilities	'	'
Total derivatives	429,910	506,145
Derivatives, Notional Amount	'	'
Derivative assets	18,018,650	18,917,197
Derivative liabilities	18,009,629	19,057,976
Not Designated as Accounting Hedges | Interest Rate Contracts | Bilateral OTC	'	'
Derivative Assets	'	'
Total derivatives	258,493	262,697
Derivative Liabilities	'	'
Total derivatives	242,963	244,906
Derivatives, Notional Amount	'	'
Derivative assets	5,667,930	6,206,450
Derivative liabilities	5,445,251	6,035,757
Not Designated as Accounting Hedges | Interest Rate Contracts | Cleared OTC	'	'
Derivative Assets	'	'
Total derivatives	188,224	261,348
Derivative Liabilities	'	'
Total derivatives	186,699	261,011
Derivatives, Notional Amount	'	'
Derivative assets	11,243,252	11,854,610
Derivative liabilities	11,010,879	11,954,325
Not Designated as Accounting Hedges | Interest Rate Contracts | Exchange Traded	'	'
Derivative Assets	'	'
Total derivatives	323	291
Derivative Liabilities	'	'
Total derivatives	248	228
Derivatives, Notional Amount	'	'
Derivative assets	1,107,468	856,137
Derivative liabilities	1,553,499	1,067,894
Not Designated as Accounting Hedges | Credit Contracts	'	'
Derivative Assets	'	'
Total derivatives	34,349	44,346
Derivative Liabilities	'	'
Total derivatives	33,390	42,626
Derivatives, Notional Amount	'	'
Derivative assets	1,171,797	1,484,785
Derivative liabilities	1,059,952	1,313,383
Not Designated as Accounting Hedges | Credit Contracts | Bilateral OTC	'	'
Derivative Assets	'	'
Total derivatives	30,265	39,054
Derivative Liabilities	'	'
Total derivatives	30,061	37,835
Derivatives, Notional Amount	'	'
Derivative assets	995,043	1,244,004
Derivative liabilities	922,310	1,099,483
Not Designated as Accounting Hedges | Credit Contracts | Cleared OTC	'	'
Derivative Assets	'	'
Total derivatives	4,084	5,292
Derivative Liabilities	'	'
Total derivatives	3,329	4,791
Derivatives, Notional Amount	'	'
Derivative assets	176,754	240,781
Derivative liabilities	137,642	213,900
Not Designated as Accounting Hedges | Credit Contracts | Exchange Traded	'	'
Derivative Assets	'	'
Total derivatives	0	0
Derivative Liabilities	'	'
Total derivatives	0	0
Derivatives, Notional Amount	'	'
Derivative assets	0	0
Derivative liabilities	0	0
Not Designated as Accounting Hedges | Foreign Exchange Contracts	'	'
Derivative Assets	'	'
Total derivatives	41,705	61,565
Derivative Liabilities	'	'
Total derivatives	42,350	61,796
Derivatives, Notional Amount	'	'
Derivative assets	1,873,084	1,837,846
Derivative liabilities	1,934,215	1,911,011
Not Designated as Accounting Hedges | Foreign Exchange Contracts | Bilateral OTC	'	'
Derivative Assets	'	'
Total derivatives	41,543	61,383
Derivative Liabilities	'	'
Total derivatives	42,188	61,635
Derivatives, Notional Amount	'	'
Derivative assets	1,855,437	1,818,429
Derivative liabilities	1,914,763	1,897,400
Not Designated as Accounting Hedges | Foreign Exchange Contracts | Cleared OTC	'	'
Derivative Assets	'	'
Total derivatives	152	130
Derivative Liabilities	'	'
Total derivatives	158	138
Derivatives, Notional Amount	'	'
Derivative assets	12,366	9,634
Derivative liabilities	10,779	10,505
Not Designated as Accounting Hedges | Foreign Exchange Contracts | Exchange Traded	'	'
Derivative Assets	'	'
Total derivatives	10	52
Derivative Liabilities	'	'
Total derivatives	4	23
Derivatives, Notional Amount	'	'
Derivative assets	5,281	9,783
Derivative liabilities	8,673	3,106
Not Designated as Accounting Hedges | Equity Contracts	'	'
Derivative Assets	'	'
Total derivatives	56,168	54,105
Derivative Liabilities	'	'
Total derivatives	62,649	60,895
Derivatives, Notional Amount	'	'
Derivative assets	790,584	732,366
Derivative liabilities	818,000	805,854
Not Designated as Accounting Hedges | Equity Contracts | Bilateral OTC	'	'
Derivative Assets	'	'
Total derivatives	25,934	26,104
Derivative Liabilities	'	'
Total derivatives	30,650	31,483
Derivatives, Notional Amount	'	'
Derivative assets	315,020	294,524
Derivative liabilities	342,015	341,232
Not Designated as Accounting Hedges | Equity Contracts | Cleared OTC	'	'
Derivative Assets	'	'
Total derivatives	0	0
Derivative Liabilities	'	'
Total derivatives	0	0
Derivatives, Notional Amount	'	'
Derivative assets	0	0
Derivative liabilities	0	0
Not Designated as Accounting Hedges | Equity Contracts | Exchange Traded	'	'
Derivative Assets	'	'
Total derivatives	30,234	28,001
Derivative Liabilities	'	'
Total derivatives	31,999	29,412
Derivatives, Notional Amount	'	'
Derivative assets	475,564	437,842
Derivative liabilities	475,985	464,622
Not Designated as Accounting Hedges | Commodity Contracts	'	'
Derivative Assets	'	'
Total derivatives	18,078	13,371
Derivative Liabilities	'	'
Total derivatives	17,306	12,886
Derivatives, Notional Amount	'	'
Derivative assets	267,506	284,414
Derivative liabilities	243,360	259,340
Not Designated as Accounting Hedges | Commodity Contracts | Bilateral OTC	'	'
Derivative Assets	'	'
Total derivatives	14,909	10,106
Derivative Liabilities	'	'
Total derivatives	13,515	9,436
Derivatives, Notional Amount	'	'
Derivative assets	123,282	144,981
Derivative liabilities	118,521	138,784
Not Designated as Accounting Hedges | Commodity Contracts | Cleared OTC	'	'
Derivative Assets	'	'
Total derivatives	0	0
Derivative Liabilities	'	'
Total derivatives	0	0
Derivatives, Notional Amount	'	'
Derivative assets	0	0
Derivative liabilities	0	0
Not Designated as Accounting Hedges | Commodity Contracts | Exchange Traded	'	'
Derivative Assets	'	'
Total derivatives	3,169	3,265
Derivative Liabilities	'	'
Total derivatives	3,791	3,450
Derivatives, Notional Amount	'	'
Derivative assets	144,224	139,433
Derivative liabilities	124,839	120,556
Not Designated as Accounting Hedges | Other Contracts	'	'
Derivative Assets	'	'
Total derivatives	227	43
Derivative Liabilities	'	'
Total derivatives	60	76
Derivatives, Notional Amount	'	'
Derivative assets	3,596	3,198
Derivative liabilities	4,896	4,659
Not Designated as Accounting Hedges | Other Contracts | Bilateral OTC	'	'
Derivative Assets	'	'
Total derivatives	227	43
Derivative Liabilities	'	'
Total derivatives	60	76
Derivatives, Notional Amount	'	'
Derivative assets	3,596	3,198
Derivative liabilities	4,896	4,659
Not Designated as Accounting Hedges | Other Contracts | Cleared OTC	'	'
Derivative Assets	'	'
Total derivatives	0	0
Derivative Liabilities	'	'
Total derivatives	0	0
Derivatives, Notional Amount	'	'
Derivative assets	0	0
Derivative liabilities	0	0
Not Designated as Accounting Hedges | Other Contracts | Exchange Traded	'	'
Derivative Assets	'	'
Total derivatives	0	0
Derivative Liabilities	'	'
Total derivatives	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 notional amount	524,000	426,000
Not Designated as Accounting Hedges | Future Contracts | Short	'	'
Derivatives, Notional Amount	'	'
Derivative notional amount	1,073,000	729,000
Not Designated as Accounting Hedges | Future Contracts | Customer and Other Receivables	'	'
Derivatives, Notional Amount	'	'
Derivative assets, unsettled fair value	627	879
Not Designated as Accounting Hedges | Future Contracts | Customer and Other Payables	'	'
Derivatives, Notional Amount	'	'
Derivative liabilities, unsettled fair value	$64	$27

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		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivatives	'	'	'	'
Gain (loss) recognized in income related to amounts excluded from hedge effectiveness testing	($52)	$36	($97)	$68
Interest Expense	'	'	'	'
Derivatives	'	'	'	'
Gains (Losses) on Fair Value Hedges Recognized	301	382	603	672
Interest Expense | Derivative and other contracts	'	'	'	'
Derivatives	'	'	'	'
Gains (Losses) on Fair Value Hedges Recognized	621	-2,247	931	-3,119
Interest Expense | Borrowings	'	'	'	'
Derivatives	'	'	'	'
Gains (Losses) on Fair Value Hedges Recognized	-320	2,629	-328	3,791
Not Designated as Accounting Hedges	'	'	'	'
Derivatives	'	'	'	'
Gains (Losses) Recognized in Income	-2,388	2,210	-2,099	183
Not Designated as Accounting Hedges | Interest Rate Contracts	'	'	'	'
Derivatives	'	'	'	'
Gains (Losses) Recognized in Income	-679	-65	-2,033	75
Not Designated as Accounting Hedges | Credit Contracts	'	'	'	'
Derivatives	'	'	'	'
Gains (Losses) Recognized in Income	-354	253	-197	174
Not Designated as Accounting Hedges | Foreign Exchange Contracts	'	'	'	'
Derivatives	'	'	'	'
Gains (Losses) Recognized in Income	567	1,485	1,591	2,036
Not Designated as Accounting Hedges | Equity Contracts	'	'	'	'
Derivatives	'	'	'	'
Gains (Losses) Recognized in Income	-1,918	-301	-2,077	-3,361
Not Designated as Accounting Hedges | Commodity Contracts	'	'	'	'
Derivatives	'	'	'	'
Gains (Losses) Recognized in Income	-53	880	472	1,303
Not Designated as Accounting Hedges | Other Contracts	'	'	'	'
Derivatives	'	'	'	'
Gains (Losses) Recognized in Income	49	-42	145	-44
Net Investment Hedges	'	'	'	'
Derivatives	'	'	'	'
Gain (Losses) Recognized in OCI (effective portion)	-109	230	-176	539
Net Investment Hedges | Foreign Exchange Contracts	'	'	'	'
Derivatives	'	'	'	'
Gain (Losses) Recognized in OCI (effective portion)	($109)	$230	($176)	$539

Derivative_Instruments_and_Hed7

Derivative Instruments and Hedging Activities (Notional and Fair Value of Protection Sold and Purchased through Credit Default Swaps) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Protection Sold	'	'
Credit Derivatives	'	'
Derivative notional amount	$1,120,490	$1,402,651
Credit risk derivative assets, fair value	-18,280	-17,451
Protection Sold | Less than 1 Year	'	'
Credit Derivatives	'	'
Derivative notional amount	252,266	313,911
Protection Sold | 1 - 3 Years	'	'
Credit Derivatives	'	'
Derivative notional amount	475,301	520,560
Protection Sold | 3 - 5 Years	'	'
Credit Derivatives	'	'
Derivative notional amount	335,652	500,770
Protection Sold | Over 5 Years	'	'
Credit Derivatives	'	'
Derivative notional amount	57,271	67,410
Protection Sold | Credit Default Swaps	'	'
Credit Derivatives	'	'
Derivative notional amount	1,118,847	1,400,790
Credit risk derivative assets, fair value	-17,801	-16,994
Protection Sold | Credit Default Swaps | Less than 1 Year	'	'
Credit Derivatives	'	'
Derivative notional amount	252,215	313,836
Protection Sold | Credit Default Swaps | 1 - 3 Years	'	'
Credit Derivatives	'	'
Derivative notional amount	474,781	520,119
Protection Sold | Credit Default Swaps | 3 - 5 Years	'	'
Credit Derivatives	'	'
Derivative notional amount	335,211	500,241
Protection Sold | Credit Default Swaps | Over 5 Years	'	'
Credit Derivatives	'	'
Derivative notional amount	56,640	66,594
Protection Sold | Single Name Credit Default Swaps	'	'
Credit Derivatives	'	'
Derivative notional amount	648,859	799,838
Credit risk derivative assets, fair value	-10,923	-9,349
Protection Sold | Single Name Credit Default Swaps | AAA	'	'
Credit Derivatives	'	'
Derivative notional amount	22,847	23,617
Credit risk derivative assets, fair value	-140	-145
Protection Sold | Single Name Credit Default Swaps | AA	'	'
Credit Derivatives	'	'
Derivative notional amount	58,612	63,228
Credit risk derivative assets, fair value	-850	-845
Protection Sold | Single Name Credit Default Swaps | A	'	'
Credit Derivatives	'	'
Derivative notional amount	122,007	148,512
Credit risk derivative assets, fair value	-2,598	-2,704
Protection Sold | Single Name Credit Default Swaps | BBB	'	'
Credit Derivatives	'	'
Derivative notional amount	292,972	358,966
Credit risk derivative assets, fair value	-4,973	-4,294
Protection Sold | Single Name Credit Default Swaps | Non-investment Grade	'	'
Credit Derivatives	'	'
Derivative notional amount	152,421	205,515
Credit risk derivative assets, fair value	-2,362	-1,361
Protection Sold | Single Name Credit Default Swaps | Less than 1 Year	'	'
Credit Derivatives	'	'
Derivative notional amount	146,876	220,049
Protection Sold | Single Name Credit Default Swaps | Less than 1 Year | AAA	'	'
Credit Derivatives	'	'
Derivative notional amount	1,971	1,546
Protection Sold | Single Name Credit Default Swaps | Less than 1 Year | AA	'	'
Credit Derivatives	'	'
Derivative notional amount	8,494	9,443
Protection Sold | Single Name Credit Default Swaps | Less than 1 Year | A	'	'
Credit Derivatives	'	'
Derivative notional amount	31,078	45,663
Protection Sold | Single Name Credit Default Swaps | Less than 1 Year | BBB	'	'
Credit Derivatives	'	'
Derivative notional amount	67,458	103,143
Protection Sold | Single Name Credit Default Swaps | Less than 1 Year | Non-investment Grade	'	'
Credit Derivatives	'	'
Derivative notional amount	37,875	60,254
Protection Sold | Single Name Credit Default Swaps | 1 - 3 Years	'	'
Credit Derivatives	'	'
Derivative notional amount	284,943	286,349
Protection Sold | Single Name Credit Default Swaps | 1 - 3 Years | AAA	'	'
Credit Derivatives	'	'
Derivative notional amount	10,826	8,661
Protection Sold | Single Name Credit Default Swaps | 1 - 3 Years | AA	'	'
Credit Derivatives	'	'
Derivative notional amount	25,308	24,158
Protection Sold | Single Name Credit Default Swaps | 1 - 3 Years | A	'	'
Credit Derivatives	'	'
Derivative notional amount	54,880	53,755
Protection Sold | Single Name Credit Default Swaps | 1 - 3 Years | BBB	'	'
Credit Derivatives	'	'
Derivative notional amount	124,313	122,382
Protection Sold | Single Name Credit Default Swaps | 1 - 3 Years | Non-investment Grade	'	'
Credit Derivatives	'	'
Derivative notional amount	69,616	77,393
Protection Sold | Single Name Credit Default Swaps | 3 - 5 Years	'	'
Credit Derivatives	'	'
Derivative notional amount	183,962	255,904
Protection Sold | Single Name Credit Default Swaps | 3 - 5 Years | AAA	'	'
Credit Derivatives	'	'
Derivative notional amount	8,984	12,128
Protection Sold | Single Name Credit Default Swaps | 3 - 5 Years | AA	'	'
Credit Derivatives	'	'
Derivative notional amount	20,454	25,310
Protection Sold | Single Name Credit Default Swaps | 3 - 5 Years | A	'	'
Credit Derivatives	'	'
Derivative notional amount	31,923	44,428
Protection Sold | Single Name Credit Default Swaps | 3 - 5 Years | BBB	'	'
Credit Derivatives	'	'
Derivative notional amount	82,750	112,950
Protection Sold | Single Name Credit Default Swaps | 3 - 5 Years | Non-investment Grade	'	'
Credit Derivatives	'	'
Derivative notional amount	39,851	61,088
Protection Sold | Single Name Credit Default Swaps | Over 5 Years	'	'
Credit Derivatives	'	'
Derivative notional amount	33,078	37,536
Protection Sold | Single Name Credit Default Swaps | Over 5 Years | AAA	'	'
Credit Derivatives	'	'
Derivative notional amount	1,066	1,282
Protection Sold | Single Name Credit Default Swaps | Over 5 Years | AA	'	'
Credit Derivatives	'	'
Derivative notional amount	4,356	4,317
Protection Sold | Single Name Credit Default Swaps | Over 5 Years | A	'	'
Credit Derivatives	'	'
Derivative notional amount	4,126	4,666
Protection Sold | Single Name Credit Default Swaps | Over 5 Years | BBB	'	'
Credit Derivatives	'	'
Derivative notional amount	18,451	20,491
Protection Sold | Single Name Credit Default Swaps | Over 5 Years | Non-investment Grade	'	'
Credit Derivatives	'	'
Derivative notional amount	5,079	6,780
Protection Sold | Total Index and Basket Credit Default Swaps	'	'
Credit Derivatives	'	'
Derivative notional amount	469,988	600,952
Credit risk derivative assets, fair value	-6,878	-7,645
Protection Sold | Total Index and Basket Credit Default Swaps | AAA	'	'
Credit Derivatives	'	'
Derivative notional amount	70,094	88,209
Credit risk derivative assets, fair value	-1,209	-1,679
Protection Sold | Total Index and Basket Credit Default Swaps | AA	'	'
Credit Derivatives	'	'
Derivative notional amount	16,096	18,477
Credit risk derivative assets, fair value	-436	-275
Protection Sold | Total Index and Basket Credit Default Swaps | A	'	'
Credit Derivatives	'	'
Derivative notional amount	13,593	15,996
Credit risk derivative assets, fair value	-352	-418
Protection Sold | Total Index and Basket Credit Default Swaps | BBB	'	'
Credit Derivatives	'	'
Derivative notional amount	209,401	114,512
Credit risk derivative assets, fair value	-3,903	-2,220
Protection Sold | Total Index and Basket Credit Default Swaps | Non-investment Grade	'	'
Credit Derivatives	'	'
Derivative notional amount	160,804	363,758
Credit risk derivative assets, fair value	-978	-3,053
Protection Sold | Total Index and Basket Credit Default Swaps | Less than 1 Year	'	'
Credit Derivatives	'	'
Derivative notional amount	105,339	93,787
Protection Sold | Total Index and Basket Credit Default Swaps | Less than 1 Year | AAA	'	'
Credit Derivatives	'	'
Derivative notional amount	24,880	14,890
Protection Sold | Total Index and Basket Credit Default Swaps | Less than 1 Year | AA	'	'
Credit Derivatives	'	'
Derivative notional amount	2,421	3,751
Protection Sold | Total Index and Basket Credit Default Swaps | Less than 1 Year | A	'	'
Credit Derivatives	'	'
Derivative notional amount	1,105	2,064
Protection Sold | Total Index and Basket Credit Default Swaps | Less than 1 Year | BBB	'	'
Credit Derivatives	'	'
Derivative notional amount	43,058	5,974
Protection Sold | Total Index and Basket Credit Default Swaps | Less than 1 Year | Non-investment Grade	'	'
Credit Derivatives	'	'
Derivative notional amount	33,875	67,108
Protection Sold | Total Index and Basket Credit Default Swaps | 1 - 3 Years	'	'
Credit Derivatives	'	'
Derivative notional amount	189,838	233,770
Protection Sold | Total Index and Basket Credit Default Swaps | 1 - 3 Years | AAA	'	'
Credit Derivatives	'	'
Derivative notional amount	29,124	40,522
Protection Sold | Total Index and Basket Credit Default Swaps | 1 - 3 Years | AA	'	'
Credit Derivatives	'	'
Derivative notional amount	5,761	4,127
Protection Sold | Total Index and Basket Credit Default Swaps | 1 - 3 Years | A	'	'
Credit Derivatives	'	'
Derivative notional amount	2,011	2,263
Protection Sold | Total Index and Basket Credit Default Swaps | 1 - 3 Years | BBB	'	'
Credit Derivatives	'	'
Derivative notional amount	58,434	29,709
Protection Sold | Total Index and Basket Credit Default Swaps | 1 - 3 Years | Non-investment Grade	'	'
Credit Derivatives	'	'
Derivative notional amount	94,508	157,149
Protection Sold | Total Index and Basket Credit Default Swaps | 3 - 5 Years	'	'
Credit Derivatives	'	'
Derivative notional amount	151,249	244,337
Protection Sold | Total Index and Basket Credit Default Swaps | 3 - 5 Years | AAA	'	'
Credit Derivatives	'	'
Derivative notional amount	13,897	30,613
Protection Sold | Total Index and Basket Credit Default Swaps | 3 - 5 Years | AA	'	'
Credit Derivatives	'	'
Derivative notional amount	4,162	4,593
Protection Sold | Total Index and Basket Credit Default Swaps | 3 - 5 Years | A	'	'
Credit Derivatives	'	'
Derivative notional amount	10,446	11,633
Protection Sold | Total Index and Basket Credit Default Swaps | 3 - 5 Years | BBB	'	'
Credit Derivatives	'	'
Derivative notional amount	100,581	74,982
Protection Sold | Total Index and Basket Credit Default Swaps | 3 - 5 Years | Non-investment Grade	'	'
Credit Derivatives	'	'
Derivative notional amount	22,163	122,516
Protection Sold | Total Index and Basket Credit Default Swaps | Over 5 Years	'	'
Credit Derivatives	'	'
Derivative notional amount	23,562	29,058
Protection Sold | Total Index and Basket Credit Default Swaps | Over 5 Years | AAA	'	'
Credit Derivatives	'	'
Derivative notional amount	2,193	2,184
Protection Sold | Total Index and Basket Credit Default Swaps | Over 5 Years | AA	'	'
Credit Derivatives	'	'
Derivative notional amount	3,752	6,006
Protection Sold | Total Index and Basket Credit Default Swaps | Over 5 Years | A	'	'
Credit Derivatives	'	'
Derivative notional amount	31	36
Protection Sold | Total Index and Basket Credit Default Swaps | Over 5 Years | BBB	'	'
Credit Derivatives	'	'
Derivative notional amount	7,328	3,847
Protection Sold | Total Index and Basket Credit Default Swaps | Over 5 Years | Non-investment Grade	'	'
Credit Derivatives	'	'
Derivative notional amount	10,258	16,985
Protection Sold | Index and Basket Credit Default Swaps	'	'
Credit Derivatives	'	'
Derivative notional amount	351,597	454,355
Credit risk derivative assets, fair value	-3,298	-3,756
Protection Sold | Tranched Index and Basket Credit Default Swaps	'	'
Credit Derivatives	'	'
Derivative notional amount	118,391	146,597
Credit risk derivative assets, fair value	-3,580	-3,889
Protection Sold | Single Name, and Non-tranched Index and Basket Credit Default Swaps	'	'
Credit Derivatives	'	'
Derivative notional amount	994,000	1,252,000
Protection Sold | Other Credit Contracts	'	'
Credit Derivatives	'	'
Derivative notional amount	1,643	1,861
Credit risk derivative assets, fair value	-479	-457
Protection Sold | Other Credit Contracts | Less than 1 Year	'	'
Credit Derivatives	'	'
Derivative notional amount	51	75
Protection Sold | Other Credit Contracts | 1 - 3 Years	'	'
Credit Derivatives	'	'
Derivative notional amount	520	441
Protection Sold | Other Credit Contracts | 3 - 5 Years	'	'
Credit Derivatives	'	'
Derivative notional amount	441	529
Protection Sold | Other Credit Contracts | Over 5 Years	'	'
Credit Derivatives	'	'
Derivative notional amount	631	816
Protection Purchased | Credit Default Swaps	'	'
Credit Derivatives	'	'
Derivative notional amount	1,112,902	1,397,378
Credit risk derivative liabilities, fair value	16,842	15,274
Protection Purchased | Single Name Credit Default Swaps	'	'
Credit Derivatives	'	'
Derivative notional amount	615,380	758,536
Credit risk derivative liabilities, fair value	9,916	8,564
Protection Purchased | Index and Basket Credit Default Swaps	'	'
Credit Derivatives	'	'
Derivative notional amount	268,988	361,961
Credit risk derivative liabilities, fair value	2,577	2,827
Protection Purchased | Tranched Index and Basket Credit Default Swaps	'	'
Credit Derivatives	'	'
Derivative notional amount	228,534	276,881
Credit risk derivative liabilities, fair value	4,349	3,883
Protection Purchased | Single Name, and Non-tranched Index and Basket Credit Default Swaps	'	'
Credit Derivatives	'	'
Derivative notional amount	$880,000	$1,116,000

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

In Millions, unless otherwise specified

Jun. 25, 2014

Mar. 15, 2010

Jun. 10, 2010

Jun. 10, 2010

Jul. 15, 2010

Jun. 30, 2014

Jun. 25, 2014

Oct. 15, 2010

Jun. 25, 2014

Jul. 18, 2011

Oct. 16, 2012

Jun. 25, 2014

Apr. 25, 2012

Jun. 25, 2014

Jun. 19, 2012

Jun. 30, 2014

Aug. 08, 2012

Aug. 08, 2012

Jun. 25, 2014

Sep. 23, 2013

Jun. 25, 2014

Feb. 14, 2013

Jun. 25, 2014

3-May-13

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. 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.

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.

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.

Federal Home Loan Bank of Boston v Ally Financial, Inc. F/K/A GMAC LLC et al.

Federal Home Loan Bank of Boston v Ally Financial, Inc. F/K/A GMAC LLC et al.

Morgan Stanley Mortgage Loan Trusts v Morgan Stanley Mortgage Capital Holdings LLC

Morgan Stanley Mortgage Loan Trust 2006-14SL v Morgan Stanley Mortgage Capital Holdings LLC

Morgan Stanley Mortgage Loan Trust 2007-4SL v Morgan Stanley Mortgage Capital Holdings LLC

National Credit Union Administration Board v Morgan Stanley & Co. Inc., et al.

National Credit Union Administration Board v Morgan Stanley & Co. Inc., et al.

Bank Hapoalim B.M. v. Morgan Stanley et al.

Bank Hapoalim B.M. v. Morgan Stanley et al.

Deutsche Zentral-Genossenschaftsbank AG et al. v. Morgan Stanley et al.

Deutsche Zentral-Genossenschaftsbank AG et al. v. Morgan Stanley et al.

claims

Contingencies

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Damages sought

'

'

'

'

$228

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Estimate of possible loss, maximum

'

'

'

'

'

240

'

'

'

'

'

'

'

'

'

527

'

'

'

'

'

'

'

'

Credit default swap asset

'

'

'

'

275

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss in period

'

'

'

'

12

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Mortgage pass through certificate backed by securitization trusts original amount

'

'

704

276

'

'

'

203

'

153

'

'

1,000

'

385

'

'

'

'

417

'

141

'

694

Mortgage pass through certificate backed by securitization trusts unpaid amount

301

'

'

'

'

'

56

'

113

'

'

623

'

67

'

'

'

'

215

'

75

'

284

'

Mortgage pass through certificate incurred losses

6

'

'

'

'

'

'

'

2

'

'

'

'

'

'

'

'

'

26

'

'

'

52

'

Mortgage pass through certificate backed by securitization trusts amended amount

'

'

'

'

'

'

'

'

'

'

80

'

'

'

'

'

'

'

'

'

'

'

'

'

Original principal balance of loans in trust

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$354

$305

'

'

'

'

'

'

Number of complaints

'

2

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Commitments_Guarantees_and_Con3

Commitments, Guarantees and Contingencies (Commitments) (Details) (USD $)	Jun. 30, 2014
Commitment, Fiscal Year Maturity	'
Less than 1	$84,130,000,000
1-3 years	20,216,000,000
3-5 years	50,584,000,000
Over 5 years	6,211,000,000
Total	161,141,000,000
Maximum commitment under reverse repurchase facility	600,000,000
Letters of Credit and Other Financial Guarantees Obtained to Satisfy Collateral Requirements	'
Commitment, Fiscal Year Maturity	'
Less than 1	372,000,000
1-3 years	1,000,000
3-5 years	0
Over 5 years	2,000,000
Total	375,000,000
Investment Activities	'
Commitment, Fiscal Year Maturity	'
Less than 1	519,000,000
1-3 years	69,000,000
3-5 years	31,000,000
Over 5 years	425,000,000
Total	1,044,000,000
Primary Lending Commitments - Investment Grade	'
Commitment, Fiscal Year Maturity	'
Less than 1	17,936,000,000
1-3 years	13,637,000,000
3-5 years	36,263,000,000
Over 5 years	572,000,000
Total	68,408,000,000
Unfunded commitments accounted for as held for investment	54,100,000,000
Unfunded commitments accounted for as held for sale	10,400,000,000
Primary Lending Commitments - Non-investment Grade	'
Commitment, Fiscal Year Maturity	'
Less than 1	808,000,000
1-3 years	5,131,000,000
3-5 years	13,610,000,000
Over 5 years	4,542,000,000
Total	24,091,000,000
Unfunded commitments accounted for as held for investment	13,000,000,000
Unfunded commitments accounted for as held for sale	9,500,000,000
Secondary Lending Commitments	'
Commitment, Fiscal Year Maturity	'
Less than 1	50,000,000
1-3 years	41,000,000
3-5 years	37,000,000
Over 5 years	181,000,000
Total	309,000,000
Commitments for Secured Lending Transactions	'
Commitment, Fiscal Year Maturity	'
Less than 1	2,185,000,000
1-3 years	419,000,000
3-5 years	25,000,000
Over 5 years	9,000,000
Total	2,638,000,000
Forward Starting Reverse Repurchase Agreements and Securities Borrowing Agreements	'
Commitment, Fiscal Year Maturity	'
Less than 1	57,860,000,000
1-3 years	0
3-5 years	0
Over 5 years	0
Total	57,860,000,000
Commitments due in the next three business days	55,200,000,000
Commercial and Residential Mortgage-related Commitments	'
Commitment, Fiscal Year Maturity	'
Less than 1	4,000,000
1-3 years	92,000,000
3-5 years	394,000,000
Over 5 years	301,000,000
Total	791,000,000
Underwriting Commitments	'
Commitment, Fiscal Year Maturity	'
Less than 1	872,000,000
1-3 years	0
3-5 years	0
Over 5 years	0
Total	872,000,000
Other Lending Commitments	'
Commitment, Fiscal Year Maturity	'
Less than 1	3,524,000,000
1-3 years	826,000,000
3-5 years	224,000,000
Over 5 years	179,000,000
Total	$4,753,000,000

Commitments_Guarantees_and_Con4

Commitments, Guarantees and Contingencies (Obligations under Guarantee Arrangements) (Details) (USD $)	Jun. 30, 2014
Credit Derivative Contracts	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	$1,118,847,000,000
Carrying Amount (Asset)/Liability	-17,801,000,000
Collateral/Recourse	0
Other Credit Contracts	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	1,643,000,000
Carrying Amount (Asset)/Liability	-479,000,000
Collateral/Recourse	0
Non-credit Derivative Contracts	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	3,067,584,000,000
Carrying Amount (Asset)/Liability	52,489,000,000
Collateral/Recourse	0
Standby Letters of Credit and Other Financial Guarantees Issued	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	8,459,000,000
Carrying Amount (Asset)/Liability	-246,000,000
Collateral/Recourse	7,133,000,000
Market Value Guarantees	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	701,000,000
Carrying Amount (Asset)/Liability	6,000,000
Collateral/Recourse	93,000,000
Liquidity Facilities	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	2,383,000,000
Carrying Amount (Asset)/Liability	-4,000,000
Collateral/Recourse	3,314,000,000
Whole Loan Sales Representations and Warranties	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	23,677,000,000
Carrying Amount (Asset)/Liability	34,000,000
Collateral/Recourse	0
Securitizations Representations and Warranties	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	65,941,000,000
Carrying Amount (Asset)/Liability	81,000,000
Collateral/Recourse	0
General Partner Guarantees	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	461,000,000
Carrying Amount (Asset)/Liability	73,000,000
Collateral/Recourse	0
Less than 1 Year | Credit Derivative Contracts	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	252,215,000,000
Less than 1 Year | Other Credit Contracts	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	51,000,000
Less than 1 Year | Non-credit Derivative Contracts	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	1,330,774,000,000
Less than 1 Year | Standby Letters of Credit and Other Financial Guarantees Issued	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	848,000,000
Less than 1 Year | Market Value Guarantees	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	9,000,000
Less than 1 Year | Liquidity Facilities	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	2,383,000,000
Less than 1 Year | Whole Loan Sales Representations and Warranties	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	0
Less than 1 Year | Securitizations Representations and Warranties	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	0
Less than 1 Year | General Partner Guarantees	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	63,000,000
1 - 3 Years | Credit Derivative Contracts	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	474,781,000,000
1 - 3 Years | Other Credit Contracts	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	520,000,000
1 - 3 Years | Non-credit Derivative Contracts	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	872,496,000,000
1 - 3 Years | Standby Letters of Credit and Other Financial Guarantees Issued	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	729,000,000
1 - 3 Years | Market Value Guarantees	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	80,000,000
1 - 3 Years | Liquidity Facilities	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	0
1 - 3 Years | Whole Loan Sales Representations and Warranties	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	0
1 - 3 Years | Securitizations Representations and Warranties	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	0
1 - 3 Years | General Partner Guarantees	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	18,000,000
3 - 5 Years | Credit Derivative Contracts	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	335,211,000,000
3 - 5 Years | Other Credit Contracts	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	441,000,000
3 - 5 Years | Non-credit Derivative Contracts	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	320,305,000,000
3 - 5 Years | Standby Letters of Credit and Other Financial Guarantees Issued	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	1,135,000,000
3 - 5 Years | Market Value Guarantees	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	82,000,000
3 - 5 Years | Liquidity Facilities	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	0
3 - 5 Years | Whole Loan Sales Representations and Warranties	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	0
3 - 5 Years | Securitizations Representations and Warranties	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	0
3 - 5 Years | General Partner Guarantees	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	75,000,000
Over 5 Years | Credit Derivative Contracts	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	56,640,000,000
Over 5 Years | Other Credit Contracts	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	631,000,000
Over 5 Years | Non-credit Derivative Contracts	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	544,009,000,000
Over 5 Years | Standby Letters of Credit and Other Financial Guarantees Issued	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	5,747,000,000
Over 5 Years | Market Value Guarantees	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	530,000,000
Over 5 Years | Liquidity Facilities	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	0
Over 5 Years | Whole Loan Sales Representations and Warranties	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	23,677,000,000
Over 5 Years | Securitizations Representations and Warranties	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	65,941,000,000
Over 5 Years | General Partner Guarantees	'
Guarantor Obligations	'
Maximum Potential Payout/Notional	305,000,000
Primary and Secondary Lending Commitments	'
Guarantor Obligations	'
Standby letters of credit	$2,000,000,000

Regulatory_Requirements_Narrat

Regulatory Requirements (Narrative) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
MS&Co.	'	'
Regulatory Requirements	'	'
Net capital	$9,108,000,000	$7,201,000,000
Amount of capital that exceeds the minimum required	7,463,000,000	5,627,000,000
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. | Minimum	'	'
Regulatory Requirements	'	'
Amount by which if net capital falls below, the company is required to notify the SEC	5,000,000,000	'
MSSB LLC	'	'
Regulatory Requirements	'	'
Net capital	4,511,000,000	3,489,000,000
Amount of capital that exceeds the minimum required	$4,336,000,000	$3,308,000,000

Regulatory_Requirements_Capita

Regulatory Requirements (Capital Measures) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified	U.S. Basel III	U.S. Basel I
	Transitional / Advanced Approach
Balance	'	'
Common Equity Tier 1 capital, amount	$58,144	$49,917
Tier 1 capital, amount	64,533	61,007
Total capital, amount	72,787	66,000
RWAs	418,054	389,675
Adjusted average total assets	$824,662	$805,838
Ratio	'	'
Common Equity Tier 1 capital to RWAs, ratio	13.90%	12.80%
Tier 1 capital to RWAs, ratio	15.40%	15.70%
Total capital to RWAs, ratio	17.40%	16.90%
Tier 1 leverage, ratio	7.80%	7.60%

Regulatory_Requirements_Signif

Regulatory Requirements (Significant U.S. Bank Operating Subsidiaries' Capital) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified	U.S. Basel III	U.S. Basel I	MSBNA	MSBNA	MSPBNA	MSPBNA
	Transitional / Advanced Approach		U.S. Basel III	U.S. Basel I	U.S. Basel III	U.S. Basel I
			Transitional / Advanced Approach		Transitional / Advanced Approach
Regulatory Requirements	'	'	'	'	'	'
Common Equity Tier 1 capital, amount	$58,144	$49,917	$11,604	'	$2,226	'
Tier 1 capital, amount	64,533	61,007	11,604	11,086	2,226	2,177
Total capital, amount	72,787	66,000	13,279	12,749	2,244	2,184
Tier 1 leverage capital, amount	'	'	$11,604	$11,086	$2,226	$2,177
Common Equity Tier 1 capital to RWAs, ratio	13.90%	12.80%	13.00%	'	22.00%	'
Tier 1 capital to RWAs, ratio	15.40%	15.70%	13.00%	14.60%	22.00%	26.50%
Total capital to RWAs, ratio	17.40%	16.90%	14.80%	16.80%	22.10%	26.60%
Tier 1 leverage, ratio	7.80%	7.60%	10.50%	10.80%	10.20%	9.70%

Total_Equity_Narrative_Details

Total Equity (Narrative) (Details) (USD $)	0 Months Ended		3 Months Ended			6 Months Ended			6 Months Ended
	Apr. 17, 2014	Jul. 31, 2013	Jun. 30, 2014	Mar. 31, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Apr. 02, 2014	Jun. 30, 2014
								Real Estate Funds	MSMS
Treasury Shares	'	'	'	'	'	'	'	'	'
Authorized repurchase amount of outstanding common stock approved by the Federal Reserve	'	$500,000,000	'	$1,000,000,000	'	'	'	'	'
Authorized repurchase amount of outstanding common stock	'	'	'	'	'	6,000,000,000	'	'	'
Common stock repurchased	'	'	284,000,000	'	'	434,000,000	'	'	'
Remaining amount under its current share repurchase authorization	'	'	'	'	'	800,000,000	'	'	'
Dividends declared per common share	$0.05	'	$0.10	'	$0.05	$0.15	$0.10	'	'
Nonredeemable Noncontrolling Interests	'	'	'	'	'	'	'	'	'
Assets Decrease From Deconsolidation	'	'	'	'	'	'	'	1,600,000,000	'
Distributions to noncontrolling interests	'	'	'	'	'	'	'	'	$166,000,000

Total_Equity_Preferred_Stock_D

Total Equity (Preferred Stock) (Details) (USD $)	0 Months Ended
In Millions, except Share data, unless otherwise specified	Sep. 30, 2013	Dec. 10, 2013	Apr. 29, 2014	Apr. 29, 2014
	Series E Preferred Stock	Series F Preferred Stock	Series G Preferred Stock	Series H Preferred Stock
Preferred Stock	'	'	'	'
Depositary Shares issued (in shares)	34,500,000	34,000,000	20,000,000	1,300,000
Depositary Shares issued	$862	$850	$500	$1,300
Fraction of underlying stock that each Depositary Share represents	0.001	0.001	0.001	0.04
Dividend payable date	15-Oct-23	15-Jan-24	15-Jul-19	15-Jul-19
Preferred stock par value (per share)	$0.01	$0.01	$0.01	$0.01
Preferred stock dividend rate	'	'	6.63%	'
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 described in the terms of that series), in each case at a redemption price of $25,000 per share (equivalent to $25.00 per Depository Share).	'The Series F 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 January 15, 2024 or (ii) in whole but not in part at any time within 90 days following a regulatory capital treatment event (as described in the terms of that series), in each case at a redemption price of $25,000 per share (equivalent to $25.00 per Depositary Share).	'The Series G 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 July 15, 2019 or (ii) in whole but not in part at any time within 90 days following a regulatory capital treatment event (as described in the terms of that series), in each case at a redemption price of $25,000 per share (equivalent to $25.00 per Depositary Share).	'The Series H 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 July 15, 2019 or (ii) in whole but not in part at any time within 90 days following a regulatory capital treatment event (as described in the terms of that series), in each case at a redemption price of $25,000 per share (equivalent to $1,000 per Depositary Share).
Preferred stock redemption price (per share)	$25,000	$25,000	$25,000	$25,000
Preferred stock redemption price per Depositary Share	$25	$25	$25	$1,000
Proceeds from issuance of preferred stock	$854	$842	$494	$1,294

Total_Equity_Components_of_Acc

Total Equity (Components of Accumulated Other Comprehensive Income (Loss)) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Beginning balance	($968)	($694)	($1,093)	($516)
Other comprehensive income (loss) before reclassifications	238	-461	364	-642
Amounts reclassified from AOCI	-3	-14	-4	-11
Net other comprehensive income (loss) during the period	235	-475	360	-653
Ending balance	-733	-1,169	-733	-1,169
Foreign Currency Translation Adjustments	'	'	'	'
Beginning balance	-218	-276	-266	-123
Other comprehensive income (loss) before reclassifications	68	-144	116	-297
Amounts reclassified from AOCI	0	0	0	0
Net other comprehensive income (loss) during the period	68	-144	116	-297
Ending balance	-150	-420	-150	-420
Net Change in Cash Flow Hedges	'	'	'	'
Beginning balance	0	-4	-1	-5
Other comprehensive income (loss) before reclassifications	0	0	0	0
Amounts reclassified from AOCI	1	1	2	2
Net other comprehensive income (loss) during the period	1	1	2	2
Ending balance	1	-3	1	-3
Change in Net Unrealized Gains (Losses) on AFS Securities	'	'	'	'
Beginning balance	-208	124	-282	151
Other comprehensive income (loss) before reclassifications	168	-322	246	-347
Amounts reclassified from AOCI	-6	-20	-10	-22
Net other comprehensive income (loss) during the period	162	-342	236	-369
Ending balance	-46	-218	-46	-218
Pension, Postretirement and Other Related Adjustments	'	'	'	'
Beginning balance	-542	-538	-544	-539
Other comprehensive income (loss) before reclassifications	2	5	2	2
Amounts reclassified from AOCI	2	5	4	9
Net other comprehensive income (loss) during the period	4	10	6	11
Ending balance	($538)	($528)	($538)	($528)

Earnings_Per_Common_Share_Calc

Earnings Per Common Share (Calculation of Basic and Diluted EPS) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, except Share data, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Basic EPS:	'	'	'	'
Income from continuing operations	$1,918	$1,222	$3,463	$2,472
Net gain (loss) from discontinued operations	-1	-31	38	-50
Net income	1,917	1,191	3,501	2,422
Net income applicable to redeemable noncontrolling interests	0	100	0	222
Net income applicable to nonredeemable noncontrolling interests	18	111	97	258
Net income applicable to Morgan Stanley	1,899	980	3,404	1,942
Less: Wealth Management JV redemption value adjustment	0	-151	0	-151
Less: Allocation of (earnings) loss to participating RSUs:	'	'	'	'
From continuing operations	-3	-2	-5	-4
Earnings (loss) applicable to Morgan Stanley common shareholders	1,820	803	3,269	1,739
Weighted average common shares outstanding	1,928,250,328	1,907,737,175	1,926,260,244	1,904,470,952
Earnings per basic common share:	'	'	'	'
Income from continuing operations	$0.94	$0.44	$1.68	$0.94
Income (loss) from discontinued operations	$0	($0.02)	$0.02	($0.03)
Earnings (loss) per basic common share	$0.94	$0.42	$1.70	$0.91
Diluted EPS:	'	'	'	'
Earnings (loss) applicable to Morgan Stanley common shareholders	1,820	803	3,269	1,739
Weighted average common shares outstanding	1,928,250,328	1,907,737,175	1,926,260,244	1,904,470,952
Effect of dilutive securities:	'	'	'	'
Stock options and RSUs	41,000,000	43,000,000	43,000,000	42,000,000
Weighted average common shares outstanding and common stock equivalents	1,969,698,239	1,951,362,736	1,969,675,518	1,945,813,411
Earnings per diluted common share:	'	'	'	'
Income from continuing operations	$0.92	$0.43	$1.64	$0.92
Income (loss) from discontinued operations	$0	($0.02)	$0.02	($0.03)
Earnings (loss) per diluted common share	$0.92	$0.41	$1.66	$0.89
Series A Preferred Stock	'	'	'	'
Basic EPS:	'	'	'	'
Less: Preferred dividends	-11	-11	-22	-22
Series C Preferred Stock	'	'	'	'
Basic EPS:	'	'	'	'
Less: Preferred dividends	-13	-13	-26	-26
Series E Preferred Stock	'	'	'	'
Basic EPS:	'	'	'	'
Less: Preferred dividends	-16	0	-31	0
Series F Preferred Stock	'	'	'	'
Basic EPS:	'	'	'	'
Less: Preferred dividends	-14	0	-29	0
Series G Preferred Stock	'	'	'	'
Basic EPS:	'	'	'	'
Less: Preferred dividends	-7	0	-7	0
Series H Preferred Stock	'	'	'	'
Basic EPS:	'	'	'	'
Less: Preferred dividends	($15)	$0	($15)	$0

Earnings_Per_Common_Share_Anti

Earnings Per Common Share (Antidilutive Securities Excluded from the Computation of Diluted EPS) (Details)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Antidilutive securities outstanding	16	40	16	40
RSUs and Performance-based Stock Units	'	'	'	'
Antidilutive securities outstanding	3	4	3	4
Stock Options	'	'	'	'
Antidilutive securities outstanding	13	36	13	36

Interest_Income_and_Interest_E2

Interest Income and Interest Expense (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Interest income:	'	'	'	'
Trading assets	$528	$613	$1,029	$1,217
AFS Securities	150	110	288	206
Loans	358	278	730	522
Interest bearing deposits with banks	24	25	59	51
Federal funds sold and securities purchased under agreements to resell and Securities borrowed	-127	-81	-136	-33
Other	317	323	623	649
Total Interest income	1,250	1,268	2,593	2,612
Interest expense:	'	'	'	'
Deposits	17	41	30	82
Commercial paper and other short-term borrowings	2	5	2	14
Long-term debt	930	917	1,865	1,877
Securities sold under agreements to repurchase and Securities loaned	303	371	629	777
Other	-269	-270	-508	-524
Total Interest expense	983	1,064	2,018	2,226
Net interest	267	204	575	386
Prior year adjustment	'	'	'	'
Interest income:	'	'	'	'
Federal funds sold and securities purchased under agreements to resell and Securities borrowed	'	-147	'	-191
Interest expense:	'	'	'	'
Securities sold under agreements to repurchase and Securities loaned	'	($147)	'	($191)

Employee_Benefit_Plans_Net_Per

Employee Benefit Plans (Net Periodic Benefit Expense) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Components of Net Periodic Benefit Expense	'	'	'	'
Service cost, benefits earned during the period	$6	$7	$12	$14
Interest cost on projected benefit obligation	40	39	80	78
Expected return on plan assets	-27	-29	-55	-57
Net amortization of prior service cost (credit)	-3	-3	-6	-7
Net amortization of actuarial loss	6	10	12	20
Net periodic benefit expense	$22	$24	$43	$48

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 $)	3 Months Ended	6 Months Ended
	Jun. 30, 2014	Jun. 30, 2014	Jun. 30, 2013
Effective Income Tax Rate Reconciliation, Percent	'	'	'
Unrecognized Tax Benefits Period Increase / (Decrease)	'	($1,600,000,000)	'
Unrecognized Tax Benefits	2,500,000,000	2,500,000,000	'
Amount of unrecognized tax benefits, amount if recognized, would favorably affect the effective tax rate in future periods	900,000,000	900,000,000	'
Income Tax Expense (Benefit), Continuing Operations, Income Tax Reconciliation	'	'	'
Effective income tax rate excluding effect of discrete tax expense (benefit)	32.30%	33.00%	31.40%
Remeasurement of Reserves and Related Interest Associated with Either Expiration of Applicable Statute of Limitations or New Information Regarding Status of Certain Internal Revenue Service Examinations	'	'	'
Income Tax Expense (Benefit), Continuing Operations, Income Tax Reconciliation	'	'	'
Aggregate discrete net tax expense (benefit) from continuing operations	609,000,000	609,000,000	61,000,000
Retroactive Effective Date of American Taxpayer Relief Act of 2012	'	'	'
Income Tax Expense (Benefit), Continuing Operations, Income Tax Reconciliation	'	'	'
Aggregate discrete net tax expense (benefit) from continuing operations	'	'	81,000,000

Income_Taxes_Investments_in_Qu

Income Taxes (Investments in Qualified Affordable Housing Projects) (Details) (USD $)	3 Months Ended		6 Months Ended		3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Mar. 31, 2014	Mar. 31, 2013	Jun. 30, 2013
					Adjustments for New Accounting Principle, Early Adoption	Adjustments for New Accounting Principle, Early Adoption	Adjustments for New Accounting Principle, Early Adoption
New Accounting Policy Early Adoption	'	'	'	'	'	'	'
Other Revenues	$206	$305	$451	$522	($18)	($18)	($37)
Provision for income taxes	$15	$574	$795	$925	$18	$18	$37

Segment_and_Geographic_Informa2

Segment and Geographic Information (Selected Financial Information by Segments) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Segment Reporting Information	'	'	'	'	'
Total non-interest revenues	$8,341	$8,311	$16,980	$16,297	'
Interest income	1,250	1,268	2,593	2,612	'
Interest expense	983	1,064	2,018	2,226	'
Net interest	267	204	575	386	'
Net revenues	8,608	8,515	17,555	16,683	'
Income from continuing operations before income taxes	1,933	1,796	4,258	3,397	'
Provision for income taxes	15	574	795	925	'
Income from continuing operations	1,918	1,222	3,463	2,472	'
Discontinued operations:	'	'	'	'	'
Income (loss) from discontinued operations before income taxes	-2	-44	42	-74	'
Provision for (benefit from) income taxes	-1	-13	4	-24	'
Net gain (loss) from discontinued operations	-1	-31	38	-50	'
Net income	1,917	1,191	3,501	2,422	'
Net income applicable to redeemable noncontrolling interests	0	100	0	222	'
Net income applicable to nonredeemable noncontrolling interests	18	111	97	258	'
Net income applicable to Morgan Stanley	1,899	980	3,404	1,942	'
Segment Reporting Information, Additional Information	'	'	'	'	'
Performance-based fee revenue at risk	592	'	592	'	489
Federal funds sold and securities purchased under agreements to resell and Securities borrowed	-127	-81	-136	-33	'
Securities sold under agreements to repurchase and Securities loaned	303	371	629	777	'
Prior year adjustment	'	'	'	'	'
Segment Reporting Information, Additional Information	'	'	'	'	'
Federal funds sold and securities purchased under agreements to resell and Securities borrowed	'	-147	'	-191	'
Securities sold under agreements to repurchase and Securities loaned	'	-147	'	-191	'
Institutional Securities business segment	'	'	'	'	'
Segment Reporting Information	'	'	'	'	'
Total non-interest revenues	4,554	4,598	9,406	8,924	'
Interest income	758	875	1,639	1,845	'
Interest expense	1,064	1,115	2,170	2,312	'
Net interest	-306	-240	-531	-467	'
Net revenues	4,248	4,358	8,875	8,457	'
Income from continuing operations before income taxes	961	981	2,332	1,798	'
Provision for income taxes	-344	307	77	386	'
Income from continuing operations	1,305	674	2,255	1,412	'
Discontinued operations:	'	'	'	'	'
Income (loss) from discontinued operations before income taxes	-7	-30	36	-60	'
Provision for (benefit from) income taxes	-3	-10	2	-21	'
Net gain (loss) from discontinued operations	-4	-20	34	-39	'
Net income	1,301	654	2,289	1,373	'
Net income applicable to redeemable noncontrolling interests	'	0	'	1	'
Net income applicable to nonredeemable noncontrolling interests	11	90	36	186	'
Net income applicable to Morgan Stanley	1,290	564	2,253	1,186	'
Wealth Management	'	'	'	'	'
Segment Reporting Information	'	'	'	'	'
Total non-interest revenues	3,137	3,085	6,220	6,142	'
Interest income	616	511	1,197	999	'
Interest expense	38	65	80	140	'
Net interest	578	446	1,117	859	'
Net revenues	3,715	3,531	7,337	7,001	'
Income from continuing operations before income taxes	767	655	1,458	1,252	'
Provision for income taxes	296	229	564	449	'
Income from continuing operations	471	426	894	803	'
Discontinued operations:	'	'	'	'	'
Income (loss) from discontinued operations before income taxes	0	0	0	-1	'
Provision for (benefit from) income taxes	0	0	0	0	'
Net gain (loss) from discontinued operations	0	0	0	-1	'
Net income	471	426	894	802	'
Net income applicable to redeemable noncontrolling interests	'	100	'	221	'
Net income applicable to nonredeemable noncontrolling interests	0	0	0	0	'
Net income applicable to Morgan Stanley	471	326	894	581	'
Investment Management	'	'	'	'	'
Segment Reporting Information	'	'	'	'	'
Total non-interest revenues	700	674	1,445	1,323	'
Interest income	1	3	2	5	'
Interest expense	9	4	15	10	'
Net interest	-8	-1	-13	-5	'
Net revenues	692	673	1,432	1,318	'
Income from continuing operations before income taxes	205	160	468	347	'
Provision for income taxes	63	38	154	90	'
Income from continuing operations	142	122	314	257	'
Discontinued operations:	'	'	'	'	'
Income (loss) from discontinued operations before income taxes	5	0	6	1	'
Provision for (benefit from) income taxes	2	0	2	0	'
Net gain (loss) from discontinued operations	3	0	4	1	'
Net income	145	122	318	258	'
Net income applicable to redeemable noncontrolling interests	'	0	'	0	'
Net income applicable to nonredeemable noncontrolling interests	7	21	61	72	'
Net income applicable to Morgan Stanley	138	101	257	186	'
Intersegment Eliminations	'	'	'	'	'
Segment Reporting Information	'	'	'	'	'
Total non-interest revenues	-50	-46	-91	-92	'
Interest income	-125	-121	-245	-237	'
Interest expense	-128	-120	-247	-236	'
Net interest	3	-1	2	-1	'
Net revenues	-47	-47	-89	-93	'
Income from continuing operations before income taxes	0	0	0	0	'
Provision for income taxes	0	0	0	0	'
Income from continuing operations	0	0	0	0	'
Discontinued operations:	'	'	'	'	'
Income (loss) from discontinued operations before income taxes	0	-14	0	-14	'
Provision for (benefit from) income taxes	0	-3	0	-3	'
Net gain (loss) from discontinued operations	0	-11	0	-11	'
Net income	0	-11	0	-11	'
Net income applicable to redeemable noncontrolling interests	'	0	'	0	'
Net income applicable to nonredeemable noncontrolling interests	0	0	0	0	'
Net income applicable to Morgan Stanley	$0	($11)	$0	($11)	'

Segment_and_Geographic_Informa3

Segment and Geographic Information (Assets by Segments) (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Apr. 02, 2014	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013
			Real Estate Funds	Institutional Securities business segment	Institutional Securities business segment	Wealth Management	Wealth Management	Investment Management	Investment Management
Segment Reporting Information	'	'	'	'	'	'	'	'	'
Assets	$826,568,000,000	$832,702,000,000	'	$667,514,000,000	$668,596,000,000	$153,235,000,000	$156,711,000,000	$5,819,000,000	$7,395,000,000
Assets Decrease From Deconsolidation	'	'	$1,600,000,000	'	'	'	'	'	'

Segment_and_Geographic_Informa4

Segment and Geographic Information (Net Revenues by Geographic Area) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Geographic Information	'	'	'	'
Net Revenues	$8,608	$8,515	$17,555	$16,683
Americas	'	'	'	'
Geographic Information	'	'	'	'
Net Revenues	6,132	6,028	12,665	11,997
EMEA	'	'	'	'
Geographic Information	'	'	'	'
Net Revenues	1,498	1,132	2,920	2,198
Asia-Pacific	'	'	'	'
Geographic Information	'	'	'	'
Net Revenues	$978	$1,355	$1,970	$2,488

Equity_Method_Investments_Narr

Equity Method Investments (Narratives) (Details) (USD $)	3 Months Ended		6 Months Ended			1 Months Ended		3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
						MUMSS	MUMSS	MUMSS	MUMSS	MUMSS	MUMSS
Equity Method Investments	'	'	'	'	'	'	'	'	'	'	'
Equity method investment	$3,922	'	$3,922	'	$4,746	'	'	'	'	'	'
Income (loss) from equity method investments	20	146	76	228	'	'	'	34	174	91	299
Voting interest in joint venture	'	'	'	'	'	40.00%	'	40.00%	'	40.00%	'
Voting interest held by noncontrolling interest	'	'	'	'	'	60.00%	'	60.00%	'	60.00%	'
Dividends paid	'	'	387	239	'	594	287	'	'	'	'
Dividends received from equity method investment	'	'	'	'	'	$238	$115	'	'	'	'

Subsequent_Events_Details

Subsequent Events (Details) (USD $)

0 Months Ended

3 Months Ended

6 Months Ended

0 Months Ended

1 Months Ended

0 Months Ended

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

Apr. 17, 2014

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jul. 17, 2014

Jul. 31, 2014

Jul. 23, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Subsequent Event

Subsequent Event

Subsequent Event

Recognized subsequent events

Recognized subsequent events

Recognized subsequent events

Recognized subsequent events

Senior Debt

Legal Reserve

Legal Reserve

Institutional Securities business segment

Institutional Securities business segment

Subsequent Event

'

'

'

'

'

'

'

'

'

'

'

'

Dividends declared per common share

$0.05

$0.10

$0.05

$0.15

$0.10

$0.10

'

'

'

'

'

'

Davidends declared date

'

'

'

'

'

17-Jul-14

'

'

'

'

'

'

Dividend payable date

'

'

'

'

'

15-Aug-14

'

'

'

'

'

'

Shareholders of record, date

'

'

'

'

'

31-Jul-14

'

'

'

'

'

'

Debt issuances

'

'

'

'

'

'

'

$3,000,000,000

'

'

'

'

Increase in long-term borrowings

'

'

'

'

'

'

2,000,000,000

'

'

'

'

'

Impact on EPS

'

'

'

'

'

'

'

'

'

'

'

'

Increase (decrease) on diluted EPS from continuing operations

'

'

'

'

'

'

'

'

($0.02)

($0.02)

'

'

Other expenses

'

$550,000,000

$695,000,000

$1,042,000,000

$1,221,000,000

'

'

'

'

'

$53,000,000

$53,000,000