KeyCorp (KEY) 10-Q 1 Nov 17 2017 Q3 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	9 Months Ended
	Sep. 30, 2017	Oct. 30, 2017
Document And Entity Information [Abstract]
Entity Registrant Name	KEYCORP /NEW/
Trading Symbol	KEY
Entity Central Index Key	91,576
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Document Type	10-Q
Document Period End Date	Sep. 30, 2017
Document Fiscal Year Focus	2,017
Document Fiscal Period Focus	Q3
Amendment Flag	false
Entity Common Stock, Shares Outstanding		1,075,399,655

Consolidated Balance Sheets

Consolidated Balance Sheets - USD ($) $ in Millions		Sep. 30, 2017	Dec. 31, 2016
ASSETS
Cash and due from banks		$ 562	$ 677
Short-term investments		3,993	2,775
Trading account assets		783	867
Securities available for sale		19,012	20,212
Held-to-maturity securities (fair value: $10,109 and $10,007)		10,276	10,232
Other investments		728	738
Loans, net of unearned income of $734 and $826		86,492	86,038
Less: Allowance for loan and lease losses		(880)	(858)
Net loans		85,612	85,180
Loans held for sale	[1]	1,341	1,104
Premises and equipment		916	978
Operating lease assets		736	540
Goodwill		2,487	2,446
Other intangible assets		412	384
Corporate-owned life insurance		4,113	4,068
Derivative assets		622	803
Accrued income and other assets		3,744	3,864
Discontinued assets (including $2 and $3 of portfolio loans at fair value, see Note 12)		1,396	1,585
Total assets		136,733	136,453
Deposits in domestic offices:
NOW and money market deposit accounts		53,734	54,590
Savings deposits		6,366	6,491
Certificates of deposit ($100,000 or more)		6,519	5,483
Other time deposits		4,720	4,698
Total interest-bearing deposits		71,339	71,262
Noninterest-bearing deposits		32,107	32,825
Total deposits		103,446	104,087
Federal funds purchased and securities sold under repurchase agreements		372	1,502
Bank notes and other short-term borrowings		616	808
Derivative liabilities		232	636
Accrued expense and other liabilities		1,717	1,796
Long-term debt		15,100	12,384
Total liabilities		121,483	121,213
EQUITY
Preferred stock		1,025	1,665
Common shares, $1 par value; authorized 1,400,000,000 shares; issued 1,256,702,081, and 1,256,702,081 shares		1,257	1,257
Capital surplus		6,310	6,385
Retained earnings		10,125	9,378
Treasury stock, at cost (177,663,263 and 177,388,429 shares)		(2,962)	(2,904)
Accumulated other comprehensive income (loss)		(506)	(541)
Key shareholders’ equity		15,249	15,240
Noncontrolling interests		1	0
Total equity		15,250	15,240
Total liabilities and equity		$ 136,733	$ 136,453
[1]	Total loans held for sale include real estate — residential mortgage loans held for sale at fair value of $60 million at September 30, 2017, and $62 million at December 31, 2016.

Consolidated Balance Sheets (Pa

Consolidated Balance Sheets (Parenthetical) - USD ($) $ in Millions		Sep. 30, 2017	Dec. 31, 2016
Loans held for sale	[1]	$ 1,341	$ 1,104
Held-to-maturity securities, fair value		10,109	10,007
Unearned income on loans		734	826
Loan securitization trust VIEs		2	3
Aggregate amount of certificates of deposit, denominations		$ 100,000	$ 100,000
Common shares, par value (in usd per share)		$ 1	$ 1
Common shares, shares authorized (in shares)		1,400,000,000	1,400,000,000
Common shares, shares issued (in shares)		1,256,702,081	1,256,702,081
Treasury stock, shares (in shares)		177,663,263	177,388,429
Residential Mortgage [Member]
Loans held for sale		$ 60	$ 62
[1]	Total loans held for sale include real estate — residential mortgage loans held for sale at fair value of $60 million at September 30, 2017, and $62 million at December 31, 2016.

Consolidated Statements of Inco

Consolidated Statements of Income - USD ($) shares in Thousands, $ in Millions		3 Months Ended		9 Months Ended
		Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
INTEREST INCOME
Loans		$ 928	$ 746	$ 2,753	$ 1,875
Loans held for sale		17	10	39	23
Securities available for sale		91	88	276	237
Held-to-maturity securities		55	30	161	78
Trading account assets		7	4	21	17
Short-term investments		6	7	14	17
Other investments		5	5	12	10
Total interest income		1,109	890	3,276	2,257
INTEREST EXPENSE
Deposits		72	49	196	114
Federal funds purchased and securities sold under repurchase agreements		0	0	1	0
Bank notes and other short-term borrowings		3	2	12	7
Long-term debt		86	59	228	155
Total interest expense		161	110	437	276
NET INTEREST INCOME		948	780	2,839	1,981
Provision for credit losses		51	59	180	200
Net interest income after provision for credit losses		897	721	2,659	1,781
NONINTEREST INCOME
Trust and investment services income		135	122	404	341
Investment banking and debt placement fees		141	156	403	325
Service charges on deposit accounts		91	85	268	218
Operating lease income and other leasing gains		16	6	69	41
Corporate services income		54	51	163	154
Cards and payments income		75	66	210	164
Corporate-owned life insurance income		31	29	94	85
Consumer mortgage income		7	6	19	11
Mortgage servicing fees		21	15	54	37
Net gains (losses) from principal investing		3	5	4	16
Other income	[1]	18	8	134	61
Total noninterest income		592	549	1,822	1,453
NONINTEREST EXPENSE
Personnel		558	594	1,665	1,425
Net occupancy		74	73	239	193
Computer processing		56	70	171	158
Business services and professional fees		49	76	140	157
Equipment		29	26	83	68
Operating lease expense		24	15	64	42
Marketing		34	32	85	66
FDIC assessment		21	21	62	38
Intangible asset amortization		25	13	69	28
OREO expense, net		3	3	8	6
Other expense		119	159	414	355
Total noninterest expense		992	1,082	3,000	2,536
INCOME (LOSS) FROM CONTINUING OPERATIONS BEFORE INCOME TAXES		497	188	1,481	698
Income taxes		134	16	386	141
INCOME (LOSS) FROM CONTINUING OPERATIONS		363	172	1,095	557
Income (loss) from discontinued operations, net of taxes $, $1, $3 and, $3 (see note 12)		1	1	6	5
NET INCOME (LOSS)		364	173	1,101	562
Less: Net income (loss) attributable to noncontrolling interests		0	1	1	0
NET INCOME (LOSS) ATTRIBUTABLE TO KEY		364	172	1,100	562
Income (loss) from continuing operations attributable to Key common shareholders		349	165	1,038	540
Net income (loss) attributable to Key common shareholders		$ 350	$ 166	$ 1,044	$ 545
Per common share:
Income (loss) from continuing operations attributable to Key common shareholders (in usd per share)		$ 0.32	$ 0.17	$ 0.96	$ 0.61
Income (loss) from discontinued operations, net of taxes (in usd per share)		0	0	0.01	0.01
Net income (loss) attributable to Key common shareholders (in usd per share)	[2]	0.32	0.17	0.97	0.62
Per common share — assuming dilution:
Income (loss) from continuing operations attributable to Key common shareholders (in usd per share)		0.32	0.16	0.95	0.60
Income (loss) from discontinued operations, net of taxes (in usd per share)		0	0	0.01	0.01
Net income (loss) attributable to Key common shareholders (in usd per share)	[2]	0.32	0.17	0.96	0.61
Cash dividends declared per common share (in usd per share)		$ 0.095	$ 0.085	$ 0.275	$ 0.245
Weighted-average common shares outstanding (in shares)		1,073,390	982,080	1,075,296	880,824
Effect of convertible preferred stock (in shares)		0	0	0	0
Effect of common share options and other stock awards (in shares)		15,451	12,580	16,359	8,965
Weighted-average common shares and potential common shares outstanding (in shares)	[3]	1,088,841	994,660	1,091,655	889,789
[1]	For the three months ended September 30, 2017, net securities gains totaled less than $1 million. For the three months ended September 30, 2016, net securities losses totaled $6 million. For the three months ended September 30, 2017, and September 30, 2016, we did not have any impairment losses related to securities.
[2]	EPS may not foot due to rounding.
[3]	Assumes conversion of common share options and other stock awards and/or convertible preferred stock, as applicable.

Consolidated Statements of Inc5

Consolidated Statements of Income (Parenthetical) - USD ($)	3 Months Ended
	Sep. 30, 2017	Sep. 30, 2016
Income Statement [Abstract]
Net tax effect on income (loss) from discontinued operations	$ 1,000,000	$ 1,000,000
Net securities gains (losses) (less than for 2016)	1,000,000	(6,000,000)
Impaired losses related to securities	$ 0	$ 0

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Statement of Comprehensive Income [Abstract]
Net income (loss)	$ 364	$ 173	$ 1,101	$ 562
Other comprehensive income (loss), net of tax:
Net unrealized gains (losses) on securities available for sale, net of income taxes of $0, ($18), $24, and $93	0	(28)	40	159
Net unrealized gains (losses) on derivative financial instruments, net of income taxes of ($6), ($24), ($16), and $32	(10)	(41)	(27)	53
Foreign currency translation adjustments, net of income taxes of $4, ($1), $8, and $3	7	(2)	14	5
Net pension and postretirement benefit costs, net of income taxes of $1, $1, $4, and $6	3	3	8	6
Total other comprehensive income (loss), net of tax	0	(68)	35	223
Comprehensive income (loss)	364	105	1,136	785
Less: Comprehensive income attributable to noncontrolling interests	0	1	1	0
Comprehensive income (loss) attributable to Key	$ 364	$ 104	$ 1,135	$ 785

Consolidated Statements of Com7

Consolidated Statements of Comprehensive Income (Parenthetical) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Statement of Comprehensive Income [Abstract]
Income taxes effect on net unrealized (losses) gains on securities available for sale	$ 0	$ (18)	$ 24	$ 93
Income taxes effect on net unrealized gains (losses) on derivative financial instruments	(6)	(24)	(16)	32
Income taxes effect on foreign currency translation adjustments	4	(1)	8	3
Income taxes effect on net pension and postretirement benefit costs	$ 1	$ 1	$ 4	$ 6

Consolidated Statements of Chan

Consolidated Statements of Changes in Equity - USD ($) $ in Millions	Total	Series A Preferred Stock [Member]	Series C Preferred Stock [Member]	Series D Preferred Stock [Member]	Series E Preferred Stock [Member]	Preferred Stock [Member]	Common Stock [Member]	Capital Surplus [Member]	Capital Surplus [Member]Preferred Stock [Member]	Retained Earnings [Member]	Retained Earnings [Member]Series A Preferred Stock [Member]	Retained Earnings [Member]Series C Preferred Stock [Member]	Retained Earnings [Member]Series D Preferred Stock [Member]	Retained Earnings [Member]Series E Preferred Stock [Member]	Treasury Stock, at Cost [Member]	Accumulated Other Comprehensive Income (Loss) [Member]	Noncontrolling Interests [Member]
Beginning Balance, Preferred Shares at Dec. 31, 2015						2,900,000
Beginning Balance, Common Shares at Dec. 31, 2015							835,751,000
Beginning Balance at Dec. 31, 2015						$ 290	$ 1,017	$ 3,922		$ 8,922					$ (3,000)	$ (405)	$ 13
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income (loss)	$ 562									562							0
Other comprehensive income (loss):
Net unrealized gains (losses) on securities available for sale, net of income taxes	159															159
Net unrealized gains (losses) on derivative financial instruments, net of income taxes	53															53
Foreign currency translation adjustments, net of income taxes	5															5
Net pension and postretirement benefit costs, net of income taxes	6															6
Deferred compensation								(8)
Cash dividends declared on common shares										(207)
Cash dividends declared on Noncumulative Series A Preferred Stock											$ (17)
Shares issued (in shares)						14,021,000	239,735,000
Shares issued						$ 875	$ 240	2,591	$ (6)
Open market common share repurchases, shares							(6,122,000)
Open market common share repurchases															(73)
Redemption of Series C Preferred Stock	$ 0
Common shares reissued (returned) for stock options and other employee benefit plans, shares							12,691,000
Common shares reissued (returned) for stock options and other employee benefit plans								(140)							210
Net contribution from (distribution to) noncontrolling interests																	(11)
Ending Balance, Preferred Shares at Sep. 30, 2016						16,921,000
Ending Balance, Common Shares at Sep. 30, 2016							1,082,055,000
Ending Balance at Sep. 30, 2016						$ 1,165	$ 1,257	6,359		9,260					(2,863)	(182)	2
Beginning Balance, Preferred Shares at Dec. 31, 2015						2,900,000
Beginning Balance, Common Shares at Dec. 31, 2015							835,751,000
Beginning Balance at Dec. 31, 2015						$ 290	$ 1,017	3,922		8,922					(3,000)	(405)	13
Other comprehensive income (loss):
Redemption of Series C Preferred Stock, shares						(14,000,000)
Ending Balance, Preferred Shares at Dec. 31, 2016	2,900,234		14,000,000	21,000	500,000	17,421,000
Ending Balance, Common Shares at Dec. 31, 2016							1,079,314,000
Ending Balance at Dec. 31, 2016	$ 15,240					$ 1,665	$ 1,257	6,385		9,378					(2,904)	(541)	0
Beginning Balance at Jun. 30, 2016																(114)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income (loss)	173
Other comprehensive income (loss):
Net unrealized gains (losses) on securities available for sale, net of income taxes	(28)
Net unrealized gains (losses) on derivative financial instruments, net of income taxes	(41)
Foreign currency translation adjustments, net of income taxes	(2)
Net pension and postretirement benefit costs, net of income taxes	$ 3
Ending Balance, Preferred Shares at Sep. 30, 2016						16,921,000
Ending Balance, Common Shares at Sep. 30, 2016							1,082,055,000
Ending Balance at Sep. 30, 2016						$ 1,165	$ 1,257	6,359		9,260					(2,863)	(182)	2
Beginning Balance, Preferred Shares at Dec. 31, 2016	2,900,234		14,000,000	21,000	500,000	17,421,000
Beginning Balance, Common Shares at Dec. 31, 2016							1,079,314,000
Beginning Balance at Dec. 31, 2016	$ 15,240					$ 1,665	$ 1,257	6,385		9,378					(2,904)	(541)	0
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income (loss)	1,101									1,100							1
Other comprehensive income (loss):
Net unrealized gains (losses) on securities available for sale, net of income taxes	40															40
Net unrealized gains (losses) on derivative financial instruments, net of income taxes	(27)															(27)
Foreign currency translation adjustments, net of income taxes	14															14
Net pension and postretirement benefit costs, net of income taxes	8															8
Deferred compensation								11
Cash dividends declared on common shares										(296)
Cash dividends declared on Noncumulative Series A Preferred Stock											$ (6)	$ (7)	$ (20)	$ (24)
Open market common share repurchases, shares							(25,564,000)
Open market common share repurchases															(466)
Employee equity compensation program common share repurchase, shares							(3,479,000)
Employee equity compensation program common share repurchases															(65)
Series A Preferred Stock exchanged for common shares, shares						2,900,000	20,568,000
Series A Preferred Stock exchanged for common shares						$ (290)		(49)							338
Redemption of Series C Preferred Stock	350					$ (350)
Common shares reissued (returned) for stock options and other employee benefit plans, shares							8,200,000
Common shares reissued (returned) for stock options and other employee benefit plans								(37)							135
Net contribution from (distribution to) noncontrolling interests																	0
Ending Balance, Preferred Shares at Sep. 30, 2017			14,000,000	21,000	500,000	521,000
Ending Balance, Common Shares at Sep. 30, 2017							1,079,039,000
Ending Balance at Sep. 30, 2017	15,250					$ 1,025	$ 1,257	6,310		10,125					(2,962)	(506)	1
Beginning Balance at Jun. 30, 2017																(506)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income (loss)	364
Other comprehensive income (loss):
Net unrealized gains (losses) on securities available for sale, net of income taxes	0
Net unrealized gains (losses) on derivative financial instruments, net of income taxes	(10)
Foreign currency translation adjustments, net of income taxes	7
Net pension and postretirement benefit costs, net of income taxes	3
Cash dividends declared on Noncumulative Series A Preferred Stock		$ (6)
Ending Balance, Preferred Shares at Sep. 30, 2017			14,000,000	21,000	500,000	521,000
Ending Balance, Common Shares at Sep. 30, 2017							1,079,039,000
Ending Balance at Sep. 30, 2017	$ 15,250					$ 1,025	$ 1,257	$ 6,310		$ 10,125					$ (2,962)	$ (506)	$ 1

Consolidated Statements of Cha9

Consolidated Statements of Changes in Equity (Parenthetical) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016
Income taxes effect on net unrealized (losses) gains on securities available for sale	$ 24	$ 93
Income taxes effect on net unrealized gains (losses) on derivative financial instruments	(16)	32
Income taxes effect on foreign currency translation adjustments	8	3
Income taxes effect on net pension and postretirement benefit costs	$ 4	$ 6
Cash dividends declared on common shares (in usd per share)	$ 0.275	$ 0.245
Series A Preferred Stock [Member]
Cash dividends declared on Preferred Stock (in usd per share)	1.9375	$ 5.8125
Series C Preferred Stock [Member]
Cash dividends declared on Preferred Stock (in usd per share)	0.539063
Series D Preferred Stock [Member]
Cash dividends declared on Preferred Stock (in usd per share)	37.5
Series E Preferred Stock [Member]
Cash dividends declared on Preferred Stock (in usd per share)	$ 1.161199

Consolidated Statements of Cash

Consolidated Statements of Cash Flows - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016
OPERATING ACTIVITIES
Net income (loss)	$ 1,101	$ 562
Adjustments to reconcile net income (loss) to net cash provided by (used in) operating activities:
Provision for credit losses	180	200
Depreciation and amortization expense, net	301	293
Accretion of acquired loans	171	0
Increase in cash surrender value of corporate-owned life insurance	(85)	(76)
Stock-based compensation expense	74	66
FDIC reimbursement (payments), net of FDIC expense	(2)	7
Deferred income taxes (benefit)	134	(63)
Proceeds from sales of loans held for sale	8,109	5,181
Originations of loans held for sale, net of repayments	(8,287)	(5,516)
Net losses (gains) on sales of loans held for sale	(111)	(92)
Net losses (gains) from principal investing	(4)	(16)
Net losses (gains) and writedown on OREO	3	3
Net losses (gains) on leased equipment	2	10
Net securities losses (gains)	(1)	6
Net losses (gains) on sales of fixed assets	16	13
Net decrease (increase) in trading account assets	84	(138)
Other operating activities, net	(606)	420
NET CASH PROVIDED BY (USED IN) OPERATING ACTIVITIES	1,079	860
INVESTING ACTIVITIES
Cash received (used) in acquisitions, net of cash acquired	(74)	(481)
Net decrease (increase) in short-term investments, excluding acquisitions	(1,218)	(509)
Purchases of securities available for sale	(2,725)	(4,203)
Proceeds from sales of securities available for sale	914	4,248
Proceeds from prepayments and maturities of securities available for sale	3,038	2,867
Proceeds from prepayments and maturities of held-to-maturity securities	1,350	1,048
Purchases of held-to-maturity securities	(1,395)	(5,150)
Purchases of other investments	(78)	(28)
Proceeds from sales of other investments	99	204
Proceeds from prepayments and maturities of other investments	2	3
Net decrease (increase) in loans, excluding acquisitions, sales and transfers	(896)	(2,501)
Proceeds from sales of portfolio loans	129	100
Proceeds from corporate-owned life insurance	40	24
Purchases of premises, equipment, and software	(56)	(79)
Proceeds from sales of premises and equipment	0	0
Proceeds from sales of OREO	37	13
NET CASH PROVIDED BY (USED IN) INVESTING ACTIVITIES	(833)	(4,444)
FINANCING ACTIVITIES
Net increase (decrease) in deposits, excluding acquisitions	(641)	4,147
Net increase (decrease) in short-term borrowings	(1,322)	(2,193)
Net proceeds from issuance of long-term debt	2,850	2,078
Payments on long-term debt	(43)	(533)
Issuance of preferred shares	0	519
Open market common share repurchases	(466)	(73)
Employee equity compensation program common share repurchases	(65)	0
Redemption of Preferred Stock Series C	(350)	0
Net proceeds from reissuance of common shares	29	5
Cash dividends paid	(353)	(224)
NET CASH PROVIDED BY (USED IN) FINANCING ACTIVITIES	(361)	3,726
NET INCREASE (DECREASE) IN CASH AND DUE FROM BANKS	(115)	142
CASH AND DUE FROM BANKS AT BEGINNING OF PERIOD	677	607
CASH AND DUE FROM BANKS AT END OF PERIOD	562	749
Additional disclosures relative to cash flows:
Interest paid	442	308
Income taxes paid (refunded)	3	68
Noncash items:
Reduction of secured borrowing and related collateral	33	59
Loans transferred to portfolio from held for sale	93	8
Loans transferred to held for sale from portfolio	41	32
Loans transferred to OREO	29	15
Common Stock [Member]
Noncash items:
Stock issued to acquire First Niagara	0	2,831
Preferred Stock [Member]
Noncash items:
Stock issued to acquire First Niagara	$ 0	$ 350

Basis of Presentation and Accou

Basis of Presentation and Accounting Policies	9 Months Ended
	Sep. 30, 2017
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Basis of Presentation and Accounting Policies	1. Basis of Presentation and Accounting Policies The consolidated financial statements include the accounts of KeyCorp and its subsidiaries. All significant intercompany accounts and transactions have been eliminated in consolidation. Some previously reported amounts have been reclassified to conform to current reporting practices. The consolidated financial statements include any voting rights entities in which we have a controlling financial interest. In accordance with the applicable accounting guidance for consolidations, we consolidate a VIE if we have: (i) a variable interest in the entity; (ii) the power to direct activities of the VIE that most significantly affect the entity’s economic performance; and (iii) the obligation to absorb losses of the entity or the right to receive benefits from the entity that could potentially be significant to the VIE (i.e., we are considered to be the primary beneficiary). Variable interests can include equity interests, subordinated debt, derivative contracts, leases, service agreements, guarantees, standby letters of credit, loan commitments, and other contracts, agreements, and financial instruments. See Note 10 (“ Variable Interest Entities ”) for information on our involvement with VIEs. We use the equity method to account for unconsolidated investments in voting rights entities or VIEs if we have significant influence over the entity’s operating and financing decisions (usually defined as a voting or economic interest of 20% to 50% , but not controlling). Unconsolidated investments in voting rights entities or VIEs in which we have a voting or economic interest of less than 20% are carried at cost or fair value. Investments held by our registered broker-dealer and investment company subsidiaries (principal investing entities and Real Estate Capital line of business) are carried at fair value. We believe that the unaudited consolidated interim financial statements reflect all adjustments of a normal recurring nature and disclosures that are necessary for a fair presentation of the results for the interim periods presented. The results of operations for the interim period are not necessarily indicative of the results of operations to be expected for the full year. The interim financial statements should be read in conjunction with the audited consolidated financial statements and related notes included in our 2016 Form 10-K. In preparing these financial statements, subsequent events were evaluated through the time the financial statements were issued. Financial statements are considered issued when they are widely distributed to all shareholders and other financial statement users or filed with the SEC. Accounting Guidance Adopted in 2017 Consolidation. In October 2016, the FASB issued new accounting guidance that amends the previous consolidation guidance issued in February 2015, to require a decision maker that holds an interest in a VIE through an entity under common control to only consider its proportionate indirect interest in the VIE in determining whether the decision maker is the VIE’s primary beneficiary. This new guidance eliminates the requirement that a decision maker treat the common control party’s interest in the VIE as if the decision maker held the interest itself, an approach referred to as “full attribution.” The new guidance was effective for interim and annual reporting periods beginning after December 15, 2016 (effective January 1, 2017, for us) on a retrospective basis. The adoption of this accounting guidance did not affect our financial condition or results of operations. Stock-based compensation. In March 2016, the FASB issued new accounting guidance that simplifies the accounting for several aspects of share-based payment transactions, including the related income tax consequences, the classification of awards as either equity or liabilities, and the presentation on the statement of cash flows. This accounting guidance was effective for interim and annual reporting periods beginning after December 15, 2016 (effective January 1, 2017, for us). The method of transition was dependent upon the particular amendment within the new guidance. During the nine months ended September 30, 2017 , we recognized $26 million in excess tax benefits within “income taxes” on our income statement that pertained to share-based payment arrangements. Prior to 2017, such excess tax benefits were recorded within “capital surplus” on our balance sheet. Under the new guidance, generally, if our share price increases over an award’s vesting period, the resulting tax windfall will decrease “income taxes.” In a like manner, if our share price decreases over an award’s vesting period, the resulting tax shortfall will increase “income taxes.” This change also removed the impact of the excess tax benefits and deficiencies from the calculation of diluted EPS and is required to be applied on a prospective basis. The adoption of this accounting standard did not materially affect our Consolidated Statements of Cash Flows, nor did it affect retained earnings as of the beginning of the period of adoption. We elected to retain our existing accounting policy of estimating award forfeitures upon the award’s grant date. Equity method investments. In March 2016, the FASB issued new accounting guidance that simplifies the transition to equity method accounting by eliminating the requirement for an investor to make retroactive adjustments to the investment, results of operations, and retained earnings on a step-by-step basis when an investment becomes qualified for equity method accounting. Instead, when an investment qualifies for the equity method due to an increase in ownership or degree of influence, an equity method investor is required to add the cost of acquiring the additional interest to the current basis of the previously held interest and to adopt the equity method of accounting as of the date the investment becomes qualified for the equity method. This accounting guidance became effective prospectively for interim and annual reporting periods beginning after December 15, 2016 (effective January 1, 2017, for us). The adoption of this accounting guidance did not affect our financial condition or results of operations. This guidance will only affect our financial condition or results of operations if there is an applicable change in an investment resulting in the investment qualifying for equity method accounting. Derivatives and hedging. In March 2016, the FASB issued new accounting guidance that requires an entity to use a four-step decision model when assessing contingent call (put) options that can accelerate the payment of principal on debt instruments to determine whether they are clearly and closely related to their debt hosts. This accounting guidance was effective for interim and annual reporting periods beginning after December 15, 2016 (effective January 1, 2017, for us) on a modified retrospective basis. The adoption of this accounting guidance did not affect our financial condition or results of operations. Derivatives and hedging . In March 2016, the FASB issued new accounting guidance that clarifies that a change in the counterparty to a derivative instrument that has been designated as a hedging instrument does not, by itself, require dedesignation, but all other hedge accounting criteria must be met. This accounting guidance was effective for interim and annual reporting periods beginning after December 15, 2016 (effective January 1, 2017, for us) and was implemented using a prospective method. The adoption of this accounting guidance did not affect our financial condition or results of operations. Accounting Guidance Pending Adoption at September 30, 2017 Derivatives and hedging. In August 2017, the FASB issued new accounting guidance to better align hedge accounting with risk management activities. It also reduces the complexity involved in applying hedge accounting. Under this new guidance, the concept of hedge ineffectiveness will be eliminated. Ineffective income generated by cash flow and net investment hedges will be recognized in the same financial reporting period and income statement line item as effective income, so as to reflect the full cost of hedging at one time and in one place. Ineffective income generated by fair value hedges will continue to be reflected in current period earnings; however, it will be recognized in the same income statement line item as effective income. The guidance will also allow any contractually specified variable rate to be designated as the hedged risk in a cash flow hedge. With respect to fair value hedges of interest rate risk, the guidance will allow changes in the fair value of the hedged item to be calculated solely using changes in the benchmark interest rate component of the instrument’s total contractual coupon cash flows. In addition, entities will be able to hedge the portion of a closed portfolio of prepayable assets that are not expected to prepay under the “last-of-layer” method. The guidance will permit for a one-time reclassification of debt securities eligible to be hedged under the “last-of-layer” method from held to maturity to available for sale upon adoption. Partial-term fair value hedges will also be allowed. This guidance is effective for interim and annual reporting periods beginning after December 15, 2018 (effective January 1, 2019, for us). The guidance should be applied on a modified retrospective basis to existing hedge relationships as of the adoption date. Accordingly, a cumulative-effect adjustment will be made to AOCI so that the adjusted amount represents the cumulative change in the hedging instrument’s fair value less any amounts that should have been recognized in earnings under the new accounting model. The corresponding adjustment will be made to opening retained earnings as of the most recent period presented as of the adoption date. Early adoption is permitted, including in interim periods. We are currently evaluating early adoption of this guidance as well as the impact it may have on our financial condition and results of operations. Compensation. In May 2017, the FASB issued new accounting guidance that clarifies when changes to terms and conditions for share-based payment awards should be accounted for as modifications. According to the new guidance, entities should apply the modification guidance unless the fair value of the modified award is the same as the fair value of the original award immediately before modification, the vesting conditions of the modified award are the same as the vesting conditions of the original award immediately before modification, and the classification of the modified award (as equity or liability instrument) is the same as the classification of the original award immediately before modification. This accounting guidance is effective for interim and annual reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us). The guidance should be applied on a prospective basis. Early adoption is permitted, including in interim periods. The adoption of this guidance is not expected to have a material impact on our financial condition or results of operations. Receivables. In March 2017, the FASB issued new accounting guidance that shortens the amortization period to the earliest call date for certain callable debt securities held at a premium. Securities held at a discount will continue to be amortized to maturity. This accounting guidance is effective for interim and annual reporting periods beginning after December 15, 2018 (effective January 1, 2019, for us). The guidance should be applied on a modified retrospective basis using a cumulative-effect adjustment. Early adoption is permitted. The adoption of this guidance is not expected to have a material impact on our financial condition or results of operations. Compensation. In March 2017, the FASB issued new accounting guidance that requires service cost to be included in the same line item as certain other compensation costs related to services rendered by employees. We record compensation costs under personnel expense on the income statement. Other elements of net benefit cost should be presented separately. This accounting guidance is effective for interim and annual reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us). The guidance should be applied on a retrospective basis. Early adoption is permitted within the first interim period if the entity issues interim financial statements. The adoption of this guidance will result in a reclassification of certain net benefit cost components from personnel expense to other expense on the income statement. There will be no material impact to our financial condition or results of operations. Other income. In February 2017, the FASB issued new accounting guidance that clarifies the scope of asset derecognition guidance and accounting for partial sales of nonfinancial assets. The guidance clarifies that financial assets may be within scope of the derecognition guidance if they are promised to a counterparty in a contract and substantially all the fair value of the assets in the contract are concentrated in nonfinancial assets, which are collectively referred to as in substance nonfinancial assets. The guidance requires entities to derecognize a nonfinancial asset or in substance nonfinancial asset when a counterparty obtains controls of it and, in a partial sale transaction, when it does not have a controlling financial interest in the legal entity that holds the asset. This accounting guidance is effective for interim and annual reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us). The guidance may be applied on a retrospective or modified retrospective basis. Early adoption is permitted for interim and annual reporting periods beginning after December 15, 2016. The adoption of this guidance is not expected to have a material impact on our financial condition or results of operations. Goodwill and other intangibles. In January 2017, the FASB issued new accounting guidance that simplifies the test for goodwill impairment by eliminating the second step of the current two-step method. Under the new guidance, entities will compare the fair value of a reporting unit with its carrying amount. If the carrying amount exceeds the reporting unit’s fair value, the entity is required to recognize an impairment charge for this amount. Current guidance requires an entity to proceed to a second step, whereby the entity would determine the fair value of its assets and liabilities. The new method applies to all reporting units. The performance of a qualitative assessment is still allowable. This accounting guidance is effective prospectively for interim and annual reporting periods beginning after December 15, 2019 (effective January 1, 2020, for us). Early adoption is permitted. The adoption of this accounting guidance is not expected to have a material effect on our financial condition or results of operations. Business combinations. In January 2017, the FASB issued accounting guidance that clarifies the definition of a business and removes the requirement for a market participant to consider whether it could replace missing elements in an integrated set of assets and activities. The guidance states that if substantially all of the fair value of the assets acquired or disposed of is concentrated in a single identifiable asset or a group of similar identifiable assets, the set is not a business. This accounting guidance will be effective for annual and interim reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us) and should be implemented using a prospective approach. Early application is allowed for transactions for which the acquisition date occurs before the issuance date or effective date of the amendments, as long as the transaction has not been reported in financial statements that have been issued or made available for issuance, and for transactions in which a subsidiary is deconsolidated or a group of assets is derecognized that occurs before the issuance date or effective date of the amendments, as long as the transaction has not been reported in financial statements that have been issued or made available for issuance. Statement of cash flows. In November 2016, the FASB issued accounting guidance requiring restricted cash and restricted cash equivalents to be included with other cash and cash equivalents when reconciling the beginning-of-period and end-of-period total amounts presented on the statement of cash flows. This accounting guidance will be effective for annual and interim reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us) and should be implemented using a retrospective approach. Early adoption is permitted. The adoption of this accounting guidance is not expected to have a material effect on the presentation of our Consolidated Statements of Cash Flows, as Key does not hold material balances of restricted cash and restricted cash equivalents. Income taxes. In October 2016, the FASB issued accounting guidance requiring an entity to recognize any deferred taxes from an intra-entity transfer of an asset other than inventory when the transfer occurs. This accounting guidance will be effective for annual and interim reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us) and should be implemented using a modified retrospective approach. Early adoption is permitted but only as of the beginning of an annual reporting period for which financial statements have not yet been issued. The adoption of this accounting guidance is not expected to have a material effect on our financial condition or results of operations. Statement of cash flows. In August 2016, the FASB issued new accounting guidance that clarifies how cash receipts and cash payments in certain transactions should be presented and classified in the statement of cash flows. These specific transactions include, but are not limited to, debt prepayment or extinguishment costs, contingent considerations made after a business combination, proceeds from the settlement of insurance claims, proceeds from the settlement of corporate-owned life insurance policies, and distributions from equity method investees. This guidance also clarifies that in instances of cash flows with multiple aspects that cannot be separately identified, classification should be based on the activity that is likely to be the predominant source of or use of cash flow. This accounting guidance will be effective for interim and annual reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us) and should be implemented using a retrospective approach. Early adoption is permitted. The adoption of this accounting guidance is not expected to have a material effect on the presentation of our Consolidated Statements of Cash Flows, as Key’s current policies are either already in-line with the clarifications in the updated guidance, or the related cash flows are not material. Financial instruments. In June 2016, the FASB issued new accounting guidance that changes the methodology for recognizing credit losses related to financial instruments. Under current GAAP, a credit loss is not recognized until it is probable that the loss has been incurred. The new accounting guidance eliminates that threshold and expands the information required for an entity to consider when developing an estimate of expected credit losses, including the use of forecast information. Entities will be required to present financial assets measured on an amortized cost basis at the net amount that is expected to be collected. This new guidance will impact the accounting for our loans, debt securities held to maturity and available for sale, and liabilities for credit losses on unfunded lending-related commitments as well as purchased financial assets with a more-than-insignificant amount of credit deterioration since origination. This accounting guidance will be effective for interim and annual reporting periods beginning after December 15, 2019 (effective January 1, 2020, for us). Early adoption is permitted but only for interim and annual reporting periods beginning after December 15, 2018. This guidance should be implemented using a cumulative-effect adjustment to retained earnings as of the beginning of the first reporting period in which the guidance is effective, except for the provisions governing purchased financial assets with credit deterioration and other-than-temporary impairment of debt securities that had been recognized before the effective date. These two provisions must be implemented prospectively. Key has formed a cross-functional implementation working group comprised of teams throughout Key, including finance and credit. The implementation team has developed a high-level project plan, is identifying and researching key interpretive issues, and is in the process of developing models that meet the requirements of the new guidance. The implementation team is also in the process of assessing forecast accuracy and potential macroeconomic factors that will be used to determine the reasonable and supportable forecast period. Key expects that the new guidance will generally result in an increase in its allowance for credit losses, as it will cover credit losses over the full remaining expected life of loans and commitments and will consider future changes in macroeconomic conditions. We are currently evaluating the extent of the increase at the adoption date. Leases. In February 2016, the FASB issued new accounting guidance that requires a lessee to recognize a liability to make lease payments and a right-of-use asset representing its right to use an underlying asset during the lease term for both finance and operating leases. The definition of a lease was modified to exemplify the concept of control over an asset identified in the lease. Lease classification criteria remain substantially similar to criteria in current lease guidance. The guidance defines which payments can be used in determining lease classification. For short-term leases with a term of 12 months or less, lessees can make a policy election not to recognize lease assets and lease liabilities. Lessor accounting is largely unchanged. Leveraged leases that commenced before the effective date of the new guidance are grandfathered. New disclosures are required, and certain practical expedients are allowed upon adoption. This accounting and disclosure guidance will be effective for interim and annual reporting periods beginning after December 15, 2018 (effective January 1, 2019, for us) and should be implemented using the modified retrospective approach. Early adoption is permitted. Key has formed a cross-functional implementation team and has developed a high-level project plan. At December 31, 2016, Key had minimum future rental payments under noncancelable operating leases of $968 million . We are currently evaluating this operating lease population and working to identify our complete lease population, including potential embedded leases. We expect the adoption of this standard to result in additional assets and liabilities, as we will be required to recognize operating leases on our Consolidated Balance Sheet. Other implementation matters to be addressed include, but are not limited to, the determination of the effect on our financial and capital ratios and the quantification of the impact on our financial condition and results of operations. Financial instruments. In January 2016, the FASB issued new accounting guidance that requires equity investments, except those accounted for under the equity method of accounting or consolidated, to be measured at fair value with changes recognized in net income. If there is no readily determinable fair value, the guidance allows entities the ability to measure investments at cost less impairment, whereby impairment is based on a qualitative assessment. The guidance eliminates the requirement to disclose the methods and significant assumptions used to estimate the fair value of financial instruments measured at amortized cost and changes the presentation of financial assets and financial liabilities on the balance sheet or in the footnotes. If an entity has elected the fair value option to measure liabilities, the new accounting guidance requires the portion of the change in the fair value of a liability resulting from credit risk to be presented in OCI. This accounting and disclosure guidance will be effective for interim and annual reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us). For the provisions of the guidance that are applicable to us, the accounting will be implemented on a modified retrospective basis though a cumulative-effect adjustment to the balance sheet, except for the guidance related to equity securities without readily determinable fair values, which will be applied on a prospective basis. Except under certain instances, early adoption is not permitted. The adoption of this guidance is not expected to have a material impact on our financial condition or results of operations. Revenue recognition. In May 2014, the FASB issued new accounting guidance that revises the criteria for determining when to recognize revenue from contracts with customers and expands disclosure requirements. The core principle is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. The guidance provides a five step model to be followed in making this determination. This accounting guidance can be implemented using either a retrospective method or a cumulative-effect approach. This new guidance will be effective for interim and annual reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us). Early adoption is permitted but only for interim and annual reporting periods beginning after December 15, 2016. We have elected to implement this new accounting guidance using a cumulative-effect approach. We have identified the revenue line items within the scope of the new guidance and are currently finalizing our contract testing related to trust and investment services income, investment banking and debt placement fees, service charges on deposit accounts, and cards and payments income. The guidance will change our presentation of certain underwriting and credit and debit card related costs. Underwriting costs will change from a net presentation to a gross expense. Certain credit and debit card related costs will change from a gross presentation to a reduction in revenue. Additionally, we will expand our qualitative disclosures on those revenues within the scope of the new guidance. While the final assessment is still ongoing, the adoption of this accounting guidance is not expected to have a material effect on our financial condition or results of operations.

Business Combination

Business Combination	9 Months Ended
	Sep. 30, 2017
Business Combinations [Abstract]
Business Combination	2. Business Combination First Niagara On August 1, 2016 (the “Acquisition Date”), we acquired all of the outstanding common shares of First Niagara, the parent company of First Niagara Bank, for total consideration of approximately $4.0 billion and thereby acquired First Niagara Bank’s approximately 390 branch locations across New York, Pennsylvania, Connecticut, and Massachusetts. The merger with First Niagara enabled us to expand in the New England market and into the Pennsylvania market, improve our core deposit base, and add additional scale in our banking operations. The results of First Niagara’s operations are included in our consolidated financial statements from the Acquisition Date. Under the terms of the merger agreement, each outstanding share of First Niagara common stock was converted into the right to receive 0.680 KeyCorp Common Shares and $2.30 in cash, for a total per-share value of $10.26 , based on the $11.70 closing price of KeyCorp’s stock on July 29, 2016. In the aggregate, First Niagara stockholders received 240 million shares of KeyCorp common stock. Also under the terms of the merger agreement, First Niagara employee stock options and restricted stock awards converted into options to purchase and receive KeyCorp common stock. These options and restricted stock awards had a fair value of $26 million on the Acquisition Date. Our methodology for valuing employee stock options is disclosed in Note 16 (“ Stock-Based Compensation ”) under the heading “Stock Options” on page 179 of our 2016 Form 10-K. Our methodology for valuing restricted stock awards is disclosed in Note 16 (“ Stock-Based Compensation ”) under the heading “Long-Term Incentive Compensation Program” on page 180 of our 2016 Form 10-K. In addition, at the time of the merger, each share of First Niagara preferred stock, Series B, was converted into the right to receive a share of KeyCorp preferred stock, Series C, a newly created series of KeyCorp preferred stock. Additional information on this series of preferred stock is provided in Note 18 (“ Shareholders' Equity ”) of this report. On October 7, 2016, First Niagara Bank merged with and into KeyBank, with KeyBank as the surviving entity. Systems and client conversion also occurred during the fourth quarter of 2016 in connection with the bank merger. The acquisition of First Niagara constituted a business combination and was accounted for under the acquisition method of accounting. Accordingly, the assets acquired, the liabilities assumed, and the consideration paid were recorded at their estimated fair value as of the Acquisition Date. The following table provides the final purchase price calculation as of the Acquisition Date and the identifiable assets purchased and the liabilities assumed at their fair value. These fair value measurements were based on internal and third-party valuations. in millions Consideration paid: KeyCorp common stock issued $ 2,831 Cash payments to First Niagara stockholders 811 Exchange of First Niagara preferred stock for KeyCorp preferred stock 350 Total consideration paid $ 3,992 Statement of Net Assets Acquired at Fair Value: ASSETS Cash and due from banks and short-term investments $ 620 Investment securities 9,012 Other investments 297 Loans 23,590 Premises and equipment 245 Other intangible assets 385 Accrued income and other assets 1,467 Total assets $ 35,616 LIABILITIES Deposits $ 28,994 Bank notes and other short-term borrowings 2,698 Accrued expense and other liabilities 490 Long-term debt 846 Total liabilities $ 33,028 Net identifiable assets acquired 2,588 Goodwill $ 1,404 Measurement Period Adjustments We estimated the fair value of loans acquired from First Niagara by utilizing the discounted cash flow method within the income approach. This methodology aggregates the purchased loans by category and risk rating. Cash flows for each category were determined by estimating future credit losses and the rate of prepayments. Projected monthly cash flows were then discounted to present value based on a market rate for similar loans. There was no carryover of First Niagara’s ALLL associated with the loans we acquired. The valuation of the acquired loans was final at June 30, 2017. Based on the final valuations, we updated our fair values within our June 30, 2017, Consolidated Balance Sheet with a corresponding adjustment to goodwill. There were no measurement period adjustments during the third quarter of 2017. The amounts reflected in the following table represent the change in the fair values of acquired assets as of June 30, 2017: in millions Acquired Asset Balance Sheet Line Item Provisional Estimate Final Increase (Decrease) Loans Loans $ 23,645 $ 23,590 $ (55 ) Tax adjustment on previous fair value measurement (a) Accrued income and other assets 1,449 1,467 18 Unfunded lending-related commitments Accrued expense and other liabilities 67 65 (2 ) Deferred compensation (a) Accrued expense and other liabilities 39 41 2 (a) The fair value adjustment did not have any impact on the income statement for the three and six months ended June 30, 2017. The finalization of the fair values also impacted various income statement line items on the Consolidated Statements of Income. The amounts shown in the table below represent the increase (decrease) in the respective line items for the previous reporting period had the final fair value been recorded at the Acquisition Date for the nine months ended September 30, 2017. in millions Portion Related to Acquired Asset Income Statement Line Item Previous Reporting Period (a) Loans Interest income $ 42 Loans Provision for credit losses 1 Loans Other noninterest income (3 ) Unfunded lending-related commitments Other noninterest income (4 ) (a) Represents the change in amount that should have been reported compared to what was actually reported in the December 31, 2016, Consolidated Statements of Income. Intangible assets consisted of the core deposit intangible, the commercial purchased credit card relationships, the consumer purchased credit card relationships, and other intangible assets. The core deposit intangible asset of $356 million recognized as part of the First Niagara merger is being amortized over its estimated useful life of approximately ten years utilizing an accelerated method. The commercial purchased credit card relationships recognized as part of the First Niagara merger are being amortized over their estimated useful life of approximately six years utilizing an accelerated method. The consumer purchased credit card relationships recognized as part of the First Niagara merger are being amortized over their estimated useful life of approximately nine years utilizing an accelerated method. Goodwill of $1.4 billion was recorded as a result of the transaction and is not amortized for book purposes. Of this total, $1.1 billion of goodwill was assigned to our Key Community Bank segment and $280 million of goodwill was assigned to our Key Corporate Bank segment. The goodwill recorded is not deductible for tax purposes. The following table shows the changes in the carrying amount of goodwill by reporting unit. in millions Key Community Bank Key Corporate Bank Total BALANCE AT DECEMBER 31, 2015 $ 979 $ 81 $ 1,060 Acquisition of First Niagara 1,109 277 1,386 BALANCE AT DECEMBER 31, 2016 2,088 358 2,446 Tax adjustment on previous fair value measurements (15 ) (4 ) (19 ) Loan adjustment on previous fair value measurements 30 7 37 BALANCE AT JUNE 30, 2017 $ 2,103 $ 361 $ 2,464 Certificates of deposit were valued by projecting out the expected cash flows based on the contractual terms of the certificates of deposit. The fair values of savings and transaction deposit accounts acquired from First Niagara were assumed to approximate the carrying value as these accounts have no stated maturity and are payable on demand. These cash flows were discounted based on a market rate for a certificate of deposit with a corresponding maturity. Direct acquisition costs related to the First Niagara acquisition were expensed as incurred and amounted to less than $1 million for the nine months ended September 30, 2017 . These direct acquisition costs are part of our total merger-related charges. The following table presents unaudited pro forma information as if the acquisition of First Niagara had occurred on January 1, 2015. This pro forma information gives effect to certain adjustments, including purchase accounting fair value adjustments, amortization of core deposit and other intangibles, and related income tax effects. Merger-related charges related to the First Niagara merger that we incurred during the nine months ended September 30, 2016 , are not reflected in the unaudited pro forma amounts. The pro forma information does not necessarily reflect the results of operations that would have occurred had KeyCorp merged with First Niagara at the beginning of 2015. Cost savings are also not reflected in the unaudited pro forma amounts for the nine months ended September 30, 2016 . Pro forma in millions Nine months ended September 30, 2016 Net interest income (TE) $ 2,674 Noninterest income 1,625 Net income (loss) attributable to common shareholders 849 For information on the Cain Brothers & Company, LLC, HelloWallet Holdings, Inc., and Key Merchant Services, LLC acquisitions, see note 12 (“ Acquisition, Divestiture, and Discontinued Operations ”).

Earnings Per Common Share

Earnings Per Common Share	9 Months Ended
	Sep. 30, 2017
Earnings Per Share [Abstract]
Earnings Per Common Share	3. Earnings Per Common Share Basic earnings per share is the amount of earnings (adjusted for dividends declared on our preferred stock) available to each common share outstanding during the reporting periods. Diluted earnings per share is the amount of earnings available to each common share outstanding during the reporting periods adjusted to include the effects of potentially dilutive common shares. Potentially dilutive common shares include stock options and other stock-based awards. Potentially dilutive common shares are excluded from the computation of diluted earnings per share in the periods where the effect would be antidilutive. On March 20, 2017, all outstanding Series A Preferred Stock was converted into KeyCorp common shares. Prior to this conversion, for diluted earnings per share, net income available to common shareholders could have been affected by the conversion of our convertible Series A Preferred Stock. Where the effect of this conversion would have been dilutive, net income available to common shareholders was adjusted by the amount of preferred dividends associated with our Series A Preferred Stock. Our basic and diluted earnings per common share are calculated as follows: Three months ended September 30, Nine months ended September 30, dollars in millions, except per share amounts 2017 2016 2017 2016 EARNINGS Income (loss) from continuing operations $ 363 $ 172 $ 1,095 $ 557 Less: Net income (loss) attributable to noncontrolling interests — 1 1 — Income (loss) from continuing operations attributable to Key 363 171 1,094 557 Less: Dividends on Preferred Stock 14 6 56 17 Income (loss) from continuing operations attributable to Key common shareholders 349 165 1,038 540 Income (loss) from discontinued operations, net of taxes (a) 1 1 6 5 Net income (loss) attributable to Key common shareholders $ 350 $ 166 $ 1,044 $ 545 WEIGHTED-AVERAGE COMMON SHARES Weighted-average common shares outstanding (000) 1,073,390 982,080 1,075,296 880,824 Effect of convertible preferred stock — — — — Effect of common share options and other stock awards 15,451 12,580 16,359 8,965 Weighted-average common shares and potential common shares outstanding (000) (b) 1,088,841 994,660 1,091,655 889,789 EARNINGS PER COMMON SHARE Income (loss) from continuing operations attributable to Key common shareholders $ .32 $ .17 $ .96 $ .61 Income (loss) from discontinued operations, net of taxes (a) — — .01 .01 Net income (loss) attributable to Key common shareholders (c) .32 .17 .97 .62 Income (loss) from continuing operations attributable to Key common shareholders — assuming dilution $ .32 $ .16 $ .95 $ .60 Income (loss) from discontinued operations, net of taxes (a) — — .01 .01 Net income (loss) attributable to Key common shareholders — assuming dilution (c) .32 .17 .96 .61 (a) In September 2009, we decided to discontinue the education lending business conducted through Key Education Resources, the education payment and financing unit of KeyBank. As a result of this decision, we have accounted for this business as a discontinued operation. For further discussion regarding the income (loss) from discontinued operations, see Note 12 (“ Acquisition, Divestiture, and Discontinued Operations ”). (b) Assumes conversion of common share options and other stock awards and/or convertible preferred stock, as applicable. (c) EPS may not foot due to rounding.

Loans and Loans Held for Sale

Loans and Loans Held for Sale	9 Months Ended
	Sep. 30, 2017
Loans Receivables [Abstract]
Loans and Loans Held for Sale	4. Loans and Loans Held for Sale in millions September 30, 2017 December 31, 2016 Commercial and industrial (a) $ 41,147 $ 39,768 Commercial real estate: Commercial mortgage 14,929 15,111 Construction 1,954 2,345 Total commercial real estate loans 16,883 17,456 Commercial lease financing (b) 4,716 4,685 Total commercial loans 62,746 61,909 Residential — prime loans: Real estate — residential mortgage 5,476 5,547 Home equity loans 12,238 12,674 Total residential — prime loans 17,714 18,221 Consumer direct loans 1,789 1,788 Credit cards 1,045 1,111 Consumer indirect loans 3,198 3,009 Total consumer loans 23,746 24,129 Total loans (c), (d) $ 86,492 $ 86,038 (a) Loan balances include $118 million and $116 million of commercial credit card balances at September 30, 2017 , and December 31, 2016 , respectively. (b) Commercial lease financing includes receivables held as collateral for a secured borrowing of $31 million and $68 million at September 30, 2017 , and December 31, 2016 , respectively. Principal reductions are based on the cash payments received from these related receivables. Additional information pertaining to this secured borrowing is included in Note 19 (“ Long-Term Debt ”) beginning on page 191 of our 2016 Form 10-K. (c) At September 30, 2017 , total loans include purchased loans of $16.7 billion of which $783 million were PCI loans. At December 31, 2016 , total loans include purchased loans of $21 billion , of which $865 million were PCI loans. (d) Total loans exclude loans of $1.4 billion at September 30, 2017 , and $1.6 billion at December 31, 2016 , related to the discontinued operations of the education lending business. Additional information pertaining to these loans is provided in Note 12 (“ Acquisition, Divestiture, and Discontinued Operations ”). Our loans held for sale are summarized as follows: in millions September 30, 2017 December 31, 2016 Commercial and industrial $ 34 $ 19 Real estate — commercial mortgage 1,246 1,022 Real estate — construction — 1 Commercial lease financing 1 — Real estate — residential mortgage (a) 60 62 Total loans held for sale $ 1,341 $ 1,104 (a) Real estate — residential mortgage loans held for sale are held at fair value at September 30, 2017 , and December 31, 2016 . The fair value option was elected for real estate — residential mortgage loans held for sale during the third quarter of 2016 with the First Niagara acquisition. The contractual amount due on these loans totaled $60 million at September 30, 2017 , and $62 million at December 31, 2016 . Changes in fair value are recorded in “Consumer mortgage income” on the income statement. Additional information regarding residential mortgage loans held for sale fair value methodology is provided in Note 6 (“ Fair Value Measurements ”). Our quarterly summary of changes in loans held for sale is provided below: in millions September 30, 2017 June 30, 2017 December 31, 2016 Balance at beginning of the period $ 1,743 $ 1,384 $ 1,137 New originations 2,855 2,876 2,846 Transfers from (to) held to maturity, net (63 ) (7 ) 11 Loan sales (3,191 ) (2,507 ) (2,889 ) Loan draws (payments), net (3 ) (3 ) (1 ) Balance at end of period (a) $ 1,341 $ 1,743 $ 1,104 (a) Total loans held for sale include real estate — residential mortgage loans held for sale at fair value of $60 million at September 30, 2017 , $63 million at June 30, 2017 , and $62 million at December 31, 2016 .

Asset Quality

Asset Quality	9 Months Ended
	Sep. 30, 2017
Receivables [Abstract]
Asset Quality	5. Asset Quality We assess the credit quality of the loan portfolio by monitoring net credit losses, levels of nonperforming assets, delinquencies, and credit quality ratings as defined by management. Nonperforming loans are loans for which we do not accrue interest income, and include commercial and consumer loans and leases, as well as current year TDRs and nonaccruing TDR loans from prior years. Nonperforming assets include nonperforming loans, nonperforming loans held for sale, OREO, and other nonperforming assets. Nonimpaired acquired loans are placed on nonaccrual status and reported as nonperforming or past due using the same criteria applied to the originated portfolio. PCI loans cannot be classified as nonperforming loans or TDRs. Our nonperforming assets and past due loans were as follows: in millions September 30, 2017 December 31, 2016 Total nonperforming loans (a) $ 517 $ 625 OREO (b) 39 51 Other nonperforming assets — — Total nonperforming assets $ 556 $ 676 Nonperforming assets from discontinued operations—education lending (c) $ 8 $ 5 TDRs included in nonperforming loans 187 141 TDRs with an allocated specific allowance (d) 67 59 Specifically allocated allowance for restructured loans (e) 19 27 Accruing loans past due 90 days or more 86 87 Accruing loans past due 30 through 89 days 329 404 (a) Nonperforming loan balances exclude $783 million and $865 million of PCI loans at September 30, 2017 , and December 31, 2016 , respectively. (b) Includes carrying value of foreclosed residential real estate of approximately $29 million and $29 million at September 30, 2017 and December 31, 2016 , respectively. (c) Restructured loans of approximately $24 million and $22 million are included in discontinued operations at September 30, 2017 , and December 31, 2016 , respectively. See Note 12 (“ Acquisition, Divestiture, and Discontinued Operations ”) for further discussion. (d) Included in individually impaired loans allocated a specific allowance. (e) Included in allowance for individually evaluated impaired loans. We evaluate purchased loans for impairment in accordance with the applicable accounting guidance. Purchased loans that have evidence of deterioration in credit quality since origination and for which it is probable, at acquisition, that all contractually required payments will not be collected are deemed PCI. Several factors are considered when evaluating whether a loan is considered a PCI loan, including the delinquency status of the loan, updated borrower credit status, and updated LTV ratios. In accordance with ASC 310-30, excluded from the purchased impaired loans are leases, revolving credit arrangements, and loans held for sale. We estimated the fair value of loans acquired from First Niagara by utilizing the discounted cash flow method within the income approach. See Note 2 (“ Business Combination ”) for further discussion of the fair value methodology used. There was no carryover of First Niagara’s ALLL associated with the loans we acquired. The excess of a PCI loan’s contractually required payments over the amount of its undiscounted cash flows expected to be collected is referred to as the nonaccretable difference. The nonaccretable difference, which is not accreted into income, reflects estimated future credit losses and uncollectible contractual interest expected to be incurred over the life of the PCI loan or pool. The excess of cash flows expected to be collected over the carrying amount of the PCI loans or pools is referred to as the accretable yield. This amount is accreted into interest income over the remaining life of the PCI loans or pools using the level yield method. Over the life of PCI loans or pools, Key evaluates the remaining contractually required payments receivable and estimates cash flows expected to be collected. Contractually required payments receivable may increase or decrease for a variety of reasons, such as, when the contractual terms of the loan agreement are modified, when interest rates on variable rate loans change, or when principal and/or interest payments are received. Cash flows expected to be collected on PCI loans are estimated by incorporating several primary assumptions similar to the initial estimate of fair value. These primary assumptions include probability of default, loss given default, and prepayment rate. Increases in expected cash flows of PCI loans or pools subsequent to acquisition are recognized prospectively through adjustment of the yield on the loans or pools over its remaining life, while decreases in expected cash flows are recognized as impairment through a provision for credit losses and an increase in the ALLL. The difference between the fair value of a nonimpaired acquired loan and contractual amounts due at the Acquisition Date is accreted into income over the estimated life of the loan or pool. Contractually required payments represent the total undiscounted amount of all uncollected principal and interest payments. The following table presents the PCI loans receivable balance at the First Niagara Acquisition Date: August 1, 2016 PCI in millions Contractual required payments receivable $ 1,434 Nonaccretable difference 173 Expected cash flows 1,261 Accretable yield 172 Fair value $ 1,089 At the First Niagara Acquisition Date, the contractual required payments receivable on the purchased non-impaired loans totaled $22.5 billion , with a corresponding estimated fair value of $22.0 billion . The estimated cash flows not expected to be collected at the Acquisition Date were $500 million . These amounts do not include loans held for sale and the loans that were divested as part of the 18 branches that were sold on September 9, 2016. We have PCI loans from two seperate acquisitions, one in 2012 and one during the third quarter of 2016. The following tables present the roll-forward of the accretable yield and the beginning and ending outstanding unpaid principal balance and carrying amount of all PCI loans for the three and nine months ended September 30, 2017 , and the twelve months ended December 31, 2016 . The rollforward of the accretable yield for the nine months ended September 30, 2017, reflects the impact of prospective purchase accounting adjustments resulting from the finalization of the First Niagara Acquisition Date loan valuation during the second quarter of 2017. Three Months Ended September 30, Nine Months Ended September 30, 2017 2017 in millions Accretable Yield Carrying Amount Outstanding Unpaid Principal Balance Accretable Yield Carrying Amount Outstanding Unpaid Principal Balance Balance at beginning of period $ 137 $ 812 $ 930 $ 197 $ 865 $ 1,002 Additions — (33 ) Accretion (12 ) (32 ) Net reclassifications from nonaccretable to accretable 30 19 Payments received, net (5 ) (1 ) Disposals — — Balance at end of period $ 150 $ 783 $ 854 $ 150 $ 783 $ 854 Twelve Months Ended December 31, 2016 in millions Accretable Yield Carrying Amount Outstanding Unpaid Principal Balance Balance at beginning of period $ 5 $ 11 $ 17 Additions 205 Accretion (29 ) Net reclassifications from nonaccretable to accretable 35 Payments received, net (19 ) Disposals — Balance at end of period $ 197 $ 865 $ 1,002 At September 30, 2017 , the approximate carrying amount of our commercial nonperforming loans outstanding represented 79% of their original contractual amount owed, total nonperforming loans outstanding represented 83% of their original contractual amount owed, and nonperforming assets in total were carried at 83% of their original contractual amount owed. At September 30, 2017 , our 20 largest nonperforming loans totaled $154 million , representing 30% of total loans on nonperforming status. Nonperforming loans and loans held for sale reduced expected interest income by $6 million and $18 million for the three and nine months ended September 30, 2017 , respectively, and $7 million and $19 million for the three and nine months ended September 30, 2016 , respectively. The following tables set forth a further breakdown of individually impaired loans as of September 30, 2017 , and December 31, 2016 : September 30, 2017 Recorded Investment (a) Unpaid Principal Balance (b) Specific Allowance in millions With no related allowance recorded: Commercial and industrial $ 124 $ 148 — Commercial real estate: Commercial mortgage 12 17 — Total commercial real estate loans 12 17 — Total commercial loans 136 165 — Real estate — residential mortgage 18 18 — Home equity loans 50 49 — Consumer indirect loans 2 2 — Total consumer loans 70 69 — Total loans with no related allowance recorded 206 234 — With an allowance recorded: Commercial and industrial 33 43 $ 7 Commercial real estate: Commercial mortgage — — — Total commercial real estate loans — — — Total commercial loans 33 43 7 Real estate — residential mortgage 32 32 5 Home equity loans 67 67 7 Consumer direct loans 4 4 — Credit cards 3 3 — Consumer indirect loans 31 31 4 Total consumer loans 137 137 16 Total loans with an allowance recorded 170 180 23 Total $ 376 $ 414 $ 23 (a) The Recorded Investment represents the face amount of the loan increased or decreased by applicable accrued interest, net deferred loan fees and costs, and unamortized premium or discount, and reflects direct charge-offs. This amount is a component of total loans on our Consolidated Balance Sheet. (b) The Unpaid Principal Balance represents the customer’s legal obligation to us. December 31, 2016 Recorded Investment (a) Unpaid Principal Balance (b) Specific Allowance in millions With no related allowance recorded: Commercial and industrial $ 222 $ 301 — Commercial real estate: Commercial mortgage 2 3 — Total commercial real estate loans 2 3 — Total commercial loans 224 304 — Real estate — residential mortgage 20 20 — Home equity loans 61 61 — Consumer indirect loans 1 1 — Total consumer loans 82 82 — Total loans with no related allowance recorded 306 386 — With an allowance recorded: Commercial and industrial 62 73 $ 17 Commercial real estate: Commercial mortgage 4 4 — Total commercial real estate loans 4 4 — Total commercial loans 66 77 17 Real estate — residential mortgage 31 31 2 Home equity loans 64 64 18 Consumer direct loans 2 3 — Credit cards 3 3 — Consumer indirect loans 29 29 1 Total consumer loans 129 130 21 Total loans with an allowance recorded 195 207 38 Total $ 501 $ 593 $ 38 (a) The Recorded Investment represents the face amount of the loan increased or decreased by applicable accrued interest, net deferred loan fees and costs, and unamortized premium or discount, and reflects direct charge-offs. This amount is a component of total loans on our Consolidated Balance Sheet. (b) The Unpaid Principal Balance represents the customer’s legal obligation to us. The following table sets forth a further breakdown of the average recorded investment for individually impaired loans reported by Key: Average Recorded Investment (a) Three Months Ended September 30, Nine Months Ended September 30, in millions 2017 2016 2017 2016 Commercial and industrial $ 162 $ 319 $ 221 $ 193 Commercial real estate: Commercial mortgage 14 7 8 9 Construction — 17 — 9 Total commercial real estate loans 14 24 8 18 Total commercial loans 176 343 229 211 Real estate — residential mortgage 49 53 50 54 Home equity loans 118 129 121 126 Consumer direct loans 4 3 3 3 Credit cards 2 3 3 3 Consumer indirect loans 33 33 32 35 Total consumer loans 206 221 209 221 Total $ 382 $ 564 $ 438 $ 432 (a) The Recorded Investment represents the face amount of the loan increased or decreased by applicable accrued interest, net deferred loan fees and costs, and unamortized premium or discount, and reflects direct charge-offs. This amount is a component of total loans on our Consolidated Balance Sheet. Interest income recognized on the outstanding balances of accruing impaired loans totaled $3 million and $9 million for the three and nine months ended September 30, 2017 , respectively, and $2 million and $8 million for the three and nine months ended September 30, 2016 , respectively. At September 30, 2017 , aggregate restructured loans (accrual and nonaccrual loans) totaled $315 million , compared to $280 million at December 31, 2016 . During the three months ended September 30, 2017 , we added $20 million in restructured loans, which were offset by $38 million in payments and charge-offs. During the nine months ended September 30, 2017 , we added $134 million in restructured loans, which were partially offset by $99 million in payments and charge-offs. During 2016 , we added $107 million in restructured loans, which were offset by $107 million in payments and charge-offs. A further breakdown of TDRs included in nonperforming loans by loan category as of September 30, 2017 , follows: September 30, 2017 Number of Loans Pre-modification Outstanding Recorded Investment Post-modification Outstanding Recorded Investment dollars in millions LOAN TYPE Nonperforming: Commercial and industrial 20 $ 105 $ 83 Commercial real estate: Commercial mortgage 8 17 12 Total commercial real estate loans 8 17 12 Total commercial loans 28 122 95 Real estate — residential mortgage 303 18 18 Home equity loans 1,145 69 61 Consumer direct loans 55 1 1 Credit cards 250 1 1 Consumer indirect loans 724 14 11 Total consumer loans 2,477 103 92 Total nonperforming TDRs 2,505 225 187 Prior-year accruing: (a) Commercial and industrial 5 30 13 Total commercial loans 5 30 13 Real estate — residential mortgage 499 32 32 Home equity loans 1,223 72 57 Consumer direct loans 24 1 1 Credit cards 480 3 2 Consumer indirect loans 321 33 23 Total consumer loans 2,547 141 115 Total prior-year accruing TDRs 2,552 171 128 Total TDRs 5,057 $ 396 $ 315 (a) Represents TDRs that were restructured prior to January 1, 2017 , and are fully accruing. A further breakdown of TDRs included in nonperforming loans by loan category as of December 31, 2016 , follows: December 31, 2016 Number of Loans Pre-modification Outstanding Recorded Investment Post-modification Outstanding Recorded Investment dollars in millions LOAN TYPE Nonperforming: Commercial and industrial 18 $ 91 $ 50 Commercial real estate: Commercial mortgage 7 2 1 Total commercial real estate loans 7 2 1 Total commercial loans 25 93 51 Real estate — residential mortgage 264 16 16 Home equity loans 1,199 77 69 Consumer direct loans 32 1 — Credit cards 336 2 2 Consumer indirect loans 124 4 3 Total consumer loans 1,955 100 90 Total nonperforming TDRs 1,980 193 141 Prior-year accruing: (a) Commercial and Industrial 5 30 16 Total commercial loans 5 30 16 Real estate — residential mortgage 477 35 35 Home equity loans 1,231 70 57 Consumer direct loans 35 2 2 Credit cards 410 3 1 Consumer indirect loans 377 56 28 Total consumer loans 2,530 166 123 Total prior-year accruing TDRs 2,535 196 139 Total TDRs 4,515 $ 389 $ 280 (a) Represents TDRs that were restructured prior to January 1, 2016 , and are fully accruing. We classify loan modifications as TDRs when a borrower is experiencing financial difficulties and we have granted a concession without commensurate financial, structural, or legal consideration. Acquired loans that were previously modified in a TDR are no longer classified as TDRs at the Acquisition Date. An acquired loan may only be classified as a TDR if a modification meeting the above TDR criteria is performed after the Acquisition Date. PCI loans cannot be classified as TDRs. All commercial and consumer loan TDRs, regardless of size, are individually evaluated for impairment to determine the probable loss content and are assigned a specific loan loss allowance. This designation has the effect of moving the loan from the general reserve methodology (i.e., collectively evaluated) to the specific reserve methodology (i.e., individually evaluated) and may impact the ALLL through a charge-off or increased loan loss provision. These components affect the ultimate allowance level. Additional information regarding TDRs for discontinued operations is provided in Note 12 (“ Acquisition, Divestiture, and Discontinued Operations ”). Commercial loan TDRs are considered defaulted when principal and interest payments are 90 days past due . Consumer loan TDRs are considered defaulted when principal and interest payments are more than 60 days past due . During the three months ended September 30, 2017 , there were no commercial loan TDRs and 45 consumer loan TDRs with a combined recorded investment of $1 million that experienced payment defaults after modifications resulting in TDR status during 2016 . During the three months ended September 30, 2016 , there were no commercial loan TDRs and 23 consumer loan TDRs with a combined recorded investment of $1 million that experienced payment defaults after modifications resulting in TDR status during 2015 . During the nine months ended September 30, 2017 , there were no commercial loan TDRs and 100 consumer loan TDRs with a combined recorded investment of $3 million that experienced payment defaults after modifications resulting in TDR status during 2016 . During the nine months ended September 30, 2016 , there were no commercial loan TDRs and 153 consumer TDRs with a combined recorded investment of $7 million that experienced payment defaults after modifications resulting in TDR status during 2015 . As TDRs are individually evaluated for impairment under the specific reserve methodology, subsequent defaults do not generally have a significant additional impact on the ALLL. Commitments outstanding to lend additional funds to borrowers whose loan terms have been modified in TDRs are $12 million and $14 million at September 30, 2017 and December 31, 2016 , respectively. Our loan modifications are handled on a case-by-case basis and are negotiated to achieve mutually agreeable terms that maximize loan collectability and meet the borrower’s financial needs. Our concession types are primarily interest rate reductions, forgiveness of principal, and other modifications. The commercial TDR other concession category includes modification of loan terms, covenants, or conditions. The consumer TDR other concession category primarily includes those borrowers’ debts that are discharged through Chapter 7 bankruptcy and have not been formally re-affirmed. At September 30, 2017 , and December 31, 2016 , the recorded investment of consumer residential mortgage loans in the process of foreclosure was approximately $140 million and $141 million , respectively. The following table shows the post-modification outstanding recorded investment by concession type for our commercial and consumer accruing and nonaccruing TDRs that occurred during the three and nine months ended September 30, 2017 , and September 30, 2016 . Three Months Ended September 30, Nine Months Ended September 30, in millions 2017 2016 2017 2016 Commercial loans: Interest rate reduction $ 7 $ 10 $ 56 25 Forgiveness of principal — — 21 — Other — 23 9 $ 26 Total $ 7 $ 33 $ 86 $ 51 Consumer loans: Interest rate reduction $ 3 $ 2 $ 10 $ 8 Forgiveness of principal — — — — Other 8 5 21 19 Total $ 11 $ 7 $ 31 $ 27 Total commercial and consumer TDRs $ 18 $ 40 $ 117 $ 78 Total loans 86,492 85,528 86,492 85,528 Our policies for determining past due loans, placing loans on nonaccrual, applying payments on nonaccrual loans, and resuming accrual of interest for our commercial and consumer loan portfolios are disclosed in Note 1 (“ Summary of Significant Accounting Policies ”) under the heading “Nonperforming Loans” beginning on page 108 of our 2016 Form 10-K. The following aging analysis of past due and current loans as of September 30, 2017 , and December 31, 2016 , provides further information regarding Key’s credit exposure. Aging Analysis of Loan Portfolio (a) September 30, 2017 Current 30-59 Days Past Due (b) 60-89 Days Past Due (b) 90 and Greater Days Past Due (b) Non-performing Loans Total Past Due and Non-performing Loans Purchased Credit Impaired Total Loans (c), (d) in millions LOAN TYPE Commercial and industrial $ 40,758 $ 56 $ 47 $ 24 $ 169 $ 296 $ 93 $ 41,147 Commercial real estate: Commercial mortgage 14,550 39 9 26 30 104 275 14,929 Construction 1,908 20 — — 2 22 24 1,954 Total commercial real estate loans 16,458 59 9 26 32 126 299 16,883 Commercial lease financing 4,685 14 3 3 11 31 — 4,716 Total commercial loans $ 61,901 $ 129 $ 59 $ 53 $ 212 $ 453 $ 392 $ 62,746 Real estate — residential mortgage $ 5,028 $ 20 $ 6 $ 3 $ 57 $ 86 $ 362 $ 5,476 Home equity loans 11,927 33 15 12 227 287 24 12,238 Consumer direct loans 1,759 11 6 5 3 25 5 1,789 Credit cards 1,021 7 5 10 2 24 — 1,045 Consumer indirect loans 3,141 31 7 3 16 57 — 3,198 Total consumer loans $ 22,876 $ 102 $ 39 $ 33 $ 305 $ 479 $ 391 $ 23,746 Total loans $ 84,777 $ 231 $ 98 $ 86 $ 517 $ 932 $ 783 $ 86,492 (a) Amounts in table represent recorded investment and exclude loans held for sale. Recorded investment represents the face amount of the loan increased or decreased by applicable accrued interest, net deferred loan fees and costs, and unamortized premium or discount, and reflects direct charge-offs. (b) Past due loan amounts exclude PCI, even if contractually past due (or if we do not expect to collect principal or interest in full based on the original contractual terms), as we are currently accreting income over the remaining term of the loans. (c) Net of unearned income, net deferred loan fees and costs, and unamortized discounts and premiums. (d) Future accretable yield related to PCI loans is not included in the analysis of the loan portfolio. December 31, 2016 Current 30-59 Days Past Due (b) 60-89 Days Past Due (b) 90 and Greater Days Past Due (b) Non-performing Loans Total Past Due and Non-performing Loans Purchased Credit Impaired Total Loans (c), (d) in millions LOAN TYPE Commercial and industrial $ 39,242 $ 58 $ 28 $ 31 $ 297 $ 414 112 $ 39,768 Commercial real estate: Commercial mortgage 14,655 93 9 6 26 134 322 15,111 Construction 2,314 — — 2 3 5 26 2,345 Total commercial real estate loans 16,969 93 9 8 29 139 348 17,456 Commercial lease financing 4,641 28 3 5 8 44 — 4,685 Total commercial loans $ 60,852 $ 179 $ 40 $ 44 $ 334 $ 597 460 $ 61,909 Real estate — residential mortgage $ 5,098 $ 17 $ 5 $ 3 $ 56 $ 81 $ 368 $ 5,547 Home equity loans 12,327 49 29 16 223 317 30 12,674 Consumer direct loans 1,705 44 15 11 6 76 7 1,788 Credit cards 1,082 9 6 12 2 29 — 1,111 Consumer indirect loans 2,993 7 4 1 4 16 — 3,009 Total consumer loans $ 23,205 $ 126 $ 59 $ 43 $ 291 $ 519 $ 405 $ 24,129 Total loans $ 84,057 $ 305 $ 99 $ 87 $ 625 $ 1,116 $ 865 $ 86,038 (a) Amounts in table represent recorded investment and exclude loans held for sale. Recorded investment represents the face amount of the loan increased or decreased by applicable accrued interest, net deferred loan fees and costs, and unamortized premium or discount, and reflects direct charge-offs. (b) Past due loan amounts exclude purchased impaired loans, even if contractually past due (or if we do not expect to collect principal or interest in full based on the original contractual terms), as we are currently accreting income over the remaining term of the loans. (c) Net of unearned income, net deferred loan fees and costs, and unamortized discounts and premiums. (d) Future accretable yield related to purchased credit impaired loans is not included in the analysis of the loan portfolio. The prevalent risk characteristic for both commercial and consumer loans is the risk of loss arising from an obligor’s inability or failure to meet contractual payment or performance terms. Evaluation of this risk is stratified and monitored by the loan risk rating grades assigned for the commercial loan portfolios and the refreshed FICO score assigned for the consumer loan portfolios. Most extensions of credit are subject to loan grading or scoring. Loan grades are assigned at the time of origination, verified by credit risk management, and periodically re-evaluated thereafter. This risk rating methodology blends our judgment with quantitative modeling. Commercial loans generally are assigned two internal risk ratings. The first rating reflects the probability that the borrower will default on an obligation; the second rating reflects expected recovery rates on the credit facility. Default probability is determined based on, among other factors, the financial strength of the borrower, an assessment of the borrower’s management, the borrower’s competitive position within its industry sector, and our view of industry risk in the context of the general economic outlook. Types of exposure, transaction structure, and collateral, including credit risk mitigants, affect the expected recovery assessment. Commercial Credit Exposure — Excluding PCI Credit Risk Profile by Creditworthiness Category (a), (b) in millions Commercial and industrial RE — Commercial RE — Construction Commercial lease Total September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, RATING 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 Pass $ 39,171 $ 37,845 $ 14,188 $ 14,308 $ 1,893 $ 2,287 $ 4,615 $ 4,632 $ 59,867 $ 59,072 Criticized (Accruing) 1,714 1,514 436 455 35 30 91 45 2,276 2,044 Criticized (Nonaccruing) 169 297 30 26 2 2 10 8 211 333 Total $ 41,054 $ 39,656 $ 14,654 $ 14,789 $ 1,930 $ 2,319 $ 4,716 $ 4,685 $ 62,354 $ 61,449 (a) Credit quality indicators are updated on an ongoing basis and reflect credit quality information as of the dates indicated. (b) The term criticized refers to those loans that are internally classified by Key as special mention or worse, which are asset quality categories defined by regulatory authorities. These assets have an elevated level of risk and may have a high probability of default or total loss. Pass rated refers to all loans not classified as criticized. Consumer Credit Exposure — Excluding PCI Non-PCI Loans by Refreshed FICO Score (a) in millions Residential — Prime Consumer direct loans Credit cards Consumer indirect loans Total September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 750 and above $ 10,389 $ 9,818 $ 565 $ 498 $ 430 $ 453 $ 1,507 $ 1,266 $ 12,891 $ 12,035 660 to 749 5,278 5,266 688 661 492 525 1,191 1,195 7,649 7,647 Less than 660 1,551 1,617 213 194 123 132 473 543 2,360 2,486 No Score 110 1,122 318 428 — 1 27 5 455 1,556 Total $ 17,328 $ 17,823 $ 1,784 $ 1,781 $ 1,045 $ 1,111 $ 3,198 $ 3,009 $ 23,355 $ 23,724 (a) Borrower FICO scores provide information about the credit quality of our consumer loan portfolio as they provide an indication as to the likelihood that a debtor will repay its debts. The scores are obtained from a nationally recognized consumer rating agency and are presented in the above table at the dates indicated. Commercial Credit Exposure — PCI Credit Risk Profile by Creditworthiness Category (a), (b) in millions Commercial and Industrial RE — Commercial RE — Construction Commercial Lease Total September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, RATING 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 Pass $ 40 $ 12 $ 154 $ 139 $ 24 $ 21 — — $ 218 $ 172 Criticized 53 100 121 183 — 5 — — 174 288 Total $ 93 $ 112 $ 275 $ 322 $ 24 $ 26 — — $ 392 $ 460 (a) Credit quality indicators are updated on an ongoing basis and reflect credit quality information as of the dates indicated. (b) The term “criticized” refers to those loans that are internally classified by Key as special mention or worse, which are asset quality categories defined by regulatory authorities. These assets have an elevated level of risk and may have a high probability of default or total loss. Pass rated refers to all loans not classified as criticized. Consumer Credit Exposure — PCI PCI Loans by Refreshed FICO Score (a) in millions Residential — Prime Consumer direct loans Credit cards Consumer indirect loans Total September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 750 and above $ 140 $ 133 1 — — — — — $ 141 $ 133 660 to 749 131 127 $ 2 $ 2 — — — — 133 129 Less than 660 111 133 2 4 — — — — 113 137 No Score 4 5 — 1 — — — — 4 6 Total $ 386 $ 398 $ 5 $ 7 — — — — $ 391 $ 405 (a) Borrower FICO scores provide information about the credit quality of our consumer loan portfolio as they provide an indication as to the likelihood that a debtor will repay its debts. The scores are obtained from a nationally recognized consumer rating agency and are presented in the above table at the dates indicated. We determine the appropriate level of the ALLL on at least a quarterly basis. The methodology for this determination is described in Note 1 (“ Summary of Significant Accounting Policies ”) under the heading “Allowance for Loan and Lease Losses” beginning on page 109 of our 2016 Form 10-K. We apply expected loss rates to existing loans with similar risk characteristics and exercise judgment to assess the impact of qualitative factors such as changes in economic conditions, changes in credit policies or underwriting standards, and changes in the level of credit risk associated with specific industries and markets. For all commercial and consumer loan TDRs, regardless of size, as well as for impaired commercial loans with an outstanding balance of $2.5 million or greater, we conduct further analysis to determine the probable loss content and assign a specific allowance to the loan. We estimate the extent of the individual impairment for commercial loans and TDRs by comparing the recorded investment of the loan with the estimated present value of its future cash flows, the fair value of its underlying collateral, or the loan’s observable market price. Secured consumer loan TDRs that are discharged through Chapter 7 bankruptcy and not formally re-affirmed are adjusted to reflect the fair value of the underlying collateral, less costs to sell. Non-Chapter 7 consumer loan TDRs are evaluated at the account level and assigned a specific allocation based on the estimated present value of future cash flows using the loan’s effective interest rate. A specific allowance also may be assigned, even when sources of repayment appear sufficient, if we remain uncertain about whether the loan will be repaid in full. On at least a quarterly basis, we evaluate the appropriateness of our loss estimation methods to reduce differences between estimated incurred losses and actual losses. Commercial loans are generally charged off in full or charged down to the fair value of the underlying collateral when the borrower’s payment is 180 days past due. Consumer loans are generally charged off when payments are 120 days past due. Home equity and residential mortgage loans are generally charged down to net realizable value when payment is 180 days past due. Credit card loans and similar unsecured products are charged off when payments are 180 days past due. The ALLL on the acquired non-impaired loan portfolio is estimated using the same methodology as is used for the originated portfolio, however, the estimated ALLL is compared to the remaining accretable yield to determine if any incremental ALLL must be recorded. For PCI loans, Key estimates cash flows expected to be collected quarterly. Decreases in expected cash flows are recognized as impairment through a provision for credit losses and an increase in the ALLL. The ALLL at September 30, 2017 , represents our best estimate of the probable credit losses inherent in the loan portfolio at that date. A summary of the changes in the ALLL for the periods indicated is presented in the table below: Three months ended September 30, Nine months ended September 30, in millions 2017 2016 2017 2016 Balance at beginning of period — continuing operations $ 870 $ 854 $ 858 $ 796 Charge-offs (71 ) (55 ) (230 ) (179 ) Recoveries 39 11 74 46 Net loans and leases charged off (32 ) (44 ) (156 ) (133 ) Provision for loan and lease losses from continuing operations 42 56 178 203 Foreign currency translation adjustment — (1 ) — (1 ) Balance at end of period — continuing operations $ 880 $ 865 $ 880 $ 865 The changes in the ALLL by loan category for the three and nine months ended September 30, 2017 , and September 30, 2016 , are as follows: Three months ended September 30, 2017 : in millions June 30, 2017 Provision Charge-offs Recoveries September 30, 2017 Commercial and Industrial $ 528 $ 8 $ (29 ) $ 25 $ 532 Commercial real estate: Real estate — commercial mortgage 144 (1 ) (6 ) 1 138 Real e

Fair Value Measurements

Fair Value Measurements	9 Months Ended
	Sep. 30, 2017
Fair Value Disclosures [Abstract]
Fair Value Measurements	6. Fair Value Measurements Fair Value Determination As defined in the applicable accounting guidance, fair value is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants in our principal market. We have established and documented our process for determining the fair values of our assets and liabilities, where applicable. Fair value is based on quoted market prices, when available, for identical or similar assets or liabilities. In the absence of quoted market prices, we determine the fair value of our assets and liabilities using valuation models or third-party pricing services. Both of these approaches rely on market-based parameters, when available, such as interest rate yield curves, option volatilities, and credit spreads, or on unobservable inputs. Unobservable inputs may be based on our judgment, assumptions, and estimates related to credit quality, liquidity, interest rates, and other relevant inputs. Valuation adjustments, such as those pertaining to counterparty and our own credit quality and liquidity, may be necessary to ensure that assets and liabilities are recorded at fair value. Credit valuation adjustments are made when market pricing does not accurately reflect the counterparty’s or our own credit quality. We make liquidity valuation adjustments to the fair value of certain assets to reflect the uncertainty in the pricing and trading of the instruments when we are unable to observe recent market transactions for identical or similar instruments. Liquidity valuation adjustments are based on the following factors: • the amount of time since the last relevant valuation; • whether there is an actual trade or relevant external quote available at the measurement date; and • volatility associated with the primary pricing components. We ensure that our fair value measurements are accurate and appropriate by relying upon various controls, including: • an independent review and approval of valuation models and assumptions; • recurring detailed reviews of profit and loss; and • a validation of valuation model components against benchmark data and similar products, where possible. We recognize transfers between levels of the fair value hierarchy at the end of the reporting period. Quarterly, we review any changes to our valuation methodologies to ensure they are appropriate and justified, and refine our valuation methodologies if more market-based data becomes available. The Fair Value Committee, which is governed by ALCO, oversees the valuation process. Various working groups that report to the Fair Value Committee analyze and approve the underlying assumptions and valuation adjustments. Changes in valuation methodologies for Level 1 and Level 2 instruments are presented to the Accounting Policy group for approval. Changes in valuation methodologies for Level 3 instruments are presented to the Fair Value Committee for approval. The working groups are discussed in more detail in the qualitative disclosures within this note. Formal documentation of the fair valuation methodologies is prepared by the lines of business and support areas as appropriate. The documentation details the asset or liability class and related general ledger accounts, valuation techniques, fair value hierarchy level, market participants, accounting methods, valuation methodology, group responsible for valuations, and valuation inputs. Additional information regarding our accounting policies for determining fair value is provided in Note 1 (“ Summary of Significant Accounting Policies ”) under the heading “Fair Value Measurements” beginning on page 110 of our 2016 Form 10-K. Qualitative Disclosures of Valuation Techniques Loans . Most loans recorded as trading account assets are valued based on market spreads for similar assets since they are actively traded. Therefore, these loans are classified as Level 2 because the fair value recorded is based on observable market data for similar assets. Securities (trading and available for sale) . We own several types of securities, requiring a range of valuation methods: • Securities are classified as Level 1 when quoted market prices are available in an active market for the identical securities. Level 1 instruments include exchange-traded equity securities. • Securities are classified as Level 2 if quoted prices for identical securities are not available, and fair value is determined using pricing models (either by a third-party pricing service or internally) or quoted prices of similar securities. These instruments include municipal bonds, bonds backed by the U.S. government, corporate bonds, agency residential and CMBS, securities issued by the U.S. Treasury, money markets, and certain agency and corporate CMOs. Inputs to the pricing models include standard inputs (i.e. yields, benchmark securities, bids, and offers), actual trade data (i.e. spreads, credit ratings, and interest rates) for comparable assets, spread tables, matrices, high-grade scales, and option-adjusted spreads. • Securities are classified as Level 3 when there is limited activity in the market for a particular instrument. To determine fair value in such cases, depending on the complexity of the valuations required, we use internal models based on certain assumptions or a third-party valuation service. At September 30, 2017 , our Level 3 instruments consist of two convertible preferred securities. Our Corporate Strategy group is responsible for reviewing the valuation model and determining the fair value of these investments on a quarterly basis. The securities are valued using a cash flow analysis of the associated private company issuers. The valuations of the securities are negatively affected by projected net losses of the associated private companies and positively affected by projected net gains. The fair values of our Level 2 securities available for sale are determined by a third-party pricing service. The valuations provided by the third-party pricing service are based on observable market inputs, which include benchmark yields, reported trades, issuer spreads, benchmark securities, bids, offers, and reference data obtained from market research publications. Inputs used by the third-party pricing service in valuing CMOs and other mortgage-backed securities also include new issue data, monthly payment information, whole loan collateral performance, and “To Be Announced” prices. In valuations of securities issued by state and political subdivisions, inputs used by the third-party pricing service also include material event notices. On a monthly basis, we validate the pricing methodologies utilized by our third-party pricing service to ensure that the fair value determination is consistent with the applicable accounting guidance and that our assets are properly classified in the fair value hierarchy. To perform this validation, we: • review documentation received from our third-party pricing service regarding the inputs used in their valuations and determine a level assessment for each category of securities; • substantiate actual inputs used for a sample of securities by comparing the actual inputs used by our third-party pricing service to comparable inputs for similar securities; and • substantiate the fair values determined for a sample of securities by comparing the fair values provided by our third-party pricing service to prices from other independent sources for the same and similar securities. We analyze variances and conduct additional research with our third-party pricing service and take appropriate steps based on our findings. Principal investments . Principal investments consist of investments in equity and debt instruments made by our principal investing entities. They include direct investments (investments made in a particular company) and indirect investments (investments made through funds that include other investors). Our principal investing entities are accounted for as investment companies in accordance with the applicable accounting guidance, whereby each investment is adjusted to fair value with any net realized or unrealized gain/loss recorded in the current period’s earnings. This process is a coordinated and documented effort by the Principal Investing Entities Deal Team (individuals from one of the independent investment managers who oversee these instruments), accounting staff, and the Investment Committee (individual employees and one of the independent investment managers). This process involves an in-depth review of the condition of each investment depending on the type of investment. Our direct investments include investments in debt and equity instruments of both private and public companies. When quoted prices are available in an active market for the identical direct investment, we use the quoted prices in the valuation process, and the related investments are classified as Level 1 assets. In most cases, quoted market prices are not available for our direct investments, and we must perform valuations using other methods. These direct investment valuations are an in-depth analysis of the condition of each investment and are based on the unique facts and circumstances related to each individual investment. There is a certain amount of subjectivity surrounding the valuation of these investments due to the combination of quantitative and qualitative factors that are used in the valuation models. Therefore, these direct investments are classified as Level 3 assets. The specific inputs used in the valuations of each type of direct investment are described below. Interest-bearing securities (i.e., loans) are valued on a quarterly basis. Valuation adjustments are determined by the Principal Investing Entities Deal Team and are subject to approval by the Investment Committee. Valuations of debt instruments are based on the Principal Investing Entities Deal Team’s knowledge of the current financial status of the subject company, which is regularly monitored throughout the term of the investment. Significant, unobservable inputs used in the valuations of these investments include the company’s payment history, adequacy of cash flows from operations, and current operating results, including market multiples and historical and forecast EBITDA. Inputs can also include the seniority of the debt, the nature of any pledged collateral, the extent to which the security interest is perfected, and the net liquidation value of collateral. Valuations of equity instruments of private companies, which are prepared on a quarterly basis, are based on current market conditions and the current financial status of each company. A valuation analysis is performed to value each investment. The valuation analysis is reviewed by the Principal Investing Entities Deal Team Member, and reviewed and approved by the Chief Administrative Officer of one of the independent investment managers. Significant unobservable inputs used in these valuations include adequacy of the company’s cash flows from operations, any significant change in the company’s performance since the prior valuation, and any significant equity issuances by the company. Equity instruments of public companies are valued using quoted prices in an active market for the identical security. If the instrument is restricted, the fair value is determined considering the number of shares traded daily, the number of the company’s total restricted shares, and price volatility. Our indirect investments include primary and secondary investments in private equity funds engaged mainly in venture- and growth-oriented investing. These investments do not have readily determinable fair values. Indirect investments are valued using a methodology that is consistent with accounting guidance allowing us to estimate fair value based upon net asset value per share (or its equivalent, such as member units or an ownership interest in partners’ capital to which a proportionate share of net assets is attributed). On January 13, 2017, Key filed for an additional extension for illiquid funds, to retain certain indirect investments until the earlier of the date on which the investment is conformed or is expected to mature, or July 21, 2022. The application for an extension was approved on February 14, 2017. As of September 30, 2017 , we have not committed to a plan to sell these investments. Therefore, these investments continue to be valued using the net asset value per share methodology. For indirect investments, management may make adjustments it deems appropriate to the net asset value if it is determined that the net asset value does not properly reflect fair value. In determining the need for an adjustment to net asset value, management performs an analysis of the private equity funds based on the independent fund manager’s valuations as well as management’s own judgment. Management also considers whether the independent fund manager adequately marks down an impaired investment, maintains financial statements in accordance with GAAP, or follows a practice of holding all investments at cost. The following table presents the fair value of our direct and indirect principal investments and related unfunded commitments at September 30, 2017 , as well as financial support provided for the three and nine months ended September 30, 2017 , and September 30, 2016 . Financial support provided Three months ended September 30, Nine months ended September 30, September 30, 2017 2017 2016 2017 2016 in millions Fair Value Unfunded Commitments Funded Commitments Funded Other Funded Commitments Funded Other Funded Commitments Funded Other Funded Commitments Funded Other INVESTMENT TYPE Direct investments (a) $ 13 — — — — — — — — $ 13 Indirect investments (b) (measured at NAV) 138 $ 35 — — $ 2 — $ 1 — $ 5 — Total $ 151 $ 35 — — $ 2 — $ 1 — $ 5 $ 13 (a) Our direct investments consist of equity and debt investments directly in independent business enterprises. Operations of the business enterprises are handled by management of the portfolio company. The purpose of funding these enterprises is to provide financial support for business development and acquisition strategies. We infuse equity capital based on an initial contractual cash contribution and later from additional requests on behalf of the companies’ management. (b) Our indirect investments consist of buyout funds, venture capital funds, and fund of funds. These investments are generally not redeemable. Instead, distributions are received through the liquidation of the underlying investments of the fund. An investment in any one of these funds typically can be sold only with the approval of the fund’s general partners. We estimate that the underlying investments of the funds will be liquidated over a period of one to eight years. The purpose of funding our capital commitments to these investments is to allow the funds to make additional follow-on investments and pay fund expenses until the fund dissolves. We, and all other investors in the fund, are obligated to fund the full amount of our respective capital commitments to the fund based on our and their respective ownership percentages, as noted in the applicable Limited Partnership Agreement. Loans Held for Sale. As of August 1, 2016, we account for our residential mortgage loans held for sale at fair value on a recurring basis. The election of the fair value option aligns the accounting for the residential mortgages held for sale with the related forward mortgage loan sale commitments. Residential mortgage loans are valued based on quoted market prices, where available, prices for other traded mortgage loans with similar characteristics, and purchase commitments and bid information received from market participants. The prices are adjusted as necessary to include the embedded servicing value in the loans and to take into consideration the specific characteristics of certain loans that are priced based on the pricing of similar loans. These adjustments represent unobservable inputs to the valuation but are not considered significant given the relative insensitivity of the value to changes in these inputs to the fair value of the loans. Accordingly, the majority of residential mortgage loans held for sale are classified as Level 2. Our residential mortgage activity also includes temporarily unsalable residential mortgage loans that are included in “Loans, net of unearned income” and loans with salability issues included in “Loans held for sale” on the balance sheet. These loans have an origination defect that makes them temporarily unable to be sold into the performing loan sales market. Because transaction details regarding sales of this type of loan are often unavailable, unobservable bid information from brokers and investors is heavily relied upon. Accordingly, based on the significance of unobservable inputs, these loans are classified as Level 3. Derivatives . Exchange-traded derivatives are valued using quoted prices and, therefore, are classified as Level 1 instruments. However, only a few types of derivatives are exchange-traded. The majority of our derivative positions are valued using internally developed models, based on market convention, that use observable market inputs, such as interest rate curves, LIBOR and Overnight Index Swap discount rates and curves, index pricing curves, foreign currency curves, and volatility surfaces (a three-dimensional graph of implied volatility against strike price and maturity), as well as current prices for mortgage securities and investor supplied prices. These derivative contracts, which are classified as Level 2 instruments, include interest rate swaps, certain options, cross-currency swaps, credit default swaps, and forward mortgage loan sale commitments. We have several customized derivative instruments and risk participations that are classified as Level 3 instruments. These derivative positions are valued using internally developed models, with inputs consisting of available market data, such as bond spreads and asset values, as well as unobservable, internally derived assumptions, such as loss probabilities and internal risk ratings of customers. These derivatives are priced monthly by our MRM group using a credit valuation adjustment methodology. Swap details with the customer and our related participation percentage, if applicable, are obtained from our derivatives accounting system, which is the system of record. Applicable customer rating information is obtained from the particular loan system and represents an unobservable input to this valuation process. Using these various inputs, a valuation of these Level 3 derivatives is performed using a model that was acquired from a third party. In summary, the fair value represents an estimate of the amount that the risk participation counterparty would need to pay/receive as of the measurement date based on the probability of customer default on the swap transaction and the fair value of the underlying customer swap. Therefore, a higher loss probability and a lower credit rating would negatively affect the fair value of the risk participations and a lower loss probability and higher credit rating would positively affect the fair value of the risk participations. As a result of the First Niagara acquisition, we acquired First Niagara’s residential mortgage business, which included interest rate lock commitments. These instruments are accounted for as a derivative and valued using models containing unobservable significant inputs. For valuation purposes, the loan amount associated with each interest rate lock commitment is adjusted by its modeled pull-through (an unobservable input) defined as the percentage of loans that will close prior to the expiration of the rate lock commitment, as adjusted for approved changes to the terms. Based on the significance of unobservable inputs, these instruments are classified as Level 3. Market convention implies a credit rating of “AA” equivalent in the pricing of derivative contracts, which assumes that all counterparties have the same creditworthiness. To reflect the actual exposure on our derivative contracts related to both counterparty and our own creditworthiness, we record a fair value adjustment in the form of a credit valuation adjustment. The credit component is determined by individual counterparty based on the probability of default and considers master netting and collateral agreements. The credit valuation adjustment is classified as Level 3. Our MRM group is responsible for the valuation policies and procedures related to this credit valuation adjustment. A weekly reconciliation process is performed to ensure that all applicable derivative positions are covered in the calculation, which includes transmitting customer exposures and reserve reports to trading management, derivative traders and marketers, derivatives middle office, and accounting personnel. On a quarterly basis, MRM prepares the credit valuation adjustment calculation, which includes a detailed reserve comparison with the previous quarter, an analysis for change in reserve, and a reserve forecast to ensure that the credit valuation adjustment recorded at period end is sufficient. Other assets and liabilities. The value of our short positions is driven by the valuation of the underlying securities. If quoted prices for identical securities are not available, fair value is determined by using pricing models or quoted prices of similar securities, resulting in a Level 2 classification. For interest rate-driven products, such as government bonds, U.S. Treasury bonds and other products backed by the U.S. government, inputs include spreads, credit ratings, and interest rates. For credit-driven products, such as corporate bonds and mortgage-backed securities, inputs include actual trade data for comparable assets and bids and offers. Assets and Liabilities Measured at Fair Value on a Recurring Basis Certain assets and liabilities are measured at fair value on a recurring basis in accordance with GAAP. The following tables present these assets and liabilities at September 30, 2017 , and December 31, 2016 . September 30, 2017 Level 1 Level 2 Level 3 Total in millions ASSETS MEASURED ON A RECURRING BASIS Trading account assets: U.S. Treasury, agencies and corporations — $ 582 — $ 582 States and political subdivisions — 33 — 33 Collateralized mortgage obligations — — — — Other mortgage-backed securities — 124 — 124 Other securities $ 2 35 — 37 Total trading account securities 2 774 — 776 Commercial loans — 7 — 7 Total trading account assets 2 781 — 783 Securities available for sale: U.S. Treasury, agencies and corporations — 158 — 158 States and political subdivisions — 10 — 10 Agency residential collateralized mortgage obligations — 15,401 — 15,401 Agency residential mortgage-backed securities — 1,541 — 1,541 Agency commercial mortgage-backed securities — 1,882 — 1,882 Other securities — — $ 20 20 Total securities available for sale — 18,992 20 19,012 Other investments: Principal investments: Direct — — 13 13 Indirect (measured at NAV) (a) — — — 138 Total principal investments — — 13 151 Equity investments: Direct — 2 — 2 Total equity investments — 2 — 2 Total other investments — 2 13 153 Loans, net of unearned income — — — — Loans held for sale — 58 2 60 Derivative assets: Interest rate — 720 11 731 Foreign exchange 103 26 — 129 Commodity — 144 — 144 Credit — — 1 1 Other — 3 4 7 Derivative assets 103 893 16 1,012 Netting adjustments (b) — — — (390 ) Total derivative assets 103 893 16 622 Accrued income and other assets — — — — Total assets on a recurring basis at fair value $ 105 $ 20,726 $ 51 $ 20,630 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions $ 89 $ 527 — $ 616 Derivative liabilities: Interest rate — 498 — 498 Foreign exchange 114 23 — 137 Commodity — 135 — 135 Credit — 6 — 6 Other — 13 — 13 Derivative liabilities 114 675 — 789 Netting adjustments (b) — — — (557 ) Total derivative liabilities 114 675 — 232 Accrued expense and other liabilities — — — — Total liabilities on a recurring basis at fair value $ 203 $ 1,202 — $ 848 (a) Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the consolidated balance sheet. (b) Netting adjustments represent the amounts recorded to convert our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The net basis takes into account the impact of bilateral collateral and master netting agreements that allow us to settle all derivative contracts with a single counterparty on a net basis and to offset the net derivative position with the related cash collateral. Total derivative assets and liabilities include these netting adjustments. December 31, 2016 Level 1 Level 2 Level 3 Total in millions ASSETS MEASURED ON A RECURRING BASIS Trading account assets: U.S. Treasury, agencies and corporations — $ 655 — $ 655 States and political subdivisions — 8 — 8 Collateralized mortgage obligations — — — — Other mortgage-backed securities — 113 — 113 Other securities — 73 — 73 Total trading account securities — 849 — 849 Commercial loans — 18 — 18 Total trading account assets — 867 — 867 Securities available for sale: U.S. Treasury, agencies and corporations — 184 — 184 States and political subdivisions — 11 — 11 Agency residential collateralized mortgage obligations — 16,408 — 16,408 Agency residential mortgage-backed securities — 1,846 — 1,846 Agency commercial mortgage-backed securities — 1,743 — 1,743 Other securities $ 3 — $ 17 20 Total securities available for sale 3 20,192 17 20,212 Other investments: Principal investments: Direct — — 27 27 Indirect (measured at NAV) (a) — — — 158 Total principal investments — — 27 185 Equity and mezzanine investments: Indirect (measured at NAV) (a) — — — 6 Total equity and mezzanine investments — — — 6 Total other investments — — 27 191 Loans, net of unearned income — — — — Loans held for sale — 62 — 62 Derivative assets: Interest rate — 923 7 930 Foreign exchange 114 9 — 123 Commodity — 176 — 176 Credit — — 1 1 Other — 2 2 4 Derivative assets 114 1,110 10 1,234 Netting adjustments (b) — — — (431 ) Total derivative assets 114 1,110 10 803 Accrued income and other assets — 8 — 8 Total assets on a recurring basis at fair value $ 117 $ 22,239 $ 54 $ 22,143 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions $ 192 $ 616 — $ 808 Derivative liabilities: Interest rate — 737 — 737 Foreign exchange 102 11 — 113 Commodity — 165 — 165 Credit — 4 — 4 Other — 1 — 1 Derivative liabilities 102 918 — 1,020 Netting adjustments (b) — — — (384 ) Total derivative liabilities 102 918 — 636 Accrued expense and other liabilities — 14 — 14 Total liabilities on a recurring basis at fair value $ 294 $ 1,548 — $ 1,458 (a) Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the consolidated balance sheet. (b) Netting adjustments represent the amounts recorded to convert our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The net basis takes into account the impact of bilateral collateral and master netting agreements that allow us to settle all derivative contracts with a single counterparty on a net basis and to offset the net derivative position with the related cash collateral. Total derivative assets and liabilities include these netting adjustments. Changes in Level 3 Fair Value Measurements The following table shows the components of the change in the fair values of our Level 3 financial instruments for the three and nine months ended September 30, 2017 , and September 30, 2016 . We mitigate the credit risk, interest rate risk, and risk of loss related to many of these Level 3 instruments by using securities and derivative positions classified as Level 1 or Level 2. Level 1 and Level 2 instruments are not included in the following table. Therefore, the gains or losses shown do not include the impact of our risk management activities. in millions Beginning of Period Balance Gains (Losses) Included in Other Comprehensive Income Gains (Losses) Included in Earnings Purchases Sales Settlements Transfers Other Transfers into Level 3 (a) Transfers out of Level 3 (a) End of Period Balance (f) Unrealized Gains (Losses) Included in Earnings Nine months ended September 30, 2017 Securities available for sale Other securities $ 17 $ 3 — — — — — — — $ 20 — Other investments Principal investments Direct 27 — $ (7 ) (b) — $ (7 ) — — — — 13 $ (1 ) (b) Derivative instruments (c) Interest rate 7 — — — — — — $ 13 (e) $ (9 ) (e) 11 — Credit 1 — (12 ) (d) — — $ 12 — — — 1 — Other (g) 2 — — — — — $ 2 — — 4 — Loans held for sale — — — — (1 ) — 3 — — 2 — Three months ended September 30, 2017 Securities available for sale Other securities $ 20 $ 1 — — — — — — $ (1 ) $ 20 — Other investments Principal investments Direct 15 — $ (2 ) (b) — — — — — — 13 $ 2 (b) Derivative instruments (c) Interest rate 16 — — — — — — $ 1 (e) (6 ) (e) 11 — Credit 1 — (5 ) (d) — — $ 5 — — — 1 — Other (g) 4 — — — — — — — — 4 — Loans held for sale — — — — $ (1 ) — $ 3 — — 2 — in millions Beginning of Period Balance Gains (Losses) Included in Earnings Purchases Sales Settlements Transfers Other Transfers into Level 3 (a) Transfers out of Level 3 (a) End of Period Balance (f) Unrealized Gains (Losses) Included in Earnings Nine months ended September 30, 2016 Securities available for sale Other securities $ 17 — — — — — — — $ 17 — Other investments Principal investments Direct 50 $ 7 (b) — $ (30 ) — — — — 27 $ 2 (b) Other indirect 20 — (b) — (20 ) — — — — — (1 ) (b) Derivative instruments (c) Interest rate 16 6 (d) — — — — $ 8 (e) $ (21 ) (e) 9 — Credit 1 (9 ) (d) — — $ 10 — — — 2 — Other (g) — — $ 5 — — $ (1 ) — — 4 — Three months ended September 30, 2016 Securities available for sale Other securities $ 17 — — — — — — — $ 17 — Other investments Principal investments Direct 24 $ 4 (b) — $ (1 ) — — — — 27 $ 3 (b) Derivative instruments (c) Interest rate 15 — (d) — — — — $ 5 (e) $ (11 ) (e) 9 — Credit 2 (3 ) (d) — — $ 3 — — — 2 — Other (g) — — $ 5 — — $ (1 ) — — 4 — (a) Our policy is to recognize transfers into and transfers out of Level 3 as of the end of the reporting period. (b) Realized and unrealized gains and losses on principal investments are reported in “net gains (losses) from principal investing” on the income statement. (c) Amounts represent Level 3 derivative assets less Level 3 derivative liabilities. (d) Realized and unrealized gains and losses on derivative instruments are reported in “corporate services income” and “other income” on the income statement. (e) Certain derivatives previously classified as Level 2 were transferred to Level 3 because Level 3 unobservable inputs became significant. Certain derivatives previously classified as Level 3 were transferred to Level 2 because Level 3 unobservable inputs became less significant. (f) There were no issuances for the nine-month periods ended September 30, 2017 , and September 30, 2016 . (g) Amounts represent Level 3 interest rate lock commitments. Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis Certain assets and liabilities are measured at fair value on a nonrecurring basis in accordance with GAAP. The adjustments to fair value generally result from the application of accounting guidance that requires assets and liabilities to be recorded at the lower of cost or fair value, or assessed for impairment. There were no liabilities measured at fair value on a nonrecurring basis at September 30, 2017 , and December 31, 2016 . The following table presents our assets measured at fair value on a nonrecurring basis at September 30, 2017 , and December 31, 2016 : September 30, 2017 December 31, 2016 in millions Level 1 Level 2 Level 3 Total Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A NONRECURRING BASIS Impaired loans — — $ 9 $ 9 — — $ 11 $ 11 Loans held for sale (a) — — — — — — — — Accrued income and other assets — — 9 9 — — 11 11 Total assets on a nonrecurring basis at f

Securities

Securities	9 Months Ended
	Sep. 30, 2017
Investments, Debt and Equity Securities [Abstract]
Securities	7. Securities Securities available for sale. These are securities that we intend to hold for an indefinite period of time but that may be sold in response to changes in interest rates, prepayment risk, liquidity needs, or other factors. Securities available for sale are reported at fair value. Realized gains and losses resulting from sales of securities using the specific identification method are included in “other income” on the income statement. Unrealized gains and losses (net of income taxes) deemed temporary are recorded in equity as a component of AOCI on the balance sheet. Unrealized losses on securities deemed to be “other-than-temporary” are included in “other income” on the income statement or in AOCI on the balance sheet in accordance with the applicable accounting guidance related to the recognition of OTTI of securities. “Other securities” held in the available-for-sale portfolio consist primarily of convertible preferred stock issued by privately held companies. Held-to-maturity securities. These are debt securities that we have the intent and ability to hold until maturity. Debt securities are carried at cost and adjusted for amortization of premiums and accretion of discounts using the interest method. This method produces a constant rate of return on the adjusted carrying amount. “Other securities” held in the held-to-maturity portfolio consists primarily of foreign bonds. The amortized cost, unrealized gains and losses, and approximate fair value of our securities available for sale and held-to-maturity securities are presented in the following tables. Gross unrealized gains and losses represent the difference between the amortized cost and the fair value of securities on the balance sheet as of the dates indicated. Accordingly, the amount of these gains and losses may change in the future as market conditions change. September 30, 2017 in millions Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value SECURITIES AVAILABLE FOR SALE U.S. Treasury, agencies, and corporations $ 160 — $ 2 $ 158 States and political subdivisions 10 — — 10 Agency residential collateralized mortgage obligations 15,580 $ 24 203 15,401 Agency residential mortgage-backed securities 1,547 4 10 1,541 Agency commercial mortgage-backed securities 1,928 — 46 1,882 Other securities 17 3 — 20 Total securities available for sale $ 19,242 $ 31 $ 261 $ 19,012 HELD TO MATURITY SECURITIES Agency residential collateralized mortgage obligations $ 7,788 $ 2 $ 143 $ 7,647 Agency residential mortgage-backed securities 601 1 2 600 Agency commercial mortgage-backed securities 1,872 8 33 1,847 Other securities 15 — — 15 Total held-to-maturity securities $ 10,276 $ 11 $ 178 $ 10,109 December 31, 2016 in millions Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value SECURITIES AVAILABLE FOR SALE U.S. Treasury, agencies, and corporations $ 188 — $ 4 $ 184 States and political subdivisions 11 — — 11 Agency residential collateralized mortgage obligations 16,652 $ 31 275 16,408 Agency residential mortgage-backed securities 1,857 6 17 1,846 Agency commercial mortgage-backed securities 1,778 — 35 1,743 Other securities 21 — 1 20 Total securities available for sale $ 20,507 $ 37 $ 332 $ 20,212 HELD TO MATURITY SECURITIES Agency residential collateralized mortgage obligations $ 8,404 $ 1 $ 173 $ 8,232 Agency residential mortgage-backed securities 629 — 5 624 Agency commercial mortgage-backed securities 1,184 1 49 1,136 Other securities 15 — — 15 Total held-to-maturity securities $ 10,232 $ 2 $ 227 $ 10,007 The following table summarizes our securities that were in an unrealized loss position as of September 30, 2017 , and December 31, 2016 . Duration of Unrealized Loss Position Less than 12 Months 12 Months or Longer Total in millions Fair Value Gross Unrealized Losses Fair Value Gross Unrealized Losses Fair Value Gross Unrealized Losses September 30, 2017 Securities available for sale: U.S Treasury, agencies, and corporations $ 86 $ 1 $ 70 $ 1 $ 156 $ 2 Agency residential collateralized mortgage obligations 6,699 56 5,653 147 12,352 203 Agency residential mortgage-backed securities 1,245 9 88 1 1,333 10 Agency commercial mortgage-backed securities 760 11 1,122 35 1,882 46 Other securities (a) 2 — — — 2 — Held-to-maturity: Agency residential collateralized mortgage obligations 3,208 52 3,778 91 6,986 143 Agency residential mortgage-backed securities 391 2 — — 391 2 Agency commercial mortgage-backed securities 508 2 496 31 1,004 33 Other securities (b) 2 — 4 — 6 — Total temporarily impaired securities $ 12,901 $ 133 $ 11,211 $ 306 $ 24,112 $ 439 December 31, 2016 Securities available for sale: U.S. Treasury, agencies, and corporations $ 182 $ 4 — — $ 182 $ 4 Agency residential collateralized mortgage obligations 12,345 231 $ 1,410 $ 44 13,755 275 Agency residential mortgage-backed securities 1,452 17 — — 1,452 17 Agency commercial mortgage-backed securities 1,482 35 — — 1,482 35 Other securities (a) 2 — 3 1 5 1 Held-to-maturity: Agency residential collateralized mortgage obligations 7,028 156 518 17 7,546 173 Agency residential mortgage-backed securities 547 5 — — 547 5 Agency commercial mortgage-backed securities 996 49 — — 996 49 Other securities (b) 4 — — — 4 — Total temporarily impaired securities $ 24,038 $ 497 $ 1,931 $ 62 $ 25,969 $ 559 (a) Gross unrealized losses totaled less than $1 million for other securities available for sale at September 30, 2017 , and December 31, 2016 . (b) Gross unrealized losses totaled less than $1 million for other securities held-to maturity at September 30, 2017 and December 31, 2016 . At September 30, 2017 , we had $203 million of gross unrealized losses related to 352 fixed-rate agency residential CMOs that we invested in as part of our overall A/LM strategy. These securities had a weighted-average maturity of 4.12 years at September 30, 2017 . We also had $10 million of gross unrealized losses related to 219 agency residential mortgage-backed securities positions, which had a weighted-average maturity of 3.93 years at September 30, 2017 . Because these securities have a fixed interest rate, their fair value is sensitive to movements in market interest rates. These unrealized losses are considered temporary since we expect to collect all contractually due amounts from these securities. Accordingly, these investments were reduced to their fair value through OCI, not through earnings. We regularly assess our securities portfolio for OTTI. The assessments are based on the nature of the securities, the underlying collateral, the financial condition of the issuer, the extent and duration of the loss, our intent related to the individual securities, and the likelihood that we will have to sell securities prior to expected recovery. The debt securities identified as OTTI are written down to their current fair value. For those debt securities that we intend to sell, or more likely than not will be required to sell prior to the expected recovery of the amortized cost, the entire impairment (i.e., the difference between amortized cost and the fair value) is recognized in earnings. For those debt securities that we do not intend to sell, or more likely than not will not be required to sell prior to expected recovery, the credit portion of OTTI is recognized in earnings, while the remaining OTTI is recognized in equity as a component of AOCI on the balance sheet. As shown in the following table, we did not have any impairment losses recognized in earnings for the three and nine months ended September 30, 2017 , and September 30, 2016 . Nine months ended September 30, 2017 in millions Balance at December 31, 2016 $ 4 Impairment recognized in earnings — Balance at September 30, 2017 $ 4 For the nine months ended September 30, 2017 , net realized securities gains totaled less than $1 million . At September 30, 2017 , securities available for sale and held-to-maturity securities totaling $7.8 billion were pledged to secure securities sold under repurchase agreements, to secure public and trust deposits, to facilitate access to secured funding, and for other purposes required or permitted by law. The following table shows our securities by remaining maturity. CMOs and other mortgage-backed securities (both of which are included in the securities available-for-sale portfolio) as well as the CMOs in the held-to-maturity portfolio are presented based on their expected average lives. The remaining securities, in both the available-for-sale and held-to-maturity portfolios, are presented based on their remaining contractual maturity. Actual maturities may differ from expected or contractual maturities since borrowers have the right to prepay obligations with or without prepayment penalties. Securities Available for Sale Held to Maturity Securities September 30, 2017 Amortized Cost Fair Value Amortized Cost Fair Value in millions Due in one year or less $ 190 $ 192 $ 76 $ 76 Due after one through five years 16,032 15,825 7,506 7,386 Due after five through ten years 3,010 2,985 2,087 2,054 Due after ten years 10 10 607 593 Total $ 19,242 $ 19,012 $ 10,276 $ 10,109

Derivatives and Hedging Activit

Derivatives and Hedging Activities	9 Months Ended
	Sep. 30, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives and Hedging Activities	8. Derivatives and Hedging Activities We are a party to various derivative instruments, mainly through our subsidiary, KeyBank. Derivative instruments are contracts between two or more parties that have a notional amount and an underlying variable, require a small or no net investment, and allow for the net settlement of positions. A derivative’s notional amount serves as the basis for the payment provision of the contract and takes the form of units, such as shares or dollars. A derivative’s underlying variable is a specified interest rate, security price, commodity price, foreign exchange rate, index, or other variable. The interaction between the notional amount and the underlying variable determines the number of units to be exchanged between the parties and influences the fair value of the derivative contract. The primary derivatives that we use are interest rate swaps, caps, floors, and futures; foreign exchange contracts; commodity derivatives; and credit derivatives. Generally, these instruments help us manage exposure to interest rate risk, mitigate the credit risk inherent in our loan portfolio, hedge against changes in foreign currency exchange rates, and meet client financing and hedging needs. As further discussed in this note: • interest rate risk is the risk that the EVE or net interest income will be adversely affected by fluctuations in interest rates; • credit risk is the risk of loss arising from an obligor’s inability or failure to meet contractual payment or performance terms; and • foreign exchange risk is the risk that an exchange rate will adversely affect the fair value of a financial instrument. Derivative assets and liabilities are recorded at fair value on the balance sheet, after taking into account the effects of bilateral collateral and master netting agreements. These agreements allow us to settle all derivative contracts held with a single counterparty on a net basis and to offset net derivative positions with related cash collateral, where applicable. As a result, we may have derivative contracts with negative fair values included in derivative assets on the balance sheet and contracts with positive fair values included in derivative liabilities. At September 30, 2017 , after taking into account the effects of bilateral collateral and master netting agreements, we had $24 million of derivative assets and $19 million of derivative liabilities that relate to contracts entered into for hedging purposes. As of the same date, after taking into account the effects of bilateral collateral and master netting agreements and a reserve for potential future losses, we had derivative assets of $598 million and derivative liabilities of $213 million that were not designated as hedging instruments. Additional information regarding our accounting policies for derivatives is provided in Note 1 (“ Summary of Significant Accounting Policies ”) under the heading “Derivatives” beginning on page 112 of our 2016 Form 10-K. Derivatives Designated in Hedge Relationships Net interest income and the EVE change in response to changes in the mix of assets, liabilities, and off-balance sheet instruments and the associated interest rates tied to each instrument. In addition, differences in the repricing and maturity characteristics of interest-earning assets and interest-bearing liabilities cause net interest income and the EVE to fluctuate. We utilize derivatives that have been designated as part of a hedge relationship in accordance with the applicable accounting guidance to manage net interest income and EVE to within our stated risk tolerances. The primary derivative instruments used to manage interest rate risk are interest rate swaps, which convert the contractual interest rate index of agreed-upon amounts of assets and liabilities (i.e., notional amounts) to another interest rate index. We designate certain “receive fixed/pay variable” interest rate swaps as fair value hedges. These contracts convert certain fixed-rate long-term debt into variable-rate obligations, thereby modifying our exposure to changes in interest rates. As a result, we receive fixed-rate interest payments in exchange for making variable-rate payments over the lives of the contracts without exchanging the notional amounts. Similarly, we designate certain “receive fixed/pay variable” interest rate swaps as cash flow hedges. These contracts effectively convert certain floating-rate loans into fixed-rate loans to reduce the potential adverse effect of interest rate decreases on future interest income. Again, we receive fixed-rate interest payments in exchange for making variable-rate payments over the lives of the contracts without exchanging the notional amounts. We also designate certain “pay fixed/receive variable” interest rate swaps as cash flow hedges. These swaps convert certain floating-rate debt into fixed-rate debt. We also use these swaps to manage the interest rate risk associated with anticipated sales of certain commercial real estate loans. The swaps protect against the possible short-term decline in the value of the loans that could result from changes in interest rates between the time they are originated and the time they are sold. We use foreign currency forward transactions to hedge the foreign currency exposure of our net investment in various foreign equipment finance entities. These entities are denominated in a non-U.S. currency. These swaps are designated as net investment hedges to mitigate the exposure of measuring the net investment at the spot foreign exchange rate. Derivatives Not Designated in Hedge Relationships On occasion, we enter into interest rate swap contracts to manage economic risks but do not designate the instruments in hedge relationships. Excluding contracts addressing customer exposures, the amount of derivatives hedging risks on an economic basis at September 30, 2017 , was not significant. Like other financial services institutions, we originate loans and extend credit, both of which expose us to credit risk. We actively manage our overall loan portfolio and the associated credit risk in a manner consistent with asset quality objectives and concentration risk tolerances to mitigate portfolio credit risk. Purchasing credit default swaps enables us to transfer to a third party a portion of the credit risk associated with a particular extension of credit, including situations where there is a forecast sale of loans. Beginning in the first quarter of 2014, we began purchasing credit default swaps to reduce the credit risk associated with the debt securities held in our trading portfolio. We may also sell credit derivatives to offset our purchased credit default swap position prior to maturity. Although we use credit default swaps for risk management purposes, they are not treated as hedging instruments. We also enter into derivative contracts for other purposes, including: • interest rate swap, cap, and floor contracts generally entered into to accommodate the needs of commercial loan clients; • energy and base metal swap and option contracts entered into to accommodate the needs of clients; • foreign exchange forward and option contracts entered into primarily to accommodate the needs of clients; and • futures contracts and positions with third parties that are intended to offset or mitigate the interest rate or market risk related to client positions discussed above. These contracts are not designated as part of hedge relationships. Fair Values, Volume of Activity, and Gain/Loss Information Related to Derivative Instruments The following table summarizes the fair values of our derivative instruments on a gross and net basis as of September 30, 2017 , and December 31, 2016 . The change in the notional amounts of these derivatives by type from December 31, 2016 , to September 30, 2017 , indicates the volume of our derivative transaction activity during the first nine months of 2017 . The notional amounts are not affected by bilateral collateral and master netting agreements. The derivative asset and liability balances are presented on a gross basis, prior to the application of bilateral collateral and master netting agreements. Total derivative assets and liabilities are adjusted to take into account the impact of legally enforceable master netting agreements that allow us to settle all derivative contracts with a single counterparty on a net basis and to offset the net derivative position with the related cash collateral. Where master netting agreements are not in effect or are not enforceable under bankruptcy laws, we do not adjust those derivative assets and liabilities with counterparties. Securities collateral related to legally enforceable master netting agreements is not offset on the balance sheet. Our derivative instruments are included in “derivative assets” or “derivative liabilities” on the balance sheet, as indicated in the following table: September 30, 2017 December 31, 2016 Fair Value Fair Value in millions Notional Amount Derivative Assets Derivative Liabilities Notional Amount Derivative Assets Derivative Liabilities Derivatives designated as hedging instruments: Interest rate $ 25,489 $ 87 $ 29 $ 24,237 $ 189 $ 94 Foreign exchange 290 — 15 282 6 4 Total 25,779 87 44 24,519 195 98 Derivatives not designated as hedging instruments: Interest rate 60,887 644 469 55,315 741 643 Foreign exchange 8,664 129 122 6,230 117 109 Commodity 1,696 144 135 1,474 176 165 Credit 484 1 6 360 1 4 Other (a) 2,359 7 13 390 4 1 Total 74,090 925 745 63,769 1,039 922 Netting adjustments (b) — (390 ) (557 ) — (431 ) (384 ) Net derivatives in the balance sheet 99,869 622 232 88,288 803 636 Other collateral (c) — (7 ) (81 ) — (21 ) (97 ) Net derivative amounts $ 99,869 $ 615 $ 151 $ 88,288 $ 782 $ 539 (a) Other derivatives include interest rate lock commitments and forward sale commitments related to our residential mortgage banking activities, forward purchase and sales contracts consisting of contractual commitments associated with “to be announced” securities and when issued securities, and when-issued security transactions in connection with an “at-the-market” equity offering program. (b) Netting adjustments represent the amounts recorded to convert our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. (c) Other collateral represents the amount that cannot be used to offset our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The other collateral consists of securities and is exchanged under bilateral collateral and master netting agreements that allow us to offset the net derivative position with the related collateral. The application of the other collateral cannot reduce the net derivative position below zero. Therefore, excess other collateral, if any, is not reflected above. Fair value hedges. Instruments designated as fair value hedges are recorded at fair value and included in “derivative assets” or “derivative liabilities” on the balance sheet. The effective portion of a change in the fair value of an instrument designated as a fair value hedge is recorded in earnings at the same time as a change in fair value of the hedged item, resulting in no effect on net income. The ineffective portion of a change in the fair value of such a hedging instrument is recorded in “other income” on the income statement with no corresponding offset. During the nine -month period ended September 30, 2017 , we did not exclude any portion of these hedging instruments from the assessment of hedge effectiveness. While there is some immaterial ineffectiveness in our hedging relationships, all of our fair value hedges remained “highly effective” as of September 30, 2017 . The following table summarizes the pre-tax net gains (losses) on our fair value hedges for the three-month and nine -month periods ended September 30, 2017 , and September 30, 2016 , and where they are recorded on the income statement. in millions Income Statement Location of Net Gains (Losses) on Derivative Net Gains (Losses) on Derivative Hedged Item Income Statement Location of Net Gains (Losses) on Hedged Item Net Gains (Losses) on Hedged Item Three months ended September 30, 2017 Interest rate Other income $ (19 ) Long-term debt Other income $ 20 (a) Interest rate Interest expense — Long-term debt 10 Total $ (9 ) $ 20 Nine months ended September 30, 2017 Interest rate Other income $ (49 ) Long-term debt Other income $ 50 (a) Interest rate Interest expense — Long-term debt 42 Total $ (7 ) $ 50 in millions Income Statement Location of Net Gains (Losses) on Derivative Net Gains (Losses) on Derivative Hedged Item Income Statement Location of Net Gains (Losses) on Hedged Item Net Gains (Losses) on Hedged Item Three months ended September 30, 2016 Interest rate Other income $ (60 ) Long-term debt Other income $ 61 (a) Interest rate Interest expense — Long-term debt 24 Total $ (36 ) $ 61 Nine months ended September 30, 2016 Interest rate Other income $ 104 Long-term debt Other income $ (104 ) (a) Interest rate Interest expense — Long-term debt 74 Total $ 178 $ (104 ) (a) Net gains (losses) on hedged items represent the change in fair value caused by fluctuations in interest rates. Cash flow hedges. Instruments designated as cash flow hedges are recorded at fair value and included in “derivative assets” or “derivative liabilities” on the balance sheet. Initially, the effective portion of a gain or loss on a cash flow hedge is recorded as a component of AOCI on the balance sheet. This amount is subsequently reclassified into income when the hedged transaction affects earnings (e.g., when we pay variable-rate interest on debt, receive variable-rate interest on commercial loans, or sell commercial real estate loans). The ineffective portion of cash flow hedging transactions is included in “other income” on the income statement. During the nine -month period ended September 30, 2017 , we did not exclude any portion of these hedging instruments from the assessment of hedge effectiveness. While there is some immaterial ineffectiveness in our hedging relationships, all of our cash flow hedges remained “highly effective” as of September 30, 2017 . Considering the interest rates, yield curves, and notional amounts as of September 30, 2017 , we would expect to reclassify an estimated $16 million of after-tax net gains on derivative instruments designated as cash flow hedges from AOCI to income during the next 12 months . In addition, we expect to reclassify approximately $3 million of net losses related to terminated cash flow hedges from AOCI to income during the next 12 months. As of September 30, 2017 , the maximum length of time over which we hedge forecast transactions is 11 years. Net investment hedges. We enter into foreign currency forward contracts to hedge our exposure to changes in the carrying value of our investments in foreign subsidiaries as a result of changes in the related foreign exchange rates. Instruments designated as net investment hedges are recorded at fair value and included in “derivative assets” or “derivative liabilities” on the balance sheet. Initially, the effective portion of a gain or loss on a net investment hedge is recorded as a component of AOCI on the balance sheet when the terms of the derivative match the notional and currency risk being hedged. The effective portion is subsequently reclassified into income when the hedged transaction affects earnings (e.g., when we dispose of or liquidate a foreign subsidiary). At September 30, 2017 , AOCI reflected unrecognized, after-tax gains totaling $27 million related to cumulative changes in the fair value of our net investment hedges, which offset the unrecognized, after-tax foreign currency losses on net investment balances. The ineffective portion of net investment hedging transactions is included in “other income” on the income statement, but there was no net investment hedge ineffectiveness as of September 30, 2017 . We did not exclude any portion of our hedging instruments from the assessment of hedge effectiveness during the nine -month period ended September 30, 2017 . The following table summarizes the pre-tax net gains (losses) on our cash flow and net investment hedges for the three-month and nine -month periods ended September 30, 2017 , and September 30, 2016 , and where they are recorded on the income statement. The table includes the effective portion of net gains (losses) recognized in OCI during the period, the effective portion of net gains (losses) reclassified from OCI into income during the current period, and the portion of net gains (losses) recognized directly in income, representing the amount of hedge ineffectiveness. in millions Net Gains (Losses) Recognized in OCI (Effective Portion) Income Statement Location of Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion) Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion) Income Statement Location of Net Gains (Losses) Recognized in Income (Ineffective Portion) Net Gains (Losses) Recognized in Income (Ineffective Portion) Three months ended September 30, 2017 Cash Flow Hedges Interest rate $ (1 ) Interest income — Loans $ 1 Other income — Interest rate (1 ) Interest expense — Long-term debt (1 ) Other income — Interest rate (1 ) Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts (12 ) Other Income — Other income — Total $ (15 ) $ — — Nine months ended September 30, 2017 Cash Flow Hedges Interest rate $ (1 ) Interest income — Loans $ 21 Other income — Interest rate (1 ) Interest expense — Long-term debt (3 ) Other income — Interest rate (1 ) Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts (22 ) Other Income — Other income — Total $ (25 ) $ 18 — in millions Net Gains (Losses) Recognized in OCI (Effective Portion) Income Statement Location of Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion) Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion) Income Statement Location of Net Gains (Losses) Recognized in Income (Ineffective Portion) Net Gains (Losses) Recognized in Income (Ineffective Portion) Three months ended September 30, 2016 Cash Flow Hedges Interest rate $ (40 ) Interest income — Loans $ 22 Other income — Interest rate 1 Interest expense — Long-term debt (1 ) Other income — Interest rate — Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts (5 ) Other Income — Other income — Total $ (44 ) $ 21 — Nine months ended September 30, 2016 Cash Flow Hedges Interest rate $ 164 Interest income — Loans $ 67 Other income — Interest rate (5 ) Interest expense — Long-term debt (3 ) Other income — Interest rate (1 ) Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts (10 ) Other Income — Other income — Total $ 148 $ 64 — The after-tax change in AOCI resulting from cash flow and net investment hedges is as follows: in millions December 31, 2016 2017 Hedging Activity Reclassification of Gains to Net Income September 30, 2017 AOCI resulting from cash flow and net investment hedges $ (14 ) $ (16 ) $ (11 ) $ (41 ) Nonhedging instruments. Our derivatives that are not designated as hedging instruments are recorded at fair value in “derivative assets” and “derivative liabilities” on the balance sheet. Adjustments to the fair values of these instruments, as well as any premium paid or received, are included in “corporate services income,” “consumer mortgage income,” and “other income” on the income statement. The following table summarizes the pre-tax net gains (losses) on our derivatives that are not designated as hedging instruments for the three- and nine-month periods ended September 30, 2017 , and September 30, 2016 , and where they are recorded on the income statement. Three months ended September 30, 2017 Three months ended September 30, 2016 in millions Corporate Services Income Consumer Mortgage Income (a) Other Income Total Corporate Services Income Other Income Total NET GAINS (LOSSES) Interest rate $ 5 — $ 1 $ 6 $ 9 $ — $ 9 Foreign exchange 10 — — 10 9 — 9 Commodity 1 — — 1 1 — 1 Credit — — (6 ) (6 ) — (5 ) (5 ) Other — $ (1 ) 7 6 — — — Total net gains (losses) $ 16 $ (1 ) $ 2 $ 17 $ 19 $ (5 ) $ 14 Nine months ended September 30, 2017 Nine months ended September 30, 2016 in millions Corporate Services Income Consumer Mortgage Income (a) Other Income Total Corporate Services Income Other Income Total NET GAINS (LOSSES) Interest rate $ 21 — $ (1 ) $ 20 $ 22 $ (2 ) $ 20 Foreign exchange 31 — — 31 28 — 28 Commodity 4 — — 4 3 — 3 Credit 1 — (16 ) (15 ) 1 (11 ) (10 ) Other — $ — (4 ) (4 ) — — — Total net gains (losses) $ 57 $ — $ (21 ) $ 36 $ 54 $ (13 ) $ 41 (a) As a result of the First Niagara acquisition, we began recognizing net gains (losses) on other derivatives related to our residential mortgage banking activities in “consumer mortgage income” in December 2016. Counterparty Credit Risk Like other financial instruments, derivatives contain an element of credit risk. This risk is measured as the expected positive replacement value of the contracts. We use several means to mitigate and manage exposure to credit risk on derivative contracts. We generally enter into bilateral collateral and master netting agreements that provide for the net settlement of all contracts with a single counterparty in the event of default. Additionally, we monitor counterparty credit risk exposure on each contract to determine appropriate limits on our total credit exposure across all product types. We review our collateral positions on a daily basis and exchange collateral with our counterparties in accordance with standard ISDA documentation, central clearing rules, and other related agreements. We generally hold collateral in the form of cash and highly rated securities issued by the U.S. Treasury, government-sponsored enterprises, or GNMA. Cash collateral of $73 million was included in derivative assets on the balance sheet at September 30, 2017 , compared to $155 million of cash collateral netted against derivative assets at December 31, 2016 . The cash collateral netted against derivative liabilities totaled $94 million at September 30, 2017 , and $108 million at December 31, 2016 . Beginning in the first quarter of 2017, the relevant agreements that allow us to access the central clearing organizations to clear derivative transactions became qualified master netting agreements resulting in a change in how cash collateral is reflected on our balance sheet and in related disclosures as of March 31, 2017. All cash collateral exchanged with central clearing organizations is now netted against the related derivative contracts on our balance sheet and related disclosures. Cash collateral exchanged with central clearing organizations was included in “short-term investments” and “NOW and money market deposit accounts” on the balance sheet in all periods prior to March 31, 2017. At December 31, 2016 , we posted $448 million of cash collateral with clearing organizations and held $59 million of cash collateral from clearing organizations. Additionally, the CME amended its rulebook effective January 3, 2017, to legally characterize variation margin payments made to and received from the CME as settlement of derivatives, not collateral against derivative exposure. As a result, variation margin payments with the CME are presented on the balance sheet and in related disclosures as part of the gross fair value of CME-cleared derivative assets and liabilities. At September 30, 2017 , we had paid $188 million and received $76 million in variation margin to settle CME-cleared derivatives. In addition, under the CME’s settlement rulebook, CME-cleared derivative assets and liabilities are offset against one another to determine the gross asset or liability exposure of CME-cleared derivatives. Netting cash collateral exchanged with all central clearing organizations and applying variation margin payments as settlement to CME-cleared derivative transactions resulted in an increase of net derivative assets on our balance sheet of $7 million and a reduction of net derivative liabilities on our balance sheet of $303 million as of September 30, 2017 , as compared to December 31, 2016 . The following table summarizes the fair value of our derivative assets by type at the dates indicated. These assets represent our gross exposure to potential loss after taking into account the effects of bilateral collateral and master netting agreements and other means used to mitigate risk. in millions September 30, 2017 December 31, 2016 Interest rate $ 433 $ 782 Foreign exchange 55 62 Commodity 53 110 Credit 1 — Other 7 4 Derivative assets before collateral 549 958 Less: Related collateral (73 ) 155 Total derivative assets $ 622 $ 803 We enter into derivative transactions with two primary groups: broker-dealers and banks, and clients. Given that these groups have different economic characteristics, we have different methods for managing counterparty credit exposure and credit risk. We enter into transactions with broker-dealers and banks for various risk management purposes. These types of transactions are generally high dollar volume. We generally enter into bilateral collateral and master netting agreements with these counterparties. We clear certain types of derivative transactions with these counterparties, whereby central clearing organizations become the counterparties to our derivative contracts. In addition, we enter into derivative contracts through swap execution facilities . Swap clearing and swap execution facilities reduce our exposure to counterparty credit risk. At September 30, 2017 , we had gross exposure of $221 million to broker-dealers and banks. We had net exposure of $245 million after the application of master netting agreements and cash collateral, where such qualifying agreements exist. We had net exposure of $224 million after considering $21 million of additional collateral held in the form of securities. We enter into transactions with clients to accommodate their business needs. These types of transactions are generally low dollar volume. We generally enter into master netting agreements with these counterparties. In addition, we mitigate our overall portfolio exposure and market risk by buying and selling U.S. Treasuries and Eurodollar futures and entering into offsetting positions and other derivative contracts, sometimes with entities other than broker-dealers and banks. Due to the smaller size and magnitude of the individual contracts with clients, we generally do not exchange collateral in connection with these derivative transactions. To address the risk of default associated with the uncollateralized contracts, we have established a credit valuation adjustment (included in “derivative assets”) in the amount of $6 million at September 30, 2017 , which we estimate to be the potential future losses on amounts due from client counterparties in the event of default. At September 30, 2017 , we had gross exposure of $436 million to client counterparties and other entities that are not broker-dealers or banks for derivatives that have associated master netting agreements. We had net exposure of $377 million on our derivatives with these counterparties after the application of master netting agreements, collateral, and the related reserve. Credit Derivatives We are a buyer and, under limited circumstances, may be a seller of credit protection through the credit derivative market. We purchase credit derivatives to manage the credit risk associated with specific commercial lending and swap obligations as well as exposures to debt securities. We may also sell credit derivatives, mainly single-name credit default swaps, to offset our purchased credit default swap positions prior to maturity. The following table summarizes the fair value of our credit derivatives purchased and sold by type as of September 30, 2017 , and December 31, 2016 . The fair value of credit derivatives presented below does not take into account the effects of bilateral collateral or master netting agreements. September 30, 2017 December 31, 2016 in millions Purchased Sold Net Purchased Sold Net Single-name credit default swaps $ (1 ) — $ (1 ) $ (2 ) — $ (2 ) Traded credit default swap indices (3 ) — (3 ) (1 ) — (1 ) Other (a) — (1 ) (1 ) — — — Total credit derivatives $ (4 ) (1 ) $ (5 ) $ (3 ) — $ (3 ) (a) As of both September 30, 2017 , and December 31, 2016 , the fair value of other credit derivatives sold totaled less than $1 million . Single-name credit default swaps are bilateral contracts whereby the seller agrees, for a premium, to provide protection against the credit risk of a specific entity (the “reference entity”) in connection with a specific debt obligation. The protected credit risk is related to adverse credit events, such as bankruptcy, failure to make payments, and acceleration or restructuring of obligations, identified in the credit derivative contract. As the seller of a single-name credit derivative, we may settle in one of two ways if the underlying reference entity experiences a predefined credit event. We may be required to pay the purchaser the difference between the par value and the market price of the debt obligation (cash settlement) or receive the specified referenced asset in exchange for payment of the par value (physical settlement). If we effect a physical settlement and receive our portion of the related debt obligation, we will join other creditors in the liquidation process, which may enable us to recover a portion of the amount paid under the credit default swap contract. We also may purchase offsetting credit derivatives for the same reference entity from third parties that will permit us to recover the amount we pay should a credit event occur. A traded credit default swap index represents a position on a basket or portfolio of reference entities. As a seller of protection on a credit default swap index, we would be required to pay the purchaser if one or more of the entities in the index had a credit event. Upon a credit event, the amount payable is based on the percentage of the notional amount allocated to the specific defaulting entity. The majority of transactions represented by the “other” category shown in the above table are risk participation agreements. In these transactions, the lead participant has a swap agreement with a customer. The lead participant (purchaser of protection) then enters into a risk participation agreement with a counterparty (seller of protection), under which the counterparty receives a fee to accept a portion of the lead participant’s credit risk. If the customer defaults on the swap contract, the counterparty to the risk participation agreement must reimburse the lead participant for the counterparty’s percentage of the positive fair value of the customer swap as of the default date. If the customer swap has a negative fair value, the counterparty has no reimbursement requirements. If the customer defaults on the swap contract and the seller fulfills its payment obligations under the risk participation agreement, the seller is entitled to a pro rata share of the lead participant’s claims against the customer under the terms of the swap agreement. The following table provides information on the types of credit derivatives sold by us and held on the balance sheet at September 30, 2017 , and December 31, 2016 . The notional amount represents the maximum amount that the seller could be required to pay. The payment/performance risk assessment is based on the default probabilities for the underlying reference entities’ debt obligations using a Moody’s credit ratings matrix known as Moody’s “Idealized” Cumulative Default Rates. The payment/performance risk shown in the table represents a weighted-average of the default probabilities for all reference entities in the respective portfolios. These default probabilities are directly correlated to the probability that we will have to make a payment under the credit derivative contracts. September 30, 2017 December 31, 2016 dollars in millions Notional Amount Average Term (Years) Payment / Performance Risk Notional Amount Average Term (Years) Payment / Performance Risk Other $ 16 3.93 8.23 % $ 4 6.49 17.93 % Total credit derivatives sold $ 16 — — $ 4 — — Credit Risk Contingent Features We have entered into certain derivative cont

Mortgage Servicing Assets

Mortgage Servicing Assets	9 Months Ended
	Sep. 30, 2017
Servicing Asset [Abstract]
Mortgage Servicing Assets	9. Mortgage Servicing Assets We originate and periodically sell commercial and residential mortgage loans but continue to service those loans for the buyers. We also may purchase the right to service commercial mortgage loans for other lenders. We record a servicing asset if we purchase or retain the right to service loans in exchange for servicing fees that exceed the going market servicing rate and are considered more than adequate compensation for servicing. Commercial and residential mortgage servicing assets are recorded as a component of “accrued income and other assets” on the balance sheet. Additional information pertaining to the accounting for mortgage and other servicing assets is included in Note 1 (“ Summary of Significant Accounting Policies ”) under the heading “Servicing Assets” in our 2016 Form 10-K. Commercial Mortgage Servicing Changes in the carrying amount of commercial mortgage servicing assets are summarized as follows: Three months ended September 30, Nine months ended September 30, in millions 2017 2016 2017 2016 Balance at beginning of period $ 373 $ 323 $ 356 $ 321 Servicing retained from loan sales 24 31 71 53 Purchases 10 3 24 15 Amortization (22 ) (21 ) (66 ) (53 ) Balance at end of period $ 385 $ 336 $ 385 $ 336 Fair value at end of period $ 508 $ 416 $ 508 $ 416 The fair value of commercial mortgage servicing assets is determined by calculating the present value of future cash flows associated with servicing the loans. This calculation uses a number of assumptions that are based on current market conditions. The range and weighted average of the significant unobservable inputs used to determine the fair value of our commercial mortgage servicing assets at September 30, 2017 , and December 31, 2016 , along with the valuation techniques, are shown in the following table: September 30, 2017 Valuation Technique Significant Unobservable Input Range (Weighted Average) dollars in millions Commercial mortgage servicing assets Discounted cash flow Expected defaults 1.00 - 3.00% (1.20%) Residual cash flows discount rate 7.00 - 15.00% (8.90%) Escrow earn rate 0.80 - 3.00% (2.40%) Servicing cost $150 - $38,500 ($1,468) Loan assumption rate 0.00 - 3.00% (1.24%) Percentage late 0.00 - 2.00% (.27%) December 31, 2016 Valuation Technique Significant Unobservable Input Range (Weighted Average) dollars in millions Commercial mortgage servicing assets Discounted cash flow Expected defaults 1.00 - 3.00% (1.40%) Residual cash flows discount rate 7.00 - 12.00% (8.00%) Escrow earn rate 1.10 - 3.00% (2.40%) Servicing cost $150 - $2,700 ($1,124) Loan assumption rate 0.00 - 3.00% (1.13%) Percentage late 0.00 - 2.00% (.34%) If these economic assumptions change or prove incorrect, the fair value of commercial mortgage servicing assets may also change. Expected credit losses, escrow earning rates, and discount rates are critical to the valuation of commercial mortgage servicing assets. Estimates of these assumptions are based on how a market participant would view the respective rates, and reflect historical data associated with the commercial mortgage loans, industry trends, and other considerations. Actual rates may differ from those estimated due to changes in a variety of economic factors. A decrease in the value assigned to the escrow earning rates would cause a decrease in the fair value of our commercial mortgage servicing assets. An increase in the assumed default rates of commercial mortgage loans or an increase in the assigned discount rates would cause a decrease in the fair value of our commercial mortgage servicing assets. Prepayment activity on commercial serviced loans does not significantly affect the valuation of our commercial mortgage servicing assets. Unlike residential mortgages, commercial mortgages experience significantly lower prepayments due to certain contractual restrictions affecting the borrower’s ability to prepay the mortgage. We have elected to account for commercial servicing assets using the amortization method. The amortization of commercial servicing assets is determined in proportion to, and over the period of, the estimated net servicing income. The amortization of commercial servicing assets for each period, as shown in the table at the beginning of this note, is recorded as a reduction to contractual fee income. The contractual fee income from servicing commercial mortgage loans totaled $113 million for the nine-month period ended September 30, 2017 , and $101 million for the nine-month period ended September 30, 2016 . This fee income was offset by $66 million of amortization for the nine-month period ended September 30, 2017 , and $66 million for the nine-month period ended September 30, 2016 . Both the contractual fee income and the amortization are recorded, net, in “mortgage servicing fees” on the income statement. Additional information pertaining to the accounting for commercial mortgage and other servicing assets is included in Note 1 (“ Summary of Significant Accounting Policies ”) under the heading “Servicing Assets” on page 113 of our 2016 Form 10-K. Residential Mortgage Servicing With the First Niagara acquisition, we acquired residential mortgage servicing assets with a fair value of $28 million as of the Acquisition Date. Changes in the carrying amount of residential mortgage servicing assets are summarized as follows: Three months ended September 30, Nine months ended September 30, in millions 2017 2016 2017 2016 Balance at beginning of period $ 29 — $ 28 — Servicing retained from loan sales 2 $ 1 5 $ 1 Purchases — 28 — 28 Amortization (1 ) (1 ) (3 ) (1 ) Balance at end of period $ 30 $ 28 $ 30 $ 28 Fair value at end of period $ 34 $ 29 $ 34 $ 29 The fair value of mortgage servicing assets is determined by calculating the present value of future cash flows associated with servicing the loans. This calculation uses a number of assumptions that are based on current market conditions. The range and weighted-average of the significant unobservable inputs used to fair value our mortgage servicing assets at September 30, 2017 , along with the valuation techniques, are shown in the following table: September 30, 2017 Valuation Technique Significant Unobservable Input Range (Weighted Average) dollars in millions Residential mortgage servicing assets Discounted cash flow Prepayment speed 7.95 - 32.49% (10.15%) Discount rate 8.50 - 11.00% (8.55%) Servicing cost $76 - $3,335 ($82.19) If these economic assumptions change or prove incorrect, the fair value of residential mortgage servicing assets may also change. Prepayment speed, discount rates, and servicing cost are critical to the valuation of servicing assets. Estimates of these assumptions are based on how a market participant would view the respective rates, and reflect historical data associated with the loans, industry trends, and other considerations. Actual rates may differ from those estimated due to changes in a variety of economic factors. An increase in the prepayment speed, assigned discount rates, and servicing cost assumptions would also cause a negative impact on the fair value of our residential mortgage servicing assets. We have elected to account for residential servicing assets using the amortization method. The amortization of residential servicing assets is determined in proportion to, and over the period of, the estimated net residential servicing income. The amortization of servicing assets for September 30, 2017 , as shown in the table above, is recorded as a reduction to contractual fee income. The contractual fee income from servicing residential mortgage loans totaled $11 million for the nine-month period ended September 30, 2017 , and $3 million for the nine-month period ended September 30, 2016 . This fee income was offset by $3 million of amortization for the nine-month period ended September 30, 2017 , and $1 million for the nine-month period ended September 30, 2016 . Both the contractual fee income and the amortization are recorded, net, in “mortgage servicing fees” on the income statement.

Variable Interest Entities

Variable Interest Entities	9 Months Ended
	Sep. 30, 2017
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Variable Interest Entities	10. Variable Interest Entities A VIE is a partnership, limited liability company, trust, or other legal entity that meets any one of the following criteria: • The entity does not have sufficient equity to conduct its activities without additional subordinated financial support from another party. • The entity’s investors lack the power to direct the activities that most significantly affect the entity’s economic performance. • The entity’s equity at risk holders do not have the obligation to absorb losses or the right to receive residual returns. • The voting rights of some investors are not proportional to their economic interests in the entity, and substantially all of the entity’s activities involve, or are conducted on behalf of, investors with disproportionately few voting rights. Our significant VIEs are summarized below. We define a “significant interest” in an unconsolidated VIE as a subordinated interest that exposes us to a significant portion, but not the majority, of the VIE’s expected losses or residual returns, even though we do not have the power to direct the activities that most significantly affect the entity’s economic performance. LIHTC investments. Through KCDC, we have made investments directly and indirectly in LIHTC operating partnerships formed by third parties. As a limited partner in these operating partnerships, we are allocated tax credits and deductions associated with the underlying properties. We have determined that we are not the primary beneficiary of these investments because the general partners have the power to direct the activities that most significantly influence the economic performance of their respective partnerships and have the obligation to absorb expected losses and the right to receive residual returns. As we are not the primary beneficiary of these investments, we do not consolidate their assets and liabilities in our consolidated financial statements. Our maximum exposure to loss in connection with these partnerships consists of our unamortized investment balance plus any unfunded equity commitments and tax credits claimed but subject to recapture. We had $1.3 billion and $1.2 billion of investments in LIHTC operating partnerships at September 30, 2017 , and December 31, 2016 , respectively. These investments are recorded in “accrued income and other assets” on our balance sheet. We do not have any loss reserves recorded related to these investments because we believe the likelihood of any loss to be remote. For all legally binding, unfunded equity commitments, we increase our recognized investment and recognize a liability. As of September 30, 2017 , and December 31, 2016 , we had liabilities of $447 million and $462 million , respectively, related to investments in qualified affordable housing projects, which are recorded in “accrued expenses and other liabilities” on our balance sheet. We continue to invest in these LIHTC operating partnerships. The assets and liabilities presented in the table below convey the size of KCDC’s direct and indirect investments at September 30, 2017 , and December 31, 2016 . As these investments represent unconsolidated VIEs, the assets and liabilities of the investments themselves are not recorded on our balance sheet. Unconsolidated VIEs in millions Total Assets Total Liabilities Maximum Exposure to Loss September 30, 2017 LIHTC investments $ 6,049 $ 2,871 $ 1,513 December 31, 2016 LIHTC investments $ 4,814 $ 2,003 $ 1,465 We amortize our LIHTC investments over the period that we expect to receive the tax benefits. During the first nine months of 2017 , we recognized $124 million of amortization and $115 million of tax credits associated with these investments within “income taxes” on our income statement. During the first nine months of 2016 , we recognized $96 million of amortization and $98 million of tax credits associated with these investments within “income taxes” on our income statement. Principal investments. Through our principal investing entity, KCC, we have made investments in private equity funds engaged in venture- and growth-oriented investing. As a limited partner to these funds, KCC records these investments at fair value and receives distributions from the funds in accordance with the funds’ partnership agreements. We are not the primary beneficiary of these investments as we do not hold the power to direct the activities that most significantly affect the funds’ economic performance. Such power rests with the funds’ general partners. In addition, we have neither the obligation to absorb the funds’ expected losses nor the right to receive their residual returns. Our voting rights are also disproportionate to our economic interests, and substantially all of the funds’ activities are conducted on behalf of investors with disproportionately few voting rights. Because we are not the primary beneficiary of these investments, we do not consolidate their assets and liabilities in our consolidated financial statements. Our maximum exposure to loss associated with indirect principal investments consists of the investments’ fair value plus any unfunded equity commitments. The fair value of our indirect principal investments totaled $138 million and $158 million at September 30, 2017 , and December 31, 2016 , respectively. These investments are recorded in “other investments” on our balance sheet. Additional information on indirect principal investments is provided in Note 6 (“ Fair Value Measurements ”). The table below reflects the size of the private equity funds in which KCC was invested as well as our maximum exposure to loss in connection with these investments at September 30, 2017 . Unconsolidated VIEs in millions Total Assets Total Liabilities Maximum Exposure to Loss September 30, 2017 KCC indirect investments $ 26,713 $ 216 $ 173 December 31, 2016 KCC indirect investments $ 32,755 $ 201 $ 195 Other unconsolidated VIEs. We are involved with other various entities that we have determined to be VIEs in the normal course of business. We have determined that we are not the primary beneficiary of these partnerships because the general partners have the power to direct the activities that most significantly impact their economic performance. Our assets associated with these unconsolidated VIEs totaled $212 million at September 30, 2017 , and $178 million at December 31, 2016 , and primarily consisted of our investments in these entities. These assets are recorded in “accrued income and other assets,” “other investments,” and “securities available for sale” on our balance sheet. We had liabilities totaling $5 million associated with these unconsolidated VIEs at both September 30, 2017 , and December 31, 2016 . These liabilities are recorded in “accrued expenses and other liabilities” on our balance sheet. Consolidated VIEs. Through our principal investing entity, KPP, we have formed and funded operating entities that provide management and other related services to our investment company funds, which directly invest in portfolio companies. In return for providing services to our direct investment funds, these entities’ receive a minority equity interest in the funds. This minority equity ownership is recorded at fair value on the entities’ financial statements. Additional information on our direct principal investments is provided in Note 6 (“ Fair Value Measurements ”). While other equity investors manage the daily operations of these entities, we retain the power, through voting rights, to direct the activities of the entities that most significantly affect their economic performance. In addition, we have the obligation to absorb losses and the right to receive residual returns that could potentially be significant to these entities. As a result, we have determined that we are the primary beneficiary of these funds and have consolidated them since formation. The assets of these KPP entities that can only be used to settle the entities’ obligations totaled $3 million at September 30, 2017 , and $1 million at December 31, 2016 . These assets are recorded in “cash and due from banks” and “accrued income and other assets” on our balance sheet. The entities had no liabilities at September 30, 2017 , nor at December 31, 2016 , and other equity investors have no recourse to our general credit.

Income Taxes

Income Taxes	9 Months Ended
	Sep. 30, 2017
Income Tax Disclosure [Abstract]
Income Taxes	11. Income Taxes Income Tax Provision In accordance with the applicable accounting guidance, the principal method established for computing the provision for income taxes in interim periods requires us to make our best estimate of the effective tax rate expected to be applicable for the full year. This estimated effective tax rate is then applied to interim consolidated pre-tax operating income to determine the interim provision for income taxes. The effective tax rate, which is the provision for income taxes as a percentage of income from continuing operations before income taxes, was 26.9% for the third quarter of 2017 and 9.1% for the third quarter of 2016 . The effective tax rates are below our combined federal and state statutory tax rate of 37.2% primarily due to income from investments in tax-advantaged assets such as corporate-owned life insurance and credits associated with renewable energy and low-income housing investments. The effective tax rates for the three months ended September 30, 2017 , and September 30, 2016 , were affected by net discrete income tax benefits of 2.2% and 4% , respectively. The tax rate for the third quarter of 2017 was also impacted due to merger-related charges of $36 million . Excluding those merger-related items, the tax rate for the third quarter of 2017 was 27.0% . The tax rate for the third quarter of 2016 was significantly reduced due to merger and integration expenses of $207 million . Excluding those expenses, the tax rate for the third quarter of 2016 was 23.4% . Deferred Tax Asset At September 30, 2017 , from continuing operations we had a net deferred tax asset of $461 million , compared to a net deferred tax asset of $607 million at December 31, 2016 , included in “accrued income and other assets” on the balance sheet. To determine the amount of deferred tax assets that are more likely than not to be realized, and therefore recorded, we conduct a quarterly assessment of all available evidence. This evidence includes, but is not limited to, taxable income in prior periods, projected future taxable income, and projected future reversals of deferred tax items. These assessments involve a degree of subjectivity and may undergo change. Based on these criteria, we had a valuation allowance of $24 million at September 30, 2017 , and $26 million at December 31, 2016 . The valuation allowance is associated with certain state net operating loss carryforwards, state credit carryforwards, and federal and state capital loss carryforwards. Unrecognized Tax Benefits As permitted under the applicable accounting guidance for income taxes, it is our policy to recognize interest and penalties related to unrecognized tax benefits in “income tax expense.” At September 30, 2017 , Key’s unrecognized tax benefits were $57 million . Pre-1988 Bank Reserves Acquired in a Business Combination Retained earnings of KeyBank included approximately $92 million of allocated bad debt deductions for which no income taxes have been recorded. Under current federal law, these reserves are subject to recapture into taxable income if KeyBank, or any successor, fails to maintain its bank status under the Internal Revenue Code or makes non-dividend distributions or distributions greater than its accumulated earnings and profits. No deferred tax liability has been established as these events are not expected to occur in the foreseeable future.

Acquisition, Divestiture, and D

Acquisition, Divestiture, and Discontinued Operations	9 Months Ended
	Sep. 30, 2017
Business Combinations [Abstract]
Acquisition, Divestiture, and Discontinued Operations	12. Acquisition, Divestiture, and Discontinued Operations Acquisitions Cain Brothers & Company, LLC. On August 15, 2017, KBCM entered into a definitive agreement with Cain Brothers & Company, Incorporated to acquire all of its right, title, and interests in Cain Brothers & Company, LLC (“Cain Brothers”), a healthcare-focused investment banking and public finance firm. This acquisition will expand KBCM’s investment banking group in the healthcare vertical by adding distinctive capabilities and broadening KBCM’s existing healthcare investment banking network. The acquisition, which will be accounted for as a business combination, closed on October 2, 2017. Accordingly, we will begin consolidating Cain Brothers’ financial results in our consolidated financial statements in the fourth quarter of 2017. HelloWallet Holdings, Inc. On July 1, 2017, KeyBank acquired all of the outstanding capital stock of HelloWallet Holdings, Inc., the sole owner of HelloWallet, LLC, a digital financial wellness company. Key’s retail banking franchise is leveraging HelloWallet’s technology to provide data-driven insights to clients, allowing clients to better understand and improve their personal finances. The acquisition is accounted for as a business combination. During the third quarter of 2017, Key recognized provisional identifiable intangible assets with an estimated fair value of $12 million , comprised primarily of propriety software. Key also recognized provisional goodwill of $17 million in connection with this acquisition. These fair value estimates represent our best estimate of fair value and are expected to be finalized over a period of up to one year from the acquisition date. Key Merchant Services, LLC. On June 30, 2017, KeyBank (consolidated) acquired an additional 51% interest in Key Merchant Services, LLC (“KMS”), increasing our ownership interest from 49% to 100% . This acquisition enables us to grow our merchant services business and enhance our merchant product offerings. This transaction is accounted for as a business combination achieved in stages. Prior to the acquisition, KMS was operated as a merchant services joint venture and accounted for as an equity method investment in our consolidated financial statements. As of June 30, 2017, the provisional estimated fair value of our equity interest in KMS immediately before the acquisition was $74 million . The fair value of our previously held equity interest was measured using discounted cash flow modeling that incorporates an appropriate risk premium and forecast earnings information. On June 30, 2017, we recognized a provisional non-cash holding gain of $64 million for the difference between the fair value and the book value of our previously held equity interest. In the third quarter of 2017, we recognized a measurement-period adjustment of $5 million to reduce the provisional estimated fair value of our equity interest immediately before the acquisition to $69 million . The initial gain and subsequent adjustment were included in “other income” on the income statement for the nine months ended September 30, 2017 . Upon acquisition, we recorded estimated identifiable intangible assets of $95 million and goodwill of less than $1 million . In the third quarter of 2017, we recognized a measurement-period adjustment of $10 million to reduce the fair value of acquired intangible assets to $85 million . In aggregate, the measurement-period adjustments recognized in the third quarter of 2017 increased goodwill recorded in connection with the KMS acquisition to $6 million . The fair value estimates related to this acquisition represent our best estimate of fair value and are expected to be finalized over a period of up to one year from the acquisition date. First Niagara Financial Group, Inc. As previously disclosed, on October 30, 2015, KeyCorp entered into a definitive agreement and plan of merger (“Agreement”) to acquire all of the outstanding capital stock of First Niagara, headquartered in Buffalo, New York. On August 1, 2016, First Niagara merged with and into KeyCorp, with KeyCorp as the surviving entity. The total consideration for the transaction was approximately $4.0 billion . Under the terms of the Agreement, at the effective time of the merger, each share of First Niagara common stock was converted into the right to receive (i) 0.680 of a share of KeyCorp common stock and (ii) $2.30 in cash. The exchange ratio of KeyCorp stock for First Niagara stock was fixed per the Agreement and did not adjust based on changes in KeyCorp’s share trading price. First Niagara equity awards outstanding immediately prior to the effective time of the merger were converted into equity awards for KeyCorp common stock as provided in the Agreement. Each share of First Niagara’s Fixed-to-Floating Rate Perpetual Non-Cumulative Preferred Stock, Series B, was converted into a share of a newly created series of preferred stock of KeyCorp having substantially the same terms as First Niagara’s preferred stock. For more information on the acquisition, see Note 2 (“ Business Combination ”). On October 7, 2016, First Niagara Bank merged with and into KeyBank, with KeyBank as the surviving entity. Systems and client conversion also occurred during the fourth quarter of 2016 in connection with the bank merger. Divestiture On September 9, 2016, KeyCorp sold to Northwest Bank, a wholly-owned subsidiary of Northwest Bancshares, Inc., 18 First Niagara Bank branches in the Buffalo, New York market. The branches were divested in connection with the merger between First Niagara and KeyCorp and pursuant to an agreement with the United States Department of Justice and commitments to the Federal Reserve following a customary antitrust review in connection with the merger. The divestiture included $439 million of loans and $1.6 billion of deposits associated with the 18 branches. Discontinued operations Education lending. In September 2009, we decided to exit the government-guaranteed education lending business. As a result, we have accounted for this business as a discontinued operation. As of January 1, 2010, we consolidated our ten outstanding education lending securitization trusts, as we held the residual interests and are the master servicer with the power to direct the activities that most significantly influence the economic performance of the trusts. On September 30, 2014, we sold the residual interests in all of our outstanding education lending securitization trusts to a third party for $57 million . In selling the residual interests, we no longer have the obligation to absorb losses nor the right to receive benefits related to the securitization trusts. Therefore, in accordance with the applicable accounting guidance, we deconsolidated the securitization trusts and removed trust assets of $1.7 billion and trust liabilities of $1.6 billion from our balance sheet at September 30, 2014. We continue to service the securitized loans in eight of the securitization trusts and receive servicing fees, whereby we are adequately compensated, as well as remaining a counterparty to derivative contracts with three of the securitization trusts. We retained interests in the securitization trusts through our ownership of an insignificant percentage of certificates in two of the securitization trusts and two interest-only strips in one of the securitization trusts. These retained interests were remeasured at fair value on September 30, 2014, and their fair value of $1 million was recorded in “discontinued assets” on our balance sheet. These assets were valued using a similar approach and inputs that have been used to value the education loan securitization trust loans and securities, which are further discussed later in this note. “Income (loss) from discontinued operations, net of taxes” on the income statement includes (i) the changes in fair value of the portfolio loans at fair value (discussed later in this note), and (ii) the interest income and expense from the loans in portfolio at both amortized cost and fair value. These amounts are shown separately in the following table. Gains and losses attributable to changes in fair value are recorded as a component of “noninterest income” or “noninterest expense.” Interest income and interest expense related to the loans and securities are included as components of “net interest income.” The components of “income (loss) from discontinued operations, net of taxes” for the education lending business are as follows: Three months ended September 30, Nine months ended September 30, in millions 2017 2016 2017 2016 Net interest income $ 6 $ 6 $ 17 $ 20 Provision for credit losses 5 1 8 3 Net interest income after provision for credit losses 1 5 9 17 Noninterest income 1 1 4 4 Noninterest expense 1 4 4 13 Income (loss) before income taxes 1 2 9 8 Income taxes — 1 3 3 Income (loss) from discontinued operations, net of taxes (a) $ 1 $ 1 $ 6 $ 5 (a) Includes after-tax charges of $5 million and $6 million for the three-month periods ended September 30, 2017 , and September 30, 2016 , respectively, and $18 million and $18 million for the nine-month periods ended September 30, 2017 , and September 30, 2016 , respectively, determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations. The discontinued assets of our education lending business included on the balance sheet are as follows. There were no discontinued liabilities for the periods presented below. in millions September 30, 2017 December 31, 2016 Held-to-maturity securities $ 1 $ 1 Portfolio loans at fair value 2 3 Loans, net of unearned income (a) 1,370 1,562 Less: Allowance for loan and lease losses 18 24 Net loans 1,354 1,541 Accrued income and other assets 26 28 Total assets $ 1,381 $ 1,570 (a) At September 30, 2017 , and December 31, 2016 , unearned income was less than $1 million . The discontinued education lending business consisted of loans in portfolio recorded at fair value and loans in portfolio recorded at carrying value with appropriate valuation reserves. At September 30, 2017 , education loans included 2,655 TDRs with a recorded investment of approximately $26 million (pre-modification and post-modification). A specifically allocated allowance of $4 million was assigned to these loans as of September 30, 2017 . At December 31, 2016 , education loans included 2,163 TDRs with a recorded investment of approximately $22 million (pre-modification and post-modification). A specifically allocated allowance of $2 million was assigned to these loans as of December 31, 2016 . There have been no significant payment defaults. There are no significant commitments to lend additional funds to these borrowers outstanding. Additional information regarding TDR classification and ALLL methodology is provided in Note 5 (“ Asset Quality ”). In June 2015, we transferred $179 million of loans that were previously purchased from three of the outstanding securitization trusts pursuant to the legal terms of those particular trusts to held for sale and accounted for them at fair value. These portfolio loans held for sale were valued based on indicative bids to sell the loans. These loans were considered Level 3 assets since we relied on unobservable inputs when determining their fair value. Portfolio loans accounted for at fair value were $2 million at September 30, 2017 . The following table shows the significant unobservable inputs used to measure the fair value of the portfolio loans accounted for at fair value as of September 30, 2017 , and December 31, 2016 : September 30, 2017 Fair Value of Level 3 Assets and Liabilities Valuation Technique Significant Unobservable Input Range (Weighted-Average) dollars in millions Portfolio loans accounted for at fair value $ 2 Market approach Indicative bids 84.50-104.00% December 31, 2016 Fair Value of Level 3 Assets and Liabilities Valuation Technique Significant Unobservable Input Range (Weighted-Average) dollars in millions Portfolio loans accounted for at fair value $ 3 Market approach Indicative bids 84.50-104.00% The following table shows the principal and fair value amounts for our portfolio loans at carrying value at September 30, 2017 , and December 31, 2016 . Our policies for determining past due loans, placing loans on nonaccrual, applying payments on nonaccrual loans, and resuming accrual of interest are disclosed in Note 1 (“ Summary of Significant Accounting Policies ”) under the heading “Nonperforming Loans” beginning on page 108 of our 2016 Form 10-K. September 30, 2017 December 31, 2016 in millions Principal Fair Value Principal Fair Value Portfolio loans at carrying value Accruing loans past due 90 days or more $ 18 N/A $ 22 N/A Loans placed on nonaccrual status 8 N/A 5 N/A The following table shows the portfolio loans at fair value and their related contractual amounts as of September 30, 2017 , and December 31, 2016 . September 30, 2017 December 31, 2016 in millions Contractual Amount Fair Value Contractual Amount Fair Value ASSETS Portfolio loans $ 2 $ 2 $ 3 $ 3 At September 30, 2017 , and December 31, 2016 , portfolio loans measured at fair value on a recurring basis were $2 million and $3 million , respectively. These portfolio loans measured at fair value on a recurring basis are Level 3 assets. The following table shows the change in the fair values of the Level 3 portfolio loans, for the three- and nine-month periods ended September 30, 2017 , and September 30, 2016 . in millions Portfolio Student Loans Balance at December 31, 2016 $ 3 Settlements (1 ) Balance at September 30, 2017 (a) $ 2 Balance at June 30, 2017 $ 2 Settlements — Balance at September 30, 2017 (a) $ 2 Balance at December 31, 2015 $ 4 Settlements (1 ) Balance at September 30, 2016 (a) $ 3 Balance at June 30, 2016 $ 3 Settlements — Balance at September 30, 2016 (a) $ 3 (a) There were no purchases, sales, issuances, gains (losses) recognized in earnings, transfers into Level 3, or transfers out of Level 3 for the three- and nine -month periods ended September 30, 2017 , and September 30, 2016 . Austin Capital Management, Ltd. In April 2009, we decided to discontinue the operations of Austin, a subsidiary that specialized in managing hedge fund investments for institutional customers. As a result, we have accounted for this business as a discontinued operation. There was no income related to Austin for the nine -month periods ended September 30, 2017 , and September 30, 2016 . The discontinued assets of Austin consisted of cash and due from banks of $15 million at September 30, 2017 , and December 31, 2016 . There were no discontinued liabilities for the periods presented below. Combined discontinued operations. The combined results of the discontinued operations are as follows: Three months ended September 30, Nine months ended September 30, in millions 2017 2016 2017 2016 Net interest income $ 6 $ 6 $ 17 $ 20 Provision for credit losses 5 1 8 3 Net interest income after provision for credit losses 1 5 9 17 Noninterest income 1 1 4 4 Noninterest expense 1 4 4 13 Income (loss) before income taxes 1 2 9 8 Income taxes — 1 3 3 Income (loss) from discontinued operations, net of taxes (a) $ 1 $ 1 $ 6 $ 5 (a) Includes after-tax charges of $5 million and $6 million for the three-month periods ended September 30, 2017 , and September 30, 2016 , respectively, and $18 million and $18 million for the nine-month periods ended September 30, 2017 , and September 30, 2016 , respectively, determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations. The combined assets of the discontinued operations are as follows. There were no discontinued liabilities for the periods presented below. in millions September 30, 2017 December 31, 2016 Cash and due from banks $ 15 $ 15 Held-to-maturity securities 1 1 Portfolio loans at fair value 2 3 Loans, net of unearned income (a) 1,370 1,562 Less: Allowance for loan and lease losses 18 24 Net loans 1,354 1,541 Accrued income and other assets 26 28 Total assets $ 1,396 $ 1,585 (a) At September 30, 2017 , and December 31, 2016 , unearned income was less than $1 million .

Securities Financing Activities

Securities Financing Activities	9 Months Ended
	Sep. 30, 2017
Banking and Thrift [Abstract]
Securities Financing Activities	13. Securities Financing Activities We enter into repurchase agreements to finance overnight customer sweep deposits. We also enter into repurchase and reverse repurchase agreements to settle other securities obligations. We account for these securities financing agreements as collateralized financing transactions. Repurchase and reverse repurchase agreements are recorded on the balance sheet at the amounts for which the securities will be subsequently sold or repurchased. Securities borrowed transactions are recorded on the balance sheet at the amounts of cash collateral advanced. While our securities financing agreements incorporate a right of set off, the assets and liabilities are reported on a gross basis. Reverse repurchase agreements and securities borrowed transactions are included in “short-term investments” on the balance sheet; repurchase agreements are included in “federal funds purchased and securities sold under repurchase agreements.” The following table summarizes our securities financing agreements at September 30, 2017 , and December 31, 2016 : September 30, 2017 in millions Gross Amount Presented in Balance Sheet Netting Adjustments (a) Collateral (b) Net Amounts Offsetting of financial assets: Reverse repurchase agreements $ 11 $ (9 ) $ (2 ) — Total $ 11 $ (9 ) $ (2 ) — Offsetting of financial liabilities: Repurchase agreements (c) $ 365 $ (9 ) $ (356 ) — Total $ 365 $ (9 ) $ (356 ) — December 31, 2016 in millions Gross Amount Presented in Balance Sheet Netting Adjustments (a) Collateral (b) Net Amounts Offsetting of financial assets: Reverse repurchase agreements $ 3 $ (3 ) — — Total $ 3 $ (3 ) — — Offsetting of financial liabilities: Repurchase agreements (c) $ 497 $ (3 ) $ (494 ) — Total $ 497 $ (3 ) $ (494 ) — (a) Netting adjustments take into account the impact of master netting agreements that allow us to settle with a single counterparty on a net basis. (b) These adjustments take into account the impact of bilateral collateral agreements that allow us to offset the net positions with the related collateral. The application of collateral cannot reduce the net position below zero. Therefore, excess collateral, if any, is not reflected above. (c) Repurchase agreements are collateralized by federal agency CMOs and U.S. Treasury securities and contracted on an overnight basis. These securities are reported in “securities available for sale” on our balance sheet. As of September 30, 2017 , the carrying amount of assets pledged as collateral against repurchase agreements totaled $453 million . Assets pledged as collateral are reported in “securities available for sale” and “held-to-maturity securities” on our balance sheet. At September 30, 2017 , the liabilities associated with collateral pledged were solely comprised of customer sweep financing activity and had a carrying value of $356 million . The collateral pledged under customer sweep repurchase agreements is posted to a third-party custodian and cannot be sold or repledged by the secured party. The risk related to a decline in the market value of collateral pledged is minimal given the collateral's high credit quality and the overnight duration of the repurchase agreements. Like other financing transactions, securities financing agreements contain an element of credit risk. To mitigate and manage credit risk exposure, we generally enter into master netting agreements and other collateral arrangements that give us the right, in the event of default, to liquidate collateral held and to offset receivables and payables with the same counterparty. Additionally, we establish and monitor limits on our counterparty credit risk exposure by product type. For the reverse repurchase agreements, we monitor the value of the underlying securities we received from counterparties and either request additional collateral or return a portion of the collateral based on the value of those securities. We generally hold collateral in the form of highly rated securities issued by the U.S. Treasury and fixed income securities. In addition, we may need to provide collateral to counterparties under our repurchase agreements. With the exception of collateral pledged against customer sweep repurchase agreements, the collateral we pledge and receive can generally be sold or repledged by the secured parties.

Employee Benefits

Employee Benefits	9 Months Ended
	Sep. 30, 2017
Retirement Benefits [Abstract]
Employee Benefits	14. Employee Benefits Pension Plans Effective December 31, 2009, we amended our cash balance pension plan and other defined benefit plans to freeze all benefit accruals and close the plans to new employees. We will continue to credit participants’ existing account balances for interest until they receive their plan benefits. We changed certain pension plan assumptions after freezing the plans. As part of the acquisition of First Niagara, Key also obtained two frozen defined benefit plans sponsored by First Niagara, both of which provide benefits based upon length of service and compensation levels. Effective September 30, 2016, the two First Niagara plans merged into another defined benefit plan maintained by Key to form the KeyCorp Consolidated Cash Balance Plan. Effective December 31, 2016, our original cash balance pension plan merged into the KeyCorp Consolidated Cash Balance Plan. The components of net pension cost (benefit) for all funded and unfunded plans are as follows: Three months ended September 30, Nine months ended September 30, in millions 2017 2016 2017 2016 Interest cost on PBO $ 12 $ 10 $ 36 $ 31 Expected return on plan assets (17 ) (13 ) (51 ) (39 ) Amortization of losses 4 4 12 12 Net pension cost $ (1 ) $ 1 $ (3 ) $ 4 Other Postretirement Benefit Plans We sponsor a retiree healthcare plan in which all employees age 55 with 5 years of service (or employees age 50 with 15 years of service who are terminated under conditions that entitle them to a severance benefit) are eligible to participate. Participant contributions are adjusted annually. Key may provide a subsidy toward the cost of coverage for certain employees hired before 2001 with a minimum of 15 years of service at the time of termination. We use a separate VEBA trust to fund the retiree healthcare plan. Effective November 29, 2016, an unfunded retiree welfare plan previously sponsored by First Niagara merged into our current retiree healthcare plan. The components of net postretirement benefit cost for all funded and unfunded plans are as follows: Three months ended September 30, Nine months ended September 30, in millions 2017 2016 2017 2016 Service Cost — $ 1 — $ 1 Interest cost on APBO $ 1 — $ 1 2 Expected return on plan assets (1 ) — (1 ) (2 ) Amortization of unrecognized prior service credit — (1 ) — (1 ) Net postretirement benefit cost — — — —

Trust Preferred Securities Issu

Trust Preferred Securities Issued by Unconsolidated Subsidiaries	9 Months Ended
	Sep. 30, 2017
Banking and Thrift [Abstract]
Trust Preferred Securities Issued by Unconsolidated Subsidiaries	15. Trust Preferred Securities Issued by Unconsolidated Subsidiaries We own the outstanding common stock of business trusts formed by us that issued corporation-obligated, mandatorily redeemable, trust preferred securities. The trusts used the proceeds from the issuance of their trust preferred securities and common stock to buy debentures issued by KeyCorp. These debentures are the trusts’ only assets; the interest payments from the debentures finance the distributions paid on the mandatorily redeemable trust preferred securities. The outstanding common stock of these business trusts is recorded in “other investments” on our balance sheet. We unconditionally guarantee the following payments or distributions on behalf of the trusts: • required distributions on the trust preferred securities; • the redemption price when a capital security is redeemed; and • the amounts due if a trust is liquidated or terminated. The Regulatory Capital Rules, discussed in “Supervision and regulation” in Item 2 of this report, implement a phase-out of trust preferred securities as Tier 1 capital, consistent with the requirements of the Dodd-Frank Act. For “standardized approach” banking organizations such as Key, the phase-out period began on January 1, 2015, and starting in 2016 requires us to treat our mandatorily redeemable, trust preferred securities as Tier 2 capital. The trust preferred securities, common stock, and related debentures are summarized as follows: dollars in millions Trust Preferred Securities, Net of Discount (a) Common Stock Principal Amount of Debentures, Net of Discount (b) Interest Rate of Trust Preferred Securities and Debentures (c) Maturity of Trust Preferred Securities and Debentures September 30, 2017 KeyCorp Capital I $ 155 $ 6 $ 161 2.039 % 2028 KeyCorp Capital II 106 4 110 6.875 2029 KeyCorp Capital III 139 4 143 7.750 2029 HNC Statutory Trust III 18 1 19 2.714 2035 Willow Grove Statutory Trust I 18 1 19 2.630 2036 HNC Statutory Trust IV 16 1 17 2.591 2037 Westbank Capital Trust II 7 — 7 3.515 2034 Westbank Capital Trust III 7 — 7 3.515 2034 Total $ 466 $ 17 $ 483 4.954 % — December 31, 2016 $ 475 $ 17 $ 492 4.845 % — (a) The trust preferred securities must be redeemed when the related debentures mature, or earlier if provided in the governing indenture. Each issue of trust preferred securities carries an interest rate identical to that of the related debenture. Certain trust preferred securities include basis adjustments related to fair value hedges totaling $59 million at September 30, 2017 , and $59 million at December 31, 2016 . See Note 8 (“ Derivatives and Hedging Activities ”) for an explanation of fair value hedges. (b) We have the right to redeem these debentures. If the debentures purchased by KeyCorp Capital I, HNC Statutory Trust III, Willow Grove Statutory Trust I, HNC Statutory Trust IV, Westbank Capital Trust II, or Westbank Capital Trust III are redeemed before they mature, the redemption price will be the principal amount, plus any accrued but unpaid interest. If the debentures purchased by KeyCorp Capital II or KeyCorp Capital III are redeemed before they mature, the redemption price will be the greater of: (i) the principal amount, plus any accrued but unpaid interest, or (ii) the sum of the present values of principal and interest payments discounted at the Treasury Rate (as defined in the applicable indenture), plus 20 basis points for KeyCorp Capital II or 25 basis points for KeyCorp Capital III, or 50 basis points in the case of redemption upon either a tax or a capital treatment event for either KeyCorp Capital II or KeyCorp Capital III, plus any accrued but unpaid interest. The principal amount of certain debentures includes basis adjustments related to fair value hedges totaling $59 million at September 30, 2017 , and $59 million at December 31, 2016 . See Note 8 for an explanation of fair value hedges. The principal amount of debentures, net of discounts, is included in “long-term debt” on the balance sheet. (c) The interest rates for the trust preferred securities issued by KeyCorp Capital II and KeyCorp Capital III are fixed. The trust preferred securities issued by KeyCorp Capital I have a floating interest rate, equal to three-month LIBOR plus 74 basis points, that reprices quarterly. The trust preferred securities issued by HNC Statutory Trust III have a floating interest rate, equal to three-month LIBOR plus 140 basis points, that reprices quarterly. The trust preferred securities issued by Willow Grove Statutory Trust I have a floating interest rate, equal to three-month LIBOR plus 131 basis points, that reprices quarterly. The trust preferred securities issued by HNC Statutory Trust IV have a floating interest rate, equal to three-month LIBOR plus 128 basis points, that reprices quarterly. The trust preferred securities issued by Westbank Capital Trust II and Westbank Capital Trust III each have a floating interest rate, equal to three-month LIBOR plus 219 basis points, that reprices quarterly. The total interest rates are weighted-average rates.

Contingent Liabilities and Guar

Contingent Liabilities and Guarantees	9 Months Ended
	Sep. 30, 2017
Commitments and Contingencies Disclosure [Abstract]
Contingent Liabilities and Guarantees	16. Contingent Liabilities and Guarantees Legal Proceedings Checking Account Overdraft Litigation. In February 2010, KeyBank was named a defendant in a putative class action seeking to represent a national class of KeyBank customers allegedly harmed by KeyBank’s overdraft practices. The case was transferred and consolidated for purposes of pretrial discovery and motion proceedings to a multidistrict proceeding styled In Re: Checking Account Overdraft Litigation pending in the United States District Court for the Southern District of Florida (the “District Court”). KeyBank filed a notice of appeal in regard to the denial by the District Court of a motion to compel arbitration. In August 2012, the United States Court of Appeals for the Eleventh Circuit (the “Eleventh Circuit”) vacated the District Court’s order denying KeyBank’s motion to compel arbitration and remanded the case for further consideration. In June 2013, KeyBank filed with the District Court its renewed motion to compel arbitration and stay or dismiss litigation. The District Court granted KeyBank’s renewed motion to compel arbitration and dismissed the case. The plaintiff appealed. On June 18, 2014, the Eleventh Circuit vacated the District Court’s order granting KeyBank’s renewed motion to compel arbitration and remanded the case to the District Court to address the issue of the enforceability of KeyBank’s arbitration provision. On February 3, 2015, the District Court denied KeyBank’s Second Renewed Motion to Compel Arbitration and Dismiss the Complaint. KeyBank filed an appeal. On September 26, 2017, the Eleventh Circuit reversed the District Court’s order denying KeyBank’s motion to compel arbitration and remanded the case with instructions to compel arbitration. On October 27, 2017, the District Court ordered KeyBank’s arbitration provision to be enforced and dismissed the case. Other litigation. From time to time, in the ordinary course of business, we and our subsidiaries are subject to various other litigation, investigations, and administrative proceedings. Private, civil litigations may range from individual actions involving a single plaintiff to putative class action lawsuits with potentially thousands of class members. Investigations may involve both formal and informal proceedings, by both government agencies and self-regulatory bodies. These other matters may involve claims for substantial monetary relief. At times, these matters may present novel claims or legal theories. Due to the complex nature of these various other matters, it may be years before some matters are resolved. While it is impossible to ascertain the ultimate resolution or range of financial liability, based on information presently known to us, we do not believe there is any other matter to which we are a party, or involving any of our properties that, individually or in the aggregate, would reasonably be expected to have a material adverse effect on our financial condition. We continually monitor and reassess the potential materiality of these other litigation matters. We note, however, that in light of the inherent uncertainty in legal proceedings there can be no assurance that the ultimate resolution will not exceed established reserves. As a result, the outcome of a particular matter, or a combination of matters, may be material to our results of operations for a particular period, depending upon the size of the loss or our income for that particular period. Guarantees We are a guarantor in various agreements with third parties. The following table shows the types of guarantees that we had outstanding at September 30, 2017 . Information pertaining to the basis for determining the liabilities recorded in connection with these guarantees is included in Note 1 (“ Summary of Significant Accounting Policies ”) under the heading “Guarantees” beginning on page 115 of our 2016 Form 10-K. September 30, 2017 Maximum Potential Undiscounted Future Payments Liability Recorded in millions Financial guarantees: Standby letters of credit $ 3,046 $ 65 Recourse agreement with FNMA 2,967 6 Residential mortgage reserve 1,325 5 Return guarantee agreement with LIHTC investors 3 3 Written put options (a) 2,044 52 Total $ 9,385 $ 131 (a) The maximum potential undiscounted future payments represent notional amounts of derivatives qualifying as guarantees. We determine the payment/performance risk associated with each type of guarantee described below based on the probability that we could be required to make the maximum potential undiscounted future payments shown in the preceding table. We use a scale of low ( 0% to 30% probability of payment), moderate (greater than 30% to 70% probability of payment), or high (greater than 70% probability of payment) to assess the payment/performance risk, and have determined that the payment/performance risk associated with each type of guarantee outstanding at September 30, 2017 , is low. Standby letters of credit. KeyBank issues standby letters of credit to address clients’ financing needs. These instruments obligate us to pay a specified third party when a client fails to repay an outstanding loan or debt instrument or fails to perform some contractual nonfinancial obligation. Any amounts drawn under standby letters of credit are treated as loans to the client; they bear interest (generally at variable rates) and pose the same credit risk to us as a loan. At September 30, 2017 , our standby letters of credit had a remaining weighted-average life of two years , with remaining actual lives ranging from less than one year to as many as 17 years . Recourse agreement with FNMA. We participate as a lender in the FNMA Delegated Underwriting and Servicing program. FNMA delegates responsibility for originating, underwriting, and servicing mortgages, and we assume a limited portion of the risk of loss during the remaining term on each commercial mortgage loan that we sell to FNMA. We maintain a reserve for such potential losses in an amount that we believe approximates the fair value of our liability. At September 30, 2017 , the outstanding commercial mortgage loans in this program had a weighted-average remaining term of 7.8 years , and the unpaid principal balance outstanding of loans sold by us as a participant was $10.6 billion . The maximum potential amount of undiscounted future payments that we could be required to make under this program, as shown in the preceding table, is equal to approximately 28% of the principal balance of loans outstanding at September 30, 2017 . If we are required to make a payment, we would have an interest in the collateral underlying the related commercial mortgage loan; any loss we incur could be offset by the amount of any recovery from the collateral. Residential Mortgage Banking. We often originate and sell residential mortgage loans with servicing retained. Our loan sales activity is generally conducted through loan sales in a secondary market sponsored by FNMA and FHLMC. Subsequent to the sale of mortgage loans, we do not typically retain any interest in the underlying loans except through our relationship as the servicer of the loans. As is customary in the mortgage banking industry, we, or banks we have acquired, have made certain representations and warranties related to the sale of residential mortgage loans (including loans sold with servicing released) and to the performance of our obligations as servicer. The breach of any such representations or warranties could result in losses for us. Our maximum exposure to loss is equal to the outstanding principal balance of the sold loans; however, any loss would be reduced by any payments received on the loans or through the sale of collateral. At September 30, 2017 , the outstanding residential mortgage loans in this program had a weighted-average LTV ratio of 72% , and the unpaid principal balance outstanding of loans sold by us was $4.4 billion . The risk assessment is low for the residential mortgage product. The maximum potential amount of undiscounted future payments that we could be required to make under this program, as shown in the preceding table, is equal to approximately 30% of the principal balance of loans outstanding at September 30, 2017 . Our liability for estimated repurchase obligations on loans sold, which is included in other liabilities on our balance sheet, was $5 million at September 30, 2017 . Return guarantee agreement with LIHTC investors. KAHC, a subsidiary of KeyBank, offered limited partnership interests to qualified investors. Partnerships formed by KAHC invested in low-income residential rental properties that qualify for federal low-income housing tax credits under Section 42 of the Internal Revenue Code. In certain partnerships, investors paid a fee to KAHC for a guaranteed return that is based on the financial performance of the property and the property’s confirmed LIHTC status throughout a 15 -year compliance period. Typically, KAHC fulfills these guaranteed returns by distributing tax credits and deductions associated with the specific properties. If KAHC defaults on its obligation to provide the guaranteed return, KeyBank is obligated to make any necessary payments to investors. No recourse or collateral is available to offset our guarantee obligation other than the underlying income streams from the properties and the residual value of the operating partnership interests. As shown in the previous table, KAHC maintained a reserve in the amount of $3 million at September 30, 2017 , which is sufficient to cover estimated future obligations under the guarantees. The maximum exposure to loss reflected in the table represents undiscounted future payments due to investors for the return on and of their investments. These guarantees have expiration dates that extend through 2018 , but KAHC has not formed any new partnerships under this program since October 2003. Additional information regarding these partnerships is included in Note 10 (“ Variable Interest Entities ”). Written put options. In the ordinary course of business, we “write” put options for clients that wish to mitigate their exposure to changes in interest rates and commodity prices. At September 30, 2017 , our written put options had an average life of three years . These instruments are considered to be guarantees, as we are required to make payments to the counterparty (the client) based on changes in an underlying variable that is related to an asset, a liability, or an equity security that the client holds. We are obligated to pay the client if the applicable benchmark interest rate or commodity price is above or below a specified level (known as the “strike rate”). These written put options are accounted for as derivatives at fair value, as further discussed in Note 8 (“ Derivatives and Hedging Activities ”). We mitigate our potential future payment obligations by entering into offsetting positions with third parties. Written put options where the counterparty is a broker-dealer or bank are accounted for as derivatives at fair value but are not considered guarantees since these counterparties typically do not hold the underlying instruments. In addition, we are a purchaser and seller of credit derivatives, which are further discussed in Note 8 (“ Derivatives and Hedging Activities ”). Default guarantees. Some lines of business participate in guarantees that obligate us to perform if the debtor (typically a client) fails to satisfy all of its payment obligations to third parties. We generally undertake these guarantees for one of two possible reasons: (i) either the risk profile of the debtor should provide an investment return, or (ii) we are supporting our underlying investment in the debtor. We do not hold collateral for the default guarantees. If we were required to make a payment under a guarantee, we would receive a pro rata share should the third party collect some or all of the amounts due from the debtor. At September 30, 2017 , we had less than $1 million of default guarantees. Other Off-Balance Sheet Risk Other off-balance sheet risk stems from financial instruments that do not meet the definition of a guarantee as specified in the applicable accounting guidance, and from other relationships. Indemnifications provided in the ordinary course of business. We provide certain indemnifications, primarily through representations and warranties in contracts that we execute in the ordinary course of business in connection with loan and lease sales and other ongoing activities, as well as in connection with purchases and sales of businesses. We maintain reserves, when appropriate, with respect to liability that reasonably could arise as a result of these indemnities. Intercompany guarantees. KeyCorp, KeyBank, and certain of our affiliates are parties to various guarantees that facilitate the ongoing business activities of other affiliates. These business activities include issuing debt, assuming certain lease and insurance obligations, purchasing or issuing investments and securities, and engaging in certain leasing transactions involving clients.

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income	9 Months Ended
	Sep. 30, 2017
Equity [Abstract]
Accumulated Other Comprehensive Income	17. Accumulated Other Comprehensive Income Our changes in AOCI for the three and nine months ended September 30, 2017 , and September 30, 2016 , are as follows: in millions Unrealized gains (losses) on securities available for sale Unrealized gains (losses) on derivative financial instruments Foreign currency translation adjustment Net pension and postretirement benefit costs Total Balance at December 31, 2016 $ (185 ) $ (14 ) $ (3 ) $ (339 ) $ (541 ) Other comprehensive income before reclassification, net of income taxes 40 (16 ) 14 — 38 Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (11 ) — 8 (3 ) Net current-period other comprehensive income, net of income taxes 40 (27 ) 14 8 35 Balance at September 30, 2017 $ (145 ) $ (41 ) $ 11 $ (331 ) $ (506 ) Balance at June 30, 2017 $ (145 ) $ (31 ) $ 4 $ (334 ) $ (506 ) Other comprehensive income before reclassification, net of income taxes — (10 ) 7 — (3 ) Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — — — 3 3 Net current-period other comprehensive income, net of income taxes — (10 ) 7 3 — Balance at September 30, 2017 $ (145 ) $ (41 ) $ 11 $ (331 ) $ (506 ) Balance at December 31, 2015 $ (58 ) $ 20 $ (2 ) $ (365 ) $ (405 ) Other comprehensive income before reclassification, net of income taxes 159 93 5 (1 ) 256 Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (40 ) — 7 (33 ) Net current-period other comprehensive income, net of income taxes 159 53 5 6 223 Balance at September 30, 2016 $ 101 $ 73 $ 3 $ (359 ) $ (182 ) Balance at June 30, 2016 129 $ 114 $ 5 $ (362 ) $ (114 ) Other comprehensive income before reclassification, net of income taxes (28 ) (28 ) (2 ) 1 (57 ) Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (13 ) — 2 (11 ) Net current-period other comprehensive income, net of income taxes (28 ) (41 ) (2 ) 3 (68 ) Balance at September 30, 2016 $ 101 $ 73 $ 3 $ (359 ) $ (182 ) (a) See table below for details about these reclassifications . Our reclassifications out of AOCI for the three and nine months ended September 30, 2017 , and September 30, 2016 , are as follows: Nine months ended September 30, 2017 Amount Reclassified from Accumulated Other Comprehensive Income Affected Line Item in the Statement Where Net Income is Presented in millions Unrealized gains (losses) on derivative financial instruments Interest rate $ 21 Interest income — Loans Interest rate (3 ) Interest expense — Long-term debt 18 Income (loss) from continuing operations before income taxes 7 Income taxes $ 11 Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (12 ) Personnel expense (12 ) Income (loss) from continuing operations before income taxes (4 ) Income taxes $ (8 ) Income (loss) from continuing operations Three months ended September 30, 2017 Amount Reclassified from Accumulated Other Comprehensive Income Affected Line Item in the Statement Where Net Income is Presented in millions Unrealized gains (losses) on derivative financial instruments Interest rate $ 1 Interest income — Loans Interest rate (1 ) Interest expense — Long-term debt — Income (loss) from continuing operations before income taxes — Income taxes $ — Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (4 ) Personnel expense (4 ) Income (loss) from continuing operations before income taxes (1 ) Income taxes $ (3 ) Income (loss) from continuing operations Nine months ended September 30, 2016 Amount Reclassified from Accumulated Other Comprehensive Income Affected Line Item in the Statement Where Net Income is Presented in millions Unrealized gains (losses) on derivative financial instruments Interest rate $ 67 Interest income — Loans Interest rate (3 ) Interest expense — Long-term debt 64 Income (loss) from continuing operations before income taxes 24 Income taxes $ 40 Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (12 ) Personnel expense Amortization of prior service credit 1 Personnel expense (11 ) Income (loss) from continuing operations before income taxes (4 ) Income taxes $ (7 ) Income (loss) from continuing operations Three months ended September 30, 2016 Amount Reclassified from Accumulated Other Comprehensive Income Affected Line Item in the Statement Where Net Income is Presented in millions Unrealized gains (losses) on derivative financial instruments Interest rate $ 22 Interest income — Loans Interest rate (1 ) Interest expense — Long term debt 21 Income (loss) from continuing operations before income taxes 8 Income taxes $ 13 Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (4 ) Personnel expense Settlement loss 1 Personnel expense (3 ) Income (loss) from continuing operations before income taxes (1 ) Income taxes $ (2 ) Income (loss) from continuing operations

Shareholders' Equity

Shareholders' Equity	9 Months Ended
	Sep. 30, 2017
Equity [Abstract]
Shareholder' Equity	18. Shareholders' Equity Comprehensive Capital Plan As previously reported and as authorized by the Board and pursuant to our 2017 capital plan (which is effective through the second quarter of 2018) submitted and not objected to by the Federal Reserve, we have authority to repurchase up to $800 million of our common shares. We completed $277 million of Common Share repurchases, including $271 million of Common Share repurchases in the open market and $6 million of Common Share repurchases related to employee equity compensation programs, in the third quarter of 2017 under this authorization. Consistent with our 2017 capital plan, the Board declared a quarterly dividend of $.095 per Common Share, which equated to $102 million for the third quarter of 2017 . Potential dividend increases were also included in our 2017 capital plan. In the fourth quarter of 2017, the Board plans to consider a potential increase in our quarterly common share dividend, up to $.105 per share, consistent with the 2017 capital plan. An additional potential increase in the quarterly common share dividend, up to $.12 per share, is expected to be considered by the Board for the second quarter of 2018. Preferred Stock On March 9, 2017, we announced that all of our 7.75% Noncumulative Perpetual Convertible Series A Preferred Stock would convert into KeyCorp Common Shares. On March 20, 2017, the conversion date, holders of the Series A Preferred Stock received 7.0922 Common Shares for each share of Series A Preferred Stock. Cash was paid in lieu of fractional shares. Prior to the conversion of the Series A Preferred Stock, we made a quarterly dividend payment of $1.9375 per share, or $6 million , on our Series A Preferred Stock during the first quarter of 2017 . Prior to the redemption, we had $290 million of 7.75% Noncumulative Perpetual Convertible Series A Preferred Stock outstanding at December 31, 2016 . Our Series A Preferred Stock had a $1 par value and a $100 liquidation preference. There were 7,475,000 shares authorized and 2,900,234 shares outstanding at December 31, 2016 . As previously reported, on January 12, 2017, we provided notice of our intention to redeem all outstanding shares of the Series C Preferred Stock on February 15, 2017. On February 15, 2017, the Series C Preferred Stock was redeemed for cash at a redemption price of $25 per share. The redemption date was also a dividend payment date, and declared dividends of $.539063 per share, or $7 million , were also paid separately on February 15, 2017. The Series C Preferred Stock was initially issued in connection with the First Niagara acquisition to replace First Niagara’s outstanding preferred stock. Prior to the redemption, we had $350 million of Fixed-to-Floating Rate Perpetual Noncumulative Series C Preferred Stock. Our Series C Preferred Stock had a $1 par value with a $25 liquidation preference. There were 14,000,000 shares authorized and outstanding at December 31, 2016 . We have $525 million of depositary shares, each representing a 1/25 th ownership interest in a share of our Fixed-to-Floating Rate Perpetual Noncumulative Series D Preferred Stock outstanding at September 30, 2017 , and December 31, 2016 . Our Series D Preferred Stock has a $1 par value with a $25,000 liquidation preference. There are 21,000 shares authorized and outstanding at September 30, 2017 , and December 31, 2016 . We made payments of $12.50 per depository share on the depositary shares related to our Series D Preferred Stock during the third quarter of 2017 , for a total of $7 million . We have $500 million of depositary shares, each representing a 1/40 th ownership interest in a share of our Fixed-to-Floating Rate Perpetual Noncumulative Series E Preferred Stock outstanding at September 30, 2017 , and December 31, 2016 . Our Series E Preferred Stock has a $1 par value with a $1,000 liquidation preference. There are 500,000 shares authorized and outstanding at September 30, 2017 , and December 31, 2016 . We made payments of $.382813 per depositary share on the depositary shares related to our Series E Preferred Stock during the third quarter of 2017 , for a total of $8 million .

Line of Business Results

Line of Business Results	9 Months Ended
	Sep. 30, 2017
Segment Reporting [Abstract]
Line of Business Results	19. Line of Business Results The specific lines of business that constitute each of the major business segments (operating segments) are described below. Key Community Bank Key Community Bank serves individuals and small to mid-sized businesses primarily through its 15 -state branch network. Individuals are provided with branch-based deposit and investment products, personal finance services, and loans, including residential mortgages, home equity, credit card, and various types of installment loans. Key Community Bank offers personal property and casualty insurance, such as home, auto, renters, watercraft, and umbrella policies. Key Community Bank also purchases retail auto sales contracts via a network of auto dealerships. The auto dealerships finance the sale of automobiles as the initial lender and then assign the contracts to us pursuant to dealer agreements. In addition, financial, estate and retirement planning, asset management services, and Delaware Trust capabilities are offered to assist high net worth clients with their banking, trust, portfolio management, life insurance, charitable giving, and related needs. Small businesses are provided with deposit, investment and credit products, and business advisory services. Mid-sized businesses are provided with products and services, some of which are delivered by Key Corporate Bank, that include commercial lending, cash management, equipment leasing, investment, insurance including commercial property and casualty as well as captive insurance and employee benefit programs, succession planning, access to capital markets, derivatives, and foreign exchange. Key Corporate Bank Key Corporate Bank is a full-service corporate and investment bank focused principally on serving the needs of middle market clients in seven industry sectors: consumer, energy, healthcare, industrial, public sector, real estate, and technology. Key Corporate Bank delivers a broad suite of banking and capital markets products to its clients, including syndicated finance, debt and equity capital markets, commercial payments, equipment finance, commercial mortgage banking, derivatives, foreign exchange, financial advisory, and public finance. Key Corporate Bank is also a significant servicer of commercial mortgage loans and a significant special servicer of CMBS. Key Corporate Bank delivers many of its product capabilities to clients of Key Community Bank. Other Segments Other Segments consists of corporate treasury, our principal investing unit, and various exit portfolios. Reconciling Items Total assets included under “Reconciling Items” primarily represent the unallocated portion of nonearning assets of corporate support functions. Charges related to the funding of these assets are part of net interest income and are allocated to the business segments through noninterest expense. Reconciling Items also includes intercompany eliminations and certain items that are not allocated to the business segments because they do not reflect their normal operations, including merger-related charges. The information was derived from the internal financial reporting system that we use to monitor and manage our financial performance. GAAP guides financial accounting, but there is no authoritative guidance for “management accounting,” i.e., the way we apply judgment and experience to make reporting decisions. Consequently, the line of business results we report may not be comparable to line of business results presented by other companies. The selected financial data are based on internal accounting policies designed to compile results on a consistent basis and in a manner that reflects the underlying economics of the businesses. In accordance with our policies: • Net interest income is determined by assigning a standard cost for funds used or a standard credit for funds provided based on their assumed maturity, prepayment, and/or repricing characteristics; • Indirect expenses, such as computer servicing costs and corporate overhead, are allocated based on assumptions regarding the extent that each line of business actually uses the services; • The consolidated provision for credit losses is allocated among the lines of business primarily based on their actual net loan charge-offs, adjusted periodically for loan growth and changes in risk profile. The amount of the consolidated provision is based on the methodology that we use to estimate our consolidated ALLL. This methodology is described in Note 1 (“ Summary of Significant Accounting Policies ”) under the heading “Allowance for Loan and Lease Losses” beginning on page 109 of our 2016 Form 10-K; • Income taxes are allocated based on the statutory federal income tax rate of 35% and a blended state income tax rate (net of the federal income tax benefit) of 2.2% ; and • Capital is assigned to each line of business based on economic equity. The development and application of the methodologies that we use to allocate items among our lines of business is a dynamic process. Accordingly, financial results may be revised periodically to reflect enhanced alignment of expense base allocation drivers, changes in the risk profile of a particular business, or changes in our organizational structure. The table on the following pages shows selected financial data for our major business segments for the three- and nine- month periods ended September 30, 2017 , and September 30, 2016 . Three months ended September 30, Key Community Bank Key Corporate Bank dollars in millions 2017 2016 2017 2016 SUMMARY OF OPERATIONS Net interest income (TE) $ 670 $ 533 $ 291 $ 278 Noninterest income 289 250 269 278 Total revenue (TE) (a) 959 783 560 556 Provision for credit losses 59 39 (11 ) 23 Depreciation and amortization expense 30 17 25 15 Other noninterest expense 613 573 278 295 Income (loss) from continuing operations before income taxes (TE) 257 154 268 223 Allocated income taxes and TE adjustments 96 57 78 63 Income (loss) from continuing operations 161 97 190 160 Income (loss) from discontinued operations, net of taxes — — — — Net income (loss) 161 97 190 160 Less: Net income (loss) attributable to noncontrolling interests — — — — Net income (loss) attributable to Key $ 161 $ 97 $ 190 $ 160 AVERAGE BALANCES (b) Loans and leases $ 47,595 $ 41,548 $ 38,040 $ 34,561 Total assets (a) 51,708 44,218 45,276 40,584 Deposits 79,563 69,397 21,559 22,708 OTHER FINANCIAL DATA Net loan charge-offs (b) $ 41 $ 31 $ (9 ) $ 12 Return on average allocated equity (b) 13.27 % 10.84 % 26.92 % 26.89 % Return on average allocated equity 13.27 10.84 26.92 26.89 Average full-time equivalent employees (c) 11,032 9,805 2,460 2,330 Nine months ended September 30, Key Community Bank Key Corporate Bank dollars in millions 2017 2016 2017 2016 SUMMARY OF OPERATIONS Net interest income (TE) $ 1,973 $ 1,324 $ 907 $ 716 Noninterest income 901 652 827 716 Total revenue (TE) (a) 2,874 1,976 1,734 1,432 Provision for credit losses 152 92 26 110 Depreciation and amortization expense 86 42 68 41 Other noninterest expense 1,835 1,429 836 764 Income (loss) from continuing operations before income taxes (TE) 801 413 804 517 Allocated income taxes and TE adjustments 298 154 212 114 Income (loss) from continuing operations 503 259 592 403 Income (loss) from discontinued operations, net of taxes — — — — Net income (loss) 503 259 592 403 Less: Net income (loss) attributable to noncontrolling interests — — (1 ) (1 ) Net income (loss) attributable to Key $ 503 $ 259 $ 593 $ 404 AVERAGE BALANCES (b) Loans and leases $ 47,376 $ 34,450 $ 37,823 $ 30,312 Total assets (a) 51,421 36,707 44,526 35,984 Deposits 79,438 58,704 21,237 19,980 OTHER FINANCIAL DATA Net loan charge-offs (b) $ 131 $ 72 $ 24 $ 57 Return on average allocated equity (b) 14.13 % 11.55 % 27.69 % 24.87 % Return on average allocated equity 14.13 11.55 27.69 24.87 Average full-time equivalent employees (c) 10,912 8,177 2,403 2,199 (a) Substantially all revenue generated by our major business segments is derived from clients that reside in the United States. Substantially all long-lived assets, including premises and equipment, capitalized software, and goodwill held by our major business segments, are located in the United States. (b) From continuing operations. (c) The number of average full-time equivalent employees was not adjusted for discontinued operations. Other Segments Total Segments Reconciling Items Key 2017 2016 2017 2016 2017 2016 2017 2016 $ (7 ) $ (13 ) $ 954 $ 798 $ 8 $ (10 ) $ 962 $ 788 37 29 595 557 (3 ) (8 ) 592 549 30 16 1,549 1,355 5 (18 ) 1,554 1,337 2 (3 ) 50 59 1 — 51 59 1 1 56 33 41 44 97 77 10 8 901 876 (6 ) 129 895 1,005 17 10 542 387 (31 ) (191 ) 511 196 (5 ) (6 ) 169 114 (21 ) (90 ) 148 24 22 16 373 273 (10 ) (101 ) 363 172 — — — — 1 1 1 1 22 16 373 273 (9 ) (100 ) 364 173 (1 ) — (1 ) — 1 1 — 1 $ 23 $ 16 $ 374 $ 273 $ (10 ) $ (101 ) $ 364 $ 172 $ 1,175 $ 1,442 $ 86,810 $ 77,551 $ 4 $ 146 $ 86,814 $ 77,697 36,810 31,328 133,794 116,130 562 7,339 134,356 123,469 2,010 1,064 103,132 93,169 (27 ) 1,749 103,105 94,918 — — $ 32 $ 43 — $ 1 $ 32 $ 44 65.65 % 38.34 % 19.14 % 17.82 % (.58 )% (5.44 )% 9.45 % 5.02 % 65.65 38.34 19.14 17.82 (.53 ) (5.39 ) 9.48 5.05 2 4 13,494 12,139 5,054 4,940 18,548 17,079 Other Segments Total Segments Reconciling Items Key 2017 2016 2017 2016 2017 2016 2017 2016 $ (15 ) $ (33 ) $ 2,865 $ 2,007 $ 13 $ (2 ) $ 2,878 $ 2,005 109 101 1,837 1,469 (15 ) (16 ) 1,822 1,453 94 68 4,702 3,476 (2 ) (18 ) 4,700 3,458 2 (2 ) 180 200 — — 180 200 2 4 156 87 127 116 283 203 30 25 2,701 2,218 16 115 2,717 2,333 60 41 1,665 971 (145 ) (249 ) 1,520 722 (13 ) (15 ) 497 253 (72 ) (88 ) 425 165 73 56 1,168 718 (73 ) (161 ) 1,095 557 — — — — 6 5 6 5 73 56 1,168 718 (67 ) (156 ) 1,101 562 1 1 — — 1 — 1 — $ 72 $ 55 $ 1,168 $ 718 $ (68 ) $ (156 ) $ 1,100 $ 562 $ 1,263 $ 1,521 $ 86,462 $ 66,283 $ 23 $ 92 $ 86,485 $ 66,375 36,489 29,732 132,436 102,423 766 2,764 133,202 105,187 2,030 931 102,705 79,615 (46 ) 579 102,659 80,194 $ 1 $ 5 $ 156 $ 134 $ 1 (1 ) $ 157 $ 133 65.93 % 42.71 % 20.10 % 17.97 % (1.33 )% (3.28 )% 9.62 % 6.26 % 65.93 42.71 20.10 17.97 (1.22 ) (3.18 ) 9.67 6.31 2 6 13,317 10,382 5,110 4,260 18,427 14,642

Basis of Presentation and Acc30

Basis of Presentation and Accounting Policies (Policies)	9 Months Ended
	Sep. 30, 2017
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Consolidation	The consolidated financial statements include the accounts of KeyCorp and its subsidiaries. All significant intercompany accounts and transactions have been eliminated in consolidation. Some previously reported amounts have been reclassified to conform to current reporting practices. The consolidated financial statements include any voting rights entities in which we have a controlling financial interest. In accordance with the applicable accounting guidance for consolidations, we consolidate a VIE if we have: (i) a variable interest in the entity; (ii) the power to direct activities of the VIE that most significantly affect the entity’s economic performance; and (iii) the obligation to absorb losses of the entity or the right to receive benefits from the entity that could potentially be significant to the VIE (i.e., we are considered to be the primary beneficiary). Variable interests can include equity interests, subordinated debt, derivative contracts, leases, service agreements, guarantees, standby letters of credit, loan commitments, and other contracts, agreements, and financial instruments. See Note 10 (“ Variable Interest Entities ”) for information on our involvement with VIEs. We use the equity method to account for unconsolidated investments in voting rights entities or VIEs if we have significant influence over the entity’s operating and financing decisions (usually defined as a voting or economic interest of 20% to 50% , but not controlling). Unconsolidated investments in voting rights entities or VIEs in which we have a voting or economic interest of less than 20% are carried at cost or fair value. Investments held by our registered broker-dealer and investment company subsidiaries (principal investing entities and Real Estate Capital line of business) are carried at fair value. We believe that the unaudited consolidated interim financial statements reflect all adjustments of a normal recurring nature and disclosures that are necessary for a fair presentation of the results for the interim periods presented. The results of operations for the interim period are not necessarily indicative of the results of operations to be expected for the full year. The interim financial statements should be read in conjunction with the audited consolidated financial statements and related notes included in our 2016 Form 10-K.
Subsequent Events	In preparing these financial statements, subsequent events were evaluated through the time the financial statements were issued. Financial statements are considered issued when they are widely distributed to all shareholders and other financial statement users or filed with the SEC.
Accounting Guidance Adopted and Pending Adoption	Accounting Guidance Adopted in 2017 Consolidation. In October 2016, the FASB issued new accounting guidance that amends the previous consolidation guidance issued in February 2015, to require a decision maker that holds an interest in a VIE through an entity under common control to only consider its proportionate indirect interest in the VIE in determining whether the decision maker is the VIE’s primary beneficiary. This new guidance eliminates the requirement that a decision maker treat the common control party’s interest in the VIE as if the decision maker held the interest itself, an approach referred to as “full attribution.” The new guidance was effective for interim and annual reporting periods beginning after December 15, 2016 (effective January 1, 2017, for us) on a retrospective basis. The adoption of this accounting guidance did not affect our financial condition or results of operations. Stock-based compensation. In March 2016, the FASB issued new accounting guidance that simplifies the accounting for several aspects of share-based payment transactions, including the related income tax consequences, the classification of awards as either equity or liabilities, and the presentation on the statement of cash flows. This accounting guidance was effective for interim and annual reporting periods beginning after December 15, 2016 (effective January 1, 2017, for us). The method of transition was dependent upon the particular amendment within the new guidance. During the nine months ended September 30, 2017 , we recognized $26 million in excess tax benefits within “income taxes” on our income statement that pertained to share-based payment arrangements. Prior to 2017, such excess tax benefits were recorded within “capital surplus” on our balance sheet. Under the new guidance, generally, if our share price increases over an award’s vesting period, the resulting tax windfall will decrease “income taxes.” In a like manner, if our share price decreases over an award’s vesting period, the resulting tax shortfall will increase “income taxes.” This change also removed the impact of the excess tax benefits and deficiencies from the calculation of diluted EPS and is required to be applied on a prospective basis. The adoption of this accounting standard did not materially affect our Consolidated Statements of Cash Flows, nor did it affect retained earnings as of the beginning of the period of adoption. We elected to retain our existing accounting policy of estimating award forfeitures upon the award’s grant date. Equity method investments. In March 2016, the FASB issued new accounting guidance that simplifies the transition to equity method accounting by eliminating the requirement for an investor to make retroactive adjustments to the investment, results of operations, and retained earnings on a step-by-step basis when an investment becomes qualified for equity method accounting. Instead, when an investment qualifies for the equity method due to an increase in ownership or degree of influence, an equity method investor is required to add the cost of acquiring the additional interest to the current basis of the previously held interest and to adopt the equity method of accounting as of the date the investment becomes qualified for the equity method. This accounting guidance became effective prospectively for interim and annual reporting periods beginning after December 15, 2016 (effective January 1, 2017, for us). The adoption of this accounting guidance did not affect our financial condition or results of operations. This guidance will only affect our financial condition or results of operations if there is an applicable change in an investment resulting in the investment qualifying for equity method accounting. Derivatives and hedging. In March 2016, the FASB issued new accounting guidance that requires an entity to use a four-step decision model when assessing contingent call (put) options that can accelerate the payment of principal on debt instruments to determine whether they are clearly and closely related to their debt hosts. This accounting guidance was effective for interim and annual reporting periods beginning after December 15, 2016 (effective January 1, 2017, for us) on a modified retrospective basis. The adoption of this accounting guidance did not affect our financial condition or results of operations. Derivatives and hedging . In March 2016, the FASB issued new accounting guidance that clarifies that a change in the counterparty to a derivative instrument that has been designated as a hedging instrument does not, by itself, require dedesignation, but all other hedge accounting criteria must be met. This accounting guidance was effective for interim and annual reporting periods beginning after December 15, 2016 (effective January 1, 2017, for us) and was implemented using a prospective method. The adoption of this accounting guidance did not affect our financial condition or results of operations. Accounting Guidance Pending Adoption at September 30, 2017 Derivatives and hedging. In August 2017, the FASB issued new accounting guidance to better align hedge accounting with risk management activities. It also reduces the complexity involved in applying hedge accounting. Under this new guidance, the concept of hedge ineffectiveness will be eliminated. Ineffective income generated by cash flow and net investment hedges will be recognized in the same financial reporting period and income statement line item as effective income, so as to reflect the full cost of hedging at one time and in one place. Ineffective income generated by fair value hedges will continue to be reflected in current period earnings; however, it will be recognized in the same income statement line item as effective income. The guidance will also allow any contractually specified variable rate to be designated as the hedged risk in a cash flow hedge. With respect to fair value hedges of interest rate risk, the guidance will allow changes in the fair value of the hedged item to be calculated solely using changes in the benchmark interest rate component of the instrument’s total contractual coupon cash flows. In addition, entities will be able to hedge the portion of a closed portfolio of prepayable assets that are not expected to prepay under the “last-of-layer” method. The guidance will permit for a one-time reclassification of debt securities eligible to be hedged under the “last-of-layer” method from held to maturity to available for sale upon adoption. Partial-term fair value hedges will also be allowed. This guidance is effective for interim and annual reporting periods beginning after December 15, 2018 (effective January 1, 2019, for us). The guidance should be applied on a modified retrospective basis to existing hedge relationships as of the adoption date. Accordingly, a cumulative-effect adjustment will be made to AOCI so that the adjusted amount represents the cumulative change in the hedging instrument’s fair value less any amounts that should have been recognized in earnings under the new accounting model. The corresponding adjustment will be made to opening retained earnings as of the most recent period presented as of the adoption date. Early adoption is permitted, including in interim periods. We are currently evaluating early adoption of this guidance as well as the impact it may have on our financial condition and results of operations. Compensation. In May 2017, the FASB issued new accounting guidance that clarifies when changes to terms and conditions for share-based payment awards should be accounted for as modifications. According to the new guidance, entities should apply the modification guidance unless the fair value of the modified award is the same as the fair value of the original award immediately before modification, the vesting conditions of the modified award are the same as the vesting conditions of the original award immediately before modification, and the classification of the modified award (as equity or liability instrument) is the same as the classification of the original award immediately before modification. This accounting guidance is effective for interim and annual reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us). The guidance should be applied on a prospective basis. Early adoption is permitted, including in interim periods. The adoption of this guidance is not expected to have a material impact on our financial condition or results of operations. Receivables. In March 2017, the FASB issued new accounting guidance that shortens the amortization period to the earliest call date for certain callable debt securities held at a premium. Securities held at a discount will continue to be amortized to maturity. This accounting guidance is effective for interim and annual reporting periods beginning after December 15, 2018 (effective January 1, 2019, for us). The guidance should be applied on a modified retrospective basis using a cumulative-effect adjustment. Early adoption is permitted. The adoption of this guidance is not expected to have a material impact on our financial condition or results of operations. Compensation. In March 2017, the FASB issued new accounting guidance that requires service cost to be included in the same line item as certain other compensation costs related to services rendered by employees. We record compensation costs under personnel expense on the income statement. Other elements of net benefit cost should be presented separately. This accounting guidance is effective for interim and annual reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us). The guidance should be applied on a retrospective basis. Early adoption is permitted within the first interim period if the entity issues interim financial statements. The adoption of this guidance will result in a reclassification of certain net benefit cost components from personnel expense to other expense on the income statement. There will be no material impact to our financial condition or results of operations. Other income. In February 2017, the FASB issued new accounting guidance that clarifies the scope of asset derecognition guidance and accounting for partial sales of nonfinancial assets. The guidance clarifies that financial assets may be within scope of the derecognition guidance if they are promised to a counterparty in a contract and substantially all the fair value of the assets in the contract are concentrated in nonfinancial assets, which are collectively referred to as in substance nonfinancial assets. The guidance requires entities to derecognize a nonfinancial asset or in substance nonfinancial asset when a counterparty obtains controls of it and, in a partial sale transaction, when it does not have a controlling financial interest in the legal entity that holds the asset. This accounting guidance is effective for interim and annual reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us). The guidance may be applied on a retrospective or modified retrospective basis. Early adoption is permitted for interim and annual reporting periods beginning after December 15, 2016. The adoption of this guidance is not expected to have a material impact on our financial condition or results of operations. Goodwill and other intangibles. In January 2017, the FASB issued new accounting guidance that simplifies the test for goodwill impairment by eliminating the second step of the current two-step method. Under the new guidance, entities will compare the fair value of a reporting unit with its carrying amount. If the carrying amount exceeds the reporting unit’s fair value, the entity is required to recognize an impairment charge for this amount. Current guidance requires an entity to proceed to a second step, whereby the entity would determine the fair value of its assets and liabilities. The new method applies to all reporting units. The performance of a qualitative assessment is still allowable. This accounting guidance is effective prospectively for interim and annual reporting periods beginning after December 15, 2019 (effective January 1, 2020, for us). Early adoption is permitted. The adoption of this accounting guidance is not expected to have a material effect on our financial condition or results of operations. Business combinations. In January 2017, the FASB issued accounting guidance that clarifies the definition of a business and removes the requirement for a market participant to consider whether it could replace missing elements in an integrated set of assets and activities. The guidance states that if substantially all of the fair value of the assets acquired or disposed of is concentrated in a single identifiable asset or a group of similar identifiable assets, the set is not a business. This accounting guidance will be effective for annual and interim reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us) and should be implemented using a prospective approach. Early application is allowed for transactions for which the acquisition date occurs before the issuance date or effective date of the amendments, as long as the transaction has not been reported in financial statements that have been issued or made available for issuance, and for transactions in which a subsidiary is deconsolidated or a group of assets is derecognized that occurs before the issuance date or effective date of the amendments, as long as the transaction has not been reported in financial statements that have been issued or made available for issuance. Statement of cash flows. In November 2016, the FASB issued accounting guidance requiring restricted cash and restricted cash equivalents to be included with other cash and cash equivalents when reconciling the beginning-of-period and end-of-period total amounts presented on the statement of cash flows. This accounting guidance will be effective for annual and interim reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us) and should be implemented using a retrospective approach. Early adoption is permitted. The adoption of this accounting guidance is not expected to have a material effect on the presentation of our Consolidated Statements of Cash Flows, as Key does not hold material balances of restricted cash and restricted cash equivalents. Income taxes. In October 2016, the FASB issued accounting guidance requiring an entity to recognize any deferred taxes from an intra-entity transfer of an asset other than inventory when the transfer occurs. This accounting guidance will be effective for annual and interim reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us) and should be implemented using a modified retrospective approach. Early adoption is permitted but only as of the beginning of an annual reporting period for which financial statements have not yet been issued. The adoption of this accounting guidance is not expected to have a material effect on our financial condition or results of operations. Statement of cash flows. In August 2016, the FASB issued new accounting guidance that clarifies how cash receipts and cash payments in certain transactions should be presented and classified in the statement of cash flows. These specific transactions include, but are not limited to, debt prepayment or extinguishment costs, contingent considerations made after a business combination, proceeds from the settlement of insurance claims, proceeds from the settlement of corporate-owned life insurance policies, and distributions from equity method investees. This guidance also clarifies that in instances of cash flows with multiple aspects that cannot be separately identified, classification should be based on the activity that is likely to be the predominant source of or use of cash flow. This accounting guidance will be effective for interim and annual reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us) and should be implemented using a retrospective approach. Early adoption is permitted. The adoption of this accounting guidance is not expected to have a material effect on the presentation of our Consolidated Statements of Cash Flows, as Key’s current policies are either already in-line with the clarifications in the updated guidance, or the related cash flows are not material. Financial instruments. In June 2016, the FASB issued new accounting guidance that changes the methodology for recognizing credit losses related to financial instruments. Under current GAAP, a credit loss is not recognized until it is probable that the loss has been incurred. The new accounting guidance eliminates that threshold and expands the information required for an entity to consider when developing an estimate of expected credit losses, including the use of forecast information. Entities will be required to present financial assets measured on an amortized cost basis at the net amount that is expected to be collected. This new guidance will impact the accounting for our loans, debt securities held to maturity and available for sale, and liabilities for credit losses on unfunded lending-related commitments as well as purchased financial assets with a more-than-insignificant amount of credit deterioration since origination. This accounting guidance will be effective for interim and annual reporting periods beginning after December 15, 2019 (effective January 1, 2020, for us). Early adoption is permitted but only for interim and annual reporting periods beginning after December 15, 2018. This guidance should be implemented using a cumulative-effect adjustment to retained earnings as of the beginning of the first reporting period in which the guidance is effective, except for the provisions governing purchased financial assets with credit deterioration and other-than-temporary impairment of debt securities that had been recognized before the effective date. These two provisions must be implemented prospectively. Key has formed a cross-functional implementation working group comprised of teams throughout Key, including finance and credit. The implementation team has developed a high-level project plan, is identifying and researching key interpretive issues, and is in the process of developing models that meet the requirements of the new guidance. The implementation team is also in the process of assessing forecast accuracy and potential macroeconomic factors that will be used to determine the reasonable and supportable forecast period. Key expects that the new guidance will generally result in an increase in its allowance for credit losses, as it will cover credit losses over the full remaining expected life of loans and commitments and will consider future changes in macroeconomic conditions. We are currently evaluating the extent of the increase at the adoption date. Leases. In February 2016, the FASB issued new accounting guidance that requires a lessee to recognize a liability to make lease payments and a right-of-use asset representing its right to use an underlying asset during the lease term for both finance and operating leases. The definition of a lease was modified to exemplify the concept of control over an asset identified in the lease. Lease classification criteria remain substantially similar to criteria in current lease guidance. The guidance defines which payments can be used in determining lease classification. For short-term leases with a term of 12 months or less, lessees can make a policy election not to recognize lease assets and lease liabilities. Lessor accounting is largely unchanged. Leveraged leases that commenced before the effective date of the new guidance are grandfathered. New disclosures are required, and certain practical expedients are allowed upon adoption. This accounting and disclosure guidance will be effective for interim and annual reporting periods beginning after December 15, 2018 (effective January 1, 2019, for us) and should be implemented using the modified retrospective approach. Early adoption is permitted. Key has formed a cross-functional implementation team and has developed a high-level project plan. At December 31, 2016, Key had minimum future rental payments under noncancelable operating leases of $968 million . We are currently evaluating this operating lease population and working to identify our complete lease population, including potential embedded leases. We expect the adoption of this standard to result in additional assets and liabilities, as we will be required to recognize operating leases on our Consolidated Balance Sheet. Other implementation matters to be addressed include, but are not limited to, the determination of the effect on our financial and capital ratios and the quantification of the impact on our financial condition and results of operations. Financial instruments. In January 2016, the FASB issued new accounting guidance that requires equity investments, except those accounted for under the equity method of accounting or consolidated, to be measured at fair value with changes recognized in net income. If there is no readily determinable fair value, the guidance allows entities the ability to measure investments at cost less impairment, whereby impairment is based on a qualitative assessment. The guidance eliminates the requirement to disclose the methods and significant assumptions used to estimate the fair value of financial instruments measured at amortized cost and changes the presentation of financial assets and financial liabilities on the balance sheet or in the footnotes. If an entity has elected the fair value option to measure liabilities, the new accounting guidance requires the portion of the change in the fair value of a liability resulting from credit risk to be presented in OCI. This accounting and disclosure guidance will be effective for interim and annual reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us). For the provisions of the guidance that are applicable to us, the accounting will be implemented on a modified retrospective basis though a cumulative-effect adjustment to the balance sheet, except for the guidance related to equity securities without readily determinable fair values, which will be applied on a prospective basis. Except under certain instances, early adoption is not permitted. The adoption of this guidance is not expected to have a material impact on our financial condition or results of operations. Revenue recognition. In May 2014, the FASB issued new accounting guidance that revises the criteria for determining when to recognize revenue from contracts with customers and expands disclosure requirements. The core principle is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. The guidance provides a five step model to be followed in making this determination. This accounting guidance can be implemented using either a retrospective method or a cumulative-effect approach. This new guidance will be effective for interim and annual reporting periods beginning after December 15, 2017 (effective January 1, 2018, for us). Early adoption is permitted but only for interim and annual reporting periods beginning after December 15, 2016. We have elected to implement this new accounting guidance using a cumulative-effect approach. We have identified the revenue line items within the scope of the new guidance and are currently finalizing our contract testing related to trust and investment services income, investment banking and debt placement fees, service charges on deposit accounts, and cards and payments income. The guidance will change our presentation of certain underwriting and credit and debit card related costs. Underwriting costs will change from a net presentation to a gross expense. Certain credit and debit card related costs will change from a gross presentation to a reduction in revenue. Additionally, we will expand our qualitative disclosures on those revenues within the scope of the new guidance. While the final assessment is still ongoing, the adoption of this accounting guidance is not expected to have a material effect on our financial condition or results of operations.

Business Combination (Tables)

Business Combination (Tables)	9 Months Ended
	Sep. 30, 2017
Business Combinations [Abstract]
Schedule of Purchase Price Calculation and Identifiable Assets Purchased and Liabilities Assumed	The following table provides the final purchase price calculation as of the Acquisition Date and the identifiable assets purchased and the liabilities assumed at their fair value. These fair value measurements were based on internal and third-party valuations. in millions Consideration paid: KeyCorp common stock issued $ 2,831 Cash payments to First Niagara stockholders 811 Exchange of First Niagara preferred stock for KeyCorp preferred stock 350 Total consideration paid $ 3,992 Statement of Net Assets Acquired at Fair Value: ASSETS Cash and due from banks and short-term investments $ 620 Investment securities 9,012 Other investments 297 Loans 23,590 Premises and equipment 245 Other intangible assets 385 Accrued income and other assets 1,467 Total assets $ 35,616 LIABILITIES Deposits $ 28,994 Bank notes and other short-term borrowings 2,698 Accrued expense and other liabilities 490 Long-term debt 846 Total liabilities $ 33,028 Net identifiable assets acquired 2,588 Goodwill $ 1,404 The amounts reflected in the following table represent the change in the fair values of acquired assets as of June 30, 2017: in millions Acquired Asset Balance Sheet Line Item Provisional Estimate Final Increase (Decrease) Loans Loans $ 23,645 $ 23,590 $ (55 ) Tax adjustment on previous fair value measurement (a) Accrued income and other assets 1,449 1,467 18 Unfunded lending-related commitments Accrued expense and other liabilities 67 65 (2 ) Deferred compensation (a) Accrued expense and other liabilities 39 41 2 (a) The fair value adjustment did not have any impact on the income statement for the three and six months ended June 30, 2017. The finalization of the fair values also impacted various income statement line items on the Consolidated Statements of Income. The amounts shown in the table below represent the increase (decrease) in the respective line items for the previous reporting period had the final fair value been recorded at the Acquisition Date for the nine months ended September 30, 2017. in millions Portion Related to Acquired Asset Income Statement Line Item Previous Reporting Period (a) Loans Interest income $ 42 Loans Provision for credit losses 1 Loans Other noninterest income (3 ) Unfunded lending-related commitments Other noninterest income (4 ) (a) Represents the change in amount that should have been reported compared to what was actually reported in the December 31, 2016, Consolidated Statements of Income.
Schedule of Changes in Goodwill by Reporting Unit	The following table shows the changes in the carrying amount of goodwill by reporting unit. in millions Key Community Bank Key Corporate Bank Total BALANCE AT DECEMBER 31, 2015 $ 979 $ 81 $ 1,060 Acquisition of First Niagara 1,109 277 1,386 BALANCE AT DECEMBER 31, 2016 2,088 358 2,446 Tax adjustment on previous fair value measurements (15 ) (4 ) (19 ) Loan adjustment on previous fair value measurements 30 7 37 BALANCE AT JUNE 30, 2017 $ 2,103 $ 361 $ 2,464
Schedule of Operations Included in Consolidated Statement of Income and Unaudited Pro Forma Information	The following table presents unaudited pro forma information as if the acquisition of First Niagara had occurred on January 1, 2015. This pro forma information gives effect to certain adjustments, including purchase accounting fair value adjustments, amortization of core deposit and other intangibles, and related income tax effects. Merger-related charges related to the First Niagara merger that we incurred during the nine months ended September 30, 2016 , are not reflected in the unaudited pro forma amounts. The pro forma information does not necessarily reflect the results of operations that would have occurred had KeyCorp merged with First Niagara at the beginning of 2015. Cost savings are also not reflected in the unaudited pro forma amounts for the nine months ended September 30, 2016 . Pro forma in millions Nine months ended September 30, 2016 Net interest income (TE) $ 2,674 Noninterest income 1,625 Net income (loss) attributable to common shareholders 849

Earnings Per Common Share (Tabl

Earnings Per Common Share (Tables)	9 Months Ended
	Sep. 30, 2017
Earnings Per Share [Abstract]
Basic and Diluted Earnings Per Common Share	Our basic and diluted earnings per common share are calculated as follows: Three months ended September 30, Nine months ended September 30, dollars in millions, except per share amounts 2017 2016 2017 2016 EARNINGS Income (loss) from continuing operations $ 363 $ 172 $ 1,095 $ 557 Less: Net income (loss) attributable to noncontrolling interests — 1 1 — Income (loss) from continuing operations attributable to Key 363 171 1,094 557 Less: Dividends on Preferred Stock 14 6 56 17 Income (loss) from continuing operations attributable to Key common shareholders 349 165 1,038 540 Income (loss) from discontinued operations, net of taxes (a) 1 1 6 5 Net income (loss) attributable to Key common shareholders $ 350 $ 166 $ 1,044 $ 545 WEIGHTED-AVERAGE COMMON SHARES Weighted-average common shares outstanding (000) 1,073,390 982,080 1,075,296 880,824 Effect of convertible preferred stock — — — — Effect of common share options and other stock awards 15,451 12,580 16,359 8,965 Weighted-average common shares and potential common shares outstanding (000) (b) 1,088,841 994,660 1,091,655 889,789 EARNINGS PER COMMON SHARE Income (loss) from continuing operations attributable to Key common shareholders $ .32 $ .17 $ .96 $ .61 Income (loss) from discontinued operations, net of taxes (a) — — .01 .01 Net income (loss) attributable to Key common shareholders (c) .32 .17 .97 .62 Income (loss) from continuing operations attributable to Key common shareholders — assuming dilution $ .32 $ .16 $ .95 $ .60 Income (loss) from discontinued operations, net of taxes (a) — — .01 .01 Net income (loss) attributable to Key common shareholders — assuming dilution (c) .32 .17 .96 .61 (a) In September 2009, we decided to discontinue the education lending business conducted through Key Education Resources, the education payment and financing unit of KeyBank. As a result of this decision, we have accounted for this business as a discontinued operation. For further discussion regarding the income (loss) from discontinued operations, see Note 12 (“ Acquisition, Divestiture, and Discontinued Operations ”). (b) Assumes conversion of common share options and other stock awards and/or convertible preferred stock, as applicable. (c) EPS may not foot due to rounding.

Loans and Loans Held for Sale (

Loans and Loans Held for Sale (Tables)	9 Months Ended
	Sep. 30, 2017
Loans Receivables [Abstract]
Loans by Category	in millions September 30, 2017 December 31, 2016 Commercial and industrial (a) $ 41,147 $ 39,768 Commercial real estate: Commercial mortgage 14,929 15,111 Construction 1,954 2,345 Total commercial real estate loans 16,883 17,456 Commercial lease financing (b) 4,716 4,685 Total commercial loans 62,746 61,909 Residential — prime loans: Real estate — residential mortgage 5,476 5,547 Home equity loans 12,238 12,674 Total residential — prime loans 17,714 18,221 Consumer direct loans 1,789 1,788 Credit cards 1,045 1,111 Consumer indirect loans 3,198 3,009 Total consumer loans 23,746 24,129 Total loans (c), (d) $ 86,492 $ 86,038 (a) Loan balances include $118 million and $116 million of commercial credit card balances at September 30, 2017 , and December 31, 2016 , respectively. (b) Commercial lease financing includes receivables held as collateral for a secured borrowing of $31 million and $68 million at September 30, 2017 , and December 31, 2016 , respectively. Principal reductions are based on the cash payments received from these related receivables. Additional information pertaining to this secured borrowing is included in Note 19 (“ Long-Term Debt ”) beginning on page 191 of our 2016 Form 10-K. (c) At September 30, 2017 , total loans include purchased loans of $16.7 billion of which $783 million were PCI loans. At December 31, 2016 , total loans include purchased loans of $21 billion , of which $865 million were PCI loans. (d) Total loans exclude loans of $1.4 billion at September 30, 2017 , and $1.6 billion at December 31, 2016 , related to the discontinued operations of the education lending business. Additional information pertaining to these loans is provided in Note 12 (“ Acquisition, Divestiture, and Discontinued Operations ”).
Loans Held for Sale	Our loans held for sale are summarized as follows: in millions September 30, 2017 December 31, 2016 Commercial and industrial $ 34 $ 19 Real estate — commercial mortgage 1,246 1,022 Real estate — construction — 1 Commercial lease financing 1 — Real estate — residential mortgage (a) 60 62 Total loans held for sale $ 1,341 $ 1,104 (a) Real estate — residential mortgage loans held for sale are held at fair value at September 30, 2017 , and December 31, 2016 . The fair value option was elected for real estate — residential mortgage loans held for sale during the third quarter of 2016 with the First Niagara acquisition. The contractual amount due on these loans totaled $60 million at September 30, 2017 , and $62 million at December 31, 2016 . Changes in fair value are recorded in “Consumer mortgage income” on the income statement. Additional information regarding residential mortgage loans held for sale fair value methodology is provided in Note 6 (“ Fair Value Measurements ”).
Summary of Changes in Loans Held for Sale	Our quarterly summary of changes in loans held for sale is provided below: in millions September 30, 2017 June 30, 2017 December 31, 2016 Balance at beginning of the period $ 1,743 $ 1,384 $ 1,137 New originations 2,855 2,876 2,846 Transfers from (to) held to maturity, net (63 ) (7 ) 11 Loan sales (3,191 ) (2,507 ) (2,889 ) Loan draws (payments), net (3 ) (3 ) (1 ) Balance at end of period (a) $ 1,341 $ 1,743 $ 1,104 (a) Total loans held for sale include real estate — residential mortgage loans held for sale at fair value of $60 million at September 30, 2017 , $63 million at June 30, 2017 , and $62 million at December 31, 2016 .

Asset Quality (Tables)

Asset Quality (Tables)	9 Months Ended
	Sep. 30, 2017
Receivables [Abstract]
Nonperforming Assets and Past Due Loans	Our nonperforming assets and past due loans were as follows: in millions September 30, 2017 December 31, 2016 Total nonperforming loans (a) $ 517 $ 625 OREO (b) 39 51 Other nonperforming assets — — Total nonperforming assets $ 556 $ 676 Nonperforming assets from discontinued operations—education lending (c) $ 8 $ 5 TDRs included in nonperforming loans 187 141 TDRs with an allocated specific allowance (d) 67 59 Specifically allocated allowance for restructured loans (e) 19 27 Accruing loans past due 90 days or more 86 87 Accruing loans past due 30 through 89 days 329 404 (a) Nonperforming loan balances exclude $783 million and $865 million of PCI loans at September 30, 2017 , and December 31, 2016 , respectively. (b) Includes carrying value of foreclosed residential real estate of approximately $29 million and $29 million at September 30, 2017 and December 31, 2016 , respectively. (c) Restructured loans of approximately $24 million and $22 million are included in discontinued operations at September 30, 2017 , and December 31, 2016 , respectively. See Note 12 (“ Acquisition, Divestiture, and Discontinued Operations ”) for further discussion. (d) Included in individually impaired loans allocated a specific allowance. (e) Included in allowance for individually evaluated impaired loans.
PCI and Non-Impaired Loans Receivable	The following table presents the PCI loans receivable balance at the First Niagara Acquisition Date: August 1, 2016 PCI in millions Contractual required payments receivable $ 1,434 Nonaccretable difference 173 Expected cash flows 1,261 Accretable yield 172 Fair value $ 1,089
Schedule of Changes in Outstanding Unpaid Principal Balance, Carrying Amount, and Accretable Yield for PCI Loans	The following tables present the roll-forward of the accretable yield and the beginning and ending outstanding unpaid principal balance and carrying amount of all PCI loans for the three and nine months ended September 30, 2017 , and the twelve months ended December 31, 2016 . The rollforward of the accretable yield for the nine months ended September 30, 2017, reflects the impact of prospective purchase accounting adjustments resulting from the finalization of the First Niagara Acquisition Date loan valuation during the second quarter of 2017. Three Months Ended September 30, Nine Months Ended September 30, 2017 2017 in millions Accretable Yield Carrying Amount Outstanding Unpaid Principal Balance Accretable Yield Carrying Amount Outstanding Unpaid Principal Balance Balance at beginning of period $ 137 $ 812 $ 930 $ 197 $ 865 $ 1,002 Additions — (33 ) Accretion (12 ) (32 ) Net reclassifications from nonaccretable to accretable 30 19 Payments received, net (5 ) (1 ) Disposals — — Balance at end of period $ 150 $ 783 $ 854 $ 150 $ 783 $ 854 Twelve Months Ended December 31, 2016 in millions Accretable Yield Carrying Amount Outstanding Unpaid Principal Balance Balance at beginning of period $ 5 $ 11 $ 17 Additions 205 Accretion (29 ) Net reclassifications from nonaccretable to accretable 35 Payments received, net (19 ) Disposals — Balance at end of period $ 197 $ 865 $ 1,002
Breakdown of Individually Impaired Loans	The following tables set forth a further breakdown of individually impaired loans as of September 30, 2017 , and December 31, 2016 : September 30, 2017 Recorded Investment (a) Unpaid Principal Balance (b) Specific Allowance in millions With no related allowance recorded: Commercial and industrial $ 124 $ 148 — Commercial real estate: Commercial mortgage 12 17 — Total commercial real estate loans 12 17 — Total commercial loans 136 165 — Real estate — residential mortgage 18 18 — Home equity loans 50 49 — Consumer indirect loans 2 2 — Total consumer loans 70 69 — Total loans with no related allowance recorded 206 234 — With an allowance recorded: Commercial and industrial 33 43 $ 7 Commercial real estate: Commercial mortgage — — — Total commercial real estate loans — — — Total commercial loans 33 43 7 Real estate — residential mortgage 32 32 5 Home equity loans 67 67 7 Consumer direct loans 4 4 — Credit cards 3 3 — Consumer indirect loans 31 31 4 Total consumer loans 137 137 16 Total loans with an allowance recorded 170 180 23 Total $ 376 $ 414 $ 23 (a) The Recorded Investment represents the face amount of the loan increased or decreased by applicable accrued interest, net deferred loan fees and costs, and unamortized premium or discount, and reflects direct charge-offs. This amount is a component of total loans on our Consolidated Balance Sheet. (b) The Unpaid Principal Balance represents the customer’s legal obligation to us. December 31, 2016 Recorded Investment (a) Unpaid Principal Balance (b) Specific Allowance in millions With no related allowance recorded: Commercial and industrial $ 222 $ 301 — Commercial real estate: Commercial mortgage 2 3 — Total commercial real estate loans 2 3 — Total commercial loans 224 304 — Real estate — residential mortgage 20 20 — Home equity loans 61 61 — Consumer indirect loans 1 1 — Total consumer loans 82 82 — Total loans with no related allowance recorded 306 386 — With an allowance recorded: Commercial and industrial 62 73 $ 17 Commercial real estate: Commercial mortgage 4 4 — Total commercial real estate loans 4 4 — Total commercial loans 66 77 17 Real estate — residential mortgage 31 31 2 Home equity loans 64 64 18 Consumer direct loans 2 3 — Credit cards 3 3 — Consumer indirect loans 29 29 1 Total consumer loans 129 130 21 Total loans with an allowance recorded 195 207 38 Total $ 501 $ 593 $ 38 (a) The Recorded Investment represents the face amount of the loan increased or decreased by applicable accrued interest, net deferred loan fees and costs, and unamortized premium or discount, and reflects direct charge-offs. This amount is a component of total loans on our Consolidated Balance Sheet. (b) The Unpaid Principal Balance represents the customer’s legal obligation to us. The following table sets forth a further breakdown of the average recorded investment for individually impaired loans reported by Key: Average Recorded Investment (a) Three Months Ended September 30, Nine Months Ended September 30, in millions 2017 2016 2017 2016 Commercial and industrial $ 162 $ 319 $ 221 $ 193 Commercial real estate: Commercial mortgage 14 7 8 9 Construction — 17 — 9 Total commercial real estate loans 14 24 8 18 Total commercial loans 176 343 229 211 Real estate — residential mortgage 49 53 50 54 Home equity loans 118 129 121 126 Consumer direct loans 4 3 3 3 Credit cards 2 3 3 3 Consumer indirect loans 33 33 32 35 Total consumer loans 206 221 209 221 Total $ 382 $ 564 $ 438 $ 432 (a) The Recorded Investment represents the face amount of the loan increased or decreased by applicable accrued interest, net deferred loan fees and costs, and unamortized premium or discount, and reflects direct charge-offs. This amount is a component of total loans on our Consolidated Balance Sheet.
Breakdown of Nonperforming TDRs by Loans Category	A further breakdown of TDRs included in nonperforming loans by loan category as of September 30, 2017 , follows: September 30, 2017 Number of Loans Pre-modification Outstanding Recorded Investment Post-modification Outstanding Recorded Investment dollars in millions LOAN TYPE Nonperforming: Commercial and industrial 20 $ 105 $ 83 Commercial real estate: Commercial mortgage 8 17 12 Total commercial real estate loans 8 17 12 Total commercial loans 28 122 95 Real estate — residential mortgage 303 18 18 Home equity loans 1,145 69 61 Consumer direct loans 55 1 1 Credit cards 250 1 1 Consumer indirect loans 724 14 11 Total consumer loans 2,477 103 92 Total nonperforming TDRs 2,505 225 187 Prior-year accruing: (a) Commercial and industrial 5 30 13 Total commercial loans 5 30 13 Real estate — residential mortgage 499 32 32 Home equity loans 1,223 72 57 Consumer direct loans 24 1 1 Credit cards 480 3 2 Consumer indirect loans 321 33 23 Total consumer loans 2,547 141 115 Total prior-year accruing TDRs 2,552 171 128 Total TDRs 5,057 $ 396 $ 315 (a) Represents TDRs that were restructured prior to January 1, 2017 , and are fully accruing. A further breakdown of TDRs included in nonperforming loans by loan category as of December 31, 2016 , follows: December 31, 2016 Number of Loans Pre-modification Outstanding Recorded Investment Post-modification Outstanding Recorded Investment dollars in millions LOAN TYPE Nonperforming: Commercial and industrial 18 $ 91 $ 50 Commercial real estate: Commercial mortgage 7 2 1 Total commercial real estate loans 7 2 1 Total commercial loans 25 93 51 Real estate — residential mortgage 264 16 16 Home equity loans 1,199 77 69 Consumer direct loans 32 1 — Credit cards 336 2 2 Consumer indirect loans 124 4 3 Total consumer loans 1,955 100 90 Total nonperforming TDRs 1,980 193 141 Prior-year accruing: (a) Commercial and Industrial 5 30 16 Total commercial loans 5 30 16 Real estate — residential mortgage 477 35 35 Home equity loans 1,231 70 57 Consumer direct loans 35 2 2 Credit cards 410 3 1 Consumer indirect loans 377 56 28 Total consumer loans 2,530 166 123 Total prior-year accruing TDRs 2,535 196 139 Total TDRs 4,515 $ 389 $ 280 (a) Represents TDRs that were restructured prior to January 1, 2016 , and are fully accruing.
Post-Modification Outstanding Recorded Investment by Concession Type for Our Commercial Accruing and Nonaccruing TDRs	The following table shows the post-modification outstanding recorded investment by concession type for our commercial and consumer accruing and nonaccruing TDRs that occurred during the three and nine months ended September 30, 2017 , and September 30, 2016 . Three Months Ended September 30, Nine Months Ended September 30, in millions 2017 2016 2017 2016 Commercial loans: Interest rate reduction $ 7 $ 10 $ 56 25 Forgiveness of principal — — 21 — Other — 23 9 $ 26 Total $ 7 $ 33 $ 86 $ 51 Consumer loans: Interest rate reduction $ 3 $ 2 $ 10 $ 8 Forgiveness of principal — — — — Other 8 5 21 19 Total $ 11 $ 7 $ 31 $ 27 Total commercial and consumer TDRs $ 18 $ 40 $ 117 $ 78 Total loans 86,492 85,528 86,492 85,528
Past Due Loans Including Current Loans	The following aging analysis of past due and current loans as of September 30, 2017 , and December 31, 2016 , provides further information regarding Key’s credit exposure. Aging Analysis of Loan Portfolio (a) September 30, 2017 Current 30-59 Days Past Due (b) 60-89 Days Past Due (b) 90 and Greater Days Past Due (b) Non-performing Loans Total Past Due and Non-performing Loans Purchased Credit Impaired Total Loans (c), (d) in millions LOAN TYPE Commercial and industrial $ 40,758 $ 56 $ 47 $ 24 $ 169 $ 296 $ 93 $ 41,147 Commercial real estate: Commercial mortgage 14,550 39 9 26 30 104 275 14,929 Construction 1,908 20 — — 2 22 24 1,954 Total commercial real estate loans 16,458 59 9 26 32 126 299 16,883 Commercial lease financing 4,685 14 3 3 11 31 — 4,716 Total commercial loans $ 61,901 $ 129 $ 59 $ 53 $ 212 $ 453 $ 392 $ 62,746 Real estate — residential mortgage $ 5,028 $ 20 $ 6 $ 3 $ 57 $ 86 $ 362 $ 5,476 Home equity loans 11,927 33 15 12 227 287 24 12,238 Consumer direct loans 1,759 11 6 5 3 25 5 1,789 Credit cards 1,021 7 5 10 2 24 — 1,045 Consumer indirect loans 3,141 31 7 3 16 57 — 3,198 Total consumer loans $ 22,876 $ 102 $ 39 $ 33 $ 305 $ 479 $ 391 $ 23,746 Total loans $ 84,777 $ 231 $ 98 $ 86 $ 517 $ 932 $ 783 $ 86,492 (a) Amounts in table represent recorded investment and exclude loans held for sale. Recorded investment represents the face amount of the loan increased or decreased by applicable accrued interest, net deferred loan fees and costs, and unamortized premium or discount, and reflects direct charge-offs. (b) Past due loan amounts exclude PCI, even if contractually past due (or if we do not expect to collect principal or interest in full based on the original contractual terms), as we are currently accreting income over the remaining term of the loans. (c) Net of unearned income, net deferred loan fees and costs, and unamortized discounts and premiums. (d) Future accretable yield related to PCI loans is not included in the analysis of the loan portfolio. December 31, 2016 Current 30-59 Days Past Due (b) 60-89 Days Past Due (b) 90 and Greater Days Past Due (b) Non-performing Loans Total Past Due and Non-performing Loans Purchased Credit Impaired Total Loans (c), (d) in millions LOAN TYPE Commercial and industrial $ 39,242 $ 58 $ 28 $ 31 $ 297 $ 414 112 $ 39,768 Commercial real estate: Commercial mortgage 14,655 93 9 6 26 134 322 15,111 Construction 2,314 — — 2 3 5 26 2,345 Total commercial real estate loans 16,969 93 9 8 29 139 348 17,456 Commercial lease financing 4,641 28 3 5 8 44 — 4,685 Total commercial loans $ 60,852 $ 179 $ 40 $ 44 $ 334 $ 597 460 $ 61,909 Real estate — residential mortgage $ 5,098 $ 17 $ 5 $ 3 $ 56 $ 81 $ 368 $ 5,547 Home equity loans 12,327 49 29 16 223 317 30 12,674 Consumer direct loans 1,705 44 15 11 6 76 7 1,788 Credit cards 1,082 9 6 12 2 29 — 1,111 Consumer indirect loans 2,993 7 4 1 4 16 — 3,009 Total consumer loans $ 23,205 $ 126 $ 59 $ 43 $ 291 $ 519 $ 405 $ 24,129 Total loans $ 84,057 $ 305 $ 99 $ 87 $ 625 $ 1,116 $ 865 $ 86,038 (a) Amounts in table represent recorded investment and exclude loans held for sale. Recorded investment represents the face amount of the loan increased or decreased by applicable accrued interest, net deferred loan fees and costs, and unamortized premium or discount, and reflects direct charge-offs. (b) Past due loan amounts exclude purchased impaired loans, even if contractually past due (or if we do not expect to collect principal or interest in full based on the original contractual terms), as we are currently accreting income over the remaining term of the loans. (c) Net of unearned income, net deferred loan fees and costs, and unamortized discounts and premiums. (d) Future accretable yield related to purchased credit impaired loans is not included in the analysis of the loan portfolio.
Financing Receivable Credit Quality Indicators	Commercial Credit Exposure — Excluding PCI Credit Risk Profile by Creditworthiness Category (a), (b) in millions Commercial and industrial RE — Commercial RE — Construction Commercial lease Total September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, RATING 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 Pass $ 39,171 $ 37,845 $ 14,188 $ 14,308 $ 1,893 $ 2,287 $ 4,615 $ 4,632 $ 59,867 $ 59,072 Criticized (Accruing) 1,714 1,514 436 455 35 30 91 45 2,276 2,044 Criticized (Nonaccruing) 169 297 30 26 2 2 10 8 211 333 Total $ 41,054 $ 39,656 $ 14,654 $ 14,789 $ 1,930 $ 2,319 $ 4,716 $ 4,685 $ 62,354 $ 61,449 (a) Credit quality indicators are updated on an ongoing basis and reflect credit quality information as of the dates indicated. (b) The term criticized refers to those loans that are internally classified by Key as special mention or worse, which are asset quality categories defined by regulatory authorities. These assets have an elevated level of risk and may have a high probability of default or total loss. Pass rated refers to all loans not classified as criticized. Consumer Credit Exposure — Excluding PCI Non-PCI Loans by Refreshed FICO Score (a) in millions Residential — Prime Consumer direct loans Credit cards Consumer indirect loans Total September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 750 and above $ 10,389 $ 9,818 $ 565 $ 498 $ 430 $ 453 $ 1,507 $ 1,266 $ 12,891 $ 12,035 660 to 749 5,278 5,266 688 661 492 525 1,191 1,195 7,649 7,647 Less than 660 1,551 1,617 213 194 123 132 473 543 2,360 2,486 No Score 110 1,122 318 428 — 1 27 5 455 1,556 Total $ 17,328 $ 17,823 $ 1,784 $ 1,781 $ 1,045 $ 1,111 $ 3,198 $ 3,009 $ 23,355 $ 23,724 (a) Borrower FICO scores provide information about the credit quality of our consumer loan portfolio as they provide an indication as to the likelihood that a debtor will repay its debts. The scores are obtained from a nationally recognized consumer rating agency and are presented in the above table at the dates indicated. Commercial Credit Exposure — PCI Credit Risk Profile by Creditworthiness Category (a), (b) in millions Commercial and Industrial RE — Commercial RE — Construction Commercial Lease Total September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, RATING 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 Pass $ 40 $ 12 $ 154 $ 139 $ 24 $ 21 — — $ 218 $ 172 Criticized 53 100 121 183 — 5 — — 174 288 Total $ 93 $ 112 $ 275 $ 322 $ 24 $ 26 — — $ 392 $ 460 (a) Credit quality indicators are updated on an ongoing basis and reflect credit quality information as of the dates indicated. (b) The term “criticized” refers to those loans that are internally classified by Key as special mention or worse, which are asset quality categories defined by regulatory authorities. These assets have an elevated level of risk and may have a high probability of default or total loss. Pass rated refers to all loans not classified as criticized. Consumer Credit Exposure — PCI PCI Loans by Refreshed FICO Score (a) in millions Residential — Prime Consumer direct loans Credit cards Consumer indirect loans Total September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, September 30, December 31, 2017 2016 2017 2016 2017 2016 2017 2016 2017 2016 750 and above $ 140 $ 133 1 — — — — — $ 141 $ 133 660 to 749 131 127 $ 2 $ 2 — — — — 133 129 Less than 660 111 133 2 4 — — — — 113 137 No Score 4 5 — 1 — — — — 4 6 Total $ 386 $ 398 $ 5 $ 7 — — — — $ 391 $ 405 (a) Borrower FICO scores provide information about the credit quality of our consumer loan portfolio as they provide an indication as to the likelihood that a debtor will repay its debts. The scores are obtained from a nationally recognized consumer rating agency and are presented in the above table at the dates indicated.
Summary of Allowance for Loan and Lease Losses	A summary of the changes in the ALLL for the periods indicated is presented in the table below: Three months ended September 30, Nine months ended September 30, in millions 2017 2016 2017 2016 Balance at beginning of period — continuing operations $ 870 $ 854 $ 858 $ 796 Charge-offs (71 ) (55 ) (230 ) (179 ) Recoveries 39 11 74 46 Net loans and leases charged off (32 ) (44 ) (156 ) (133 ) Provision for loan and lease losses from continuing operations 42 56 178 203 Foreign currency translation adjustment — (1 ) — (1 ) Balance at end of period — continuing operations $ 880 $ 865 $ 880 $ 865
Changes in Allowance for Loan and Lease Losses by Loan Category	The changes in the ALLL by loan category for the three and nine months ended September 30, 2017 , and September 30, 2016 , are as follows: Three months ended September 30, 2017 : in millions June 30, 2017 Provision Charge-offs Recoveries September 30, 2017 Commercial and Industrial $ 528 $ 8 $ (29 ) $ 25 $ 532 Commercial real estate: Real estate — commercial mortgage 144 (1 ) (6 ) 1 138 Real estate — construction 28 3 (2 ) — 29 Total commercial real estate loans 172 2 (8 ) 1 167 Commercial lease financing 40 1 (1 ) 3 43 Total commercial loans 740 11 (38 ) 29 742 Real estate — residential mortgage 9 (2 ) — 1 8 Home equity loans 42 (1 ) (6 ) 4 39 Consumer direct loans 25 10 (8 ) 1 28 Credit cards 44 10 (11 ) 1 44 Consumer indirect loans 10 14 (8 ) 3 19 Total consumer loans 130 31 (33 ) 10 138 Total ALLL — continuing operations 870 42 (a) (71 ) 39 880 Discontinued operations 21 5 (10 ) 2 18 Total ALLL — including discontinued operations $ 891 $ 47 $ (81 ) $ 41 $ 898 (a) Excludes a provision for losses on lending-related commitments of $9 million . Three months ended September 30, 2016 : in millions June 30, 2016 Provision Charge-offs Recoveries September 30, 2016 Commercial and Industrial $ 513 $ 19 $ (17 ) $ 2 $ 517 Commercial real estate: Real estate — commercial mortgage 135 3 — 1 139 Real estate — construction 17 8 (9 ) 1 $ 17 Total commercial real estate loans 152 11 (9 ) 2 156 Commercial lease financing 45 5 (5 ) — 45 Total commercial loans 710 35 (31 ) 4 718 Real estate — residential mortgage 18 (3 ) (1 ) 1 15 Home equity loans 65 1 (5 ) 3 64 Consumer direct loans 19 4 (6 ) 1 18 Credit cards 30 17 (9 ) 1 39 Consumer indirect loans 12 1 (3 ) 1 11 Total consumer loans 144 20 (24 ) 7 147 Total ALLL — continuing operations 854 55 (a) (55 ) 11 865 Discontinued operations 20 1 (6 ) 3 18 Total ALLL — including discontinued operations $ 874 $ 56 $ (61 ) $ 14 $ 883 (a) Includes a $1 million foreign currency translation adjustment. Excludes a provision for losses on lending-related commitments of $3 million . Nine months ended September 30, 2017 : in millions December 31, 2016 Provision Charge-offs Recoveries September 30, 2017 Commercial and Industrial $ 508 $ 93 $ (101 ) $ 32 $ 532 Commercial real estate: Real estate — commercial mortgage 144 2 (9 ) 1 138 Real estate — construction 22 8 (2 ) 1 $ 29 Total commercial real estate loans 166 10 (11 ) 2 167 Commercial lease financing 42 5 (9 ) 5 43 Total commercial loans 716 108 (121 ) 39 742 Real estate — residential mortgage 17 (11 ) (2 ) 4 8 Home equity loans 54 (4 ) (23 ) 12 39 Consumer direct loans 24 26 (26 ) 4 28 Credit cards 38 36 (34 ) 4 44 Consumer indirect loans 9 23 (24 ) 11 19 Total consumer loans 142 70 (109 ) 35 138 Total ALLL — continuing operations 858 178 (a) (230 ) 74 880 Discontinued operations 24 8 (20 ) 6 18 Total ALLL — including discontinued operations $ 882 $ 186 $ (250 ) $ 80 $ 898 (a) Excludes a provision for losses on lending-related commitments of $2 million . Nine months ended September 30, 2016 : in millions December 31, 2015 Provision Charge-offs Recoveries September 30, 2016 Commercial and Industrial $ 450 $ 137 $ (78 ) $ 8 $ 517 Commercial real estate: Real estate — commercial mortgage 134 (1 ) (3 ) 9 139 Real estate — construction 25 (1 ) (9 ) 2 $ 17 Total commercial real estate loans 159 (2 ) (12 ) 11 156 Commercial lease financing 47 7 (11 ) 2 45 Total commercial loans 656 142 (101 ) 21 718 Real estate — residential mortgage 18 (2 ) (4 ) 3 15 Home equity loans 57 19 (22 ) 10 64 Consumer direct loans 20 12 (18 ) 4 18 Credit cards 32 29 (25 ) 3 39 Consumer indirect loans 13 2 (9 ) 5 11 Total consumer loans 140 60 (78 ) 25 147 Total ALLL — continuing operations 796 202 (a) (179 ) 46 865 Discontinued operations 28 3 (21 ) 8 18 Total ALLL — including discontinued operations $ 824 $ 205 $ (200 ) $ 54 $ 883 (a) Includes a $1 million foreign currency translation adjustment. Excludes a credit for losses on lending-related commitments of $3 million .
Allowance for Loan and Lease Losses and Corresponding Loan Balances	A breakdown of the individual and collective ALLL and the corresponding loan balances as of September 30, 2017 , follows: Allowance Outstanding September 30, 2017 Individually Evaluated for Impairment Collectively Evaluated for Impairment Purchased Credit Impaired Loans Individually Evaluated for Impairment Collectively Evaluated for Impairment Purchased Credit Impaired in millions Commercial and industrial $ 7 $ 522 3 $ 41,147 $ 157 $ 40,897 $ 93 Commercial real estate: Commercial mortgage — 135 3 14,929 12 14,641 275 Construction — 29 — 1,954 — 1,930 24 Total commercial real estate loans — 164 3 16,883 12 16,571 299 Commercial lease financing — 43 — 4,716 — 4,716 — Total commercial loans 7 729 6 62,746 169 62,184 392 Real estate — residential mortgage 4 3 1 5,476 50 5,064 362 Home equity loans 7 31 1 12,238 117 12,098 24 Consumer direct loans — 28 — 1,789 4 1,780 5 Credit cards — 44 — 1,045 3 1,042 — Consumer indirect loans 4 15 — 3,198 33 3,165 — Total consumer loans 15 121 2 23,746 207 23,149 391 Total ALLL — continuing operations 22 850 8 86,492 376 85,333 783 Discontinued operations 4 14 — 1,372 (a) 26 1,346 (a) — Total ALLL — including discontinued operations $ 26 $ 864 8 $ 87,864 $ 402 $ 86,679 $ 783 (a) Amount includes $2 million of loans carried at fair value that are excluded from ALLL consideration. A breakdown of the individual and collective ALLL and the corresponding loan balances as of December 31, 2016 , follows: Allowance Outstanding December 31, 2016 Individually Evaluated for Impairment Collectively Evaluated for Impairment Purchased Credit Impaired Loans Individually Evaluated for Impairment Collectively Evaluated for Impairment Purchased Credit Impaired in millions Commercial and Industrial $ 17 $ 486 5 $ 39,768 $ 284 $ 39,372 $ 112 Commercial real estate: Commercial mortgage — 144 — 15,111 5 14,784 322 Construction — 22 — 2,345 — 2,319 26 Total commercial real estate loans — 166 — 17,456 5 17,103 348 Commercial lease financing — 42 — 4,685 — 4,685 — Total commercial loans 17 694 5 61,909 289 61,160 460 Real estate — residential mortgage 2 15 — 5,547 51 5,128 368 Home equity loans 17 37 — 12,674 125 12,519 30 Consumer direct loans — 24 — 1,788 3 1,778 7 Credit cards — 38 — 1,111 3 1,108 — Consumer indirect loans 1 8 — 3,009 30 2,979 — Total consumer loans 20 122 — 24,129 212 23,512 405 Total ALLL — continuing operations 37 816 5 86,038 501 84,672 865 Discontinued operations 2 22 — 1,565 (a) 22 1,543 (a) — Total ALLL — including discontinued operations $ 39 $ 838 $ 5 $ 87,603 $ 523 $ 86,215 $ 865 (a) Amount includes $3 million of loans carried at fair value that are excluded from ALLL consideration.
Changes in Liability for Credit Losses on Lending Related Commitments	Changes in the liability for credit losses on unfunded lending-related commitments are summarized as follows: Three months ended September 30, Nine months ended September 30, in millions 2017 2016 2017 2016 Balance at beginning of period $ 48 $ 50 $ 55 $ 56 Provision (credit) for losses on lending-related commitments 9 3 2 (3 ) Balance at end of period $ 57 $ 53 $ 57 $ 53

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	9 Months Ended
	Sep. 30, 2017
Fair Value Disclosures [Abstract]
Fair Value of Direct and Indirect Investments, Related Unfunded Commitments and Financial Support Provided	The following table presents the fair value of our direct and indirect principal investments and related unfunded commitments at September 30, 2017 , as well as financial support provided for the three and nine months ended September 30, 2017 , and September 30, 2016 . Financial support provided Three months ended September 30, Nine months ended September 30, September 30, 2017 2017 2016 2017 2016 in millions Fair Value Unfunded Commitments Funded Commitments Funded Other Funded Commitments Funded Other Funded Commitments Funded Other Funded Commitments Funded Other INVESTMENT TYPE Direct investments (a) $ 13 — — — — — — — — $ 13 Indirect investments (b) (measured at NAV) 138 $ 35 — — $ 2 — $ 1 — $ 5 — Total $ 151 $ 35 — — $ 2 — $ 1 — $ 5 $ 13 (a) Our direct investments consist of equity and debt investments directly in independent business enterprises. Operations of the business enterprises are handled by management of the portfolio company. The purpose of funding these enterprises is to provide financial support for business development and acquisition strategies. We infuse equity capital based on an initial contractual cash contribution and later from additional requests on behalf of the companies’ management. (b) Our indirect investments consist of buyout funds, venture capital funds, and fund of funds. These investments are generally not redeemable. Instead, distributions are received through the liquidation of the underlying investments of the fund. An investment in any one of these funds typically can be sold only with the approval of the fund’s general partners. We estimate that the underlying investments of the funds will be liquidated over a period of one to eight years. The purpose of funding our capital commitments to these investments is to allow the funds to make additional follow-on investments and pay fund expenses until the fund dissolves. We, and all other investors in the fund, are obligated to fund the full amount of our respective capital commitments to the fund based on our and their respective ownership percentages, as noted in the applicable Limited Partnership Agreement.
Fair Value of Assets and Liabilities Measured on Recurring Basis	The following tables present these assets and liabilities at September 30, 2017 , and December 31, 2016 . September 30, 2017 Level 1 Level 2 Level 3 Total in millions ASSETS MEASURED ON A RECURRING BASIS Trading account assets: U.S. Treasury, agencies and corporations — $ 582 — $ 582 States and political subdivisions — 33 — 33 Collateralized mortgage obligations — — — — Other mortgage-backed securities — 124 — 124 Other securities $ 2 35 — 37 Total trading account securities 2 774 — 776 Commercial loans — 7 — 7 Total trading account assets 2 781 — 783 Securities available for sale: U.S. Treasury, agencies and corporations — 158 — 158 States and political subdivisions — 10 — 10 Agency residential collateralized mortgage obligations — 15,401 — 15,401 Agency residential mortgage-backed securities — 1,541 — 1,541 Agency commercial mortgage-backed securities — 1,882 — 1,882 Other securities — — $ 20 20 Total securities available for sale — 18,992 20 19,012 Other investments: Principal investments: Direct — — 13 13 Indirect (measured at NAV) (a) — — — 138 Total principal investments — — 13 151 Equity investments: Direct — 2 — 2 Total equity investments — 2 — 2 Total other investments — 2 13 153 Loans, net of unearned income — — — — Loans held for sale — 58 2 60 Derivative assets: Interest rate — 720 11 731 Foreign exchange 103 26 — 129 Commodity — 144 — 144 Credit — — 1 1 Other — 3 4 7 Derivative assets 103 893 16 1,012 Netting adjustments (b) — — — (390 ) Total derivative assets 103 893 16 622 Accrued income and other assets — — — — Total assets on a recurring basis at fair value $ 105 $ 20,726 $ 51 $ 20,630 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions $ 89 $ 527 — $ 616 Derivative liabilities: Interest rate — 498 — 498 Foreign exchange 114 23 — 137 Commodity — 135 — 135 Credit — 6 — 6 Other — 13 — 13 Derivative liabilities 114 675 — 789 Netting adjustments (b) — — — (557 ) Total derivative liabilities 114 675 — 232 Accrued expense and other liabilities — — — — Total liabilities on a recurring basis at fair value $ 203 $ 1,202 — $ 848 (a) Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the consolidated balance sheet. (b) Netting adjustments represent the amounts recorded to convert our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The net basis takes into account the impact of bilateral collateral and master netting agreements that allow us to settle all derivative contracts with a single counterparty on a net basis and to offset the net derivative position with the related cash collateral. Total derivative assets and liabilities include these netting adjustments. December 31, 2016 Level 1 Level 2 Level 3 Total in millions ASSETS MEASURED ON A RECURRING BASIS Trading account assets: U.S. Treasury, agencies and corporations — $ 655 — $ 655 States and political subdivisions — 8 — 8 Collateralized mortgage obligations — — — — Other mortgage-backed securities — 113 — 113 Other securities — 73 — 73 Total trading account securities — 849 — 849 Commercial loans — 18 — 18 Total trading account assets — 867 — 867 Securities available for sale: U.S. Treasury, agencies and corporations — 184 — 184 States and political subdivisions — 11 — 11 Agency residential collateralized mortgage obligations — 16,408 — 16,408 Agency residential mortgage-backed securities — 1,846 — 1,846 Agency commercial mortgage-backed securities — 1,743 — 1,743 Other securities $ 3 — $ 17 20 Total securities available for sale 3 20,192 17 20,212 Other investments: Principal investments: Direct — — 27 27 Indirect (measured at NAV) (a) — — — 158 Total principal investments — — 27 185 Equity and mezzanine investments: Indirect (measured at NAV) (a) — — — 6 Total equity and mezzanine investments — — — 6 Total other investments — — 27 191 Loans, net of unearned income — — — — Loans held for sale — 62 — 62 Derivative assets: Interest rate — 923 7 930 Foreign exchange 114 9 — 123 Commodity — 176 — 176 Credit — — 1 1 Other — 2 2 4 Derivative assets 114 1,110 10 1,234 Netting adjustments (b) — — — (431 ) Total derivative assets 114 1,110 10 803 Accrued income and other assets — 8 — 8 Total assets on a recurring basis at fair value $ 117 $ 22,239 $ 54 $ 22,143 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions $ 192 $ 616 — $ 808 Derivative liabilities: Interest rate — 737 — 737 Foreign exchange 102 11 — 113 Commodity — 165 — 165 Credit — 4 — 4 Other — 1 — 1 Derivative liabilities 102 918 — 1,020 Netting adjustments (b) — — — (384 ) Total derivative liabilities 102 918 — 636 Accrued expense and other liabilities — 14 — 14 Total liabilities on a recurring basis at fair value $ 294 $ 1,548 — $ 1,458 (a) Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the consolidated balance sheet. (b) Netting adjustments represent the amounts recorded to convert our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The net basis takes into account the impact of bilateral collateral and master netting agreements that allow us to settle all derivative contracts with a single counterparty on a net basis and to offset the net derivative position with the related cash collateral. Total derivative assets and liabilities include these netting adjustments.
Change in Fair Values of Level 3 Financial Instruments	The following table shows the components of the change in the fair values of our Level 3 financial instruments for the three and nine months ended September 30, 2017 , and September 30, 2016 . We mitigate the credit risk, interest rate risk, and risk of loss related to many of these Level 3 instruments by using securities and derivative positions classified as Level 1 or Level 2. Level 1 and Level 2 instruments are not included in the following table. Therefore, the gains or losses shown do not include the impact of our risk management activities. in millions Beginning of Period Balance Gains (Losses) Included in Other Comprehensive Income Gains (Losses) Included in Earnings Purchases Sales Settlements Transfers Other Transfers into Level 3 (a) Transfers out of Level 3 (a) End of Period Balance (f) Unrealized Gains (Losses) Included in Earnings Nine months ended September 30, 2017 Securities available for sale Other securities $ 17 $ 3 — — — — — — — $ 20 — Other investments Principal investments Direct 27 — $ (7 ) (b) — $ (7 ) — — — — 13 $ (1 ) (b) Derivative instruments (c) Interest rate 7 — — — — — — $ 13 (e) $ (9 ) (e) 11 — Credit 1 — (12 ) (d) — — $ 12 — — — 1 — Other (g) 2 — — — — — $ 2 — — 4 — Loans held for sale — — — — (1 ) — 3 — — 2 — Three months ended September 30, 2017 Securities available for sale Other securities $ 20 $ 1 — — — — — — $ (1 ) $ 20 — Other investments Principal investments Direct 15 — $ (2 ) (b) — — — — — — 13 $ 2 (b) Derivative instruments (c) Interest rate 16 — — — — — — $ 1 (e) (6 ) (e) 11 — Credit 1 — (5 ) (d) — — $ 5 — — — 1 — Other (g) 4 — — — — — — — — 4 — Loans held for sale — — — — $ (1 ) — $ 3 — — 2 — in millions Beginning of Period Balance Gains (Losses) Included in Earnings Purchases Sales Settlements Transfers Other Transfers into Level 3 (a) Transfers out of Level 3 (a) End of Period Balance (f) Unrealized Gains (Losses) Included in Earnings Nine months ended September 30, 2016 Securities available for sale Other securities $ 17 — — — — — — — $ 17 — Other investments Principal investments Direct 50 $ 7 (b) — $ (30 ) — — — — 27 $ 2 (b) Other indirect 20 — (b) — (20 ) — — — — — (1 ) (b) Derivative instruments (c) Interest rate 16 6 (d) — — — — $ 8 (e) $ (21 ) (e) 9 — Credit 1 (9 ) (d) — — $ 10 — — — 2 — Other (g) — — $ 5 — — $ (1 ) — — 4 — Three months ended September 30, 2016 Securities available for sale Other securities $ 17 — — — — — — — $ 17 — Other investments Principal investments Direct 24 $ 4 (b) — $ (1 ) — — — — 27 $ 3 (b) Derivative instruments (c) Interest rate 15 — (d) — — — — $ 5 (e) $ (11 ) (e) 9 — Credit 2 (3 ) (d) — — $ 3 — — — 2 — Other (g) — — $ 5 — — $ (1 ) — — 4 — (a) Our policy is to recognize transfers into and transfers out of Level 3 as of the end of the reporting period. (b) Realized and unrealized gains and losses on principal investments are reported in “net gains (losses) from principal investing” on the income statement. (c) Amounts represent Level 3 derivative assets less Level 3 derivative liabilities. (d) Realized and unrealized gains and losses on derivative instruments are reported in “corporate services income” and “other income” on the income statement. (e) Certain derivatives previously classified as Level 2 were transferred to Level 3 because Level 3 unobservable inputs became significant. Certain derivatives previously classified as Level 3 were transferred to Level 2 because Level 3 unobservable inputs became less significant. (f) There were no issuances for the nine-month periods ended September 30, 2017 , and September 30, 2016 . (g) Amounts represent Level 3 interest rate lock commitments.
Assets and Liabilities Measured at Fair Value on Nonrecurring Basis	The following table presents our assets measured at fair value on a nonrecurring basis at September 30, 2017 , and December 31, 2016 : September 30, 2017 December 31, 2016 in millions Level 1 Level 2 Level 3 Total Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A NONRECURRING BASIS Impaired loans — — $ 9 $ 9 — — $ 11 $ 11 Loans held for sale (a) — — — — — — — — Accrued income and other assets — — 9 9 — — 11 11 Total assets on a nonrecurring basis at fair value — — $ 18 $ 18 — — $ 22 $ 22 (a) During the first nine months of 2017 , we transferred $29 million of commercial loans and leases at their current fair value from held-for- sale status to the held-to-maturity portfolio, compared to $35 million during 2016 .
Quantitative Information about Level 3 Fair Value Measurements	The range and weighted average of the significant unobservable inputs used to fair value our material Level 3 recurring and nonrecurring assets at September 30, 2017 , and December 31, 2016 , along with the valuation techniques used, are shown in the following table: September 30, 2017 Fair Value of Level 3 Assets Valuation Technique Significant Unobservable Input Range (Weighted Average) dollars in millions Recurring Other investments — principal investments — direct: $ 13 Individual analysis of the condition of each investment Debt instruments EBITDA multiple 6.00 - 6.00 (6.00) Nonrecurring Impaired loans 9 Fair value of underlying collateral Discount 00.00 - 50.00% (23.00%) December 31, 2016 Fair Value of Level 3 Assets Valuation Technique Significant Unobservable Input Range (Weighted-Average) dollars in millions Recurring Other investments — principal investments — direct: $ 27 Individual analysis of the condition of each investment Debt instruments EBITDA multiple 6.30 - 7.00 (6.50) Equity instruments of private companies EBITDA multiple (where applicable) N/A (6.3) Nonrecurring Impaired loans 11 Fair value of underlying collateral Discount 00.00 - 70.00% (46.00%)
Fair Value Disclosures of Financial Instruments	The levels in the fair value hierarchy ascribed to our financial instruments and the related carrying amounts at September 30, 2017 , and December 31, 2016 , are shown in the following tables: September 30, 2017 Fair Value in millions Carrying Amount Level 1 Level 2 Level 3 Measured at NAV Netting Adjustment Total ASSETS Cash and short-term investments (a) $ 4,555 $ 4,555 — — — — $ 4,555 Trading account assets (b) 783 2 $ 781 — — — 783 Securities available for sale (b) 19,012 — 18,992 $ 20 — — 19,012 Held-to-maturity securities (c) 10,276 — 10,109 — — — 10,109 Other investments (b) 728 — 2 584 138 — 724 Loans, net of allowance (d) 85,612 — — 84,211 — — 84,211 Loans held for sale (b) 1,341 — 58 1,283 — — 1,341 Derivative assets (b) 622 103 893 16 — (390 ) (f) 622 LIABILITIES Deposits with no stated maturity (a) $ 92,207 — $ 92,207 — — — $ 92,207 Time deposits (e) 11,239 — 11,342 — — — 11,342 Short-term borrowings (a) 988 $ 89 899 — — — 988 Long-term debt (e) 15,100 13,752 1,741 — — — 15,493 Derivative liabilities (b) 232 114 675 — — (557 ) (f) 232 December 31, 2016 Fair Value in millions Carrying Amount Level 1 Level 2 Level 3 Measured at NAV Netting Adjustment Total ASSETS Cash and short-term investments (a) $ 3,452 $ 3,452 — — — — $ 3,452 Trading account assets (b) 867 — $ 867 — — — 867 Securities available for sale (b) 20,212 3 20,192 $ 17 — — 20,212 Held-to-maturity securities (c) 10,232 — 10,007 — — — 10,007 Other investments (b) 738 — — 569 $ 164 — 733 Loans, net of allowance (d) 85,180 — — 83,285 — — 83,285 Loans held for sale (b) 1,104 — 62 1,042 — — 1,104 Derivative assets (b) 803 114 1,110 10 — $ (431 ) (f) 803 LIABILITIES Deposits with no stated maturity (a) $ 93,906 — $ 93,906 — — — $ 93,906 Time deposits (e) 10,181 — 10,267 — — — 10,267 Short-term borrowings (a) 2,310 $ 192 2,118 — — — 2,310 Long-term debt (e) 12,384 12,386 304 — — — 12,690 Derivative liabilities (b) 636 102 918 — — $ (384 ) (f) 636 Valuation Methods and Assumptions (a) Fair value equals or approximates carrying amount. The fair value of deposits with no stated maturity does not take into consideration the value ascribed to core deposit intangibles. (b) Information pertaining to our methodology for measuring the fair values of these assets and liabilities is included in the sections entitled “Qualitative Disclosures of Valuation Techniques” and “Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis” in this Note. Investments accounted for under the equity method are not included in this table. Investments accounted for under the cost method are classified as Level 3 assets. These investments are not actively traded in an open market as sales for these types of investments are rare. The carrying amount of the investments carried at cost are adjusted for declines in value if they are considered to be other-than-temporary. These adjustments are included in “other income” on the income statement. (c) Fair values of held-to-maturity securities are determined by using models that are based on security-specific details, as well as relevant industry and economic factors. The most significant of these inputs are quoted market prices, interest rate spreads on relevant benchmark securities, and certain prepayment assumptions. We review the valuations derived from the models to ensure that they are reasonable and consistent with the values placed on similar securities traded in the secondary markets. (d) The fair value of loans is based on the present value of the expected cash flows. The projected cash flows are based on the contractual terms of the loans, adjusted for prepayments and use of a discount rate based on the relative risk of the cash flows, taking into account the loan type, maturity of the loan, liquidity risk, servicing costs, and a required return on debt and capital. In addition, an incremental liquidity discount is applied to certain loans, using historical sales of loans during periods of similar economic conditions as a benchmark. The fair value of loans includes lease financing receivables at their aggregate carrying amount, which is equivalent to their fair value. (e) Fair values of time deposits and long-term debt are based on discounted cash flows utilizing relevant market inputs. (f) Netting adjustments represent the amounts recorded to convert our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The net basis takes into account the impact of bilateral collateral and master netting agreements that allow us to settle all derivative contracts with a single counterparty on a net basis and to offset the net derivative position with the related cash collateral. Total derivative assets and liabilities include these netting adjustments.

Securities (Tables)

Securities (Tables)	9 Months Ended
	Sep. 30, 2017
Investments, Debt and Equity Securities [Abstract]
Details of Securities	The amortized cost, unrealized gains and losses, and approximate fair value of our securities available for sale and held-to-maturity securities are presented in the following tables. Gross unrealized gains and losses represent the difference between the amortized cost and the fair value of securities on the balance sheet as of the dates indicated. Accordingly, the amount of these gains and losses may change in the future as market conditions change. September 30, 2017 in millions Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value SECURITIES AVAILABLE FOR SALE U.S. Treasury, agencies, and corporations $ 160 — $ 2 $ 158 States and political subdivisions 10 — — 10 Agency residential collateralized mortgage obligations 15,580 $ 24 203 15,401 Agency residential mortgage-backed securities 1,547 4 10 1,541 Agency commercial mortgage-backed securities 1,928 — 46 1,882 Other securities 17 3 — 20 Total securities available for sale $ 19,242 $ 31 $ 261 $ 19,012 HELD TO MATURITY SECURITIES Agency residential collateralized mortgage obligations $ 7,788 $ 2 $ 143 $ 7,647 Agency residential mortgage-backed securities 601 1 2 600 Agency commercial mortgage-backed securities 1,872 8 33 1,847 Other securities 15 — — 15 Total held-to-maturity securities $ 10,276 $ 11 $ 178 $ 10,109 December 31, 2016 in millions Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value SECURITIES AVAILABLE FOR SALE U.S. Treasury, agencies, and corporations $ 188 — $ 4 $ 184 States and political subdivisions 11 — — 11 Agency residential collateralized mortgage obligations 16,652 $ 31 275 16,408 Agency residential mortgage-backed securities 1,857 6 17 1,846 Agency commercial mortgage-backed securities 1,778 — 35 1,743 Other securities 21 — 1 20 Total securities available for sale $ 20,507 $ 37 $ 332 $ 20,212 HELD TO MATURITY SECURITIES Agency residential collateralized mortgage obligations $ 8,404 $ 1 $ 173 $ 8,232 Agency residential mortgage-backed securities 629 — 5 624 Agency commercial mortgage-backed securities 1,184 1 49 1,136 Other securities 15 — — 15 Total held-to-maturity securities $ 10,232 $ 2 $ 227 $ 10,007
Available for Sale Securities (Unrealized Loss Position)	The following table summarizes our securities that were in an unrealized loss position as of September 30, 2017 , and December 31, 2016 . Duration of Unrealized Loss Position Less than 12 Months 12 Months or Longer Total in millions Fair Value Gross Unrealized Losses Fair Value Gross Unrealized Losses Fair Value Gross Unrealized Losses September 30, 2017 Securities available for sale: U.S Treasury, agencies, and corporations $ 86 $ 1 $ 70 $ 1 $ 156 $ 2 Agency residential collateralized mortgage obligations 6,699 56 5,653 147 12,352 203 Agency residential mortgage-backed securities 1,245 9 88 1 1,333 10 Agency commercial mortgage-backed securities 760 11 1,122 35 1,882 46 Other securities (a) 2 — — — 2 — Held-to-maturity: Agency residential collateralized mortgage obligations 3,208 52 3,778 91 6,986 143 Agency residential mortgage-backed securities 391 2 — — 391 2 Agency commercial mortgage-backed securities 508 2 496 31 1,004 33 Other securities (b) 2 — 4 — 6 — Total temporarily impaired securities $ 12,901 $ 133 $ 11,211 $ 306 $ 24,112 $ 439 December 31, 2016 Securities available for sale: U.S. Treasury, agencies, and corporations $ 182 $ 4 — — $ 182 $ 4 Agency residential collateralized mortgage obligations 12,345 231 $ 1,410 $ 44 13,755 275 Agency residential mortgage-backed securities 1,452 17 — — 1,452 17 Agency commercial mortgage-backed securities 1,482 35 — — 1,482 35 Other securities (a) 2 — 3 1 5 1 Held-to-maturity: Agency residential collateralized mortgage obligations 7,028 156 518 17 7,546 173 Agency residential mortgage-backed securities 547 5 — — 547 5 Agency commercial mortgage-backed securities 996 49 — — 996 49 Other securities (b) 4 — — — 4 — Total temporarily impaired securities $ 24,038 $ 497 $ 1,931 $ 62 $ 25,969 $ 559 (a) Gross unrealized losses totaled less than $1 million for other securities available for sale at September 30, 2017 , and December 31, 2016 . (b) Gross unrealized losses totaled less than $1 million for other securities held-to maturity at September 30, 2017 and December 31, 2016 .
Cumulative Credit Portion of Impairments on Debt Securities	As shown in the following table, we did not have any impairment losses recognized in earnings for the three and nine months ended September 30, 2017 , and September 30, 2016 . Nine months ended September 30, 2017 in millions Balance at December 31, 2016 $ 4 Impairment recognized in earnings — Balance at September 30, 2017 $ 4
Securities by Maturity	The following table shows our securities by remaining maturity. CMOs and other mortgage-backed securities (both of which are included in the securities available-for-sale portfolio) as well as the CMOs in the held-to-maturity portfolio are presented based on their expected average lives. The remaining securities, in both the available-for-sale and held-to-maturity portfolios, are presented based on their remaining contractual maturity. Actual maturities may differ from expected or contractual maturities since borrowers have the right to prepay obligations with or without prepayment penalties. Securities Available for Sale Held to Maturity Securities September 30, 2017 Amortized Cost Fair Value Amortized Cost Fair Value in millions Due in one year or less $ 190 $ 192 $ 76 $ 76 Due after one through five years 16,032 15,825 7,506 7,386 Due after five through ten years 3,010 2,985 2,087 2,054 Due after ten years 10 10 607 593 Total $ 19,242 $ 19,012 $ 10,276 $ 10,109

Derivatives and Hedging Activ37

Derivatives and Hedging Activities (Tables)	9 Months Ended
	Sep. 30, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Fair Values, Volume of Activity and Gain (Loss) Information Related to Derivative Instruments	The following table summarizes the fair values of our derivative instruments on a gross and net basis as of September 30, 2017 , and December 31, 2016 . The change in the notional amounts of these derivatives by type from December 31, 2016 , to September 30, 2017 , indicates the volume of our derivative transaction activity during the first nine months of 2017 . The notional amounts are not affected by bilateral collateral and master netting agreements. The derivative asset and liability balances are presented on a gross basis, prior to the application of bilateral collateral and master netting agreements. Total derivative assets and liabilities are adjusted to take into account the impact of legally enforceable master netting agreements that allow us to settle all derivative contracts with a single counterparty on a net basis and to offset the net derivative position with the related cash collateral. Where master netting agreements are not in effect or are not enforceable under bankruptcy laws, we do not adjust those derivative assets and liabilities with counterparties. Securities collateral related to legally enforceable master netting agreements is not offset on the balance sheet. Our derivative instruments are included in “derivative assets” or “derivative liabilities” on the balance sheet, as indicated in the following table: September 30, 2017 December 31, 2016 Fair Value Fair Value in millions Notional Amount Derivative Assets Derivative Liabilities Notional Amount Derivative Assets Derivative Liabilities Derivatives designated as hedging instruments: Interest rate $ 25,489 $ 87 $ 29 $ 24,237 $ 189 $ 94 Foreign exchange 290 — 15 282 6 4 Total 25,779 87 44 24,519 195 98 Derivatives not designated as hedging instruments: Interest rate 60,887 644 469 55,315 741 643 Foreign exchange 8,664 129 122 6,230 117 109 Commodity 1,696 144 135 1,474 176 165 Credit 484 1 6 360 1 4 Other (a) 2,359 7 13 390 4 1 Total 74,090 925 745 63,769 1,039 922 Netting adjustments (b) — (390 ) (557 ) — (431 ) (384 ) Net derivatives in the balance sheet 99,869 622 232 88,288 803 636 Other collateral (c) — (7 ) (81 ) — (21 ) (97 ) Net derivative amounts $ 99,869 $ 615 $ 151 $ 88,288 $ 782 $ 539 (a) Other derivatives include interest rate lock commitments and forward sale commitments related to our residential mortgage banking activities, forward purchase and sales contracts consisting of contractual commitments associated with “to be announced” securities and when issued securities, and when-issued security transactions in connection with an “at-the-market” equity offering program. (b) Netting adjustments represent the amounts recorded to convert our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. (c) Other collateral represents the amount that cannot be used to offset our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The other collateral consists of securities and is exchanged under bilateral collateral and master netting agreements that allow us to offset the net derivative position with the related collateral. The application of the other collateral cannot reduce the net derivative position below zero. Therefore, excess other collateral, if any, is not reflected above.
Pre-Tax Net Gains (Losses) on Fair Value Hedges	The following table summarizes the pre-tax net gains (losses) on our fair value hedges for the three-month and nine -month periods ended September 30, 2017 , and September 30, 2016 , and where they are recorded on the income statement. in millions Income Statement Location of Net Gains (Losses) on Derivative Net Gains (Losses) on Derivative Hedged Item Income Statement Location of Net Gains (Losses) on Hedged Item Net Gains (Losses) on Hedged Item Three months ended September 30, 2017 Interest rate Other income $ (19 ) Long-term debt Other income $ 20 (a) Interest rate Interest expense — Long-term debt 10 Total $ (9 ) $ 20 Nine months ended September 30, 2017 Interest rate Other income $ (49 ) Long-term debt Other income $ 50 (a) Interest rate Interest expense — Long-term debt 42 Total $ (7 ) $ 50 in millions Income Statement Location of Net Gains (Losses) on Derivative Net Gains (Losses) on Derivative Hedged Item Income Statement Location of Net Gains (Losses) on Hedged Item Net Gains (Losses) on Hedged Item Three months ended September 30, 2016 Interest rate Other income $ (60 ) Long-term debt Other income $ 61 (a) Interest rate Interest expense — Long-term debt 24 Total $ (36 ) $ 61 Nine months ended September 30, 2016 Interest rate Other income $ 104 Long-term debt Other income $ (104 ) (a) Interest rate Interest expense — Long-term debt 74 Total $ 178 $ (104 ) (a) Net gains (losses) on hedged items represent the change in fair value caused by fluctuations in interest rates.
Derivative Instrument Cash Flow Hedge Earning Recognized by Income Statement Location	The following table summarizes the pre-tax net gains (losses) on our cash flow and net investment hedges for the three-month and nine -month periods ended September 30, 2017 , and September 30, 2016 , and where they are recorded on the income statement. The table includes the effective portion of net gains (losses) recognized in OCI during the period, the effective portion of net gains (losses) reclassified from OCI into income during the current period, and the portion of net gains (losses) recognized directly in income, representing the amount of hedge ineffectiveness. in millions Net Gains (Losses) Recognized in OCI (Effective Portion) Income Statement Location of Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion) Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion) Income Statement Location of Net Gains (Losses) Recognized in Income (Ineffective Portion) Net Gains (Losses) Recognized in Income (Ineffective Portion) Three months ended September 30, 2017 Cash Flow Hedges Interest rate $ (1 ) Interest income — Loans $ 1 Other income — Interest rate (1 ) Interest expense — Long-term debt (1 ) Other income — Interest rate (1 ) Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts (12 ) Other Income — Other income — Total $ (15 ) $ — — Nine months ended September 30, 2017 Cash Flow Hedges Interest rate $ (1 ) Interest income — Loans $ 21 Other income — Interest rate (1 ) Interest expense — Long-term debt (3 ) Other income — Interest rate (1 ) Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts (22 ) Other Income — Other income — Total $ (25 ) $ 18 — in millions Net Gains (Losses) Recognized in OCI (Effective Portion) Income Statement Location of Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion) Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion) Income Statement Location of Net Gains (Losses) Recognized in Income (Ineffective Portion) Net Gains (Losses) Recognized in Income (Ineffective Portion) Three months ended September 30, 2016 Cash Flow Hedges Interest rate $ (40 ) Interest income — Loans $ 22 Other income — Interest rate 1 Interest expense — Long-term debt (1 ) Other income — Interest rate — Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts (5 ) Other Income — Other income — Total $ (44 ) $ 21 — Nine months ended September 30, 2016 Cash Flow Hedges Interest rate $ 164 Interest income — Loans $ 67 Other income — Interest rate (5 ) Interest expense — Long-term debt (3 ) Other income — Interest rate (1 ) Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts (10 ) Other Income — Other income — Total $ 148 $ 64 —
After-Tax Change in AOCI Resulting from Cash Flow Hedges	The after-tax change in AOCI resulting from cash flow and net investment hedges is as follows: in millions December 31, 2016 2017 Hedging Activity Reclassification of Gains to Net Income September 30, 2017 AOCI resulting from cash flow and net investment hedges $ (14 ) $ (16 ) $ (11 ) $ (41 )
Pre-Tax Net Gains (Losses) on Derivatives Not Designated as Hedging Instruments	The following table summarizes the pre-tax net gains (losses) on our derivatives that are not designated as hedging instruments for the three- and nine-month periods ended September 30, 2017 , and September 30, 2016 , and where they are recorded on the income statement. Three months ended September 30, 2017 Three months ended September 30, 2016 in millions Corporate Services Income Consumer Mortgage Income (a) Other Income Total Corporate Services Income Other Income Total NET GAINS (LOSSES) Interest rate $ 5 — $ 1 $ 6 $ 9 $ — $ 9 Foreign exchange 10 — — 10 9 — 9 Commodity 1 — — 1 1 — 1 Credit — — (6 ) (6 ) — (5 ) (5 ) Other — $ (1 ) 7 6 — — — Total net gains (losses) $ 16 $ (1 ) $ 2 $ 17 $ 19 $ (5 ) $ 14 Nine months ended September 30, 2017 Nine months ended September 30, 2016 in millions Corporate Services Income Consumer Mortgage Income (a) Other Income Total Corporate Services Income Other Income Total NET GAINS (LOSSES) Interest rate $ 21 — $ (1 ) $ 20 $ 22 $ (2 ) $ 20 Foreign exchange 31 — — 31 28 — 28 Commodity 4 — — 4 3 — 3 Credit 1 — (16 ) (15 ) 1 (11 ) (10 ) Other — $ — (4 ) (4 ) — — — Total net gains (losses) $ 57 $ — $ (21 ) $ 36 $ 54 $ (13 ) $ 41 (a) As a result of the First Niagara acquisition, we began recognizing net gains (losses) on other derivatives related to our residential mortgage banking activities in “consumer mortgage income” in December 2016.
Fair Value of Derivative Assets by Type	The following table summarizes the fair value of our derivative assets by type at the dates indicated. These assets represent our gross exposure to potential loss after taking into account the effects of bilateral collateral and master netting agreements and other means used to mitigate risk. in millions September 30, 2017 December 31, 2016 Interest rate $ 433 $ 782 Foreign exchange 55 62 Commodity 53 110 Credit 1 — Other 7 4 Derivative assets before collateral 549 958 Less: Related collateral (73 ) 155 Total derivative assets $ 622 $ 803
Fair Value of Credit Derivatives Purchased and Sold	The following table summarizes the fair value of our credit derivatives purchased and sold by type as of September 30, 2017 , and December 31, 2016 . The fair value of credit derivatives presented below does not take into account the effects of bilateral collateral or master netting agreements. September 30, 2017 December 31, 2016 in millions Purchased Sold Net Purchased Sold Net Single-name credit default swaps $ (1 ) — $ (1 ) $ (2 ) — $ (2 ) Traded credit default swap indices (3 ) — (3 ) (1 ) — (1 ) Other (a) — (1 ) (1 ) — — — Total credit derivatives $ (4 ) (1 ) $ (5 ) $ (3 ) — $ (3 ) (a) As of both September 30, 2017 , and December 31, 2016 , the fair value of other credit derivatives sold totaled less than $1 million .
Credit Derivatives Sold and Held	The following table provides information on the types of credit derivatives sold by us and held on the balance sheet at September 30, 2017 , and December 31, 2016 . The notional amount represents the maximum amount that the seller could be required to pay. The payment/performance risk assessment is based on the default probabilities for the underlying reference entities’ debt obligations using a Moody’s credit ratings matrix known as Moody’s “Idealized” Cumulative Default Rates. The payment/performance risk shown in the table represents a weighted-average of the default probabilities for all reference entities in the respective portfolios. These default probabilities are directly correlated to the probability that we will have to make a payment under the credit derivative contracts. September 30, 2017 December 31, 2016 dollars in millions Notional Amount Average Term (Years) Payment / Performance Risk Notional Amount Average Term (Years) Payment / Performance Risk Other $ 16 3.93 8.23 % $ 4 6.49 17.93 % Total credit derivatives sold $ 16 — — $ 4 — —
Credit Risk Contingent Feature	The following table summarizes the additional cash and securities collateral that KeyBank would have been required to deliver under the ISDA Master Agreements had the credit risk contingent features been triggered for the derivative contracts in a net liability position as of September 30, 2017 , and December 31, 2016 . The additional collateral amounts were calculated based on scenarios under which KeyBank’s ratings are downgraded one, two, or three ratings as of September 30, 2017 , and December 31, 2016 , and take into account all collateral already posted. A similar calculation was performed for KeyCorp, and no additional collateral would have been required as of December 31, 2016 . For more information about the credit ratings for KeyBank and KeyCorp, see the discussion under the heading “Factors affecting liquidity” in the section entitled “Liquidity risk management” in Item 2 of this report. September 30, 2017 December 31, 2016 in millions Moody’s S&P Moody’s S&P KeyBank’s long-term senior unsecured credit ratings A3 A- A3 A- One rating downgrade $ 2 $ 2 $ 2 $ 2 Two rating downgrades 2 2 2 2 Three rating downgrades 2 2 4 4

Mortgage Servicing Assets (Tabl

Mortgage Servicing Assets (Tables)	9 Months Ended
	Sep. 30, 2017
Commercial Mortgage Backed Securities [Member]
Servicing Assets at Fair Value [Line Items]
Changes in Carrying Amount of Mortgage Servicing Assets	Changes in the carrying amount of commercial mortgage servicing assets are summarized as follows: Three months ended September 30, Nine months ended September 30, in millions 2017 2016 2017 2016 Balance at beginning of period $ 373 $ 323 $ 356 $ 321 Servicing retained from loan sales 24 31 71 53 Purchases 10 3 24 15 Amortization (22 ) (21 ) (66 ) (53 ) Balance at end of period $ 385 $ 336 $ 385 $ 336 Fair value at end of period $ 508 $ 416 $ 508 $ 416
Schedule of Range and Weighted-Average of Significant Unobservable Inputs	The range and weighted average of the significant unobservable inputs used to determine the fair value of our commercial mortgage servicing assets at September 30, 2017 , and December 31, 2016 , along with the valuation techniques, are shown in the following table: September 30, 2017 Valuation Technique Significant Unobservable Input Range (Weighted Average) dollars in millions Commercial mortgage servicing assets Discounted cash flow Expected defaults 1.00 - 3.00% (1.20%) Residual cash flows discount rate 7.00 - 15.00% (8.90%) Escrow earn rate 0.80 - 3.00% (2.40%) Servicing cost $150 - $38,500 ($1,468) Loan assumption rate 0.00 - 3.00% (1.24%) Percentage late 0.00 - 2.00% (.27%) December 31, 2016 Valuation Technique Significant Unobservable Input Range (Weighted Average) dollars in millions Commercial mortgage servicing assets Discounted cash flow Expected defaults 1.00 - 3.00% (1.40%) Residual cash flows discount rate 7.00 - 12.00% (8.00%) Escrow earn rate 1.10 - 3.00% (2.40%) Servicing cost $150 - $2,700 ($1,124) Loan assumption rate 0.00 - 3.00% (1.13%) Percentage late 0.00 - 2.00% (.34%)
Residential Mortgage Backed Securities [Member]
Servicing Assets at Fair Value [Line Items]
Changes in Carrying Amount of Mortgage Servicing Assets	Changes in the carrying amount of residential mortgage servicing assets are summarized as follows: Three months ended September 30, Nine months ended September 30, in millions 2017 2016 2017 2016 Balance at beginning of period $ 29 — $ 28 — Servicing retained from loan sales 2 $ 1 5 $ 1 Purchases — 28 — 28 Amortization (1 ) (1 ) (3 ) (1 ) Balance at end of period $ 30 $ 28 $ 30 $ 28 Fair value at end of period $ 34 $ 29 $ 34 $ 29
Schedule of Range and Weighted-Average of Significant Unobservable Inputs	The range and weighted-average of the significant unobservable inputs used to fair value our mortgage servicing assets at September 30, 2017 , along with the valuation techniques, are shown in the following table: September 30, 2017 Valuation Technique Significant Unobservable Input Range (Weighted Average) dollars in millions Residential mortgage servicing assets Discounted cash flow Prepayment speed 7.95 - 32.49% (10.15%) Discount rate 8.50 - 11.00% (8.55%) Servicing cost $76 - $3,335 ($82.19)

Variable Interest Entities (Tab

Variable Interest Entities (Tables)	9 Months Ended
	Sep. 30, 2017
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Variable Interest Entities Information	The table below reflects the size of the private equity funds in which KCC was invested as well as our maximum exposure to loss in connection with these investments at September 30, 2017 . Unconsolidated VIEs in millions Total Assets Total Liabilities Maximum Exposure to Loss September 30, 2017 KCC indirect investments $ 26,713 $ 216 $ 173 December 31, 2016 KCC indirect investments $ 32,755 $ 201 $ 195 The assets and liabilities presented in the table below convey the size of KCDC’s direct and indirect investments at September 30, 2017 , and December 31, 2016 . As these investments represent unconsolidated VIEs, the assets and liabilities of the investments themselves are not recorded on our balance sheet. Unconsolidated VIEs in millions Total Assets Total Liabilities Maximum Exposure to Loss September 30, 2017 LIHTC investments $ 6,049 $ 2,871 $ 1,513 December 31, 2016 LIHTC investments $ 4,814 $ 2,003 $ 1,465

Acquisition, Divestiture, and40

Acquisition, Divestiture, and Discontinued Operations (Tables)	9 Months Ended
	Sep. 30, 2017
Business Combinations [Abstract]
Components of Income (Loss) from Discontinued Operations, Net of Taxes for Education Lending Business	The components of “income (loss) from discontinued operations, net of taxes” for the education lending business are as follows: Three months ended September 30, Nine months ended September 30, in millions 2017 2016 2017 2016 Net interest income $ 6 $ 6 $ 17 $ 20 Provision for credit losses 5 1 8 3 Net interest income after provision for credit losses 1 5 9 17 Noninterest income 1 1 4 4 Noninterest expense 1 4 4 13 Income (loss) before income taxes 1 2 9 8 Income taxes — 1 3 3 Income (loss) from discontinued operations, net of taxes (a) $ 1 $ 1 $ 6 $ 5 (a) Includes after-tax charges of $5 million and $6 million for the three-month periods ended September 30, 2017 , and September 30, 2016 , respectively, and $18 million and $18 million for the nine-month periods ended September 30, 2017 , and September 30, 2016 , respectively, determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations.
Components of Assets of Education Lending Business	The discontinued assets of our education lending business included on the balance sheet are as follows. There were no discontinued liabilities for the periods presented below. in millions September 30, 2017 December 31, 2016 Held-to-maturity securities $ 1 $ 1 Portfolio loans at fair value 2 3 Loans, net of unearned income (a) 1,370 1,562 Less: Allowance for loan and lease losses 18 24 Net loans 1,354 1,541 Accrued income and other assets 26 28 Total assets $ 1,381 $ 1,570 (a) At September 30, 2017 , and December 31, 2016 , unearned income was less than $1 million .
Quantitative Information about Level 3 Fair Value Measurements	The following table shows the significant unobservable inputs used to measure the fair value of the portfolio loans accounted for at fair value as of September 30, 2017 , and December 31, 2016 : September 30, 2017 Fair Value of Level 3 Assets and Liabilities Valuation Technique Significant Unobservable Input Range (Weighted-Average) dollars in millions Portfolio loans accounted for at fair value $ 2 Market approach Indicative bids 84.50-104.00% December 31, 2016 Fair Value of Level 3 Assets and Liabilities Valuation Technique Significant Unobservable Input Range (Weighted-Average) dollars in millions Portfolio loans accounted for at fair value $ 3 Market approach Indicative bids 84.50-104.00%
Principal and Fair Value Amounts for Portfolio Loans at Carrying Value, and Portfolio Loans at Fair Value	The following table shows the principal and fair value amounts for our portfolio loans at carrying value at September 30, 2017 , and December 31, 2016 . Our policies for determining past due loans, placing loans on nonaccrual, applying payments on nonaccrual loans, and resuming accrual of interest are disclosed in Note 1 (“ Summary of Significant Accounting Policies ”) under the heading “Nonperforming Loans” beginning on page 108 of our 2016 Form 10-K. September 30, 2017 December 31, 2016 in millions Principal Fair Value Principal Fair Value Portfolio loans at carrying value Accruing loans past due 90 days or more $ 18 N/A $ 22 N/A Loans placed on nonaccrual status 8 N/A 5 N/A
Portfolio Loans at Fair Value and Related Contractual Amounts	The following table shows the portfolio loans at fair value and their related contractual amounts as of September 30, 2017 , and December 31, 2016 . September 30, 2017 December 31, 2016 in millions Contractual Amount Fair Value Contractual Amount Fair Value ASSETS Portfolio loans $ 2 $ 2 $ 3 $ 3
Change in Fair Values of Level 3 Portfolio Loans Held for Sale, Portfolio Loans, and Consolidated Education Loan Securitization Trusts	The following table shows the change in the fair values of the Level 3 portfolio loans, for the three- and nine-month periods ended September 30, 2017 , and September 30, 2016 . in millions Portfolio Student Loans Balance at December 31, 2016 $ 3 Settlements (1 ) Balance at September 30, 2017 (a) $ 2 Balance at June 30, 2017 $ 2 Settlements — Balance at September 30, 2017 (a) $ 2 Balance at December 31, 2015 $ 4 Settlements (1 ) Balance at September 30, 2016 (a) $ 3 Balance at June 30, 2016 $ 3 Settlements — Balance at September 30, 2016 (a) $ 3 (a) There were no purchases, sales, issuances, gains (losses) recognized in earnings, transfers into Level 3, or transfers out of Level 3 for the three- and nine -month periods ended September 30, 2017 , and September 30, 2016 .
Combined Results of Discontinued Operations	The combined results of the discontinued operations are as follows: Three months ended September 30, Nine months ended September 30, in millions 2017 2016 2017 2016 Net interest income $ 6 $ 6 $ 17 $ 20 Provision for credit losses 5 1 8 3 Net interest income after provision for credit losses 1 5 9 17 Noninterest income 1 1 4 4 Noninterest expense 1 4 4 13 Income (loss) before income taxes 1 2 9 8 Income taxes — 1 3 3 Income (loss) from discontinued operations, net of taxes (a) $ 1 $ 1 $ 6 $ 5 (a) Includes after-tax charges of $5 million and $6 million for the three-month periods ended September 30, 2017 , and September 30, 2016 , respectively, and $18 million and $18 million for the nine-month periods ended September 30, 2017 , and September 30, 2016 , respectively, determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations.
Combined Assets of Discontinued Operations	The combined assets of the discontinued operations are as follows. There were no discontinued liabilities for the periods presented below. in millions September 30, 2017 December 31, 2016 Cash and due from banks $ 15 $ 15 Held-to-maturity securities 1 1 Portfolio loans at fair value 2 3 Loans, net of unearned income (a) 1,370 1,562 Less: Allowance for loan and lease losses 18 24 Net loans 1,354 1,541 Accrued income and other assets 26 28 Total assets $ 1,396 $ 1,585 (a) At September 30, 2017 , and December 31, 2016 , unearned income was less than $1 million .

Securities Financing Activiti41

Securities Financing Activities (Tables)	9 Months Ended
	Sep. 30, 2017
Banking and Thrift [Abstract]
Summarized Securities Financing Agreements	The following table summarizes our securities financing agreements at September 30, 2017 , and December 31, 2016 : September 30, 2017 in millions Gross Amount Presented in Balance Sheet Netting Adjustments (a) Collateral (b) Net Amounts Offsetting of financial assets: Reverse repurchase agreements $ 11 $ (9 ) $ (2 ) — Total $ 11 $ (9 ) $ (2 ) — Offsetting of financial liabilities: Repurchase agreements (c) $ 365 $ (9 ) $ (356 ) — Total $ 365 $ (9 ) $ (356 ) — December 31, 2016 in millions Gross Amount Presented in Balance Sheet Netting Adjustments (a) Collateral (b) Net Amounts Offsetting of financial assets: Reverse repurchase agreements $ 3 $ (3 ) — — Total $ 3 $ (3 ) — — Offsetting of financial liabilities: Repurchase agreements (c) $ 497 $ (3 ) $ (494 ) — Total $ 497 $ (3 ) $ (494 ) — (a) Netting adjustments take into account the impact of master netting agreements that allow us to settle with a single counterparty on a net basis. (b) These adjustments take into account the impact of bilateral collateral agreements that allow us to offset the net positions with the related collateral. The application of collateral cannot reduce the net position below zero. Therefore, excess collateral, if any, is not reflected above. (c) Repurchase agreements are collateralized by federal agency CMOs and U.S. Treasury securities and contracted on an overnight basis. These securities are reported in “securities available for sale” on our balance sheet.

Employee Benefits (Tables)

Employee Benefits (Tables)	9 Months Ended
	Sep. 30, 2017
Retirement Benefits [Abstract]
Net Pension Cost (Benefit) for All Funded and Unfunded Plans	The components of net pension cost (benefit) for all funded and unfunded plans are as follows: Three months ended September 30, Nine months ended September 30, in millions 2017 2016 2017 2016 Interest cost on PBO $ 12 $ 10 $ 36 $ 31 Expected return on plan assets (17 ) (13 ) (51 ) (39 ) Amortization of losses 4 4 12 12 Net pension cost $ (1 ) $ 1 $ (3 ) $ 4
Net Postretirement Benefit Cost for All Funded and Unfunded Plans	The components of net postretirement benefit cost for all funded and unfunded plans are as follows: Three months ended September 30, Nine months ended September 30, in millions 2017 2016 2017 2016 Service Cost — $ 1 — $ 1 Interest cost on APBO $ 1 — $ 1 2 Expected return on plan assets (1 ) — (1 ) (2 ) Amortization of unrecognized prior service credit — (1 ) — (1 ) Net postretirement benefit cost — — — —

Trust Preferred Securities Is43

Trust Preferred Securities Issued by Unconsolidated Subsidiaries (Tables)	9 Months Ended
	Sep. 30, 2017
Banking and Thrift [Abstract]
Summary of Trust Preferred Securities, Common Stock and Related Debentures	The trust preferred securities, common stock, and related debentures are summarized as follows: dollars in millions Trust Preferred Securities, Net of Discount (a) Common Stock Principal Amount of Debentures, Net of Discount (b) Interest Rate of Trust Preferred Securities and Debentures (c) Maturity of Trust Preferred Securities and Debentures September 30, 2017 KeyCorp Capital I $ 155 $ 6 $ 161 2.039 % 2028 KeyCorp Capital II 106 4 110 6.875 2029 KeyCorp Capital III 139 4 143 7.750 2029 HNC Statutory Trust III 18 1 19 2.714 2035 Willow Grove Statutory Trust I 18 1 19 2.630 2036 HNC Statutory Trust IV 16 1 17 2.591 2037 Westbank Capital Trust II 7 — 7 3.515 2034 Westbank Capital Trust III 7 — 7 3.515 2034 Total $ 466 $ 17 $ 483 4.954 % — December 31, 2016 $ 475 $ 17 $ 492 4.845 % — (a) The trust preferred securities must be redeemed when the related debentures mature, or earlier if provided in the governing indenture. Each issue of trust preferred securities carries an interest rate identical to that of the related debenture. Certain trust preferred securities include basis adjustments related to fair value hedges totaling $59 million at September 30, 2017 , and $59 million at December 31, 2016 . See Note 8 (“ Derivatives and Hedging Activities ”) for an explanation of fair value hedges. (b) We have the right to redeem these debentures. If the debentures purchased by KeyCorp Capital I, HNC Statutory Trust III, Willow Grove Statutory Trust I, HNC Statutory Trust IV, Westbank Capital Trust II, or Westbank Capital Trust III are redeemed before they mature, the redemption price will be the principal amount, plus any accrued but unpaid interest. If the debentures purchased by KeyCorp Capital II or KeyCorp Capital III are redeemed before they mature, the redemption price will be the greater of: (i) the principal amount, plus any accrued but unpaid interest, or (ii) the sum of the present values of principal and interest payments discounted at the Treasury Rate (as defined in the applicable indenture), plus 20 basis points for KeyCorp Capital II or 25 basis points for KeyCorp Capital III, or 50 basis points in the case of redemption upon either a tax or a capital treatment event for either KeyCorp Capital II or KeyCorp Capital III, plus any accrued but unpaid interest. The principal amount of certain debentures includes basis adjustments related to fair value hedges totaling $59 million at September 30, 2017 , and $59 million at December 31, 2016 . See Note 8 for an explanation of fair value hedges. The principal amount of debentures, net of discounts, is included in “long-term debt” on the balance sheet. (c) The interest rates for the trust preferred securities issued by KeyCorp Capital II and KeyCorp Capital III are fixed. The trust preferred securities issued by KeyCorp Capital I have a floating interest rate, equal to three-month LIBOR plus 74 basis points, that reprices quarterly. The trust preferred securities issued by HNC Statutory Trust III have a floating interest rate, equal to three-month LIBOR plus 140 basis points, that reprices quarterly. The trust preferred securities issued by Willow Grove Statutory Trust I have a floating interest rate, equal to three-month LIBOR plus 131 basis points, that reprices quarterly. The trust preferred securities issued by HNC Statutory Trust IV have a floating interest rate, equal to three-month LIBOR plus 128 basis points, that reprices quarterly. The trust preferred securities issued by Westbank Capital Trust II and Westbank Capital Trust III each have a floating interest rate, equal to three-month LIBOR plus 219 basis points, that reprices quarterly. The total interest rates are weighted-average rates.

Contingent Liabilities and Gu44

Contingent Liabilities and Guarantees (Tables)	9 Months Ended
	Sep. 30, 2017
Commitments and Contingencies Disclosure [Abstract]
Guarantees	The following table shows the types of guarantees that we had outstanding at September 30, 2017 . Information pertaining to the basis for determining the liabilities recorded in connection with these guarantees is included in Note 1 (“ Summary of Significant Accounting Policies ”) under the heading “Guarantees” beginning on page 115 of our 2016 Form 10-K. September 30, 2017 Maximum Potential Undiscounted Future Payments Liability Recorded in millions Financial guarantees: Standby letters of credit $ 3,046 $ 65 Recourse agreement with FNMA 2,967 6 Residential mortgage reserve 1,325 5 Return guarantee agreement with LIHTC investors 3 3 Written put options (a) 2,044 52 Total $ 9,385 $ 131 (a) The maximum potential undiscounted future payments represent notional amounts of derivatives qualifying as guarantees.

Accumulated Other Comprehensi45

Accumulated Other Comprehensive Income (Tables)	9 Months Ended
	Sep. 30, 2017
Equity [Abstract]
Changes in AOCI	Our changes in AOCI for the three and nine months ended September 30, 2017 , and September 30, 2016 , are as follows: in millions Unrealized gains (losses) on securities available for sale Unrealized gains (losses) on derivative financial instruments Foreign currency translation adjustment Net pension and postretirement benefit costs Total Balance at December 31, 2016 $ (185 ) $ (14 ) $ (3 ) $ (339 ) $ (541 ) Other comprehensive income before reclassification, net of income taxes 40 (16 ) 14 — 38 Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (11 ) — 8 (3 ) Net current-period other comprehensive income, net of income taxes 40 (27 ) 14 8 35 Balance at September 30, 2017 $ (145 ) $ (41 ) $ 11 $ (331 ) $ (506 ) Balance at June 30, 2017 $ (145 ) $ (31 ) $ 4 $ (334 ) $ (506 ) Other comprehensive income before reclassification, net of income taxes — (10 ) 7 — (3 ) Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — — — 3 3 Net current-period other comprehensive income, net of income taxes — (10 ) 7 3 — Balance at September 30, 2017 $ (145 ) $ (41 ) $ 11 $ (331 ) $ (506 ) Balance at December 31, 2015 $ (58 ) $ 20 $ (2 ) $ (365 ) $ (405 ) Other comprehensive income before reclassification, net of income taxes 159 93 5 (1 ) 256 Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (40 ) — 7 (33 ) Net current-period other comprehensive income, net of income taxes 159 53 5 6 223 Balance at September 30, 2016 $ 101 $ 73 $ 3 $ (359 ) $ (182 ) Balance at June 30, 2016 129 $ 114 $ 5 $ (362 ) $ (114 ) Other comprehensive income before reclassification, net of income taxes (28 ) (28 ) (2 ) 1 (57 ) Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (13 ) — 2 (11 ) Net current-period other comprehensive income, net of income taxes (28 ) (41 ) (2 ) 3 (68 ) Balance at September 30, 2016 $ 101 $ 73 $ 3 $ (359 ) $ (182 ) (a) See table below for details about these reclassifications .
Reclassifications Out of AOCI	Our reclassifications out of AOCI for the three and nine months ended September 30, 2017 , and September 30, 2016 , are as follows: Nine months ended September 30, 2017 Amount Reclassified from Accumulated Other Comprehensive Income Affected Line Item in the Statement Where Net Income is Presented in millions Unrealized gains (losses) on derivative financial instruments Interest rate $ 21 Interest income — Loans Interest rate (3 ) Interest expense — Long-term debt 18 Income (loss) from continuing operations before income taxes 7 Income taxes $ 11 Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (12 ) Personnel expense (12 ) Income (loss) from continuing operations before income taxes (4 ) Income taxes $ (8 ) Income (loss) from continuing operations Three months ended September 30, 2017 Amount Reclassified from Accumulated Other Comprehensive Income Affected Line Item in the Statement Where Net Income is Presented in millions Unrealized gains (losses) on derivative financial instruments Interest rate $ 1 Interest income — Loans Interest rate (1 ) Interest expense — Long-term debt — Income (loss) from continuing operations before income taxes — Income taxes $ — Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (4 ) Personnel expense (4 ) Income (loss) from continuing operations before income taxes (1 ) Income taxes $ (3 ) Income (loss) from continuing operations Nine months ended September 30, 2016 Amount Reclassified from Accumulated Other Comprehensive Income Affected Line Item in the Statement Where Net Income is Presented in millions Unrealized gains (losses) on derivative financial instruments Interest rate $ 67 Interest income — Loans Interest rate (3 ) Interest expense — Long-term debt 64 Income (loss) from continuing operations before income taxes 24 Income taxes $ 40 Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (12 ) Personnel expense Amortization of prior service credit 1 Personnel expense (11 ) Income (loss) from continuing operations before income taxes (4 ) Income taxes $ (7 ) Income (loss) from continuing operations Three months ended September 30, 2016 Amount Reclassified from Accumulated Other Comprehensive Income Affected Line Item in the Statement Where Net Income is Presented in millions Unrealized gains (losses) on derivative financial instruments Interest rate $ 22 Interest income — Loans Interest rate (1 ) Interest expense — Long term debt 21 Income (loss) from continuing operations before income taxes 8 Income taxes $ 13 Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (4 ) Personnel expense Settlement loss 1 Personnel expense (3 ) Income (loss) from continuing operations before income taxes (1 ) Income taxes $ (2 ) Income (loss) from continuing operations

Line of Business Results (Table

Line of Business Results (Tables)	9 Months Ended
	Sep. 30, 2017
Segment Reporting [Abstract]
Financial Information of Business Groups	The table on the following pages shows selected financial data for our major business segments for the three- and nine- month periods ended September 30, 2017 , and September 30, 2016 . Three months ended September 30, Key Community Bank Key Corporate Bank dollars in millions 2017 2016 2017 2016 SUMMARY OF OPERATIONS Net interest income (TE) $ 670 $ 533 $ 291 $ 278 Noninterest income 289 250 269 278 Total revenue (TE) (a) 959 783 560 556 Provision for credit losses 59 39 (11 ) 23 Depreciation and amortization expense 30 17 25 15 Other noninterest expense 613 573 278 295 Income (loss) from continuing operations before income taxes (TE) 257 154 268 223 Allocated income taxes and TE adjustments 96 57 78 63 Income (loss) from continuing operations 161 97 190 160 Income (loss) from discontinued operations, net of taxes — — — — Net income (loss) 161 97 190 160 Less: Net income (loss) attributable to noncontrolling interests — — — — Net income (loss) attributable to Key $ 161 $ 97 $ 190 $ 160 AVERAGE BALANCES (b) Loans and leases $ 47,595 $ 41,548 $ 38,040 $ 34,561 Total assets (a) 51,708 44,218 45,276 40,584 Deposits 79,563 69,397 21,559 22,708 OTHER FINANCIAL DATA Net loan charge-offs (b) $ 41 $ 31 $ (9 ) $ 12 Return on average allocated equity (b) 13.27 % 10.84 % 26.92 % 26.89 % Return on average allocated equity 13.27 10.84 26.92 26.89 Average full-time equivalent employees (c) 11,032 9,805 2,460 2,330 Nine months ended September 30, Key Community Bank Key Corporate Bank dollars in millions 2017 2016 2017 2016 SUMMARY OF OPERATIONS Net interest income (TE) $ 1,973 $ 1,324 $ 907 $ 716 Noninterest income 901 652 827 716 Total revenue (TE) (a) 2,874 1,976 1,734 1,432 Provision for credit losses 152 92 26 110 Depreciation and amortization expense 86 42 68 41 Other noninterest expense 1,835 1,429 836 764 Income (loss) from continuing operations before income taxes (TE) 801 413 804 517 Allocated income taxes and TE adjustments 298 154 212 114 Income (loss) from continuing operations 503 259 592 403 Income (loss) from discontinued operations, net of taxes — — — — Net income (loss) 503 259 592 403 Less: Net income (loss) attributable to noncontrolling interests — — (1 ) (1 ) Net income (loss) attributable to Key $ 503 $ 259 $ 593 $ 404 AVERAGE BALANCES (b) Loans and leases $ 47,376 $ 34,450 $ 37,823 $ 30,312 Total assets (a) 51,421 36,707 44,526 35,984 Deposits 79,438 58,704 21,237 19,980 OTHER FINANCIAL DATA Net loan charge-offs (b) $ 131 $ 72 $ 24 $ 57 Return on average allocated equity (b) 14.13 % 11.55 % 27.69 % 24.87 % Return on average allocated equity 14.13 11.55 27.69 24.87 Average full-time equivalent employees (c) 10,912 8,177 2,403 2,199 (a) Substantially all revenue generated by our major business segments is derived from clients that reside in the United States. Substantially all long-lived assets, including premises and equipment, capitalized software, and goodwill held by our major business segments, are located in the United States. (b) From continuing operations. (c) The number of average full-time equivalent employees was not adjusted for discontinued operations. Other Segments Total Segments Reconciling Items Key 2017 2016 2017 2016 2017 2016 2017 2016 $ (7 ) $ (13 ) $ 954 $ 798 $ 8 $ (10 ) $ 962 $ 788 37 29 595 557 (3 ) (8 ) 592 549 30 16 1,549 1,355 5 (18 ) 1,554 1,337 2 (3 ) 50 59 1 — 51 59 1 1 56 33 41 44 97 77 10 8 901 876 (6 ) 129 895 1,005 17 10 542 387 (31 ) (191 ) 511 196 (5 ) (6 ) 169 114 (21 ) (90 ) 148 24 22 16 373 273 (10 ) (101 ) 363 172 — — — — 1 1 1 1 22 16 373 273 (9 ) (100 ) 364 173 (1 ) — (1 ) — 1 1 — 1 $ 23 $ 16 $ 374 $ 273 $ (10 ) $ (101 ) $ 364 $ 172 $ 1,175 $ 1,442 $ 86,810 $ 77,551 $ 4 $ 146 $ 86,814 $ 77,697 36,810 31,328 133,794 116,130 562 7,339 134,356 123,469 2,010 1,064 103,132 93,169 (27 ) 1,749 103,105 94,918 — — $ 32 $ 43 — $ 1 $ 32 $ 44 65.65 % 38.34 % 19.14 % 17.82 % (.58 )% (5.44 )% 9.45 % 5.02 % 65.65 38.34 19.14 17.82 (.53 ) (5.39 ) 9.48 5.05 2 4 13,494 12,139 5,054 4,940 18,548 17,079 Other Segments Total Segments Reconciling Items Key 2017 2016 2017 2016 2017 2016 2017 2016 $ (15 ) $ (33 ) $ 2,865 $ 2,007 $ 13 $ (2 ) $ 2,878 $ 2,005 109 101 1,837 1,469 (15 ) (16 ) 1,822 1,453 94 68 4,702 3,476 (2 ) (18 ) 4,700 3,458 2 (2 ) 180 200 — — 180 200 2 4 156 87 127 116 283 203 30 25 2,701 2,218 16 115 2,717 2,333 60 41 1,665 971 (145 ) (249 ) 1,520 722 (13 ) (15 ) 497 253 (72 ) (88 ) 425 165 73 56 1,168 718 (73 ) (161 ) 1,095 557 — — — — 6 5 6 5 73 56 1,168 718 (67 ) (156 ) 1,101 562 1 1 — — 1 — 1 — $ 72 $ 55 $ 1,168 $ 718 $ (68 ) $ (156 ) $ 1,100 $ 562 $ 1,263 $ 1,521 $ 86,462 $ 66,283 $ 23 $ 92 $ 86,485 $ 66,375 36,489 29,732 132,436 102,423 766 2,764 133,202 105,187 2,030 931 102,705 79,615 (46 ) 579 102,659 80,194 $ 1 $ 5 $ 156 $ 134 $ 1 (1 ) $ 157 $ 133 65.93 % 42.71 % 20.10 % 17.97 % (1.33 )% (3.28 )% 9.62 % 6.26 % 65.93 42.71 20.10 17.97 (1.22 ) (3.18 ) 9.67 6.31 2 6 13,317 10,382 5,110 4,260 18,427 14,642

Basis of Presentation and Acc47

Basis of Presentation and Accounting Policies - Narrative (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Excess tax benefits recognized pertaining to share-based payment arrangements	$ 26
Minimum future rental payments under noncancelable operating leases		$ 968

Business Combination - Narrativ

Business Combination - Narrative (Details)	Aug. 01, 2016USD ($)Branch$ / sharesshares	Sep. 30, 2017USD ($)	Dec. 31, 2016USD ($)	Jul. 29, 2016$ / shares
Business Acquisition [Line Items]
Goodwill acquired			$ 1,386,000,000
First Niagara Bank, N.A. [Member]
Business Acquisition [Line Items]
Total consideration paid	$ 3,992,000,000
Number of branches acquired | Branch	390
Intangible assets acquired	$ 385,000,000
Goodwill acquired	1,404,000,000
Merger and acquisition integration costs		$ 1,000,000
Key Community Bank [Member]
Business Acquisition [Line Items]
Goodwill acquired			1,109,000,000
Key Community Bank [Member] | First Niagara Bank, N.A. [Member]
Business Acquisition [Line Items]
Goodwill acquired	1,100,000,000
Key Corporate Bank [Member]
Business Acquisition [Line Items]
Goodwill acquired			$ 277,000,000
Key Corporate Bank [Member] | First Niagara Bank, N.A. [Member]
Business Acquisition [Line Items]
Goodwill acquired	$ 280,000,000
Core Deposits [Member] | First Niagara Bank, N.A. [Member]
Business Acquisition [Line Items]
Intangible assets acquired		$ 356,000,000
Weighted average useful life		10 years
Commercial Credit Card [Member] | First Niagara Bank, N.A. [Member]
Business Acquisition [Line Items]
Weighted average useful life		6 years
Consumer Credit Card [Member] | First Niagara Bank, N.A. [Member]
Business Acquisition [Line Items]
Weighted average useful life		9 years
Common Stock [Member] | First Niagara Bank, N.A. [Member]
Business Acquisition [Line Items]
Shares available for issuance upon conversion of acquiree stock | shares	0.680
Cash paid upon conversion of acquiree stock	$ 2.30
Shares received by acquiree, per share | $ / shares	$ 10.26
Closing price of acquiree stock, per share | $ / shares				$ 11.70
Number of shares received by acquiree | shares	240,000,000
Fair value of acquiree options to purchase common stock	$ 26,000,000

Business Combination - Schedule

Business Combination - Schedule of Purchase Price Calculation and Identifiable Assets Purchased and Liabilities Assumed (Details) - USD ($) $ in Millions	Aug. 01, 2016	Jun. 30, 2017	Sep. 30, 2017	Dec. 31, 2016
LIABILITIES
Goodwill				$ 1,386
First Niagara Bank, N.A. [Member]
Consideration paid:
KeyCorp common stock issued	$ 2,831
Cash payments to First Niagara stockholders	811
Exchange of First Niagara preferred stock for KeyCorp preferred stock	350
Total consideration paid	3,992
ASSETS
Cash and due from banks and short-term investments	620
Investment securities	9,012
Other investments	297
Loans	23,590	$ 23,590
Premises and equipment	245
Other intangible assets	385
Accrued income and other assets	1,467
Total assets	35,616
LIABILITIES
Deposits	28,994
Bank notes and other short-term borrowings	2,698
Accrued expense and other liabilities	490
Long-term debt	846
Total liabilities	33,028
Net identifiable assets acquired	2,588
Goodwill	$ 1,404
Increase (decrease) in in fair value of loans acquired		(55)
Tax adjustment on previous fair value measurement		1,467
Increase (decrease) in tax adjustment on previous fair value measurement		18
Unfunded lending-related commitments		65
Increase (decrease) in unfunded lending-related commitments		(2)
Deferred compensation		41
Increase (decrease) deferred compensation		2
Scenario, Previously Reported [Member] | First Niagara Bank, N.A. [Member]
ASSETS
Loans		23,645
LIABILITIES
Tax adjustment on previous fair value measurement		1,449
Unfunded lending-related commitments		67
Deferred compensation		$ 39
Interest Income [Member] | First Niagara Bank, N.A. [Member]
LIABILITIES
Increase (decrease) in in fair value of loans acquired			$ 42
Provision for Credit Losses [Member] | First Niagara Bank, N.A. [Member]
LIABILITIES
Increase (decrease) in in fair value of loans acquired			1
Other Noninterest Income [Member] | First Niagara Bank, N.A. [Member]
LIABILITIES
Increase (decrease) in in fair value of loans acquired			(3)
Increase (decrease) in unfunded lending-related commitments			$ (4)

Business Combination - Schedu50

Business Combination - Schedule of Changes in Goodwill by Reporting Unit (Details) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2017	Dec. 31, 2016
Goodwill [Roll Forward]
Goodwill, beginning balance	$ 2,446	$ 1,060
Acquisition of First Niagara		1,386
Tax adjustment on previous fair value measurements	(19)
Loan adjustment on previous fair value measurements	37
Goodwill, ending balance	2,464	2,446
Key Community Bank [Member]
Goodwill [Roll Forward]
Goodwill, beginning balance	2,088	979
Acquisition of First Niagara		1,109
Tax adjustment on previous fair value measurements	(15)
Loan adjustment on previous fair value measurements	30
Goodwill, ending balance	2,103	2,088
Key Corporate Bank [Member]
Goodwill [Roll Forward]
Goodwill, beginning balance	358	81
Acquisition of First Niagara		277
Tax adjustment on previous fair value measurements	(4)
Loan adjustment on previous fair value measurements	7
Goodwill, ending balance	$ 361	$ 358

Business Combination - Schedu51

Business Combination - Schedule of Operations Included in Consolidated Statement of Income and Unaudited Pro Forma Information (Details) - First Niagara Bank, N.A. [Member] $ in Millions	9 Months Ended
	Sep. 30, 2016USD ($)
Business Acquisition, Pro Forma Information [Abstract]
Net interest income (TE)	$ 2,674
Noninterest income	1,625
Net income (loss) attributable to common shareholders	$ 849

Earnings Per Common Share - Bas

Earnings Per Common Share - Basic and Diluted Earnings Per Common Share (Detail) - USD ($) $ / shares in Units, shares in Thousands, $ in Millions		3 Months Ended		9 Months Ended
		Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
EARNINGS
Income (loss) from continuing operations		$ 363	$ 172	$ 1,095	$ 557
Less: Net income (loss) attributable to noncontrolling interests		0	1	1	0
Income (loss) from continuing operations attributable to Key		363	171	1,094	557
Less: Dividends on Preferred Stock		14	6	56	17
Income (loss) from continuing operations attributable to Key common shareholders		349	165	1,038	540
Income (loss) from discontinued operations, net of taxes		1	1	6	5
Net income (loss) attributable to Key common shareholders		$ 350	$ 166	$ 1,044	$ 545
WEIGHTED-AVERAGE COMMON SHARES
Weighted-average common shares outstanding (in shares)		1,073,390	982,080	1,075,296	880,824
Effect of convertible preferred stock (in shares)		0	0	0	0
Effect of common share options and other stock awards (in shares)		15,451	12,580	16,359	8,965
Weighted-average common shares and potential common shares outstanding (in shares)	[1]	1,088,841	994,660	1,091,655	889,789
EARNINGS PER COMMON SHARE
Income (loss) from continuing operations attributable to Key common shareholders (in usd per share)		$ 0.32	$ 0.17	$ 0.96	$ 0.61
Income (loss) from discontinued operations, net of taxes (in usd per share)		0	0	0.01	0.01
Net income (loss) attributable to Key common shareholders (in usd per share)	[2]	0.32	0.17	0.97	0.62
Income (loss) from continuing operations attributable to Key common shareholders - assuming dilution (in usd per share)		0.32	0.16	0.95	0.60
Income (loss) from discontinued operations, net of taxes (in usd per share)		0	0	0.01	0.01
Net income (loss) attributable to Key common shareholders (in usd per share)	[2]	$ 0.32	$ 0.17	$ 0.96	$ 0.61
[1]	Assumes conversion of common share options and other stock awards and/or convertible preferred stock, as applicable.
[2]	EPS may not foot due to rounding.

Loans and Loans Held for Sale -

Loans and Loans Held for Sale - Loans by Category (Detail) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2017	Dec. 31, 2016	Sep. 30, 2016
Residential — prime loans:
Total loans	$ 86,492	$ 86,038	$ 85,528
Commercial lease financing includes receivables held as collateral for secured borrowing	31	68
Purchased loans	16,700	21,000
Loans	85,612	85,180
Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial and industrial	41,147	39,768
Commercial real estate:
Commercial mortgage	14,929	15,111
Construction	1,954	2,345
Total commercial real estate loans	16,883	17,456
Commercial lease financing	4,716	4,685
Total commercial/consumer loans	62,746	61,909
Consumer Portfolio Segment [Member]
Commercial real estate:
Total commercial/consumer loans	23,746	24,129
Residential — prime loans:
Real estate — residential mortgage	5,476	5,547
Home equity loans	12,238	12,674
Total residential — prime loans	17,714	18,221
Consumer direct loans	1,789	1,788
Credit cards	1,045	1,111
Consumer indirect loans	3,198	3,009
Total loans		24,129
Commercial Credit Card [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial and industrial	118	116
PCI Loans [Member]
Residential — prime loans:
Purchased loans	783	865
Discontinued Operations [Member]
Residential — prime loans:
Total loans	1,370	1,562
Education Lending [Member] | Discontinued Operations [Member]
Residential — prime loans:
Total loans	1,370	1,562
Loans	$ 1,400	$ 1,600

Loans and Loans Held for Sale54

Loans and Loans Held for Sale - Loans Held for Sale (Detail) - USD ($) $ in Millions	Sep. 30, 2017		Jun. 30, 2017	Mar. 31, 2017	Dec. 31, 2016		Sep. 30, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial and industrial	$ 34				$ 19
Real estate — construction	0				1
Commercial lease financing	1				0
Total loans held for sale	1,341	[1]	$ 1,743	$ 1,384	1,104	[1]	$ 1,137
Commercial Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real estate	1,246				1,022
Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real estate	60		$ 63		62
Total loans held for sale	$ 60				$ 62
[1]	Total loans held for sale include real estate — residential mortgage loans held for sale at fair value of $60 million at September 30, 2017, and $62 million at December 31, 2016.

Loans and Loans Held for Sale55

Loans and Loans Held for Sale - Summary of Changes in Loans Held for Sale (Detail) - USD ($) $ in Millions	3 Months Ended
	Sep. 30, 2017		Jun. 30, 2017	Dec. 31, 2016
Loans Receivable Held-for-sale, Net, Reconciliation to Cash Flow [Roll Forward]
Balance at beginning of the period	$ 1,743		$ 1,384	$ 1,137
New originations	2,855		2,876	2,846
Transfers from (to) held to maturity, net	(63)		(7)	11
Loan sales	(3,191)		(2,507)	(2,889)
Loan draws (payments), net	(3)		(3)	(1)
Balance at end of period	1,341	[1]	1,743	1,104	[1]
Residential Mortgage [Member]
Loans Receivable Held-for-sale, Net, Reconciliation to Cash Flow [Roll Forward]
Balance at end of period	60			62
Loans held for sale	$ 60		$ 63	$ 62
[1]	Total loans held for sale include real estate — residential mortgage loans held for sale at fair value of $60 million at September 30, 2017, and $62 million at December 31, 2016.

Asset Quality - Nonperforming A

Asset Quality - Nonperforming Assets and Past Due Loans (Detail) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total nonperforming loans	$ 517	$ 625
OREO	39	51
Other nonperforming assets	0	0
Total nonperforming assets	556	676
Nonperforming assets from discontinued operations-education lending	8	5
TDRs included in nonperforming loans	187	141
TDRs with an allocated specific allowance	67	59
Specifically allocated allowance for restructured loans	19	27
Accruing loans past due 90 days or more	86	87
Accruing loans past due 30 through 89 days	329	404
Purchased credit impaired loans	783	865
Restructured loans	24	22
Foreclosed Residential Real Estate [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Carrying value of foreclosed residential real estate	$ 29	$ 29

Asset Quality - PCI and Non-Imp

Asset Quality - PCI and Non-Impaired Loans Receivable (Details) - First Niagara Bank, N.A. [Member] - PCI [Member] $ in Millions	Aug. 01, 2016USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Contractual required payments receivable	$ 1,434
Nonaccretable difference	173
Expected cash flows	1,261
Accretable yield	172
Fair value	$ 1,089

Asset Quality - Additional Info

Asset Quality - Additional Information (Detail) $ in Millions	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2017USD ($)SecurityLoan	Sep. 30, 2016USD ($)SecurityLoan	Sep. 30, 2017USD ($)SecurityLoan	Sep. 30, 2016USD ($)SecurityLoan	Dec. 31, 2016USD ($)	Sep. 09, 2016Branch	Aug. 01, 2016USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of branches sold | Branch						18
Percentage of carrying amount of our commercial nonperforming loans outstanding	79.00%		79.00%
Percentage of nonperforming loans outstanding face value	83.00%		83.00%
Percentage of loans held for sale and other nonperforming assets	83.00%		83.00%
Number of largest nonperforming loans | SecurityLoan	20		20
Aggregate carrying amount of largest nonperforming loans	$ 154		$ 154
Percentage of total loans on nonperforming status	30.00%		30.00%
Net reduction to interest income	$ 6	$ 7	$ 18	$ 19
Total restructured loans	315		315		$ 280
Addition in restructured loans	20		134		107
Restructured loans partially in payments and charge-offs	38		99		107
Financial receivable, modifications, subsequent default, recorded investment	1	1	3
Commitments outstanding to lend additional funds to borrowers	12		12		14
Minimum outstanding impaired commercial loans	2.5		$ 2.5
Number of days to designate commercial loans will be charged off in full or charged down to the fair value of the underlying collateral payment due period			180 days
Number of days to designate the charge-off policy for consumer loans taking effect, payment due period			120 days
Number of days to designate home equity and residential mortgage loans to get charged down to net realizable value payment due period			180 days
Number of days to designate the charge-off policy for credit card loans taking effect, payment due period			180 days
Provision (credit) for loan and lease losses	$ 47	$ 56	$ 186	$ 205
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of loans | SecurityLoan	0	0	0	0
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of loans | SecurityLoan	45	23	100	153
Financial receivable, modifications, subsequent default, recorded investment				$ 7
Real Estate - Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financial receivable, modifications, subsequent default, recorded investment			$ 140		141
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Interest income recognized on outstanding balances	$ 3	$ 2	9	8
Continuing Operations [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Provision (credit) for loan and lease losses	42	55	178	202
Continuing Operations [Member] | Purchase Credit Impaired Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Provision (credit) for loan and lease losses	1	1	4	1	$ 11
Continuing Operations [Member] | Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Provision (credit) for loan and lease losses	11	35	108	142
Continuing Operations [Member] | Consumer Portfolio Segment [Member] | Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Provision (credit) for loan and lease losses	31	20	70	60
Continuing Operations [Member] | Consumer Portfolio Segment [Member] | Real Estate - Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Provision (credit) for loan and lease losses	$ (2)	$ (3)	$ (11)	$ (2)
Purchase Credit Impaired Loans [Member] | First Niagara Bank, N.A. [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Contractually required payments receivable							$ 22,500
Fair value of acquired receivables							22,000
Estimated cash flows not expected to be collected							$ 500

Asset Quality - Changes in Outs

Asset Quality - Changes in Outstanding Unpaid Principal Balance, Carrying Amount, and Accretable Yield for PCI Loans (Details) - USD ($) $ in Millions	3 Months Ended	9 Months Ended	12 Months Ended
	Sep. 30, 2017	Sep. 30, 2017	Dec. 31, 2016	Jun. 30, 2017	Dec. 31, 2015
Accretable Yield
Outstanding Unpaid Principal Balance	$ 783	$ 783	$ 865
PCI Loans [Member]
Accretable Yield
Balance at beginning of period	137	197	5
Additions	0	(33)	205
Accretion	(12)	(32)	(29)
Net reclassifications from nonaccretable to accretable	30	19	35
Payments received, net	(5)	(1)	(19)
Disposals	0	0	0
Balance at end of period	150	150	197
Carrying Amount	783	783	865	$ 812	$ 11
Outstanding Unpaid Principal Balance	$ 854	$ 854	$ 1,002	$ 930	$ 17

Asset Quality - Breakdown of In

Asset Quality - Breakdown of Individually Impaired Loans (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	$ 206		$ 206		$ 306
With related allowance recorded, Recorded Investment	170		170		195
Recorded Investment	376		376		501
With no related allowance recorded, Unpaid Principal Balance	234		234		386
With related allowance recorded, Unpaid Principal Balance	180		180		207
Unpaid Principal Balance	414		414		593
Specific Allowance	23		23		38
Average Recorded Investment	382	$ 564	438	$ 432
Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	136		136		224
With related allowance recorded, Recorded Investment	33		33		66
With no related allowance recorded, Unpaid Principal Balance	165		165		304
With related allowance recorded, Unpaid Principal Balance	43		43		77
Specific Allowance	7		7		17
Average Recorded Investment	176	343	229	211
Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	70		70		82
With related allowance recorded, Recorded Investment	137		137		129
With no related allowance recorded, Unpaid Principal Balance	69		69		82
With related allowance recorded, Unpaid Principal Balance	137		137		130
Specific Allowance	16		16		21
Average Recorded Investment	206	221	209	221
Commercial and Industrial [Member] | Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	124		124		222
With related allowance recorded, Recorded Investment	33		33		62
With no related allowance recorded, Unpaid Principal Balance	148		148		301
With related allowance recorded, Unpaid Principal Balance	43		43		73
Specific Allowance	7		7		17
Average Recorded Investment	162	319	221	193
Commercial Real Estate: Commercial Mortgage [Member] | Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	12		12		2
With related allowance recorded, Recorded Investment	0		0		4
With no related allowance recorded, Unpaid Principal Balance	17		17		3
With related allowance recorded, Unpaid Principal Balance	0		0		4
Specific Allowance	0		0		0
Average Recorded Investment	14	7	8	9
Commercial Real Estate: Construction [Member] | Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	0	17	0	9
Commercial Real Estate Loans [Member] | Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	12		12		2
With related allowance recorded, Recorded Investment	0		0		4
With no related allowance recorded, Unpaid Principal Balance	17		17		3
With related allowance recorded, Unpaid Principal Balance	0		0		4
Specific Allowance	0		0		0
Average Recorded Investment	14	24	8	18
Real Estate - Residential Mortgage [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	18		18		20
With related allowance recorded, Recorded Investment	32		32		31
With no related allowance recorded, Unpaid Principal Balance	18		18		20
With related allowance recorded, Unpaid Principal Balance	32		32		31
Specific Allowance	5		5		2
Average Recorded Investment	49	53	50	54
Home Equity Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	50		50		61
With related allowance recorded, Recorded Investment	67		67		64
With no related allowance recorded, Unpaid Principal Balance	49		49		61
With related allowance recorded, Unpaid Principal Balance	67		67		64
Specific Allowance	7		7		18
Average Recorded Investment	118	129	121	126
Consumer Indirect Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	2		2		1
With related allowance recorded, Recorded Investment	31		31		29
With no related allowance recorded, Unpaid Principal Balance	2		2		1
With related allowance recorded, Unpaid Principal Balance	31		31		29
Specific Allowance	4		4		1
Average Recorded Investment	33	33	32	35
Consumer Direct Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
With related allowance recorded, Recorded Investment	4		4		2
With related allowance recorded, Unpaid Principal Balance	4		4		3
Specific Allowance	0		0		0
Average Recorded Investment	4	3	3	3
Credit Cards [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
With related allowance recorded, Recorded Investment	3		3		3
With related allowance recorded, Unpaid Principal Balance	3		3		3
Specific Allowance	0		0		$ 0
Average Recorded Investment	$ 2	$ 3	$ 3	$ 3

Asset Quality - Breakdown of No

Asset Quality - Breakdown of Nonperforming TDRs by Loans Category (Detail) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2017USD ($)SecurityLoan	Dec. 31, 2016USD ($)SecurityLoan
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	5,057
Pre-modification Outstanding Recorded Investment	$ 396
Post-modification Outstanding Recorded Investment	$ 315
Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		1,980
Pre-modification Outstanding Recorded Investment		$ 193
Post-modification Outstanding Recorded Investment		$ 141
Commercial Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		25
Pre-modification Outstanding Recorded Investment		$ 93
Post-modification Outstanding Recorded Investment		$ 51
Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		1,955
Pre-modification Outstanding Recorded Investment		$ 100
Post-modification Outstanding Recorded Investment		$ 90
Nonperforming [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,505
Pre-modification Outstanding Recorded Investment	$ 225
Post-modification Outstanding Recorded Investment	$ 187
Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,552
Pre-modification Outstanding Recorded Investment	$ 171
Post-modification Outstanding Recorded Investment	$ 128
Prior-Year Accruing [Member] | Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		35
Pre-modification Outstanding Recorded Investment		$ 2
Post-modification Outstanding Recorded Investment		$ 2
Commercial and Industrial [Member] | Commercial Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		18
Pre-modification Outstanding Recorded Investment		$ 91
Post-modification Outstanding Recorded Investment		$ 50
Commercial and Industrial [Member] | Nonperforming [Member] | Commercial Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	20
Pre-modification Outstanding Recorded Investment	$ 105
Post-modification Outstanding Recorded Investment	$ 83
Commercial and Industrial [Member] | Prior-Year Accruing [Member] | Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	5	5
Pre-modification Outstanding Recorded Investment	$ 30	$ 30
Post-modification Outstanding Recorded Investment	$ 13	$ 16
Commercial Loans [Member] | Nonperforming [Member] | Commercial Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	28
Pre-modification Outstanding Recorded Investment	$ 122
Post-modification Outstanding Recorded Investment	$ 95
Commercial Loans [Member] | Prior-Year Accruing [Member] | Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	5	5
Pre-modification Outstanding Recorded Investment	$ 30	$ 30
Post-modification Outstanding Recorded Investment	$ 13	$ 16
Commercial Real Estate: Commercial Mortgage [Member] | Commercial Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		7
Pre-modification Outstanding Recorded Investment		$ 2
Post-modification Outstanding Recorded Investment		$ 1
Commercial Real Estate: Commercial Mortgage [Member] | Nonperforming [Member] | Commercial Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	8
Pre-modification Outstanding Recorded Investment	$ 17
Post-modification Outstanding Recorded Investment	$ 12
Commercial Real Estate: Commercial Mortgage [Member] | Prior-Year Accruing [Member] | Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		477
Pre-modification Outstanding Recorded Investment		$ 35
Post-modification Outstanding Recorded Investment		$ 35
Commercial Real Estate Loans [Member] | Commercial Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		7
Pre-modification Outstanding Recorded Investment		$ 2
Post-modification Outstanding Recorded Investment		$ 1
Commercial Real Estate Loans [Member] | Nonperforming [Member] | Commercial Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	8
Pre-modification Outstanding Recorded Investment	$ 17
Post-modification Outstanding Recorded Investment	$ 12
Commercial Real Estate Loans [Member] | Prior-Year Accruing [Member] | Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		1,231
Pre-modification Outstanding Recorded Investment		$ 70
Post-modification Outstanding Recorded Investment		$ 57
Real Estate - Residential Mortgage [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		264
Pre-modification Outstanding Recorded Investment		$ 16
Post-modification Outstanding Recorded Investment		$ 16
Real Estate - Residential Mortgage [Member] | Nonperforming [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	303
Pre-modification Outstanding Recorded Investment	$ 18
Post-modification Outstanding Recorded Investment	$ 18
Real Estate - Residential Mortgage [Member] | Prior-Year Accruing [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	499	410
Pre-modification Outstanding Recorded Investment	$ 32	$ 3
Post-modification Outstanding Recorded Investment	$ 32	$ 1
Home Equity Loans [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	1,145	1,199
Pre-modification Outstanding Recorded Investment	$ 69	$ 77
Post-modification Outstanding Recorded Investment	$ 61	$ 69
Home Equity Loans [Member] | Prior-Year Accruing [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	1,223	377
Pre-modification Outstanding Recorded Investment	$ 72	$ 56
Post-modification Outstanding Recorded Investment	$ 57	$ 28
Consumer Direct Loans [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		32
Pre-modification Outstanding Recorded Investment		$ 1
Post-modification Outstanding Recorded Investment		$ 0
Consumer Direct Loans [Member] | Nonperforming [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	55
Pre-modification Outstanding Recorded Investment	$ 1
Post-modification Outstanding Recorded Investment	$ 1
Consumer Direct Loans [Member] | Prior-Year Accruing [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	24	2,530
Pre-modification Outstanding Recorded Investment	$ 1	$ 166
Post-modification Outstanding Recorded Investment	$ 1	$ 123
Consumer Credit Card [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		336
Pre-modification Outstanding Recorded Investment		$ 2
Post-modification Outstanding Recorded Investment		$ 2
Consumer Credit Card [Member] | Nonperforming [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	250
Pre-modification Outstanding Recorded Investment	$ 1
Post-modification Outstanding Recorded Investment	$ 1
Consumer Credit Card [Member] | Prior-Year Accruing [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	480	2,535
Pre-modification Outstanding Recorded Investment	$ 3	$ 196
Post-modification Outstanding Recorded Investment	$ 2	$ 139
Consumer Indirect Loans [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	724	124
Pre-modification Outstanding Recorded Investment	$ 14	$ 4
Post-modification Outstanding Recorded Investment	$ 11	$ 3
Consumer Indirect Loans [Member] | Prior-Year Accruing [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	321	4,515
Pre-modification Outstanding Recorded Investment	$ 33	$ 389
Post-modification Outstanding Recorded Investment	$ 23	$ 280
Consumer Portfolio Segment [Member] | Nonperforming [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,477
Pre-modification Outstanding Recorded Investment	$ 103
Post-modification Outstanding Recorded Investment	$ 92
Consumer Portfolio Segment [Member] | Prior-Year Accruing [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,547
Pre-modification Outstanding Recorded Investment	$ 141
Post-modification Outstanding Recorded Investment	$ 115

Asset Quality - Post-Modificati

Asset Quality - Post-Modification Outstanding Recorded Investment by Concession Type for Our Commercial Accruing and Nonaccruing TDRs (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Financing Receivable, Modifications [Line Items]
Total commercial and consumer TDRs	$ 18	$ 40	$ 117	$ 78
Total loans	86,492	85,528	86,492	85,528	$ 86,038
Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Interest rate reduction	7	10
Forgiveness of principal	0	0
Other	0	23
Total	7	33
Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Interest rate reduction	3	2
Forgiveness of principal	0	0
Other	8	5
Total	11	$ 7
Total loans					24,129
Commercial Loans [Member] | Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Interest rate reduction			56	25
Forgiveness of principal			21	0
Other			9	26
Total			86	51
Total loans	62,746		62,746		$ 61,909
Consumer Portfolio Segment [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Interest rate reduction			10	8
Forgiveness of principal			0	0
Other			21	19
Total			31	$ 27
Total loans	$ 23,746		$ 23,746

Asset Quality - Past Due Loans

Asset Quality - Past Due Loans Including Current Loans (Detail) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016	Sep. 30, 2016
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	$ 84,777	$ 84,057
Days Past Due	932	1,116
Non-performing Loans	517	625
Purchased Credit Impaired	783	865
Total loans	86,492	86,038	$ 85,528
Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total loans		24,129
Commercial and Industrial [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	40,758	39,242
Days Past Due	296	414
Non-performing Loans	169	297
Purchased Credit Impaired	93	112
Total loans	41,147	39,768
Commercial Real Estate: Commercial Mortgage [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	14,550	14,655
Days Past Due	104	134
Non-performing Loans	30	26
Purchased Credit Impaired	275	322
Total loans	14,929	15,111
Commercial Real Estate: Construction [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	1,908	2,314
Days Past Due	22	5
Non-performing Loans	2	3
Purchased Credit Impaired	24	26
Total loans	1,954	2,345
Commercial Real Estate Loans [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	16,458	16,969
Days Past Due	126	139
Non-performing Loans	32	29
Purchased Credit Impaired	299	348
Total loans	16,883	17,456
Commercial Lease Financing [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	4,685	4,641
Days Past Due	31	44
Non-performing Loans	11	8
Purchased Credit Impaired	0	0
Total loans	4,716	4,685
Commercial Loans [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	61,901	60,852
Days Past Due	453	597
Non-performing Loans	212	334
Purchased Credit Impaired	392	460
Total loans	62,746	61,909
Real Estate - Residential Mortgage [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	5,028	5,098
Days Past Due	86	81
Non-performing Loans	57	56
Purchased Credit Impaired	362	368
Total loans	5,476	5,547
Home Equity Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	11,927	12,327
Days Past Due	287	317
Non-performing Loans	227	223
Purchased Credit Impaired	24	30
Total loans	12,238	12,674
Consumer Direct Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	1,759	1,705
Days Past Due	25	76
Non-performing Loans	3	6
Purchased Credit Impaired	5	7
Total loans	1,789	1,788
Consumer Credit Card Financing Receivable [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	1,021	1,082
Days Past Due	24	29
Non-performing Loans	2	2
Purchased Credit Impaired	0	0
Total loans	1,045	1,111
Consumer Indirect Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	3,141	2,993
Days Past Due	57	16
Non-performing Loans	16	4
Purchased Credit Impaired	0	0
Total loans	3,198	3,009
Consumer Portfolio Segment [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	22,876	23,205
Days Past Due	479	519
Non-performing Loans	305	291
Purchased Credit Impaired	391	405
Total loans	23,746
30-59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	231	305
30-59 Days Past Due [Member] | Commercial and Industrial [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	56	58
30-59 Days Past Due [Member] | Commercial Real Estate: Commercial Mortgage [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	39	93
30-59 Days Past Due [Member] | Commercial Real Estate: Construction [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	20	0
30-59 Days Past Due [Member] | Commercial Real Estate Loans [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	59	93
30-59 Days Past Due [Member] | Commercial Lease Financing [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	14	28
30-59 Days Past Due [Member] | Commercial Loans [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	129	179
30-59 Days Past Due [Member] | Real Estate - Residential Mortgage [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	20	17
30-59 Days Past Due [Member] | Home Equity Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	33	49
30-59 Days Past Due [Member] | Consumer Direct Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	11	44
30-59 Days Past Due [Member] | Consumer Credit Card Financing Receivable [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	7	9
30-59 Days Past Due [Member] | Consumer Indirect Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	31	7
30-59 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	102	126
60-89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	98	99
60-89 Days Past Due [Member] | Commercial and Industrial [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	47	28
60-89 Days Past Due [Member] | Commercial Real Estate: Commercial Mortgage [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	9	9
60-89 Days Past Due [Member] | Commercial Real Estate: Construction [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	0	0
60-89 Days Past Due [Member] | Commercial Real Estate Loans [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	9	9
60-89 Days Past Due [Member] | Commercial Lease Financing [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	3	3
60-89 Days Past Due [Member] | Commercial Loans [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	59	40
60-89 Days Past Due [Member] | Real Estate - Residential Mortgage [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	6	5
60-89 Days Past Due [Member] | Home Equity Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	15	29
60-89 Days Past Due [Member] | Consumer Direct Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	6	15
60-89 Days Past Due [Member] | Consumer Credit Card Financing Receivable [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	5	6
60-89 Days Past Due [Member] | Consumer Indirect Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	7	4
60-89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	39	59
90 and Greater Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	86	87
90 and Greater Days Past Due [Member] | Commercial and Industrial [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	24	31
90 and Greater Days Past Due [Member] | Commercial Real Estate: Commercial Mortgage [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	26	6
90 and Greater Days Past Due [Member] | Commercial Real Estate: Construction [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	0	2
90 and Greater Days Past Due [Member] | Commercial Real Estate Loans [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	26	8
90 and Greater Days Past Due [Member] | Commercial Lease Financing [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	3	5
90 and Greater Days Past Due [Member] | Commercial Loans [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	53	44
90 and Greater Days Past Due [Member] | Real Estate - Residential Mortgage [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	3	3
90 and Greater Days Past Due [Member] | Home Equity Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	12	16
90 and Greater Days Past Due [Member] | Consumer Direct Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	5	11
90 and Greater Days Past Due [Member] | Consumer Credit Card Financing Receivable [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	10	12
90 and Greater Days Past Due [Member] | Consumer Indirect Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	3	1
90 and Greater Days Past Due [Member] | Consumer Portfolio Segment [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	$ 33	$ 43

Asset Quality - Financing Recei

Asset Quality - Financing Receivable Credit Quality Indicators (Detail) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016	Sep. 30, 2016
Financing Receivable, Recorded Investment [Line Items]
Total loans	$ 86,492	$ 86,038	$ 85,528
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial and Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	41,054	39,656
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial and Industrial [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	39,171	37,845
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial and Industrial [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,714	1,514
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial and Industrial [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	169	297
Commercial Portfolio Segment Excluding PCI Loans [Member] | RE Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	14,654	14,789
Commercial Portfolio Segment Excluding PCI Loans [Member] | RE Commercial [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	14,188	14,308
Commercial Portfolio Segment Excluding PCI Loans [Member] | RE Commercial [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	436	455
Commercial Portfolio Segment Excluding PCI Loans [Member] | RE Commercial [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	30	26
Commercial Portfolio Segment Excluding PCI Loans [Member] | RE Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,930	2,319
Commercial Portfolio Segment Excluding PCI Loans [Member] | RE Construction [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,893	2,287
Commercial Portfolio Segment Excluding PCI Loans [Member] | RE Construction [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	35	30
Commercial Portfolio Segment Excluding PCI Loans [Member] | RE Construction [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	2	2
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial Leases [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	4,716	4,685
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial Leases [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	4,615	4,632
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial Leases [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	91	45
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial Leases [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	10	8
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial Portfolio Segment Excluding PCI Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	62,354	61,449
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial Portfolio Segment Excluding PCI Loans [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	59,867	59,072
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial Portfolio Segment Excluding PCI Loans [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	2,276	2,044
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial Portfolio Segment Excluding PCI Loans [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	211	333
Commercial Portfolio Segment, PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	392	460
Commercial Portfolio Segment, PCI [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	218	172
Commercial Portfolio Segment, PCI [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	174	288
Commercial Portfolio Segment, PCI [Member] | Commercial and Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	93	112
Commercial Portfolio Segment, PCI [Member] | Commercial and Industrial [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	40	12
Commercial Portfolio Segment, PCI [Member] | Commercial and Industrial [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	53	100
Commercial Portfolio Segment, PCI [Member] | RE Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	275	322
Commercial Portfolio Segment, PCI [Member] | RE Commercial [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	154	139
Commercial Portfolio Segment, PCI [Member] | RE Commercial [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	121	183
Commercial Portfolio Segment, PCI [Member] | RE Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	24	26
Commercial Portfolio Segment, PCI [Member] | RE Construction [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	24	21
Commercial Portfolio Segment, PCI [Member] | RE Construction [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	5
Commercial Portfolio Segment, PCI [Member] | Commercial Leases [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	0
Commercial Portfolio Segment, PCI [Member] | Commercial Leases [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	0
Commercial Portfolio Segment, PCI [Member] | Commercial Leases [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	$ 0	$ 0

Asset Quality - Consumer Loans

Asset Quality - Consumer Loans by Refreshed FICO Score (Detail) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016	Sep. 30, 2016
Financing Receivable, Recorded Investment [Line Items]
Total loans	$ 86,492	$ 86,038	$ 85,528
Consumer Portfolio Segment Excluding PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	23,355	23,724
Consumer Portfolio Segment Excluding PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	17,328	17,823
Consumer Portfolio Segment Excluding PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,784	1,781
Consumer Portfolio Segment Excluding PCI [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,045	1,111
Consumer Portfolio Segment Excluding PCI [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	3,198	3,009
Consumer Portfolio Segment, PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	391	405
Consumer Portfolio Segment, PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	386	398
Consumer Portfolio Segment, PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	5	7
Consumer Portfolio Segment, PCI [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	0
Consumer Portfolio Segment, PCI [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	0
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment Excluding PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	12,891	12,035
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	10,389	9,818
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	565	498
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	430	453
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,507	1,266
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment, PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	141	133
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment, PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	140	133
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment, PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1	0
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment, PCI [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	0
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment, PCI [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	0
FICO Score, 660 to 749 [Member] | Consumer Portfolio Segment Excluding PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	7,649	7,647
FICO Score, 660 to 749 [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	5,278	5,266
FICO Score, 660 to 749 [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	688	661
FICO Score, 660 to 749 [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	492	525
FICO Score, 660 to 749 [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,191	1,195
FICO Score, 660 to 749 [Member] | Consumer Portfolio Segment, PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	133	129
FICO Score, 660 to 749 [Member] | Consumer Portfolio Segment, PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	131	127
FICO Score, 660 to 749 [Member] | Consumer Portfolio Segment, PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	2	2
FICO Score, 660 to 749 [Member] | Consumer Portfolio Segment, PCI [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	0
FICO Score, 660 to 749 [Member] | Consumer Portfolio Segment, PCI [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	0
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment Excluding PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	2,360	2,486
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,551	1,617
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	213	194
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	123	132
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	473	543
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment, PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	113	137
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment, PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	111	133
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment, PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	2	4
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment, PCI [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	0
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment, PCI [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	0
FICO Score, No Score [Member] | Consumer Portfolio Segment Excluding PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	455	1,556
FICO Score, No Score [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	110	1,122
FICO Score, No Score [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	318	428
FICO Score, No Score [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	1
FICO Score, No Score [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	27	5
FICO Score, No Score [Member] | Consumer Portfolio Segment, PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	4	6
FICO Score, No Score [Member] | Consumer Portfolio Segment, PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	4	5
FICO Score, No Score [Member] | Consumer Portfolio Segment, PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	1
FICO Score, No Score [Member] | Consumer Portfolio Segment, PCI [Member] | Credit Cards [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	0
FICO Score, No Score [Member] | Consumer Portfolio Segment, PCI [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	$ 0	$ 0

Asset Quality - Summary of Allo

Asset Quality - Summary of Allowance for Loan and Lease Losses (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	$ 891	$ 874	$ 882	$ 824
Charge-offs	(81)	(61)	(250)	(200)
Recoveries	41	14	80	54
Provision for loan and lease losses from continuing operations	51	59	180	200
Ending balance	898	883	898	883
Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	870	854	858	796
Charge-offs	(71)	(55)	(230)	(179)
Recoveries	39	11	74	46
Net loans and leases charged off	(32)	(44)	(156)	(133)
Provision for loan and lease losses from continuing operations	42	56	178	203
Foreign currency translation adjustment	0	1	0	1
Ending balance	$ 880	$ 865	$ 880	$ 865

Asset Quality - Changes in Allo

Asset Quality - Changes in Allowance for Loan and Lease Losses by Loan Category (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	$ 891	$ 874	$ 882	$ 824	$ 824
Provision	47	56	186	205
Charge-offs	(81)	(61)	(250)	(200)
Recoveries	41	14	80	54
Ending balance	898	883	898	883	882
Provision (credit) for losses on lending-related commitments	9	3	2	(3)
Foreign currency translation adjustment		1		1
Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	870	854	858	796	796
Provision	42	55	178	202
Charge-offs	(71)	(55)	(230)	(179)
Recoveries	39	11	74	46
Ending balance	880	865	880	865	858
Continuing Operations [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	740	710	716	656	656
Provision	11	35	108	142
Charge-offs	(38)	(31)	(121)	(101)
Recoveries	29	4	39	21
Ending balance	742	718	742	718	716
Continuing Operations [Member] | Commercial and Industrial [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	528	513	508	450	450
Provision	8	19	93	137
Charge-offs	(29)	(17)	(101)	(78)
Recoveries	25	2	32	8
Ending balance	532	517	532	517	508
Continuing Operations [Member] | Commercial Real Estate: Commercial Mortgage [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	144	135	144	134	134
Provision	(1)	3	2	(1)
Charge-offs	(6)	0	(9)	(3)
Recoveries	1	1	1	9
Ending balance	138	139	138	139	144
Continuing Operations [Member] | RE Construction [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	28	17	22	25	25
Provision	3	8	8	(1)
Charge-offs	(2)	(9)	(2)	(9)
Recoveries	0	1	1	2
Ending balance	29	17	29	17	22
Continuing Operations [Member] | Commercial Real Estate [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	172	152	166	159	159
Provision	2	11	10	(2)
Charge-offs	(8)	(9)	(11)	(12)
Recoveries	1	2	2	11
Ending balance	167	156	167	156	166
Continuing Operations [Member] | Commercial Lease Financing [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	40	45	42	47	47
Provision	1	5	5	7
Charge-offs	(1)	(5)	(9)	(11)
Recoveries	3	0	5	2
Ending balance	43	45	43	45	42
Continuing Operations [Member] | Real Estate - Residential Mortgage [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	9	18	17	18	18
Provision	(2)	(3)	(11)	(2)
Charge-offs	0	(1)	(2)	(4)
Recoveries	1	1	4	3
Ending balance	8	15	8	15	17
Continuing Operations [Member] | Home Equity Loans [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	42	65	54	57	57
Provision	(1)	1	(4)	19
Charge-offs	(6)	(5)	(23)	(22)
Recoveries	4	3	12	10
Ending balance	39	64	39	64	54
Continuing Operations [Member] | Consumer Direct Loans [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	25	19	24	20	20
Provision	10	4	26	12
Charge-offs	(8)	(6)	(26)	(18)
Recoveries	1	1	4	4
Ending balance	28	18	28	18	24
Continuing Operations [Member] | Credit Cards [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	44	30	38	32	32
Provision	10	17	36	29
Charge-offs	(11)	(9)	(34)	(25)
Recoveries	1	1	4	3
Ending balance	44	39	44	39	38
Continuing Operations [Member] | Consumer Indirect Loans [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	10	12	9	13	13
Provision	14	1	23	2
Charge-offs	(8)	(3)	(24)	(9)
Recoveries	3	1	11	5
Ending balance	19	11	19	11	9
Continuing Operations [Member] | Consumer Loans [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	130	144	142	140	140
Provision	31	20	70	60
Charge-offs	(33)	(24)	(109)	(78)
Recoveries	10	7	35	25
Ending balance	138	147	138	147	142
Discontinued Operations [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	21	20	24	28	28
Provision	5	1	8	3
Charge-offs	(10)	(6)	(20)	(21)
Recoveries	2	3	6	8
Ending balance	$ 18	$ 18	$ 18	$ 18	$ 24

Asset Quality - Allowance for L

Asset Quality - Allowance for Loan and Lease Losses and Corresponding Loan Balances (Detail) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Financing Receivable, Allowance for Credit Losses [Line Items]
Purchase Credit Impairment, Outstanding	$ 783	$ 865
Individually Evaluated for Impairment, Allowance, Total ALLL - Including Discontinued Operations	26	39
Collectively Evaluated for Impairment, Allowance, Total ALLL - Including Discontinued Operations	864	838
Purchased Credit Impaired, Allowance, Total ALLL - Including Discontinued Operations	8	5
Loans, Outstanding, Total ALLL - Including Discontinued Operations	87,864	87,603
Individually Evaluated for Impairment, Outstanding, Total ALLL - Including Discontinued Operations	402	523
Collectively Evaluated for Impairment, Outstanding, Total ALLL - Including Discontinued Operations	86,679	86,215
Purchased Credit Impaired, Outstanding, Total ALLL - Including Discontinued Operations	783	865
Loans at fair value	2
Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	22	37
Collectively Evaluated for Impairment, Allowance	850	816
Purchase Credit Impairment, Allowance	8	5
Total loans	86,492	86,038
Individually Evaluated for Impairment, Outstanding	376	501
Collectively Evaluated for Impairment, Outstanding	85,333	84,672
Purchase Credit Impairment, Outstanding	783	865
Continuing Operations [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Purchase Credit Impairment, Allowance	6	5
Continuing Operations [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total loans		24,129
Discontinued Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	4	2
Collectively Evaluated for Impairment, Allowance	14	22
Purchase Credit Impairment, Allowance	0	0
Total loans	1,372	1,565
Individually Evaluated for Impairment, Outstanding	26	22
Collectively Evaluated for Impairment, Outstanding	1,346	1,543
Purchase Credit Impairment, Outstanding	0	0
Loans at fair value	2	3
Commercial and Industrial [Member] | Continuing Operations [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	7	17
Collectively Evaluated for Impairment, Allowance	522	486
Purchase Credit Impairment, Allowance	3	5
Total loans	41,147	39,768
Individually Evaluated for Impairment, Outstanding	157	284
Collectively Evaluated for Impairment, Outstanding	40,897	39,372
Purchase Credit Impairment, Outstanding	93	112
Commercial Real Estate: Commercial Mortgage [Member] | Continuing Operations [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	0	0
Collectively Evaluated for Impairment, Allowance	135	144
Purchase Credit Impairment, Allowance	3	0
Total loans	14,929	15,111
Individually Evaluated for Impairment, Outstanding	12	5
Collectively Evaluated for Impairment, Outstanding	14,641	14,784
Purchase Credit Impairment, Outstanding	275	322
Commercial Real Estate: Construction [Member] | Continuing Operations [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	0	0
Collectively Evaluated for Impairment, Allowance	29	22
Purchase Credit Impairment, Allowance	0	0
Total loans	1,954	2,345
Individually Evaluated for Impairment, Outstanding	0	0
Collectively Evaluated for Impairment, Outstanding	1,930	2,319
Purchase Credit Impairment, Outstanding	24	26
Commercial Real Estate Loans [Member] | Continuing Operations [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	0	0
Collectively Evaluated for Impairment, Allowance	164	166
Purchase Credit Impairment, Allowance	3	0
Total loans	16,883	17,456
Individually Evaluated for Impairment, Outstanding	12	5
Collectively Evaluated for Impairment, Outstanding	16,571	17,103
Purchase Credit Impairment, Outstanding	299	348
Commercial Lease Financing [Member] | Continuing Operations [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	0	0
Collectively Evaluated for Impairment, Allowance	43	42
Purchase Credit Impairment, Allowance	0	0
Total loans	4,716	4,685
Individually Evaluated for Impairment, Outstanding	0	0
Collectively Evaluated for Impairment, Outstanding	4,716	4,685
Purchase Credit Impairment, Outstanding	0	0
Commercial Loans [Member] | Continuing Operations [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	7	17
Collectively Evaluated for Impairment, Allowance	729	694
Total loans	62,746	61,909
Individually Evaluated for Impairment, Outstanding	169	289
Collectively Evaluated for Impairment, Outstanding	62,184	61,160
Purchase Credit Impairment, Outstanding	392	460
Real Estate - Residential Mortgage [Member] | Continuing Operations [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	4	2
Collectively Evaluated for Impairment, Allowance	3	15
Purchase Credit Impairment, Allowance	1	0
Total loans	5,476	5,547
Individually Evaluated for Impairment, Outstanding	50	51
Collectively Evaluated for Impairment, Outstanding	5,064	5,128
Purchase Credit Impairment, Outstanding	362	368
Home Equity Loans [Member] | Continuing Operations [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	7	17
Collectively Evaluated for Impairment, Allowance	31	37
Purchase Credit Impairment, Allowance	1	0
Total loans	12,238	12,674
Individually Evaluated for Impairment, Outstanding	117	125
Collectively Evaluated for Impairment, Outstanding	12,098	12,519
Purchase Credit Impairment, Outstanding	24	30
Consumer Direct Loans [Member] | Continuing Operations [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	0	0
Collectively Evaluated for Impairment, Allowance	28	24
Purchase Credit Impairment, Allowance	0	0
Total loans	1,789	1,788
Individually Evaluated for Impairment, Outstanding	4	3
Collectively Evaluated for Impairment, Outstanding	1,780	1,778
Purchase Credit Impairment, Outstanding	5	7
Consumer Credit Card Financing Receivable [Member] | Continuing Operations [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	0	0
Collectively Evaluated for Impairment, Allowance	44	38
Purchase Credit Impairment, Allowance	0	0
Total loans	1,045	1,111
Individually Evaluated for Impairment, Outstanding	3	3
Collectively Evaluated for Impairment, Outstanding	1,042	1,108
Purchase Credit Impairment, Outstanding	0	0
Consumer Indirect Loans [Member] | Continuing Operations [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	4	1
Collectively Evaluated for Impairment, Allowance	15	8
Purchase Credit Impairment, Allowance	0	0
Total loans	3,198	3,009
Individually Evaluated for Impairment, Outstanding	33	30
Collectively Evaluated for Impairment, Outstanding	3,165	2,979
Purchase Credit Impairment, Outstanding	0	0
Consumer Loans [Member] | Continuing Operations [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	15	20
Collectively Evaluated for Impairment, Allowance	121	122
Purchase Credit Impairment, Allowance	2	0
Total loans	23,746
Individually Evaluated for Impairment, Outstanding	207	212
Collectively Evaluated for Impairment, Outstanding	23,149	23,512
Purchase Credit Impairment, Outstanding	391	405
Education Lending [Member] | Discontinued Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans at fair value	$ 2	$ 3

Asset Quality - Changes in Liab

Asset Quality - Changes in Liability for Credit Losses on Lending Related Commitments (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Balance at beginning of period	$ 48	$ 50	$ 55	$ 56
Provision (credit) for losses on lending-related commitments	9	3	2	(3)
Balance at end of period	$ 57	$ 53	$ 57	$ 53

Fair Value Measurements - Addit

Fair Value Measurements - Additional Information (Detail)	9 Months Ended
	Sep. 30, 2017USD ($)security	Dec. 31, 2016USD ($)
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans held for sale adjusted to fair value	$ 0	$ 0
Fair value of OREO property re-evaluated period	90 days
Third party broker price opinion periodic review period	180 days
Loans, net of allowance	$ 85,612,000,000	85,180,000,000
Loans at fair value	2,000,000
Discontinued Operations [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans at fair value	2,000,000	3,000,000
Discontinued Operations [Member] | Education Lending [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans, net of allowance	1,400,000,000	1,600,000,000
Loans at fair value	2,000,000	3,000,000
Fair Value [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities measured at fair value on non recurring basis	0	0
Loans held for sale adjusted to fair value	1,341,000,000	1,104,000,000
Loans at fair value	84,211,000,000	83,285,000,000
Fair Value [Member] | Discontinued Operations [Member] | Education Lending [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans, net of allowance	1,200,000,000	1,300,000,000
Carrying Amount [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans, net of allowance	85,612,000,000	85,180,000,000
Carrying Amount [Member] | Discontinued Operations [Member] | Education Lending [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans, net of allowance	$ 1,400,000,000	1,500,000,000
Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Number of convertible preferred securities | security	2
Level 3 [Member] | Fair Value [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans held for sale adjusted to fair value	$ 1,283,000,000	1,042,000,000
Loans at fair value	84,211,000,000	83,285,000,000
Consumer Portfolio Segment [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Real estate — residential mortgage	$ 5,476,000,000	$ 5,547,000,000

Fair Value Measurements - Fair

Fair Value Measurements - Fair Value of Direct and Indirect Investments, Related Unfunded Commitments and Financial Support Provided (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Minimum [Member] | Indirect Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Liquidation period of funds			1 year
Maximum [Member] | Indirect Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Liquidation period of funds			8 years
Principal Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	$ 151		$ 151
Unfunded Commitments	35		35
Funded Commitments	0	$ 2	1	$ 5
Funded Other	0	0	0	13
Principal Investments [Member] | Direct Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	13		13
Unfunded Commitments	0		0
Funded Commitments	0	0	0	0
Funded Other	0	0	0	13
Principal Investments [Member] | Indirect Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	138		138
Unfunded Commitments	35		35
Funded Commitments	0	2	1	5
Funded Other	$ 0	$ 0	$ 0	$ 0

Fair Value Measurements - Fai72

Fair Value Measurements - Fair Value of Assets and Liabilities Measured on Recurring Basis (Detail) - USD ($)	Sep. 30, 2017	Dec. 31, 2016	Sep. 30, 2016
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	$ 783,000,000	$ 867,000,000
Securities available for sale	19,012,000,000	20,212,000,000
Loans, net of unearned income	86,492,000,000	86,038,000,000	$ 85,528,000,000
Loans held for sale	0	0
Derivative Assets, Netting adjustments	(390,000,000)	(431,000,000)
Total derivative assets	622,000,000	803,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative Liabilities, Netting adjustments	(557,000,000)	(384,000,000)
Total derivative liabilities	232,000,000	636,000,000
Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	15,401,000,000	16,408,000,000
U.S. Treasury, Agencies and Corporations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	158,000,000	184,000,000
States and Political Subdivisions [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	10,000,000	11,000,000
Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	20,000,000	20,000,000
Agency Residential Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	1,541,000,000	1,846,000,000
Other Mortgage-Backed Securities [Member] | Agency Commercial Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	1,882,000,000	1,743,000,000
Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Commercial loans	7,000,000	18,000,000
Total trading account assets	783,000,000	867,000,000
Securities available for sale	19,012,000,000	20,212,000,000
Total other investments	153,000,000	191,000,000
Loans, net of unearned income	0	0
Loans held for sale	60,000,000	62,000,000
Derivative assets, gross	1,012,000,000	1,234,000,000
Derivative Assets, Netting adjustments	(390,000,000)	(431,000,000)
Total derivative assets	622,000,000	803,000,000
Accrued income and other assets	0	8,000,000
Total assets at fair value	20,630,000,000	22,143,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	789,000,000	1,020,000,000
Derivative Liabilities, Netting adjustments	(557,000,000)	(384,000,000)
Total derivative liabilities	232,000,000	636,000,000
Accrued expense and other liabilities	0	14,000,000
Total liabilities on a recurring basis at fair value	848,000,000	1,458,000,000
Recurring [Member] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	0	0
Securities available for sale	15,401,000,000	16,408,000,000
Recurring [Member] | Trading Account Assets [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	776,000,000	849,000,000
Recurring [Member] | U.S. Treasury, Agencies and Corporations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	582,000,000	655,000,000
Securities available for sale	158,000,000	184,000,000
Recurring [Member] | States and Political Subdivisions [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	33,000,000	8,000,000
Securities available for sale	10,000,000	11,000,000
Recurring [Member] | Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	37,000,000	73,000,000
Securities available for sale	20,000,000	20,000,000
Recurring [Member] | Agency Residential Mortgage Backed Securities [Member] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale		1,846,000,000
Recurring [Member] | Agency Commercial Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	1,882,000,000
Recurring [Member] | Principal Investments Direct [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	13,000,000	27,000,000
Recurring [Member] | Principal Investments Indirect [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	138,000,000	158,000,000
Recurring [Member] | Principal Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	151,000,000	185,000,000
Recurring [Member] | Equity And Mezzanine Indirect Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	2,000,000	6,000,000
Recurring [Member] | Private Equity and Mezzanine Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	2,000,000	6,000,000
Recurring [Member] | Other Mortgage-Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	124,000,000	113,000,000
Recurring [Member] | Other Mortgage-Backed Securities [Member] | Agency Residential Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	1,541,000,000
Recurring [Member] | Other Mortgage-Backed Securities [Member] | Agency Commercial Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale		1,743,000,000
Recurring [Member] | Short Positions [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	616,000,000	808,000,000
Recurring [Member] | Interest Rate [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	731,000,000	930,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	498,000,000	737,000,000
Recurring [Member] | Foreign Exchange [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	129,000,000	123,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	137,000,000	113,000,000
Recurring [Member] | Commodity [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	144,000,000	176,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	135,000,000	165,000,000
Recurring [Member] | Credit [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	1,000,000	1,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	6,000,000	4,000,000
Recurring [Member] | Other [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	7,000,000	4,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	13,000,000	1,000,000
Level 1 [Member] | Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Commercial loans	0	0
Total trading account assets	2,000,000	0
Securities available for sale	0	3,000,000
Total other investments	0	0
Loans, net of unearned income	0	0
Loans held for sale	0	0
Derivative assets, gross	103,000,000	114,000,000
Derivative Assets, Netting adjustments	0	0
Total derivative assets	103,000,000	114,000,000
Accrued income and other assets	0	0
Total assets at fair value	105,000,000	117,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	114,000,000	102,000,000
Derivative Liabilities, Netting adjustments	0	0
Total derivative liabilities	114,000,000	102,000,000
Accrued expense and other liabilities	0	0
Total liabilities on a recurring basis at fair value	203,000,000	294,000,000
Level 1 [Member] | Recurring [Member] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	0	0
Securities available for sale	0	0
Level 1 [Member] | Recurring [Member] | Trading Account Assets [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	2,000,000	0
Level 1 [Member] | Recurring [Member] | U.S. Treasury, Agencies and Corporations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	0	0
Securities available for sale	0	0
Level 1 [Member] | Recurring [Member] | States and Political Subdivisions [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	0	0
Securities available for sale	0	0
Level 1 [Member] | Recurring [Member] | Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	2,000,000	0
Securities available for sale	0	3,000,000
Level 1 [Member] | Recurring [Member] | Agency Residential Mortgage Backed Securities [Member] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale		0
Level 1 [Member] | Recurring [Member] | Agency Commercial Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	0
Level 1 [Member] | Recurring [Member] | Principal Investments Direct [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0	0
Level 1 [Member] | Recurring [Member] | Principal Investments Indirect [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0	0
Level 1 [Member] | Recurring [Member] | Principal Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0	0
Level 1 [Member] | Recurring [Member] | Equity And Mezzanine Indirect Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0	0
Level 1 [Member] | Recurring [Member] | Private Equity and Mezzanine Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0	0
Level 1 [Member] | Recurring [Member] | Other Mortgage-Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	0	0
Level 1 [Member] | Recurring [Member] | Other Mortgage-Backed Securities [Member] | Agency Residential Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	0
Level 1 [Member] | Recurring [Member] | Other Mortgage-Backed Securities [Member] | Agency Commercial Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale		0
Level 1 [Member] | Recurring [Member] | Short Positions [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	89,000,000	192,000,000
Level 1 [Member] | Recurring [Member] | Interest Rate [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	0	0
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	0	0
Level 1 [Member] | Recurring [Member] | Foreign Exchange [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	103,000,000	114,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	114,000,000	102,000,000
Level 1 [Member] | Recurring [Member] | Commodity [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	0	0
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	0	0
Level 1 [Member] | Recurring [Member] | Credit [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	0	0
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	0	0
Level 1 [Member] | Recurring [Member] | Other [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	0	0
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	0	0
Level 2 [Member] | Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Commercial loans	7,000,000	18,000,000
Total trading account assets	781,000,000	867,000,000
Securities available for sale	18,992,000,000	20,192,000,000
Total other investments	2,000,000	0
Loans, net of unearned income	0	0
Loans held for sale	58,000,000	62,000,000
Derivative assets, gross	893,000,000	1,110,000,000
Derivative Assets, Netting adjustments	0	0
Total derivative assets	893,000,000	1,110,000,000
Accrued income and other assets	0	8,000,000
Total assets at fair value	20,726,000,000	22,239,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	675,000,000	918,000,000
Derivative Liabilities, Netting adjustments	0	0
Total derivative liabilities	675,000,000	918,000,000
Accrued expense and other liabilities	0	14,000,000
Total liabilities on a recurring basis at fair value	1,202,000,000	1,548,000,000
Level 2 [Member] | Recurring [Member] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	0	0
Securities available for sale	15,401,000,000	16,408,000,000
Level 2 [Member] | Recurring [Member] | Trading Account Assets [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	774,000,000	849,000,000
Level 2 [Member] | Recurring [Member] | U.S. Treasury, Agencies and Corporations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	582,000,000	655,000,000
Securities available for sale	158,000,000	184,000,000
Level 2 [Member] | Recurring [Member] | States and Political Subdivisions [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	33,000,000	8,000,000
Securities available for sale	10,000,000	11,000,000
Level 2 [Member] | Recurring [Member] | Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	35,000,000	73,000,000
Securities available for sale	0	0
Level 2 [Member] | Recurring [Member] | Agency Residential Mortgage Backed Securities [Member] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale		1,846,000,000
Level 2 [Member] | Recurring [Member] | Agency Commercial Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	1,882,000,000
Level 2 [Member] | Recurring [Member] | Principal Investments Direct [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0	0
Level 2 [Member] | Recurring [Member] | Principal Investments Indirect [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0	0
Level 2 [Member] | Recurring [Member] | Principal Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0	0
Level 2 [Member] | Recurring [Member] | Equity And Mezzanine Indirect Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	2,000,000	0
Level 2 [Member] | Recurring [Member] | Private Equity and Mezzanine Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	2,000,000	0
Level 2 [Member] | Recurring [Member] | Other Mortgage-Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	124,000,000	113,000,000
Level 2 [Member] | Recurring [Member] | Other Mortgage-Backed Securities [Member] | Agency Residential Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	1,541,000,000
Level 2 [Member] | Recurring [Member] | Other Mortgage-Backed Securities [Member] | Agency Commercial Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale		1,743,000,000
Level 2 [Member] | Recurring [Member] | Short Positions [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	527,000,000	616,000,000
Level 2 [Member] | Recurring [Member] | Interest Rate [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	720,000,000	923,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	498,000,000	737,000,000
Level 2 [Member] | Recurring [Member] | Foreign Exchange [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	26,000,000	9,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	23,000,000	11,000,000
Level 2 [Member] | Recurring [Member] | Commodity [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	144,000,000	176,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	135,000,000	165,000,000
Level 2 [Member] | Recurring [Member] | Credit [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	0	0
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	6,000,000	4,000,000
Level 2 [Member] | Recurring [Member] | Other [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	3,000,000	2,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	13,000,000	1,000,000
Level 3 [Member] | Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Commercial loans	0	0
Total trading account assets	0	0
Securities available for sale	20,000,000	17,000,000
Total other investments	13,000,000	27,000,000
Loans, net of unearned income	0	0
Loans held for sale	2,000,000	0
Derivative assets, gross	16,000,000	10,000,000
Derivative Assets, Netting adjustments	0	0
Total derivative assets	16,000,000	10,000,000
Accrued income and other assets	0	0
Total assets at fair value	51,000,000	54,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	0	0
Derivative Liabilities, Netting adjustments	0	0
Total derivative liabilities	0	0
Accrued expense and other liabilities	0	0
Total liabilities on a recurring basis at fair value	0	0
Level 3 [Member] | Recurring [Member] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	0	0
Securities available for sale	0	0
Level 3 [Member] | Recurring [Member] | Trading Account Assets [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	0	0
Level 3 [Member] | Recurring [Member] | U.S. Treasury, Agencies and Corporations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	0	0
Securities available for sale	0	0
Level 3 [Member] | Recurring [Member] | States and Political Subdivisions [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	0	0
Securities available for sale	0	0
Level 3 [Member] | Recurring [Member] | Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	0	0
Securities available for sale	20,000,000	17,000,000
Level 3 [Member] | Recurring [Member] | Agency Residential Mortgage Backed Securities [Member] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale		0
Level 3 [Member] | Recurring [Member] | Agency Commercial Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	0
Level 3 [Member] | Recurring [Member] | Principal Investments Direct [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	13,000,000	27,000,000
Level 3 [Member] | Recurring [Member] | Principal Investments Indirect [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0	0
Level 3 [Member] | Recurring [Member] | Principal Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	13,000,000	27,000,000
Level 3 [Member] | Recurring [Member] | Equity And Mezzanine Indirect Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0	0
Level 3 [Member] | Recurring [Member] | Private Equity and Mezzanine Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0	0
Level 3 [Member] | Recurring [Member] | Other Mortgage-Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	0	0
Level 3 [Member] | Recurring [Member] | Other Mortgage-Backed Securities [Member] | Agency Residential Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	0
Level 3 [Member] | Recurring [Member] | Other Mortgage-Backed Securities [Member] | Agency Commercial Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale		0
Level 3 [Member] | Recurring [Member] | Short Positions [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	0	0
Level 3 [Member] | Recurring [Member] | Interest Rate [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	11,000,000	7,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	0	0
Level 3 [Member] | Recurring [Member] | Foreign Exchange [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	0	0
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	0	0
Level 3 [Member] | Recurring [Member] | Commodity [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	0	0
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	0	0
Level 3 [Member] | Recurring [Member] | Credit [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	1,000,000	1,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	0	0
Level 3 [Member] | Recurring [Member] | Other [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	4,000,000	2,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	$ 0	$ 0

Fair Value Measurements - Chang

Fair Value Measurements - Change in Fair Values of Level 3 Financial Instruments (Detail) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Gains (Losses) Included in Earnings		$ 0
Loans held for sale	$ 0		$ 0		$ 0
Issuance of financial instrument (less than)			1,000,000	$ 1,000,000
Securities Available for Sale [Member] | Other Securities [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Beginning Balance	20,000,000	17,000,000	17,000,000	17,000,000
Gains (Losses) Included in Other Comprehensive Income	1,000,000		3,000,000
Gains (Losses) Included in Earnings	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers Other	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	(1,000,000)	0	0	0
Ending Balance	20,000,000	17,000,000	20,000,000	17,000,000
Unrealized Gains (Losses) Included in Earnings	0	0	0	0
Other Investments [Member] | Principal Investments Direct [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Beginning Balance	15,000,000	24,000,000	27,000,000	50,000,000
Gains (Losses) Included in Other Comprehensive Income	0		0
Gains (Losses) Included in Earnings	(2,000,000)	4,000,000	(7,000,000)	7,000,000
Purchases	0	0	0	0
Sales	0	(1,000,000)	(7,000,000)	(30,000,000)
Settlements	0	0	0	0
Transfers Other	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Ending Balance	13,000,000	27,000,000	13,000,000	27,000,000
Unrealized Gains (Losses) Included in Earnings	2,000,000	3,000,000	(1,000,000)	2,000,000
Other Investments [Member] | Other Indirect [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Beginning Balance				20,000,000
Gains (Losses) Included in Earnings				0
Purchases				0
Sales				(20,000,000)
Settlements				0
Transfers Other				0
Transfers into Level 3				0
Transfers out of Level 3				0
Ending Balance		0		0
Unrealized Gains (Losses) Included in Earnings				(1,000,000)
Interest Rate [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Beginning Balance	16,000,000	15,000,000	7,000,000	16,000,000
Gains (Losses) Included in Other Comprehensive Income	0		0
Gains (Losses) Included in Earnings	0	0	0	6,000,000
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers Other	0	0	0	0
Transfers into Level 3	1,000,000	5,000,000	13,000,000	8,000,000
Transfers out of Level 3	(6,000,000)	(11,000,000)	(9,000,000)	(21,000,000)
Ending Balance	11,000,000	9,000,000	11,000,000	9,000,000
Unrealized Gains (Losses) Included in Earnings	0	0	0	0
Credit [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Beginning Balance	1,000,000	2,000,000	1,000,000	1,000,000
Gains (Losses) Included in Other Comprehensive Income	0		0
Gains (Losses) Included in Earnings	(5,000,000)	(3,000,000)	(12,000,000)	(9,000,000)
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements	5,000,000	3,000,000	12,000,000	10,000,000
Transfers Other	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Ending Balance	1,000,000	2,000,000	1,000,000	2,000,000
Unrealized Gains (Losses) Included in Earnings	0	0	0	0
Other [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Beginning Balance	4,000,000	0	2,000,000	0
Gains (Losses) Included in Other Comprehensive Income	0		0
Gains (Losses) Included in Earnings	0		0	0
Purchases	0	5,000,000	0	5,000,000
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers Other	0	1,000,000	2,000,000	1,000,000
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Ending Balance	4,000,000	4,000,000	4,000,000	4,000,000
Unrealized Gains (Losses) Included in Earnings	0	$ 0	0	$ 0
Loans Held For Sale Fair Value [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Beginning Balance	0		0
Gains (Losses) Included in Other Comprehensive Income	0		0
Gains (Losses) Included in Earnings	0		0
Purchases	0		0
Sales	(1,000,000)		(1,000,000)
Settlements	0		0
Transfers Other	3,000,000		3,000,000
Transfers into Level 3	0		0
Transfers out of Level 3	0		0
Ending Balance	2,000,000		2,000,000
Unrealized Gains (Losses) Included in Earnings	$ 0		$ 0

Fair Value Measurements - Asset

Fair Value Measurements - Assets and Liabilities Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($)	9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
ASSETS MEASURED ON A NONRECURRING BASIS
Loans held for sale	$ 0		$ 0
Nonrecurring [Member]
ASSETS MEASURED ON A NONRECURRING BASIS
Impaired loans	9,000,000		11,000,000
Loans held for sale	0		0
Accrued income and other assets	9,000,000		11,000,000
Total assets at fair value	18,000,000		22,000,000
Transfer of commercial and consumer loans from held-to-maturity to held-for-sale, current fair value	29,000,000	$ 35,000,000
Level 1 [Member] | Nonrecurring [Member]
ASSETS MEASURED ON A NONRECURRING BASIS
Impaired loans	0		0
Loans held for sale	0		0
Accrued income and other assets	0		0
Total assets at fair value	0		0
Level 2 [Member] | Nonrecurring [Member]
ASSETS MEASURED ON A NONRECURRING BASIS
Impaired loans	0		0
Loans held for sale	0		0
Accrued income and other assets	0		0
Total assets at fair value	0		0
Level 3 [Member] | Nonrecurring [Member]
ASSETS MEASURED ON A NONRECURRING BASIS
Impaired loans	9,000,000		11,000,000
Loans held for sale	0		0
Accrued income and other assets	9,000,000		11,000,000
Total assets at fair value	$ 18,000,000		$ 22,000,000

Fair Value Measurements - Quant

Fair Value Measurements - Quantitative Information about Level 3 Fair Value Measurements (Detail) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Fair Value, Option, Quantitative Disclosures [Line Items]
Other investments	$ 728	$ 738
Nonrecurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans	9	11
Level 3 [Member] | Nonrecurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans	9	11
Level 3 [Member] | Other Investments [Member] | Recurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Other investments	$ 13	$ 27
Level 3 [Member] | Discount [Member] | Nonrecurring [Member] | Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	0.00%	0.00%
Level 3 [Member] | Discount [Member] | Nonrecurring [Member] | Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	50.00%	70.00%
Level 3 [Member] | Discount [Member] | Nonrecurring [Member] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	23.00%	46.00%
Level 3 [Member] | EBITDA Multiple [Member] | Recurring [Member] | Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	6.00%	6.30%
Level 3 [Member] | EBITDA Multiple [Member] | Recurring [Member] | Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	6.00%	7.00%
Level 3 [Member] | EBITDA Multiple [Member] | Recurring [Member] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	6.00%	6.50%
Level 3 [Member] | EBITDA Multiple (Where Applicable) [Member] | Recurring [Member] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs		6.30%

Fair Value Measurements - Fai76

Fair Value Measurements - Fair Value Disclosures of Financial Instruments (Detail) - USD ($)	Sep. 30, 2017		Jun. 30, 2017	Mar. 31, 2017	Dec. 31, 2016		Sep. 30, 2016
ASSETS
Trading account assets	$ 783,000,000				$ 867,000,000
Securities available for sale	19,012,000,000				20,212,000,000
Held-to-maturity securities	10,276,000,000				10,232,000,000
Held-to-maturity securities	10,109,000,000				10,007,000,000
Other investments	728,000,000				738,000,000
Loans, net of allowance	85,612,000,000				85,180,000,000
Loans, net of allowance	2,000,000
Loans held for sale	1,341,000,000	[1]	$ 1,743,000,000	$ 1,384,000,000	1,104,000,000	[1]	$ 1,137,000,000
Loans held for sale	0				0
Derivative assets	622,000,000				803,000,000
LIABILITIES
Long-term debt	15,100,000,000				12,384,000,000
Derivative liabilities	232,000,000				636,000,000
Carrying Amount [Member]
ASSETS
Cash and short-term investments	4,555,000,000				3,452,000,000
Trading account assets	783,000,000				867,000,000
Securities available for sale	19,012,000,000				20,212,000,000
Held-to-maturity securities	10,276,000,000				10,232,000,000
Other investments	728,000,000				738,000,000
Loans, net of allowance	85,612,000,000				85,180,000,000
Loans held for sale	1,341,000,000				1,104,000,000
Derivative assets	622,000,000				803,000,000
LIABILITIES
Deposits with no stated maturity	92,207,000,000				93,906,000,000
Time deposits	11,239,000,000				10,181,000,000
Short-term borrowings	988,000,000				2,310,000,000
Long-term debt	15,100,000,000				12,384,000,000
Derivative liabilities	232,000,000				636,000,000
Fair Value [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities measured at fair value on non recurring basis	0				0
ASSETS
Cash and short-term investments	4,555,000,000				3,452,000,000
Trading account assets	783,000,000				867,000,000
Securities available for sale	19,012,000,000				20,212,000,000
Held-to-maturity securities	10,109,000,000				10,007,000,000
Other investments	724,000,000				733,000,000
Loans, net of allowance	84,211,000,000				83,285,000,000
Loans held for sale	1,341,000,000				1,104,000,000
Derivative assets	622,000,000				803,000,000
Derivative assets, Netting Adjustment	(390,000,000)				(431,000,000)
LIABILITIES
Deposits with no stated maturity	92,207,000,000				93,906,000,000
Time deposits	11,342,000,000				10,267,000,000
Short-term borrowings	988,000,000				2,310,000,000
Long-term debt	15,493,000,000				12,690,000,000
Derivative liabilities	232,000,000				636,000,000
Derivative liabilities, Netting Adjustment	(557,000,000)				(384,000,000)
Fair Value [Member] | Level 1 [Member]
ASSETS
Cash and short-term investments	4,555,000,000				3,452,000,000
Trading account assets	2,000,000				0
Securities available for sale	0				3,000,000
Held-to-maturity securities	0				0
Other investments	0				0
Loans, net of allowance	0				0
Loans held for sale	0				0
Derivative assets	103,000,000				114,000,000
LIABILITIES
Deposits with no stated maturity	0				0
Time deposits	0				0
Short-term borrowings	89,000,000				192,000,000
Long-term debt	13,752,000,000				12,386,000,000
Derivative liabilities	114,000,000				102,000,000
Fair Value [Member] | Level 2 [Member]
ASSETS
Cash and short-term investments	0				0
Trading account assets	781,000,000				867,000,000
Securities available for sale	18,992,000,000				20,192,000,000
Held-to-maturity securities					10,007,000,000
Other investments	2,000,000				0
Loans, net of allowance	0				0
Loans held for sale	58,000,000				62,000,000
Derivative assets	893,000,000				1,110,000,000
LIABILITIES
Deposits with no stated maturity	92,207,000,000				93,906,000,000
Time deposits	11,342,000,000				10,267,000,000
Short-term borrowings	899,000,000				2,118,000,000
Long-term debt	1,741,000,000				304,000,000
Derivative liabilities	675,000,000				918,000,000
Fair Value [Member] | Level 3 [Member]
ASSETS
Cash and short-term investments	0				0
Trading account assets	0				0
Securities available for sale	20,000,000				17,000,000
Held-to-maturity securities	0				0
Other investments	584,000,000				569,000,000
Loans, net of allowance	84,211,000,000				83,285,000,000
Loans held for sale	1,283,000,000				1,042,000,000
Derivative assets	16,000,000				10,000,000
LIABILITIES
Deposits with no stated maturity	0				0
Time deposits	0				0
Short-term borrowings	0				0
Long-term debt	0				0
Derivative liabilities	0				0
Other Investments [Member] | Fair Value [Member]
ASSETS
Other investments, Measured at NAV	$ 138,000,000				$ 164,000,000
[1]	Total loans held for sale include real estate — residential mortgage loans held for sale at fair value of $60 million at September 30, 2017, and $62 million at December 31, 2016.

Securities - Details of Securit

Securities - Details of Securities (Detail) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Schedule of Available-for-sale Securities [Line Items]
Available for sale, Amortized Cost	$ 19,242	$ 20,507
Available for sale, Gross Unrealized Gains	31	37
Available for sale, Gross Unrealized Losses	261	332
Available for sale, Fair Value	19,012	20,212
Held to maturities, Amortized Cost	10,276	10,232
Held to maturities, Gross Unrealized Gains	11	2
Held to maturities, Gross Unrealized Losses	178	227
Held to maturities, Fair Value	10,109	10,007
U.S. Treasury, Agencies and Corporations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for sale, Amortized Cost	160	188
Available for sale, Gross Unrealized Gains	0	0
Available for sale, Gross Unrealized Losses	2	4
Available for sale, Fair Value	158	184
States and Political Subdivisions [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for sale, Amortized Cost	10	11
Available for sale, Gross Unrealized Gains	0	0
Available for sale, Gross Unrealized Losses	0	0
Available for sale, Fair Value	10	11
Agency Residential Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for sale, Amortized Cost	1,547	1,857
Available for sale, Gross Unrealized Gains	4	6
Available for sale, Gross Unrealized Losses	10	17
Available for sale, Fair Value	1,541	1,846
Held to maturities, Amortized Cost	601	629
Held to maturities, Gross Unrealized Gains	1	0
Held to maturities, Gross Unrealized Losses	2	5
Held to maturities, Fair Value	600	624
Agency Commercial Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Held to maturities, Gross Unrealized Losses	33	49
Other Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for sale, Amortized Cost	17	21
Available for sale, Gross Unrealized Gains	3	0
Available for sale, Gross Unrealized Losses	0	1
Available for sale, Fair Value	20	20
Held to maturities, Amortized Cost	15	15
Held to maturities, Gross Unrealized Gains	0	0
Held to maturities, Gross Unrealized Losses	0	0
Held to maturities, Fair Value	15	15
Collateralized Mortgage Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for sale, Amortized Cost	15,580	16,652
Available for sale, Gross Unrealized Gains	24	31
Available for sale, Gross Unrealized Losses	203	275
Available for sale, Fair Value	15,401	16,408
Held to maturities, Amortized Cost	7,788	8,404
Held to maturities, Gross Unrealized Gains	2	1
Held to maturities, Gross Unrealized Losses	143	173
Held to maturities, Fair Value	7,647	8,232
Other Mortgage-Backed Securities [Member] | Agency Residential Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Held to maturities, Gross Unrealized Losses	2	5
Other Mortgage-Backed Securities [Member] | Agency Commercial Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for sale, Amortized Cost	1,928	1,778
Available for sale, Gross Unrealized Gains	0	0
Available for sale, Gross Unrealized Losses	46	35
Available for sale, Fair Value	1,882	1,743
Held to maturities, Amortized Cost	1,872	1,184
Held to maturities, Gross Unrealized Gains	8	1
Held to maturities, Gross Unrealized Losses	33	49
Held to maturities, Fair Value	$ 1,847	$ 1,136

Securities - Available for Sale

Securities - Available for Sale Securities (Unrealized Loss Position) (Detail) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Schedule of Available-for-sale Securities [Line Items]
Held-to-maturity Securities, Gross unrealized losses	$ 178	$ 227
Fair value less than 12 months, total temporarily impaired securities	12,901	24,038
Gross unrealized losses less than 12 months, total temporarily impaired securities	133	497
Fair value 12 months or longer, total temporarily impaired securities	11,211	1,931
Gross unrealized losses 12 months or longer, total temporarily impaired securities	306	62
Fair value, total temporarily impaired securities	24,112	25,969
Gross unrealized losses, total temporarily impaired securities	439	559
U.S. Treasury, Agencies and Corporations [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value, less than 12 months	86	182
Gross unrealized losses, less than 12 months	1	4
Fair value, 12 months or longer	70	0
Gross unrealized losses, 12 months or longer	1	0
Fair Value	156	182
Gross unrealized losses, Total	2	4
Collateralized Mortgage Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value, less than 12 months	6,699	12,345
Gross unrealized losses, less than 12 months	56	231
Fair value, 12 months or longer	5,653	1,410
Gross unrealized losses, 12 months or longer	147	44
Fair Value	12,352	13,755
Gross unrealized losses, Total	203	275
Held-to-maturity Securities, Fair Value less than 12 months	3,208	7,028
Held-to-maturity Securities, Gross unrealized losses, less than 12 months	52	156
Held-to-maturity Securities, Fair Value 12 months or longer	3,778	518
Held-to-maturity Securities, Gross unrealized losses, 12 months or longer	91	17
Held-to-maturity Securities, Fair Value	6,986	7,546
Held-to-maturity Securities, Gross unrealized losses	143	173
Agency Residential Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Held-to-maturity Securities, Gross unrealized losses	2	5
Agency Commercial Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value, less than 12 months	760	1,482
Gross unrealized losses, less than 12 months	11	35
Fair value, 12 months or longer	1,122	0
Gross unrealized losses, 12 months or longer	35	0
Fair Value	1,882	1,482
Gross unrealized losses, Total	46	35
Held-to-maturity Securities, Fair Value less than 12 months	508	996
Held-to-maturity Securities, Gross unrealized losses, less than 12 months	2	49
Held-to-maturity Securities, Fair Value 12 months or longer	496	0
Held-to-maturity Securities, Gross unrealized losses, 12 months or longer	31	0
Held-to-maturity Securities, Fair Value	1,004	996
Held-to-maturity Securities, Gross unrealized losses	33	49
Other Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value, less than 12 months	2	2
Gross unrealized losses, less than 12 months	0	0
Fair value, 12 months or longer	0	3
Gross unrealized losses, 12 months or longer	0	1
Fair Value	2	5
Gross unrealized losses, Total	0	1
Held-to-maturity Securities, Fair Value less than 12 months	2	4
Held-to-maturity Securities, Gross unrealized losses, less than 12 months	0	0
Held-to-maturity Securities, Fair Value 12 months or longer	4	0
Held-to-maturity Securities, Gross unrealized losses, 12 months or longer	0	0
Held-to-maturity Securities, Fair Value	6	4
Held-to-maturity Securities, Gross unrealized losses	0	0
Gross unrealized losses, available for sale securities (less than)	1	1
Gross unrealized losses, held-to-maturity securities (less than)	1	1
Other Mortgage-Backed Securities [Member] | Agency Residential Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value, less than 12 months	1,245	1,452
Gross unrealized losses, less than 12 months	9	17
Fair value, 12 months or longer	88	0
Gross unrealized losses, 12 months or longer	1	0
Fair Value	1,333	1,452
Gross unrealized losses, Total	10	17
Held-to-maturity Securities, Fair Value less than 12 months	391	547
Held-to-maturity Securities, Gross unrealized losses, less than 12 months	2	5
Held-to-maturity Securities, Fair Value 12 months or longer	0	0
Held-to-maturity Securities, Gross unrealized losses, 12 months or longer	0	0
Held-to-maturity Securities, Fair Value	391	547
Held-to-maturity Securities, Gross unrealized losses	2	5
Other Mortgage-Backed Securities [Member] | Agency Commercial Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Held-to-maturity Securities, Gross unrealized losses	$ 33	$ 49

Securities - Additional Informa

Securities - Additional Information (Detail) $ in Millions	9 Months Ended
	Sep. 30, 2017USD ($)MortgageLoanposition	Dec. 31, 2016USD ($)
Schedule of Available-for-sale Securities [Line Items]
Pledged available for sale and held-to-maturity securities	$ 7,800
Agency residential mortgage-backed securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized loss attributable to mortgage-backed securities (less than)	1
Collateralized Mortgage Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized losses	$ 203	$ 275
Number of fixed rate collateralized mortgage obligations | MortgageLoan	352
Weighted-average maturity collateralized mortgage, in years	4 years 1 month 13 days
Residential Mortgage Backed Securities [Member] | Agency residential mortgage-backed securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized losses	$ 10	$ 17
Number of other mortgage-backed securities positions | position	219
Weighted-average maturity mortgage-backed securities, in years	3 years 11 months 4 days

Securities - Cumulative Credit

Securities - Cumulative Credit Portion of Impairments on Debt Securities (Detail) $ in Millions	9 Months Ended
	Sep. 30, 2017USD ($)
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Cumulative Impairments on Debt Securities, Beginning Balance	$ 4
Impairment recognized in earnings	0
Cumulative Impairments on Debt Securities, Ending Balance	$ 4

Securities - Securities by Matu

Securities - Securities by Maturity (Detail) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Investments, Debt and Equity Securities [Abstract]
Amortized Cost of Securities Available for sale, Due in one year or less	$ 190
Amortized Cost of Securities Available for sale, Due after one through five years	16,032
Amortized Cost of Securities Available for sale, Due after five through ten years	3,010
Amortized Cost of Securities Available for sale, Due after ten years	10
Total Amortized Cost of Securities Available for sale	19,242
Fair Value of Securities Available for sale, Due in one year or less	192
Fair Value of Securities Available for sale, Due after one through five years	15,825
Fair Value of Securities Available for sale, Due after five through ten years	2,985
Fair Value of Securities Available for sale, Due after ten years	10
Total Fair Value of Securities Available for sale	19,012	$ 20,212
Amortized Cost of Held-to-Maturity Securities, Due in one year or less	76
Amortized Cost of Held-to-Maturity Securities, Due after one through five years	7,506
Amortized Cost of Held-to-Maturity Securities, Due after five through ten years	2,087
Amortized Cost of Held-to-Maturity Securities, Due after ten years	607
Held to maturities, Amortized Cost	10,276	10,232
Fair Value of Held-to-Maturity Securities, Due in one year or less	76
Fair Value of Held-to-Maturity Securities, Due after one through five years	7,386
Fair Value of Held-to-Maturity Securities, Due after five through ten years	2,054
Fair Value of Held-to-Maturity Securities, Due after ten years	593
Total Fair Value of Held-to-Maturity Securities	$ 10,109	$ 10,007

Derivatives and Hedging Activ82

Derivatives and Hedging Activities - Additional Information (Detail) $ in Millions	9 Months Ended
	Sep. 30, 2017USD ($)ratingderivative	Dec. 31, 2016USD ($)rating
Credit Derivatives [Line Items]
Derivative assets after effects of bilateral collateral and master netting agreements	$ 24
Derivative liabilities after effects of bilateral collateral and master netting agreements	19
Derivative assets not designated as hedging instruments after effects of bilateral collateral and master netting agreements, and a reserve for potential future losses	598
Derivative liabilities not designated as hedging instruments after effects of bilateral collateral and master netting agreements, and a reserve for potential future losses	213
Reclassify of after-tax net losses on derivative instruments from AOCI	$ 16
Length of time hedge in cash flow hedge	12 months
Reclassification of net losses related to terminated cash flow hedges from AOCI to income	$ 3
Maximum length of time over which forecasted transactions are hedged, years	11 years
Other Comprehensive income unrealized gain on derivatives arising during period net of tax	$ 27
Cash collateral netted against derivative assets	(73)	$ 155
Collateral netted against derivative liabilities	94	108
Cash collateral not netted transferred with clearing organization		448
Cash collateral not netted transferred from clearing organization		$ 59
Cash paid in variation margin to settle CME-cleared derivatives	188
Cash received in variation margin to settle CME-cleared derivatives	76
Increase (decrease) in derivative assets	(7)
Increase (decrease) in derivative liabilities	(303)
Gross exposure on derivatives, after taking into account the effects of bilateral collateral and master netting agreements	221
Net exposure on derivatives, after taking into account, the effects of bilateral collateral and master netting agreements	245
Over-collateralization on derivatives to broker-dealers and banks, after the application of master netting agreements and collateral	224
Additional collateral held in the form of securities	21
Default reserve associated with uncollateralized contracts	6
Gross exposure on derivatives after taking into account effects of master netting agreements	436
Net exposure on derivatives with clients after application of master netting agreements collateral and related reserve	377
Banking Subsidiary [Member]
Credit Derivatives [Line Items]
Net liability position totaled	150
Derivative assets included in net liability position	126
Derivative liabilities included in net liability position	276
Cash and securities collateral posted	$ 156
Number of credit risk derivatives held | derivative	0
Banking Subsidiary [Member] | Unsecured Debt [Member]
Credit Derivatives [Line Items]
Number of ratings above noninvestment | rating	4	4
Banking Subsidiary [Member] | Maximum [Member] | Unsecured Debt [Member]
Credit Derivatives [Line Items]
Payments to terminate contracts (less than for the $1 million)	$ 3	$ 4
Key Corp [Member]
Credit Derivatives [Line Items]
Additional collateral amount		$ 1

Derivatives and Hedging Activ83

Derivatives and Hedging Activities - Fair Values, Volume of Activity and Gain (Loss) Information Related to Derivative Instruments (Detail) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Notional Amount	$ 99,869	$ 88,288
Derivative Assets, Netting adjustments	(390)	(431)
Derivative Assets, net	615	782
Derivative Liabilities, Netting adjustments	(557)	(384)
Derivative Liabilities, net	151	539
Derivatives Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	25,779	24,519
Derivative Assets	87	195
Derivative Liabilities	44	98
Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	74,090	63,769
Derivative Assets	925	1,039
Derivative Liabilities	745	922
Interest Rate [Member] | Derivatives Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	25,489	24,237
Derivative Assets	87	189
Derivative Liabilities	29	94
Interest Rate [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	60,887	55,315
Derivative Assets	644	741
Derivative Liabilities	469	643
Foreign Exchange [Member] | Derivatives Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	290	282
Derivative Assets	0	6
Derivative Liabilities	15	4
Foreign Exchange [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	8,664	6,230
Derivative Assets	129	117
Derivative Liabilities	122	109
Commodity [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	1,696	1,474
Derivative Assets	144	176
Derivative Liabilities	135	165
Credit [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	484	360
Derivative Assets	1	1
Derivative Liabilities	6	4
Other [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	2,359	390
Derivative Assets	7	4
Derivative Liabilities	13	1
Net Derivatives [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	99,869	88,288
Derivative Assets, net	622	803
Derivative Liabilities, net	232	636
Counterparty And Cash Collateral Netting [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	0	0
Derivative Assets, net	(7)	(21)
Derivative Liabilities, net	$ (81)	$ (97)

Derivatives and Hedging Activ84

Derivatives and Hedging Activities - Pre-Tax Net Gains (Losses) on Fair Value Hedges (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Derivatives, Fair Value [Line Items]
Net Gains (Losses) on Derivative	$ (9)	$ (36)	$ (7)	$ 178
Net Gains (Losses) on Hedged Item	20	61	50	(104)
Other Income [Member] | Interest Rate [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) on Derivative	(19)	(60)	(49)	104
Net Gains (Losses) on Hedged Item	20	61	50	(104)
Interest Expense [Member] | Interest Rate [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) on Derivative	$ 10	$ 24	$ 42	$ 74

Derivatives and Hedging Activ85

Derivatives and Hedging Activities - Derivative Instrument Cash Flow Hedge Earning Recognized by Income Statement Location (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI (Effective Portion)	$ (15)	$ (44)	$ (25)	$ 148
Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion)	0	21	18	64
Net Gains (Losses) Recognized in Income (Ineffective Portion)	0	0	0	0
Interest Income [Member] | Interest Rate [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI (Effective Portion)	(1)	(40)	(1)	164
Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion)	1	22	21	67
Interest Expense [Member] | Interest Rate [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI (Effective Portion)	(1)	1	(1)	(5)
Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion)	(1)	(1)	(3)	(3)
Investment Banking and Debt Placement Fees [Member] | Interest Rate [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI (Effective Portion)	(1)	0	(1)	(1)
Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion)	0	0	0	0
Other Income [Member] | Interest Rate [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in Income (Ineffective Portion)	0	0	0	0
Other Income [Member] | Foreign Exchange [Member] | Net Investment Hedges [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI (Effective Portion)	(12)	(5)	(22)	(10)
Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion)	0	0	0	0
Net Gains (Losses) Recognized in Income (Ineffective Portion)	$ 0	$ 0	$ 0	$ 0

Derivatives and Hedging Activ86

Derivatives and Hedging Activities - After-Tax Change in AOCI Resulting from Cash Flow Hedges (Detail) $ in Millions	9 Months Ended
	Sep. 30, 2017USD ($)
AOCI Attributable to Parent, Net of Tax [Roll Forward]
December 31, 2016	$ (14)
2017 Hedging Activity	(16)
Reclassification of Gains to Net Income	(11)
September 30, 2017	$ (41)

Derivatives and Hedging Activ87

Derivatives and Hedging Activities - Pre-Tax Net Gains (Losses) on Derivatives Not Designated as Hedging Instruments (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	$ 17	$ 14	$ 36	$ 41
Interest Rate [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	6	9	20	20
Foreign Exchange [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	10	9	31	28
Commodity [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	1	1	4	3
Credit [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	(6)	(5)	(15)	(10)
Other Credit Derivatives [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	6	0	(4)	0
Corporate Services Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	16	19	57	54
Corporate Services Income [Member] | Interest Rate [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	5	9	21	22
Corporate Services Income [Member] | Foreign Exchange [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	10	9	31	28
Corporate Services Income [Member] | Commodity [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	1	1	4	3
Corporate Services Income [Member] | Credit [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	0	0	1	1
Corporate Services Income [Member] | Other Credit Derivatives [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	0	0	0	0
Consumer Mortgage Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	(1)		0
Consumer Mortgage Income [Member] | Interest Rate [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	0		0
Consumer Mortgage Income [Member] | Foreign Exchange [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	0		0
Consumer Mortgage Income [Member] | Commodity [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	0		0
Consumer Mortgage Income [Member] | Credit [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	0		0
Consumer Mortgage Income [Member] | Other Credit Derivatives [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	(1)		0
Other Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	2	(5)	(21)	(13)
Other Income [Member] | Interest Rate [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	1	0	(1)	(2)
Other Income [Member] | Foreign Exchange [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	0	0	0	0
Other Income [Member] | Commodity [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	0	0	0	0
Other Income [Member] | Credit [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	(6)	(5)	(16)	(11)
Other Income [Member] | Other Credit Derivatives [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	$ 7	$ 0	$ (4)	$ 0

Derivatives and Hedging Activ88

Derivatives and Hedging Activities - Fair Value of Derivative Assets by Type (Detail) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Credit Derivatives [Line Items]
Derivative assets before collateral	$ 549	$ 958
Less: Related collateral	(73)	155
Total derivative assets	622	803
Interest Rate [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	433	782
Foreign Exchange [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	55	62
Commodity [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	53	110
Credit [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	1	0
Other [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	$ 7	$ 4

Derivatives and Hedging Activ89

Derivatives and Hedging Activities - Fair Value of Credit Derivatives Purchased and Sold (Detail) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Credit Derivatives [Line Items]
Purchased	$ (4)	$ (3)
Sold	(1)	0
Net	(5)	(3)
Single Name Credit Default Swaps [Member]
Credit Derivatives [Line Items]
Purchased	(1)	(2)
Sold	0	0
Net	(1)	(2)
Traded Credit Default Swap Indices [Member]
Credit Derivatives [Line Items]
Purchased	(3)	(1)
Sold	0	0
Net	(3)	(1)
Other [Member]
Credit Derivatives [Line Items]
Purchased	0	0
Sold	(1)	0
Net	(1)	0
Maximum [Member] | Other [Member]
Credit Derivatives [Line Items]
Sold	$ (1)	$ (1)

Derivatives and Hedging Activ90

Derivatives and Hedging Activities - Credit Derivatives Sold and Held (Detail) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Credit Derivatives [Line Items]
Notional Amount	$ 16	$ 4
Average Term (Years)	0 years	0 years
Payment / Performance Risk	0.00%	0.00%
Other [Member]
Credit Derivatives [Line Items]
Notional Amount	$ 16	$ 4
Average Term (Years)	3 years 11 months 4 days	6 years 5 months 27 days
Payment / Performance Risk	8.23%	17.93%

Derivatives and Hedging Activ91

Derivatives and Hedging Activities - Credit Risk Contingent Feature (Detail) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	$ 21
Standard & Poor's, A- Rating [Member] | One Rating Downgrade [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	2	$ 2
Standard & Poor's, A- Rating [Member] | Two Rating Downgrade [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	2	2
Standard & Poor's, A- Rating [Member] | Three Rating Downgrade [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	2	4
Moody's, A3 Rating [Member] | One Rating Downgrade [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	2	2
Moody's, A3 Rating [Member] | Two Rating Downgrade [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	2	2
Moody's, A3 Rating [Member] | Three Rating Downgrade [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	$ 2	$ 4

Mortgage Servicing Assets - Cha

Mortgage Servicing Assets - Changes in Carrying Amount of Mortgage Servicing Assets (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Commercial Mortgage Backed Securities [Member]
Servicing Asset at Amortized Cost, Balance [Roll Forward]
Balance at beginning of period	$ 373	$ 323	$ 356	$ 321
Servicing retained from loan sales	24	31	71	53
Purchases	10	3	24	15
Amortization	(22)	(21)	(66)	(53)
Balance at end of period	385	336	385	336
Fair value at end of period	508	416	508	416
Residential Mortgage Backed Securities [Member]
Servicing Asset at Amortized Cost, Balance [Roll Forward]
Balance at beginning of period	29	0	28	0
Servicing retained from loan sales	2	1	5	1
Purchases	0	28	0	28
Amortization	(1)	(1)	(3)	(1)
Balance at end of period	30	28	30	28
Fair value at end of period	$ 34	$ 29	$ 34	$ 29

Mortgage Servicing Assets - Sch

Mortgage Servicing Assets - Schedule of Range and Weighted-Average of Significant Unobservable Inputs (Detail) - Discounted Cash Flow [Member] - USD ($)	9 Months Ended	12 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Commercial Mortgage Backed Securities [Member] | Minimum [Member]
Servicing Assets at Fair Value [Line Items]
Expected defaults	1.00%	1.00%
Residual cash flows discount rate	7.00%	7.00%
Escrow earn rate	0.80%	1.10%
Servicing cost	$ 150,000,000	$ 150,000,000
Loan assumption rate	0.00%	0.00%
Percentage late	0.00%	0.00%
Commercial Mortgage Backed Securities [Member] | Maximum [Member]
Servicing Assets at Fair Value [Line Items]
Expected defaults	3.00%	3.00%
Residual cash flows discount rate	15.00%	12.00%
Escrow earn rate	3.00%	3.00%
Servicing cost	$ 38,500,000,000	$ 2,700,000,000
Loan assumption rate	3.00%	3.00%
Percentage late	2.00%	2.00%
Commercial Mortgage Backed Securities [Member] | Weighted Average [Member]
Servicing Assets at Fair Value [Line Items]
Expected defaults	1.20%	1.40%
Residual cash flows discount rate	8.90%	8.00%
Escrow earn rate	2.40%	2.40%
Servicing cost	$ 1,468,000,000	$ 1,124,000,000
Loan assumption rate	1.24%	1.13%
Percentage late	0.27%	0.34%
Residential Mortgage Backed Securities [Member] | Minimum [Member]
Servicing Assets at Fair Value [Line Items]
Expected defaults	8.50%
Servicing cost	$ 76,000,000
Prepayment speed	7.95%
Residential Mortgage Backed Securities [Member] | Maximum [Member]
Servicing Assets at Fair Value [Line Items]
Expected defaults	11.00%
Servicing cost	$ 3,335,000,000
Prepayment speed	32.49%
Residential Mortgage Backed Securities [Member] | Weighted Average [Member]
Servicing Assets at Fair Value [Line Items]
Expected defaults	8.55%
Servicing cost	$ 82,190,000
Prepayment speed	10.15%

Mortgage Servicing Assets - Add

Mortgage Servicing Assets - Additional Information (Detail) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Aug. 01, 2016
Commercial Mortgage Backed Securities [Member]
Servicing Assets at Fair Value [Line Items]
Contractual fee income from servicing commercial mortgage loans	$ 113	$ 101
Amortization of servicing commercial mortgage loans	66	66
Residential Mortgage Backed Securities [Member]
Servicing Assets at Fair Value [Line Items]
Contractual fee income from servicing commercial mortgage loans	11	3
Amortization of servicing commercial mortgage loans	$ 3	$ 1
Residential Mortgage Backed Securities [Member] | First Niagara Bank, N.A. [Member]
Servicing Assets at Fair Value [Line Items]
Fair value of mortgage servicing assets			$ 28

Variable Interest Entities - Ad

Variable Interest Entities - Additional Information (Detail) - USD ($)	9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Variable Interest Entity [Line Items]
Investments in operating partnerships	$ 212,000,000		$ 178,000,000
Liabilities related to investments in qualified affordable housing projects	5,000,000		5,000,000
Recurring [Member]
Variable Interest Entity [Line Items]
Fair value of indirect principal investments	153,000,000		191,000,000
Recurring [Member] | Principal Investments Indirect [Member]
Variable Interest Entity [Line Items]
Fair value of indirect principal investments	138,000,000		158,000,000
LIHTC Investments [Member]
Variable Interest Entity [Line Items]
Investments in operating partnerships	6,049,000,000		4,814,000,000
Liabilities related to investments in qualified affordable housing projects	2,871,000,000		2,003,000,000
Tax credit of investment	115,000,000	$ 98,000,000
LIHTC Investments [Member] | Qualified affordable housing projects investment [Member]
Variable Interest Entity [Line Items]
Liabilities related to investments in qualified affordable housing projects	447,000,000		462,000,000
LIHTC Investments [Member] | Accrued Income And Other Assets [Member]
Variable Interest Entity [Line Items]
Investments in operating partnerships	1,300,000,000		1,200,000,000
LIHTC Investments [Member] | Investments [Member]
Variable Interest Entity [Line Items]
Amortization of investment	124,000,000	$ 96,000,000
Guaranteed Funds [Member] | Investments [Member]
Variable Interest Entity [Line Items]
VIE, assets that can only be used to settle obligations	3,000,000		1,000,000
VIE, liabilities	$ 0		$ 0

Variable Interest Entities - S

Variable Interest Entities - Summary of Variable Interest Entities Information (Detail) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Variable Interest Entity [Line Items]
Total Assets	$ 212	$ 178
Total Liabilities	5	5
LIHTC Investments [Member]
Variable Interest Entity [Line Items]
Total Assets	6,049	4,814
Total Liabilities	2,871	2,003
Maximum Exposure to Loss	1,513	1,465
KCC Indirect Investments [Member]
Variable Interest Entity [Line Items]
Total Assets	26,713	32,755
Total Liabilities	216	201
Maximum Exposure to Loss	$ 173	$ 195

Income Taxes - Additional Infor

Income Taxes - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Dec. 31, 2016
Income Tax Contingency [Line Items]
Total income tax expense (benefit), rate	26.90%	9.10%
Combined federal and state statutory tax rate			37.20%
Income tax benefit (as a percent)	2.20%	4.00%
Notable items impacting tax rate	$ 36	$ 207
Effective income tax rate reconciliation, percentage excluding notable items	27.00%	23.40%
Federal deferred tax asset	$ 461		$ 461	$ 607
Valuation allowance	24		24	$ 26
Key Corp [Member]
Income Tax Contingency [Line Items]
Unrecognized tax benefits	57		57
First Niagara Bank, N.A. [Member]
Income Tax Contingency [Line Items]
Allocated bad debt deductions	$ 92		$ 92

Acquisition, Divestiture, and98

Acquisition, Divestiture, and Discontinued Operations - Additional Information (Detail)	Jun. 30, 2017USD ($)	Jun. 29, 2017USD ($)	Aug. 01, 2016USD ($)	Oct. 30, 2015$ / sharesshares	Sep. 30, 2014USD ($)	Sep. 30, 2017USD ($)Trust	Sep. 30, 2016USD ($)	Sep. 30, 2017USD ($)SecurityLoanTrustTDR	Sep. 30, 2016USD ($)	Dec. 31, 2016USD ($)TDR	Jul. 01, 2017USD ($)	Sep. 09, 2016USD ($)Branch	Dec. 31, 2015USD ($)	Sep. 30, 2015USD ($)Trust	Jan. 01, 2010Trust
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Goodwill	$ 2,464,000,000					$ 2,487,000,000		$ 2,487,000,000		$ 2,446,000,000			$ 1,060,000,000
Number of branches sold | Branch												18
Trust assets removed						1,396,000,000		$ 1,396,000,000		1,585,000,000
Number of TDRs | SecurityLoan								5,057
Allowance for loan held as investment						880,000,000		$ 880,000,000		858,000,000
Portfolio loans held for sale at fair value						0		0		$ 0
Number of outstanding securitizations trusts | Trust														3
Loans at fair value						2,000,000		2,000,000
Income (loss) from discontinued operations, net of taxes						1,000,000	$ 1,000,000	6,000,000	$ 5,000,000
HelloWallet Holdings, LLC [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Intangible assets acquired											$ 12,000,000
Goodwill											$ 17,000,000
Key Merchant Services, LLC [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Intangible assets acquired	95,000,000					85,000,000		85,000,000
Goodwill	$ 1,000,000					6,000,000		$ 6,000,000
Business acquisition, percentage of coting interests acquired	51.00%
Business combination, percentage held before acquisition date		49.00%
Business combination, ownership percentage	100.00%
Business combination, estimated fair value of equity interest		$ 74,000,000				69,000,000
Business combination, noncash holding gain	$ 64,000,000					5,000,000
Measurement-period adjustment, intangible assets						$ 10,000,000
First Niagara Financial Group, Inc. [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Total consideration			$ 4,000,000,000
Acquiree shares equivalent of acquirer common stock | shares				0.680
Cash payable per acquiree common stock | $ / shares				$ 2.30
Number of branches sold | Branch												18
Loans included in divestiture												$ 439,000,000
Deposits included in divestiture												$ 1,600,000,000
Pacific Crest Securities [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Number of outstanding securitization trusts | Trust						3		3
Proceeds from sale of residual interests					$ 57,000,000
Number of continuing securitization trusts | Trust						8		8
Estimated fair value of the assets and deposits acquired					1,000,000
Education Loans [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Number of TDRs | TDR								2,655		2,163
Investment recorded						$ 26,000,000		$ 26,000,000		$ 22,000,000
Allowance for loan held as investment										2,000,000
Trust [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Portfolio loans held for sale at fair value														$ 179,000,000
Trust [Member] | Pacific Crest Securities [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Trust assets removed					1,700,000,000
Trust liabilities removed					$ 1,600,000,000
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Loans included in divestiture						1,354,000,000		1,354,000,000		1,541,000,000
Number of outstanding securitization trusts | Trust															10
Trust assets removed						1,396,000,000		1,396,000,000		1,585,000,000
Allowance for loan held as investment						4,000,000		4,000,000
Loans at fair value						2,000,000		2,000,000		3,000,000
Income (loss) from discontinued operations, net of taxes						1,000,000	1,000,000	6,000,000	5,000,000
Discontinued Operations [Member] | Education Lending [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Loans included in divestiture						1,354,000,000		1,354,000,000		1,541,000,000
Trust assets removed						1,381,000,000		1,381,000,000		1,570,000,000
Loans at fair value						2,000,000		2,000,000		3,000,000
Income (loss) from discontinued operations, net of taxes						1,000,000	$ 1,000,000	6,000,000	5,000,000
Discontinued Operations [Member] | Austin Capital Management [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Income (loss) from discontinued operations, net of taxes								0	$ 0
Cash and due from banks						15,000,000		15,000,000		15,000,000
Discontinued Operations [Member] | Trust [Member] | Education Lending [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Portfolio loans accounted for at fair value						$ 2,000,000		$ 2,000,000		$ 3,000,000

Acquisition, Divestiture, and99

Acquisition, Divestiture, and Discontinued Operations - Components of Income (Loss) from Discontinued Operations, Net of Taxes for Education Lending Business (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Income taxes	$ 1	$ 1	$ 3	$ 3
Income (loss) from discontinued operations, net of taxes	1	1	6	5
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Net interest income	6	6	17	20
Provision for credit losses	5	1	8	3
Net interest income after provision for credit losses	1	5	9	17
Noninterest income	1	1	4	4
Noninterest expense	1	4	4	13
Income (loss) before income taxes	1	2	9	8
Income taxes	0	1	3	3
Income (loss) from discontinued operations, net of taxes	1	1	6	5
Charges determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations, after tax	5
Education Lending [Member] | Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Net interest income	6	6	17	20
Provision for credit losses	5	1	8	3
Net interest income after provision for credit losses	1	5	9	17
Noninterest income	1	1	4	4
Noninterest expense	1	4	4	13
Income (loss) before income taxes	1	2	9	8
Income taxes	0	1	3	3
Income (loss) from discontinued operations, net of taxes	1	1	6	5
Charges determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations, after tax	$ 5	$ 6	$ 18	$ 18

Acquisition, Divestiture, an100

Acquisition, Divestiture, and Discontinued Operations - Components of Assets of Education Lending Business (Detail) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016	Sep. 30, 2016
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Portfolio loans at fair value	$ 2
Loans, net of unearned income	86,492	$ 86,038	$ 85,528
Total assets	1,396	1,585
Unearned income on loans (less than)	734	826
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Portfolio loans at fair value	2	3
Loans, net of unearned income	1,370	1,562
Less: Allowance for loan and lease losses	18	24
Net loans	1,354	1,541
Accrued income and other assets	26	28
Total assets	1,396	1,585
Unearned income on loans (less than)	1	1
Education Lending [Member] | Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Held-to-maturity securities	1	1
Portfolio loans at fair value	2	3
Loans, net of unearned income	1,370	1,562
Less: Allowance for loan and lease losses	18	24
Net loans	1,354	1,541
Accrued income and other assets	26	28
Total assets	1,381	1,570
Unearned income on loans (less than)	$ 1	$ 1

Acquisition, Divestiture, an101

Acquisition, Divestiture, and Discontinued Operations - Quantitative Information about Level 3 Fair Value Measurements (Details) - Level 3 [Member] - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Minimum [Member] | Portfolio Loan Indicative Bids [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	84.50%	84.50%
Maximum [Member] | Portfolio Loan Indicative Bids [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	104.00%	104.00%
Portfolio Loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Portfolio loans accounted for at fair value	$ 2	$ 3

Acquisition, Divestiture, an102

Acquisition, Divestiture, and Discontinued Operations - Principal and Fair Value Amounts for Portfolio Loans at Carrying Value, and Portfolio Loans at Fair Value (Detail) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Accruing loans past due 90 days or more	$ 86	$ 87
Portfolio [Member] | Carrying Amount [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Accruing loans past due 90 days or more	18	22
Loans placed on nonaccrual status	$ 8	$ 5

Acquisition, Divestiture, an103

Acquisition, Divestiture, and Discontinued Operations - Portfolio Loans at Fair Value and Related Contractual Amounts (Detail) - Discontinued Operations [Member] - Trust [Member] - Education Lending [Member] - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Portfolio contractual amount of loans	$ 2	$ 3
Portfolio fair value of loans	$ 2	$ 3

Acquisition, Divestiture, an104

Acquisition, Divestiture, and Discontinued Operations - Change in Fair Values of Level 3 Portfolio Loans Held for Sale, Portfolio Loans, and Consolidated Education Loan Securitization Trusts (Details) - Discontinued Operations [Member] - Education Lending [Member] - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Purchases, sales, issuances, gains (losses) recognized in earnings	$ 0	$ 0	$ 0	$ 0
Portfolio Student Loans [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	2,000,000	3,000,000	3,000,000	4,000,000
Settlements	0	0	(1,000,000)	(1,000,000)
Ending Balance	$ 2,000,000	$ 3,000,000	$ 2,000,000	$ 3,000,000

Acquisition, Divestiture, an105

Acquisition, Divestiture, and Discontinued Operations - Combined Results of Discontinued Operations (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Income taxes	$ 1	$ 1	$ 3	$ 3
Income (loss) from discontinued operations, net of taxes	1	1	6	5
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Net interest income	6	6	17	20
Provision for credit losses	5	1	8	3
Net interest income after provision for credit losses	1	5	9	17
Noninterest income	1	1	4	4
Noninterest expense	1	4	4	13
Income (loss) before income taxes	1	2	9	8
Income taxes	0	1	3	3
Income (loss) from discontinued operations, net of taxes	1	$ 1	$ 6	$ 5
Charges determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations, after tax	$ 5

Acquisition, Divestiture, an106

Acquisition, Divestiture, and Discontinued Operations - Combined Assets and Liabilities of Discontinued Operations (Detail) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016	Sep. 30, 2016	Dec. 31, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Cash and due from banks	$ 562	$ 677	$ 749	$ 607
Held-to-maturity securities	10,276	10,232
Portfolio loans at fair value	2
Loans, net of unearned income	86,492	86,038	$ 85,528
Total assets	1,396	1,585
Unearned income on loans (less than)	734	826
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Cash and due from banks	15	15
Held-to-maturity securities	1	1
Portfolio loans at fair value	2	3
Loans, net of unearned income	1,370	1,562
Less: Allowance for loan and lease losses	18	24
Net loans	1,354	1,541
Accrued income and other assets	26	28
Total assets	1,396	1,585
Unearned income on loans (less than)	$ 1	$ 1

Securities Financing Activit107

Securities Financing Activities - Summarized Securities Financing Agreements (Detail) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Securities Financing Transaction [Line Items]
Reverse repurchase agreements	$ 0	$ 0
Total	0	0
Repurchase agreements	0	0
Total	0	0
Counterparty And Cash Collateral Netting [Member]
Securities Financing Transaction [Line Items]
Reverse repurchase agreements	(2)	0
Total	(2)	0
Repurchase agreements	(356)	(494)
Total	(356)	(494)
Federal Agency CMOs [Member]
Securities Financing Transaction [Line Items]
Assets pledged as collateral	453
Liabilities pledged as collateral	356
Gross Amounts Presented In Balance Sheets [Member]
Securities Financing Transaction [Line Items]
Reverse repurchase agreements	11	3
Total	11	3
Repurchase agreements	365	497
Total	365	497
Netting Adjustments [Member]
Securities Financing Transaction [Line Items]
Reverse repurchase agreements	(9)	(3)
Total	(9)	(3)
Repurchase agreements	(9)	(3)
Total	$ (9)	$ (3)

Employee Benefits - Additional

Employee Benefits - Additional Information (Detail) - benefit_plan	9 Months Ended
	Sep. 30, 2017	Dec. 31, 2009
Other Postretirement Benefit Plans [Member]
Defined Benefit Plan Disclosure [Line Items]
Age of employees under condition one	55 years
Period of service under condition one	5 years
Age of employees under condition two	50 years
Period of service under condition two	15 years
Minimum period of service at the time of termination hired before 2001	15 years
First Niagara Bank, N.A. [Member]
Defined Benefit Plan Disclosure [Line Items]
Number of defined benefit plans		2

Employee Benefits - Net Pension

Employee Benefits - Net Pension Cost (Benefit) for All Funded and Unfunded Plans (Detail) - Pension Plans [Member] - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Defined Benefit Plan Disclosure [Line Items]
Interest cost on PBO	$ 12	$ 10	$ 36	$ 31
Expected return on plan assets	(17)	(13)	(51)	(39)
Amortization of losses	4	4	12	12
Net pension/postretirement benefit cost	$ (1)	$ 1	$ (3)	$ 4

Employee Benefits - Net Postret

Employee Benefits - Net Postretirement Benefit Cost for All Funded and Unfunded Plans (Detail) - Other Postretirement Benefit Plans [Member] - USD ($) $ in Millions	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016	Dec. 31, 2015
Defined Benefit Plan Disclosure [Line Items]
Service Cost			$ 0	$ 1	$ 0	$ 1
Interest cost on APBO	$ 1	$ 0	1	2
Expected return on plan assets	(1)	0	(1)	(2)
Amortization of unrecognized prior service credit			0	(1)	$ 0	$ (1)
Net postretirement benefit cost	$ 0	$ 0	$ 0	$ 0

Trust Preferred Securities I111

Trust Preferred Securities Issued by Unconsolidated Subsidiaries - Summary of Trust Preferred Securities, Common Stock and Related Debentures (Detail) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Common Stock	$ 1,257	$ 1,257
Debentures adjustments related to financial instrument hedging	59	59
KeyCorp Capital I [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust Preferred Securities, Net of Discount	155
Common Stock	6
Principal Amount of of Debentures, Net of Discount	$ 161
Interest Rate of Trust Preferred Securities and Debentures	2.039%
KeyCorp Capital II [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust Preferred Securities, Net of Discount	$ 106
Common Stock	4
Principal Amount of of Debentures, Net of Discount	$ 110
Interest Rate of Trust Preferred Securities and Debentures	6.875%
KeyCorp Capital III [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust Preferred Securities, Net of Discount	$ 139
Common Stock	4
Principal Amount of of Debentures, Net of Discount	$ 143
Interest Rate of Trust Preferred Securities and Debentures	7.75%
HNC Statutory Trust III [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust Preferred Securities, Net of Discount	$ 18
Common Stock	1
Principal Amount of of Debentures, Net of Discount	$ 19
Interest Rate of Trust Preferred Securities and Debentures	2.714%
Willow Grove Statutory Trust I [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust Preferred Securities, Net of Discount	$ 18
Common Stock	1
Principal Amount of of Debentures, Net of Discount	$ 19
Interest Rate of Trust Preferred Securities and Debentures	2.63%
HNC Statutory Trust IV [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust Preferred Securities, Net of Discount	$ 16
Common Stock	1
Principal Amount of of Debentures, Net of Discount	$ 17
Interest Rate of Trust Preferred Securities and Debentures	2.591%
Westbank Capital Trust II [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust Preferred Securities, Net of Discount	$ 7
Common Stock	0
Principal Amount of of Debentures, Net of Discount	$ 7
Interest Rate of Trust Preferred Securities and Debentures	3.515%
Westbank Capital Trust III [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust Preferred Securities, Net of Discount	$ 7
Common Stock	0
Principal Amount of of Debentures, Net of Discount	$ 7
Interest Rate of Trust Preferred Securities and Debentures	3.515%
Business Trusts [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust Preferred Securities, Net of Discount	$ 466	475
Common Stock	17	17
Principal Amount of of Debentures, Net of Discount	$ 483	$ 492
Interest Rate of Trust Preferred Securities and Debentures	4.954%	4.845%
Treasury Rate [Member] | KeyCorp Capital II [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Basis spread on variable rate	0.20%
Treasury Rate [Member] | KeyCorp Capital III [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Basis spread on variable rate	0.25%
London Interbank Offered Rate (LIBOR) [Member] | KeyCorp Capital I [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Basis spread on variable rate	0.74%
London Interbank Offered Rate (LIBOR) [Member] | HNC Statutory Trust III [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Basis spread on variable rate	1.40%
London Interbank Offered Rate (LIBOR) [Member] | Willow Grove Statutory Trust I [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Basis spread on variable rate	1.31%
London Interbank Offered Rate (LIBOR) [Member] | HNC Statutory Trust IV [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Basis spread on variable rate	1.28%
London Interbank Offered Rate (LIBOR) [Member] | Westbank Capital Trust II and III [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Basis spread on variable rate	2.19%
Redemption upon either tax or a capital treatment event [Member] | Treasury Rate [Member] | Keycorp Capital II and III [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Basis spread on variable rate	0.50%

Contingent Liabilities and G112

Contingent Liabilities and Guarantees - Guarantees (Detail) $ in Millions	Sep. 30, 2017USD ($)
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	$ 9,385
Liability Recorded	131
Written Put Options [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	2,044
Liability Recorded	52
Standby Letters of Credit [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	3,046
Liability Recorded	65
Recourse Agreement with FNMA [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	2,967
Liability Recorded	6
Residential Mortgage Reserve [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	1,325
Liability Recorded	5
Return Guarantee Agreement with LIHTC Investors [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	3
Liability Recorded	$ 3

Contingent Liabilities and G113

Contingent Liabilities and Guarantees - Additional Information (Detail) $ in Millions	9 Months Ended
	Sep. 30, 2017USD ($)
Commitments Contingencies And Guarantees [Line Items]
Default guarantees, value	$ 131
Written Put Options [Member]
Commitments Contingencies And Guarantees [Line Items]
Default guarantees, value	$ 52
Weighted average life of written put options	3 years
Standby Letters of Credit [Member]
Commitments Contingencies And Guarantees [Line Items]
Remaining weighted-average life of standby letters of credit in years	2 years
Default guarantees, value	$ 65
Recourse Agreement with FNMA [Member]
Commitments Contingencies And Guarantees [Line Items]
Weighted-average remaining term for outstanding commercial mortgage loans in years	7 years 9 months 18 days
Unpaid principal balance outstanding of loans sold	$ 10,600
Maximum potential amount of undiscounted future payments possibly required as percentage of principal balance of loans outstanding	28.00%
Default guarantees, value	$ 6
Residential Mortgage Reserve [Member]
Commitments Contingencies And Guarantees [Line Items]
Unpaid principal balance outstanding of loans sold	$ 4,400
Maximum potential amount of undiscounted future payments possibly required as percentage of principal balance of loans outstanding	30.00%
Weighted-average loan to value ratio (as a percent)	72.00%
Liability for estimated repurchase obligations on loans sold	$ 5
Default guarantees, value	$ 5
Return Guarantee Agreement with LIHTC Investors [Member]
Commitments Contingencies And Guarantees [Line Items]
Compliance period of property	15 years
Default guarantees, value	$ 3
Default Guarantees [Member]
Commitments Contingencies And Guarantees [Line Items]
Default guarantees, value	$ 1
Minimum [Member] | Standby Letters of Credit [Member]
Commitments Contingencies And Guarantees [Line Items]
Remaining actual life of standby letters of credit	1 year
Minimum [Member] | Low [Member]
Commitments Contingencies And Guarantees [Line Items]
Guarantee obligations, percentage	0.00%
Minimum [Member] | Moderate [Member]
Commitments Contingencies And Guarantees [Line Items]
Guarantee obligations, percentage	30.00%
Minimum [Member] | High [Member]
Commitments Contingencies And Guarantees [Line Items]
Guarantee obligations, percentage	70.00%
Maximum [Member] | Standby Letters of Credit [Member]
Commitments Contingencies And Guarantees [Line Items]
Remaining actual life of standby letters of credit	17 years
Maximum [Member] | Low [Member]
Commitments Contingencies And Guarantees [Line Items]
Guarantee obligations, percentage	30.00%
Maximum [Member] | Moderate [Member]
Commitments Contingencies And Guarantees [Line Items]
Guarantee obligations, percentage	70.00%

Accumulated Other Comprehens114

Accumulated Other Comprehensive Income - Changes in AOCI (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance			$ 15,240
Total other comprehensive income (loss), net of tax	$ 0	$ (68)	35	$ 223
Ending Balance	15,250		15,250
Unrealized Gains (Losses) on Securities Available for Sale [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	(145)	129	(185)	(58)
Other comprehensive income before reclassification, net of income taxes	0	(28)	40	159
Amounts reclassified from accumulated other comprehensive income, net of income taxes	0	0	0	0
Total other comprehensive income (loss), net of tax	0	(28)	40	159
Ending Balance	(145)	101	(145)	101
Unrealized Gains (Losses) on Derivative Financial Instruments [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	(31)	114	(14)	20
Other comprehensive income before reclassification, net of income taxes	(10)	(28)	(16)	93
Amounts reclassified from accumulated other comprehensive income, net of income taxes	0	(13)	(11)	(40)
Total other comprehensive income (loss), net of tax	(10)	(41)	(27)	53
Ending Balance	(41)	73	(41)	73
Foreign Currency Translation Adjustment [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	4	5	(3)	(2)
Other comprehensive income before reclassification, net of income taxes	7	(2)	14	5
Amounts reclassified from accumulated other comprehensive income, net of income taxes	0	0	0	0
Total other comprehensive income (loss), net of tax	7	(2)	14	5
Ending Balance	11	3	11	3
Net Pension and Postretirement Benefit Costs [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	(334)	(362)	(339)	(365)
Other comprehensive income before reclassification, net of income taxes	0	1	0	(1)
Amounts reclassified from accumulated other comprehensive income, net of income taxes	3	2	8	7
Total other comprehensive income (loss), net of tax	3	3	8	6
Ending Balance	(331)	(359)	(331)	(359)
AOCI Attributable to Parent [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	(506)	(114)	(541)	(405)
Other comprehensive income before reclassification, net of income taxes	(3)	(57)	38	256
Amounts reclassified from accumulated other comprehensive income, net of income taxes	3	(11)	(3)	(33)
Total other comprehensive income (loss), net of tax	0	(68)	35	223
Ending Balance	$ (506)	$ (182)	$ (506)	$ (182)

Accumulated Other Comprehens115

Accumulated Other Comprehensive Income - Reclassifications Out of AOCI (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Interest income — Loans	$ 928	$ 746	$ 2,753	$ 1,875
Interest expense — Long-term debt	(86)	(59)	(228)	(155)
Income (loss) from continuing operations before income taxes	511	196	1,520	722
Income taxes	134	16	386	141
Personnel expense	558	594	1,665	1,425
INCOME (LOSS) FROM CONTINUING OPERATIONS	363	172	1,095	557
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivative Financial Instruments [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Income (loss) from continuing operations before income taxes	0	21	18	64
Income taxes	0	8	7	24
INCOME (LOSS) FROM CONTINUING OPERATIONS	0	13	11	40
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivative Financial Instruments [Member] | Interest Rate [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Interest income — Loans	1	22
Interest expense — Long-term debt	(1)	(1)
Reclassification out of Accumulated Other Comprehensive Income [Member] | Net Pension and Postretirement Benefit Costs [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Income (loss) from continuing operations before income taxes	(4)	(3)	(12)	(11)
Income taxes	(1)	(1)	(4)	(4)
INCOME (LOSS) FROM CONTINUING OPERATIONS	(3)	(2)	(8)	(7)
Reclassification out of Accumulated Other Comprehensive Income [Member] | Net Pension and Postretirement Benefit Costs [Member] | Amortization of Losses [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Personnel expense	$ (4)	(4)	(12)	(12)
Reclassification out of Accumulated Other Comprehensive Income [Member] | Net Pension and Postretirement Benefit Costs [Member] | Settlement Loss [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Personnel expense		$ 1
Reclassification out of Accumulated Other Comprehensive Income [Member] | Net Pension and Postretirement Benefit Costs [Member] | Amortization Of Prior Service Credit [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Personnel expense				1
Interest Income [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivative Financial Instruments [Member] | Interest Rate [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Interest income — Loans			21	67
Interest Expense [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivative Financial Instruments [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Interest expense — Long-term debt			$ (3)	$ (3)

Shareholders' Equity - Addition

Shareholders' Equity - Additional Information (Detail)	Feb. 15, 2017USD ($)$ / shares	Jun. 30, 2018$ / shares	Dec. 31, 2017$ / shares	Sep. 30, 2017USD ($)$ / sharesshares	Sep. 30, 2016$ / shares	Sep. 30, 2017USD ($)$ / sharesshares	Sep. 30, 2016USD ($)$ / shares	Dec. 31, 2016USD ($)$ / sharesshares	Jun. 30, 2017$ / shares	Mar. 20, 2017shares
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Repurchase of common shares | $						$ 466,000,000	$ 73,000,000
Cash dividends declared on common shares (in usd per share) | $ / shares				$ 0.095	$ 0.085	$ 0.275	$ 0.245
Common stock issued upon conversion (in shares) | shares										7.0922
Preferred stock | $				$ 1,025,000,000		$ 1,025,000,000		$ 1,665,000,000
Preferred stock, shares outstanding (in shares) | shares								2,900,234
Dividend payable | $						$ 353,000,000	$ 224,000,000
Series A Preferred Stock [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Preferred stock, dividend rate								7.75%
Dividend payable per share | $ / shares									$ 1.9375
Cash dividends declared on Noncumulative Series A Preferred Stock | $				$ 6,000,000
Preferred stock | $								$ 290,000,000
Preferred stock, par value (in usd per share) | $ / shares								$ 1
Preferred stock, liquidation preference | $ / shares								$ 100
Preferred stock, shares authorized (in shares) | shares								7,475,000
Series C Preferred Stock [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Dividend payable per share | $ / shares	$ 0.539063
Preferred stock | $								$ 350,000,000
Preferred stock, par value (in usd per share) | $ / shares								$ 1
Preferred stock, liquidation preference | $ / shares								$ 25
Preferred stock, shares authorized (in shares) | shares								14,000,000
Preferred stock, shares outstanding (in shares) | shares				14,000,000		14,000,000		14,000,000
Preferred stock, redemption price per share (in usd per share) | $ / shares	$ 25
Dividend payable | $	$ 7,000,000
Depository Shares, Series D [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Shares issued | $						$ 525,000,000		$ 525,000,000
Series D Preferred Stock [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Dividend payable per share | $ / shares				$ 12.50		$ 12.50
Preferred stock, par value (in usd per share) | $ / shares				1		1
Preferred stock, liquidation preference | $ / shares				$ 25,000		$ 25,000
Preferred stock, shares authorized (in shares) | shares				21,000		21,000		21,000
Preferred stock, shares outstanding (in shares) | shares				21,000		21,000		21,000
Dividend payable | $				$ 7,000,000
Depository receipt ratio				0.04		0.04		0.04
Depository Shares, Series E [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Shares issued | $						$ 500,000,000		$ 500,000,000
Series E Preferred Stock [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Dividend payable per share | $ / shares				$ 0.382813		$ 0.382813
Preferred stock, par value (in usd per share) | $ / shares				1		1
Preferred stock, liquidation preference | $ / shares				$ 1,000		$ 1,000
Preferred stock, shares authorized (in shares) | shares				500,000		500,000		500,000
Preferred stock, shares outstanding (in shares) | shares				500,000		500,000		500,000
Dividend payable | $				$ 8,000,000
Depository receipt ratio				0.025		0.025		0.025
2017 Capital Plan [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Authorized amount of share repurchases | $				$ 800,000,000		$ 800,000,000
Common shares repurchased, value | $				277,000,000
Repurchase of common shares | $				271,000,000
Employee equity compensation program common share repurchases | $				$ 6,000,000
Cash dividends declared on common shares (in usd per share) | $ / shares				$ 0.095
Cash dividends declared on common shares | $				$ 102,000,000
Scenario, Forecast [Member] | 2017 Capital Plan [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Proposed increase in cash dividends declared on common shares, per share | $ / shares		$ 0.120	$ 0.105

Line of Business Results - Addi

Line of Business Results - Additional Information (Detail)	9 Months Ended
	Sep. 30, 2017Branchindustry_sector
Segment Reporting [Abstract]
Number of state branch network | Branch	15
Number of business units | industry_sector	7
Federal income tax rate	35.00%
State income tax rate	2.20%

Line of Business Results - Fina

Line of Business Results - Financial Information of Business Groups (Detail) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017USD ($)employee	Sep. 30, 2016USD ($)employee	Sep. 30, 2017USD ($)employee	Sep. 30, 2016USD ($)employee
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 962	$ 788	$ 2,878	$ 2,005
Noninterest income	592	549	1,822	1,453
Total revenue (TE)	1,554	1,337	4,700	3,458
Provision for credit losses	51	59	180	200
Depreciation and amortization expense	97	77	283	203
Other noninterest expense	895	1,005	2,717	2,333
Income (loss) from continuing operations before income taxes	511	196	1,520	722
Allocated income taxes and TE adjustments	148	24	425	165
INCOME (LOSS) FROM CONTINUING OPERATIONS	363	172	1,095	557
Income (loss) from discontinued operations, net of taxes	1	1	6	5
NET INCOME (LOSS)	364	173	1,101	562
Less: Net income (loss) attributable to noncontrolling interests	0	1	1	0
NET INCOME (LOSS) ATTRIBUTABLE TO KEY	364	172	1,100	562
AVERAGE BALANCES
Loans and leases	86,814	77,697	86,485	66,375
Total assets	134,356	123,469	133,202	105,187
Deposits	103,105	94,918	102,659	80,194
OTHER FINANCIAL DATA
Net loan charge-offs	$ 32	$ 44	$ 157	$ 133
Return on average allocated equity	9.45%	5.02%	9.62%	6.26%
Return on average allocated equity	9.48%	5.05%	9.67%	6.31%
Average full-time equivalent employees | employee	18,548	17,079	18,427	14,642
Operating Segments [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 954	$ 798	$ 2,865	$ 2,007
Noninterest income	595	557	1,837	1,469
Total revenue (TE)	1,549	1,355	4,702	3,476
Provision for credit losses	50	59	180	200
Depreciation and amortization expense	56	33	156	87
Other noninterest expense	901	876	2,701	2,218
Income (loss) from continuing operations before income taxes	542	387	1,665	971
Allocated income taxes and TE adjustments	169	114	497	253
INCOME (LOSS) FROM CONTINUING OPERATIONS	373	273	1,168	718
Income (loss) from discontinued operations, net of taxes	0	0	0	0
NET INCOME (LOSS)	373	273	1,168	718
Less: Net income (loss) attributable to noncontrolling interests	(1)	0	0	0
NET INCOME (LOSS) ATTRIBUTABLE TO KEY	374	273	1,168	718
AVERAGE BALANCES
Loans and leases	86,810	77,551	86,462	66,283
Total assets	133,794	116,130	132,436	102,423
Deposits	103,132	93,169	102,705	79,615
OTHER FINANCIAL DATA
Net loan charge-offs	$ 32	$ 43	$ 156	$ 134
Return on average allocated equity	19.14%	17.82%	20.10%	17.97%
Return on average allocated equity	19.14%	17.82%	20.10%	17.97%
Average full-time equivalent employees | employee	13,494	12,139	13,317	10,382
Operating Segments [Member] | Key Community Bank [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 670	$ 533	$ 1,973	$ 1,324
Noninterest income	289	250	901	652
Total revenue (TE)	959	783	2,874	1,976
Provision for credit losses	59	39	152	92
Depreciation and amortization expense	30	17	86	42
Other noninterest expense	613	573	1,835	1,429
Income (loss) from continuing operations before income taxes	257	154	801	413
Allocated income taxes and TE adjustments	96	57	298	154
INCOME (LOSS) FROM CONTINUING OPERATIONS	161	97	503	259
Income (loss) from discontinued operations, net of taxes	0	0	0	0
NET INCOME (LOSS)	161	97	503	259
Less: Net income (loss) attributable to noncontrolling interests	0	0	0	0
NET INCOME (LOSS) ATTRIBUTABLE TO KEY	161	97	503	259
AVERAGE BALANCES
Loans and leases	47,595	41,548	47,376	34,450
Total assets	51,708	44,218	51,421	36,707
Deposits	79,563	69,397	79,438	58,704
OTHER FINANCIAL DATA
Net loan charge-offs	$ 41	$ 31	$ 131	$ 72
Return on average allocated equity	13.27%	10.84%	14.13%	11.55%
Return on average allocated equity	13.27%	10.84%	14.13%	11.55%
Average full-time equivalent employees | employee	11,032	9,805	10,912	8,177
Operating Segments [Member] | Key Corporate Bank [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 291	$ 278	$ 907	$ 716
Noninterest income	269	278	827	716
Total revenue (TE)	560	556	1,734	1,432
Provision for credit losses	(11)	23	26	110
Depreciation and amortization expense	25	15	68	41
Other noninterest expense	278	295	836	764
Income (loss) from continuing operations before income taxes	268	223	804	517
Allocated income taxes and TE adjustments	78	63	212	114
INCOME (LOSS) FROM CONTINUING OPERATIONS	190	160	592	403
Income (loss) from discontinued operations, net of taxes	0	0	0	0
NET INCOME (LOSS)	190	160	592	403
Less: Net income (loss) attributable to noncontrolling interests	0	0	(1)	(1)
NET INCOME (LOSS) ATTRIBUTABLE TO KEY	190	160	593	404
AVERAGE BALANCES
Loans and leases	38,040	34,561	37,823	30,312
Total assets	45,276	40,584	44,526	35,984
Deposits	21,559	22,708	21,237	19,980
OTHER FINANCIAL DATA
Net loan charge-offs	$ (9)	$ 12	$ 24	$ 57
Return on average allocated equity	26.92%	26.89%	27.69%	24.87%
Return on average allocated equity	26.92%	26.89%	27.69%	24.87%
Average full-time equivalent employees | employee	2,460	2,330	2,403	2,199
Operating Segments [Member] | Other Segments [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ (7)	$ (13)	$ (15)	$ (33)
Noninterest income	37	29	109	101
Total revenue (TE)	30	16	94	68
Provision for credit losses	2	(3)	2	(2)
Depreciation and amortization expense	1	1	2	4
Other noninterest expense	10	8	30	25
Income (loss) from continuing operations before income taxes	17	10	60	41
Allocated income taxes and TE adjustments	(5)	(6)	(13)	(15)
INCOME (LOSS) FROM CONTINUING OPERATIONS	22	16	73	56
Income (loss) from discontinued operations, net of taxes	0	0	0	0
NET INCOME (LOSS)	22	16	73	56
Less: Net income (loss) attributable to noncontrolling interests	(1)	0	1	1
NET INCOME (LOSS) ATTRIBUTABLE TO KEY	23	16	72	55
AVERAGE BALANCES
Loans and leases	1,175	1,442	1,263	1,521
Total assets	36,810	31,328	36,489	29,732
Deposits	2,010	1,064	2,030	931
OTHER FINANCIAL DATA
Net loan charge-offs	$ 0	$ 0	$ 1	$ 5
Return on average allocated equity	65.65%	38.34%	65.93%	42.71%
Return on average allocated equity	65.65%	38.34%	65.93%	42.71%
Average full-time equivalent employees | employee	2	4	2	6
Segment Reconciling Items [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 8	$ (10)	$ 13	$ (2)
Noninterest income	(3)	(8)	(15)	(16)
Total revenue (TE)	5	(18)	(2)	(18)
Provision for credit losses	1	0	0	0
Depreciation and amortization expense	41	44	127	116
Other noninterest expense	(6)	129	16	115
Income (loss) from continuing operations before income taxes	(31)	(191)	(145)	(249)
Allocated income taxes and TE adjustments	(21)	(90)	(72)	(88)
INCOME (LOSS) FROM CONTINUING OPERATIONS	(10)	(101)	(73)	(161)
Income (loss) from discontinued operations, net of taxes	1	1	6	5
NET INCOME (LOSS)	(9)	(100)	(67)	(156)
Less: Net income (loss) attributable to noncontrolling interests	1	1	1	0
NET INCOME (LOSS) ATTRIBUTABLE TO KEY	(10)	(101)	(68)	(156)
AVERAGE BALANCES
Loans and leases	4	146	23	92
Total assets	562	7,339	766	2,764
Deposits	(27)	1,749	(46)	579
OTHER FINANCIAL DATA
Net loan charge-offs	$ 0	$ 1	$ 1	$ (1)
Return on average allocated equity	(0.58%)	(5.44%)	(1.33%)	(3.28%)
Return on average allocated equity	(0.53%)	(5.39%)	(1.22%)	(3.18%)
Average full-time equivalent employees | employee	5,054	4,940	5,110	4,260