KeyCorp (KEY) 10-Q 3 May 18 2018 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	3 Months Ended
	Mar. 31, 2018	Apr. 30, 2018
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	Mar. 31, 2018
Document Fiscal Year Focus	2,018
Document Fiscal Period Focus	Q1
Amendment Flag	false
Entity Common Stock, Shares Outstanding		1,061,663,471

Consolidated Balance Sheets

Consolidated Balance Sheets - USD ($) $ in Millions		Mar. 31, 2018	Dec. 31, 2017
ASSETS
Cash and due from banks		$ 643	$ 671
Short-term investments		1,644	4,447
Trading account assets		769	836
Securities available for sale		17,888	18,139
Held-to-maturity securities (fair value: $11,729 and $11,565)		12,189	11,830
Other investments		715	726
Loans, net of unearned income of $705 and $736		88,089	86,405
Less: Allowance for loan and lease losses		(881)	(877)
Net loans		87,208	85,528
Loans held for sale	[1]	1,667	1,107
Premises and equipment		916	930
Operating lease assets		838	821
Goodwill		2,538	2,538
Other intangible assets		387	416
Corporate-owned life insurance		4,142	4,132
Accrued income and other assets		4,216	4,237
Discontinued assets		1,289	1,340
Total assets		137,049	137,698
Deposits in domestic offices:
NOW and money market deposit accounts		54,606	53,627
Savings deposits		6,321	6,296
Certificates of deposit ($100,000 or more)		7,295	6,849
Other time deposits		4,928	4,798
Total interest-bearing deposits		73,150	71,570
Noninterest-bearing deposits		31,601	33,665
Total deposits		104,751	105,235
Federal funds purchased and securities sold under repurchase agreements		616	377
Bank notes and other short-term borrowings		1,133	634
Accrued expense and other liabilities		1,854	2,094
Long-term debt		13,749	14,333
Total liabilities		122,103	122,673
EQUITY
Preferred stock		1,025	1,025
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		6,289	6,335
Retained earnings		10,624	10,335
Treasury stock, at cost (191,763,406 and 187,617,832 shares)		(3,260)	(3,150)
Accumulated other comprehensive income (loss)		(991)	(779)
Key shareholders’ equity		14,944	15,023
Noncontrolling interests		2	2
Total equity		14,946	15,025
Total liabilities and equity		$ 137,049	$ 137,698
[1]	Total loans held for sale include real estate — residential mortgage loans held for sale at fair value of $47 million at March 31, 2018, and $71 million at December 31, 2017.

Consolidated Balance Sheets (Pa

Consolidated Balance Sheets (Parenthetical) - USD ($)	Mar. 31, 2018	Dec. 31, 2017
Held-to-maturity securities, fair value	$ 11,729,000,000	$ 11,565,000,000
Unearned income on loans	705,000,000	736,000,000
Loans held for sale	0	0
Aggregate amount of certificates of deposit, denominations	$ 100,000,000,000	$ 100,000,000,000
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)	191,763,406	187,617,832
Residential Mortgage [Member]
Loans held for sale	$ 47,000,000	$ 71,000,000

Consolidated Statements of Inco

Consolidated Statements of Income - USD ($) shares in Thousands, $ in Millions		3 Months Ended
		Mar. 31, 2018	Mar. 31, 2017
INTEREST INCOME
Loans		$ 940	$ 877
Loans held for sale		12	13
Securities available for sale		95	95
Held-to-maturity securities		69	51
Trading account assets		7	7
Short-term investments		8	3
Other investments		6	4
Total interest income		1,137	1,050
INTEREST EXPENSE
Deposits		91	58
Federal funds purchased and securities sold under repurchase agreements		4	1
Bank notes and other short-term borrowings		6	5
Long-term debt		92	68
Total interest expense		193	132
NET INTEREST INCOME		944	918
Provision for credit losses		61	63
Net interest income after provision for credit losses		883	855
NONINTEREST INCOME
Trust and investment services income		133	135
Investment banking and debt placement fees		143	127
Service charges on deposit accounts		89	87
Operating lease income and other leasing gains		32	23
Corporate services income		62	54
Cards and payments income		62	65
Corporate-owned life insurance income		32	30
Consumer mortgage income		7	6
Mortgage servicing fees		20	18
Other income	[1]	21	32
Total noninterest income		601	577
NONINTEREST EXPENSE
Personnel		594	556
Net occupancy		78	87
Computer processing		52	60
Business services and professional fees		41	46
Equipment		26	27
Operating lease expense		27	19
Marketing		25	21
FDIC assessment		21	20
Intangible asset amortization		29	22
OREO expense, net		2	2
Other expense		111	153
Total noninterest expense		1,006	1,013
INCOME (LOSS) FROM CONTINUING OPERATIONS BEFORE INCOME TAXES		478	419
Income taxes		62	94
INCOME (LOSS) FROM CONTINUING OPERATIONS		416	325
Income (loss) from discontinued operations		2	0
NET INCOME (LOSS)		418	325
Less: Net income (loss) attributable to noncontrolling interests		0	1
NET INCOME (LOSS) ATTRIBUTABLE TO KEY		418	324
Income (loss) from continuing operations attributable to Key common shareholders		402	296
Net income (loss) attributable to Key common shareholders		$ 404	$ 296
Per common share:
Income (loss) from continuing operations attributable to Key common shareholders (in usd per share)		$ 0.38	$ 0.28
Income (loss) from discontinued operations, net of taxes (in usd per share)		0	0
Net income (loss) attributable to Key common shareholders (in usd per share)	[2]	0.38	0.28
Per common share — assuming dilution:
Income (loss) from continuing operations attributable to Key common shareholders (in usd per share)		0.38	0.27
Income (loss) from discontinued operations, net of taxes (in usd per share)		0	0
Net income (loss) attributable to Key common shareholders (in usd per share)	[2]	0.38	0.27
Cash dividends declared per common share (in usd per share)		$ 0.105	$ 0.085
Weighted-average common shares outstanding (in shares)		1,056,037	1,068,609
Effect of common share options and other stock awards (in shares)		15,749	17,931
Weighted-average common shares and potential common shares outstanding (in shares)	[3]	1,071,786	1,086,540
[1]	For the three months ended March 31, 2018, net securities gains totaled less than $1 million. For the three months ended March 31, 2017, net securities gains totaled $1 million. For the three months ended March 31, 2018, and March 31, 2017, 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
	Mar. 31, 2018	Mar. 31, 2017
Income Statement [Abstract]
Net securities gains (losses) (less than)	$ 0	$ 1,000,000
Impaired losses related to securities	$ 0	$ 0

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Statement of Comprehensive Income [Abstract]
Net income (loss)	$ 418	$ 325
Other comprehensive income (loss), net of tax:
Net unrealized gains (losses) on securities available for sale, net of income taxes of ($47) and $4	(150)	6
Net unrealized gains (losses) on derivative financial instruments, net of income taxes of ($20) and ($15)	(63)	(24)
Foreign currency translation adjustments, net of income taxes of $0 and $1	(2)	1
Net pension and postretirement benefit costs, net of income taxes of $1 and $2	3	4
Total other comprehensive income (loss), net of tax	(212)	(13)
Comprehensive income (loss)	206	312
Less: Comprehensive income attributable to noncontrolling interests	0	1
Comprehensive income (loss) attributable to Key	$ 206	$ 311

Consolidated Statements of Com7

Consolidated Statements of Comprehensive Income (Parenthetical) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Statement of Comprehensive Income [Abstract]
Income taxes effect on net unrealized (losses) gains on securities available for sale	$ (47)	$ 4
Income taxes effect on net unrealized gains (losses) on derivative financial instruments	(20)	(15)
Income taxes effect on foreign currency translation adjustments	0	1
Income taxes effect on net pension and postretirement benefit costs	$ 1	$ 2

Consolidated Statements of Chan

Consolidated Statements of Changes in Equity - USD ($) $ in Millions		Total	Series D Preferred Stock [Member]	Series E Preferred Stock [Member]	Preferred Stock [Member]	Common Stock [Member]	Capital Surplus [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, 2016					17,421,000
Beginning Balance, Common Shares at Dec. 31, 2016						1,079,314,000
Beginning Balance at Dec. 31, 2016					$ 1,665	$ 1,257	$ 6,385	$ 9,378					$ (2,904)	$ (541)	$ 0
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income (loss)		$ 325						324							1
Other comprehensive income (loss)		(13)												(13)
Deferred compensation							3
Cash dividends declared on common shares									$ (90)
Cash dividends declared on preferred stock									$ (6)	$ (7)	$ (7)	$ (8)
Open market common share repurchases (in shares)						(5,844,000)
Open market Common Share repurchases													(107)
Employee equity compensation program common share repurchase (in shares)						(2,829,000)
Employee equity compensation program Common Share repurchases													(53)
Series A Preferred Stock exchanged for common shares (in shares)					2,900,000	20,568,000
Series A Preferred Stock exchanged for common shares					$ (290)		(49)						338
Redemption of Series C Preferred Stock (in shares)					(14,000,000)
Redemption of Series C Preferred Stock		350			$ 350
Common shares reissued (returned) for stock options and other employee benefit plans, shares						6,270,000
Series A Preferred Stock exchanged for Common Shares							(52)						103
Net contribution from (distribution to) noncontrolling interests															1
Ending Balance, Preferred Shares at Mar. 31, 2017					521,000
Ending Balance, Common Shares at Mar. 31, 2017						1,097,479,000
Ending Balance at Mar. 31, 2017					$ 1,025	$ 1,257	6,287	9,584					(2,623)	(554)	2
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Cumulative effect from changes in accounting principle	[1]							(2)
Beginning Balance, Preferred Shares at Dec. 31, 2017			21,000	500,000	521,000
Beginning Balance, Common Shares at Dec. 31, 2017						1,069,084,000
Beginning Balance at Dec. 31, 2017		15,025			$ 1,025	$ 1,257	6,335	10,335					(3,150)	(779)	2
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income (loss)		418						418							0
Other comprehensive income (loss)		(212)												(212)
Deferred compensation							6
Cash dividends declared on common shares								(112)
Cash dividends declared on preferred stock											$ (7)	$ (8)
Open market common share repurchases (in shares)						(7,333,000)
Open market Common Share repurchases													(156)
Employee equity compensation program common share repurchase (in shares)						(2,066,000)
Employee equity compensation program Common Share repurchases													(43)
Redemption of Series C Preferred Stock		0
Common shares reissued (returned) for stock options and other employee benefit plans, shares						5,254,000
Series A Preferred Stock exchanged for Common Shares							(52)						89
Ending Balance, Preferred Shares at Mar. 31, 2018			21,000	500,000	521,000
Ending Balance, Common Shares at Mar. 31, 2018						1,064,939,000
Ending Balance at Mar. 31, 2018		$ 14,946			$ 1,025	$ 1,257	$ 6,289	$ 10,624					$ (3,260)	$ (991)	$ 2
[1]	(a)Includes the impact of implementing ASU 2014-09, ASU 2016-01, and ASU 2017-12.

Consolidated Statements of Cha9

Consolidated Statements of Changes in Equity (Parenthetical) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Income taxes effect on net unrealized (losses) gains on securities available for sale	$ (47)	$ 4
Income taxes effect on net unrealized gains (losses) on derivative financial instruments	(20)	(15)
Income taxes effect on foreign currency translation adjustments	0	1
Income taxes effect on net pension and postretirement benefit costs	$ 1	$ 2
Cash dividends declared on common shares (in usd per share)	$ 0.105	$ 0.085
Series A Preferred Stock [Member]
Cash dividends declared on Preferred Stock (in usd per share)		1.9375
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)	12.50	12.50
Series E Preferred Stock [Member]
Cash dividends declared on Preferred Stock (in usd per share)	$ 0.382813	$ 0.395573

Consolidated Statements of Cash

Consolidated Statements of Cash Flows - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
OPERATING ACTIVITIES
Net income (loss)	$ 418	$ 325
Adjustments to reconcile net income (loss) to net cash provided by (used in) operating activities:
Provision for credit losses	61	63
Depreciation and amortization expense, net	103	100
Accretion of acquired loans	27	43
Increase in cash surrender value of corporate-owned life insurance	(28)	(28)
Stock-based compensation expense	27	27
FDIC reimbursement (payments), net of FDIC expense	1	(2)
Deferred income taxes (benefit)	22	137
Proceeds from sales of loans held for sale	2,748	2,334
Originations of loans held for sale, net of repayments	(3,280)	(2,562)
Net losses (gains) on sales of loans held for sale	(44)	(35)
Net losses (gains) and writedown on OREO	0	1
Net losses (gains) on leased equipment	3	(2)
Net securities losses (gains)	0	(1)
Net losses (gains) on sales of fixed assets	0	12
Net decrease (increase) in trading account assets	67	(54)
Other operating activities, net	(336)	(763)
NET CASH PROVIDED BY (USED IN) OPERATING ACTIVITIES	(211)	(405)
INVESTING ACTIVITIES
Net decrease (increase) in short-term investments, excluding acquisitions	2,803	250
Purchases of securities available for sale	(787)	(195)
Proceeds from sales of securities available for sale	0	912
Proceeds from prepayments and maturities of securities available for sale	833	1,061
Proceeds from prepayments and maturities of held-to-maturity securities	398	456
Purchases of held-to-maturity securities	(756)	(411)
Purchases of other investments	(4)	(2)
Proceeds from sales of other investments	10	51
Proceeds from prepayments and maturities of other investments	0	1
Net decrease (increase) in loans, excluding acquisitions, sales and transfers	(1,793)	(255)
Proceeds from sales of portfolio loans	38	37
Proceeds from corporate-owned life insurance	18	9
Purchases of premises, equipment, and software	(19)	(2)
Proceeds from sales of premises and equipment	1	0
Proceeds from sales of OREO	7	11
NET CASH PROVIDED BY (USED IN) INVESTING ACTIVITIES	749	1,923
FINANCING ACTIVITIES
Net increase (decrease) in deposits, excluding acquisitions	(484)	(105)
Net increase (decrease) in short-term borrowings	738	(925)
Net proceeds from issuance of long-term debt	501	0
Payments on long-term debt	(1,005)	(10)
Open market common share repurchases	(156)	(107)
Employee equity compensation program common share repurchases	(43)	(53)
Redemption of Preferred Stock Series C	0	(350)
Net proceeds from reissuance of common shares	10	22
Cash dividends paid	(127)	(118)
NET CASH PROVIDED BY (USED IN) FINANCING ACTIVITIES	(566)	(1,646)
NET INCREASE (DECREASE) IN CASH AND DUE FROM BANKS	(28)	(128)
CASH AND DUE FROM BANKS AT BEGINNING OF PERIOD	671	677
CASH AND DUE FROM BANKS AT END OF PERIOD	643	549
Additional disclosures relative to cash flows:
Interest paid	199	151
Income taxes paid (refunded)	9	(11)
Noncash items:
Reduction of secured borrowing and related collateral	7	13
Loans transferred to portfolio from held for sale	14	8
Loans transferred to held for sale from portfolio	0	25
Loans transferred to OREO	$ 4	$ 11

Basis of Presentation and Accou

Basis of Presentation and Accounting Policies	3 Months Ended
	Mar. 31, 2018
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 9 (“ 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 the cost measurement alternative or at 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 2017 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 2018 Standard Date of Adoption Description Effect on Financial Statements or Other Significant Matters ASU 2014-09, Revenue from Contracts with Customers (Topic 606) ASU 2015-14, Deferral of Effective Date ASU 2016-08, Principal versus Agent Considerations ASU 2016-10, Identifying Performance Obligations and Licensing ASU 2016-11, Rescission of SEC Guidance because of Accounting Standard Updates 2014-09 and 2014-16 pursuant to Staff Announcements at the March 3, 2016 EITF Meeting ASU 2016-12, Narrow-scope Improvements and Practical Expedients ASU 2016-20, Technical Corrections and Improvements to Topic 606, Revenue from Contracts with Customers January 1, 2018 These ASUs supersede the revenue recognition guidance in ASC 605, Revenue Recognition, and most industry-specific guidance. The core principle of these ASUs 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. These ASUs can be implemented using a retrospective method, or a cumulative-effect approach to new contracts and existing contracts with performance obligations as of the effective date. On January 1, 2018, we adopted ASC 606, Revenue from Contracts with Customers (ASC 606), using the modified retrospective method for those contracts which were not completed as of that date. Results for reporting periods beginning January 1, 2018 are presented under ASC 606. As allowed under the new guidance, the comparative information has not been restated and continues to be reported under the accounting standards in effect for those periods. As a result of adopting ASC 606, we changed the timing of recognition for revenues related to insurance commissions, securities underwriting, and deposit account maintenance fees, however, those changes did not have a material impact on our consolidated financial statements, results of operations, equity, or cash flows as of the adoption date or for the three months ended March 31, 2018. The presentation of underwriting costs and reimbursed out-of-pocket expenses related to underwriting and M&A advisory services was changed from net to gross within the income statement as Key acts as the principal in the transactions. Securities underwriting revenue is recorded within "investment banking and debt placement fees" and underwriting costs and reimbursed out-of-pocket expenses within "other expense" on the income statement. Additionally, because Key acts as an agent, certain credit and debit card reward costs and certain card network costs were changed from a gross presentation to net within "cards and payment income" on the income statement. Credit and debit card reward costs and card network costs were recorded as "other expense" on the income statement in prior periods. These changes in presentation did not have a material impact on our consolidated financial statements for the three months ended March 31, 2018. ASC 606 requires quantitative disclosure of the allocation of the transaction price to the remaining performance obligations when those amounts are expected to be recognized as revenue. However, the standard provides exemptions from this disclosure for (i) contracts with an original expected length of one year or less and (ii) contracts for which we recognize revenue at the amount to which we have the right to invoice for services provided. Most of our revenue subject to ASC 606 fits into one of these exemptions, or is immaterial. We elected to use the optional exemption to not disclose the aggregate amount of the transaction price to remaining performance obligations. ASU 2017-12, Targeted Improvements to Accounting for Hedging Activities January 1, 2018 The ASU amends ASC Topic 815, Derivatives and Hedging , to simplify the requirements for hedge accounting and facilitate financial reporting that more closely aligns with an entity’s risk management activities. Key amendments include: eliminating the requirement to separately measure and report hedge ineffectiveness, requiring changes in the value of the hedging instrument to be presented in the same income statement line as the earnings effect of the hedged item, and the ability to measure the hedged item based on the benchmark interest rate component of the total contractual coupon for fair value hedges. Additional disclosures are also required for reporting periods subsequent to the date of adoption. The guidance should be implemented on a modified retrospective basis to existing hedge relationships as of the adoption date. On January 1, 2018 we adopted this ASU using a modified retrospective basis. Accordingly, our financial statements for the quarter ended March 31, 2018, include an immaterial cumulative-effect adjustment to decrease opening retained earnings to reflect the application of the new guidance as of January 1, 2018. The primary impact to Key at adoption was the election to measure the change in fair value of hedged items in fair value hedges on the basis of the benchmark interest rate component of contractual coupon cash flows. This change has resulted in a reduction of hedge ineffectiveness for impacted fair value hedges. Instruments designated as hedges are recorded at fair value and included in “accrued income and other assets” or “accrued expense and other liabilities” on the balance sheet. Under the revised guidance, the change in the fair value of an instrument designated as a fair value hedge is recorded in earnings at the same time and in the same income statement line as the offsetting change in the fair value of the hedged item. For cash flow hedges, the change in the fair value of an instrument designated as a cash flow hedge is initially recorded in AOCI on the balance sheet. This amount is subsequently reclassified into income when the hedged transaction affects earnings and is presented in the same income statement line item as the earnings effect of the hedged item. Standard Date of Adoption Description Effect on Financial Statements or Other Significant Matters ASU 2016-01, Recognition and Measurement of Financial Assets and Financial Liabilities January 1, 2018 The ASU amends ASC Topic 825, Financial Instruments-Overall, and 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. With the exception of disclosure requirements that will be adopted prospectively, the ASU must be adopted on a modified retrospective basis. The adoption of this guidance did not have a material effect on our financial condition or results of operations. ASU 2016-15, Classification of Certain Cash Receipts and Cash Payments January 1, 2018 The ASU amends ASC Topic 230, Statement of Cash Flows , and 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. The guidance should be implemented using a retrospective approach. The adoption of this guidance did not have a material effect on our financial condition or results of operations. ASU 2017-01, Clarifying the Definition of a Business January 1, 2018 The ASU amends Topic 805, Business Combinations, and 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. The guidance should be implemented using a prospective approach. The adoption of this guidance did not have a material effect on our financial condition or results of operations. ASU 2017-05, Other Income- Gains and Losses from the Derecognition of Nonfinancial Assets January 1, 2018 The ASU amends ASC Topic 610-20, Other Income - Gains and Losses from the Derecognition of Nonfinancial Assets to clarify the scope of the Topic by clarifying the definition of the term "in substance nonfinancial asset" and also adding guidance for partial sales of nonfinancial assets. Under the new guidance, an entity will derecognize a nonfinancial asset when it does not have or ceases to have a controlling interest in the legal entity that holds the asset and when control of the asset has transferred in accordance with ASC 606. The ASU can be adopted on a retrospective or modified retrospective approach. The adoption of this guidance did not have a material effect on our financial condition or results of operations. ASU 2017-07, Improving the Presentation of Net Periodic Pension Cost and Net Periodic Postretirement Benefit Cost January 1, 2018 The ASU amends ASC Topic 715, Compensation - Retirement Benefits , and requires service costs 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. The guidance should be implemented on a retrospective basis. The adoption of this guidance did not have a material effect on our financial condition or results of operations. ASU 2017-09, Scope of Modification Accounting January 1, 2018 The ASU amends ASC Topic 718, Compensation - Stock Compensation , and clarifies when changes to terms and conditions for share-based payment awards should be accounted for as modifications. Under 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. The guidance should be applied on a prospective basis. The adoption of this guidance did not have a material effect on our financial condition or results of operations.

Earnings Per Common Share

Earnings Per Common Share	3 Months Ended
	Mar. 31, 2018
Earnings Per Share [Abstract]
Earnings Per Common Share	2. 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. Our basic and diluted earnings per common share are calculated as follows: Three months ended March 31, dollars in millions, except per share amounts 2018 2017 EARNINGS Income (loss) from continuing operations $ 416 $ 325 Less: Net income (loss) attributable to noncontrolling interests — 1 Income (loss) from continuing operations attributable to Key 416 324 Less: Dividends on Preferred Stock 14 28 Income (loss) from continuing operations attributable to Key common shareholders 402 296 Income (loss) from discontinued operations, net of taxes 2 — Net income (loss) attributable to Key common shareholders $ 404 $ 296 WEIGHTED-AVERAGE COMMON SHARES Weighted-average common shares outstanding (000) 1,056,037 1,068,609 Effect of common share options and other stock awards 15,749 17,931 Weighted-average common shares and potential common shares outstanding (000) (a) 1,071,786 1,086,540 EARNINGS PER COMMON SHARE Income (loss) from continuing operations attributable to Key common shareholders $ .38 $ .28 Income (loss) from discontinued operations, net of taxes — — Net income (loss) attributable to Key common shareholders (b) .38 .28 Income (loss) from continuing operations attributable to Key common shareholders — assuming dilution $ .38 $ .27 Income (loss) from discontinued operations, net of taxes — — Net income (loss) attributable to Key common shareholders — assuming dilution (b) .38 .27 (a) Assumes conversion of common share options and other stock awards and/or convertible preferred stock, as applicable. (b) EPS may not foot due to rounding.

Loans and Loans Held for Sale

Loans and Loans Held for Sale	3 Months Ended
	Mar. 31, 2018
Loans Receivables [Abstract]
Loans and Loans Held for Sale	3. Loans and Loans Held for Sale in millions March 31, 2018 December 31, 2017 Commercial and industrial (a) $ 44,313 $ 41,859 Commercial real estate: Commercial mortgage 13,997 14,088 Construction 1,871 1,960 Total commercial real estate loans 15,868 16,048 Commercial lease financing (b) 4,598 4,826 Total commercial loans 64,779 62,733 Residential — prime loans: Real estate — residential mortgage 5,473 5,483 Home equity loans 11,720 12,028 Total residential — prime loans 17,193 17,511 Consumer direct loans 1,758 1,794 Credit cards 1,068 1,106 Consumer indirect loans 3,291 3,261 Total consumer loans 23,310 23,672 Total loans (c) $ 88,089 $ 86,405 (a) Loan balances include $121 million and $119 million of commercial credit card balances at March 31, 2018 , and December 31, 2017 , respectively. (b) Commercial lease financing includes receivables held as collateral for a secured borrowing of $16 million and $24 million at March 31, 2018 , and December 31, 2017 , 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 20 (“ Long-Term Debt ”) beginning on page 174 of our 2017 Form 10-K. (c) Total loans exclude loans of $1.3 billion at March 31, 2018 , and $1.3 billion at December 31, 2017 , related to the discontinued operations of the education lending business. Our loans held for sale are summarized as follows: in millions March 31, 2018 December 31, 2017 Commercial and industrial $ 194 $ 139 Real estate — commercial mortgage 1,426 897 Real estate — residential mortgage (a) 47 71 Total loans held for sale $ 1,667 $ 1,107 (a) Real estate — residential mortgage loans held for sale are held at fair value at March 31, 2018 , and December 31, 2017 . The contractual amount due on these loans totaled $47 million at March 31, 2018 , and $71 million at December 31, 2017 . Changes in fair value are recorded in “Consumer mortgage income” on the income statement. Additional information regarding the residential mortgage loans held for sale fair value methodology is provided in Note 5 (“ Fair Value Measurements ”). Our quarterly summary of changes in loans held for sale is provided below: in millions March 31, 2018 December 31, 2017 Balance at beginning of the period $ 1,107 $ 1,341 New originations 3,280 3,566 Transfers from (to) held to maturity, net (14 ) (10 ) Loan sales (2,705 ) (3,783 ) Loan draws (payments), net (1 ) (7 ) Balance at end of period (a) $ 1,667 $ 1,107 (a) Total loans held for sale include real estate — residential mortgage loans held for sale at fair value of $47 million at March 31, 2018 and $71 million at December 31, 2017 .

Asset Quality

Asset Quality	3 Months Ended
	Mar. 31, 2018
Receivables [Abstract]
Asset Quality	4. 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. Credit Quality Indicators 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) Commercial and industrial RE — Commercial RE — Construction Commercial lease Total in millions March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, RATING 2018 2017 2018 2017 2018 2017 2018 2017 2018 2017 Pass $ 42,191 $ 39,833 $ 13,159 $ 13,328 $ 1,815 $ 1,894 $ 4,503 $ 4,730 $ 61,668 $ 59,785 Criticized (Accruing) 1,860 1,790 564 482 51 38 90 90 2,565 2,400 Criticized (Nonaccruing) 189 153 33 30 2 2 5 6 229 191 Total $ 44,240 $ 41,776 $ 13,756 $ 13,840 $ 1,868 $ 1,934 $ 4,598 $ 4,826 $ 64,462 $ 62,376 (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) Residential — Prime Consumer direct loans Credit cards Consumer indirect loans Total in millions March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, FICO SCORE 2018 2017 2018 2017 2018 2017 2018 2017 2018 2017 750 and above $ 10,046 $ 10,226 $ 503 $ 519 $ 451 $ 477 $ 1,449 $ 1,472 $ 12,449 $ 12,694 660 to 749 5,028 5,181 665 690 499 508 1,172 1,184 7,364 7,563 Less than 660 1,475 1,519 220 225 118 121 515 529 2,328 2,394 No Score 275 208 366 356 — — 155 76 796 640 Total $ 16,824 $ 17,134 $ 1,754 $ 1,790 $ 1,068 $ 1,106 $ 3,291 $ 3,261 $ 22,937 $ 23,291 (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) Commercial and Industrial RE — Commercial RE — Construction Commercial Lease Total in millions March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, RATING 2018 2017 2018 2017 2018 2017 2018 2017 2018 2017 Pass $ 27 $ 41 $ 163 $ 153 $ 3 $ 26 — — $ 193 $ 220 Criticized 46 42 78 95 — — — — 124 137 Total $ 73 $ 83 $ 241 $ 248 $ 3 $ 26 — — $ 317 $ 357 (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) Residential — Prime Consumer direct loans Credit cards Consumer indirect loans Total in millions March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, FICO SCORE 2018 2017 2018 2017 2018 2017 2018 2017 2018 2017 750 and above $ 139 $ 149 — — — — — — $ 139 $ 149 660 to 749 119 117 $ 2 $ 2 — — — — 121 119 Less than 660 99 105 2 2 — — — — 101 107 No Score 12 6 — — — — — — 12 6 Total $ 369 $ 377 $ 4 $ 4 — — — — $ 373 $ 381 (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. Nonperforming and Past Due Loans 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 101 of our 2017 Form 10-K. The following aging analysis of past due and current loans as of March 31, 2018 , and December 31, 2017 , provides further information regarding Key’s credit exposure. Aging Analysis of Loan Portfolio (a) March 31, 2018 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 $ 43,905 $ 93 $ 26 $ 27 $ 189 $ 335 $ 73 $ 44,313 Commercial real estate: Commercial mortgage 13,684 17 9 13 33 72 241 13,997 Construction 1,829 26 9 2 2 39 3 1,871 Total commercial real estate loans 15,513 43 18 15 35 111 244 15,868 Commercial lease financing 4,577 4 4 8 5 21 — 4,598 Total commercial loans $ 63,995 $ 140 $ 48 $ 50 $ 229 $ 467 $ 317 $ 64,779 Real estate — residential mortgage $ 5,044 $ 14 $ 5 $ 4 $ 59 $ 82 $ 347 $ 5,473 Home equity loans 11,424 25 10 10 229 274 22 11,720 Consumer direct loans 1,720 21 4 5 4 34 4 1,758 Credit cards 1,045 6 4 11 2 23 — 1,068 Consumer indirect loans 3,243 22 6 2 18 48 — 3,291 Total consumer loans $ 22,476 $ 88 $ 29 $ 32 $ 312 $ 461 $ 373 $ 23,310 Total loans $ 86,471 $ 228 $ 77 $ 82 $ 541 $ 928 $ 690 $ 88,089 (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, 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 $ 41,444 $ 111 $ 34 $ 34 $ 153 $ 332 83 $ 41,859 Commercial real estate: Commercial mortgage 13,750 26 13 21 30 90 248 14,088 Construction 1,919 4 9 — 2 15 26 1,960 Total commercial real estate loans 15,669 30 22 21 32 105 274 16,048 Commercial lease financing 4,791 23 4 2 6 35 — 4,826 Total commercial loans $ 61,904 $ 164 $ 60 $ 57 $ 191 $ 472 357 $ 62,733 Real estate — residential mortgage $ 5,043 $ 16 $ 7 $ 4 $ 58 $ 85 $ 355 $ 5,483 Home equity loans 11,721 32 15 9 229 285 22 12,028 Consumer direct loans 1,768 9 4 5 4 22 4 1,794 Credit cards 1,081 7 5 11 2 25 — 1,106 Consumer indirect loans 3,199 33 7 3 19 62 — 3,261 Total consumer loans $ 22,812 $ 97 $ 38 $ 32 $ 312 $ 479 $ 381 $ 23,672 Total loans $ 84,716 $ 261 $ 98 $ 89 $ 503 $ 951 $ 738 $ 86,405 (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 purchased credit impaired loans is not included in the analysis of the loan portfolio. At March 31, 2018 , the approximate carrying amount of our commercial nonperforming loans outstanding represented 70% of their original contractual amount owed, total nonperforming loans outstanding represented 79% of their original contractual amount owed, and nonperforming assets in total were carried at 79% of their original contractual amount owed. Nonperforming loans and loans held for sale reduced expected interest income by $7 million for the three months ended March 31, 2018 , and $6 million for the three months ended March 31, 2017 . The following tables set forth a further breakdown of individually impaired loans as of March 31, 2018 , and December 31, 2017 : March 31, 2018 Recorded Investment (a) Unpaid Principal Balance (b) Specific Allowance in millions With no related allowance recorded: Commercial and industrial $ 166 $ 206 — Commercial real estate: Commercial mortgage 13 18 — Total commercial real estate loans 13 18 — Total commercial loans 179 224 — Real estate — residential mortgage 17 26 — Home equity loans 58 67 — Consumer indirect loans 2 4 — Total consumer loans 77 97 — Total loans with no related allowance recorded 256 321 — With an allowance recorded: Commercial and industrial 4 13 $ 1 Total commercial loans 4 13 1 Real estate — residential mortgage 32 49 4 Home equity loans 65 70 9 Consumer direct loans 4 4 — Credit cards 3 3 — Consumer indirect loans 33 33 4 Total consumer loans 137 159 17 Total loans with an allowance recorded 141 172 18 Total $ 397 $ 493 $ 18 (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, 2017 Recorded Investment (a) Unpaid Principal Balance (b) Specific Allowance in millions With no related allowance recorded: Commercial and industrial $ 126 $ 153 — Commercial real estate: Commercial mortgage 12 18 — Total commercial real estate loans 12 18 — Total commercial loans 138 171 — Real estate — residential mortgage 17 17 — Home equity loans 56 56 — Consumer indirect loans 2 2 — Total consumer loans 75 75 — Total loans with no related allowance recorded 213 246 — With an allowance recorded: Commercial and industrial 10 28 $ 6 Total commercial loans 10 28 6 Real estate — residential mortgage 32 32 5 Home equity loans 61 61 9 Consumer direct loans 4 4 — Credit cards 2 2 — Consumer indirect loans 32 32 3 Total consumer loans 131 131 17 Total loans with an allowance recorded 141 159 23 Total $ 354 $ 405 $ 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. The following table sets forth a further breakdown of the average individually impaired loans reported by Key: Average Recorded Investment (a) Three Months Ended March 31, in millions 2018 2017 Commercial and industrial $ 153 $ 260 Commercial real estate: Commercial mortgage 12 10 Construction — — Total commercial real estate loans 12 10 Total commercial loans 165 270 Real estate — residential mortgage 49 51 Home equity loans 120 125 Consumer direct loans 4 3 Credit cards 3 2 Consumer indirect loans 35 33 Total consumer loans 211 214 Total $ 376 $ 484 (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. For the three months ended March 31, 2018 and March 31, 2017, interest income recognized on the outstanding balances of accruing impaired loans totaled $2 million and $3 million , respectively. TDRs 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 by First Niagara 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 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. 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 $2 million and $2 million at March 31, 2018 and December 31, 2017 , 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. The consumer TDR other concession category primarily includes those borrowers’ debts that are discharged through bankruptcy and have not been formally re-affirmed. At March 31, 2018 , and December 31, 2017 , the recorded investment of consumer residential mortgage loans in the process of foreclosure was approximately $155 million and $142 million , respectively. At March 31, 2018 , and December 31, 2017 , we had $28 million and $31 million , respectively, of OREO which included the carrying value of foreclosed residential real estate of approximately $22 million and $26 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 periods indicated: Three Months Ended March 31, in millions 2018 2017 Commercial loans: Interest rate reduction — — Forgiveness of principal — — Extension of Maturity Date $ 1 $ 3 Payment or Covenant Modification/Deferment — 25 Bankruptcy Plan Modification — — Total $ 1 $ 28 Consumer loans: Interest rate reduction $ 8 $ 2 Forgiveness of principal — — Other 12 13 Total $ 20 $ 15 Total commercial and consumer TDRs $ 21 $ 43 The following table summarizes the change in the post-modification outstanding recorded investment of our accruing and nonaccruing TDRs during the periods indicated: Three Months Ended March 31, in millions 2018 2017 Balance at beginning of the period $ 317 280 Additions 21 47 Payments (19 ) (14 ) Charge-offs (2 ) $ (11 ) Balance at end of period (a) $ 317 $ 302 A further breakdown of TDRs included in nonperforming loans by loan category for the periods indicated are as follows: March 31, 2018 Number of Loans Pre-modification Outstanding Recorded Investment Post-modification Outstanding Recorded Investment dollars in millions LOAN TYPE Nonperforming: Commercial and industrial 30 $ 109 $ 77 Commercial real estate: Commercial mortgage 7 14 9 Total commercial real estate loans 7 14 9 Total commercial loans 37 123 86 Real estate — residential mortgage 264 17 17 Home equity loans 1,133 68 61 Consumer direct loans 104 2 2 Credit cards 277 1 1 Consumer indirect loans 868 16 13 Total consumer loans 2,646 104 94 Total nonperforming TDRs 2,683 227 180 Prior-year accruing: (a) Commercial and industrial 14 30 13 Commercial real estate Commercial mortgage 2 3 3 Total commercial real estate loans 2 3 3 Total commercial loans 16 33 16 Real estate — residential mortgage 516 32 31 Home equity loans 1,338 78 62 Consumer direct loans 74 4 3 Credit cards 493 2 2 Consumer indirect loans 450 33 23 Total consumer loans 2,871 149 121 Total prior-year accruing TDRs 2,887 182 137 Total TDRs 5,570 $ 409 $ 317 (a) All TDRs that were restructured prior to January 1, 2018 , and are fully accruing. A further breakdown of TDRs included in nonperforming loans by loan category as of December 31, 2017 , follows: December 31, 2017 Number of Loans Pre-modification Outstanding Recorded Investment Post-modification Outstanding Recorded Investment dollars in millions LOAN TYPE Nonperforming: Commercial and industrial 20 $ 109 $ 86 Commercial real estate: Commercial mortgage 8 16 12 Total commercial real estate loans 8 16 12 Total commercial loans 28 125 98 Real estate — residential mortgage 308 18 18 Home equity loans 1,025 64 57 Consumer direct loans 114 2 2 Credit cards 322 2 1 Consumer indirect loans 825 16 13 Total consumer loans 2,594 102 91 Total nonperforming TDRs 2,622 227 189 Prior-year accruing: (a) Commercial and Industrial 4 30 13 Total commercial loans 4 30 13 Real estate — residential mortgage 484 31 31 Home equity loans 1,276 75 59 Consumer direct loans 48 3 2 Credit cards 430 1 1 Consumer indirect loans 320 31 22 Total consumer loans 2,558 141 115 Total prior-year accruing TDRs 2,562 171 128 Total TDRs 5,184 $ 398 $ 317 (a) All TDRs that were restructured prior to January 1, 2017 , and are fully accruing. 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 March 31, 2018 , there were no commercial loan TDRs and 41 consumer loan TDRs with a combined recorded investment of $1 million that experienced payment defaults after modifications resulting in TDR status during 2017 . During the three months ended March 31, 2017 , there were no commercial loan TDRs and 3 consumer loan TDRs with a combined recorded investment of less than $1 million that experienced payment defaults after modifications resulting in TDR status during 2016 . ALLL and Liability for Credit Losses on Unfunded Lending-Related Commitments We determine the appropriate level of the ALLL on at least a quarterly basis. The methodology is described in Note 1 (“Summary of Significant Accounting Policies”) under the heading “Allowance for Loan and Lease Losses” beginning on page 102 of our 2017 Form 10-K. The ALLL on the acquired non-impaired loan portfolio is estimated using the same methodology as the originated portfolio, however, the estimated ALLL is compared to the remaining accretable yield to determine if an 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 loan and lease losses and an increase in the ALLL. There was $3 million of provision for loan and lease losses on PCI loans during the three months ended March 31, 2018 . There was $3 million of provision for loan and lease losses on PCI loans during the twelve months ended December 31, 2017 . There was $4 million of provision for loan and lease losses on PCI loans during the three months ended March 31, 2017 . The ALLL at March 31, 2018 , represents our best estimate of the incurred 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 March 31, in millions 2018 2017 Balance at beginning of period — continuing operations $ 877 $ 858 Charge-offs (72 ) (77 ) Recoveries 18 19 Net loans and leases charged off (54 ) (58 ) Provision for loan and lease losses from continuing operations 58 70 Balance at end of period — continuing operations $ 881 $ 870 The changes in the ALLL by loan category for the periods indicated are as follows: Three months ended March 31, 2018 : in millions December 31, 2017 Provision Charge-offs Recoveries March 31, 2018 Commercial and Industrial $ 529 $ 35 $ (37 ) $ 6 $ 533 Commercial real estate: Real estate — commercial mortgage 133 4 (1 ) — 136 Real estate — construction 30 2 — 1 33 Total commercial real estate loans 163 6 (1 ) 1 169 Commercial lease financing 43 (3 ) (1 ) 1 40 Total commercial loans 735 38 (39 ) 8 742 Real estate — residential mortgage 7 3 (1 ) — 9 Home equity loans 43 (4 ) (4 ) 3 38 Consumer direct loans 28 5 (8 ) 2 27 Credit cards 44 12 (12 ) 1 45 Consumer indirect loans 20 4 (8 ) 4 20 Total consumer loans 142 20 (33 ) 10 139 Total ALLL — continuing operations 877 58 (a) (72 ) 18 881 Discontinued operations 16 2 (4 ) 2 16 Total ALLL — including discontinued operations $ 893 $ 60 $ (76 ) $ 20 $ 897 (a) Excludes a provision for losses on lending-related commitments of $3 million . Three months ended March 31, 2017 : in millions December 31, 2016 Provision Charge-offs Recoveries March 31, 2017 Commercial and Industrial $ 508 $ 31 $ (32 ) $ 5 $ 512 Commercial real estate: Real estate — commercial mortgage 144 2 — — 146 Real estate — construction 22 6 — 1 29 Total commercial real estate loans 166 8 — 1 175 Commercial lease financing 42 3 (7 ) 2 40 Total commercial loans 716 42 (39 ) 8 727 Real estate — residential mortgage 17 (3 ) 2 2 18 Home equity loans 54 4 (8 ) 3 53 Consumer direct loans 24 9 (10 ) 1 24 Credit cards 38 10 (11 ) 1 38 Consumer indirect loans 9 8 (11 ) 4 10 Total consumer loans 142 28 (38 ) 11 143 Total ALLL — continuing operations 858 70 (a) (77 ) 19 870 Discontinued operations 24 3 (6 ) 2 23 Total ALLL — including discontinued operations $ 882 $ 73 $ (83 ) $ 21 $ 893 (a) Excludes a credit for losses on lending-related commitments of $7 million . A breakdown of the individual and collective ALLL and the corresponding loan balances as of March 31, 2018 , follows: Allowance Outstanding March 31, 2018 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 $ 1 $ 529 3 $ 44,313 $ 170 $ 44,070 $ 73 Commercial real estate: Commercial mortgage — 132 4 13,997 13 13,743 241 Construction — 33 — 1,871 — 1,868 3 Total commercial real estate loans — 165 4 15,868 13 15,611 244 Commercial lease financing — 40 — 4,598 — 4,598 — Total commercial loans 1 734 7 64,779 183 64,279 317 Real estate — residential mortgage 4 3 2 5,473 49 5,077 347 Home equity loans 9 28 1 11,720 123 11,575 22 Consumer direct loans — 27 — 1,758 4 1,750 4 Credit cards — 45 — 1,068 3 1,065 — Consumer indirect loans 4 16 — 3,291 35 3,256 — Total consumer loans 17 119 3 23,310 214 22,723 373 Total ALLL — continuing operations 18 853 10 88,089 397 87,002 690 Discontinued operations 3 13 — 1,256 (a) 21 1,235 (a) — Total ALLL — including discontinued operations $ 21 $ 866 10 $ 89,345 $ 418 $ 88,237 $ 690 (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, 2017 , follows: Allowance Outstanding December 31, 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 $ 6 $ 520 3 $ 41,859 $ 136 $ 41,640 $ 83 Commercial real estate: Commercial mortgage — 131 2 14,088 12 13,828 248 Construction — 30 — 1,960 — 1,934 26 Total commercial real estate loans — 161 2 16,048 12 15,762 274 Commercial lease financing — 43 — 4,826 — 4,826 — Total commercial loans 6 724 5 62,733 148 62,228 357 Real estate — residential mortgage 5 2 — 5,483 49 5,079 355 Home equity loans 9 33 1 12,028 117 11,889 22 Consumer direct loans — 28 — 1,794 4 1,786 4 Credit cards — 44 — 1,106 2 1,104 — Consumer indirect loans 3 17 — 3,261 34 3,227 — Total consumer loans 17 124 1 23,672 206 23,085 381 Total ALLL — continuing operations 23 848 6 86,405 354 85,313 738 Discontinued operations 3 13 — 1,314 (a) 21 1,293 (a) — Total ALLL — including discontinued operations $ 26 $ 861 $ 6 $ 87,719 $ 375 $ 86,606 $ 738 (a) Amount includes $2 million of loans carried at fair value that are excluded from ALLL consideration. The liability for credit losses inherent in unfunded lending-related commitments, such as letters of credit and unfunded loan commitments, is included in “accrued expense and other liabilities” on the balance sheet. We establish the amount of this reserve by considering both historical trends and current market conditions quarterly, or more often if deemed necessary. Changes in the liability for credit losses on unfunded lending-related commitments are summarized as follows: Three months ended March 31, in millions 2018 2017 Balance at beginning of period $ 57 $ 55 Provision (credit) for losses on lending-related commitments 3 (7 ) Balance at end of period $ 60 $ 48 PCI Loans 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 were considered when evaluating whether a loan was considered a PCI loan, including the delinquency status of the loan, updated borrower credit status, geographic information, and updated LTV. In accordance with ASC 310-30, excluded from the purchased impaired loans were leases, revolving credit arrangements, and loans held for sale. 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. The excess of cash flows expected to be collected over the carrying amount of the PCI loans 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, Key evaluates the remaining contractual required payments receivable and estimates cash flows expected to be collected. Contractually required payments receivable may increase or decrease for a variety of reasons, for example, 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 key assumptions similar to the initial estimate of fair value. These key assumptions include probability of default, loss given default, and the amount of actual prepayments after the Acquisition Date. Increases in expected cash flows of PCI loans 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 loan and lease losses and an increase in the ALLL. The difference between the fair value of a non-impaired acquired loan and contractual amounts due at the acquisition date is accreted into income over the estimated life of the loan. Contractually required payments represent the total undiscounted amount of all uncollected principal and interest payments. We have PCI loans from two separate acquisitions, one in 2012 and one in 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 months ended March 31, 2018 , and the twelve months ended December 31, 2017 . Three Months Ended March 31, 2018 in millions Accretable Yield Carrying Amount Outstanding Unpaid Principal Balance Balance at beginning of period $ 131 $ 738 $ 803 Additions — Accretion (12 ) Net reclassifications from nonaccretable to accretable 22 Payments received, net (9 ) Disposals — Balance at end of period $ 132 $ 680 $ 737 Twelve Months Ended December 31, 2017 in millions Accretable Yield Carrying Amount Outstanding Unpaid Principal Balance Balance at beginning of period $ 197 $ 865 $ 1,002 Additions (32 ) Accretion (44 ) Net reclassifications from nonaccretable to accretable 15 Payments received, net (4 ) Disposals (1 ) Balance at end of period $ 131 $ 738 $ 803

Fair Value Measurements

Fair Value Measurements	3 Months Ended
	Mar. 31, 2018
Fair Value Disclosures [Abstract]
Fair Value Measurements	5. Fair Value Measurements Fair Value Determination 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. 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.” 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 March 31, 2018 , our Level 3 instruments consist of debt 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 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 private companies. 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. 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). Under the requirements of the Volcker Rule, we will be required to dispose of some or all of our indirect investments. On February 14, 2017, Key’s application for an extension to comply with this rule for illiquid funds was approved. Key will retain certain indirect investments until the earlier of the date on which the investment is conformed or is expected to mature, but no later than July 21, 2022; as of March 31, 2018 , 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. The following table presents the fair value of our direct and indirect principal investments and related unfunded commitments at March 31, 2018 , as well as financial support provided for the three months ended March 31, 2018 , and March 31, 2017 . Financial support provided Three months ended March 31, March 31, 2018 2018 2017 in millions Fair Value Unfunded Commitments Funded Commitments Funded Other Funded Commitments Funded Other INVESTMENT TYPE Direct investments (a) $ 12 — — — — — Indirect investments (b) (measured at NAV) 114 $ 29 — — $ 1 — Total $ 126 $ 29 — — $ 1 — (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 six 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. Other Equity Investments. Our other equity investments are direct investments in equity instruments of private companies. Quoted market prices are not available for these investments and we must perform valuations using other methods in a similar manner to our direct principal investments. 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. Accordingly, these investments are classified as Level 3 assets. 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 fair value of the loans when changes are made to these inputs. 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 priced monthly by our MRM group using a model acquired from a third party that employs a credit valuation adjustment methodology. The model utilizes inputs consisting of available market data, including bond spreads and asset values, as well as unobservable, internally derived assumptions, such as loss probabilities and internal risk ratings of customers. Swap details with the customer and our related participation percentage, if applicable, are obtained from our derivatives accounting system. Applicable customer rating information is obtained from the relevant loan system and represents an unobservable input to this valuation process. 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. We use interest rate lock commitments for our residential mortgage business. These instruments are accounted for as derivatives 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. 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 March 31, 2018 , and December 31, 2017 . March 31, 2018 Level 1 Level 2 Level 3 Total in millions ASSETS MEASURED ON A RECURRING BASIS Trading account assets: U.S. Treasury, agencies and corporations — $ 500 — $ 500 States and political subdivisions — 81 — 81 Other mortgage-backed securities — 118 — 118 Other securities — 59 — 59 Total trading account securities — 758 — 758 Commercial loans — 11 — 11 Total trading account assets — 769 — 769 Securities available for sale: U.S. Treasury, agencies and corporations — 146 — 146 States and political subdivisions — 9 — 9 Agency residential collateralized mortgage obligations — 14,566 — 14,566 Agency residential mortgage-backed securities — 1,341 — 1,341 Agency commercial mortgage-backed securities — 1,806 — 1,806 Other securities — — $ 20 20 Total securities available for sale — 17,868 20 17,888 Other investments: Principal investments: Direct — — 12 12 Indirect (measured at NAV) (a) — — — 114 Total principal investments — — 12 126 Equity investments: Direct — — 7 7 Direct (measured at NAV) (a) — — — 1 Total equity investments — — 7 8 Total other investments — — 19 134 Loans, net of unearned income — — 2 2 Loans held for sale — 46 1 47 Derivative assets: Interest rate — 361 4 365 Foreign exchange $ 82 40 — 122 Commodity — 345 — 345 Credit — — — — Other — 3 3 6 Derivative assets 82 749 7 838 Netting adjustments (b) — — — (207 ) Total derivative assets 82 749 7 631 Accrued income and other assets — — — — Total assets on a recurring basis at fair value $ 82 $ 19,432 $ 49 $ 19,471 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions $ 92 $ 541 — $ 633 Derivative liabilities: Interest rate — 388 — 388 Foreign exchange 78 37 — 115 Commodity — 334 — 334 Credit — 3 — 3 Other — 18 — 18 Derivative liabilities 78 780 — 858 Netting adjustments (b) — — — (483 ) Total derivative liabilities 78 780 — 375 Accrued expense and other liabilities — — — — Total liabilities on a recurring basis at fair value $ 170 $ 1,321 — $ 1,008 (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, 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 — $ 615 — $ 615 States and political subdivisions — 37 — 37 Other mortgage-backed securities — 104 — 104 Other securities — 65 — 65 Total trading account securities — 821 — 821 Commercial loans — 15 — 15 Total trading account assets — 836 — 836 Securities available for sale: U.S. Treasury, agencies and corporations — 157 — 157 States and political subdivisions — 9 — 9 Agency residential collateralized mortgage obligations — 14,660 — 14,660 Agency residential mortgage-backed securities — 1,439 — 1,439 Agency commercial mortgage-backed securities — 1,854 — 1,854 Other securities — — $ 20 20 Total securities available for sale — 18,119 20 18,139 Other investments: Principal investments: Direct — — 13 13 Indirect (measured at NAV) (a) — — — 124 Total principal investments — — 13 137 Equity investments: Direct — 4 3 7 Total equity investments — 4 3 7 Total other investments — 4 16 144 Loans, net of unearned income — — 2 2 Loans held for sale — 70 1 71 Derivative assets: Interest rate — 713 9 722 Foreign exchange $ 100 30 — 130 Commodity — 255 — 255 Credit — — 1 1 Other — 1 3 4 Derivative assets 100 999 13 1,112 Netting adjustments (b) — — — (443 ) Total derivative assets 100 999 13 669 Accrued income and other assets — — — — Total assets on a recurring basis at fair value $ 100 $ 20,028 $ 52 $ 19,861 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions $ 72 $ 562 — $ 634 Derivative liabilities: Interest rate — 520 — 520 Foreign exchange 98 26 — 124 Commodity — 246 — 246 Credit — 4 — 4 Other — 13 — 13 Derivative liabilities 98 809 — 907 Netting adjustments (b) — — — (616 ) Total derivative liabilities 98 809 — 291 Accrued expense and other liabilities — — — — Total liabilities on a recurring basis at fair value $ 170 $ 1,371 — $ 925 (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 months ended March 31, 2018 , and March 31, 2017 . 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 Three months ended March 31, 2018 Securities available for sale Other securities $ 20 $ — — — — — — — — $ 20 — Other investments Principal investments Direct 13 — $ (1 ) (b) — — — — — — 12 $ (1 ) (b) Equity investments Direct 3 — — — — — — $ 4 — 7 — Loans held for sale 1 — — — — — — — — 1 — Loans held for investment 2 — — — — — — — — 2 — Derivative instruments (c) Interest rate 9 — (1 ) (d) — — — — 1 (e) $ (5 ) (e) 4 — Credit 1 — (5 ) (d) — — $ 4 — — — — — Other (f) 3 — — — — — — — — 3 — 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 Unrealized Gains (Losses) Included in Earnings Three months ended March 31, 2017 Securities available for sale Other securities $ 17 — — — — — — — — $ 17 — Other investments Principal investments Direct 27 $ — $ (2 ) (b) — $ (4 ) — — — — 21 $ (6 ) (b) Derivative instruments (c) Interest rate 7 — — — — — — $ 1 (e) $ (3 ) (e) 5 — Credit 1 — (3 ) (d) — — $ 3 — — — 1 — Other (g) 2 — — — — — $ 2 — — 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 “other income” 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) 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 March 31, 2018 , and December 31, 2017 . The following table presents our assets measured at fair value on a nonrecurring basis at March 31, 2018 , and December 31, 2017 : March 31, 2018 December 31, 2017 in millions Level 1 Level 2 Level 3 Total Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A NONRECURRING BASIS Impaired loans — $ 3 — $ 3 — — $ 9 $ 9 Accrued income and other assets — — $ 7 7 — $ 5 133 (a) 138 Total assets on a nonrecurring basis at fair value — $ 3 $ 7 $ 10 — $ 5 $ 142 $ 147 (a) At December 31, 2017, we recorded $31 million of impairment related to $119 million of LIHTC and Historic Tax Credit investments impacted by the enactment of the TCJ Act. Refer to the “LIHTC and Historic Tax Credit Investments” section below for a description of the valuation technique and inputs applied for this fair value measurement. Impaired loans . Loans are evaluated for impairment on a quarterly basis. Loans included in the previous quarter’s review are re-evaluated, and if their values have changed materially, the underlying information (loan balance and in most cases, collateral value) is compared. Material differences are evaluated for reasonableness, and the relationship managers and their senior managers consider these differences and determine if any adjustment is necessary. The inputs are developed and substantiated on a quarterly basis based on current borrower developments, market conditions, and collateral values. The following two internal methods are used to value impaired loans: • Cash flow analysis considers internally developed inputs, such as discount rates, default rates, costs of foreclosure, and changes in collateral values. • The fair value of the collateral, which may take the form of real estate or personal property, is based on internal estimates, field observations, and assessments provided by third-party appraisers. We perform or reaffirm appraisals of collateral-dependent impaired loans at least annually. Appraisals may occur more frequently if the most recent appraisal does not accurately reflect the current market, if the debtor is seriously delinquent or chronically past due, or there has been a material deterioration in the performance of the project or condition of the property. Adjustments to outdated appraisals that result in an appraisal value less than the carrying amount of a collateral-dependent impaired loan are reflected in the ALLL. We adjust the carrying amount of our impaired loans when there is evidence of probable loss and the expected fair value of the loan is less than its contractual amount. The amount of the impairment may be determined based on the estimated present value of future cash flows, the fair value of the underlying collateral, or the loan’s observable market price. Impaired loans with a specifically allocated allowance based on a cash flow analysis or the value of the underlying collateral are classified as Level 3 assets. Impaired loans with a specifically allocated allowance based on an observable market price that reflects recent sale transactions for similar loans and collateral are classified as Level 2 assets. Impairment valuations are back-tested each quarter, based on a look-back of actual incurred losses on closed deals previously evaluated for impairment. The overall percent variance of actual net loan charge-offs on closed deals compared to the specific allocations on such deals is considered in determining each quarter’s specific allocations. The evaluations for impairment are prepared by the responsible relationship managers in our Asset Recovery Group and are reviewed and approved by the Asset Recovery Group Executive. The Asset Recovery Group is part of the Risk Management Group and reports to our Chief Credit Officer. These evaluations are performed in conjunction with the quarterly ALLL process. Commercial loans held for sale . Through a quarterly analysis of our loan portfolios held for sale, which include both performing and nonperforming commercial loans, we determine any adjustments necessary to record the portfolios at the lower of cost or fair value in accordance with GAAP. Our analysis concluded that there were no commercial loans held for sale adjusted to fair value at March 31, 2018 , and December 31, 2017 . Direct financing leases and operating lease assets held for sale . Our KEF Accounting and Capital Markets groups are responsible for the valuation policies and procedures related to these assets. The Managing Director of the KEF Capital Markets group reports to the President of the KEF line of business. A weekly report that lists all equipment finance deals booked in the warehouse portfolio is distributed to both groups. On a quarterly basis, the KEF Accounting group prepares a detailed held-for-sale roll-forward schedule that is reconciled to the general ledger and the above-mentioned weekly report. KEF management uses the held-for-sale roll-forward schedule to determine whether an impairment adjustment is necessary in accordance with lower of cost or fair value guidelines. Valuations of direct financing leases and operating lease assets held for sale are performed using an internal model that relies on market data, such as swap rates and bond ratings, as well as on our own assumptions about the exit market for the leases and details about the individual leases in the portfolio. The inputs based on our assumptions include chan

Securities

Securities	3 Months Ended
	Mar. 31, 2018
Investments, Debt and Equity Securities [Abstract]
Securities	6. 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. March 31, 2018 in millions Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value SECURITIES AVAILABLE FOR SALE U.S. Treasury, agencies, and corporations $ 151 — $ 5 $ 146 States and political subdivisions 9 — — 9 Agency residential collateralized mortgage obligations 15,037 $ 7 478 14,566 Agency residential mortgage-backed securities 1,376 2 37 1,341 Agency commercial mortgage-backed securities 1,902 — 96 1,806 Other securities 17 3 — 20 Total securities available for sale $ 18,492 $ 12 $ 616 $ 17,888 HELD-TO-MATURITY SECURITIES Agency residential collateralized mortgage obligations $ 7,952 1 $ 331 $ 7,622 Agency residential mortgage-backed securities 554 $ — 16 538 Agency commercial mortgage-backed securities 3,668 — 114 3,554 Other securities 15 — — 15 Total held-to-maturity securities $ 12,189 $ 1 $ 461 $ 11,729 December 31, 2017 in millions Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value SECURITIES AVAILABLE FOR SALE U.S. Treasury, agencies, and corporations $ 159 — $ 2 $ 157 States and political subdivisions 9 — — 9 Agency residential collateralized mortgage obligations 14,985 $ 10 335 14,660 Agency residential mortgage-backed securities 1,456 3 20 1,439 Agency commercial mortgage-backed securities 1,920 — 66 1,854 Other securities 17 3 — 20 Total securities available for sale $ 18,546 $ 16 $ 423 $ 18,139 HELD-TO-MATURITY SECURITIES Agency residential collateralized mortgage obligations $ 8,055 $ — $ 224 $ 7,831 Agency residential mortgage-backed securities 574 1 4 571 Agency commercial mortgage-backed securities 3,186 6 44 3,148 Other securities 15 — — 15 Total held-to-maturity securities $ 11,830 $ 7 $ 272 $ 11,565 The following table summarizes our securities that were in an unrealized loss position as of March 31, 2018 , and December 31, 2017 . 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 March 31, 2018 Securities available for sale: U.S Treasury, agencies, and corporations $ 40 $ 1 $ 106 $ 4 $ 146 $ 5 Agency residential collateralized mortgage obligations 5,974 125 7,025 353 12,999 478 Agency residential mortgage-backed securities 618 14 667 23 1,285 37 Agency commercial mortgage-backed securities 194 7 1,611 89 1,805 96 Held-to-maturity securities: Agency residential collateralized mortgage obligations 2,137 56 5,319 275 7,456 331 Agency residential mortgage-backed securities 345 9 193 7 538 16 Agency commercial mortgage-backed securities 3,071 71 484 43 3,555 114 Other securities (a) 2 — — — 2 — Total temporarily impaired securities $ 12,381 $ 283 $ 15,405 $ 794 $ 27,786 $ 1,077 December 31, 2017 Securities available for sale: U.S. Treasury, agencies, and corporations $ 41 $ — 116 2 $ 157 $ 2 Agency residential collateralized mortgage obligations 6,153 74 $ 7,270 $ 261 13,423 335 Agency residential mortgage-backed securities 666 7 702 13 1,368 20 Agency commercial mortgage-backed securities 205 4 1,649 62 1,854 66 Held-to-maturity securities: Agency residential collateralized mortgage obligations 2,201 27 5,599 197 7,800 224 Agency residential mortgage-backed securities 252 1 206 3 458 4 Agency commercial mortgage-backed securities 1,470 12 495 32 1,965 44 Other securities (a) 3 — 4 — 7 — Total temporarily impaired securities $ 10,991 $ 125 $ 16,041 $ 570 $ 27,032 $ 695 (a) Gross unrealized losses totaled less than $1 million for other securities held-to maturity at March 31, 2018 and December 31, 2017 . At March 31, 2018 , we had $478 million of gross unrealized losses related to 457 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 4.54 years at March 31, 2018 . At March 31, 2018 , we also had $37 million of gross unrealized losses related to 262 agency residential mortgage-backed securities positions and $96 million of gross unrealized losses related to 14 agency commercial mortgage backed securities positions with weighted-average maturities of 3.92 years and 4.12 years, respectively. 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. As shown in the following table, we did not have any impairment losses recognized in earnings for the three months ended March 31, 2018 , and March 31, 2017 . Three months ended March 31, 2018 in millions Balance at December 31, 2017 $ 4 Impairment recognized in earnings — Balance at March 31, 2018 $ 4 At March 31, 2018 , securities available for sale and held-to-maturity securities totaling $9.0 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 available for sale portfolio and 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 March 31, 2018 Amortized Cost Fair Value Amortized Cost Fair Value in millions Due in one year or less $ 132 $ 132 $ 47 $ 46 Due after one through five years 12,901 12,459 6,262 6,059 Due after five through ten years 5,446 5,284 5,620 5,388 Due after ten years 13 13 260 236 Total $ 18,492 $ 17,888 $ 12,189 $ 11,729

Derivatives and Hedging Activit

Derivatives and Hedging Activities	3 Months Ended
	Mar. 31, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives and Hedging Activities	7. Derivatives and Hedging Activities We are a party to various derivative instruments, mainly through our subsidiary, KeyBank. 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. At March 31, 2018 , after taking into account the effects of bilateral collateral and master netting agreements, we had $28 million of derivative assets and $4 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 $603 million and derivative liabilities of $371 million that were not designated as hedging instruments. These positions are primarily comprised of derivative contracts entered into for client accommodation purposes. Additional information regarding our accounting policies for derivatives is provided in Note 1 (“ Summary of Significant Accounting Policies ”) under the heading “Derivatives and Hedging” beginning on page 105 of our 2017 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. 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 forward transactions 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 We may 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 March 31, 2018 , 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 protection through 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. We purchase credit default swaps to reduce the credit risk associated with the debt securities held in our trading portfolio. 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 March 31, 2018 , and December 31, 2017 . The change in the notional amounts of these derivatives by type from December 31, 2017 , to March 31, 2018 , indicates the volume of our derivative transaction activity during the first three months of 2018 . 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, but after the variation margin payments with central clearing organizations have been applied as settlement, as applicable. 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 “accrued income and other assets” or “accrued expenses and other liabilities” on the balance sheet, as follows: March 31, 2018 December 31, 2017 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 $ 27,906 $ 39 $ 2 $ 26,176 $ 81 $ 46 Foreign exchange 281 1 4 302 1 4 Total 28,187 40 6 26,478 82 50 Derivatives not designated as hedging instruments: Interest rate 64,935 326 386 61,390 641 474 Foreign exchange 8,458 121 111 8,317 129 120 Commodity 1,902 345 334 1,687 255 246 Credit 351 — 3 315 1 4 Other (a) 1,944 6 18 2,006 4 13 Total 77,590 798 852 73,715 1,030 857 Netting adjustments (b) — (207 ) (483 ) — (443 ) (616 ) Net derivatives in the balance sheet 105,777 631 375 100,193 669 291 Other collateral (c) — (2 ) (69 ) — (5 ) (84 ) Net derivative amounts $ 105,777 $ 629 $ 306 $ 100,193 $ 664 $ 207 (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. During the three -month period ended March 31, 2018 , we did not exclude any portion of these hedging instruments from the assessment of hedge effectiveness. The following table summarizes the amounts that were recorded on the balance sheet as of March 31, 2018 related to cumulative basis adjustments for fair value hedges. March 31, 2018 in millions Balance sheet line item in which the hedge item is included Carrying amount of hedged item (a) Hedge accounting basis adjustment (b) Interest rate contracts Long-term debt $ 9,106 (82 ) (a) The carrying amount represents the portion of the liability designated as the hedged item. (b) Basis adjustment includes $11 million related to de-designated hedged items no longer in qualifying fair value hedging relationships. Cash flow hedges. During the three -month period ended March 31, 2018 , we did not exclude any portion of these hedging instruments from the assessment of hedge effectiveness. Considering the interest rates, yield curves, and notional amounts as of March 31, 2018 , we would expect to reclassify an estimated $55 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 March 31, 2018 , the maximum length of time over which we hedge forecast transactions is 10 years. The following table summarizes the effect of fair value and cash flow hedge accounting on the income statement for the three month periods ended March 31, 2018 , and March 31, 2017 . Location and amount of net gains (losses) recognized in income on fair value and cash flow hedging relationships (a) in millions Interest expense – long-term debt Interest income – loans Other income Three months ended March 31, 2018 Total amounts presented in the consolidated statement of income $ (92 ) $ 940 $ 21 Net gains (losses) on fair value hedging relationships Interest contracts Recognized on hedged items 71 — — Recognized on derivatives designated as hedging instruments (69 ) — — Net income (expense) recognized on fair value hedges 2 — — Net gain (loss) on cash flow hedging relationships Interest contracts Realized gains (losses) (pre-tax) reclassified from AOCI into net income (1 ) (2 ) — Net income (expense) recognized on cash flow hedges $ (1 ) $ (2 ) — Three months ended March 31, 2017 Total amounts presented in the consolidated statement of income $ (68 ) $ 877 $ 32 Net gains (losses) on fair value hedging relationships Interest contracts Recognized on hedged items — — 35 Recognized on derivatives designated as hedging instruments 18 — (35 ) Net income (expense) recognized on fair value hedges 18 — — Net gain (loss) on cash flow hedging relationships Interest contracts Realized gains (losses) (pre-tax) reclassified from AOCI into net income (1 ) 15 — Gains (losses) (before tax) recognized in income for hedge ineffectiveness — — — Net income (expense) recognized on cash flow hedges $ (1 ) $ 15 — (a) Prior period gain or loss amounts were not restated to conform to the new hedge accounting guidance adopted in 2017. Net investment hedges. We enter into foreign currency forward contracts to hedge our exposure to changes in the carrying value of our investments as a result of changes in the related foreign exchange rates. At March 31, 2018 , AOCI reflected unrecognized, after-tax gains totaling $37 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. We did not exclude any portion of our hedging instruments from the assessment of hedge effectiveness during the three -month period ended March 31, 2018 . The following table summarizes the pre-tax net gains (losses) on our cash flow and net investment hedges for the three -month periods ended March 31, 2018 , and March 31, 2017 , and where they are recorded on the income statement. The table includes net gains (losses) recognized in OCI during the period and net gains (losses) reclassified from OCI into income during the current period. in millions Net Gains (Losses) Recognized in OCI Income Statement Location of Net Gains (Losses) Reclassified From OCI Into Income Net Gains (Losses) Reclassified From OCI Into Income (a) Net Gains (Losses) Recognized in Other Income (a) Three months ended March 31, 2018 Cash Flow Hedges Interest rate $ (88 ) Interest income — Loans $ (2 ) $ — Interest rate 2 Interest expense — Long-term debt (1 ) — Net Investment Hedges Foreign exchange contracts — Other Income — — Total $ (86 ) $ (3 ) $ — Three months ended March 31, 2017 Cash Flow Hedges Interest rate $ (22 ) Interest income — Loans $ 15 $ — Interest rate — Interest expense — Long-term debt (1 ) — Net Investment Hedges Foreign exchange contracts (3 ) Other Income — — Total $ (25 ) $ 14 $ — (a) Prior period gain or loss amounts were not restated to conform to the new hedge accounting guidance adopted in 2017. Nonhedging instruments The following table summarizes the pre-tax net gains (losses) on our derivatives that are not designated as hedging instruments for the three-month periods ended March 31, 2018 , and March 31, 2017 , and where they are recorded on the income statement. Three months ended March 31, 2018 Three months ended March 31, 2017 in millions Corporate services income Consumer mortgage income Other income Total Corporate services income Consumer mortgage income Other income Total NET GAINS (LOSSES) Interest rate $ 9 $ — $ 2 $ 11 $ 6 — $ (1 ) $ 5 Foreign exchange 11 — — 11 11 — — 11 Commodity 3 — — 3 2 — — 2 Credit 2 — (5 ) (3 ) 1 — (5 ) (4 ) Other — — (4 ) (4 ) — $ (1 ) (1 ) (2 ) Total net gains (losses) $ 25 $ — $ (7 ) $ 18 $ 20 $ (1 ) $ (7 ) $ 12 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 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 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 $105 million was included in derivative assets on the balance sheet at March 31, 2018 , compared to $23 million of cash collateral netted against derivative assets at December 31, 2017 . The cash collateral netted against derivative liabilities totaled $171 million at March 31, 2018 , and $150 million at December 31, 2017 . 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 March 31, 2018 December 31, 2017 Interest rate $ 241 $ 401 Foreign exchange 74 77 Commodity 205 163 Credit — 1 Other 6 4 Derivative assets before collateral 526 646 Less: Related collateral (105 ) (23 ) Total derivative assets $ 631 $ 669 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 March 31, 2018 , we had gross exposure of $103 million to broker-dealers and banks. We had net exposure of $192 million after the application of master netting agreements and cash collateral, where such qualifying agreements exist. We had net exposure of $181 million after considering $11 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 “accrued income and other assets”) in the amount of $4 million at March 31, 2018 , which we estimate to be the potential future losses on amounts due from client counterparties in the event of default. At March 31, 2018 , we had gross exposure of $515 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 $439 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 swap obligations as well as exposures to debt securities. The following table summarizes the fair value of our credit derivatives purchased and sold by type as of March 31, 2018 , and December 31, 2017 . The fair value of credit derivatives presented below does not take into account the effects of bilateral collateral or master netting agreements. March 31, 2018 December 31, 2017 in millions Purchased Sold Net Purchased Sold Net Single-name credit default swaps $ (1 ) — $ (1 ) $ (1 ) — $ (1 ) Traded credit default swap indices (1 ) — (1 ) (2 ) — (2 ) Other — (1 ) (1 ) — — — Total credit derivatives $ (2 ) (1 ) $ (3 ) $ (3 ) — $ (3 ) The majority of transactions represented by the “other” category shown in the above table consist of risk participation agreements. In risk participation agreements, 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. In a credit default swap option we are given the right, but not the obligation, to purchase credit protection on a stated entity for a specified period of time. The following table provides information on the types of credit derivatives sold by us and held on the balance sheet at March 31, 2018 , and December 31, 2017 . 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. March 31, 2018 December 31, 2017 dollars in millions Notional Amount Average Term (Years) Payment / Performance Risk Notional Amount Average Term (Years) Payment / Performance Risk Other $ 33 11.07 7.20 % $ 15 3.08 6.64 % Total credit derivatives sold $ 33 — — $ 15 — — Credit Risk Contingent Features We have entered into certain derivative contracts that require us to post collateral to the counterparties when these contracts are in a net liability position. The amount of collateral to be posted is based on the amount of the net liability and thresholds generally related to our long-term senior unsecured credit ratings with Moody’s and S&P. Collateral requirements also are based on minimum transfer amounts, which are specific to each Credit Support Annex (a component of the ISDA Master Agreement) that we have signed with the counterparties. In a limited number of instances, counterparties have the right to terminate their ISDA Master Agreements with us if our ratings fall below a certain level, usually investment-grade level (i.e., “Baa3” for Moody’s and “BBB-” for S&P). At March 31, 2018 , KeyBank’s rating was “ A3 ” with Moody’s and “ A- ” with S&P, and KeyCorp’s rating was “ Baa1 ” with Moody’s and “ BBB+ ” with S&P. As of March 31, 2018 , the aggregate fair value of all derivative contracts with credit risk contingent features (i.e., those containing collateral posting or termination provisions based on our ratings) held by KeyBank that were in a net liability position totaled $235 million , which was comprised of $189 million in derivative assets and $424 million in derivative liabilities. We had $228 million in cash and securities collateral posted to cover those positions as of March 31, 2018 . There were no derivative contracts with credit risk contingent features held by KeyCorp at March 31, 2018 . 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 March 31, 2018 , and December 31, 2017 . The additional collateral amounts were calculated based on scenarios under which KeyBank’s ratings are downgraded one, two, or three ratings as of March 31, 2018 , and December 31, 2017 , 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, 2017 . 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. March 31, 2018 December 31, 2017 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 2 2 KeyBank’s long-term senior unsecured credit rating was four ratings above noninvestment grade at Moody’s and S&P as of March 31, 2018 , and December 31, 2017 . If KeyBank’s ratings had been downgraded below investment grade as of March 31, 2018 , or December 31, 2017 , payments of up to $3 million and $12 million , respectively, would have been required to either terminate the contracts or post additional collateral for those contracts in a net liability position, taking into account all collateral already posted. If KeyCorp’s ratings had been downgraded below investment grade as of March 31, 2018 , or December 31, 2017 , no payments, respectively, would have been required to either terminate the contracts or post additional collateral for those contracts in a net liability position, taking into account all collateral already posted.

Mortgage Servicing Assets

Mortgage Servicing Assets	3 Months Ended
	Mar. 31, 2018
Servicing Asset [Abstract]
Mortgage Servicing Assets	8. 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. 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” beginning on page 106 of our 2017 Form 10-K. Commercial Changes in the carrying amount of commercial mortgage servicing assets are summarized as follows: Three months ended March 31, in millions 2018 2017 Balance at beginning of period $ 412 $ 356 Servicing retained from loan sales 27 28 Purchases 21 7 Amortization (25 ) (22 ) Balance at end of period $ 435 $ 369 Fair value at end of period $ 537 $ 480 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 March 31, 2018 , and March 31, 2017 , along with the valuation techniques, are shown in the following table: March 31, 2018 Valuation Technique Significant Unobservable Input Range (Weighted Average) dollars in millions Commercial mortgage servicing assets Discounted cash flow Expected defaults 1.00 - 3.00% (1.18%) Residual cash flows discount rate 7.00 - 15.00% (8.99%) Escrow earn rate 2.17 - 3.45% (2.84%) Servicing cost $150 - $38,500 ($1,433) Loan assumption rate 0.00 - 2.84% (1.18%) Percentage late 0.00 - 2.00% (.23%) March 31, 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% (1.30%) Residual cash flows discount rate 7.00 - 15.00% (8.60%) Escrow earn rate 1.20 - 3.20% (2.60%) Servicing cost $150 - $38,500 ($1,342) Loan assumption rate 0.00 - 3.00% (1.25%) Percentage late 0.00 - 2.00% (.31%) 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. 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 $42 million for the three-month period ended March 31, 2018 , and $38 million for the three-month period ended March 31, 2017 . This fee income was offset by $25 million of amortization for the three-month period ended March 31, 2018 , and $22 million for the three-month period ended March 31, 2017 . Both the contractual fee income and the amortization are recorded, net, in “mortgage servicing fees” on the income statement. Residential Changes in the carrying amount of residential mortgage servicing assets are summarized as follows: Three months ended March 31, in millions 2018 2017 Balance at beginning of period $ 31 28 Servicing retained from loan sales 2 $ 2 Purchases — — Amortization (1 ) (1 ) Balance at end of period $ 32 $ 29 Fair value at end of period $ 42 $ 35 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 March 31, 2018 , and March 31, 2017 , along with the valuation techniques, are shown in the following table: March 31, 2018 Valuation Technique Significant Unobservable Input Range (Weighted Average) dollars in millions Residential mortgage servicing assets Discounted cash flow Prepayment speed 8.37 - 48.63% (9.12%) Discount rate 8.50 - 11.00% (8.54%) Servicing cost $76 - $4,385 ($83.05) March 31, 2017 Valuation Technique Significant Unobservable Input Range (Weighted Average) dollars in millions Residential mortgage servicing assets Discounted cash flow Prepayment speed 7.68 - 19.68% (9.24%) Discount rate 8.50 - 11.00% (8.55%) Servicing cost $76 - $3,335 ($83.03) 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. 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 March 31, 2018 , 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 $3 million for the three-month periods ended March 31, 2018 and March 31, 2017 . This fee income was offset by $1 million of amortization for the three-month periods ended March 31, 2018 and March 31, 2017 . 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	3 Months Ended
	Mar. 31, 2018
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Variable Interest Entities	9. 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 a 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 them. 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 of investments in LIHTC operating partnerships at both March 31, 2018 , and December 31, 2017 . 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 March 31, 2018 , and December 31, 2017 , we had liabilities of $473 million and $476 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 March 31, 2018 , and December 31, 2017 . 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 March 31, 2018 LIHTC investments $ 6,035 $ 2,938 $ 1,559 December 31, 2017 LIHTC investments $ 6,003 $ 2,943 $ 1,561 We amortize our LIHTC investments over the period that we expect to receive the tax benefits. During the first three months of 2018 , we recognized $41 million of amortization and $40 million of tax credits associated with these investments within “income taxes” on our income statement. During the first three months of 2017 , we recognized $40 million of amortization and $39 million of tax credits associated with these investments within “income taxes” on our income statement. Principal investments. Through our principal investing entities, we have made investments in private equity funds engaged in venture- and growth-oriented investing. As a limited partner to these funds, we record these investments at fair value and receive 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 them. 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 $114 million and $124 million at March 31, 2018 , and December 31, 2017 , respectively. These investments are recorded in “other investments” on our balance sheet. Additional information on indirect principal investments is provided in Note 5 (“ Fair Value Measurements ”). The table below reflects the size of the private equity funds in which we were invested as well as our maximum exposure to loss in connection with these investments at March 31, 2018 and December 31, 2017 . Unconsolidated VIEs in millions Total Assets Total Liabilities Maximum Exposure to Loss March 31, 2018 Indirect investments $ 21,778 $ 242 $ 143 December 31, 2017 Indirect investments $ 26,817 $ 292 $ 153 Through our principal investing entities, 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 5 (“ 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 entities had no assets at March 31, 2018 that can only be used to settle the entities’ obligations, and $4 million of such assets at December 31, 2017 . 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 March 31, 2018 , and December 31, 2017 , and other equity investors have no recourse to our general credit. Other unconsolidated VIEs. We are involved with other various entities in the normal course of business which we have determined to be VIEs. We have determined that we are not the primary beneficiary of these VIEs because we do not have the power to direct the activities that most significantly impact their economic performance. Our assets associated with these unconsolidated VIEs totaled $231 million at March 31, 2018 , and $230 million at December 31, 2017 . These assets are recorded in “accrued income and other assets,” “other investments,” “securities available for sale”, and “loans, net of unearned income” on our balance sheet. We had liabilities totaling $4 million associated with these unconsolidated VIEs at both March 31, 2018 , and December 31, 2017 . These liabilities are recorded in “accrued expenses and other liabilities” on our balance sheet. We have excluded certain transactions with unconsolidated VIEs from the balances above where we determine our continuing involvement is not significant. In addition, where we only have a lending arrangement in the normal course of business with unconsolidated VIEs we present the balances related to the lending arrangements in Note 4 (“ Asset Quality ”).

Income Taxes

Income Taxes	3 Months Ended
	Mar. 31, 2018
Income Tax Disclosure [Abstract]
Income Taxes	10. Income Taxes Bipartisan Budget Act of 2018 On February 9, 2018, the Bipartisan Budget Act (BBA) of 2018 was signed into law. The BBA includes a retroactive one year tax extenders package back to January 1, 2017 that reinstated several energy investment tax credits that had expired on December 31, 2016. Due to these retroactive provisions, Key recognized additional net investment tax credits in the first quarter of $13.6 million , or a 2.8% reduction to our income tax provision, for energy tax credit transactions entered into during 2017. TCJ Act On December 22, 2017, the TCJ Act was signed into law. This comprehensive tax legislation provides for significant changes to the U.S. Internal Revenue Code of 1986, as amended, that impact corporate taxation requirements, such as the reduction in the federal corporate income tax rate from 35% to 21% effective January 1, 2018. The TCJ Act retains the low-income housing and research and development credits and repeals the corporate alternative minimum tax. Other relevant corporate changes include earlier recognition of certain revenue; accelerating expensing of investments in tangible property, including leasing assets; and limiting several deductions such as FDIC premiums, certain executive compensation, and meals and entertainment expenses. Key was required to re-value certain tax-related assets under the provisions of the TCJ Act at December 31, 2017. Under current U.S. GAAP, deferred tax assets and liabilities are to be adjusted for the effect of a change in tax laws or rates with the effect included in income from continuing operations in the reporting period that includes the enactment date. The tax-related assets consist primarily of deferred tax assets and liabilities and investments in low-income housing transactions. Due to the close proximity of our year end to the date the TCJ Act was signed into law, we estimated the impact of the income tax effects as of December 31, 2017, based upon currently available information which resulted in a reduction to our net income of $161 million . The significant components of this reduction included a $14 million reduction in our investments in certain low-income housing that is reflected in other expenses and a $147 million , or 7.6% , increase in our income tax provision for the twelve months ended December 31, 2017, due to the reduction to our net deferred tax asset and related actions. This reduction is primarily the result of the lower federal corporate income tax rate, is based on information available at this time, and is subject to change due to a variety of factors, including among others: (i) completion of Key’s 2017 federal and state income tax returns, and (ii) management’s further assessment of the TCJ Act and related regulatory guidance. Adjustments may be made in future periods to these estimates as we continue to obtain, prepare and analyze information about facts and circumstances that existed as of the enactment date that, if known, would have affected the income tax effects reported as provisional amounts. Key expects to finalize this impact in the quarter ending September 30, 2018. The accounting for the changes in tax law resulted in stranded tax effects within accumulated other comprehensive income for items that were originally recognized in other comprehensive income rather than in net income. The FASB issued an accounting standard update allowing companies to reclassify stranded tax effects resulting from the TCJ Act from accumulated other comprehensive income to retained earnings. We early adopted this guidance during the quarter ended December 31, 2017, and utilizing the portfolio method reclassified $141 million from accumulated other comprehensive income to retained earnings to eliminate the stranded tax effects. 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 12.9% for the first quarter of 2018 and 22.4% for the first quarter of 2017 . The effective tax rates are below our combined federal and state statutory tax rate of 23.7% for the first quarter of 2018 and 37.2% for the first quarter of 2017 , 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 March 31, 2018 , and March 31, 2017 , were affected by net discrete income tax benefits of 5.5% and 4.7% , respectively. Deferred Tax Asset At March 31, 2018 , from continuing operations we had a net deferred tax asset of $363 million , compared to a net deferred tax asset of $320 million at December 31, 2017 , 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 $15 million at March 31, 2018 , and $15 million at December 31, 2017 . 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 March 31, 2018 , Key’s unrecognized tax benefits were $39 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	3 Months Ended
	Mar. 31, 2018
Business Combinations [Abstract]
Acquisition, Divestiture, and Discontinued Operations	11. Acquisitions, Divestiture, and Discontinued Operations Acquisitions Cain Brothers & Company, LLC. On October 2, 2017, KBCM acquired all outstanding interests in Cain Brothers, a healthcare-focused investment banking and public finance firm. This acquisition expands KBCM’s investment banking group in the healthcare vertical by adding distinctive capabilities and broadening KBCM’s existing healthcare investment banking network. The acquisition was accounted for as a business combination. As a result of the acquisition, Key recognized identifiable intangible assets with a fair value of $30 million and goodwill of $53 million , which are deductible for tax purposes. The valuation of the acquired assets and liabilities of Cain Brothers was final at March 31, 2018. 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 was accounted for as a business combination. As a result of the acquisition, Key recognized identifiable intangible assets with a fair value of $12 million , comprised primarily of propriety software, and goodwill of $17 million , which are not deductible for tax purposes. The valuation of the acquired assets and liabilities of HelloWallet was final at March 31, 2018. 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 , which reduced the total non-cash holding gain to $59 million . The initial gain and subsequent adjustment were included in “other income” on the income statement for the three 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 the fourth quarter of 2017, we recognized a measurement period adjustment increasing deferred tax assets and decreasing goodwill by $2 million . In aggregate, the measurement-period adjustments recognized as of December 31, 2017, increased goodwill recorded in connection with the KMS acquisition to $4 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. Divestiture Key Insurance & Benefits Services, Inc. On March 29, 2018, we announced that we had entered into a definitive agreement to sell Key Insurance & Benefits Services, Inc. to USI Insurance Services. We acquired Key Insurance & Benefits Services, Inc. as a part of the 2016 merger with First Niagara. The transaction is subject to regulatory approvals and other customary closing conditions and is expected to close in the second quarter of 2018. Discontinued operations Discontinued operations primarily includes our government-guaranteed education lending business. At March 31, 2018 , and December 31, 2017 , approximately $1.3 billion and $1.3 billion , respectively, of education loans are included in discontinued assets on the consolidated balance sheets. Net interest income after provision for credit losses for this business is not material and is included in income (loss) from discontinued operations, net of taxes on the consolidated statements of income.

Securities Financing Activities

Securities Financing Activities	3 Months Ended
	Mar. 31, 2018
Banking and Thrift [Abstract]
Securities Financing Activities	12. 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 March 31, 2018 , and December 31, 2017 : March 31, 2018 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) $ 614 $ (7 ) $ (607 ) — Total $ 614 $ (7 ) $ (607 ) — December 31, 2017 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) $ 374 $ (4 ) $ (370 ) — Total $ 374 $ (4 ) $ (370 ) — (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 mortgaged-backed agency securities and are contracted on an overnight or continuous basis. As of March 31, 2018 , the carrying amount of assets pledged as collateral against repurchase agreements totaled $520 million . Assets pledged as collateral are reported in “securities available for sale” and “held-to-maturity securities” on our balance sheet. At March 31, 2018 , the liabilities associated with collateral pledged were solely comprised of customer sweep financing activity and had a carrying value of $379 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	3 Months Ended
	Mar. 31, 2018
Retirement Benefits [Abstract]
Employee Benefits	13. 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 March 31, in millions 2018 2017 Interest cost on PBO $ 10 $ 12 Expected return on plan assets (13 ) (17 ) Amortization of losses 4 4 Net pension cost $ 1 $ (1 ) 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.

Trust Preferred Securities Issu

Trust Preferred Securities Issued by Unconsolidated Subsidiaries	3 Months Ended
	Mar. 31, 2018
Banking and Thrift [Abstract]
Trust Preferred Securities Issued by Unconsolidated Subsidiaries	14. 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 March 31, 2018 KeyCorp Capital I $ 155 $ 6 $ 161 2.435 % 2028 KeyCorp Capital II 102 4 106 6.875 2029 KeyCorp Capital III 132 4 136 7.750 2029 HNC Statutory Trust III 18 1 19 3.320 2035 Willow Grove Statutory Trust I 18 1 19 3.435 2036 HNC Statutory Trust IV 16 1 17 3.053 2037 Westbank Capital Trust II 7 — 7 4.392 2034 Westbank Capital Trust III 7 — 7 4.392 2034 Total $ 455 $ 17 $ 472 5.128 % — December 31, 2017 $ 463 $ 17 $ 480 4.977 % — (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 $47 million at March 31, 2018 , and $55 million at December 31, 2017 . See Note 7 (“ 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 $47 million at March 31, 2018 , and $55 million at December 31, 2017 . See Note 7 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	3 Months Ended
	Mar. 31, 2018
Commitments and Contingencies Disclosure [Abstract]
Contingent Liabilities and Guarantees	15. Contingent Liabilities and Guarantees Legal Proceedings Litigation. From time to time, in the ordinary course of business, we and our subsidiaries are subject to various 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 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 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 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 March 31, 2018 . 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 108 of our 2017 Form 10-K. March 31, 2018 Maximum Potential Undiscounted Future Payments Liability Recorded in millions Financial guarantees: Standby letters of credit $ 2,996 $ 70 Recourse agreement with FNMA 3,365 6 Residential mortgage reserve 1,362 6 Return guarantee agreement with LIHTC investors 3 3 Written put options (a) 2,357 73 Total $ 10,083 $ 158 (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 March 31, 2018 , 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 March 31, 2018 , 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 March 31, 2018 , the outstanding commercial mortgage loans in this program had a weighted-average remaining term of 7.9 years , and the unpaid principal balance outstanding of loans sold by us as a participant was $11.9 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 March 31, 2018 . 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 March 31, 2018 , 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 $4.5 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 March 31, 2018 . Our liability for estimated repurchase obligations on loans sold, which is included in other liabilities on our balance sheet, was $6 million at March 31, 2018 . 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 March 31, 2018 , 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 9 (“ 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 March 31, 2018 , 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 7 (“ 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 7 (“ 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 March 31, 2018 , 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	3 Months Ended
	Mar. 31, 2018
Equity [Abstract]
Accumulated Other Comprehensive Income	16. Accumulated Other Comprehensive Income Our changes in AOCI for the three months ended March 31, 2018 , and March 31, 2017 , 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, 2017 $ (311 ) $ (86 ) $ 9 $ (391 ) $ (779 ) Other comprehensive income before reclassification, net of income taxes (150 ) (65 ) (2 ) — (217 ) Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — 2 — 3 5 Net current-period other comprehensive income, net of income taxes (150 ) (63 ) (2 ) 3 (212 ) Balance at March 31, 2018 $ (461 ) $ (149 ) $ 7 $ (388 ) $ (991 ) Balance at December 31, 2016 $ (185 ) $ (14 ) $ (3 ) $ (339 ) $ (541 ) Other comprehensive income before reclassification, net of income taxes 6 (15 ) 1 1 (7 ) Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (9 ) — 3 (6 ) Net current-period other comprehensive income, net of income taxes 6 (24 ) 1 4 (13 ) Balance at March 31, 2017 $ (179 ) $ (38 ) $ (2 ) $ (335 ) $ (554 ) (a) See table below for details about these reclassifications. Our reclassifications out of AOCI for the three months ended March 31, 2018 , and March 31, 2017 , are as follows: Three months ended March 31, 2018 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 $ (2 ) Interest income — Loans Interest rate (1 ) Interest expense — Long-term debt (3 ) Income (loss) from continuing operations before income taxes (1 ) Income taxes $ (2 ) 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 Three months ended March 31, 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 $ 15 Interest income — Loans Interest rate (1 ) Interest expense — Long term debt 14 Income (loss) from continuing operations before income taxes 5 Income taxes $ 9 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

Shareholders' Equity

Shareholders' Equity	3 Months Ended
	Mar. 31, 2018
Equity [Abstract]
Shareholder' Equity	17. 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 $199 million of Common Share repurchases, including $156 million of Common Share repurchases in the open market and $43 million of Common Share repurchases related to employee equity compensation programs, in the first quarter of 2018 under this authorization. Consistent with our 2017 capital plan, the Board declared a quarterly dividend of $.105 per Common Share for the first quarter of 2018 . Our 2017 capital plan proposed an increase in our quarterly Common Share dividend, up to $.12 per Common share, which the Board plans to consider for the second quarter of 2018. Preferred Stock 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 March 31, 2018 , and December 31, 2017 . 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 March 31, 2018 , and December 31, 2017 . We made payments of $12.50 per depositary share on the depositary shares related to our Series D Preferred Stock during the first quarter of 2018 . 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 March 31, 2018 , and December 31, 2017 . 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 March 31, 2018 , and December 31, 2017 . We made payments of $.382813 per depositary share on the depositary shares related to our Series E Preferred Stock during the first quarter of 2018 .

Line of Business Results

Line of Business Results	3 Months Ended
	Mar. 31, 2018
Segment Reporting [Abstract]
Line of Business Results	18. 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 102 of our 2017 Form 10-K. • Income taxes are allocated based on the statutory federal income tax rate of 21% for periods after December 31, 2017, and 35% for periods prior to December 31, 2017. Income taxes are allocated based on a blended state income tax rate (net of the federal income tax benefit) of 2.7% for periods after December 31, 2017, and 2.2% for periods prior to December 31, 2017; 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- month periods ended March 31, 2018 , and March 31, 2017 . Three months ended March 31, Key Community Bank Key Corporate Bank dollars in millions 2018 2017 2018 2017 SUMMARY OF OPERATIONS Net interest income (TE) $ 688 $ 628 $ 272 $ 304 Noninterest income 285 277 287 274 Total revenue (TE) (a) 973 905 559 578 Provision for credit losses 48 46 14 18 Depreciation and amortization expense 29 28 33 20 Other noninterest expense 639 597 281 284 Income (loss) from continuing operations before income taxes (TE) 257 234 231 256 Allocated income taxes and TE adjustments 61 87 24 76 Income (loss) from continuing operations 196 147 207 180 Income (loss) from discontinued operations, net of taxes — — — — Net income (loss) 196 147 207 180 Less: Net income (loss) attributable to noncontrolling interests — — — — Net income (loss) attributable to Key $ 196 $ 147 $ 207 $ 180 AVERAGE BALANCES (b) Loans and leases $ 47,680 $ 47,085 $ 38,260 $ 37,688 Total assets (a) 51,681 51,063 45,549 44,124 Deposits 79,945 79,148 20,815 21,002 OTHER FINANCIAL DATA Net loan charge-offs (b) $ 42 $ 43 $ 11 $ 14 Return on average allocated equity (b) 16.48 % 12.56 % 29.46 % 24.94 % Return on average allocated equity 16.48 12.56 29.46 24.94 Average full-time equivalent employees (c) 10,988 10,804 2,543 2,384 (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 2018 2017 2018 2017 2018 2017 2018 2017 $ (14 ) $ (4 ) $ 946 $ 928 $ 6 $ 1 $ 952 $ 929 36 33 608 584 (7 ) (7 ) 601 577 22 29 1,554 1,512 (1 ) (6 ) 1,553 1,506 (2 ) (1 ) 60 63 1 — 61 63 1 1 63 49 40 44 103 93 8 10 928 891 (25 ) 29 903 920 15 19 503 509 (17 ) (79 ) 486 430 (4 ) (4 ) 81 159 (11 ) (54 ) 70 105 19 23 422 350 (6 ) (25 ) 416 325 — — — — 2 — 2 — 19 23 422 350 (4 ) (25 ) 418 325 — 2 — 2 — (1 ) — 1 $ 19 $ 21 $ 422 $ 348 $ (4 ) $ (24 ) $ 418 $ 324 $ 993 $ 1,328 $ 86,933 $ 86,101 $ (6 ) $ 32 $ 86,927 $ 86,133 37,253 36,549 134,483 131,736 432 1,005 134,915 132,741 1,718 2,030 102,478 102,180 78 (102 ) 102,556 102,078 1 $ 1 $ 54 $ 58 — — $ 54 $ 58 59.27 % 55.66 % 21.94 % 18.04 % (.34 )% (1.32 )% 11.33 % 8.65 % 59.27 55.66 21.94 18.04 (.23 ) (1.32 ) 11.39 8.65 2 3 13,533 13,191 5,007 5,195 18,540 18,386

Revenue from Contracts with Cus

Revenue from Contracts with Customers	3 Months Ended
	Mar. 31, 2018
Revenue from Contract with Customer [Abstract]
Revenue from Contracts with Customers	19. Revenue from Contracts with Customers The following table represents a disaggregation of revenue from contracts with customers, by line of business, for the three -month period ended March 31, 2018 : Three months ended March 31, 2018 dollars in millions Key Community Bank Key Corporate Bank Total Contract Revenue NONINTEREST INCOME Trust and investment services income $ 103 $ 16 $ 119 Investment banking and debt placement fees — 47 47 Services charges on deposit accounts 76 13 89 Cards and payments income 34 26 60 Other noninterest income 5 — 5 Total revenue from contracts with customers $ 218 $ 102 $ 320 Other noninterest income (a) $ 252 Noninterest income from other segments (b) 36 Reconciling items (c) (7 ) Total noninterest income $ 601 (a) Noninterest income considered earned outside the scope of contracts with customers. (b) Other Segments consist of corporate treasury, our principle investing unit, and various exit portfolios. (c) Reconciling items include intercompany eliminations and certain items that are not allocated to the business segments. Refer to the Line of Business Results footnote for more information. We have no material contract assets or contract liabilities for the three -month period ended March 31, 2018 .

Basis of Presentation and Acc30

Basis of Presentation and Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2018
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 9 (“ 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 the cost measurement alternative or at 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 2017 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	Standard Date of Adoption Description Effect on Financial Statements or Other Significant Matters ASU 2014-09, Revenue from Contracts with Customers (Topic 606) ASU 2015-14, Deferral of Effective Date ASU 2016-08, Principal versus Agent Considerations ASU 2016-10, Identifying Performance Obligations and Licensing ASU 2016-11, Rescission of SEC Guidance because of Accounting Standard Updates 2014-09 and 2014-16 pursuant to Staff Announcements at the March 3, 2016 EITF Meeting ASU 2016-12, Narrow-scope Improvements and Practical Expedients ASU 2016-20, Technical Corrections and Improvements to Topic 606, Revenue from Contracts with Customers January 1, 2018 These ASUs supersede the revenue recognition guidance in ASC 605, Revenue Recognition, and most industry-specific guidance. The core principle of these ASUs 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. These ASUs can be implemented using a retrospective method, or a cumulative-effect approach to new contracts and existing contracts with performance obligations as of the effective date. On January 1, 2018, we adopted ASC 606, Revenue from Contracts with Customers (ASC 606), using the modified retrospective method for those contracts which were not completed as of that date. Results for reporting periods beginning January 1, 2018 are presented under ASC 606. As allowed under the new guidance, the comparative information has not been restated and continues to be reported under the accounting standards in effect for those periods. As a result of adopting ASC 606, we changed the timing of recognition for revenues related to insurance commissions, securities underwriting, and deposit account maintenance fees, however, those changes did not have a material impact on our consolidated financial statements, results of operations, equity, or cash flows as of the adoption date or for the three months ended March 31, 2018. The presentation of underwriting costs and reimbursed out-of-pocket expenses related to underwriting and M&A advisory services was changed from net to gross within the income statement as Key acts as the principal in the transactions. Securities underwriting revenue is recorded within "investment banking and debt placement fees" and underwriting costs and reimbursed out-of-pocket expenses within "other expense" on the income statement. Additionally, because Key acts as an agent, certain credit and debit card reward costs and certain card network costs were changed from a gross presentation to net within "cards and payment income" on the income statement. Credit and debit card reward costs and card network costs were recorded as "other expense" on the income statement in prior periods. These changes in presentation did not have a material impact on our consolidated financial statements for the three months ended March 31, 2018. ASC 606 requires quantitative disclosure of the allocation of the transaction price to the remaining performance obligations when those amounts are expected to be recognized as revenue. However, the standard provides exemptions from this disclosure for (i) contracts with an original expected length of one year or less and (ii) contracts for which we recognize revenue at the amount to which we have the right to invoice for services provided. Most of our revenue subject to ASC 606 fits into one of these exemptions, or is immaterial. We elected to use the optional exemption to not disclose the aggregate amount of the transaction price to remaining performance obligations. ASU 2017-12, Targeted Improvements to Accounting for Hedging Activities January 1, 2018 The ASU amends ASC Topic 815, Derivatives and Hedging , to simplify the requirements for hedge accounting and facilitate financial reporting that more closely aligns with an entity’s risk management activities. Key amendments include: eliminating the requirement to separately measure and report hedge ineffectiveness, requiring changes in the value of the hedging instrument to be presented in the same income statement line as the earnings effect of the hedged item, and the ability to measure the hedged item based on the benchmark interest rate component of the total contractual coupon for fair value hedges. Additional disclosures are also required for reporting periods subsequent to the date of adoption. The guidance should be implemented on a modified retrospective basis to existing hedge relationships as of the adoption date. On January 1, 2018 we adopted this ASU using a modified retrospective basis. Accordingly, our financial statements for the quarter ended March 31, 2018, include an immaterial cumulative-effect adjustment to decrease opening retained earnings to reflect the application of the new guidance as of January 1, 2018. The primary impact to Key at adoption was the election to measure the change in fair value of hedged items in fair value hedges on the basis of the benchmark interest rate component of contractual coupon cash flows. This change has resulted in a reduction of hedge ineffectiveness for impacted fair value hedges. Instruments designated as hedges are recorded at fair value and included in “accrued income and other assets” or “accrued expense and other liabilities” on the balance sheet. Under the revised guidance, the change in the fair value of an instrument designated as a fair value hedge is recorded in earnings at the same time and in the same income statement line as the offsetting change in the fair value of the hedged item. For cash flow hedges, the change in the fair value of an instrument designated as a cash flow hedge is initially recorded in AOCI on the balance sheet. This amount is subsequently reclassified into income when the hedged transaction affects earnings and is presented in the same income statement line item as the earnings effect of the hedged item. Standard Date of Adoption Description Effect on Financial Statements or Other Significant Matters ASU 2016-01, Recognition and Measurement of Financial Assets and Financial Liabilities January 1, 2018 The ASU amends ASC Topic 825, Financial Instruments-Overall, and 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. With the exception of disclosure requirements that will be adopted prospectively, the ASU must be adopted on a modified retrospective basis. The adoption of this guidance did not have a material effect on our financial condition or results of operations. ASU 2016-15, Classification of Certain Cash Receipts and Cash Payments January 1, 2018 The ASU amends ASC Topic 230, Statement of Cash Flows , and 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. The guidance should be implemented using a retrospective approach. The adoption of this guidance did not have a material effect on our financial condition or results of operations. ASU 2017-01, Clarifying the Definition of a Business January 1, 2018 The ASU amends Topic 805, Business Combinations, and 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. The guidance should be implemented using a prospective approach. The adoption of this guidance did not have a material effect on our financial condition or results of operations. ASU 2017-05, Other Income- Gains and Losses from the Derecognition of Nonfinancial Assets January 1, 2018 The ASU amends ASC Topic 610-20, Other Income - Gains and Losses from the Derecognition of Nonfinancial Assets to clarify the scope of the Topic by clarifying the definition of the term "in substance nonfinancial asset" and also adding guidance for partial sales of nonfinancial assets. Under the new guidance, an entity will derecognize a nonfinancial asset when it does not have or ceases to have a controlling interest in the legal entity that holds the asset and when control of the asset has transferred in accordance with ASC 606. The ASU can be adopted on a retrospective or modified retrospective approach. The adoption of this guidance did not have a material effect on our financial condition or results of operations. ASU 2017-07, Improving the Presentation of Net Periodic Pension Cost and Net Periodic Postretirement Benefit Cost January 1, 2018 The ASU amends ASC Topic 715, Compensation - Retirement Benefits , and requires service costs 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. The guidance should be implemented on a retrospective basis. The adoption of this guidance did not have a material effect on our financial condition or results of operations. ASU 2017-09, Scope of Modification Accounting January 1, 2018 The ASU amends ASC Topic 718, Compensation - Stock Compensation , and clarifies when changes to terms and conditions for share-based payment awards should be accounted for as modifications. Under 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. The guidance should be applied on a prospective basis. The adoption of this guidance did not have a material effect on our financial condition or results of operations.

Basis of Presentation and Acc31

Basis of Presentation and Accounting Policies (Tables)	3 Months Ended
	Mar. 31, 2018
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Schedule of New Accounting Pronouncements and Changes in Accounting Principles	Accounting Guidance Adopted in 2018 Standard Date of Adoption Description Effect on Financial Statements or Other Significant Matters ASU 2014-09, Revenue from Contracts with Customers (Topic 606) ASU 2015-14, Deferral of Effective Date ASU 2016-08, Principal versus Agent Considerations ASU 2016-10, Identifying Performance Obligations and Licensing ASU 2016-11, Rescission of SEC Guidance because of Accounting Standard Updates 2014-09 and 2014-16 pursuant to Staff Announcements at the March 3, 2016 EITF Meeting ASU 2016-12, Narrow-scope Improvements and Practical Expedients ASU 2016-20, Technical Corrections and Improvements to Topic 606, Revenue from Contracts with Customers January 1, 2018 These ASUs supersede the revenue recognition guidance in ASC 605, Revenue Recognition, and most industry-specific guidance. The core principle of these ASUs 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. These ASUs can be implemented using a retrospective method, or a cumulative-effect approach to new contracts and existing contracts with performance obligations as of the effective date. On January 1, 2018, we adopted ASC 606, Revenue from Contracts with Customers (ASC 606), using the modified retrospective method for those contracts which were not completed as of that date. Results for reporting periods beginning January 1, 2018 are presented under ASC 606. As allowed under the new guidance, the comparative information has not been restated and continues to be reported under the accounting standards in effect for those periods. As a result of adopting ASC 606, we changed the timing of recognition for revenues related to insurance commissions, securities underwriting, and deposit account maintenance fees, however, those changes did not have a material impact on our consolidated financial statements, results of operations, equity, or cash flows as of the adoption date or for the three months ended March 31, 2018. The presentation of underwriting costs and reimbursed out-of-pocket expenses related to underwriting and M&A advisory services was changed from net to gross within the income statement as Key acts as the principal in the transactions. Securities underwriting revenue is recorded within "investment banking and debt placement fees" and underwriting costs and reimbursed out-of-pocket expenses within "other expense" on the income statement. Additionally, because Key acts as an agent, certain credit and debit card reward costs and certain card network costs were changed from a gross presentation to net within "cards and payment income" on the income statement. Credit and debit card reward costs and card network costs were recorded as "other expense" on the income statement in prior periods. These changes in presentation did not have a material impact on our consolidated financial statements for the three months ended March 31, 2018. ASC 606 requires quantitative disclosure of the allocation of the transaction price to the remaining performance obligations when those amounts are expected to be recognized as revenue. However, the standard provides exemptions from this disclosure for (i) contracts with an original expected length of one year or less and (ii) contracts for which we recognize revenue at the amount to which we have the right to invoice for services provided. Most of our revenue subject to ASC 606 fits into one of these exemptions, or is immaterial. We elected to use the optional exemption to not disclose the aggregate amount of the transaction price to remaining performance obligations. ASU 2017-12, Targeted Improvements to Accounting for Hedging Activities January 1, 2018 The ASU amends ASC Topic 815, Derivatives and Hedging , to simplify the requirements for hedge accounting and facilitate financial reporting that more closely aligns with an entity’s risk management activities. Key amendments include: eliminating the requirement to separately measure and report hedge ineffectiveness, requiring changes in the value of the hedging instrument to be presented in the same income statement line as the earnings effect of the hedged item, and the ability to measure the hedged item based on the benchmark interest rate component of the total contractual coupon for fair value hedges. Additional disclosures are also required for reporting periods subsequent to the date of adoption. The guidance should be implemented on a modified retrospective basis to existing hedge relationships as of the adoption date. On January 1, 2018 we adopted this ASU using a modified retrospective basis. Accordingly, our financial statements for the quarter ended March 31, 2018, include an immaterial cumulative-effect adjustment to decrease opening retained earnings to reflect the application of the new guidance as of January 1, 2018. The primary impact to Key at adoption was the election to measure the change in fair value of hedged items in fair value hedges on the basis of the benchmark interest rate component of contractual coupon cash flows. This change has resulted in a reduction of hedge ineffectiveness for impacted fair value hedges. Instruments designated as hedges are recorded at fair value and included in “accrued income and other assets” or “accrued expense and other liabilities” on the balance sheet. Under the revised guidance, the change in the fair value of an instrument designated as a fair value hedge is recorded in earnings at the same time and in the same income statement line as the offsetting change in the fair value of the hedged item. For cash flow hedges, the change in the fair value of an instrument designated as a cash flow hedge is initially recorded in AOCI on the balance sheet. This amount is subsequently reclassified into income when the hedged transaction affects earnings and is presented in the same income statement line item as the earnings effect of the hedged item. Standard Date of Adoption Description Effect on Financial Statements or Other Significant Matters ASU 2016-01, Recognition and Measurement of Financial Assets and Financial Liabilities January 1, 2018 The ASU amends ASC Topic 825, Financial Instruments-Overall, and 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. With the exception of disclosure requirements that will be adopted prospectively, the ASU must be adopted on a modified retrospective basis. The adoption of this guidance did not have a material effect on our financial condition or results of operations. ASU 2016-15, Classification of Certain Cash Receipts and Cash Payments January 1, 2018 The ASU amends ASC Topic 230, Statement of Cash Flows , and 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. The guidance should be implemented using a retrospective approach. The adoption of this guidance did not have a material effect on our financial condition or results of operations. ASU 2017-01, Clarifying the Definition of a Business January 1, 2018 The ASU amends Topic 805, Business Combinations, and 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. The guidance should be implemented using a prospective approach. The adoption of this guidance did not have a material effect on our financial condition or results of operations. ASU 2017-05, Other Income- Gains and Losses from the Derecognition of Nonfinancial Assets January 1, 2018 The ASU amends ASC Topic 610-20, Other Income - Gains and Losses from the Derecognition of Nonfinancial Assets to clarify the scope of the Topic by clarifying the definition of the term "in substance nonfinancial asset" and also adding guidance for partial sales of nonfinancial assets. Under the new guidance, an entity will derecognize a nonfinancial asset when it does not have or ceases to have a controlling interest in the legal entity that holds the asset and when control of the asset has transferred in accordance with ASC 606. The ASU can be adopted on a retrospective or modified retrospective approach. The adoption of this guidance did not have a material effect on our financial condition or results of operations. ASU 2017-07, Improving the Presentation of Net Periodic Pension Cost and Net Periodic Postretirement Benefit Cost January 1, 2018 The ASU amends ASC Topic 715, Compensation - Retirement Benefits , and requires service costs 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. The guidance should be implemented on a retrospective basis. The adoption of this guidance did not have a material effect on our financial condition or results of operations. ASU 2017-09, Scope of Modification Accounting January 1, 2018 The ASU amends ASC Topic 718, Compensation - Stock Compensation , and clarifies when changes to terms and conditions for share-based payment awards should be accounted for as modifications. Under 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. The guidance should be applied on a prospective basis. The adoption of this guidance did not have a material effect on our financial condition or results of operations.

Earnings Per Common Share (Tabl

Earnings Per Common Share (Tables)	3 Months Ended
	Mar. 31, 2018
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 March 31, dollars in millions, except per share amounts 2018 2017 EARNINGS Income (loss) from continuing operations $ 416 $ 325 Less: Net income (loss) attributable to noncontrolling interests — 1 Income (loss) from continuing operations attributable to Key 416 324 Less: Dividends on Preferred Stock 14 28 Income (loss) from continuing operations attributable to Key common shareholders 402 296 Income (loss) from discontinued operations, net of taxes 2 — Net income (loss) attributable to Key common shareholders $ 404 $ 296 WEIGHTED-AVERAGE COMMON SHARES Weighted-average common shares outstanding (000) 1,056,037 1,068,609 Effect of common share options and other stock awards 15,749 17,931 Weighted-average common shares and potential common shares outstanding (000) (a) 1,071,786 1,086,540 EARNINGS PER COMMON SHARE Income (loss) from continuing operations attributable to Key common shareholders $ .38 $ .28 Income (loss) from discontinued operations, net of taxes — — Net income (loss) attributable to Key common shareholders (b) .38 .28 Income (loss) from continuing operations attributable to Key common shareholders — assuming dilution $ .38 $ .27 Income (loss) from discontinued operations, net of taxes — — Net income (loss) attributable to Key common shareholders — assuming dilution (b) .38 .27 (a) Assumes conversion of common share options and other stock awards and/or convertible preferred stock, as applicable.

Loans and Loans Held for Sale (

Loans and Loans Held for Sale (Tables)	3 Months Ended
	Mar. 31, 2018
Loans Receivables [Abstract]
Loans by Category	in millions March 31, 2018 December 31, 2017 Commercial and industrial (a) $ 44,313 $ 41,859 Commercial real estate: Commercial mortgage 13,997 14,088 Construction 1,871 1,960 Total commercial real estate loans 15,868 16,048 Commercial lease financing (b) 4,598 4,826 Total commercial loans 64,779 62,733 Residential — prime loans: Real estate — residential mortgage 5,473 5,483 Home equity loans 11,720 12,028 Total residential — prime loans 17,193 17,511 Consumer direct loans 1,758 1,794 Credit cards 1,068 1,106 Consumer indirect loans 3,291 3,261 Total consumer loans 23,310 23,672 Total loans (c) $ 88,089 $ 86,405 (a) Loan balances include $121 million and $119 million of commercial credit card balances at March 31, 2018 , and December 31, 2017 , respectively. (b) Commercial lease financing includes receivables held as collateral for a secured borrowing of $16 million and $24 million at March 31, 2018 , and December 31, 2017 , 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 20 (“ Long-Term Debt ”) beginning on page 174 of our 2017 Form 10-K. (c) Total loans exclude loans of $1.3 billion at March 31, 2018 , and $1.3 billion at December 31, 2017 , related to the discontinued operations of the education lending business.
Loans Held for Sale	Our loans held for sale are summarized as follows: in millions March 31, 2018 December 31, 2017 Commercial and industrial $ 194 $ 139 Real estate — commercial mortgage 1,426 897 Real estate — residential mortgage (a) 47 71 Total loans held for sale $ 1,667 $ 1,107 (a) Real estate — residential mortgage loans held for sale are held at fair value at March 31, 2018 , and December 31, 2017 . The contractual amount due on these loans totaled $47 million at March 31, 2018 , and $71 million at December 31, 2017 . Changes in fair value are recorded in “Consumer mortgage income” on the income statement. Additional information regarding the residential mortgage loans held for sale fair value methodology is provided in Note 5 (“ 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 March 31, 2018 December 31, 2017 Balance at beginning of the period $ 1,107 $ 1,341 New originations 3,280 3,566 Transfers from (to) held to maturity, net (14 ) (10 ) Loan sales (2,705 ) (3,783 ) Loan draws (payments), net (1 ) (7 ) Balance at end of period (a) $ 1,667 $ 1,107 (a) Total loans held for sale include real estate — residential mortgage loans held for sale at fair value of $47 million at March 31, 2018 and $71 million at December 31, 2017 .

Asset Quality (Tables)

Asset Quality (Tables)	3 Months Ended
	Mar. 31, 2018
Receivables [Abstract]
Financing Receivable Credit Quality Indicators	Commercial Credit Exposure — Excluding PCI Credit Risk Profile by Creditworthiness Category (a), (b) Commercial and industrial RE — Commercial RE — Construction Commercial lease Total in millions March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, RATING 2018 2017 2018 2017 2018 2017 2018 2017 2018 2017 Pass $ 42,191 $ 39,833 $ 13,159 $ 13,328 $ 1,815 $ 1,894 $ 4,503 $ 4,730 $ 61,668 $ 59,785 Criticized (Accruing) 1,860 1,790 564 482 51 38 90 90 2,565 2,400 Criticized (Nonaccruing) 189 153 33 30 2 2 5 6 229 191 Total $ 44,240 $ 41,776 $ 13,756 $ 13,840 $ 1,868 $ 1,934 $ 4,598 $ 4,826 $ 64,462 $ 62,376 (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) Residential — Prime Consumer direct loans Credit cards Consumer indirect loans Total in millions March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, FICO SCORE 2018 2017 2018 2017 2018 2017 2018 2017 2018 2017 750 and above $ 10,046 $ 10,226 $ 503 $ 519 $ 451 $ 477 $ 1,449 $ 1,472 $ 12,449 $ 12,694 660 to 749 5,028 5,181 665 690 499 508 1,172 1,184 7,364 7,563 Less than 660 1,475 1,519 220 225 118 121 515 529 2,328 2,394 No Score 275 208 366 356 — — 155 76 796 640 Total $ 16,824 $ 17,134 $ 1,754 $ 1,790 $ 1,068 $ 1,106 $ 3,291 $ 3,261 $ 22,937 $ 23,291 (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) Commercial and Industrial RE — Commercial RE — Construction Commercial Lease Total in millions March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, RATING 2018 2017 2018 2017 2018 2017 2018 2017 2018 2017 Pass $ 27 $ 41 $ 163 $ 153 $ 3 $ 26 — — $ 193 $ 220 Criticized 46 42 78 95 — — — — 124 137 Total $ 73 $ 83 $ 241 $ 248 $ 3 $ 26 — — $ 317 $ 357 (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) Residential — Prime Consumer direct loans Credit cards Consumer indirect loans Total in millions March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, March 31, December 31, FICO SCORE 2018 2017 2018 2017 2018 2017 2018 2017 2018 2017 750 and above $ 139 $ 149 — — — — — — $ 139 $ 149 660 to 749 119 117 $ 2 $ 2 — — — — 121 119 Less than 660 99 105 2 2 — — — — 101 107 No Score 12 6 — — — — — — 12 6 Total $ 369 $ 377 $ 4 $ 4 — — — — $ 373 $ 381 (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.
Past Due Loans Including Current Loans	The following aging analysis of past due and current loans as of March 31, 2018 , and December 31, 2017 , provides further information regarding Key’s credit exposure. Aging Analysis of Loan Portfolio (a) March 31, 2018 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 $ 43,905 $ 93 $ 26 $ 27 $ 189 $ 335 $ 73 $ 44,313 Commercial real estate: Commercial mortgage 13,684 17 9 13 33 72 241 13,997 Construction 1,829 26 9 2 2 39 3 1,871 Total commercial real estate loans 15,513 43 18 15 35 111 244 15,868 Commercial lease financing 4,577 4 4 8 5 21 — 4,598 Total commercial loans $ 63,995 $ 140 $ 48 $ 50 $ 229 $ 467 $ 317 $ 64,779 Real estate — residential mortgage $ 5,044 $ 14 $ 5 $ 4 $ 59 $ 82 $ 347 $ 5,473 Home equity loans 11,424 25 10 10 229 274 22 11,720 Consumer direct loans 1,720 21 4 5 4 34 4 1,758 Credit cards 1,045 6 4 11 2 23 — 1,068 Consumer indirect loans 3,243 22 6 2 18 48 — 3,291 Total consumer loans $ 22,476 $ 88 $ 29 $ 32 $ 312 $ 461 $ 373 $ 23,310 Total loans $ 86,471 $ 228 $ 77 $ 82 $ 541 $ 928 $ 690 $ 88,089 (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, 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 $ 41,444 $ 111 $ 34 $ 34 $ 153 $ 332 83 $ 41,859 Commercial real estate: Commercial mortgage 13,750 26 13 21 30 90 248 14,088 Construction 1,919 4 9 — 2 15 26 1,960 Total commercial real estate loans 15,669 30 22 21 32 105 274 16,048 Commercial lease financing 4,791 23 4 2 6 35 — 4,826 Total commercial loans $ 61,904 $ 164 $ 60 $ 57 $ 191 $ 472 357 $ 62,733 Real estate — residential mortgage $ 5,043 $ 16 $ 7 $ 4 $ 58 $ 85 $ 355 $ 5,483 Home equity loans 11,721 32 15 9 229 285 22 12,028 Consumer direct loans 1,768 9 4 5 4 22 4 1,794 Credit cards 1,081 7 5 11 2 25 — 1,106 Consumer indirect loans 3,199 33 7 3 19 62 — 3,261 Total consumer loans $ 22,812 $ 97 $ 38 $ 32 $ 312 $ 479 $ 381 $ 23,672 Total loans $ 84,716 $ 261 $ 98 $ 89 $ 503 $ 951 $ 738 $ 86,405 (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 purchased credit impaired loans is not included in the analysis of the loan portfolio.
Breakdown of Individually Impaired Loans	The following tables set forth a further breakdown of individually impaired loans as of March 31, 2018 , and December 31, 2017 : March 31, 2018 Recorded Investment (a) Unpaid Principal Balance (b) Specific Allowance in millions With no related allowance recorded: Commercial and industrial $ 166 $ 206 — Commercial real estate: Commercial mortgage 13 18 — Total commercial real estate loans 13 18 — Total commercial loans 179 224 — Real estate — residential mortgage 17 26 — Home equity loans 58 67 — Consumer indirect loans 2 4 — Total consumer loans 77 97 — Total loans with no related allowance recorded 256 321 — With an allowance recorded: Commercial and industrial 4 13 $ 1 Total commercial loans 4 13 1 Real estate — residential mortgage 32 49 4 Home equity loans 65 70 9 Consumer direct loans 4 4 — Credit cards 3 3 — Consumer indirect loans 33 33 4 Total consumer loans 137 159 17 Total loans with an allowance recorded 141 172 18 Total $ 397 $ 493 $ 18 (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, 2017 Recorded Investment (a) Unpaid Principal Balance (b) Specific Allowance in millions With no related allowance recorded: Commercial and industrial $ 126 $ 153 — Commercial real estate: Commercial mortgage 12 18 — Total commercial real estate loans 12 18 — Total commercial loans 138 171 — Real estate — residential mortgage 17 17 — Home equity loans 56 56 — Consumer indirect loans 2 2 — Total consumer loans 75 75 — Total loans with no related allowance recorded 213 246 — With an allowance recorded: Commercial and industrial 10 28 $ 6 Total commercial loans 10 28 6 Real estate — residential mortgage 32 32 5 Home equity loans 61 61 9 Consumer direct loans 4 4 — Credit cards 2 2 — Consumer indirect loans 32 32 3 Total consumer loans 131 131 17 Total loans with an allowance recorded 141 159 23 Total $ 354 $ 405 $ 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. The following table sets forth a further breakdown of the average individually impaired loans reported by Key: Average Recorded Investment (a) Three Months Ended March 31, in millions 2018 2017 Commercial and industrial $ 153 $ 260 Commercial real estate: Commercial mortgage 12 10 Construction — — Total commercial real estate loans 12 10 Total commercial loans 165 270 Real estate — residential mortgage 49 51 Home equity loans 120 125 Consumer direct loans 4 3 Credit cards 3 2 Consumer indirect loans 35 33 Total consumer loans 211 214 Total $ 376 $ 484 (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.
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 periods indicated: Three Months Ended March 31, in millions 2018 2017 Commercial loans: Interest rate reduction — — Forgiveness of principal — — Extension of Maturity Date $ 1 $ 3 Payment or Covenant Modification/Deferment — 25 Bankruptcy Plan Modification — — Total $ 1 $ 28 Consumer loans: Interest rate reduction $ 8 $ 2 Forgiveness of principal — — Other 12 13 Total $ 20 $ 15 Total commercial and consumer TDRs $ 21 $ 43
Summary Of Post-Modification Outstanding Recorded Investment, Accruing And Nonaccruing TDRs	The following table summarizes the change in the post-modification outstanding recorded investment of our accruing and nonaccruing TDRs during the periods indicated: Three Months Ended March 31, in millions 2018 2017 Balance at beginning of the period $ 317 280 Additions 21 47 Payments (19 ) (14 ) Charge-offs (2 ) $ (11 ) Balance at end of period (a) $ 317 $ 302
Breakdown of Nonperforming TDRs by Loans Category	A further breakdown of TDRs included in nonperforming loans by loan category for the periods indicated are as follows: March 31, 2018 Number of Loans Pre-modification Outstanding Recorded Investment Post-modification Outstanding Recorded Investment dollars in millions LOAN TYPE Nonperforming: Commercial and industrial 30 $ 109 $ 77 Commercial real estate: Commercial mortgage 7 14 9 Total commercial real estate loans 7 14 9 Total commercial loans 37 123 86 Real estate — residential mortgage 264 17 17 Home equity loans 1,133 68 61 Consumer direct loans 104 2 2 Credit cards 277 1 1 Consumer indirect loans 868 16 13 Total consumer loans 2,646 104 94 Total nonperforming TDRs 2,683 227 180 Prior-year accruing: (a) Commercial and industrial 14 30 13 Commercial real estate Commercial mortgage 2 3 3 Total commercial real estate loans 2 3 3 Total commercial loans 16 33 16 Real estate — residential mortgage 516 32 31 Home equity loans 1,338 78 62 Consumer direct loans 74 4 3 Credit cards 493 2 2 Consumer indirect loans 450 33 23 Total consumer loans 2,871 149 121 Total prior-year accruing TDRs 2,887 182 137 Total TDRs 5,570 $ 409 $ 317 (a) All TDRs that were restructured prior to January 1, 2018 , and are fully accruing. A further breakdown of TDRs included in nonperforming loans by loan category as of December 31, 2017 , follows: December 31, 2017 Number of Loans Pre-modification Outstanding Recorded Investment Post-modification Outstanding Recorded Investment dollars in millions LOAN TYPE Nonperforming: Commercial and industrial 20 $ 109 $ 86 Commercial real estate: Commercial mortgage 8 16 12 Total commercial real estate loans 8 16 12 Total commercial loans 28 125 98 Real estate — residential mortgage 308 18 18 Home equity loans 1,025 64 57 Consumer direct loans 114 2 2 Credit cards 322 2 1 Consumer indirect loans 825 16 13 Total consumer loans 2,594 102 91 Total nonperforming TDRs 2,622 227 189 Prior-year accruing: (a) Commercial and Industrial 4 30 13 Total commercial loans 4 30 13 Real estate — residential mortgage 484 31 31 Home equity loans 1,276 75 59 Consumer direct loans 48 3 2 Credit cards 430 1 1 Consumer indirect loans 320 31 22 Total consumer loans 2,558 141 115 Total prior-year accruing TDRs 2,562 171 128 Total TDRs 5,184 $ 398 $ 317 (a) All TDRs that were restructured prior to January 1, 2017 , and are fully accruing.
Summary of Allowance for Loan and Lease Losses	The ALLL at March 31, 2018 , represents our best estimate of the incurred 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 March 31, in millions 2018 2017 Balance at beginning of period — continuing operations $ 877 $ 858 Charge-offs (72 ) (77 ) Recoveries 18 19 Net loans and leases charged off (54 ) (58 ) Provision for loan and lease losses from continuing operations 58 70 Balance at end of period — continuing operations $ 881 $ 870
Changes in Allowance for Loan and Lease Losses by Loan Category	The changes in the ALLL by loan category for the periods indicated are as follows: Three months ended March 31, 2018 : in millions December 31, 2017 Provision Charge-offs Recoveries March 31, 2018 Commercial and Industrial $ 529 $ 35 $ (37 ) $ 6 $ 533 Commercial real estate: Real estate — commercial mortgage 133 4 (1 ) — 136 Real estate — construction 30 2 — 1 33 Total commercial real estate loans 163 6 (1 ) 1 169 Commercial lease financing 43 (3 ) (1 ) 1 40 Total commercial loans 735 38 (39 ) 8 742 Real estate — residential mortgage 7 3 (1 ) — 9 Home equity loans 43 (4 ) (4 ) 3 38 Consumer direct loans 28 5 (8 ) 2 27 Credit cards 44 12 (12 ) 1 45 Consumer indirect loans 20 4 (8 ) 4 20 Total consumer loans 142 20 (33 ) 10 139 Total ALLL — continuing operations 877 58 (a) (72 ) 18 881 Discontinued operations 16 2 (4 ) 2 16 Total ALLL — including discontinued operations $ 893 $ 60 $ (76 ) $ 20 $ 897 (a) Excludes a provision for losses on lending-related commitments of $3 million . Three months ended March 31, 2017 : in millions December 31, 2016 Provision Charge-offs Recoveries March 31, 2017 Commercial and Industrial $ 508 $ 31 $ (32 ) $ 5 $ 512 Commercial real estate: Real estate — commercial mortgage 144 2 — — 146 Real estate — construction 22 6 — 1 29 Total commercial real estate loans 166 8 — 1 175 Commercial lease financing 42 3 (7 ) 2 40 Total commercial loans 716 42 (39 ) 8 727 Real estate — residential mortgage 17 (3 ) 2 2 18 Home equity loans 54 4 (8 ) 3 53 Consumer direct loans 24 9 (10 ) 1 24 Credit cards 38 10 (11 ) 1 38 Consumer indirect loans 9 8 (11 ) 4 10 Total consumer loans 142 28 (38 ) 11 143 Total ALLL — continuing operations 858 70 (a) (77 ) 19 870 Discontinued operations 24 3 (6 ) 2 23 Total ALLL — including discontinued operations $ 882 $ 73 $ (83 ) $ 21 $ 893 (a) Excludes a credit for losses on lending-related commitments of $7 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 March 31, 2018 , follows: Allowance Outstanding March 31, 2018 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 $ 1 $ 529 3 $ 44,313 $ 170 $ 44,070 $ 73 Commercial real estate: Commercial mortgage — 132 4 13,997 13 13,743 241 Construction — 33 — 1,871 — 1,868 3 Total commercial real estate loans — 165 4 15,868 13 15,611 244 Commercial lease financing — 40 — 4,598 — 4,598 — Total commercial loans 1 734 7 64,779 183 64,279 317 Real estate — residential mortgage 4 3 2 5,473 49 5,077 347 Home equity loans 9 28 1 11,720 123 11,575 22 Consumer direct loans — 27 — 1,758 4 1,750 4 Credit cards — 45 — 1,068 3 1,065 — Consumer indirect loans 4 16 — 3,291 35 3,256 — Total consumer loans 17 119 3 23,310 214 22,723 373 Total ALLL — continuing operations 18 853 10 88,089 397 87,002 690 Discontinued operations 3 13 — 1,256 (a) 21 1,235 (a) — Total ALLL — including discontinued operations $ 21 $ 866 10 $ 89,345 $ 418 $ 88,237 $ 690 (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, 2017 , follows: Allowance Outstanding December 31, 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 $ 6 $ 520 3 $ 41,859 $ 136 $ 41,640 $ 83 Commercial real estate: Commercial mortgage — 131 2 14,088 12 13,828 248 Construction — 30 — 1,960 — 1,934 26 Total commercial real estate loans — 161 2 16,048 12 15,762 274 Commercial lease financing — 43 — 4,826 — 4,826 — Total commercial loans 6 724 5 62,733 148 62,228 357 Real estate — residential mortgage 5 2 — 5,483 49 5,079 355 Home equity loans 9 33 1 12,028 117 11,889 22 Consumer direct loans — 28 — 1,794 4 1,786 4 Credit cards — 44 — 1,106 2 1,104 — Consumer indirect loans 3 17 — 3,261 34 3,227 — Total consumer loans 17 124 1 23,672 206 23,085 381 Total ALLL — continuing operations 23 848 6 86,405 354 85,313 738 Discontinued operations 3 13 — 1,314 (a) 21 1,293 (a) — Total ALLL — including discontinued operations $ 26 $ 861 $ 6 $ 87,719 $ 375 $ 86,606 $ 738 (a) Amount includes $2 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 March 31, in millions 2018 2017 Balance at beginning of period $ 57 $ 55 Provision (credit) for losses on lending-related commitments 3 (7 ) Balance at end of period $ 60 $ 48
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 months ended March 31, 2018 , and the twelve months ended December 31, 2017 . Three Months Ended March 31, 2018 in millions Accretable Yield Carrying Amount Outstanding Unpaid Principal Balance Balance at beginning of period $ 131 $ 738 $ 803 Additions — Accretion (12 ) Net reclassifications from nonaccretable to accretable 22 Payments received, net (9 ) Disposals — Balance at end of period $ 132 $ 680 $ 737 Twelve Months Ended December 31, 2017 in millions Accretable Yield Carrying Amount Outstanding Unpaid Principal Balance Balance at beginning of period $ 197 $ 865 $ 1,002 Additions (32 ) Accretion (44 ) Net reclassifications from nonaccretable to accretable 15 Payments received, net (4 ) Disposals (1 ) Balance at end of period $ 131 $ 738 $ 803

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	3 Months Ended
	Mar. 31, 2018
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 March 31, 2018 , as well as financial support provided for the three months ended March 31, 2018 , and March 31, 2017 . Financial support provided Three months ended March 31, March 31, 2018 2018 2017 in millions Fair Value Unfunded Commitments Funded Commitments Funded Other Funded Commitments Funded Other INVESTMENT TYPE Direct investments (a) $ 12 — — — — — Indirect investments (b) (measured at NAV) 114 $ 29 — — $ 1 — Total $ 126 $ 29 — — $ 1 — (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 six 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 March 31, 2018 , and December 31, 2017 . March 31, 2018 Level 1 Level 2 Level 3 Total in millions ASSETS MEASURED ON A RECURRING BASIS Trading account assets: U.S. Treasury, agencies and corporations — $ 500 — $ 500 States and political subdivisions — 81 — 81 Other mortgage-backed securities — 118 — 118 Other securities — 59 — 59 Total trading account securities — 758 — 758 Commercial loans — 11 — 11 Total trading account assets — 769 — 769 Securities available for sale: U.S. Treasury, agencies and corporations — 146 — 146 States and political subdivisions — 9 — 9 Agency residential collateralized mortgage obligations — 14,566 — 14,566 Agency residential mortgage-backed securities — 1,341 — 1,341 Agency commercial mortgage-backed securities — 1,806 — 1,806 Other securities — — $ 20 20 Total securities available for sale — 17,868 20 17,888 Other investments: Principal investments: Direct — — 12 12 Indirect (measured at NAV) (a) — — — 114 Total principal investments — — 12 126 Equity investments: Direct — — 7 7 Direct (measured at NAV) (a) — — — 1 Total equity investments — — 7 8 Total other investments — — 19 134 Loans, net of unearned income — — 2 2 Loans held for sale — 46 1 47 Derivative assets: Interest rate — 361 4 365 Foreign exchange $ 82 40 — 122 Commodity — 345 — 345 Credit — — — — Other — 3 3 6 Derivative assets 82 749 7 838 Netting adjustments (b) — — — (207 ) Total derivative assets 82 749 7 631 Accrued income and other assets — — — — Total assets on a recurring basis at fair value $ 82 $ 19,432 $ 49 $ 19,471 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions $ 92 $ 541 — $ 633 Derivative liabilities: Interest rate — 388 — 388 Foreign exchange 78 37 — 115 Commodity — 334 — 334 Credit — 3 — 3 Other — 18 — 18 Derivative liabilities 78 780 — 858 Netting adjustments (b) — — — (483 ) Total derivative liabilities 78 780 — 375 Accrued expense and other liabilities — — — — Total liabilities on a recurring basis at fair value $ 170 $ 1,321 — $ 1,008 (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, 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 — $ 615 — $ 615 States and political subdivisions — 37 — 37 Other mortgage-backed securities — 104 — 104 Other securities — 65 — 65 Total trading account securities — 821 — 821 Commercial loans — 15 — 15 Total trading account assets — 836 — 836 Securities available for sale: U.S. Treasury, agencies and corporations — 157 — 157 States and political subdivisions — 9 — 9 Agency residential collateralized mortgage obligations — 14,660 — 14,660 Agency residential mortgage-backed securities — 1,439 — 1,439 Agency commercial mortgage-backed securities — 1,854 — 1,854 Other securities — — $ 20 20 Total securities available for sale — 18,119 20 18,139 Other investments: Principal investments: Direct — — 13 13 Indirect (measured at NAV) (a) — — — 124 Total principal investments — — 13 137 Equity investments: Direct — 4 3 7 Total equity investments — 4 3 7 Total other investments — 4 16 144 Loans, net of unearned income — — 2 2 Loans held for sale — 70 1 71 Derivative assets: Interest rate — 713 9 722 Foreign exchange $ 100 30 — 130 Commodity — 255 — 255 Credit — — 1 1 Other — 1 3 4 Derivative assets 100 999 13 1,112 Netting adjustments (b) — — — (443 ) Total derivative assets 100 999 13 669 Accrued income and other assets — — — — Total assets on a recurring basis at fair value $ 100 $ 20,028 $ 52 $ 19,861 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions $ 72 $ 562 — $ 634 Derivative liabilities: Interest rate — 520 — 520 Foreign exchange 98 26 — 124 Commodity — 246 — 246 Credit — 4 — 4 Other — 13 — 13 Derivative liabilities 98 809 — 907 Netting adjustments (b) — — — (616 ) Total derivative liabilities 98 809 — 291 Accrued expense and other liabilities — — — — Total liabilities on a recurring basis at fair value $ 170 $ 1,371 — $ 925 (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 months ended March 31, 2018 , and March 31, 2017 . 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 Three months ended March 31, 2018 Securities available for sale Other securities $ 20 $ — — — — — — — — $ 20 — Other investments Principal investments Direct 13 — $ (1 ) (b) — — — — — — 12 $ (1 ) (b) Equity investments Direct 3 — — — — — — $ 4 — 7 — Loans held for sale 1 — — — — — — — — 1 — Loans held for investment 2 — — — — — — — — 2 — Derivative instruments (c) Interest rate 9 — (1 ) (d) — — — — 1 (e) $ (5 ) (e) 4 — Credit 1 — (5 ) (d) — — $ 4 — — — — — Other (f) 3 — — — — — — — — 3 — 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 Unrealized Gains (Losses) Included in Earnings Three months ended March 31, 2017 Securities available for sale Other securities $ 17 — — — — — — — — $ 17 — Other investments Principal investments Direct 27 $ — $ (2 ) (b) — $ (4 ) — — — — 21 $ (6 ) (b) Derivative instruments (c) Interest rate 7 — — — — — — $ 1 (e) $ (3 ) (e) 5 — Credit 1 — (3 ) (d) — — $ 3 — — — 1 — Other (g) 2 — — — — — $ 2 — — 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 “other income” 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) 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 March 31, 2018 , and December 31, 2017 : March 31, 2018 December 31, 2017 in millions Level 1 Level 2 Level 3 Total Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A NONRECURRING BASIS Impaired loans — $ 3 — $ 3 — — $ 9 $ 9 Accrued income and other assets — — $ 7 7 — $ 5 133 (a) 138 Total assets on a nonrecurring basis at fair value — $ 3 $ 7 $ 10 — $ 5 $ 142 $ 147 (a) At December 31, 2017, we recorded $31 million of impairment related to $119 million of LIHTC and Historic Tax Credit investments impacted by the enactment of the TCJ Act. Refer to the “LIHTC and Historic Tax Credit Investments” section below for a description of the valuation technique and inputs applied for this fair value measurement.
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 March 31, 2018 , and December 31, 2017 , along with the valuation techniques used, are shown in the following table: March 31, 2018 Fair Value of Level 3 Assets Valuation Technique Significant Unobservable Input Weighted Average dollars in millions Recurring Other investments — principal investments — direct: $ 12 Individual analysis of the condition of each investment Debt instruments EBITDA multiple 6.00 Equity instruments of private companies EBITDA multiple 6.00 Nonrecurring Impaired loans — Fair value of underlying collateral Discount N/A December 31, 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 N/A (6.00) Equity instruments of private companies EBITDA multiple N/A (6.00) Nonrecurring Impaired loans 9 Fair value of underlying collateral Discount 00.00 - 50.00% (23.00%)
Fair Value Disclosures of Financial Instruments	The levels in the fair value hierarchy ascribed to our financial instruments and the related carrying amounts at March 31, 2018 , and December 31, 2017 , are shown in the following tables. Assets and liabilities are further arranged by measurement category. March 31, 2018 Fair Value in millions Carrying Amount Level 1 Level 2 Level 3 Measured at NAV Netting Adjustment Total ASSETS (by measurement category) Fair value - net income Trading account assets (b) $ 769 — $ 769 — — — $ 769 Other investments (b) 715 — — $ 600 $ 115 — 715 Loans, net of unearned income (d) 2 — — 2 — — 2 Loans held for sale (b) 47 — 46 1 — — 47 Derivative assets - trading (b) 603 $ 81 710 7 — $ (195 ) (f) 603 Fair value - OCI Securities available for sale (b) 17,888 — 17,868 $ 20 — — 17,888 Derivative assets - hedging (b) 28 1 39 — — (12 ) (f) 28 Amortized cost Held-to-maturity securities (c) 12,189 — 11,729 — — — 11,729 Loans, net of unearned income (d) 87,206 — — 85,166 — — 85,166 Loans held for sale (b) 1,620 — — 1,620 — — 1,620 Other Cash and short-term investments (a) 2,287 2,287 — — — — 2,287 LIABILITIES (by measurement category) Fair value - net income Derivative liabilities - trading (b) $ 371 $ 74 $ 778 — — $ (481 ) (f) $ 371 Fair value - OCI Derivative liabilities - hedging (b) 4 4 2 — — (2 ) (f) 4 Amortized cost Time deposits (e) 12,223 — 12,285 — — — 12,285 Short-term borrowings (a) 1,749 $ 92 1,657 — — — 1,749 Long-term debt (e) 13,749 12,176 1,690 — — — 13,866 Other Deposits with no stated maturity (a) 92,528 — 92,528 — — — 93,588 December 31, 2017 Fair Value in millions Carrying Amount Level 1 Level 2 Level 3 Measured at NAV Netting Adjustment Total ASSETS (by measurement category) Fair value - net income Trading account assets (b) $ 836 — $ 836 — — — $ 836 Other investments (b) 726 — 4 $ 598 $ 124 — 726 Loans, net of unearned income (d) 2 — — 2 — — 2 Loans held for sale (b) 71 — 70 1 — — 71 Derivative assets - trading (b) 681 $ 99 918 13 — $ (349 ) (f) 681 Fair value - OCI Securities available for sale (b) 18,139 — 18,119 20 — — 18,139 Derivative assets - hedging (b) (12 ) 1 81 — — (94 ) (f) (12 ) Amortized cost Held-to-maturity securities (c) 11,830 — 11,565 — — — 11,565 Loans, net of unearned income (d) 85,526 — — 84,003 — — 84,003 Loans held for sale (b) 1,036 — — 1,036 — — 1,036 Other Cash and short-term investments (a) 5,118 5,118 — — — — 5,118 LIABILITIES (by measurement category) Fair value - net income Derivative liabilities - trading (b) $ 289 $ 94 $ 763 — — $ (568 ) (f) $ 289 Fair value - OCI Derivative liabilities - hedging (b) 2 4 46 — — (48 ) (f) 2 Amortized cost Time deposits (e) 11,647 — 11,750 — — — 11,750 Short-term borrowings (a) 1,011 72 939 — — — 1,011 Long-term debt (e) 14,333 13,407 $ 1,219 — — — 14,626 Other Deposits with no stated maturity (a) 93,588 — 93,588 — — — 93,588 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 cost method (or cost less impairment adjusted for observable price changes for certain equity investments) 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 (or due to observable orderly transactions of the same issuer for equity investments eligible for the cost less impairment measurement alternative). 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)	3 Months Ended
	Mar. 31, 2018
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. March 31, 2018 in millions Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value SECURITIES AVAILABLE FOR SALE U.S. Treasury, agencies, and corporations $ 151 — $ 5 $ 146 States and political subdivisions 9 — — 9 Agency residential collateralized mortgage obligations 15,037 $ 7 478 14,566 Agency residential mortgage-backed securities 1,376 2 37 1,341 Agency commercial mortgage-backed securities 1,902 — 96 1,806 Other securities 17 3 — 20 Total securities available for sale $ 18,492 $ 12 $ 616 $ 17,888 HELD-TO-MATURITY SECURITIES Agency residential collateralized mortgage obligations $ 7,952 1 $ 331 $ 7,622 Agency residential mortgage-backed securities 554 $ — 16 538 Agency commercial mortgage-backed securities 3,668 — 114 3,554 Other securities 15 — — 15 Total held-to-maturity securities $ 12,189 $ 1 $ 461 $ 11,729 December 31, 2017 in millions Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value SECURITIES AVAILABLE FOR SALE U.S. Treasury, agencies, and corporations $ 159 — $ 2 $ 157 States and political subdivisions 9 — — 9 Agency residential collateralized mortgage obligations 14,985 $ 10 335 14,660 Agency residential mortgage-backed securities 1,456 3 20 1,439 Agency commercial mortgage-backed securities 1,920 — 66 1,854 Other securities 17 3 — 20 Total securities available for sale $ 18,546 $ 16 $ 423 $ 18,139 HELD-TO-MATURITY SECURITIES Agency residential collateralized mortgage obligations $ 8,055 $ — $ 224 $ 7,831 Agency residential mortgage-backed securities 574 1 4 571 Agency commercial mortgage-backed securities 3,186 6 44 3,148 Other securities 15 — — 15 Total held-to-maturity securities $ 11,830 $ 7 $ 272 $ 11,565
Available for Sale Securities (Unrealized Loss Position)	The following table summarizes our securities that were in an unrealized loss position as of March 31, 2018 , and December 31, 2017 . 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 March 31, 2018 Securities available for sale: U.S Treasury, agencies, and corporations $ 40 $ 1 $ 106 $ 4 $ 146 $ 5 Agency residential collateralized mortgage obligations 5,974 125 7,025 353 12,999 478 Agency residential mortgage-backed securities 618 14 667 23 1,285 37 Agency commercial mortgage-backed securities 194 7 1,611 89 1,805 96 Held-to-maturity securities: Agency residential collateralized mortgage obligations 2,137 56 5,319 275 7,456 331 Agency residential mortgage-backed securities 345 9 193 7 538 16 Agency commercial mortgage-backed securities 3,071 71 484 43 3,555 114 Other securities (a) 2 — — — 2 — Total temporarily impaired securities $ 12,381 $ 283 $ 15,405 $ 794 $ 27,786 $ 1,077 December 31, 2017 Securities available for sale: U.S. Treasury, agencies, and corporations $ 41 $ — 116 2 $ 157 $ 2 Agency residential collateralized mortgage obligations 6,153 74 $ 7,270 $ 261 13,423 335 Agency residential mortgage-backed securities 666 7 702 13 1,368 20 Agency commercial mortgage-backed securities 205 4 1,649 62 1,854 66 Held-to-maturity securities: Agency residential collateralized mortgage obligations 2,201 27 5,599 197 7,800 224 Agency residential mortgage-backed securities 252 1 206 3 458 4 Agency commercial mortgage-backed securities 1,470 12 495 32 1,965 44 Other securities (a) 3 — 4 — 7 — Total temporarily impaired securities $ 10,991 $ 125 $ 16,041 $ 570 $ 27,032 $ 695 (a) Gross unrealized losses totaled less than $1 million for other securities held-to maturity at March 31, 2018 and December 31, 2017 .
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 months ended March 31, 2018 , and March 31, 2017 . Three months ended March 31, 2018 in millions Balance at December 31, 2017 $ 4 Impairment recognized in earnings — Balance at March 31, 2018 $ 4
Securities by Maturity	The following table shows our securities by remaining maturity. CMOs and other mortgage-backed securities available for sale portfolio and 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 March 31, 2018 Amortized Cost Fair Value Amortized Cost Fair Value in millions Due in one year or less $ 132 $ 132 $ 47 $ 46 Due after one through five years 12,901 12,459 6,262 6,059 Due after five through ten years 5,446 5,284 5,620 5,388 Due after ten years 13 13 260 236 Total $ 18,492 $ 17,888 $ 12,189 $ 11,729

Derivatives and Hedging Activ37

Derivatives and Hedging Activities (Tables)	3 Months Ended
	Mar. 31, 2018
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 March 31, 2018 , and December 31, 2017 . The change in the notional amounts of these derivatives by type from December 31, 2017 , to March 31, 2018 , indicates the volume of our derivative transaction activity during the first three months of 2018 . 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, but after the variation margin payments with central clearing organizations have been applied as settlement, as applicable. 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 “accrued income and other assets” or “accrued expenses and other liabilities” on the balance sheet, as follows: March 31, 2018 December 31, 2017 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 $ 27,906 $ 39 $ 2 $ 26,176 $ 81 $ 46 Foreign exchange 281 1 4 302 1 4 Total 28,187 40 6 26,478 82 50 Derivatives not designated as hedging instruments: Interest rate 64,935 326 386 61,390 641 474 Foreign exchange 8,458 121 111 8,317 129 120 Commodity 1,902 345 334 1,687 255 246 Credit 351 — 3 315 1 4 Other (a) 1,944 6 18 2,006 4 13 Total 77,590 798 852 73,715 1,030 857 Netting adjustments (b) — (207 ) (483 ) — (443 ) (616 ) Net derivatives in the balance sheet 105,777 631 375 100,193 669 291 Other collateral (c) — (2 ) (69 ) — (5 ) (84 ) Net derivative amounts $ 105,777 $ 629 $ 306 $ 100,193 $ 664 $ 207 (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 amounts that were recorded on the balance sheet as of March 31, 2018 related to cumulative basis adjustments for fair value hedges. March 31, 2018 in millions Balance sheet line item in which the hedge item is included Carrying amount of hedged item (a) Hedge accounting basis adjustment (b) Interest rate contracts Long-term debt $ 9,106 (82 ) (a) The carrying amount represents the portion of the liability designated as the hedged item. (b) Basis adjustment includes $11 million related to de-designated hedged items no longer in qualifying fair value hedging relationships.
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location	The following table summarizes the effect of fair value and cash flow hedge accounting on the income statement for the three month periods ended March 31, 2018 , and March 31, 2017 . Location and amount of net gains (losses) recognized in income on fair value and cash flow hedging relationships (a) in millions Interest expense – long-term debt Interest income – loans Other income Three months ended March 31, 2018 Total amounts presented in the consolidated statement of income $ (92 ) $ 940 $ 21 Net gains (losses) on fair value hedging relationships Interest contracts Recognized on hedged items 71 — — Recognized on derivatives designated as hedging instruments (69 ) — — Net income (expense) recognized on fair value hedges 2 — — Net gain (loss) on cash flow hedging relationships Interest contracts Realized gains (losses) (pre-tax) reclassified from AOCI into net income (1 ) (2 ) — Net income (expense) recognized on cash flow hedges $ (1 ) $ (2 ) — Three months ended March 31, 2017 Total amounts presented in the consolidated statement of income $ (68 ) $ 877 $ 32 Net gains (losses) on fair value hedging relationships Interest contracts Recognized on hedged items — — 35 Recognized on derivatives designated as hedging instruments 18 — (35 ) Net income (expense) recognized on fair value hedges 18 — — Net gain (loss) on cash flow hedging relationships Interest contracts Realized gains (losses) (pre-tax) reclassified from AOCI into net income (1 ) 15 — Gains (losses) (before tax) recognized in income for hedge ineffectiveness — — — Net income (expense) recognized on cash flow hedges $ (1 ) $ 15 — (a) Prior period gain or loss amounts were not restated to conform to the new hedge accounting guidance adopted in 2017.
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 periods ended March 31, 2018 , and March 31, 2017 , and where they are recorded on the income statement. The table includes net gains (losses) recognized in OCI during the period and net gains (losses) reclassified from OCI into income during the current period. in millions Net Gains (Losses) Recognized in OCI Income Statement Location of Net Gains (Losses) Reclassified From OCI Into Income Net Gains (Losses) Reclassified From OCI Into Income (a) Net Gains (Losses) Recognized in Other Income (a) Three months ended March 31, 2018 Cash Flow Hedges Interest rate $ (88 ) Interest income — Loans $ (2 ) $ — Interest rate 2 Interest expense — Long-term debt (1 ) — Net Investment Hedges Foreign exchange contracts — Other Income — — Total $ (86 ) $ (3 ) $ — Three months ended March 31, 2017 Cash Flow Hedges Interest rate $ (22 ) Interest income — Loans $ 15 $ — Interest rate — Interest expense — Long-term debt (1 ) — Net Investment Hedges Foreign exchange contracts (3 ) Other Income — — Total $ (25 ) $ 14 $ — (a) Prior period gain or loss amounts were not restated to conform to the new hedge accounting guidance adopted in 2017.
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-month periods ended March 31, 2018 , and March 31, 2017 , and where they are recorded on the income statement. Three months ended March 31, 2018 Three months ended March 31, 2017 in millions Corporate services income Consumer mortgage income Other income Total Corporate services income Consumer mortgage income Other income Total NET GAINS (LOSSES) Interest rate $ 9 $ — $ 2 $ 11 $ 6 — $ (1 ) $ 5 Foreign exchange 11 — — 11 11 — — 11 Commodity 3 — — 3 2 — — 2 Credit 2 — (5 ) (3 ) 1 — (5 ) (4 ) Other — — (4 ) (4 ) — $ (1 ) (1 ) (2 ) Total net gains (losses) $ 25 $ — $ (7 ) $ 18 $ 20 $ (1 ) $ (7 ) $ 12
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 March 31, 2018 December 31, 2017 Interest rate $ 241 $ 401 Foreign exchange 74 77 Commodity 205 163 Credit — 1 Other 6 4 Derivative assets before collateral 526 646 Less: Related collateral (105 ) (23 ) Total derivative assets $ 631 $ 669
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 March 31, 2018 , and December 31, 2017 . The fair value of credit derivatives presented below does not take into account the effects of bilateral collateral or master netting agreements. March 31, 2018 December 31, 2017 in millions Purchased Sold Net Purchased Sold Net Single-name credit default swaps $ (1 ) — $ (1 ) $ (1 ) — $ (1 ) Traded credit default swap indices (1 ) — (1 ) (2 ) — (2 ) Other — (1 ) (1 ) — — — Total credit derivatives $ (2 ) (1 ) $ (3 ) $ (3 ) — $ (3 )
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 March 31, 2018 , and December 31, 2017 . 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. March 31, 2018 December 31, 2017 dollars in millions Notional Amount Average Term (Years) Payment / Performance Risk Notional Amount Average Term (Years) Payment / Performance Risk Other $ 33 11.07 7.20 % $ 15 3.08 6.64 % Total credit derivatives sold $ 33 — — $ 15 — —
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 March 31, 2018 , and December 31, 2017 . The additional collateral amounts were calculated based on scenarios under which KeyBank’s ratings are downgraded one, two, or three ratings as of March 31, 2018 , and December 31, 2017 , 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, 2017 . 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. March 31, 2018 December 31, 2017 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 2 2

Mortgage Servicing Assets (Tabl

Mortgage Servicing Assets (Tables)	3 Months Ended
	Mar. 31, 2018
Servicing Asset [Abstract]
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 March 31, in millions 2018 2017 Balance at beginning of period $ 31 28 Servicing retained from loan sales 2 $ 2 Purchases — — Amortization (1 ) (1 ) Balance at end of period $ 32 $ 29 Fair value at end of period $ 42 $ 35 Changes in the carrying amount of commercial mortgage servicing assets are summarized as follows: Three months ended March 31, in millions 2018 2017 Balance at beginning of period $ 412 $ 356 Servicing retained from loan sales 27 28 Purchases 21 7 Amortization (25 ) (22 ) Balance at end of period $ 435 $ 369 Fair value at end of period $ 537 $ 480
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 March 31, 2018 , and March 31, 2017 , along with the valuation techniques, are shown in the following table: March 31, 2018 Valuation Technique Significant Unobservable Input Range (Weighted Average) dollars in millions Commercial mortgage servicing assets Discounted cash flow Expected defaults 1.00 - 3.00% (1.18%) Residual cash flows discount rate 7.00 - 15.00% (8.99%) Escrow earn rate 2.17 - 3.45% (2.84%) Servicing cost $150 - $38,500 ($1,433) Loan assumption rate 0.00 - 2.84% (1.18%) Percentage late 0.00 - 2.00% (.23%) March 31, 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% (1.30%) Residual cash flows discount rate 7.00 - 15.00% (8.60%) Escrow earn rate 1.20 - 3.20% (2.60%) Servicing cost $150 - $38,500 ($1,342) Loan assumption rate 0.00 - 3.00% (1.25%) Percentage late 0.00 - 2.00% (.31%) The range and weighted-average of the significant unobservable inputs used to fair value our mortgage servicing assets at March 31, 2018 , and March 31, 2017 , along with the valuation techniques, are shown in the following table: March 31, 2018 Valuation Technique Significant Unobservable Input Range (Weighted Average) dollars in millions Residential mortgage servicing assets Discounted cash flow Prepayment speed 8.37 - 48.63% (9.12%) Discount rate 8.50 - 11.00% (8.54%) Servicing cost $76 - $4,385 ($83.05) March 31, 2017 Valuation Technique Significant Unobservable Input Range (Weighted Average) dollars in millions Residential mortgage servicing assets Discounted cash flow Prepayment speed 7.68 - 19.68% (9.24%) Discount rate 8.50 - 11.00% (8.55%) Servicing cost $76 - $3,335 ($83.03)

Variable Interest Entities (Tab

Variable Interest Entities (Tables)	3 Months Ended
	Mar. 31, 2018
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Variable Interest Entities Information	The assets and liabilities presented in the table below convey the size of KCDC’s direct and indirect investments at March 31, 2018 , and December 31, 2017 . 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 March 31, 2018 LIHTC investments $ 6,035 $ 2,938 $ 1,559 December 31, 2017 LIHTC investments $ 6,003 $ 2,943 $ 1,561 The table below reflects the size of the private equity funds in which we were invested as well as our maximum exposure to loss in connection with these investments at March 31, 2018 and December 31, 2017 . Unconsolidated VIEs in millions Total Assets Total Liabilities Maximum Exposure to Loss March 31, 2018 Indirect investments $ 21,778 $ 242 $ 143 December 31, 2017 Indirect investments $ 26,817 $ 292 $ 153

Securities Financing Activiti40

Securities Financing Activities (Tables)	3 Months Ended
	Mar. 31, 2018
Banking and Thrift [Abstract]
Summarized Securities Financing Agreements	The following table summarizes our securities financing agreements at March 31, 2018 , and December 31, 2017 : March 31, 2018 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) $ 614 $ (7 ) $ (607 ) — Total $ 614 $ (7 ) $ (607 ) — December 31, 2017 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) $ 374 $ (4 ) $ (370 ) — Total $ 374 $ (4 ) $ (370 ) — (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 mortgaged-backed agency securities and are contracted on an overnight or continuous basis.

Employee Benefits (Tables)

Employee Benefits (Tables)	3 Months Ended
	Mar. 31, 2018
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 March 31, in millions 2018 2017 Interest cost on PBO $ 10 $ 12 Expected return on plan assets (13 ) (17 ) Amortization of losses 4 4 Net pension cost $ 1 $ (1 )

Trust Preferred Securities Is42

Trust Preferred Securities Issued by Unconsolidated Subsidiaries (Tables)	3 Months Ended
	Mar. 31, 2018
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 March 31, 2018 KeyCorp Capital I $ 155 $ 6 $ 161 2.435 % 2028 KeyCorp Capital II 102 4 106 6.875 2029 KeyCorp Capital III 132 4 136 7.750 2029 HNC Statutory Trust III 18 1 19 3.320 2035 Willow Grove Statutory Trust I 18 1 19 3.435 2036 HNC Statutory Trust IV 16 1 17 3.053 2037 Westbank Capital Trust II 7 — 7 4.392 2034 Westbank Capital Trust III 7 — 7 4.392 2034 Total $ 455 $ 17 $ 472 5.128 % — December 31, 2017 $ 463 $ 17 $ 480 4.977 % — (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 $47 million at March 31, 2018 , and $55 million at December 31, 2017 . See Note 7 (“ 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 $47 million at March 31, 2018 , and $55 million at December 31, 2017 . See Note 7 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 Gu43

Contingent Liabilities and Guarantees (Tables)	3 Months Ended
	Mar. 31, 2018
Commitments and Contingencies Disclosure [Abstract]
Guarantees	The following table shows the types of guarantees that we had outstanding at March 31, 2018 . 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 108 of our 2017 Form 10-K. March 31, 2018 Maximum Potential Undiscounted Future Payments Liability Recorded in millions Financial guarantees: Standby letters of credit $ 2,996 $ 70 Recourse agreement with FNMA 3,365 6 Residential mortgage reserve 1,362 6 Return guarantee agreement with LIHTC investors 3 3 Written put options (a) 2,357 73 Total $ 10,083 $ 158 (a) The maximum potential undiscounted future payments represent notional amounts of derivatives qualifying as guarantees.

Accumulated Other Comprehensi44

Accumulated Other Comprehensive Income (Tables)	3 Months Ended
	Mar. 31, 2018
Equity [Abstract]
Changes in AOCI	Our changes in AOCI for the three months ended March 31, 2018 , and March 31, 2017 , 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, 2017 $ (311 ) $ (86 ) $ 9 $ (391 ) $ (779 ) Other comprehensive income before reclassification, net of income taxes (150 ) (65 ) (2 ) — (217 ) Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — 2 — 3 5 Net current-period other comprehensive income, net of income taxes (150 ) (63 ) (2 ) 3 (212 ) Balance at March 31, 2018 $ (461 ) $ (149 ) $ 7 $ (388 ) $ (991 ) Balance at December 31, 2016 $ (185 ) $ (14 ) $ (3 ) $ (339 ) $ (541 ) Other comprehensive income before reclassification, net of income taxes 6 (15 ) 1 1 (7 ) Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (9 ) — 3 (6 ) Net current-period other comprehensive income, net of income taxes 6 (24 ) 1 4 (13 ) Balance at March 31, 2017 $ (179 ) $ (38 ) $ (2 ) $ (335 ) $ (554 ) (a) See table below for details about these reclassifications.
Reclassifications Out of AOCI	Our reclassifications out of AOCI for the three months ended March 31, 2018 , and March 31, 2017 , are as follows: Three months ended March 31, 2018 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 $ (2 ) Interest income — Loans Interest rate (1 ) Interest expense — Long-term debt (3 ) Income (loss) from continuing operations before income taxes (1 ) Income taxes $ (2 ) 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 Three months ended March 31, 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 $ 15 Interest income — Loans Interest rate (1 ) Interest expense — Long term debt 14 Income (loss) from continuing operations before income taxes 5 Income taxes $ 9 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

Line of Business Results (Table

Line of Business Results (Tables)	3 Months Ended
	Mar. 31, 2018
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- month periods ended March 31, 2018 , and March 31, 2017 . Three months ended March 31, Key Community Bank Key Corporate Bank dollars in millions 2018 2017 2018 2017 SUMMARY OF OPERATIONS Net interest income (TE) $ 688 $ 628 $ 272 $ 304 Noninterest income 285 277 287 274 Total revenue (TE) (a) 973 905 559 578 Provision for credit losses 48 46 14 18 Depreciation and amortization expense 29 28 33 20 Other noninterest expense 639 597 281 284 Income (loss) from continuing operations before income taxes (TE) 257 234 231 256 Allocated income taxes and TE adjustments 61 87 24 76 Income (loss) from continuing operations 196 147 207 180 Income (loss) from discontinued operations, net of taxes — — — — Net income (loss) 196 147 207 180 Less: Net income (loss) attributable to noncontrolling interests — — — — Net income (loss) attributable to Key $ 196 $ 147 $ 207 $ 180 AVERAGE BALANCES (b) Loans and leases $ 47,680 $ 47,085 $ 38,260 $ 37,688 Total assets (a) 51,681 51,063 45,549 44,124 Deposits 79,945 79,148 20,815 21,002 OTHER FINANCIAL DATA Net loan charge-offs (b) $ 42 $ 43 $ 11 $ 14 Return on average allocated equity (b) 16.48 % 12.56 % 29.46 % 24.94 % Return on average allocated equity 16.48 12.56 29.46 24.94 Average full-time equivalent employees (c) 10,988 10,804 2,543 2,384 (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 2018 2017 2018 2017 2018 2017 2018 2017 $ (14 ) $ (4 ) $ 946 $ 928 $ 6 $ 1 $ 952 $ 929 36 33 608 584 (7 ) (7 ) 601 577 22 29 1,554 1,512 (1 ) (6 ) 1,553 1,506 (2 ) (1 ) 60 63 1 — 61 63 1 1 63 49 40 44 103 93 8 10 928 891 (25 ) 29 903 920 15 19 503 509 (17 ) (79 ) 486 430 (4 ) (4 ) 81 159 (11 ) (54 ) 70 105 19 23 422 350 (6 ) (25 ) 416 325 — — — — 2 — 2 — 19 23 422 350 (4 ) (25 ) 418 325 — 2 — 2 — (1 ) — 1 $ 19 $ 21 $ 422 $ 348 $ (4 ) $ (24 ) $ 418 $ 324 $ 993 $ 1,328 $ 86,933 $ 86,101 $ (6 ) $ 32 $ 86,927 $ 86,133 37,253 36,549 134,483 131,736 432 1,005 134,915 132,741 1,718 2,030 102,478 102,180 78 (102 ) 102,556 102,078 1 $ 1 $ 54 $ 58 — — $ 54 $ 58 59.27 % 55.66 % 21.94 % 18.04 % (.34 )% (1.32 )% 11.33 % 8.65 % 59.27 55.66 21.94 18.04 (.23 ) (1.32 ) 11.39 8.65 2 3 13,533 13,191 5,007 5,195 18,540 18,386

Revenue from Contracts with C46

Revenue from Contracts with Customers (Tables)	3 Months Ended
	Mar. 31, 2018
Revenue from Contract with Customer [Abstract]
Disaggregation of Revenue	The following table represents a disaggregation of revenue from contracts with customers, by line of business, for the three -month period ended March 31, 2018 : Three months ended March 31, 2018 dollars in millions Key Community Bank Key Corporate Bank Total Contract Revenue NONINTEREST INCOME Trust and investment services income $ 103 $ 16 $ 119 Investment banking and debt placement fees — 47 47 Services charges on deposit accounts 76 13 89 Cards and payments income 34 26 60 Other noninterest income 5 — 5 Total revenue from contracts with customers $ 218 $ 102 $ 320 Other noninterest income (a) $ 252 Noninterest income from other segments (b) 36 Reconciling items (c) (7 ) Total noninterest income $ 601 (a) Noninterest income considered earned outside the scope of contracts with customers. (b) Other Segments consist of corporate treasury, our principle investing unit, and various exit portfolios. (c) Reconciling items include intercompany eliminations and certain items that are not allocated to the business segments. Refer to the Line of Business Results footnote for more information.

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
		Mar. 31, 2018	Mar. 31, 2017
EARNINGS
Income (loss) from continuing operations		$ 416	$ 325
Less: Net income (loss) attributable to noncontrolling interests		0	1
Income (loss) from continuing operations attributable to Key		416	324
Less: Dividends on Preferred Stock		14	28
Income (loss) from continuing operations attributable to Key common shareholders		402	296
Income (loss) from discontinued operations, net of taxes		2	0
Net income (loss) attributable to Key common shareholders		$ 404	$ 296
WEIGHTED-AVERAGE COMMON SHARES
Weighted-average common shares outstanding (in shares)		1,056,037	1,068,609
Effect of common share options and other stock awards (in shares)		15,749	17,931
Weighted-average common shares and potential common shares outstanding (in shares)	[1]	1,071,786	1,086,540
EARNINGS PER COMMON SHARE
Income (loss) from continuing operations attributable to Key common shareholders (in usd per share)		$ 0.38	$ 0.28
Income (loss) from discontinued operations, net of taxes (in usd per share)		0	0
Net income (loss) attributable to Key common shareholders (in usd per share)	[2]	0.38	0.28
Income (loss) from continuing operations attributable to Key common shareholders - assuming dilution (in usd per share)		0.38	0.27
Income (loss) from discontinued operations, net of taxes (in usd per share)		0	0
Net income (loss) attributable to Key common shareholders (in usd per share)	[2]	$ 0.38	$ 0.27
[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	Mar. 31, 2018	Dec. 31, 2017
Residential — prime loans:
Total loans	$ 88,089	$ 86,405
Commercial lease financing includes receivables held as collateral for secured borrowing	16	24
Loans	87,208	85,528
Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial and industrial	44,313	41,859
Commercial real estate:
Commercial mortgage	13,997	14,088
Construction	1,871	1,960
Total commercial real estate loans	15,868	16,048
Commercial lease financing	4,598	4,826
Total commercial/consumer loans	64,779	62,733
Residential — prime loans:
Total loans		62,733
Consumer Portfolio Segment [Member]
Commercial real estate:
Total commercial/consumer loans	23,310	23,672
Residential — prime loans:
Real estate — residential mortgage	5,473	5,483
Home equity loans	11,720	12,028
Total residential — prime loans	17,193	17,511
Consumer direct loans	1,758	1,794
Credit cards	1,068	1,106
Consumer indirect loans	3,291	3,261
Total loans		23,672
Commercial Credit Card [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial and industrial	121	119
Education Lending [Member] | Discontinued Operations [Member]
Residential — prime loans:
Loans	$ 1,300	$ 1,300

Loans and Loans Held for Sale49

Loans and Loans Held for Sale - Loans Held for Sale (Detail) - USD ($) $ in Millions	Mar. 31, 2018		Dec. 31, 2017		Sep. 30, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial and industrial	$ 194		$ 139
Total loans held for sale	1,667	[1]	1,107	[1]	$ 1,341
Commercial Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real estate	1,426		897
Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real estate	$ 47		$ 71
[1]	Total loans held for sale include real estate — residential mortgage loans held for sale at fair value of $47 million at March 31, 2018, and $71 million at December 31, 2017.

Loans and Loans Held for Sale50

Loans and Loans Held for Sale - Summary of Changes in Loans Held for Sale (Detail) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2018		Dec. 31, 2017
Loans Receivable Held-for-sale, Net, Reconciliation to Cash Flow [Roll Forward]
Balance at beginning of the period		$ 1,107	[1]	$ 1,341
New originations		3,280		3,566
Transfers from (to) held to maturity, net		(14)		(10)
Loan sales		(2,705)		(3,783)
Loan draws (payments), net		(1)		(7)
Balance at end of period	[1]	1,667		1,107
Residential Mortgage [Member]
Loans Receivable Held-for-sale, Net, Reconciliation to Cash Flow [Roll Forward]
Loans held for sale		$ 47		$ 71
[1]	Total loans held for sale include real estate — residential mortgage loans held for sale at fair value of $47 million at March 31, 2018, and $71 million at December 31, 2017.

Asset Quality - Financing Recei

Asset Quality - Financing Receivable Credit Quality Indicators (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Financing Receivable, Recorded Investment [Line Items]
Total loans	$ 88,089	$ 86,405
Consumer Portfolio Segment, PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	373	381
Consumer Portfolio Segment, PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	369	377
Consumer Portfolio Segment, PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	4	4
Consumer Portfolio Segment, PCI [Member] | Consumer Credit Card [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
Consumer Portfolio Segment Excluding PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	22,937	23,291
Consumer Portfolio Segment Excluding PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	16,824	17,134
Consumer Portfolio Segment Excluding PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,754	1,790
Consumer Portfolio Segment Excluding PCI [Member] | Consumer Credit Card [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,068	1,106
Consumer Portfolio Segment Excluding PCI [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	3,291	3,261
Commercial Portfolio Segment Excluding PCI Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	64,462	62,376
Commercial Portfolio Segment Excluding PCI Loans [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	61,668	59,785
Commercial Portfolio Segment Excluding PCI Loans [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	2,565	2,400
Commercial Portfolio Segment Excluding PCI Loans [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	229	191
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial and Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	44,240	41,776
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial and Industrial [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	42,191	39,833
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial and Industrial [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,860	1,790
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial and Industrial [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	189	153
Commercial Portfolio Segment Excluding PCI Loans [Member] | RE Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	13,756	13,840
Commercial Portfolio Segment Excluding PCI Loans [Member] | RE Commercial [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	13,159	13,328
Commercial Portfolio Segment Excluding PCI Loans [Member] | RE Commercial [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	564	482
Commercial Portfolio Segment Excluding PCI Loans [Member] | RE Commercial [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	33	30
Commercial Portfolio Segment Excluding PCI Loans [Member] | RE Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,868	1,934
Commercial Portfolio Segment Excluding PCI Loans [Member] | RE Construction [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,815	1,894
Commercial Portfolio Segment Excluding PCI Loans [Member] | RE Construction [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	51	38
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	4,598	4,826
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial Leases [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	4,503	4,730
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial Leases [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	90	90
Commercial Portfolio Segment Excluding PCI Loans [Member] | Commercial Leases [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	5	6
Commercial Portfolio Segment, PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	317	357
Commercial Portfolio Segment, PCI [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	193	220
Commercial Portfolio Segment, PCI [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	124	137
Commercial Portfolio Segment, PCI [Member] | Commercial and Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	73	83
Commercial Portfolio Segment, PCI [Member] | Commercial and Industrial [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	27	41
Commercial Portfolio Segment, PCI [Member] | Commercial and Industrial [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	46	42
Commercial Portfolio Segment, PCI [Member] | RE Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	241	248
Commercial Portfolio Segment, PCI [Member] | RE Commercial [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	163	153
Commercial Portfolio Segment, PCI [Member] | RE Commercial [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	78	95
Commercial Portfolio Segment, PCI [Member] | RE Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	3	26
Commercial Portfolio Segment, PCI [Member] | RE Construction [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	3	26
Commercial Portfolio Segment, PCI [Member] | RE Construction [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	0
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
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment, PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	139	149
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment, PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	139	149
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment, PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	0
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment, PCI [Member] | Consumer Credit Card [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, 750 and Above [Member] | Consumer Portfolio Segment Excluding PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	12,449	12,694
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	10,046	10,226
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	503	519
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Credit Card [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	451	477
FICO Score, 750 and Above [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,449	1,472
FICO Score, 660 to 749 [Member] | Consumer Portfolio Segment, PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	121	119
FICO Score, 660 to 749 [Member] | Consumer Portfolio Segment, PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	119	117
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] | Consumer Credit Card [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, 660 to 749 [Member] | Consumer Portfolio Segment Excluding PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	7,364	7,563
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	5,028	5,181
FICO Score, 660 to 749 [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	665	690
FICO Score, 660 to 749 [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Credit Card [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	499	508
FICO Score, 660 to 749 [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,172	1,184
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment, PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	101	107
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment, PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	99	105
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment, PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	2	2
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment, PCI [Member] | Consumer Credit Card [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, Less than 660 [Member] | Consumer Portfolio Segment Excluding PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	2,328	2,394
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	1,475	1,519
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	220	225
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Credit Card [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	118	121
FICO Score, Less than 660 [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	515	529
FICO Score, No Score [Member] | Consumer Portfolio Segment, PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	12	6
FICO Score, No Score [Member] | Consumer Portfolio Segment, PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	12	6
FICO Score, No Score [Member] | Consumer Portfolio Segment, PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	0
FICO Score, No Score [Member] | Consumer Portfolio Segment, PCI [Member] | Consumer Credit Card [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
FICO Score, No Score [Member] | Consumer Portfolio Segment Excluding PCI [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	796	640
FICO Score, No Score [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Residential Prime Financing Receivables [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	275	208
FICO Score, No Score [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	366	356
FICO Score, No Score [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Credit Card [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	0	0
FICO Score, No Score [Member] | Consumer Portfolio Segment Excluding PCI [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	$ 155	$ 76

Asset Quality - Aging Analysis

Asset Quality - Aging Analysis of Past Due and Current Loans (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	$ 86,471	$ 84,716
Days Past Due	928	951
Non-performing Loans	541	503
Purchased Credit Impaired	690	738
Total loans	88,089	86,405
Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	63,995	61,904
Days Past Due	467	472
Non-performing Loans	229	191
Purchased Credit Impaired	317	357
Total loans		62,733
Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	22,476	22,812
Days Past Due	461	479
Non-performing Loans	312	312
Purchased Credit Impaired	373	381
Total loans		23,672
Commercial and Industrial [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	43,905	41,444
Days Past Due	335	332
Non-performing Loans	189	153
Purchased Credit Impaired	73	83
Total loans	44,313	41,859
Commercial Real Estate: Commercial Mortgage [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	13,684	13,750
Days Past Due	72	90
Non-performing Loans	33	30
Purchased Credit Impaired	241	248
Total loans	13,997	14,088
Commercial Real Estate: Construction [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	1,829	1,919
Days Past Due	39	15
Non-performing Loans	2	2
Purchased Credit Impaired	3	26
Total loans	1,871	1,960
Commercial Real Estate Loans [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	15,513	15,669
Days Past Due	111	105
Non-performing Loans	35	32
Purchased Credit Impaired	244	274
Total loans	15,868	16,048
Commercial Lease Financing [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	4,577	4,791
Days Past Due	21	35
Non-performing Loans	5	6
Purchased Credit Impaired	0	0
Total loans	4,598	4,826
Commercial Loans [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total loans	64,779
Real Estate - Residential Mortgage [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	5,044	5,043
Days Past Due	82	85
Non-performing Loans	59	58
Purchased Credit Impaired	347	355
Total loans	5,473	5,483
Home Equity Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	11,424	11,721
Days Past Due	274	285
Non-performing Loans	229	229
Purchased Credit Impaired	22	22
Total loans	11,720	12,028
Consumer Direct Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	1,720	1,768
Days Past Due	34	22
Non-performing Loans	4	4
Purchased Credit Impaired	4	4
Total loans	1,758	1,794
Consumer Credit Card Financing Receivable [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	1,045	1,081
Days Past Due	23	25
Non-performing Loans	2	2
Purchased Credit Impaired	0	0
Total loans	1,068	1,106
Consumer Indirect Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	3,243	3,199
Days Past Due	48	62
Non-performing Loans	18	19
Purchased Credit Impaired	0	0
Total loans	3,291	3,261
Consumer Portfolio Segment [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total loans	23,310
30-59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	228	261
30-59 Days Past Due [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	140	164
30-59 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	88	97
30-59 Days Past Due [Member] | Commercial and Industrial [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	93	111
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	17	26
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	26	4
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	43	30
30-59 Days Past Due [Member] | Commercial Lease Financing [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	4	23
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	14	16
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	25	32
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	21	9
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	6	7
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	22	33
60-89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	77	98
60-89 Days Past Due [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	48	60
60-89 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	29	38
60-89 Days Past Due [Member] | Commercial and Industrial [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	26	34
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	13
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	9	9
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	18	22
60-89 Days Past Due [Member] | Commercial Lease Financing [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	4	4
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	5	7
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	10	15
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	4	4
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	4	5
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	6	7
90 and Greater Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	82	89
90 and Greater Days Past Due [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	50	57
90 and Greater Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	32	32
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	27	34
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	13	21
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	2	0
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	15	21
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	8	2
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	4	4
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	10	9
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	5
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	11	11
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	$ 2	$ 3

Asset Quality - Additional Info

Asset Quality - Additional Information (Details) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2018USD ($)SecurityLoan	Mar. 31, 2017USD ($)SecurityLoan	Dec. 31, 2017USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percentage of carrying amount of our commercial nonperforming loans outstanding	70.00%
Percentage of nonperforming loans outstanding face value	79.00%
Percentage of loans held for sale and other nonperforming assets	79.00%
Net reduction to interest income	$ 7	$ 6
Financial receivable, modifications, subsequent default, recorded investment	1
Commitments outstanding to lend additional funds to borrowers	2		$ 2
Provision (credit) for loan and lease losses	60	$ 73
Other Real Estate Owned Nonperforming Loan	$ 28		31
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of loans | SecurityLoan	0
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of loans | SecurityLoan	41	3
Real Estate - Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financial receivable, modifications, subsequent default, recorded investment	$ 155	$ 142
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Interest income recognized on outstanding balances	2	3
Continuing Operations [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Provision (credit) for loan and lease losses	58	70
Continuing Operations [Member] | Purchase Credit Impaired Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Provision (credit) for loan and lease losses	3	4	3
Continuing Operations [Member] | Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Provision (credit) for loan and lease losses	38	42
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	20	28
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	3	$ (3)
Foreclosed Residential Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Mortgage Loans on Real Estate, Foreclosures	$ 22		$ 26

Asset Quality - Breakdown of In

Asset Quality - Breakdown of Individually Impaired Loans (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	$ 256		$ 213
With related allowance recorded, Recorded Investment	141		141
Recorded Investment	397		354
With no related allowance recorded, Unpaid Principal Balance	321		246
With related allowance recorded, Unpaid Principal Balance	172		159
Unpaid Principal Balance	493		405
Specific Allowance	18		23
Average Recorded Investment	376	$ 484
Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	179		138
With related allowance recorded, Recorded Investment	4		10
With no related allowance recorded, Unpaid Principal Balance	224		171
With related allowance recorded, Unpaid Principal Balance	13		28
Specific Allowance	1		6
Average Recorded Investment	165	270
Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	77		75
With related allowance recorded, Recorded Investment	137		131
With no related allowance recorded, Unpaid Principal Balance	97		75
With related allowance recorded, Unpaid Principal Balance	159		131
Specific Allowance	17		17
Average Recorded Investment	211	214
Commercial and Industrial [Member] | Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	166		126
With related allowance recorded, Recorded Investment	4		10
With no related allowance recorded, Unpaid Principal Balance	206		153
With related allowance recorded, Unpaid Principal Balance	13		28
Specific Allowance	1		6
Average Recorded Investment	153	260
Commercial Real Estate: Commercial Mortgage [Member] | Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	13		12
With no related allowance recorded, Unpaid Principal Balance	18		18
Average Recorded Investment	12	10
Commercial Real Estate: Construction [Member] | Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	0	0
Commercial Real Estate Loans [Member] | Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	13		12
With no related allowance recorded, Unpaid Principal Balance	18		18
Average Recorded Investment	12	10
Real Estate - Residential Mortgage [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	17		17
With related allowance recorded, Recorded Investment	32		32
With no related allowance recorded, Unpaid Principal Balance	26		17
With related allowance recorded, Unpaid Principal Balance	49		32
Specific Allowance	4		5
Average Recorded Investment	49	51
Home Equity Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	58		56
With related allowance recorded, Recorded Investment	65		61
With no related allowance recorded, Unpaid Principal Balance	67		56
With related allowance recorded, Unpaid Principal Balance	70		61
Specific Allowance	9		9
Average Recorded Investment	120	125
Consumer Indirect Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	2		2
With related allowance recorded, Recorded Investment	33		32
With no related allowance recorded, Unpaid Principal Balance	4		2
With related allowance recorded, Unpaid Principal Balance	33		32
Specific Allowance	4		3
Average Recorded Investment	35	33
Consumer Direct Loans [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
With related allowance recorded, Recorded Investment	4		4
With related allowance recorded, Unpaid Principal Balance	4		4
Specific Allowance	0		0
Average Recorded Investment	4	3
Credit Cards [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
With related allowance recorded, Recorded Investment	3		2
With related allowance recorded, Unpaid Principal Balance	3		2
Specific Allowance	0		$ 0
Average Recorded Investment	$ 3	$ 2

Asset Quality - Post-Modificati

Asset Quality - Post-Modification Outstanding Recorded Investment by Concession Type for Our Commercial Accruing and Nonaccruing TDRs (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Financing Receivable, Modifications [Line Items]
Total commercial and consumer TDRs	$ 21	$ 43
Total loans	88,089		$ 86,405
Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Interest rate reduction	0	0
Forgiveness of principal	0	0
Financing Receivable Modifications Concessions Bankruptcy Plan Modification	0	0
Total	1	28
Total loans			62,733
Financing Receivable Modifications Concessions Extension Of Maturity Date	1	3
Financing Receivable Modifications Concessions Payment For Covenant Modification	0	25
Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Interest rate reduction	8	2
Forgiveness of principal	0	0
Other	12	13
Total	20	$ 15
Total loans			$ 23,672
Commercial Loans [Member] | Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Total loans	64,779
Consumer Portfolio Segment [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total loans	$ 23,310

Asset Quality - Summary of Post

Asset Quality - Summary of Post-Modifcation Outstanding Recorded Investment TDRs (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Financing Receivables, Modifications, Rollforward [Roll Forward]
Balance at beginning of the period	$ 317	$ 280
Additions	21	47
Payments	(19)	(14)
Charge-offs	(2)	(11)
Balance at end of period	$ 317	$ 302

Asset Quality - Breakdown of No

Asset Quality - Breakdown of Nonperforming TDRs by Loans Category (Details) $ in Millions	3 Months Ended	12 Months Ended
	Mar. 31, 2018USD ($)SecurityLoan	Dec. 31, 2017USD ($)SecurityLoan
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	5,570	5,184
Pre-modification Outstanding Recorded Investment	$ 409	$ 398
Post-modification Outstanding Recorded Investment	$ 317	$ 317
Nonperforming [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,683	2,622
Pre-modification Outstanding Recorded Investment	$ 227	$ 227
Post-modification Outstanding Recorded Investment	$ 180	$ 189
Nonperforming [Member] | Commercial Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	37	28
Pre-modification Outstanding Recorded Investment	$ 123	$ 125
Post-modification Outstanding Recorded Investment	$ 86	$ 98
Nonperforming [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,646	2,594
Pre-modification Outstanding Recorded Investment	$ 104	$ 102
Post-modification Outstanding Recorded Investment	$ 94	$ 91
Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,887	2,562
Pre-modification Outstanding Recorded Investment	$ 182	$ 171
Post-modification Outstanding Recorded Investment	$ 137	$ 128
Prior-Year Accruing [Member] | Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	16	4
Pre-modification Outstanding Recorded Investment	$ 33	$ 30
Post-modification Outstanding Recorded Investment	$ 16	$ 13
Prior-Year Accruing [Member] | Commercial Real Estate Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2
Pre-modification Outstanding Recorded Investment	$ 3
Post-modification Outstanding Recorded Investment	$ 3
Prior-Year Accruing [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,871	2,558
Pre-modification Outstanding Recorded Investment	$ 149	$ 141
Post-modification Outstanding Recorded Investment	$ 121	$ 115
Commercial and Industrial [Member] | Nonperforming [Member] | Commercial Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	30	20
Pre-modification Outstanding Recorded Investment	$ 109	$ 109
Post-modification Outstanding Recorded Investment	$ 77	$ 86
Commercial and Industrial [Member] | Prior-Year Accruing [Member] | Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	14	4
Pre-modification Outstanding Recorded Investment	$ 30	$ 30
Post-modification Outstanding Recorded Investment	$ 13	$ 13
Commercial and Industrial [Member] | Prior-Year Accruing [Member] | Commercial Real Estate Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2
Pre-modification Outstanding Recorded Investment	$ 3
Post-modification Outstanding Recorded Investment	$ 3
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		$ 16
Post-modification Outstanding Recorded Investment		$ 12
Commercial Real Estate: Commercial Mortgage [Member] | Nonperforming [Member] | Commercial Real Estate Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	7
Pre-modification Outstanding Recorded Investment	$ 14
Post-modification Outstanding Recorded Investment	$ 9
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		$ 16
Post-modification Outstanding Recorded Investment		$ 12
Commercial Real Estate Loans [Member] | Nonperforming [Member] | Commercial Real Estate Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	7
Pre-modification Outstanding Recorded Investment	$ 14
Post-modification Outstanding Recorded Investment	$ 9
Real Estate - Residential Mortgage [Member] | Nonperforming [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	264	308
Pre-modification Outstanding Recorded Investment	$ 17	$ 18
Post-modification Outstanding Recorded Investment	$ 17	$ 18
Real Estate - Residential Mortgage [Member] | Prior-Year Accruing [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	516	484
Pre-modification Outstanding Recorded Investment	$ 32	$ 31
Post-modification Outstanding Recorded Investment	$ 31	$ 31
Home Equity Loans [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	1,133
Pre-modification Outstanding Recorded Investment	$ 68
Post-modification Outstanding Recorded Investment	$ 61
Home Equity Loans [Member] | Nonperforming [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		1,025
Pre-modification Outstanding Recorded Investment		$ 64
Post-modification Outstanding Recorded Investment		$ 57
Home Equity Loans [Member] | Prior-Year Accruing [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	1,338	1,276
Pre-modification Outstanding Recorded Investment	$ 78	$ 75
Post-modification Outstanding Recorded Investment	$ 62	$ 59
Consumer Direct Loans [Member] | Nonperforming [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	104	114
Pre-modification Outstanding Recorded Investment	$ 2	$ 2
Post-modification Outstanding Recorded Investment	$ 2	$ 2
Consumer Direct Loans [Member] | Prior-Year Accruing [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	74	48
Pre-modification Outstanding Recorded Investment	$ 4	$ 3
Post-modification Outstanding Recorded Investment	$ 3	$ 2
Consumer Credit Card [Member] | Nonperforming [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	277	322
Pre-modification Outstanding Recorded Investment	$ 1	$ 2
Post-modification Outstanding Recorded Investment	$ 1	$ 1
Consumer Credit Card [Member] | Prior-Year Accruing [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	493	430
Pre-modification Outstanding Recorded Investment	$ 2	$ 1
Post-modification Outstanding Recorded Investment	$ 2	$ 1
Consumer Indirect Loans [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	868
Pre-modification Outstanding Recorded Investment	$ 16
Post-modification Outstanding Recorded Investment	$ 13
Consumer Indirect Loans [Member] | Nonperforming [Member] | Consumer Portfolio Segment [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		825
Pre-modification Outstanding Recorded Investment		$ 16
Post-modification Outstanding Recorded Investment		$ 13
Consumer Indirect Loans [Member] | Prior-Year Accruing [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	450	320
Pre-modification Outstanding Recorded Investment	$ 33	$ 31
Post-modification Outstanding Recorded Investment	$ 23	$ 22

Asset Quality - Summary of Allo

Asset Quality - Summary of Allowance for Loan and Lease Losses (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	$ 893	$ 882
Charge-offs	(76)	(83)
Recoveries	20	21
Provision for loan and lease losses from continuing operations	61	63
Ending balance	897	893
Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	877	858
Charge-offs	(72)	(77)
Recoveries	18	19
Net loans and leases charged off	(54)	(58)
Provision for loan and lease losses from continuing operations	58	70
Ending balance	$ 881	$ 870

Asset Quality - Changes in Allo

Asset Quality - Changes in Allowance for Loan and Lease Losses by Loan Category (Details) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	$ 893	$ 882	$ 882
Provision	60	73
Charge-offs	(76)	(83)
Recoveries	20	21
Ending balance	897	893	893
Provision (credit) for losses on lending-related commitments	3	(7)
Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	877	858	858
Provision	58	70
Charge-offs	(72)	(77)
Recoveries	18	19
Ending balance	881	870	877
Continuing Operations [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	735	716	716
Provision	38	42
Charge-offs	(39)	(39)
Recoveries	8	8
Ending balance	742	727	735
Continuing Operations [Member] | Commercial and Industrial [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	529	508	508
Provision	35	31
Charge-offs	(37)	(32)
Recoveries	6	5
Ending balance	533	512	529
Continuing Operations [Member] | Commercial Real Estate: Commercial Mortgage [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	133	144	144
Provision	4	2
Charge-offs	(1)	0
Recoveries	0	0
Ending balance	136	146	133
Continuing Operations [Member] | RE Construction [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	30	22	22
Provision	2	6
Charge-offs	0	0
Recoveries	1	1
Ending balance	33	29	30
Continuing Operations [Member] | Commercial Real Estate [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	163	166	166
Provision	6	8
Charge-offs	(1)	0
Recoveries	1	1
Ending balance	169	175	163
Continuing Operations [Member] | Commercial Lease Financing [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	43	42	42
Provision	(3)	3
Charge-offs	(1)	(7)
Recoveries	1	2
Ending balance	40	40	43
Continuing Operations [Member] | Real Estate - Residential Mortgage [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	7	17	17
Provision	3	(3)
Charge-offs	(1)	2
Recoveries	0	2
Ending balance	9	18	7
Continuing Operations [Member] | Home Equity Loans [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	43	54	54
Provision	(4)	4
Charge-offs	(4)	(8)
Recoveries	3	3
Ending balance	38	53	43
Continuing Operations [Member] | Consumer Direct Loans [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	28	24	24
Provision	5	9
Charge-offs	(8)	(10)
Recoveries	2	1
Ending balance	27	24	28
Continuing Operations [Member] | Credit Cards [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	44	38	38
Provision	12	10
Charge-offs	(12)	(11)
Recoveries	1	1
Ending balance	45	38	44
Continuing Operations [Member] | Consumer Indirect Loans [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	20	9	9
Provision	4	8
Charge-offs	(8)	(11)
Recoveries	4	4
Ending balance	20	10	20
Continuing Operations [Member] | Consumer Loans [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	142	142	142
Provision	20	28
Charge-offs	(33)	(38)
Recoveries	10	11
Ending balance	139	143	142
Discontinued Operations [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	16	24	24
Provision	2	3
Charge-offs	(4)	(6)
Recoveries	2	2
Ending balance	$ 16	$ 23	$ 16

Asset Quality - Breakdown of Al

Asset Quality - Breakdown of Allowance for Loan and Lease Losses and Corresponding Loan Balances (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance, Total ALLL - Including Discontinued Operations	$ 21	$ 26
Collectively Evaluated for Impairment, Allowance, Total ALLL - Including Discontinued Operations	866	861
Purchased Credit Impaired, Allowance, Total ALLL - Including Discontinued Operations	10	6
Loans, Outstanding, Total ALLL - Including Discontinued Operations	89,345	87,719
Individually Evaluated for Impairment, Outstanding, Total ALLL - Including Discontinued Operations	418	375
Collectively Evaluated for Impairment, Outstanding, Total ALLL - Including Discontinued Operations	88,237	86,606
Purchased Credit Impaired, Outstanding, Total ALLL - Including Discontinued Operations	690	738
Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	18	23
Collectively Evaluated for Impairment, Allowance	853	848
Purchase Credit Impairment, Allowance	10	6
Total loans	88,089	86,405
Individually Evaluated for Impairment, Outstanding	397	354
Collectively Evaluated for Impairment, Outstanding	87,002	85,313
Purchase Credit Impairment, Outstanding	690	738
Continuing Operations [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	1	6
Collectively Evaluated for Impairment, Allowance	734	724
Purchase Credit Impairment, Allowance	7	5
Total loans		62,733
Individually Evaluated for Impairment, Outstanding	183	148
Collectively Evaluated for Impairment, Outstanding	64,279	62,228
Purchase Credit Impairment, Outstanding	317	357
Continuing Operations [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	17	17
Collectively Evaluated for Impairment, Allowance	119	124
Purchase Credit Impairment, Allowance	3	1
Total loans		23,672
Individually Evaluated for Impairment, Outstanding	214	206
Collectively Evaluated for Impairment, Outstanding	22,723	23,085
Purchase Credit Impairment, Outstanding	373	381
Discontinued Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	3	3
Collectively Evaluated for Impairment, Allowance	13	13
Purchase Credit Impairment, Allowance	0	0
Total loans	1,256	1,314
Individually Evaluated for Impairment, Outstanding	21	21
Collectively Evaluated for Impairment, Outstanding	1,235	1,293
Purchase Credit Impairment, Outstanding	0	0
Commercial and Industrial [Member] | Continuing Operations [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	1	6
Collectively Evaluated for Impairment, Allowance	529	520
Purchase Credit Impairment, Allowance	3	3
Total loans	44,313	41,859
Individually Evaluated for Impairment, Outstanding	170	136
Collectively Evaluated for Impairment, Outstanding	44,070	41,640
Purchase Credit Impairment, Outstanding	73	83
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	132	131
Purchase Credit Impairment, Allowance	4	2
Total loans	13,997	14,088
Individually Evaluated for Impairment, Outstanding	13	12
Collectively Evaluated for Impairment, Outstanding	13,743	13,828
Purchase Credit Impairment, Outstanding	241	248
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	33	30
Purchase Credit Impairment, Allowance	0	0
Total loans	1,871	1,960
Individually Evaluated for Impairment, Outstanding	0	0
Collectively Evaluated for Impairment, Outstanding	1,868	1,934
Purchase Credit Impairment, Outstanding	3	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	165	161
Purchase Credit Impairment, Allowance	4	2
Total loans	15,868	16,048
Individually Evaluated for Impairment, Outstanding	13	12
Collectively Evaluated for Impairment, Outstanding	15,611	15,762
Purchase Credit Impairment, Outstanding	244	274
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	40	43
Purchase Credit Impairment, Allowance	0	0
Total loans	4,598	4,826
Individually Evaluated for Impairment, Outstanding	0	0
Collectively Evaluated for Impairment, Outstanding	4,598	4,826
Purchase Credit Impairment, Outstanding	0	0
Commercial Loans [Member] | Continuing Operations [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total loans	64,779
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	5
Collectively Evaluated for Impairment, Allowance	3	2
Purchase Credit Impairment, Allowance	2	0
Total loans	5,473	5,483
Individually Evaluated for Impairment, Outstanding	49	49
Collectively Evaluated for Impairment, Outstanding	5,077	5,079
Purchase Credit Impairment, Outstanding	347	355
Home Equity Loans [Member] | Continuing Operations [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment, Allowance	9	9
Collectively Evaluated for Impairment, Allowance	28	33
Purchase Credit Impairment, Allowance	1	1
Total loans	11,720	12,028
Individually Evaluated for Impairment, Outstanding	123	117
Collectively Evaluated for Impairment, Outstanding	11,575	11,889
Purchase Credit Impairment, Outstanding	22	22
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	27	28
Purchase Credit Impairment, Allowance	0	0
Total loans	1,758	1,794
Individually Evaluated for Impairment, Outstanding	4	4
Collectively Evaluated for Impairment, Outstanding	1,750	1,786
Purchase Credit Impairment, Outstanding	4	4
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	45	44
Purchase Credit Impairment, Allowance	0	0
Total loans	1,068	1,106
Individually Evaluated for Impairment, Outstanding	3	2
Collectively Evaluated for Impairment, Outstanding	1,065	1,104
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	3
Collectively Evaluated for Impairment, Allowance	16	17
Purchase Credit Impairment, Allowance	0	0
Total loans	3,291	3,261
Individually Evaluated for Impairment, Outstanding	35	34
Collectively Evaluated for Impairment, Outstanding	3,256	3,227
Purchase Credit Impairment, Outstanding	0	0
Consumer Loans [Member] | Continuing Operations [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total loans	23,310
Education Lending [Member] | Discontinued Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans at fair value	$ 2	$ 2

Asset Quality - Changes in Liab

Asset Quality - Changes in Liability for Credit Losses on Lending Related Commitments (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Balance at beginning of period	$ 57	$ 55
Provision (credit) for losses on lending-related commitments	3	(7)
Balance at end of period	$ 60	$ 48

Asset Quality - Changes in Outs

Asset Quality - Changes in Outstanding Unpaid Principal Balance, Carrying Amount, and Accretable Yield for PCI Loans (Details) - PCI Loans [Member] - USD ($) $ in Millions	3 Months Ended	12 Months Ended
	Mar. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Accretable Yield
Balance at beginning of period	$ 131	$ 197
Additions	0	(32)
Accretion	(12)	(44)
Net reclassifications from nonaccretable to accretable	22	15
Payments received, net	(9)	(4)
Disposals	0	(1)
Balance at end of period	132	131
Carrying Amount	680	738	$ 865
Outstanding Unpaid Principal Balance	$ 737	$ 803	$ 1,002

Fair Value Measurements - Addit

Fair Value Measurements - Additional Information (Detail) - USD ($)	3 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
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	$ 87,208,000,000	85,528,000,000
Other equity investments	95,000,000
Discontinued Operations [Member] | Education Lending [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans, net of allowance	1,300,000,000	1,300,000,000
Loans at fair value	2,000,000	2,000,000
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	47,000,000	71,000,000
Loans, net of allowance	85,166,000,000	84,003,000,000
Loans at fair value	2,000,000	2,000,000
Fair Value [Member] | Discontinued Operations [Member] | Education Lending [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans, net of allowance	1,100,000,000	1,100,000,000
Carrying Amount [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans held for sale adjusted to fair value	47,000,000	71,000,000
Loans, net of allowance	87,206,000,000	85,526,000,000
Loans at fair value	2,000,000	2,000,000
Carrying Amount [Member] | Discontinued Operations [Member] | Education Lending [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans, net of allowance	1,200,000,000	1,300,000,000
Level 3 [Member] | Fair Value [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans held for sale adjusted to fair value	1,000,000	1,000,000
Loans, net of allowance	85,166,000,000	84,003,000,000
Loans at fair value	$ 2,000,000	$ 2,000,000

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
	Mar. 31, 2018	Mar. 31, 2017
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	6 years
Principal Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	$ 126
Unfunded Commitments	29
Funded Commitments	0	$ 1
Funded Other	0	0
Principal Investments [Member] | Direct Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	12
Unfunded Commitments	0
Funded Commitments	0	0
Funded Other	0	0
Principal Investments [Member] | Indirect Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	114
Unfunded Commitments	29
Funded Commitments	0	1
Funded Other	$ 0	$ 0

Fair Value Measurements - Fai65

Fair Value Measurements - Fair Value of Assets and Liabilities Measured on Recurring Basis (Detail) - USD ($)	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017	Dec. 31, 2016
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	$ 769,000,000	$ 836,000,000
Securities available for sale	17,888,000,000	18,139,000,000
Loans, net of unearned income	88,089,000,000	86,405,000,000
Loans held for sale	0	0
Derivative Assets, Netting adjustments	(207,000,000)	(443,000,000)
Total derivative assets	631,000,000	669,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative Liabilities, Netting adjustments	(483,000,000)	(616,000,000)
Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	14,566,000,000	14,660,000,000
U.S. Treasury, Agencies and Corporations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	146,000,000	157,000,000
States and Political Subdivisions [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	9,000,000	9,000,000
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	1,341,000,000	1,439,000,000
Principal Investments Direct [Member]
ASSETS MEASURED ON A RECURRING BASIS
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset And Liabilities Value		13,000,000
Other Mortgage-Backed Securities [Member] | Agency Commercial Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	1,806,000,000	1,854,000,000
Interest Rate [Member]
ASSETS MEASURED ON A RECURRING BASIS
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset And Liabilities Value	4,000,000	9,000,000	$ 5,000,000	$ 7,000,000
Credit [Member]
ASSETS MEASURED ON A RECURRING BASIS
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset And Liabilities Value	0	1,000,000	1,000,000	1,000,000
Other [Member]
ASSETS MEASURED ON A RECURRING BASIS
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset And Liabilities Value	3,000,000	3,000,000	$ 4,000,000	$ 2,000,000
Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Commercial loans	11,000,000	15,000,000
Total trading account assets	769,000,000	836,000,000
Securities available for sale	17,888,000,000	18,139,000,000
Total other investments	134,000,000	144,000,000
Loans, net of unearned income	2,000,000	2,000,000
Loans held for sale	47,000,000	71,000,000
Derivative assets, gross	838,000,000	1,112,000,000
Derivative Assets, Netting adjustments	(207,000,000)	(443,000,000)
Total derivative assets	631,000,000	669,000,000
Accrued income and other assets	0	0
Total assets at fair value	19,471,000,000	19,861,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Accrued expense and other liabilities	0	0
Total liabilities on a recurring basis at fair value	1,008,000,000	925,000,000
Recurring [Member] | Trading Account Assets [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	758,000,000	821,000,000
Recurring [Member] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	14,566,000,000	14,660,000,000
Recurring [Member] | U.S. Treasury, Agencies and Corporations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	500,000,000	615,000,000
Securities available for sale	146,000,000	157,000,000
Recurring [Member] | States and Political Subdivisions [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	81,000,000	37,000,000
Securities available for sale	9,000,000	9,000,000
Recurring [Member] | Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	59,000,000	65,000,000
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		1,439,000,000
Recurring [Member] | Agency Commercial Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	1,806,000,000
Recurring [Member] | Principal Investments Direct [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	12,000,000	13,000,000
Recurring [Member] | Principal Investments Indirect [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	114,000,000	124,000,000
Recurring [Member] | Principal Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	126,000,000	137,000,000
Recurring [Member] | Equity Investments Direct [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	7,000,000	7,000,000
Recurring [Member] | Equity Investments Direct, NAV [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	1,000,000
Recurring [Member] | Equity Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	8,000,000	7,000,000
Recurring [Member] | Other Mortgage-Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	118,000,000	104,000,000
Recurring [Member] | Other Mortgage-Backed Securities [Member] | Agency Residential Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	1,341,000,000
Recurring [Member] | Other Mortgage-Backed Securities [Member] | Agency Commercial Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale		1,854,000,000
Recurring [Member] | Short [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Short positions	633,000,000	634,000,000
Recurring [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	858,000,000	907,000,000
Derivative Liabilities, Netting adjustments	(483,000,000)	(616,000,000)
Total derivative liabilities	375,000,000	291,000,000
Recurring [Member] | Interest Rate [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	365,000,000	722,000,000
Recurring [Member] | Interest Rate [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	388,000,000	520,000,000
Recurring [Member] | Foreign Exchange [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	122,000,000	130,000,000
Recurring [Member] | Foreign Exchange [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	115,000,000	124,000,000
Recurring [Member] | Commodity [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	345,000,000	255,000,000
Recurring [Member] | Commodity [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	334,000,000	246,000,000
Recurring [Member] | Credit [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	0	1,000,000
Recurring [Member] | Credit [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	3,000,000	4,000,000
Recurring [Member] | Other [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	6,000,000	4,000,000
Recurring [Member] | Other [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	18,000,000	13,000,000
Level 1 [Member] | Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Commercial loans	0	0
Total trading account assets	0	0
Securities available for sale	0	0
Total other investments	0	0
Loans, net of unearned income	0	0
Loans held for sale	0	0
Derivative assets, gross	82,000,000	100,000,000
Derivative Assets, Netting adjustments	0	0
Total derivative assets	82,000,000	100,000,000
Accrued income and other assets	0	0
Total assets at fair value	82,000,000	100,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Accrued expense and other liabilities	0	0
Total liabilities on a recurring basis at fair value	170,000,000	170,000,000
Level 1 [Member] | Recurring [Member] | Trading Account Assets [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	0	0
Level 1 [Member] | Recurring [Member] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	0	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	0	0
Securities available for sale	0	0
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 Investments Direct [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0	0
Level 1 [Member] | Recurring [Member] | Equity Investments Direct, NAV [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0
Level 1 [Member] | Recurring [Member] | Equity 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 [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Short positions	92,000,000	72,000,000
Level 1 [Member] | Recurring [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	78,000,000	98,000,000
Derivative Liabilities, Netting adjustments	0	0
Total derivative liabilities	78,000,000	98,000,000
Level 1 [Member] | Recurring [Member] | Interest Rate [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	0	0
Level 1 [Member] | Recurring [Member] | Interest Rate [Member] | Long [Member]
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	82,000,000	100,000,000
Level 1 [Member] | Recurring [Member] | Foreign Exchange [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	78,000,000	98,000,000
Level 1 [Member] | Recurring [Member] | Commodity [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	0	0
Level 1 [Member] | Recurring [Member] | Commodity [Member] | Long [Member]
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
Level 1 [Member] | Recurring [Member] | Credit [Member] | Long [Member]
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
Level 1 [Member] | Recurring [Member] | Other [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	0	0
Level 2 [Member] | Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Commercial loans	11,000,000	15,000,000
Total trading account assets	769,000,000	836,000,000
Securities available for sale	17,868,000,000	18,119,000,000
Total other investments	0	4,000,000
Loans, net of unearned income	0	0
Loans held for sale	46,000,000	70,000,000
Derivative assets, gross	749,000,000	999,000,000
Derivative Assets, Netting adjustments	0	0
Total derivative assets	749,000,000	999,000,000
Accrued income and other assets	0	0
Total assets at fair value	19,432,000,000	20,028,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Accrued expense and other liabilities	0	0
Total liabilities on a recurring basis at fair value	1,321,000,000	1,371,000,000
Level 2 [Member] | Recurring [Member] | Trading Account Assets [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	758,000,000	821,000,000
Level 2 [Member] | Recurring [Member] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	14,566,000,000	14,660,000,000
Level 2 [Member] | Recurring [Member] | U.S. Treasury, Agencies and Corporations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	500,000,000	615,000,000
Securities available for sale	146,000,000	157,000,000
Level 2 [Member] | Recurring [Member] | States and Political Subdivisions [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	81,000,000	37,000,000
Securities available for sale	9,000,000	9,000,000
Level 2 [Member] | Recurring [Member] | Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	59,000,000	65,000,000
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		1,439,000,000
Level 2 [Member] | Recurring [Member] | Agency Commercial Mortgage Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	1,806,000,000
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 Investments Direct [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0	4,000,000
Level 2 [Member] | Recurring [Member] | Equity Investments Direct, NAV [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0
Level 2 [Member] | Recurring [Member] | Equity Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0	4,000,000
Level 2 [Member] | Recurring [Member] | Other Mortgage-Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	118,000,000	104,000,000
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	1,341,000,000
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		1,854,000,000
Level 2 [Member] | Recurring [Member] | Short [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Short positions	541,000,000	562,000,000
Level 2 [Member] | Recurring [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	780,000,000	809,000,000
Derivative Liabilities, Netting adjustments	0	0
Total derivative liabilities	780,000,000	809,000,000
Level 2 [Member] | Recurring [Member] | Interest Rate [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	361,000,000	713,000,000
Level 2 [Member] | Recurring [Member] | Interest Rate [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	388,000,000	520,000,000
Level 2 [Member] | Recurring [Member] | Foreign Exchange [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	40,000,000	30,000,000
Level 2 [Member] | Recurring [Member] | Foreign Exchange [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	37,000,000	26,000,000
Level 2 [Member] | Recurring [Member] | Commodity [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	345,000,000	255,000,000
Level 2 [Member] | Recurring [Member] | Commodity [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	334,000,000	246,000,000
Level 2 [Member] | Recurring [Member] | Credit [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	0	0
Level 2 [Member] | Recurring [Member] | Credit [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	3,000,000	4,000,000
Level 2 [Member] | Recurring [Member] | Other [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets, gross	3,000,000	1,000,000
Level 2 [Member] | Recurring [Member] | Other [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	18,000,000	13,000,000
Level 3 [Member] | Principal Investments Indirect [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0	0
Level 3 [Member] | Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Commercial loans	0	0
Total trading account assets	0	0
Total other investments	19,000,000	16,000,000
Derivative assets, gross	7,000,000	13,000,000
Derivative Assets, Netting adjustments	0	0
Total derivative assets	7,000,000	13,000,000
Accrued income and other assets	0	0
Total assets at fair value	49,000,000	52,000,000
LIABILITIES MEASURED ON A RECURRING BASIS
Accrued expense and other liabilities	0	0
Total liabilities on a recurring basis at fair value	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] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	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	20,000,000
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 [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	12,000,000	13,000,000
Level 3 [Member] | Recurring [Member] | Equity Investments Direct, NAV [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	0
Level 3 [Member] | Recurring [Member] | Equity Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	7,000,000	3,000,000
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 [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Short positions	0	0
Level 3 [Member] | Recurring [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	0	0
Derivative Liabilities, Netting adjustments	0	0
Total derivative liabilities	0	0
Level 3 [Member] | Recurring [Member] | Interest Rate [Member] | Long [Member]
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
Level 3 [Member] | Recurring [Member] | Foreign Exchange [Member] | Long [Member]
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
Level 3 [Member] | Recurring [Member] | Commodity [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	0	0
Level 3 [Member] | Recurring [Member] | Credit [Member] | Long [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities, gross	0	0
Level 3 [Member] | Recurring [Member] | Other [Member] | Long [Member]
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 ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Principal Investments Direct [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Beginning Balance	$ 13
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	$ 17
Gains (Losses) Included in Other Comprehensive Income	0	0
Gains (Losses) Included in Earnings	0	0
Purchases	0	0
Sales	0	0
Settlements	0	0
Transfers Other	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	20	17
Unrealized Gains (Losses) Included in Earnings	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		27
Gains (Losses) Included in Other Comprehensive Income	0	0
Gains (Losses) Included in Earnings	(1)	(2)
Purchases	0	0
Sales	0	(4)
Settlements	0	0
Transfers Other	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	12	21
Unrealized Gains (Losses) Included in Earnings	(1)	(6)
Other Investments [Member] | Equity Investments Direct [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Beginning Balance	3
Gains (Losses) Included in Other Comprehensive Income	0
Gains (Losses) Included in Earnings	0
Purchases	0
Sales	0
Settlements	0
Transfers Other	0
Transfers into Level 3	4
Transfers out of Level 3	0
Ending Balance	7
Unrealized Gains (Losses) Included in Earnings	0
Interest Rate [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Beginning Balance	9	7
Gains (Losses) Included in Other Comprehensive Income	0	0
Gains (Losses) Included in Earnings	(1)	0
Purchases	0	0
Sales	0	0
Settlements	0	0
Transfers Other	0	0
Transfers into Level 3	1	1
Transfers out of Level 3	(5)	(3)
Ending Balance	4	5
Unrealized Gains (Losses) Included in Earnings	0	0
Credit [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Beginning Balance	1	1
Gains (Losses) Included in Other Comprehensive Income	0	0
Gains (Losses) Included in Earnings	(5)	(3)
Purchases	0	0
Sales	0	0
Settlements	4	3
Transfers Other	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	0	1
Unrealized Gains (Losses) Included in Earnings	0	0
Other [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Beginning Balance	3	2
Gains (Losses) Included in Other Comprehensive Income	0	0
Gains (Losses) Included in Earnings	0	0
Purchases	0	0
Sales	0	0
Settlements	0	0
Transfers Other	0	2
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	3	4
Unrealized Gains (Losses) Included in Earnings	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	1
Gains (Losses) Included in Other Comprehensive Income	0
Gains (Losses) Included in Earnings	0
Purchases	0
Sales	0
Settlements	0
Transfers Other	0
Transfers into Level 3	0
Transfers out of Level 3	0
Ending Balance	1
Unrealized Gains (Losses) Included in Earnings	0
Loans Held For Investment Fair Value [Member]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Beginning Balance	2
Gains (Losses) Included in Other Comprehensive Income	0
Gains (Losses) Included in Earnings	0
Purchases	0
Sales	0
Settlements	0
Transfers Other	0
Transfers into Level 3	0
Transfers out of Level 3	0
Ending Balance	2
Unrealized Gains (Losses) Included in Earnings	$ 0

Fair Value Measurements - Asset

Fair Value Measurements - Assets and Liabilities Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions	Dec. 31, 2017	Mar. 31, 2018
ASSETS MEASURED ON A NONRECURRING BASIS
Tax credit carryforward, provisional impairment charges	$ 31
Nonrecurring [Member]
ASSETS MEASURED ON A NONRECURRING BASIS
Impaired loans	9	$ 3
Accrued income and other assets	138	7
Total assets at fair value	147	10
Level 1 [Member] | Nonrecurring [Member]
ASSETS MEASURED ON A NONRECURRING BASIS
Impaired loans	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	3
Accrued income and other assets	5	0
Total assets at fair value	5	3
Level 3 [Member] | Nonrecurring [Member]
ASSETS MEASURED ON A NONRECURRING BASIS
Impaired loans	9	0
Accrued income and other assets	133	7
Total assets at fair value	142	$ 7
LIHTC And Historic Tax Credit Investments [Member]
ASSETS MEASURED ON A NONRECURRING BASIS
Tax credit carryforward, amount	$ 119

Fair Value Measurements - Quant

Fair Value Measurements - Quantitative Information about Level 3 Fair Value Measurements (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Fair Value, Option, Quantitative Disclosures [Line Items]
Other investments	$ 715	$ 726
Nonrecurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans	3	9
Level 3 [Member] | Nonrecurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans	0	9
Level 3 [Member] | Other Investments [Member] | Recurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Other investments	$ 12	$ 13
Level 3 [Member] | Discount [Member] | Nonrecurring [Member] | Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs		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%
Level 3 [Member] | Discount [Member] | Nonrecurring [Member] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs		23.00%
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%	6.00%
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		6.00%

Fair Value Measurements - Fai69

Fair Value Measurements - Fair Value Disclosures of Financial Instruments (Detail) - USD ($)	Mar. 31, 2018		Dec. 31, 2017		Sep. 30, 2017
ASSETS
Trading account assets	$ 769,000,000		$ 836,000,000
Other investments	715,000,000		726,000,000
Loans held for sale	0		0
Derivative assets	631,000,000		669,000,000
Securities available for sale	17,888,000,000		18,139,000,000
Held-to-maturity securities	12,189,000,000		11,830,000,000
Held-to-maturity securities	11,729,000,000		11,565,000,000
Loans, net of allowance	87,208,000,000		85,528,000,000
Loans held for sale	1,667,000,000	[1]	1,107,000,000	[1]	$ 1,341,000,000
LIABILITIES
Long-term debt	13,749,000,000		14,333,000,000
Carrying Amount [Member]
ASSETS
Trading account assets	769,000,000		836,000,000
Other investments	715,000,000		726,000,000
Loans, net of allowance	2,000,000		2,000,000
Loans held for sale	47,000,000		71,000,000
Securities available for sale	17,888,000,000		18,139,000,000
Held-to-maturity securities	12,189,000,000		11,830,000,000
Loans, net of allowance	87,206,000,000		85,526,000,000
Loans held for sale	1,620,000,000		1,036,000,000
Cash and short-term investments	2,287,000,000		5,118,000,000
LIABILITIES
Time deposits	12,223,000,000		11,647,000,000
Short-term borrowings	1,749,000,000		1,011,000,000
Long-term debt	13,749,000,000		14,333,000,000
Deposits with no stated maturity	92,528,000,000		93,588,000,000
Fair Value [Member]
ASSETS
Trading account assets	769,000,000		836,000,000
Other investments	715,000,000		726,000,000
Loans, net of allowance	2,000,000		2,000,000
Loans held for sale	47,000,000		71,000,000
Securities available for sale	17,888,000,000		18,139,000,000
Held-to-maturity securities	11,729,000,000		11,565,000,000
Loans, net of allowance	85,166,000,000		84,003,000,000
Loans held for sale	1,620,000,000		1,036,000,000
Cash and short-term investments	2,287,000,000		5,118,000,000
LIABILITIES
Time deposits	12,285,000,000		11,750,000,000
Short-term borrowings	1,749,000,000		1,011,000,000
Long-term debt	13,866,000,000		14,626,000,000
Deposits with no stated maturity	93,588,000,000		93,588,000,000
Fair Value [Member] | Level 1 [Member]
ASSETS
Trading account assets	0		0
Other investments	0		0
Loans, net of allowance	0		0
Loans held for sale	0		0
Securities available for sale	0		0
Held-to-maturity securities	0		0
Loans, net of allowance	0		0
Loans held for sale	0		0
Cash and short-term investments	2,287,000,000		5,118,000,000
LIABILITIES
Time deposits	0		0
Short-term borrowings	92,000,000		72,000,000
Long-term debt	12,176,000,000		13,407,000,000
Deposits with no stated maturity	0		0
Fair Value [Member] | Level 2 [Member]
ASSETS
Trading account assets	769,000,000		836,000,000
Other investments	0		4,000,000
Loans, net of allowance	0		0
Loans held for sale	46,000,000		70,000,000
Securities available for sale	17,868,000,000		18,119,000,000
Held-to-maturity securities	11,729,000,000		11,565,000,000
Loans, net of allowance	0		0
Loans held for sale	0		0
Cash and short-term investments	0		0
LIABILITIES
Time deposits	12,285,000,000		11,750,000,000
Short-term borrowings	1,657,000,000		939,000,000
Long-term debt	1,690,000,000		1,219,000,000
Deposits with no stated maturity	92,528,000,000		93,588,000,000
Fair Value [Member] | Level 3 [Member]
ASSETS
Trading account assets	0		0
Other investments	600,000,000		598,000,000
Loans, net of allowance	2,000,000		2,000,000
Loans held for sale	1,000,000		1,000,000
Securities available for sale	20,000,000		20,000,000
Held-to-maturity securities	0		0
Loans, net of allowance	85,166,000,000		84,003,000,000
Loans held for sale	1,620,000,000		1,036,000,000
Cash and short-term investments	0		0
LIABILITIES
Time deposits	0		0
Short-term borrowings	0		0
Long-term debt	0		0
Deposits with no stated maturity	0		0
Other Investments [Member] | Fair Value [Member]
ASSETS
Other investments, Measured at NAV	115,000,000		124,000,000
Derivatives Designated as Hedging Instruments [Member] | Carrying Amount [Member]
ASSETS
Derivative assets	28,000,000		(12,000,000)
LIABILITIES
Derivative liabilities	4,000,000		2,000,000
Derivatives Designated as Hedging Instruments [Member] | Fair Value [Member]
ASSETS
Derivative assets	28,000,000		(12,000,000)
Derivative assets, Netting Adjustment	(12,000,000)		(94,000,000)
LIABILITIES
Derivative liabilities	4,000,000		2,000,000
Derivative liabilities, Netting Adjustment	(2,000,000)		(48,000,000)
Derivatives Designated as Hedging Instruments [Member] | Fair Value [Member] | Level 1 [Member]
ASSETS
Derivative assets	1,000,000		1,000,000
LIABILITIES
Derivative liabilities	4,000,000		4,000,000
Derivatives Designated as Hedging Instruments [Member] | Fair Value [Member] | Level 2 [Member]
ASSETS
Derivative assets	39,000,000		81,000,000
LIABILITIES
Derivative liabilities	2,000,000		46,000,000
Derivatives Designated as Hedging Instruments [Member] | Fair Value [Member] | Level 3 [Member]
ASSETS
Derivative assets	0		0
LIABILITIES
Derivative liabilities	0		0
Derivatives Not Designated as Hedging Instruments [Member] | Carrying Amount [Member]
ASSETS
Derivative assets	603,000,000		681,000,000
LIABILITIES
Derivative liabilities	371,000,000		289,000,000
Derivatives Not Designated as Hedging Instruments [Member] | Fair Value [Member]
ASSETS
Derivative assets	603,000,000		681,000,000
Derivative assets, Netting Adjustment	(195,000,000)		(349,000,000)
LIABILITIES
Derivative liabilities	371,000,000		289,000,000
Derivative liabilities, Netting Adjustment	(481,000,000)		(568,000,000)
Derivatives Not Designated as Hedging Instruments [Member] | Fair Value [Member] | Level 1 [Member]
ASSETS
Derivative assets	81,000,000		99,000,000
LIABILITIES
Derivative liabilities	74,000,000		94,000,000
Derivatives Not Designated as Hedging Instruments [Member] | Fair Value [Member] | Level 2 [Member]
ASSETS
Derivative assets	710,000,000		918,000,000
LIABILITIES
Derivative liabilities	778,000,000		763,000,000
Derivatives Not Designated as Hedging Instruments [Member] | Fair Value [Member] | Level 3 [Member]
ASSETS
Derivative assets	7,000,000		13,000,000
LIABILITIES
Derivative liabilities	$ 0		$ 0
[1]	Total loans held for sale include real estate — residential mortgage loans held for sale at fair value of $47 million at March 31, 2018, and $71 million at December 31, 2017.

Securities - Details of Securit

Securities - Details of Securities (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Schedule of Available-for-sale Securities [Line Items]
Available for sale, Amortized Cost	$ 18,492	$ 18,546
Available for sale, Gross Unrealized Gains	12	16
Available for sale, Gross Unrealized Losses	616	423
Available-for-sale Securities	17,888	18,139
Held to maturities, Amortized Cost	12,189	11,830
Held to maturities, Gross Unrealized Gains	1	7
Held to maturities, Gross Unrealized Losses	461	272
Held to maturities, Fair Value	11,729	11,565
U.S. Treasury, Agencies and Corporations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for sale, Amortized Cost	151	159
Available for sale, Gross Unrealized Gains	0	0
Available for sale, Gross Unrealized Losses	5	2
Available-for-sale Securities	146	157
States and Political Subdivisions [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for sale, Amortized Cost	9	9
Available for sale, Gross Unrealized Gains	0	0
Available for sale, Gross Unrealized Losses	0	0
Available-for-sale Securities	9	9
Agency Residential Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for sale, Amortized Cost	1,376	1,456
Available for sale, Gross Unrealized Gains	2	3
Available for sale, Gross Unrealized Losses	37	20
Available-for-sale Securities	1,341	1,439
Held to maturities, Amortized Cost	554	574
Held to maturities, Gross Unrealized Gains	0	1
Held to maturities, Gross Unrealized Losses	16	4
Held to maturities, Fair Value	538	571
Agency Commercial Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Held to maturities, Gross Unrealized Losses	114	44
Other Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for sale, Amortized Cost	17	17
Available for sale, Gross Unrealized Gains	3	3
Available for sale, Gross Unrealized Losses	0	0
Available-for-sale Securities	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	15,037	14,985
Available for sale, Gross Unrealized Gains	7	10
Available for sale, Gross Unrealized Losses	478	335
Available-for-sale Securities	14,566	14,660
Held to maturities, Amortized Cost	7,952	8,055
Held to maturities, Gross Unrealized Gains	1	0
Held to maturities, Gross Unrealized Losses	331	224
Held to maturities, Fair Value	7,622	7,831
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	16	4
Other Mortgage-Backed Securities [Member] | Agency Commercial Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available for sale, Amortized Cost	1,902	1,920
Available for sale, Gross Unrealized Gains	0	0
Available for sale, Gross Unrealized Losses	96	66
Available-for-sale Securities	1,806	1,854
Held to maturities, Amortized Cost	3,668	3,186
Held to maturities, Gross Unrealized Gains	0	6
Held to maturities, Gross Unrealized Losses	114	44
Held to maturities, Fair Value	$ 3,554	$ 3,148

Securities - Available for Sale

Securities - Available for Sale Securities (Unrealized Loss Position) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Schedule of Available-for-sale Securities [Line Items]
Held-to-maturity Securities, Gross unrealized losses	$ 461	$ 272
Fair value less than 12 months, total temporarily impaired securities	12,381	10,991
Gross unrealized losses less than 12 months, total temporarily impaired securities	283	125
Fair value 12 months or longer, total temporarily impaired securities	15,405	16,041
Gross unrealized losses 12 months or longer, total temporarily impaired securities	794	570
Fair value, total temporarily impaired securities	27,786	27,032
Gross unrealized losses, total temporarily impaired securities	1,077	695
U.S. Treasury, Agencies and Corporations [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value, less than 12 months	40	41
Gross unrealized losses, less than 12 months	1	0
Fair value, 12 months or longer	106	116
Gross unrealized losses, 12 months or longer	4	2
Fair Value	146	157
Gross unrealized losses, Total	5	2
Collateralized Mortgage Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value, less than 12 months	5,974	6,153
Gross unrealized losses, less than 12 months	125	74
Fair value, 12 months or longer	7,025	7,270
Gross unrealized losses, 12 months or longer	353	261
Fair Value	12,999	13,423
Gross unrealized losses, Total	478	335
Held-to-maturity Securities, Fair Value less than 12 months	2,137	2,201
Held-to-maturity Securities, Gross unrealized losses, less than 12 months	56	27
Held-to-maturity Securities, Fair Value 12 months or longer	5,319	5,599
Held-to-maturity Securities, Gross unrealized losses, 12 months or longer	275	197
Held-to-maturity Securities, Fair Value	7,456	7,800
Held-to-maturity Securities, Gross unrealized losses	331	224
Agency Residential Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Held-to-maturity Securities, Gross unrealized losses	16	4
Agency Commercial Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value, less than 12 months	194	205
Gross unrealized losses, less than 12 months	7	4
Fair value, 12 months or longer	1,611	1,649
Gross unrealized losses, 12 months or longer	89	62
Fair Value	1,805	1,854
Gross unrealized losses, Total		66
Held-to-maturity Securities, Fair Value less than 12 months	3,071	1,470
Held-to-maturity Securities, Gross unrealized losses, less than 12 months	71	12
Held-to-maturity Securities, Fair Value 12 months or longer	484	495
Held-to-maturity Securities, Gross unrealized losses, 12 months or longer	43	32
Held-to-maturity Securities, Fair Value	3,555	1,965
Held-to-maturity Securities, Gross unrealized losses	114	44
Other Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Held-to-maturity Securities, Fair Value less than 12 months	2	3
Held-to-maturity Securities, Gross unrealized losses, less than 12 months	0	0
Held-to-maturity Securities, Fair Value 12 months or longer	0	4
Held-to-maturity Securities, Gross unrealized losses, 12 months or longer	0	0
Held-to-maturity Securities, Fair Value	2	7
Held-to-maturity Securities, Gross unrealized losses	0	0
Gross unrealized losses, available for sale securities (less than)	1
Gross unrealized losses, held-to-maturity securities (less than)	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	618	666
Gross unrealized losses, less than 12 months	14	7
Fair value, 12 months or longer	667	702
Gross unrealized losses, 12 months or longer	23	13
Fair Value	1,285	1,368
Gross unrealized losses, Total	37	20
Held-to-maturity Securities, Fair Value less than 12 months	345	252
Held-to-maturity Securities, Gross unrealized losses, less than 12 months	9	1
Held-to-maturity Securities, Fair Value 12 months or longer	193	206
Held-to-maturity Securities, Gross unrealized losses, 12 months or longer	7	3
Held-to-maturity Securities, Fair Value	538	458
Held-to-maturity Securities, Gross unrealized losses	16	4
Other Mortgage-Backed Securities [Member] | Agency Commercial Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized losses, Total	96
Held-to-maturity Securities, Gross unrealized losses	$ 114	$ 44

Securities - Additional Informa

Securities - Additional Information (Detail) $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)loanposition	Dec. 31, 2017USD ($)
Schedule of Available-for-sale Securities [Line Items]
Pledged available for sale and held-to-maturity securities	$ 9,000
Collateralized Mortgage Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized losses	$ 478	$ 335
Number of fixed rate collateralized mortgage obligations | loan	457
Weighted-average maturity collateralized mortgage, in years	4 years 6 months 15 days
Residential Mortgage Backed Securities [Member] | Agency residential mortgage-backed securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized losses	$ 37	20
Number of other mortgage-backed securities positions | position	262
Weighted-average maturity mortgage-backed securities, in years	3 years 11 months 1 day
Commercial Mortgage [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized losses		$ 66
Commercial Mortgage [Member] | Agency residential mortgage-backed securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized losses	$ 96
Number of other mortgage-backed securities positions | position	14
Weighted-average maturity mortgage-backed securities, in years	4 years 1 month 13 days

Securities - Cumulative Credit

Securities - Cumulative Credit Portion of Impairments on Debt Securities (Detail) $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)
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	Mar. 31, 2018	Dec. 31, 2017
Investments, Debt and Equity Securities [Abstract]
Amortized Cost of Securities Available for sale, Due in one year or less	$ 132
Amortized Cost of Securities Available for sale, Due after one through five years	12,901
Amortized Cost of Securities Available for sale, Due after five through ten years	5,446
Amortized Cost of Securities Available for sale, Due after ten years	13
Total Amortized Cost of Securities Available for sale	18,492
Fair Value of Securities Available for sale, Due in one year or less	132
Fair Value of Securities Available for sale, Due after one through five years	12,459
Fair Value of Securities Available for sale, Due after five through ten years	5,284
Fair Value of Securities Available for sale, Due after ten years	13
Total Fair Value of Securities Available for sale	17,888	$ 18,139
Amortized Cost of Held-to-Maturity Securities, Due in one year or less	47
Amortized Cost of Held-to-Maturity Securities, Due after one through five years	6,262
Amortized Cost of Held-to-Maturity Securities, Due after five through ten years	5,620
Amortized Cost of Held-to-Maturity Securities, Due after ten years	260
Held to maturities, Amortized Cost	12,189	11,830
Fair Value of Held-to-Maturity Securities, Due in one year or less	46
Fair Value of Held-to-Maturity Securities, Due after one through five years	6,059
Fair Value of Held-to-Maturity Securities, Due after five through ten years	5,388
Fair Value of Held-to-Maturity Securities, Due after ten years	236
Total Fair Value of Held-to-Maturity Securities	$ 11,729	$ 11,565

Derivatives and Hedging Activ75

Derivatives and Hedging Activities - Additional Information (Detail) $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)derivativerating	Dec. 31, 2017USD ($)
Credit Derivatives [Line Items]
Derivative assets after effects of bilateral collateral and master netting agreements	$ 28
Derivative liabilities after effects of bilateral collateral and master netting agreements	4
Derivative assets not designated as hedging instruments after effects of bilateral collateral and master netting agreements, and a reserve for potential future losses	603
Derivative liabilities not designated as hedging instruments after effects of bilateral collateral and master netting agreements, and a reserve for potential future losses	371
Reclassify of after-tax net losses on derivative instruments from AOCI	$ 55
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	10 years
Other Comprehensive income unrealized gain on derivatives arising during period net of tax	$ 37
Cash collateral netted against derivative assets	(105)	$ (23)
Collateral netted against derivative liabilities	171	150
Gross exposure on derivatives, after taking into account the effects of bilateral collateral and master netting agreements	103
Net exposure on derivatives, after taking into account, the effects of bilateral collateral and master netting agreements	192
Over-collateralization on derivatives to broker-dealers and banks, after the application of master netting agreements and collateral	181
Additional collateral held in the form of securities	11
Default reserve associated with uncollateralized contracts	4
Gross exposure on derivatives after taking into account effects of master netting agreements	515
Net exposure on derivatives with clients after application of master netting agreements collateral and related reserve	439
Banking Subsidiary [Member]
Credit Derivatives [Line Items]
Net liability position totaled	235
Derivative assets included in net liability position	189
Derivative liabilities included in net liability position	424
Cash and securities collateral posted	$ 228
Number of credit risk derivatives held | derivative	0
Additional collateral amount	$ 1	0
Banking Subsidiary [Member] | Unsecured Debt [Member]
Credit Derivatives [Line Items]
Number of ratings above noninvestment | rating	4
Banking Subsidiary [Member] | Maximum [Member] | Unsecured Debt [Member]
Credit Derivatives [Line Items]
Payments to terminate contracts (less than for the $1 million)	$ 3	$ 12

Derivatives and Hedging Activ76

Derivatives and Hedging Activities - Fair Values, Volume of Activity and Gain (Loss) Information Related to Derivative Instruments (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Derivatives, Fair Value [Line Items]
Notional Amount	$ 105,777	$ 100,193
Derivative Assets, Netting adjustments	(207)	(443)
Derivative Assets, net	629	664
Derivative Liabilities, Netting adjustments	(483)	(616)
Derivative Liabilities, net	306	207
Derivatives Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	28,187	26,478
Derivative Assets	40	82
Derivative Liabilities	6	50
Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	77,590	73,715
Derivative Assets	798	1,030
Derivative Liabilities	852	857
Interest Rate [Member] | Derivatives Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	27,906	26,176
Derivative Assets	39	81
Derivative Liabilities	2	46
Interest Rate [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	64,935	61,390
Derivative Assets	326	641
Derivative Liabilities	386	474
Foreign Exchange [Member] | Derivatives Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	281	302
Derivative Assets	1	1
Derivative Liabilities	4	4
Foreign Exchange [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	8,458	8,317
Derivative Assets	121	129
Derivative Liabilities	111	120
Commodity [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	1,902	1,687
Derivative Assets	345	255
Derivative Liabilities	334	246
Credit [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	351	315
Derivative Assets	0	1
Derivative Liabilities	3	4
Other [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	1,944	2,006
Derivative Assets	6	4
Derivative Liabilities	18	13
Net Derivatives [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	105,777	100,193
Derivative Assets, net	631	669
Derivative Liabilities, net	375	291
Counterparty And Cash Collateral Netting [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	0	0
Derivative Assets, net	(2)	(5)
Derivative Liabilities, net	$ (69)	$ (84)

Derivatives and Hedging Activ77

Derivatives and Hedging Activities - Cumulative Basis Adjustments on Fair Value Hedges (Detail) - Long-term Debt [Member] - Interest Rate [Member] $ in Millions	Mar. 31, 2018USD ($)
Derivatives, Fair Value [Line Items]
Carrying amount of hedged item	$ 9,106
Hedge accounting basis adjustment	(82)
Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Hedge accounting basis adjustment	$ (11)

Derivatives and Hedging Activ78

Derivatives and Hedging Activities - Effect of Fair Value and Cash Flow Hedges on Income (Details) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2018	Mar. 31, 2017
Derivative Instruments, Gain (Loss) [Line Items]
Interest expense — Long-term debt		$ (92)	$ (68)
Interest income — Loans		940	877
Other income	[1]	21	32
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Realized gains (losses) (pre-tax) reclassified from AOCI into net income		(3)	14
Gains (losses) (before tax) recognized in income for hedge ineffectiveness		0	0
Other Income [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Realized gains (losses) (pre-tax) reclassified from AOCI into net income		0
Other Income [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Gains (losses) (before tax) recognized in income for hedge ineffectiveness			0
Interest Rate [Member] | Interest Expense [Member] | Fair Value Hedging [Member]
Gain (Loss) on Fair Value Hedges Recognized in Earnings [Abstract]
Recognized on hedged items		71	0
Recognized on derivatives designated as hedging instruments		(69)	18
Net income (expense) recognized on fair value hedges		2	18
Interest Rate [Member] | Interest Expense [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Realized gains (losses) (pre-tax) reclassified from AOCI into net income		(1)	(1)
Gains (losses) (before tax) recognized in income for hedge ineffectiveness		0	0
Net income (expense) recognized on cash flow hedges		(1)	(1)
Interest Rate [Member] | Interest Income [Member] | Fair Value Hedging [Member]
Gain (Loss) on Fair Value Hedges Recognized in Earnings [Abstract]
Recognized on hedged items		0	0
Recognized on derivatives designated as hedging instruments		0	0
Net income (expense) recognized on fair value hedges		0	0
Interest Rate [Member] | Interest Income [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Realized gains (losses) (pre-tax) reclassified from AOCI into net income		(2)	15
Gains (losses) (before tax) recognized in income for hedge ineffectiveness		0	0
Net income (expense) recognized on cash flow hedges		(2)	15
Interest Rate [Member] | Other Income [Member] | Fair Value Hedging [Member]
Gain (Loss) on Fair Value Hedges Recognized in Earnings [Abstract]
Recognized on hedged items		0	35
Recognized on derivatives designated as hedging instruments		0	(35)
Net income (expense) recognized on fair value hedges		0	0
Interest Rate [Member] | Other Income [Member] | Cash Flow Hedging [Member]
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]
Realized gains (losses) (pre-tax) reclassified from AOCI into net income		0	0
Gains (losses) (before tax) recognized in income for hedge ineffectiveness			0
Net income (expense) recognized on cash flow hedges		$ 0	$ 0
[1]	For the three months ended March 31, 2018, net securities gains totaled less than $1 million. For the three months ended March 31, 2017, net securities gains totaled $1 million. For the three months ended March 31, 2018, and March 31, 2017, we did not have any impairment losses related to securities.

Derivatives and Hedging Activ79

Derivatives and Hedging Activities - Derivative Instrument Cash Flow Hedge Earning Recognized by Income Statement Location (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI	$ (86)	$ (25)
Net Gains (Losses) Reclassified From OCI Into Income(a)	(3)	14
Gains (losses) (before tax) recognized in income for hedge ineffectiveness	0	0
Interest Income [Member] | Interest Rate [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI	(88)	(22)
Net Gains (Losses) Reclassified From OCI Into Income(a)	(2)	15
Gains (losses) (before tax) recognized in income for hedge ineffectiveness	0	0
Interest Expense [Member] | Interest Rate [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI	2	0
Net Gains (Losses) Reclassified From OCI Into Income(a)	(1)	(1)
Gains (losses) (before tax) recognized in income for hedge ineffectiveness	0	0
Other Income [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Reclassified From OCI Into Income(a)	0
Other Income [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Gains (losses) (before tax) recognized in income for hedge ineffectiveness		0
Other Income [Member] | Interest Rate [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Reclassified From OCI Into Income(a)	0	0
Gains (losses) (before tax) recognized in income for hedge ineffectiveness		0
Other Income [Member] | Foreign Exchange [Member] | Net Investment Hedges [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI	0	(3)
Net Gains (Losses) Reclassified From OCI Into Income(a)		0
Gains (losses) (before tax) recognized in income for hedge ineffectiveness	$ 0	$ 0

Derivatives and Hedging Activ80

Derivatives and Hedging Activities - Pre-Tax Net Gains (Losses) on Derivatives Not Designated as Hedging Instruments (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	$ 18	$ 12
Interest Rate [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	11	5
Foreign Exchange [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	11	11
Commodity [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	3	2
Credit [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	(3)	(4)
Other Credit Derivatives [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	(4)	(2)
Corporate Services Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	25	20
Corporate Services Income [Member] | Interest Rate [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	9	6
Corporate Services Income [Member] | Foreign Exchange [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	11	11
Corporate Services Income [Member] | Commodity [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	3	2
Corporate Services Income [Member] | Credit [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	2	1
Corporate Services Income [Member] | Other Credit Derivatives [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	0	0
Consumer Mortgage Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	0	(1)
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)	0	(1)
Other Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	(7)	(7)
Other Income [Member] | Interest Rate [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	2	(1)
Other Income [Member] | Foreign Exchange [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	0	0
Other Income [Member] | Commodity [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	0	0
Other Income [Member] | Credit [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	(5)	(5)
Other Income [Member] | Other Credit Derivatives [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gains (losses)	$ (4)	$ (1)

Derivatives and Hedging Activ81

Derivatives and Hedging Activities - Fair Value of Derivative Assets by Type (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Credit Derivatives [Line Items]
Derivative assets before collateral	$ 526	$ 646
Less: Related collateral	(105)	(23)
Total derivative assets	631	669
Interest Rate [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	241	401
Foreign Exchange [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	74	77
Commodity [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	205	163
Credit [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	0	1
Other [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	$ 6	$ 4

Derivatives and Hedging Activ82

Derivatives and Hedging Activities - Fair Value of Credit Derivatives Purchased and Sold (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Credit Derivatives [Line Items]
Purchased	$ (2)	$ (3)
Sold	(1)	0
Net	(3)	(3)
Single Name Credit Default Swaps [Member]
Credit Derivatives [Line Items]
Purchased	(1)	(1)
Sold	0	0
Net	(1)	(1)
Traded Credit Default Swap Indices [Member]
Credit Derivatives [Line Items]
Purchased	(1)	(2)
Sold	0	0
Net	(1)	(2)
Other [Member]
Credit Derivatives [Line Items]
Purchased	0	0
Sold	(1)	0
Net	$ (1)	$ 0

Derivatives and Hedging Activ83

Derivatives and Hedging Activities - Credit Derivatives Sold and Held (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Credit Derivatives [Line Items]
Notional Amount	$ 33		$ 15
Average Term (Years)	0 years
Payment / Performance Risk	0.00%		0.00%
Other [Member]
Credit Derivatives [Line Items]
Notional Amount	$ 33		$ 15
Average Term (Years)	11 years 26 days	3 years 29 days
Payment / Performance Risk	7.20%		6.64%

Derivatives and Hedging Activ84

Derivatives and Hedging Activities - Credit Risk Contingent Feature (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	$ 11
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	2
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	$ 2

Mortgage Servicing Assets - Cha

Mortgage Servicing Assets - Changes in Carrying Amount of Mortgage Servicing Assets (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Commercial Mortgage Backed Securities [Member]
Servicing Asset at Amortized Cost, Balance [Roll Forward]
Balance at beginning of period	$ 412	$ 356
Servicing retained from loan sales	27	28
Purchases	21	7
Amortization	(25)	(22)
Balance at end of period	435	369
Fair value at end of period	537	480
Residential Mortgage Backed Securities [Member]
Servicing Asset at Amortized Cost, Balance [Roll Forward]
Balance at beginning of period	31	28
Servicing retained from loan sales	2	2
Purchases	0	0
Amortization	(1)	(1)
Balance at end of period	32	29
Fair value at end of period	$ 42	$ 35

Mortgage Servicing Assets - Sch

Mortgage Servicing Assets - Schedule of Range and Weighted-Average of Significant Unobservable Inputs (Detail) - Discounted Cash Flow [Member] - USD ($)	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
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	2.17%	1.20%
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%	15.00%
Escrow earn rate	3.45%	3.20%
Servicing cost	$ 38,500,000,000	$ 38,500,000,000
Loan assumption rate	2.84%	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	1.18%	1.30%
Residual cash flows discount rate	8.99%	8.60%
Escrow earn rate	2.84%	2.60%
Servicing cost	$ 1,433,000,000	$ 1,342,000,000
Loan assumption rate	1.18%	1.25%
Percentage late	0.23%	0.31%
Residential Mortgage Backed Securities [Member] | Minimum [Member]
Servicing Assets at Fair Value [Line Items]
Expected defaults	8.50%	8.50%
Servicing cost	$ 76,000,000	$ 76,000,000
Prepayment speed	8.37%	7.68%
Residential Mortgage Backed Securities [Member] | Maximum [Member]
Servicing Assets at Fair Value [Line Items]
Expected defaults	11.00%	11.00%
Servicing cost	$ 4,385,000,000	$ 3,335,000,000
Prepayment speed	48.63%	19.68%
Residential Mortgage Backed Securities [Member] | Weighted Average [Member]
Servicing Assets at Fair Value [Line Items]
Expected defaults	8.54%	8.55%
Servicing cost	$ 83,050,000	$ 83,030,000
Prepayment speed	9.12%	9.24%

Mortgage Servicing Assets - Add

Mortgage Servicing Assets - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Commercial Mortgage Backed Securities [Member]
Servicing Assets at Fair Value [Line Items]
Contractual fee income from servicing commercial mortgage loans	$ 42	$ 38
Amortization of servicing commercial mortgage loans	25	22
Residential Mortgage Backed Securities [Member]
Servicing Assets at Fair Value [Line Items]
Contractual fee income from servicing commercial mortgage loans	3	3
Amortization of servicing commercial mortgage loans	$ 1	$ 1

Variable Interest Entities - Ad

Variable Interest Entities - Additional Information (Detail) - USD ($)	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Variable Interest Entity [Line Items]
Investments in operating partnerships	$ 231,000,000		$ 230,000,000
Liabilities related to investments in qualified affordable housing projects	4,000,000		4,000,000
Recurring [Member]
Variable Interest Entity [Line Items]
Fair value of indirect principal investments	134,000,000		144,000,000
Recurring [Member] | Principal Investments Indirect [Member]
Variable Interest Entity [Line Items]
Fair value of indirect principal investments	114,000,000		124,000,000
LIHTC Investments [Member]
Variable Interest Entity [Line Items]
Investments in operating partnerships	6,035,000,000		6,003,000,000
Liabilities related to investments in qualified affordable housing projects	2,938,000,000		2,943,000,000
Tax credit of investment	39,000,000
LIHTC Investments [Member] | Qualified affordable housing projects investment [Member]
Variable Interest Entity [Line Items]
Liabilities related to investments in qualified affordable housing projects	473,000,000		476,000,000
LIHTC Investments [Member] | Accrued Income And Other Assets [Member]
Variable Interest Entity [Line Items]
Investments in operating partnerships	1,300,000,000
LIHTC Investments [Member] | Investments [Member]
Variable Interest Entity [Line Items]
Amortization of investment	41,000,000	$ 40,000,000
Tax credit of investment	40,000,000
Guaranteed Funds [Member] | Investments [Member]
Variable Interest Entity [Line Items]
VIE, assets that can only be used to settle obligations			$ 4,000,000
VIE, liabilities	$ 0

Variable Interest Entities - S

Variable Interest Entities - Summary of Variable Interest Entities Information (Detail) - USD ($) $ in Millions	3 Months Ended	12 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Variable Interest Entity [Line Items]
Total Assets	$ 231	$ 230
Total Liabilities	4	4
LIHTC Investments [Member]
Variable Interest Entity [Line Items]
Total Assets	6,035	6,003
Total Liabilities	2,938	2,943
Maximum Exposure to Loss	1,559	1,561
KCC Indirect Investments [Member]
Variable Interest Entity [Line Items]
Total Assets	21,778	26,817
Total Liabilities	242	292
Maximum Exposure to Loss	$ 143	$ 153

Income Taxes - Additional Infor

Income Taxes - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Income Tax Contingency [Line Items]
Additional net investment tax credits	$ 13.6
Percent reduction to income tax provision	2.80%
Tax reform, income tax expense (benefit)	$ 161
Tax reform, low-income housing investments, income tax expense (benefit)	14
Tax reform, change in tax rate, income tax expense (benefit)	$ 147
Tax reform, change in enacted tax rate, percent	7.60%
Tax reform, reclassification from AOCI to retained earnings, tax effect	$ 141
Total income tax expense (benefit), rate	12.90%	22.40%
Combined federal and state statutory tax rate	23.70%		37.20%
Income tax benefit (as a percent)	5.50%	4.70%
Federal deferred tax asset	$ 363		$ 320
Valuation allowance	15
Key Corp [Member]
Income Tax Contingency [Line Items]
Unrecognized tax benefits	39
First Niagara Bank, N.A. [Member]
Income Tax Contingency [Line Items]
Allocated bad debt deductions	$ 92

Acquisition, Divestiture, and91

Acquisition, Divestiture, and Discontinued Operations - Additional Information (Detail) - USD ($) $ in Millions	Jun. 30, 2017	Jun. 29, 2017	Mar. 31, 2018	Sep. 30, 2017	Dec. 31, 2017	Oct. 02, 2017	Jul. 01, 2017
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Goodwill			$ 2,538		$ 2,538
Cain Brothers & Company, LLC. [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Intangible assets acquired						$ 30
Goodwill						$ 53
HelloWallet Holdings, LLC [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Intangible assets acquired							$ 12
Goodwill							$ 17
Key Merchant Services, LLC [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Intangible assets acquired	$ 95		85
Goodwill	$ 1
Business acquisition, percentage of coting interests acquired	51.00%
Business combination, percentage held before acquisition date		49.00%
Business combination, ownership percentage	100.00%
Exchange of First Niagara preferred stock for KeyCorp preferred stock		$ 74		$ 69
Business combination, noncash holding gain	$ 64			59
Business combination, estimated fair value of equity interest				5
Measurement-period adjustment, intangible assets				$ 10
Goodwill, subsequent recognition of deferred tax asset			2
Tax adjustment on previous fair value measurements			4
Discontinued Operations [Member] | Government Guaranteed Loans [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Loans included in divestiture			$ 1,300		$ 1,300

Securities Financing Activiti92

Securities Financing Activities - Summarized Securities Financing Agreements (Detail) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
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	0	0
Total	0	0
Repurchase agreements	(607)	(370)
Total	(607)	(370)
Federal Agency CMOs [Member]
Securities Financing Transaction [Line Items]
Assets pledged as collateral	520
Liabilities pledged as collateral	379
Gross Amounts Presented In Balance Sheets [Member]
Securities Financing Transaction [Line Items]
Reverse repurchase agreements	3	3
Total	3	3
Repurchase agreements	614	374
Total	614	374
Netting Adjustments [Member]
Securities Financing Transaction [Line Items]
Reverse repurchase agreements	(3)	(3)
Total	(3)	(3)
Repurchase agreements	(7)	(4)
Total	$ (7)	$ (4)

Employee Benefits - Additional

Employee Benefits - Additional Information (Detail) - benefit_plan	3 Months Ended
	Mar. 31, 2018	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
	Mar. 31, 2018	Mar. 31, 2017
Defined Benefit Plan Disclosure [Line Items]
Interest cost on PBO	$ 10	$ 12
Expected return on plan assets	(13)	(17)
Amortization of losses	4	4
Net pension/postretirement benefit cost	$ 1	$ (1)

Trust Preferred Securities Is95

Trust Preferred Securities Issued by Unconsolidated Subsidiaries - Summary of Trust Preferred Securities, Common Stock and Related Debentures (Detail) - USD ($) $ in Millions	3 Months Ended	12 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Common Stock	$ 1,257	$ 1,257
Debentures adjustments related to financial instrument hedging	47	55
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	2.435%
KeyCorp Capital II [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust Preferred Securities, Net of Discount	$ 102
Common Stock	4
Principal Amount of of Debentures, Net of Discount	$ 106
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	$ 132
Common Stock	4
Principal Amount of of Debentures, Net of Discount	$ 136
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	3.32%
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	3.435%
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	3.053%
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	4.392%
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	4.392%
Business Trusts [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust Preferred Securities, Net of Discount	$ 455	463
Common Stock	17	17
Principal Amount of of Debentures, Net of Discount	$ 472	$ 480
Interest Rate of Trust Preferred Securities and Debentures	5.128%	4.977%
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 Gu96

Contingent Liabilities and Guarantees - Guarantees (Detail) $ in Millions	Mar. 31, 2018USD ($)
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	$ 10,083
Liability Recorded	158
Written Put Options [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	2,357
Liability Recorded	73
Standby Letters of Credit [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	2,996
Liability Recorded	70
Recourse Agreement with FNMA [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	3,365
Liability Recorded	6
Residential Mortgage Reserve [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	1,362
Liability Recorded	6
Return Guarantee Agreement with LIHTC Investors [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	3
Liability Recorded	$ 3

Contingent Liabilities and Gu97

Contingent Liabilities and Guarantees - Additional Information (Detail) $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)
Commitments Contingencies And Guarantees [Line Items]
Default guarantees, value	$ 158
Written Put Options [Member]
Commitments Contingencies And Guarantees [Line Items]
Default guarantees, value	$ 73
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	$ 70
Recourse Agreement with FNMA [Member]
Commitments Contingencies And Guarantees [Line Items]
Weighted-average remaining term for outstanding commercial mortgage loans in years	7 years 10 months 24 days
Unpaid principal balance outstanding of loans sold	$ 11,900
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	$ 4,500
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	$ 6
Default guarantees, value	$ 6
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 Comprehensi98

Accumulated Other Comprehensive Income - Changes in AOCI (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	$ 15,025
Other comprehensive income before reclassification, net of income taxes	(217)	$ (7)
Amounts reclassified from accumulated other comprehensive income, net of income taxes	5	(6)
Total other comprehensive income (loss), net of tax	(212)	(13)
Ending Balance	14,946
Unrealized Gains (Losses) on Securities Available for Sale [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	(311)	(185)
Other comprehensive income before reclassification, net of income taxes	(150)	6
Amounts reclassified from accumulated other comprehensive income, net of income taxes	0	0
Total other comprehensive income (loss), net of tax	(150)	6
Ending Balance	(461)	(179)
Unrealized Gains (Losses) on Derivative Financial Instruments [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	(86)	(14)
Other comprehensive income before reclassification, net of income taxes	(65)	(15)
Amounts reclassified from accumulated other comprehensive income, net of income taxes	2	(9)
Total other comprehensive income (loss), net of tax	(63)	(24)
Ending Balance	(149)	(38)
Foreign Currency Translation Adjustment [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	9	(3)
Other comprehensive income before reclassification, net of income taxes	(2)	1
Amounts reclassified from accumulated other comprehensive income, net of income taxes	0	0
Total other comprehensive income (loss), net of tax	(2)	1
Ending Balance	7	(2)
Net Pension and Postretirement Benefit Costs [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	(391)	(339)
Other comprehensive income before reclassification, net of income taxes	0	1
Amounts reclassified from accumulated other comprehensive income, net of income taxes	3	3
Total other comprehensive income (loss), net of tax	3	4
Ending Balance	(388)	(335)
AOCI Attributable to Parent [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	(779)	(541)
Total other comprehensive income (loss), net of tax	(212)	(13)
Ending Balance	$ (991)	$ (554)

Accumulated Other Comprehensi99

Accumulated Other Comprehensive Income - Reclassifications Out of AOCI (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Interest income — Loans	$ 940	$ 877
Interest expense — Long-term debt	(92)	(68)
Income (loss) from continuing operations before income taxes	486	430
Income taxes	62	94
Personnel expense	594	556
INCOME (LOSS) FROM CONTINUING OPERATIONS	416	325
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	(3)	14
Income taxes	(1)	5
INCOME (LOSS) FROM CONTINUING OPERATIONS	(2)	9
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	(2)	15
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)	(4)
Income taxes	(1)	(1)
INCOME (LOSS) FROM CONTINUING OPERATIONS	(3)	(3)
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)

Shareholders' Equity - Addition

Shareholders' Equity - Additional Information (Detail)	3 Months Ended
	Jun. 30, 2018$ / shares	Mar. 31, 2018USD ($)$ / sharesshares	Mar. 31, 2017USD ($)$ / shares	Dec. 31, 2017shares
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Repurchase of common shares | $		$ 156,000,000	$ 107,000,000
Cash dividends declared on common shares (in usd per share)		$ 0.105	$ 0.085
Depository Shares, Series D [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Shares issued | $		$ 525,000,000
Series D Preferred Stock [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Dividend payable per share		$ 12.50
Preferred stock, par value (in usd per share)		1
Preferred stock, liquidation preference (in usd per share)		$ 25,000
Preferred stock, shares authorized (in shares) | shares		21,000		21,000
Preferred stock, shares outstanding (in shares) | shares		21,000		21,000
Depository receipt ratio		0.04
Depository Shares, Series E [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Shares issued | $		$ 500,000,000
Series E Preferred Stock [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Dividend payable per share		$ 0.382813
Preferred stock, par value (in usd per share)		1
Preferred stock, liquidation preference (in usd per share)		$ 1,000
Preferred stock, shares authorized (in shares) | shares		500,000		500,000
Preferred stock, shares outstanding (in shares) | shares		500,000		500,000
Depository receipt ratio		0.025
2017 Capital Plan [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Authorized amount of share repurchases | $		$ 800,000,000
Common shares repurchased, value | $		199,000,000
Repurchase of common shares | $		156,000,000
Employee equity compensation program Common Share repurchases | $		$ 43,000,000
Cash dividends declared on common shares (in usd per share)		$ 0.105
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	$ 0.120

Line of Business Results - Addi

Line of Business Results - Additional Information (Detail)	3 Months Ended	12 Months Ended
	Mar. 31, 2018industry_sectorBranch	Dec. 31, 2017
Segment Reporting [Abstract]
Number of state branch network | Branch	15
Number of business units | industry_sector	7
Federal income tax rate	21.00%	35.00%
State income tax rate	2.70%	2.20%

Line of Business Results - Fina

Line of Business Results - Financial Information of Business Groups (Detail) $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)employee	Mar. 31, 2017USD ($)employee
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 952	$ 929
Noninterest income	601	577
Total revenue (TE)	1,553	1,506
Provision for credit losses	61	63
Depreciation and amortization expense	103	93
Other noninterest expense	903	920
Income (loss) from continuing operations before income taxes	486	430
Allocated income taxes and TE adjustments	70	105
INCOME (LOSS) FROM CONTINUING OPERATIONS	416	325
Income (loss) from discontinued operations, net of taxes	2	0
NET INCOME (LOSS)	418	325
Less: Net income (loss) attributable to noncontrolling interests	0	1
NET INCOME (LOSS) ATTRIBUTABLE TO KEY	418	324
AVERAGE BALANCES
Loans and leases	86,927	86,133
Total assets	134,915	132,741
Deposits	102,556	102,078
OTHER FINANCIAL DATA
Net loan charge-offs	$ 54	$ 58
Return on average allocated equity	11.33%	8.65%
Return on average allocated equity	11.39%	8.65%
Average full-time equivalent employees | employee	18,540	18,386
Operating Segments [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 946	$ 928
Noninterest income	608	584
Total revenue (TE)	1,554	1,512
Provision for credit losses	60	63
Depreciation and amortization expense	63	49
Other noninterest expense	928	891
Income (loss) from continuing operations before income taxes	503	509
Allocated income taxes and TE adjustments	81	159
INCOME (LOSS) FROM CONTINUING OPERATIONS	422	350
Income (loss) from discontinued operations, net of taxes	0	0
NET INCOME (LOSS)	422	350
Less: Net income (loss) attributable to noncontrolling interests	0	2
NET INCOME (LOSS) ATTRIBUTABLE TO KEY	422	348
AVERAGE BALANCES
Loans and leases	86,933	86,101
Total assets	134,483	131,736
Deposits	102,478	102,180
OTHER FINANCIAL DATA
Net loan charge-offs	$ 54	$ 58
Return on average allocated equity	21.94%	18.04%
Return on average allocated equity	21.94%	18.04%
Average full-time equivalent employees | employee	13,533	13,191
Operating Segments [Member] | Key Community Bank [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 688	$ 628
Noninterest income	285	277
Total revenue (TE)	973	905
Provision for credit losses	48	46
Depreciation and amortization expense	29	28
Other noninterest expense	639	597
Income (loss) from continuing operations before income taxes	257	234
Allocated income taxes and TE adjustments	61	87
INCOME (LOSS) FROM CONTINUING OPERATIONS	196	147
Income (loss) from discontinued operations, net of taxes	0	0
NET INCOME (LOSS)	196	147
Less: Net income (loss) attributable to noncontrolling interests	0	0
NET INCOME (LOSS) ATTRIBUTABLE TO KEY	196	147
AVERAGE BALANCES
Loans and leases	47,680	47,085
Total assets	51,681	51,063
Deposits	79,945	79,148
OTHER FINANCIAL DATA
Net loan charge-offs	$ 42	$ 43
Return on average allocated equity	16.48%	12.56%
Return on average allocated equity	16.48%	12.56%
Average full-time equivalent employees | employee	10,988	10,804
Operating Segments [Member] | Key Corporate Bank [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 272	$ 304
Noninterest income	287	274
Total revenue (TE)	559	578
Provision for credit losses	14	18
Depreciation and amortization expense	33	20
Other noninterest expense	281	284
Income (loss) from continuing operations before income taxes	231	256
Allocated income taxes and TE adjustments	24	76
INCOME (LOSS) FROM CONTINUING OPERATIONS	207	180
Income (loss) from discontinued operations, net of taxes	0	0
NET INCOME (LOSS)	207	180
Less: Net income (loss) attributable to noncontrolling interests	0	0
NET INCOME (LOSS) ATTRIBUTABLE TO KEY	207	180
AVERAGE BALANCES
Loans and leases	38,260	37,688
Total assets	45,549	44,124
Deposits	20,815	21,002
OTHER FINANCIAL DATA
Net loan charge-offs	$ 11	$ 14
Return on average allocated equity	29.46%	24.94%
Return on average allocated equity	29.46%	24.94%
Average full-time equivalent employees | employee	2,543	2,384
Operating Segments [Member] | Other Segments [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ (14)	$ (4)
Noninterest income	36	33
Total revenue (TE)	22	29
Provision for credit losses	(2)	(1)
Depreciation and amortization expense	1	1
Other noninterest expense	8	10
Income (loss) from continuing operations before income taxes	15	19
Allocated income taxes and TE adjustments	(4)	(4)
INCOME (LOSS) FROM CONTINUING OPERATIONS	19	23
Income (loss) from discontinued operations, net of taxes	0	0
NET INCOME (LOSS)	19	23
Less: Net income (loss) attributable to noncontrolling interests	0	2
NET INCOME (LOSS) ATTRIBUTABLE TO KEY	19	21
AVERAGE BALANCES
Loans and leases	993	1,328
Total assets	37,253	36,549
Deposits	1,718	2,030
OTHER FINANCIAL DATA
Net loan charge-offs	$ 1	$ 1
Return on average allocated equity	59.27%	55.66%
Return on average allocated equity	59.27%	55.66%
Average full-time equivalent employees | employee	2	3
Segment Reconciling Items [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 6	$ 1
Noninterest income	(7)	(7)
Total revenue (TE)	(1)	(6)
Provision for credit losses	1	0
Depreciation and amortization expense	40	44
Other noninterest expense	(25)	29
Income (loss) from continuing operations before income taxes	(17)	(79)
Allocated income taxes and TE adjustments	(11)	(54)
INCOME (LOSS) FROM CONTINUING OPERATIONS	(6)	(25)
Income (loss) from discontinued operations, net of taxes	2	0
NET INCOME (LOSS)	(4)	(25)
Less: Net income (loss) attributable to noncontrolling interests	0	(1)
NET INCOME (LOSS) ATTRIBUTABLE TO KEY	(4)	(24)
AVERAGE BALANCES
Loans and leases	(6)	32
Total assets	432	1,005
Deposits	78	(102)
OTHER FINANCIAL DATA
Net loan charge-offs	$ 0	$ 0
Return on average allocated equity	(0.34%)	(1.32%)
Return on average allocated equity	(0.23%)	(1.32%)
Average full-time equivalent employees | employee	5,007	5,195

Revenue from Contracts with 103

Revenue from Contracts with Customers (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	$ 320
Noninterest income	601	$ 577
Contract assets	0
Contract liabilities	0
Trust And Investment Services [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	119
Investment Banking And Debt Placement [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	47
Service Charges On Deposit Accounts [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	89
Cards And Payments [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	60
Other Noninterest Income [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	5
Noninterest income	252
Operating Segments [Member]
Disaggregation of Revenue [Line Items]
Noninterest income	608	584
Operating Segments [Member] | Community Banking [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	218
Noninterest income	285	277
Operating Segments [Member] | Community Banking [Member] | Trust And Investment Services [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	103
Operating Segments [Member] | Community Banking [Member] | Investment Banking And Debt Placement [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	0
Operating Segments [Member] | Community Banking [Member] | Service Charges On Deposit Accounts [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	76
Operating Segments [Member] | Community Banking [Member] | Cards And Payments [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	34
Operating Segments [Member] | Community Banking [Member] | Other Noninterest Income [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	5
Operating Segments [Member] | Key Corporate Bank [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	102
Noninterest income	287	$ 274
Operating Segments [Member] | Key Corporate Bank [Member] | Trust And Investment Services [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	16
Operating Segments [Member] | Key Corporate Bank [Member] | Investment Banking And Debt Placement [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	47
Operating Segments [Member] | Key Corporate Bank [Member] | Service Charges On Deposit Accounts [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	13
Operating Segments [Member] | Key Corporate Bank [Member] | Cards And Payments [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	26
Operating Segments [Member] | Key Corporate Bank [Member] | Other Noninterest Income [Member]
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	$ 0