KeyCorp (KEY) 10-Q 5 May 16 2016 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	3 Months Ended
	Mar. 31, 2016	May. 02, 2016
Document And Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Mar. 31, 2016
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q1
Trading Symbol	KEY
Entity Registrant Name	KEYCORP /NEW/
Entity Central Index Key	91,576
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		842,372,999

Consolidated Balance Sheets

Consolidated Balance Sheets - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
ASSETS
Cash and due from banks	$ 474	$ 607	$ 506
Short-term investments	5,436	2,707	3,378
Trading account assets	765	788	789
Securities available for sale	14,304	14,218	13,120
Held-to-maturity securities (fair value: $5,031, $4,848, and $5,003)	5,003	4,897	5,005
Other investments	643	655	730
Loans, net of unearned income of $623, $646, and $665	60,438	59,876	57,953
Less: Allowance for loan and lease losses	826	796	794
Net loans	59,612	59,080	57,159
Loans held for sale	684	639	1,649
Premises and equipment	750	779	806
Operating lease assets	362	340	306
Goodwill	1,060	1,060	1,057
Other intangible assets	57	65	92
Corporate-owned life insurance	3,557	3,541	3,488
Derivative assets	1,065	619	731
Accrued income and other assets	2,849	3,292	3,142
Discontinued assets (including $3, $4, and $187 million of portfolio loans at fair value, see Note 11)	1,781	1,846	2,246
Total assets	98,402	95,133	94,204
Deposits in domestic offices:
NOW and money market deposit accounts	38,946	37,089	35,623
Savings deposits	2,385	2,341	2,413
Certificates of deposit ($100,000 or more)	3,095	2,392	1,982
Other time deposits	3,259	3,127	3,182
Total interest-bearing deposits	47,685	44,949	43,200
Noninterest-bearing deposits	25,697	26,097	27,948
Deposits in foreign office - interest-bearing			474
Total deposits	73,382	71,046	71,622
Federal funds purchased and securities sold under repurchase agreements	374	372	517
Bank notes and other short-term borrowings	615	533	608
Derivative liabilities	790	632	825
Accrued expense and other liabilities	1,410	1,605	1,308
Long-term debt	10,760	10,186	8,711
Total liabilities	87,331	84,374	83,591
EQUITY
Common shares, $1 par value; authorized 1,400,000,000 shares; issued 1,016,969,905, 1,016,969,905, and 1,016,969,905 shares	1,017	1,017	1,017
Capital surplus	3,818	3,922	3,910
Retained earnings	9,042	8,922	8,445
Treasury stock, at cost (174,680,274, 181,218,648, and 166,049,974 shares)	(2,888)	(3,000)	(2,780)
Accumulated other comprehensive income (loss)	(213)	(405)	(279)
Key shareholders' equity	11,066	10,746	10,603
Noncontrolling interests	5	13	10
Total equity	11,071	10,759	10,613
Total liabilities and equity	98,402	95,133	94,204
Series A Preferred Stock [Member]
EQUITY
Preferred stock, $1 par value, authorized 25,000,000 shares: 7.75% Noncumulative Perpetual Convertible Preferred Stock, Series A, $100 liquidation preference; authorized 7,475,000 shares; issued 2,900,234, 2,900,234, and 2,900,234 shares	$ 290	$ 290	$ 290

Consolidated Balance Sheets (Pa

Consolidated Balance Sheets (Parenthetical) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Held-to-maturity securities, fair value	$ 5,031	$ 4,848	$ 5,003
Unearned income on loans	623	646	665
Loan securitization trust VIEs	3	4	187
Aggregate amount of certificates of deposit, denominations	$ 100,000	$ 100,000	$ 100,000
Preferred stock, par value	$ 1	$ 1	$ 1
Preferred stock, shares authorized	25,000,000	25,000,000	25,000,000
Common shares, par value	$ 1	$ 1	$ 1
Common shares, shares authorized	1,400,000,000	1,400,000,000	1,400,000,000
Common shares, shares issued	1,016,969,905	1,016,969,905	1,016,969,905
Treasury stock, shares	174,680,274	181,218,648	166,049,974
Series A Preferred Stock [Member]
Preferred stock, liquidation preference	$ 100	$ 100	$ 100
Preferred stock, shares authorized	7,475,000	7,475,000	7,475,000
Preferred stock, shares issued, Total	2,900,234	2,900,234	2,900,234
Preferred stock, dividend rate	7.75%	7.75%	7.75%

Consolidated Statements of Inco

Consolidated Statements of Income (Unaudited) - USD ($) shares in Thousands, $ in Millions		3 Months Ended
		Mar. 31, 2016	Mar. 31, 2015
INTEREST INCOME
Loans		$ 562	$ 523
Loans held for sale		8	7
Securities available for sale		75	70
Held-to-maturity securities		24	24
Trading account assets		7	5
Short-term investments		4	2
Other investments		3	5
Total interest income		683	636
INTEREST EXPENSE
Deposits		31	26
Bank notes and other short-term borrowings		2	2
Long-term debt		46	37
Total interest expense		79	65
NET INTEREST INCOME		604	571
Provision for credit losses		89	35
Net interest income after provision for credit losses		515	536
NONINTEREST INCOME
Trust and investment services income		109	109
Investment banking and debt placement fees		71	68
Service charges on deposit accounts		65	61
Operating lease income and other leasing gains		17	19
Corporate services income		50	43
Cards and payments income		46	42
Corporate-owned life insurance income		28	31
Consumer mortgage income		2	3
Mortgage servicing fees		12	13
Net gains (losses) from principal investing			29
Other income	[1]	31	19
Total noninterest income		431	437
NONINTEREST EXPENSE
Personnel		404	389
Net occupancy		61	65
Computer processing		43	38
Business services and professional fees		41	33
Equipment		21	22
Operating lease expense		13	11
Marketing		12	8
FDIC assessment		9	8
Intangible asset amortization		8	9
OREO expense, net		1	2
Other expense		90	84
Total noninterest expense		703	669
INCOME (LOSS) FROM CONTINUING OPERATIONS BEFORE INCOME TAXES		243	304
Income taxes		56	74
INCOME (LOSS) FROM CONTINUING OPERATIONS		187	230
Income (loss) from discontinued operations, net of taxes of $0 and $3 (see Note 11)		1	5
NET INCOME (LOSS)		188	235
Less: Net income (loss) attributable to noncontrolling interests			2
NET INCOME (LOSS) ATTRIBUTABLE TO KEY		188	233
Income (loss) from continuing operations attributable to Key common shareholders		182	222
Net income (loss) attributable to Key common shareholders		$ 183	$ 227
Per common share:
Income (loss) from continuing operations attributable to Key common shareholders		$ 0.22	$ 0.26
Income (loss) from discontinued operations, net of taxes			0.01
Net income (loss) attributable to Key common shareholders	[2]	0.22	0.27
Per common share - assuming dilution:
Income (loss) from continuing operations attributable to Key common shareholders		0.22	0.26
Income (loss) from discontinued operations, net of taxes			0.01
Net income (loss) attributable to Key common shareholders	[2]	0.22	0.26
Cash dividends declared per common share		$ 0.075	$ 0.065
Weighted-average common shares outstanding (000)	[3]	827,381	848,580
Effect of convertible preferred stock		0	0
Effect of common share options and other stock awards	[3]	7,679	8,542
Weighted-average common shares and potential common shares outstanding (000)	[3],[4]	835,060	857,122
[1]	For the three months ended March 31, 2016, and March 31, 2015, net securities gains (losses) totaled less than $1 million. For the three months ended March 31, 2016, we did not have any impairment losses related to securities. For the three months ended March 31, 2015, impaired losses related to securities totaled less than $1 million.
[2]	EPS may not foot due to rounding.
[3]	For the three months ended March 31, 2016, weighted-average common shares outstanding, effect of common share options and other stock awards, and weighted-average common shares and potential common shares outstanding have been revised from our financial results reported on Form 8-K on April 21, 2016.
[4]	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 (Unaudited) (Parenthetical) - USD ($)	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Income Statement [Abstract]
Net securities gains (losses)	$ 1,000,000	$ 1,000,000
Impaired losses related to securities	$ 0	0
Net tax effect on income (loss) from discontinued operations		$ (1,000,000)

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Statement of Comprehensive Income [Abstract]
Net income (loss)	$ 188	$ 235
Other comprehensive income (loss), net of tax:
Net unrealized gains (losses) on securities available for sale, net of income taxes of $76 and $33	128	55
Net unrealized gains (losses) on derivative financial instruments, net of income taxes of $34 and $19	58	32
Foreign currency translation adjustments, net of income taxes of $3 and ($8)	5	(13)
Net pension and postretirement benefit costs, net of income taxes of $4 and $1	1	3
Total other comprehensive income (loss), net of tax	192	77
Comprehensive income (loss)	380	312
Less: Comprehensive income attributable to noncontrolling interests		2
Comprehensive income (loss) attributable to Key	$ 380	$ 310

Consolidated Statements of Com7

Consolidated Statements of Comprehensive Income (Unaudited) (Parenthetical) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Statement of Comprehensive Income [Abstract]
Income taxes effect on net unrealized (losses) gains on securities available for sale	$ 76	$ 33
Income taxes effect on net unrealized gains (losses) on derivative financial instruments	34	19
Income taxes effect on foreign currency translation adjustments	3	(8)
Income taxes effect on net pension and postretirement benefit costs	$ 4	$ 1

Consolidated Statements of Chan

Consolidated Statements of Changes in Equity (Unaudited) - USD ($) shares in Thousands, $ in Millions	Total	Preferred Stock [Member]	Preferred Stock [Member]Series A Preferred Stock [Member]	Common Stock [Member]	Common Stock [Member]Series A Preferred Stock [Member]	Capital Surplus [Member]	Retained Earnings [Member]	Retained Earnings [Member]Series A Preferred Stock [Member]	Treasury Stock, at Cost [Member]	Treasury Stock, at Cost [Member]Series A Preferred Stock [Member]	Accumulated Other Comprehensive Income (Loss) [Member]	Noncontrolling Interests [Member]
Beginning Balance at Dec. 31, 2014		$ 291		$ 1,017		$ 3,986	$ 8,273		$ (2,681)		$ (356)	$ 12
Beginning Balance, Preferred Shares at Dec. 31, 2014		2,905
Beginning Balance, Common Shares at Dec. 31, 2014				859,403
Net income (loss)	$ 235						233					2
Other comprehensive income (loss):
Net unrealized gains (losses) on securities available for sale, net of income taxes	55										55
Net unrealized gains (losses) on derivative financial instruments, net of income taxes	32										32
Foreign currency translation adjustments, net of income taxes	(13)										(13)
Net pension and postretirement benefit costs, net of income taxes	3										3
Deferred compensation						5
Cash dividends declared on common shares							(55)
Cash dividends declared on Noncumulative Series A Preferred Stock								$ (6)
Common shares repurchased, value									(197)
Common shares repurchased, shares				(14,087)
Series A Preferred Stock exchanged for common shares			$ (1)							$ 1
Series A Preferred Stock exchanged for common shares, Shares			(5)		33
Common shares reissued (returned) for stock options and other employee benefit plans						(81)			97
Common shares reissued (returned) for stock options and other employee benefit plans, shares				5,571
Net contribution from (distribution to) noncontrolling interests												(4)
Ending Balance at Mar. 31, 2015	10,613	$ 290		$ 1,017		3,910	8,445		(2,780)		(279)	10
Ending Balance, Preferred Shares at Mar. 31, 2015		2,900
Ending Balance, Common Shares at Mar. 31, 2015				850,920
Beginning Balance at Dec. 31, 2015	10,759	$ 290		$ 1,017		3,922	8,922		(3,000)		(405)	13
Beginning Balance, Preferred Shares at Dec. 31, 2015		2,900
Beginning Balance, Common Shares at Dec. 31, 2015				835,751
Net income (loss)	188						188
Other comprehensive income (loss):
Net unrealized gains (losses) on securities available for sale, net of income taxes	128										128
Net unrealized gains (losses) on derivative financial instruments, net of income taxes	58										58
Foreign currency translation adjustments, net of income taxes	5										5
Net pension and postretirement benefit costs, net of income taxes	1										1
Deferred compensation						(6)
Cash dividends declared on common shares							(63)
Cash dividends declared on Noncumulative Series A Preferred Stock								$ (5)
Common shares reissued (returned) for stock options and other employee benefit plans						(98)			112
Common shares reissued (returned) for stock options and other employee benefit plans, shares				6,539
Net contribution from (distribution to) noncontrolling interests												(8)
Ending Balance at Mar. 31, 2016	$ 11,071	$ 290		$ 1,017		$ 3,818	$ 9,042		$ (2,888)		$ (213)	$ 5
Ending Balance, Preferred Shares at Mar. 31, 2016		2,900
Ending Balance, Common Shares at Mar. 31, 2016				842,290

Consolidated Statements of Cha9

Consolidated Statements of Changes in Equity (Unaudited) (Parenthetical) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Income taxes effect on net unrealized (losses) gains on securities available for sale	$ 76	$ 33
Income taxes effect on net unrealized gains (losses) on derivative financial instruments	34	19
Income taxes effect on foreign currency translation adjustments	3	(8)
Income taxes effect on net pension and postretirement benefit costs	$ 4	$ 1
Cash dividends declared on common shares, per share	$ 0.075	$ 0.065
Retained Earnings [Member]
Cash dividends declared on common shares, per share	$ 0.075	$ 0.065
Accumulated Other Comprehensive Income (Loss) [Member]
Income taxes effect on net unrealized (losses) gains on securities available for sale	$ 76	$ 33
Income taxes effect on net unrealized gains (losses) on derivative financial instruments	34	19
Income taxes effect on foreign currency translation adjustments	3	(8)
Income taxes effect on net pension and postretirement benefit costs	$ 3	$ 1
Series A Preferred Stock [Member] | Retained Earnings [Member]
Cash dividends declared on Preferred Stock, per share	$ 1.9375	$ 1.9375

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
OPERATING ACTIVITIES
Net income (loss)	$ 188	$ 235
Adjustments to reconcile net income (loss) to net cash provided by (used in) operating activities:
Provision for credit losses	89	35
Depreciation, amortization and accretion expense, net	62	50
Increase in cash surrender value of corporate-owned life insurance	(25)	(25)
Stock-based compensation expense	19	13
FDIC reimbursement (payments), net of FDIC expense	1
Deferred income taxes (benefit)	50	50
Proceeds from sales of loans held for sale	1,110	1,225
Originations of loans held for sale, net of repayments	(1,153)	(2,109)
Net losses (gains) on sales of loans held for sale	(2)	(20)
Net losses (gains) from principal investing		(29)
Net losses (gains) and writedown on OREO	1
Net losses (gains) on leased equipment		(3)
Net losses (gains) on sales of fixed assets	1
Net decrease (increase) in trading account assets	23	(39)
Other operating activities, net	9	(485)
NET CASH PROVIDED BY (USED IN) OPERATING ACTIVITIES	373	(1,102)
INVESTING ACTIVITIES
Net decrease (increase) in short-term investments, excluding acquisitions	(2,729)	891
Purchases of securities available for sale	(610)	(403)
Proceeds from prepayments and maturities of securities available for sale	722	724
Proceeds from prepayments and maturities of held-to-maturity securities	251	266
Purchases of held-to-maturity securities	(358)	(257)
Purchases of other investments	(18)	(13)
Proceeds from sales of other investments	24	32
Proceeds from prepayments and maturities of other investments		4
Net decrease (increase) in loans, excluding acquisitions, sales and transfers	(663)	(727)
Proceeds from sales of portfolio loans	40	47
Proceeds from corporate-owned life insurance	9	15
Purchases of premises, equipment, and software	(8)	(3)
Proceeds from sales of OREO	3	6
NET CASH PROVIDED BY (USED IN) INVESTING ACTIVITIES	(3,337)	582
FINANCING ACTIVITIES
Net increase (decrease) in deposits, excluding acquisitions	2,336	(376)
Net increase (decrease) in short-term borrowings	84	127
Net proceeds from issuance of long-term debt	976	1,000
Payments on long-term debt	(498)	(129)
Repurchase of common shares		(197)
Net proceeds from reissuance of common shares	1	9
Cash dividends paid	(68)	(61)
NET CASH PROVIDED BY (USED IN) FINANCING ACTIVITIES	2,831	373
NET INCREASE (DECREASE) IN CASH AND DUE FROM BANKS	(133)	(147)
CASH AND DUE FROM BANKS AT BEGINNING OF PERIOD	607	653
CASH AND DUE FROM BANKS AT END OF PERIOD	474	506
Additional disclosures relative to cash flows:
Interest paid	108	98
Income taxes paid (refunded)	13	19
Noncash items:
Reduction of secured borrowing and related collateral	21	72
Loans transferred to held for sale from portfolio		10
Loans transferred to OREO	$ 4	$ 7

Basis of Presentation and Accou

Basis of Presentation and Accounting Policies	3 Months Ended
	Mar. 31, 2016
Accounting Policies [Abstract]
Basis of Presentation and Accounting Policies	1. Basis of Presentation and Accounting Policies As used in these Notes, references to “Key,” “we,” “our,” “us,” and similar terms refer to the consolidated entity consisting of KeyCorp and its subsidiaries. KeyCorp refers solely to the parent holding company, and KeyBank refers to KeyCorp’s subsidiary, KeyBank National Association. The acronyms and abbreviations identified below are used in the Notes to Consolidated Financial Statements (Unaudited) as well as in the Management’s Discussion & Analysis of Financial Condition & Results of Operations. You may find it helpful to refer back to this page as you read this report. References to our “2015 Form 10-K” refer to our Form 10-K for the year ended December 31, 2015, which was filed with the U.S. Securities and Exchange Commission and is available on its website ( www.sec.gov www.key.com/ir AICPA: American Institute of Certified Public Accountants. KCDC: Key Community Development Corporation. ALCO: Asset/Liability Management Committee. KEF: Key Equipment Finance. ALLL: Allowance for loan and lease losses. KPP: Key Principal Partners A/LM: Asset/liability management. KREEC: Key Real Estate Equity Capital, Inc. AOCI: Accumulated other comprehensive income (loss). LCR: Liquidity coverage ratio. APBO: Accumulated postretirement benefit obligation. LIBOR: London Interbank Offered Rate. Austin: Austin Capital Management, Ltd. LIHTC: Low-income housing tax credit. BHCs: Bank holding companies. Moody’s: Moody’s Investor Services, Inc. Board: KeyCorp Board of Directors. MRM: Market Risk Management group. CCAR: Comprehensive Capital Analysis and Review. N/A: Not applicable. CMBS: Commercial mortgage-backed securities. NASDAQ: The NASDAQ Stock Market LLC. CMO: Collateralized mortgage obligation. NAV: Net asset value. Common shares: KeyCorp common shares, $1 par value. N/M: Not meaningful. DIF: Deposit Insurance Fund of the FDIC. NOW: Negotiable Order of Withdrawal. Dodd-Frank Act: Dodd-Frank Wall Street Reform and NPR: Notice of proposed rulemaking. Consumer Protection Act of 2010. NYSE: New York Stock Exchange. EBITDA: Earnings before interest, taxes, depreciation, and OCC: Office of the Comptroller of the Currency. amortization. OCI: Other comprehensive income (loss). EPS: Earnings per share. OREO: Other real estate owned. ERM: Enterprise risk management. OTTI: Other-than-temporary impairment. EVE: Economic value of equity. PBO: Projected benefit obligation. FASB: Financial Accounting Standards Board. PCI: Purchased credit impaired. FDIC: Federal Deposit Insurance Corporation. S&P: Standard and Poor’s Ratings Services, a Division of The Federal Reserve: Board of Governors of the Federal Reserve McGraw-Hill Companies, Inc. System. SEC: U.S. Securities and Exchange Commission. FHLB: Federal Home Loan Bank of Cincinnati. Series A Preferred Stock: KeyCorp’s 7.750% Noncumulative FHLMC: Federal Home Loan Mortgage Corporation. Perpetual Convertible Preferred Stock, Series A. First Niagara: First Niagara Financial Group, Inc. SIFIs: Systemically important financial institutions, including (NASDAQ: FNFG). BHCs with total consolidated assets of at least $50 billion FNMA: Federal National Mortgage Association, or Fannie Mae. and nonbank financial companies designated by FSOC for FSOC: Financial Stability Oversight Council. supervision by the Federal Reserve. GAAP: U.S. generally accepted accounting principles. TDR: Troubled debt restructuring. GNMA: Government National Mortgage Association. TE: Taxable-equivalent. ISDA: International Swaps and Derivatives Association. U.S. Treasury: United States Department of the Treasury. KAHC: Key Affordable Housing Corporation. VaR: Value at risk. KBCM: KeyBanc Capital Markets, Inc. VEBA: Voluntary Employee Beneficiary Association. KCC: Key Capital Corporation. VIE: Variable interest entity. 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 impact 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% generally are carried at cost. 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 2015 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. Offsetting Derivative Positions In accordance with the applicable accounting guidance, we take into account the impact of bilateral collateral and master netting agreements that allow us to settle all derivative contracts held with a single counterparty on a net basis, and to offset the net derivative position with the related cash collateral when recognizing derivative assets and liabilities. Additional information regarding derivative offsetting is provided in Note 7 (“Derivatives and Hedging Activities”). Accounting Guidance Adopted in 2016 Business combinations. Fair value measurement. Cloud computing fees. Imputation of interest. Consolidation. Derivatives and hedging. Consolidation. Stock-based compensation. Accounting Guidance Pending Adoption at March 31, 2016 Stock-based compensation. Equity method investments. Derivatives and hedging. Derivatives and hedging. Extinguishment of liabilities. Leases. Financial instruments. Going concern. Revenue recognition.

Earnings Per Common Share

Earnings Per Common Share	3 Months Ended
	Mar. 31, 2016
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 incremental shares issued for the conversion of our convertible Series A Preferred Stock, 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. For diluted earnings per share, net income available to common shareholders can be affected by the conversion of our convertible Series A Preferred Stock. Where the effect of this conversion would be dilutive, net income available to common shareholders is adjusted by the amount of preferred dividends associated with our Series A Preferred Stock. Our basic and diluted earnings per common share are calculated as follows: Three months ended March 31, dollars in millions, except per share amounts 2016 2015 EARNINGS Income (loss) from continuing operations $ 187 $ 230 Less: Net income (loss) attributable to noncontrolling interests — 2 Income (loss) from continuing operations attributable to Key 187 228 Less: Dividends on Series A Preferred Stock 5 6 Income (loss) from continuing operations attributable to Key common shareholders 182 222 Income (loss) from discontinued operations, net of taxes (a) 1 5 Net income (loss) attributable to Key common shareholders $ 183 $ 227 WEIGHTED-AVERAGE COMMON SHARES Weighted-average common shares outstanding (000) (b) 827,381 848,580 Effect of convertible preferred stock — — Effect of common share options and other stock awards (b) 7,679 8,542 Weighted-average common shares and potential common shares outstanding (000) (b), (c) 835,060 857,122 EARNINGS PER COMMON SHARE Income (loss) from continuing operations attributable to Key common shareholders $ .22 $ .26 Income (loss) from discontinued operations, net of taxes (a) — .01 Net income (loss) attributable to Key common shareholders (d) .22 .27 Income (loss) from continuing operations attributable to Key common shareholders — assuming dilution $ .22 $ .26 Income (loss) from discontinued operations, net of taxes (a) — .01 Net income (loss) attributable to Key common shareholders — assuming dilution (d) .22 .26 (a) In September 2009, we decided to discontinue the education lending business conducted through Key Education Resources, the education payment and financing unit of KeyBank. As a result of this decision, we have accounted for this business as a discontinued operation. For further discussion regarding the income (loss) from discontinued operations, see Note 11 (“Acquisitions and Discontinued Operations”). (b) For the three months ended March 31, 2016, weighted-average common shares outstanding, effect of common share options and other stock awards, and weighted-average common shares and potential common shares outstanding have been revised from our financial results reported on Form 8-K on April 21, 2016. (c) Assumes conversion of common share options and other stock awards and/or convertible preferred stock, as applicable. (d) EPS may not foot due to rounding.

Loans and Loans Held for Sale

Loans and Loans Held for Sale	3 Months Ended
	Mar. 31, 2016
Text Block [Abstract]
Loans and Loans Held for Sale	3. Loans and Loans Held for Sale Our loans by category are summarized as follows: in millions March 31, December 31, March 31, Commercial, financial and agricultural (a) $ 31,976 $ 31,240 $ 28,783 Commercial real estate: Commercial mortgage 8,364 7,959 8,162 Construction 841 1,053 1,142 Total commercial real estate loans 9,205 9,012 9,304 Commercial lease financing (b) 3,934 4,020 4,064 Total commercial loans 45,115 44,272 42,151 Residential — prime loans: Real estate — residential mortgage 2,234 2,242 2,231 Home equity loans 10,149 10,335 10,523 Total residential — prime loans 12,383 12,577 12,754 Consumer direct loans 1,579 1,600 1,547 Credit cards 782 806 727 Consumer indirect loans 579 621 774 Total consumer loans 15,323 15,604 15,802 Total loans (c) (d) $ 60,438 $ 59,876 $ 57,953 (a) Loan balances include $85 million, $85 million, and $87 million of commercial credit card balances at March 31, 2016, December 31, 2015, and March 31, 2015, respectively. (b) Commercial lease financing includes receivables held as collateral for a secured borrowing of $115 million, $134 million, and $230 million at March 31, 2016, December 31, 2015, and March 31, 2015, 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 18 (“Long-Term Debt”) beginning on page 208 of our 2015 Form 10-K. (c) At March 31, 2016, total loans include purchased loans of $109 million, of which $11 million were PCI loans. At December 31, 2015, total loans include purchased loans of $114 million, of which $11 million were PCI loans. At March 31, 2015, total loans include purchased loans of $130 million, of which $12 million were PCI loans. (d) Total loans exclude loans of $1.8 billion at March 31, 2016, $1.8 billion at December 31, 2015, and $2.2 billion at March 31, 2015, related to the discontinued operations of the education lending business. Additional information pertaining to these loans is provided in Note 11 (“Acquisitions and Discontinued Operations”). Our loans held for sale are summarized as follows: in millions March 31, December 31, March 31, Commercial, financial and agricultural $ 103 $ 76 $ 183 Real estate — commercial mortgage 562 532 1,408 Commercial lease financing — 14 14 Real estate — residential mortgage 19 17 44 Total loans held for sale $ 684 $ 639 $ 1,649 Our quarterly summary of changes in loans held for sale follows: in millions March 31, December 31, March 31, Balance at beginning of the period $ 639 $ 916 $ 734 New originations 1,114 1,655 2,130 Transfers from (to) held to maturity, net — 22 10 Loan sales (1,108 ) (1,943 ) (1,204 ) Loan draws (payments), net 39 (11 ) (21 ) Balance at end of period $ 684 $ 639 $ 1,649

Asset Quality

Asset Quality	3 Months Ended
	Mar. 31, 2016
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 and delinquencies, and credit quality ratings as defined by management. Nonperforming loans are loans for which we do not accrue interest income, and include commercial and consumer loans and leases, as well as current year TDRs and nonaccruing TDR loans from prior years. Nonperforming loans do not include loans held for sale or PCI loans. Nonperforming assets include nonperforming loans, nonperforming loans held for sale, OREO, and other nonperforming assets. Our nonperforming assets and past due loans were as follows: in millions March 31, December 31, March 31, Total nonperforming loans (a), (b) $ 676 $ 387 $ 437 OREO (c) 14 14 20 Other nonperforming assets 2 2 — Total nonperforming assets $ 692 $ 403 $ 457 Nonperforming assets from discontinued operations - education lending (d) $ 6 $ 7 $ 8 Restructured loans included in nonperforming loans $ 151 $ 159 $ 141 Restructured loans with an allocated specific allowance (e) 59 69 70 Specifically allocated allowance for restructured loans (f) 29 30 39 Accruing loans past due 90 days or more $ 70 $ 72 $ 111 Accruing loans past due 30 through 89 days 237 208 216 (a) Loan balances exclude $11 million, $11 million, and $12 million of PCI loans at March 31, 2016, December 31, 2015, and March 31, 2015, respectively. (b) Includes carrying value of consumer residential mortgage loans in the process of foreclosure of approximately $131 million, $114 million, and $119 million at March 31, 2016, December 31, 2015, and March 31, 2015, respectively. (c) Includes carrying value of foreclosed residential real estate of approximately $11 million, $11 million, and $17 million at March 31, 2016, December 31, 2015, and March 31, 2015, respectively. (d) Restructured loans of approximately $21 million, $21 million, and $18 million are included in discontinued operations at March 31, 2016, December 31, 2015, and March 31, 2015, respectively. See Note 11 (“Acquisitions and Discontinued Operations”) for further discussion. (e) Included in individually impaired loans allocated a specific allowance. (f) Included in allowance for individually evaluated impaired loans. We evaluate purchased loans for impairment in accordance with the applicable accounting guidance. Purchased loans that have evidence of deterioration in credit quality since origination and for which it is probable, at acquisition, that all contractually required payments will not be collected are deemed PCI and initially recorded at fair value without recording an allowance for loan losses. All PCI loans were acquired in 2012. At the 2012 acquisition date, the estimated gross contractual amount receivable of all PCI loans totaled $41 million. The estimated cash flows not expected to be collected (the nonaccretable amount) were $11 million, and the accretable amount was approximately $5 million. The difference between the fair value and the cash flows expected to be collected from the purchased loans is accreted to interest income over the remaining term of the loans. At March 31, 2016, the outstanding unpaid principal balance and carrying value of all PCI loans was $17 million and $11 million, respectively, compared to $17 million and $11 million, respectively, at December 31, 2015, and $19 million and $12 million, respectively, at March 31, 2015. Changes in the accretable yield during the first quarter of 2016 included accretion and net reclassifications of less than $1 million, resulting in an ending balance of $5 million at March 31, 2016. Changes in the accretable yield during 2015 included accretion and net reclassifications of less than $1 million, resulting in an ending balance of $5 million at December 31, 2015, which was unchanged from the ending balance at December 31, 2014. Changes in the accretable yield during the first quarter of 2015 included accretion and net reclassifications of less than $1 million, resulting in an ending balance of $5 million at March 31, 2015. At March 31, 2016, the approximate carrying amount of our commercial nonperforming loans outstanding represented 89% of their original contractual amount owed, total nonperforming loans outstanding represented 88% of their original contractual amount owed, and nonperforming assets in total were carried at 88% of their original contractual amount owed. At March 31, 2016, our 20 largest nonperforming loans totaled $359 million, representing 54% of total loans on nonperforming status. At March 31, 2015, our 20 largest nonperforming loans totaled $123 million, representing 28% of total loans on nonperforming status. Nonperforming loans and loans held for sale reduced expected interest income by $5 million for the three months ended March 31, 2016, and $4 million for the three months ended March 31, 2015. The following tables set forth a further breakdown of individually impaired loans as of March 31, 2016, December 31, 2015, and March 31, 2015: Unpaid Average March 31, 2016 Recorded Principal Specific Recorded in millions Investment (a) Balance (b) Allowance Investment With no related allowance recorded: Commercial, financial and agricultural $ 260 $ 270 — $ 150 Commercial real estate: Commercial mortgage 4 7 — 4 Construction 8 8 — 7 Total commercial real estate loans 12 15 — 11 Total commercial loans 272 285 — 161 Real estate — residential mortgage 23 23 — 23 Home equity loans 68 68 — 65 Consumer indirect loans 1 1 — 1 Total consumer loans 92 92 — 89 Total loans with no related allowance recorded 364 377 — 250 With an allowance recorded: Commercial, financial and agricultural 101 113 $ 28 64 Commercial real estate: Commercial mortgage 4 4 1 5 Total commercial real estate loans 4 4 1 5 Total commercial loans 105 117 29 69 Real estate — residential mortgage 32 32 3 33 Home equity loans 65 65 19 64 Consumer direct loans 3 3 — 3 Credit cards 3 3 — 3 Consumer indirect loans 35 35 3 36 Total consumer loans 138 138 25 139 Total loans with an allowance recorded 243 255 54 208 Total $ 607 $ 632 $ 54 $ 458 (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. Unpaid Average December 31, 2015 Recorded Principal Specific Recorded in millions Investment (a) Balance (b) Allowance Investment With no related allowance recorded: Commercial, financial and agricultural $ 40 $ 74 — $ 23 Commercial real estate: Commercial mortgage 5 8 — 10 Construction 5 5 — 5 Total commercial real estate loans 10 13 — 15 Total commercial loans 50 87 — 38 Real estate — residential mortgage 23 23 — 24 Home equity loans 61 61 — 62 Consumer direct loans — — — — Credit cards — — — — Consumer indirect loans 1 1 — 1 Total consumer loans 85 85 — 87 Total loans with no related allowance recorded 135 172 — 125 With an allowance recorded: Commercial, financial and agricultural 28 43 $ 7 33 Commercial real estate: Commercial mortgage 5 6 1 6 Construction — — — 1 Total commercial real estate loans 5 6 1 7 Total commercial loans 33 49 8 40 Real estate — residential mortgage 33 33 4 32 Home equity loans 64 64 20 60 Consumer direct loans 3 3 — 4 Credit cards 3 3 — 4 Consumer indirect loans 37 37 3 40 Total consumer loans 140 140 27 140 Total loans with an allowance recorded 173 189 35 180 Total $ 308 $ 361 $ 35 $ 305 (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. Unpaid Average March 31, 2015 Recorded Principal Specific Recorded in millions Investment (a) Balance (b) Allowance Investment With no related allowance recorded: Commercial, financial and agricultural $ 20 $ 51 — $ 13 Commercial real estate: Commercial mortgage 14 19 — 14 Construction 7 7 — 6 Total commercial real estate loans 21 26 — 20 Total commercial loans 41 77 — 33 Real estate — residential mortgage 23 23 — 23 Home equity loans 63 64 — 63 Consumer indirect loans 1 1 — 2 Total consumer loans 87 88 — 88 Total loans with no related allowance recorded 128 165 — 121 With an allowance recorded: Commercial, financial and agricultural 62 62 $ 20 50 Commercial real estate: Commercial mortgage 6 7 2 6 Construction — — — 1 Total commercial real estate loans 6 7 2 7 Total commercial loans 68 69 22 57 Real estate — residential mortgage 32 32 5 32 Home equity loans 60 60 18 59 Consumer direct loans 3 3 — 3 Credit cards 4 4 — 4 Consumer indirect loans 43 43 4 44 Total consumer loans 142 142 27 142 Total loans with an allowance recorded 210 211 49 199 Total $ 338 $ 376 $ 49 $ 320 (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. For the three months ended March 31, 2016, and March 31, 2015, interest income recognized on the outstanding balances of accruing impaired loans totaled $4 million and $1 million, respectively. At March 31, 2016, aggregate restructured loans (accrual and nonaccrual loans) totaled $283 million, compared to $280 million at December 31, 2015, and $268 million at March 31, 2015. During the first three months of 2016, we added $23 million in restructured loans, which were partially offset by $20 million in payments and charge-offs. During 2015, we added $99 million in restructured loans, which were partially offset by $89 million in payments and charge-offs. During the first three months of 2015, we added $11 million in restructured loans, which were offset by $13 million in payments and charge-offs. A further breakdown of TDRs included in nonperforming loans by loan category as of March 31, 2016, follows: Pre-modification Post-modification Outstanding Outstanding March 31, 2016 Number Recorded Recorded dollars in millions of Loans Investment Investment LOAN TYPE Nonperforming: Commercial, financial and agricultural 13 $ 58 $ 46 Commercial real estate: Real estate — commercial mortgage 10 13 4 Total commercial loans 23 71 50 Real estate — residential mortgage 323 21 21 Home equity loans 1,350 85 76 Consumer direct loans 29 1 — Credit cards 253 1 1 Consumer indirect loans 94 4 3 Total consumer loans 2,049 112 101 Total nonperforming TDRs 2,072 183 151 Prior-year accruing: (a) Commercial, financial and agricultural 7 5 2 Total commercial loans 7 5 2 Real estate — residential mortgage 532 36 36 Home equity loans 1,149 68 57 Consumer direct loans 41 2 2 Credit cards 488 3 2 Consumer indirect loans 445 59 33 Total consumer loans 2,655 168 130 Total prior-year accruing TDRs 2,662 173 132 Total TDRs 4,734 $ 356 $ 283 (a) All TDRs that were restructured prior to January 1, 2016, and are fully accruing. A further breakdown of TDRs included in nonperforming loans by loan category as of December 31, 2015, follows: Pre-modification Post-modification Outstanding Outstanding December 31, 2015 Number Recorded Recorded dollars in millions of Loans Investment Investment LOAN TYPE Nonperforming: Commercial, financial and agricultural 12 $ 56 $ 45 Commercial real estate: Real estate — commercial mortgage 12 30 7 Total commercial real estate loans 12 30 7 Total commercial loans 24 86 52 Real estate — residential mortgage 366 23 23 Home equity loans 1,262 85 76 Consumer direct loans 28 1 1 Credit cards 339 2 2 Consumer indirect loans 103 6 5 Total consumer loans 2,098 117 107 Total nonperforming TDRs 2,122 203 159 Prior-year accruing: (a) Commercial, financial and agricultural 7 5 2 Commercial real estate: Real estate — commercial mortgage — — — Total commercial real estate loans — — — Total commercial loans 7 5 2 Real estate — residential mortgage 489 34 34 Home equity loans 1,071 57 49 Consumer direct loans 42 2 2 Credit cards 461 4 2 Consumer indirect loans 430 59 32 Total consumer loans 2,493 156 119 Total prior-year accruing TDRs 2,500 161 121 Total TDRs 4,622 $ 364 $ 280 (a) All TDRs that were restructured prior to January 1, 2015, and are fully accruing. A further breakdown of TDRs included in nonperforming loans by loan category as of March 31, 2015, follows: Pre-modification Post-modification Outstanding Outstanding March 31, 2015 Number Recorded Recorded dollars in millions of Loans Investment Investment LOAN TYPE Nonperforming: Commercial, financial and agricultural 11 $ 25 $ 22 Commercial real estate: Real estate — commercial mortgage 12 37 13 Total commercial real estate loans 12 37 13 Total commercial loans 23 62 35 Real estate — residential mortgage 383 22 22 Home equity loans 1,199 80 73 Consumer direct loans 28 1 1 Credit cards 275 2 1 Consumer indirect loans 143 9 9 Total consumer loans 2,028 114 106 Total nonperforming TDRs 2,051 176 141 Prior-year accruing: (a) Commercial, financial and agricultural 17 6 3 Commercial real estate: Real estate — commercial mortgage 1 2 1 Total commercial real estate loans 1 2 1 Total commercial loans 18 8 4 Real estate — residential mortgage 454 34 34 Home equity loans 1,142 57 49 Consumer direct loans 51 2 2 Credit cards 519 4 2 Consumer indirect loans 505 62 36 Total consumer loans 2,671 159 123 Total prior-year accruing TDRs 2,689 167 127 Total TDRs 4,740 $ 343 $ 268 (a) All TDRs that were restructured prior to January 1, 2015, and are fully accruing. We classify loan modifications as TDRs when a borrower is experiencing financial difficulties and we have granted a concession without commensurate financial, structural, or legal consideration. 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 if deemed appropriate. This designation has the effect of moving the loan from the general reserve methodology (i.e., collectively evaluated) to the specific reserve methodology (i.e., individually evaluated) and may impact the ALLL through a charge-off or increased loan loss provision. These components affect the ultimate allowance level. Additional information regarding TDRs for discontinued operations is provided in Note 11 (“Acquisitions and Discontinued Operations”). Commercial loan TDRs are considered defaulted when principal and interest payments are 90 days past due. Consumer loan TDRs are considered defaulted when principal and interest payments are more than 60 days past due. During the first three months of 2016, there were no commercial loan TDRs and 51 consumer loan TDRs with a combined recorded investment of $3 million that experienced payment defaults after modifications resulting in TDR status during 2015. During the first three months of 2015, there were no significant commercial loan TDRs and 89 consumer loan TDRs with a combined recorded investment of $4 million that experienced payment defaults from modifications resulting in TDR status during 2014. 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. Our loan modifications are handled on a case-by-case basis and are negotiated to achieve mutually agreeable terms that maximize loan collectability and meet the borrower’s financial needs. Our concession types are primarily interest rate reductions, forgiveness of principal, and other modifications. The commercial TDR other concession category includes modification of loan terms, covenants, or conditions. The consumer TDR other concession category primarily includes those borrowers’ debts that are discharged through Chapter 7 bankruptcy and have not been formally re-affirmed. The following table shows the post-modification outstanding recorded investment by concession type for our commercial and consumer accruing and nonaccruing TDRs and other selected financial data. March 31, December 31, March 31, in millions 2016 2015 2015 Commercial loans: Interest rate reduction $ 48 $ 51 $ 12 Forgiveness of principal — 2 2 Other 4 1 25 Total $ 52 $ 54 $ 39 Consumer loans: Interest rate reduction $ 128 $ 132 $ 140 Forgiveness of principal 20 8 4 Other 83 86 85 Total $ 231 $ 226 $ 229 Total commercial and consumer TDRs (a) $ 283 $ 280 $ 268 Total loans 60,438 59,876 57,953 (a) Commitments outstanding to lend additional funds to borrowers whose loan terms have been modified in TDRs are $6 million, $9 million, and $5 million at March 31, 2016, December 31, 2015, and March 31, 2015, respectively. 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 121 of our 2015 Form 10-K. At March 31, 2016, approximately $59.4 billion, or 98.4%, of our total loans were current, compared to approximately $59.2 billion, or 98.9% of total loans, at December 31, 2015, and approximately $57.2 billion, or 98.7% of total loans, at March 31, 2015. At March 31, 2016, total past due loans and nonperforming loans of $983 million represented approximately 1.6% of total loans, compared to $667 million, or 1.1% of total loans, at December 31, 2015, and $764 million, or 1.3% of total loans, at March 31, 2015. The following aging analysis of past due and current loans as of March 31, 2016, December 31, 2015, and March 31, 2015, provides further information regarding Key’s credit exposure. 90 and Total Past 30-59 60-89 Greater Due and Purchased March 31, 2016 Days Past Days Past Days Past Nonperforming Nonperforming Credit Total in millions Current Due Due Due Loans Loans Impaired Loans LOAN TYPE Commercial, financial and agricultural $ 31,522 $ 30 $ 31 $ 13 $ 380 $ 454 — $ 31,976 Commercial real estate: Commercial mortgage 8,327 3 3 15 16 37 — 8,364 Construction 807 20 1 1 12 34 — 841 Total commercial real estate loans 9,134 23 4 16 28 71 — 9,205 Commercial lease financing 3,868 18 25 12 11 66 — 3,934 Total commercial loans $ 44,524 $ 71 $ 60 $ 41 $ 419 $ 591 — $ 45,115 Real estate — residential mortgage $ 2,151 $ 10 $ 2 $ 2 $ 59 $ 73 $ 10 $ 2,234 Home equity loans 9,879 45 20 13 191 269 1 10,149 Consumer direct loans 1,564 6 3 5 1 15 — 1,579 Credit cards 764 5 4 7 2 18 — 782 Consumer indirect loans 562 9 2 2 4 17 — 579 Total consumer loans $ 14,920 $ 75 $ 31 $ 29 $ 257 $ 392 $ 11 $ 15,323 Total loans $ 59,444 $ 146 $ 91 $ 70 $ 676 $ 983 $ 11 $ 60,438 90 and Total Past 30-59 60-89 Greater Due and Purchased December 31, 2015 Days Past Days Past Days Past Nonperforming Nonperforming Credit Total in millions Current Due Due Due Loans Loans Impaired Loans LOAN TYPE Commercial, financial and agricultural $ 31,116 $ 11 $ 11 $ 20 $ 82 $ 124 — $ 31,240 Commercial real estate: Commercial mortgage 7,917 8 5 10 19 42 — 7,959 Construction 1,042 1 1 — 9 11 — 1,053 Total commercial real estate loans 8,959 9 6 10 28 53 — 9,012 Commercial lease financing 3,952 33 11 11 13 68 — 4,020 Total commercial loans $ 44,027 $ 53 $ 28 $ 41 $ 123 $ 245 — $ 44,272 Real estate — residential mortgage $ 2,149 $ 14 $ 3 $ 2 $ 64 $ 83 $ 10 $ 2,242 Home equity loans 10,056 50 24 14 190 278 1 10,335 Consumer direct loans 1,580 10 3 5 2 20 — 1,600 Credit cards 785 6 4 9 2 21 — 806 Consumer indirect loans 601 9 4 1 6 20 — 621 Total consumer loans $ 15,171 $ 89 $ 38 $ 31 $ 264 $ 422 $ 11 $ 15,604 Total loans $ 59,198 $ 142 $ 66 $ 72 $ 387 $ 667 $ 11 $ 59,876 90 and Total Past 30-59 60-89 Greater Due and Purchased March 31, 2015 Days Past Days Past Days Past Nonperforming Nonperforming Credit Total in millions Current Due Due Due Loans Loans Impaired Loans LOAN TYPE Commercial, financial and agricultural $ 28,603 $ 36 $ 11 $ 35 $ 98 $ 180 — $ 28,783 Commercial real estate: Commercial mortgage 8,080 5 18 29 30 82 — 8,162 Construction 1,114 10 4 2 12 28 — 1,142 Total commercial real estate loans 9,194 15 22 31 42 110 — 9,304 Commercial lease financing 4,017 9 6 12 20 47 — 4,064 Total commercial loans $ 41,814 $ 60 $ 39 $ 78 $ 160 $ 337 — $ 42,151 Real estate — residential mortgage $ 2,129 $ 12 $ 5 $ 2 $ 72 $ 91 $ 11 $ 2,231 Home equity loans 10,250 43 24 14 191 272 1 10,523 Consumer direct loans 1,527 8 4 6 2 20 — 1,547 Credit cards 708 5 3 9 2 19 — 727 Consumer indirect loans 749 9 4 2 10 25 — 774 Total consumer loans $ 15,363 $ 77 $ 40 $ 33 $ 277 $ 427 $ 12 $ 15,802 Total loans $ 57,177 $ 137 $ 79 $ 111 $ 437 $ 764 $ 12 $ 57,953 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 regulatory risk ratings 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. Credit quality indicators for our commercial and consumer loan portfolios, excluding $11 million and $12 million of PCI loans at March 31, 2016, and March 31, 2015, respectively, based on regulatory classification and payment activity as of March 31, 2016, and March 31, 2015, are as follows: Commercial Credit Exposure Credit Risk Profile by Creditworthiness Category (a) (b) in millions Commercial, financial and agricultural RE — Commercial RE — Construction March 31, December 31, March 31, March 31, December 31, March 31, March 31, December 31, March 31, RATING 2016 2015 2015 2016 2015 2015 2016 2015 2015 Pass $ 30,335 $ 29,921 $ 27,886 $ 8,176 $ 7,800 $ 7,937 $ 796 $ 1,007 $ 1,120 Criticized (Accruing) 1,260 1,236 798 172 139 195 33 37 10 Criticized (Nonaccruing) 381 83 99 16 20 30 12 9 12 Total $ 31,976 $ 31,240 $ 28,783 $ 8,364 $ 7,959 $ 8,162 $ 841 $ 1,053 $ 1,142 Commercial Lease Total March 31, December 31, March 31, March 31, December 31, March 31, RATING 2016 2015 2015 2016 2015 2015 Pass $ 3,878 $ 3,967 $ 3,996 $ 43,185 $ 42,695 $ 40,939 Criticized (Accruing) 45 38 48 1,510 1,450 1,051 Criticized (Nonaccruing) 11 15 20 420 127 161 Total $ 3,934 $ 4,020 $ 4,064 $ 45,115 $ 44,272 $ 42,151 (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 Credit Risk Profile by Regulatory Classifications (a) (b) in millions Residential — Prime March 31, December 31, March 31, GRADE 2016 2015 2015 Pass $ 12,107 $ 12,296 $ 12,463 Substandard 265 270 279 Total $ 12,372 $ 12,566 $ 12,742 Credit Risk Profile Based on Payment Activity (a) in millions Consumer direct loans Credit cards Consumer indirect loans March 31, December 31, March 31, March 31, December 31, March 31, March 31, December 31, March 31, 2016 2015 2015 2016 2015 2015 2016 2015 2015 Performing $ 1,578 $ 1,598 $ 1,545 $ 780 $ 804 $ 725 $ 575 $ 615 $ 764 Nonperforming 1 2 2 2 2 2 4 6 10 Total $ 1,579 $ 1,600 $ 1,547 $ 782 $ 806 $ 727 $ 579 $ 621 $ 774 Total March 31, December 31, March 31, 2016 2015 2015 Performing $ 2,933 $ 3,017 $ 3,034 Nonperforming 7 10 14 Total $ 2,940 $ 3,027 $ 3,048 (a) Credit quality indicators are updated on an ongoing basis and reflect credit quality information as of the dates indicated. (b) Our past due payment activity to regulatory classification conversion is as follows: pass = less than 90 days; and substandard = 90 days and greater plus nonperforming loans. 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 122 of our 2015 Form 10-K. We apply expected loss rates to existing loans with similar risk characteristics as noted in the credit quality indicator table above and exercise judgment to assess the impact of qualitative factors such as changes in economic conditions, changes in credit policies or underwriting standards, and changes in the level of credit risk associated with specific industries and markets. For all commercial and consumer loan TDRs, regardless of size, as well as impaired commercial loans with an outstanding balance of $2.5 million or greater, we conduct further analysis to determine the probable loss content and assign a specific allowance to the loan if deemed appropriate. We estimate the extent of the individual impairment for commercial loans and TDRs by comparing the recorded investment of the loan with the estimated present value of its future cash flows, the fair value of its underlying collateral, or the loan’s observable market price. Secured consumer loan TDRs that are discharged through Chapter 7 bankruptcy and not formally re-affirmed are adjusted to reflect the fair value of the underlying collateral, less costs to sell. Non-Chapter 7 consumer loan TDRs are combined in homogenous pools and assigned a specific allocation based on the estimated present value of future cash flows using the loan’s effective interest rate. A specific allowance also may be assigned — even when sources of repayment appear sufficient — if we remain uncertain about whether the loan will be repaid in full. On at least a quarterly basis, we evaluate the appropriateness of our loss estimation methods to reduce differences between estimated incurred losses and actual losses. The ALLL at March 31, 2016, represents our best estimate of the probable credit losses inherent in the loan portfolio at that date. Commercial loans generally are charged off in full or charged down to the fair value of the underlying collateral when the borrower’s payment is 180 days past due. Consumer loans generally are charged off when payments are 120 days past due. Home equity and residential mortgage loans generally are charged down to net realizable value when payment is 180 days past due. Credit card loans, and similar unsecured products, are charged off when payments are 180 days past due. At March 31, 2016, the ALLL was $826 million, or 1.37% of loans, compared to $794 million, or 1.37% of loans, at March 31, 2015. At March 31, 2016, the ALLL was 122.2% of nonperforming loans, compared to 181.7% at March 31, 2015. 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 2016 2015 Balance at beginning of period — continuing operations $ 796 $ 794 Charge-offs (60 ) (47 ) Recoveries 14 19 Net loans and leases charged off (46 ) (28 ) Provision for loan and lease losses from continuing operations 76 29 Foreign currency translation adjustment — (1 ) Balance at end of period — continuing operations $ 826 $ 794 The changes in the ALLL by loan category for the periods indicated are as follows: December 31, March 31, in millions 2015 Provision Charge-offs Recoveries 2016 Commercial, financial and agricultural $ 450 $ 50 $ (26 ) $ 3 $ 477 Real estate — commercial mortgage 134 — (1 ) 2 135 Real estate — construction 25 (3 ) — 1 23 Commercial lease financing 47 (1 ) (3 ) — 43 Total commercial loans 656 46 (30 ) 6 678 Real estate — residential mortgage 18 2 (2 ) 2 20 Home equity loans 57 14 (10 ) 3 64 Consumer direct loans 20 5 (6 ) 1 20 Credit cards 32 6 (8 ) 1 31 Consumer indirect loans 13 3 (4 ) 1 13 Total consumer loans 140 30 (30 ) 8 148 Total ALLL — continuing operations 796 76 (a) (60 ) 14 826 Discontinued operations 28 2 (9 ) 3 24 Total ALLL — including discontinued operations $ 824 $ 78 $ (69 ) $ 17 $ 850 (a) Excludes a provision for losses on lending-related commitments of $13 million. December 31, March 31, in millions 2014 Provision Charge-offs Recoveries 2015 Commercial, financial and agricultural $ 391 $ 21 $ (12 ) $ 5 $ 405 Real estate — commercial mortgage 148 — (2 ) 2 148 Real estate — construction 28 1 (1 ) — 28 Commercial lease financing 56 (3 ) (2 ) 4 55 Total commercial loans 623 19 (17 ) 11 636 Real estate — residential mortgage 23 — (2 ) — 21 Home equity loans 71 (3 ) (8 ) 3 63 Consumer direct loans 22 3 (6 ) 2 21 Credit cards 33 7 (8 ) — 32 Consumer indirect loans 22 2 (6 ) 3 21 Total consumer loans 171 9 (30 ) 8 158 Total ALLL — continuing operations 794 28 (a) (47 ) 19 794 Discontinued operations 29 2 (10 ) 4 25 Total ALLL — including discontinued operations $ 823 $ 30 $ (57 ) $ 23 $ 819 (a) Includes a $1 million foreign currency translation adjustment. Excludes provision for losses on lending-related commitments of $6 million. Our ALLL from continuing operations increased by $32 million, or 4%, from the first quarter of 2015. Our allowance applies expected loss rates to our existing loans with similar risk characteristics as well as any adjustments to reflect our current assessment of qualitative factors, such as changes in economic conditions, underwriting standards, and concentrations of credit. Our commercial ALLL increased by $42 million, or 6.6%, from the first quarter of 2015 primarily because of loan growth and increased incurred loss estimates. The increase in these incurred loss estimates during 2015 was primarily due to the continued decline in oil and gas prices since 2014. Partially offsetting this increase was a decrease in our consumer ALLL of $10 million, or 6.3%, from the first quarter of 2015. Our consumer ALLL decrease was primarily due to continued improvement in credit metrics, such as delinquency, average credit bureau score, and loan to value, which have decreased expected loss rates since 2014. The continued improvement in the consumer portfolio credit quality metrics from the first quarter of 2015 was primarily due to continued improved credit quality and benefits of relatively stable economic conditions. For continuing operations, the loans outstanding individually evaluated for impairment totaled $607 million, with a corresponding allowance of $54 million at March 31, 2016. Loans outstanding collectively evaluated for impairment totaled $59.8 billion, with a corresponding allowance of $771 million at March 31, 2016. At March 31, 2016, PCI loans evaluated for impairment totaled $11 million, with a corresponding allowance of $1 million. There was no provision for loan and lease losses on these PCI loans during the quarter ended March 31, 2016. At March 31, 2015, the loans outstanding individually evaluated for impairment totaled $338 million, with a corresponding allowance of $49 million. Loans outstanding collectively evaluated for impairment totaled $57.6 billion, with a corresponding allowance of $744 million at March 31, 2015. At March 31, 2015, PCI loans evaluated for impairment totaled $12 million, with a corresponding allowance of $1 million. There was no provision for loan and lease losses on these PCI loans during the quarter ended March 31, 2015. A breakdown of the individual and collective ALLL and the corresponding loan balances as of March 31, 2016, follows: Allowance Outstanding Individually Collectively Purchased Individually Coll

Fair Value Measurements

Fair Value Measurements	3 Months Ended
	Mar. 31, 2016
Fair Value Disclosures [Abstract]
Fair Value Measurements	5. Fair Value Measurements Fair Value Determination As defined in the applicable accounting guidance, fair value is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants in our principal market. We have established and documented our process for determining the fair values of our assets and liabilities, where applicable. Fair value is based on quoted market prices, when available, for identical or similar assets or liabilities. In the absence of quoted market prices, we determine the fair value of our assets and liabilities using valuation models or third-party pricing services. Both of these approaches rely on market-based parameters, when available, such as interest rate yield curves, option volatilities, and credit spreads, or unobservable inputs. Unobservable inputs may be based on our judgment, assumptions, and estimates related to credit quality, liquidity, interest rates, and other relevant inputs. Valuation adjustments, such as those pertaining to counterparty and our own credit quality and liquidity, may be necessary to ensure that assets and liabilities are recorded at fair value. Credit valuation adjustments are made when market pricing does not accurately reflect the counterparty’s or our own credit quality. We make liquidity valuation adjustments to the fair value of certain assets to reflect the uncertainty in the pricing and trading of the instruments when we are unable to observe recent market transactions for identical or similar instruments. Liquidity valuation adjustments are based on the following factors: • the amount of time since the last relevant valuation; • whether there is an actual trade or relevant external quote available at the measurement date; and • volatility associated with the primary pricing components. We ensure that our fair value measurements are accurate and appropriate by relying upon various controls, including: • an independent review and approval of valuation models and assumptions; • recurring detailed reviews of profit and loss; and • a validation of valuation model components against benchmark data and similar products, where possible. We recognize transfers between levels of the fair value hierarchy at the end of the reporting period. Quarterly, we review any changes to our valuation methodologies to ensure they are appropriate and justified, and refine our valuation methodologies if more market-based data becomes available. The Fair Value Committee, which is governed by ALCO, oversees the valuation process. Various Working Groups that report to the Fair Value Committee analyze and approve the underlying assumptions and valuation adjustments. Changes in valuation methodologies for Level 1 and Level 2 instruments are presented to the Accounting Policy group for approval. Changes in valuation methodologies for Level 3 instruments are presented to the Fair Value Committee for approval. The Working Groups are discussed in more detail in the qualitative disclosures within this note and in Note 11 (“Acquisitions and Discontinued Operations”). Formal documentation of the fair valuation methodologies is prepared by the lines of business and support areas as appropriate. The documentation details the asset or liability class and related general ledger accounts, valuation techniques, fair value hierarchy level, market participants, accounting methods, valuation methodology, group responsible for valuations, and valuation inputs. Additional information regarding our accounting policies for determining fair value is provided in Note 1 (“Summary of Significant Accounting Policies”) under the heading “Fair Value Measurements” beginning on page 124 of our 2015 Form 10-K. Qualitative Disclosures of Valuation Techniques Loans Securities (trading and available for sale) • 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; certain mortgage-backed securities; securities issued by the U.S. Treasury; money markets; and certain agency and corporate CMOs. Inputs to the pricing models include: standard inputs, such as 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, 2016, our Level 3 instruments consist of two convertible preferred securities. Our 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 impacted by projected net losses of the associated private companies and positively impacted by projected net gains. The fair values of our Level 2 securities available for sale are determined by a third-party pricing service. The valuations provided by the third-party pricing service are based on observable market inputs, which include benchmark yields, reported trades, issuer spreads, benchmark securities, bids, offers, and reference data obtained from market research publications. Inputs used by the third-party pricing service in valuing CMOs and other mortgage-backed securities also include new issue data, monthly payment information, whole loan collateral performance, and “To Be Announced” prices. In valuations of securities issued by state and political subdivisions, inputs used by the third-party pricing service also include material event notices. On a monthly basis, we validate the pricing methodologies utilized by our third-party pricing service to ensure 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. Private equity and mezzanine investments Direct private equity and mezzanine investments are classified as Level 3 assets since our judgment significantly influences the determination of fair value. Our Fund Management, Asset Management, and Accounting groups are responsible for reviewing the valuation models and determining the fair value of these investments on a quarterly basis. Direct investments in properties are initially valued based upon the transaction price. This amount is then adjusted to fair value based on current market conditions using the discounted cash flow method based on the expected investment exit date. The fair values of the assets are reviewed and adjusted quarterly. There were no significant direct equity and mezzanine investments at March 31, 2016, and March 31, 2015. The fair value of our indirect investments is based on the most recent value of the capital accounts as reported by the general partners of the funds in which we invest. The calculation to determine the investment’s fair value is based on our percentage ownership in the fund multiplied by the net asset value of the fund, as provided by the fund manager. Under the requirements of the Volcker Rule, we will be required to dispose of some or all of our indirect investments. As of March 31, 2016, management has not committed to a plan to sell these investments. Therefore, these investments continue to be valued using the net asset value per share methodology. For more information about the Volcker Rule, see the discussion under the heading “Other Regulatory Developments under the Dodd-Frank Act – ‘Volcker Rule’” in the section entitled “Supervision and Regulation” beginning on page 17 of our 2015 Form 10-K. Investments in real estate private equity funds are included within private equity and mezzanine investments. The main purpose of these funds is to acquire a portfolio of real estate investments that provides attractive risk-adjusted returns and current income for investors. Certain of these investments do not have readily determinable fair values and represent our ownership interest in an entity that follows measurement principles under investment company accounting. The following table presents the fair value of our indirect investments and related unfunded commitments at March 31, 2016. We did not provide any financial support to investees related to our direct and indirect investments for the three months ended March 31, 2016, and March 31, 2015. March 31, 2016 Fair Value Unfunded Commitments in millions INVESTMENT TYPE Indirect investments Passive funds (a) $ 8 $ 1 Total $ 8 $ 1 (a) We invest in passive funds, which are multi-investor private equity funds. These investments can never be redeemed. Instead, distributions are received through the liquidation of the underlying investments in the funds. Some funds have no restrictions on sale, while others require investors to remain in the fund until maturity. The funds will be liquidated over a period of one to three years. The purpose of KREEC’s funding is to allow funds to make additional investments and keep a certain market value threshold in the funds. KREEC is obligated to provide financial support, as all investors are required, to the funds based on its ownership percentage, as noted in the Limited Partnership Agreements. Principal investments Our direct investments include investments in debt and equity instruments of both private and public companies. When quoted prices are available in an active market for the identical direct investment, we use the quoted prices in the valuation process, and the related investments are classified as Level 1 assets. As of December 31, 2015, the valuation of our Level 2 investment included a quoted price, which was adjusted by liquidity assumptions due to a contractual term of the investment. The contractual term expired and this investment was transferred from Level 2 to Level 1 as of March 31, 2016. In most cases, quoted market prices are not available for our direct investments, and we must perform valuations using other methods. These direct investment valuations are an in-depth analysis of the condition of each investment and are based on the unique facts and circumstances related to each individual investment. There is a certain amount of subjectivity surrounding the valuation of these investments due to the combination of quantitative and qualitative factors that are used in the valuation models. Therefore, these direct investments are classified as Level 3 assets. The specific inputs used in the valuations of each type of direct investment are described below. Interest-bearing securities (i.e., loans) are valued on a quarterly basis. Valuation adjustments are determined by the Principal Investing Entities Deal Team and are subject to approval by the Investment Committee. Valuations of debt instruments are based on the Principal Investing Entities Deal Team’s knowledge of the current financial status of the subject company, which is regularly monitored throughout the term of the investment. Significant unobservable inputs used in the valuations of these investments include the company’s payment history, adequacy of cash flows from operations, and current operating results, including market multiples and historical and forecast EBITDA. Inputs can also include the seniority of the debt, the nature of any pledged collateral, the extent to which the security interest is perfected, and the net liquidation value of collateral. Valuations of equity instruments of private companies, which are prepared on a quarterly basis, are based on current market conditions and the current financial status of each company. A valuation analysis is performed to value each investment. The valuation analysis is reviewed by the Principal Investing Entities Deal Team Member, and reviewed and approved by the Chief Administrative Officer of one of the independent investment managers. Significant unobservable inputs used in these valuations include adequacy of the company’s cash flows from operations, any significant change in the company’s performance since the prior valuation, and any significant equity issuances by the company. Equity instruments of public companies are valued using quoted prices in an active market for the identical security. If the instrument is restricted, the fair value is determined considering the number of shares traded daily, the number of the company’s total restricted shares, and price volatility. Our indirect investments include primary and secondary investments in private equity funds engaged mainly in venture- and growth-oriented investing. These investments do not have readily determinable fair values. Indirect investments are valued using a methodology that is consistent with accounting guidance that allows 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. At March 31, 2016, one of our indirect investments was identified for sale, and management has committed to a plan to sell this identified investment. It is probable that we will sell this investment for an amount different from its net asset value. The investment is valued at its probable sale price as of March 31, 2016. The remaining investments continue to be valued using the net asset value per share methodology. For indirect investments, management may make adjustments it deems appropriate to the net asset value if it is determined that the net asset value does not properly reflect fair value. In determining the need for an adjustment to net asset value, management performs an analysis of the private equity funds based on the independent fund manager’s valuations as well as management’s own judgment. Management also considers whether the independent fund manager adequately marks down an impaired investment, maintains financial statements in accordance with GAAP, or follows a practice of holding all investments at cost. The following table presents the fair value of our direct and indirect principal investments and related unfunded commitments at March 31, 2016, as well as financial support provided for the three months ended March 31, 2016, and March 31, 2015. Financial support provided Three months ended March 31, March 31, 2016 2016 2015 in millions Fair Unfunded Funded Funded Funded Funded INVESTMENT TYPE Direct investments (a) $ 61 — — $ 13 — $ 3 Indirect investments (measured at NAV) (b) 211 $ 47 $ 1 — $ 2 — Other indirect investment (b) 18 3 — — — — Total $ 290 $ 50 $ 1 $ 13 $ 2 $ 3 (a) Our direct investments consist of equity and debt investments directly in independent business enterprises. Operations of the business enterprises are handled by management of the portfolio company. The purpose of funding these enterprises is to provide financial support for business development and acquisition strategies. We infuse equity capital based on an initial contractual cash contribution and later from additional requests on behalf of the companies’ management. (b) Our indirect investments consist of buyout funds, venture capital funds, and fund of funds. These investments are generally not redeemable. Instead, distributions are received through the liquidation of the underlying investments of the fund. An investment in any one of these funds typically can be sold only with the approval of the fund’s general partners. We estimate that the underlying investments of the funds will be liquidated over a period of one to eight years. The purpose of funding our capital commitments to these investments is to allow the funds to make additional follow-on investments and pay fund expenses until the fund dissolves. We, and all other investors in the fund, are obligated to fund the full amount of our respective capital commitments to the fund based on our and their respective ownership percentages, as noted in the applicable Limited Partnership Agreement. Other . Derivatives In addition, we have several customized derivative instruments and risk participations that are classified as Level 3 instruments. These derivative positions are valued using internally developed models, with inputs consisting of available market data, such as bond spreads and asset values, as well as unobservable internally derived assumptions, such as loss probabilities and internal risk ratings of customers. These derivatives are priced monthly by our MRM group using a credit valuation adjustment methodology. Swap details with the customer and our related participation percentage, if applicable, are obtained from our derivatives accounting system, which is the system of record. Applicable customer rating information is obtained from the particular loan system and represents an unobservable input to this valuation process. Using these various inputs, a valuation of these Level 3 derivatives is performed using a model that was acquired from a third party. In summary, the fair value represents an estimate of the amount that the risk participation counterparty would need to pay/receive as of the measurement date based on the probability of customer default on the swap transaction and the fair value of the underlying customer swap. Therefore, a higher loss probability and a lower credit rating would negatively affect the fair value of the risk participations and a lower loss probability and higher credit rating would positively affect the fair value of the risk participations. Market convention implies a credit rating of “AA” equivalent in the pricing of derivative contracts, which assumes 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 corporate accounting personnel. On a quarterly basis, MRM prepares the credit valuation adjustment calculation, which includes a detailed reserve comparison with the previous quarter, an analysis for change in reserve, and a reserve forecast to ensure that the credit valuation adjustment recorded at period end is sufficient. Other assets and liabilities. 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, 2016, December 31, 2015, and March 31, 2015. March 31, 2016 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A RECURRING BASIS Trading account assets: U.S. Treasury, agencies and corporations — $ 636 — $ 636 States and political subdivisions — 26 — 26 Collateralized mortgage obligations — — — — Other mortgage-backed securities — 64 — 64 Other securities — 37 — 37 Total trading account securities — 763 — 763 Commercial loans — 2 — 2 Total trading account assets — 765 — 765 Securities available for sale: States and political subdivisions — 13 — 13 Collateralized mortgage obligations — 12,161 — 12,161 Other mortgage-backed securities — 2,110 — 2,110 Other securities $ 3 — $ 17 20 Total securities available for sale 3 14,284 17 14,304 Other investments: Principal investments: Direct 14 — 47 61 Indirect (measured at NAV) (a) — — — 211 Other indirect — — 18 18 Total principal investments 14 — 65 290 Equity and mezzanine investments: Indirect (measured at NAV) (a) — — — 8 Total equity and mezzanine investments — — — 8 Total other investments 14 — 65 298 Derivative assets: Interest rate — 1,328 16 1,344 Foreign exchange 103 13 — 116 Commodity — 347 — 347 Credit — 1 2 3 Derivative assets 103 1,689 18 1,810 Netting adjustments (b) — — — (745 ) Total derivative assets 103 1,689 18 1,065 Accrued income and other assets — 1 — 1 Total assets on a recurring basis at fair value $ 120 $ 16,739 $ 100 $ 16,433 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions $ 9 $ 605 — $ 614 Derivative liabilities: Interest rate — 797 — 797 Foreign exchange 108 11 — 119 Commodity — 334 — 334 Credit — 5 — 5 Derivative liabilities 108 1,147 — 1,255 Netting adjustments (b) — — — (465 ) Total derivative liabilities 108 1,147 — 790 Accrued expense and other liabilities — 2 — 2 Total liabilities on a recurring basis at fair value $ 117 $ 1,754 — $ 1,406 (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 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, 2015 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A RECURRING BASIS Trading account assets: U.S. Treasury, agencies and corporations — $ 704 — $ 704 States and political subdivisions — 25 — 25 Collateralized mortgage obligations — — — — Other mortgage-backed securities — 26 — 26 Other securities $ 3 24 — 27 Total trading account securities 3 779 — 782 Commercial loans — 6 — 6 Total trading account assets 3 785 — 788 Securities available for sale: States and political subdivisions — 14 — 14 Collateralized mortgage obligations — 11,995 — 11,995 Other mortgage-backed securities — 2,189 — 2,189 Other securities 3 — $ 17 20 Total securities available for sale 3 14,198 17 14,218 Other investments: Principal investments: Direct — 19 50 69 Indirect (measured at NAV) (a) — — — 235 Total principal investments — 19 50 304 Equity and mezzanine investments: Indirect (measured at NAV) (a) — — — 8 — — — 8 Total other investments — 19 50 312 Derivative assets: Interest rate — 868 16 884 Foreign exchange 143 8 — 151 Commodity — 444 — 444 Credit — 4 2 6 Derivative assets 143 1,324 18 1,485 Netting adjustments (b) — — — (866 ) Total derivative assets 143 1,324 18 619 Accrued income and other assets — 1 — 1 Total assets on a recurring basis at fair value $ 149 $ 16,327 $ 85 $ 15,938 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions — $ 533 — $ 533 Derivative liabilities: Interest rate — 563 — 563 Foreign exchange $ 116 8 — 124 Commodity — 433 — 433 Credit — 5 $ 1 6 Derivative liabilities 116 1,009 1 1,126 Netting adjustments (b) — — — (494 ) Total derivative liabilities 116 1,009 1 632 Accrued expense and other liabilities — 1 — 1 Total liabilities on a recurring basis at fair value $ 116 $ 1,543 $ 1 $ 1,166 (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 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. March 31, 2015 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A RECURRING BASIS Trading account assets: U.S. Treasury, agencies and corporations — $ 668 — $ 668 States and political subdivisions — 35 — 35 Collateralized mortgage obligations — — — — Other mortgage-backed securities — 51 — 51 Other securities $ 5 25 — 30 Total trading account securities 5 779 — 784 Commercial loans — 5 — 5 Total trading account assets 5 784 — 789 Securities available for sale: States and political subdivisions — 22 — 22 Collateralized mortgage obligations — 11,163 — 11,163 Other mortgage-backed securities — 1,902 — 1,902 Other securities 23 — $ 10 33 Total securities available for sale 23 13,087 10 13,120 Other investments: Principal investments: Direct 1 — 73 74 Indirect (measured at NAV) (a) — — — 301 Total principal investments 1 — 73 375 Equity and mezzanine investments: Indirect (measured at NAV) (a) — — — 9 Total equity and mezzanine investments — — — 9 Other (measured at NAV) (a) — — — 4 Total other investments 1 — 73 388 Derivative assets: Interest rate — 1,034 10 1,044 Foreign exchange 164 8 — 172 Commodity — 581 — 581 Credit — 2 3 5 Derivative assets 164 1,625 13 1,802 Netting adjustments (b) — — — (1,071 ) Total derivative assets 164 1,625 13 731 Accrued income and other assets — 2 — 2 Total assets on a recurring basis at fair value $ 193 $ 15,498 $ 96 $ 15,030 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions — $ 607 — $ 607 Derivative liabilities: Interest rate — 692 — 692 Foreign exchange $ 138 9 — 147 Commodity — 567 — 567 Credit — 6 $ 1 7 Derivative liabilities 138 1,274 1 1,413 Netting adjustments (b) — — — (588 ) Total derivative liabilities 138 1,274 1 825 Accrued expense and other liabilities — 2 — 2 Total liabilities on a recurring basis at fair value $ 138 $ 1,883 $ 1 $ 1,434 (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 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, 2016, and March 31, 2015. 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 Earnings Purchases Sales Settlements Transfers into Level 3 (d) Transfers (d) End of Period (f) Unrealized March 31, 2016 Securities available for sale Other securities $ 17 — — — — — — $ 17 — Other investments Principal investments Direct 50 $ (3 ) (b) — — — — — 47 $ (3 ) (b) Other indirect 20 (1 ) (b) — $ (1 ) — — — 18 (1 ) (b) Derivative instruments (a) Interest rate 16 4 (c) — — — $ 3 (e) $ (7 ) (e) 16 — Commodity — — — — — — — — — Credit 1 (2 ) (c) — — $ 3 — — 2 — in millions Beginning of Period Gains Purchases Sales Settlements Transfers into Level 3 (d) Transfers (d) End of Period (f) Unrealized March 31, 2015 Securities available for sale Other securities $ 10 — — — — — — $ 10 — Other investments Principal investments Direct 102 $ 13 (b) $ 1 $ (43 ) — — — 73 — Equity and mezzanine investments Direct — 2 (b) — (2 ) — — — — 2 (b) Derivative instruments (a) Interest rate 13 2 (c) — — — — $ (5 ) (e) 10 — Commodity — — — — — — — — — Credit 2 (3 ) (c) — — $ 3 — — 2 — (a) Amounts represent Level 3 derivative assets less Level 3 derivative liabilities. (b) Realized and unrealized gains and losses on principal investments are reported in “net gains (losses) from principal investing” on the income statement. Realized and unrealized losses on private equity and mezzanine investments are reported in “other income” on the income statement. (c) Realized and unrealized gains and losses on derivative instruments are reported in “corporate services income” and “other income” on the income statement. (d) Our policy is to recognize transfers into and transfers out of Level 3 as of the end of the reporting period. (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 unobsevable inputs became less significant. (f) There were no issuances for the three-month periods ended March 31, 2016, and March 31, 2015. 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, 2016, December 31, 2015, and March 31, 2015. The following table presents our assets measured at fair value on a nonrecurring basis at March 31, 2016, December 31, 2015, and March 31, 2015: March 31, 2016 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A NONRECURRING BASIS Impaired loans — — $ 25 $ 25 Loans held for sale (a) — — — — Accrued income and other assets — — 5 5 Total assets on a nonrecurring basis at fair value — — $ 30 $ 30 December 31, 2015 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A NONRECURRING BASIS Impaired loans — — — — Loans held for sale (a) — — — — Accrued income and other assets — — $ 7 $ 7 Total assets on a nonrecurring basis at fair value — — $ 7 $ 7 March 31, 2015 in millions Level 1 Level 2 Level 3 Total ASSETS M

Securities

Securities	3 Months Ended
	Mar. 31, 2016
Investments, Debt and Equity Securities [Abstract]
Securities	6. Securities Securities available for sale. “Other securities” held in the available-for-sale portfolio consist of marketable equity securities that are traded on a public exchange such as the NYSE or NASDAQ and convertible preferred stock issued by privately held companies. Held-to-maturity securities. “Other securities” held in the held-to-maturity portfolio consist of foreign bonds and capital securities. Unrealized losses on equity securities deemed to be “other-than-temporary,” and realized gains and losses resulting from sales of securities using the specific identification method, are included in “other income” on the income statement. Unrealized losses on debt securities deemed to be “other-than-temporary” are included in “other income” on the income statement or in AOCI on the balance sheet in accordance with the applicable accounting guidance related to the recognition of OTTI of debt 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, 2016 in millions Amortized Gross Gross Fair SECURITIES AVAILABLE FOR SALE States and political subdivisions $ 12 $ 1 — $ 13 Collateralized mortgage obligations 12,071 132 $ 41 12,162 Other mortgage-backed securities 2,087 22 — 2,109 Other securities 21 — 1 20 Total securities available for sale $ 14,191 $ 155 $ 42 $ 14,304 HELD-TO-MATURITY SECURITIES Collateralized mortgage obligations $ 4,238 $ 28 $ 12 $ 4,254 Other mortgage-backed securities 743 12 — 755 Other securities 22 — — 22 Total held-to-maturity securities $ 5,003 $ 40 $ 12 $ 5,031 December 31, 2015 in millions Amortized Gross Gross Fair SECURITIES AVAILABLE FOR SALE States and political subdivisions $ 14 — — $ 14 Collateralized mortgage obligations 12,082 $ 51 $ 138 11,995 Other mortgage-backed securities 2,193 11 15 2,189 Other securities 21 — 1 20 Total securities available for sale $ 14,310 $ 62 $ 154 $ 14,218 HELD-TO-MATURITY SECURITIES Collateralized mortgage obligations $ 4,174 $ 5 $ 50 $ 4,129 Other mortgage-backed securities 703 — 4 699 Other securities 20 — — 20 Total held-to-maturity securities $ 4,897 $ 5 $ 54 $ 4,848 March 31, 2015 in millions Amortized Gross Gross Fair SECURITIES AVAILABLE FOR SALE States and political subdivisions $ 21 $ 1 — $ 22 Collateralized mortgage obligations 11,116 124 $ 77 11,163 Other mortgage-backed securities 1,870 32 — 1,902 Other securities 30 3 — 33 Total securities available for sale $ 13,037 $ 160 $ 77 $ 13,120 HELD-TO-MATURITY SECURITIES Collateralized mortgage obligations $ 4,749 $ 26 $ 30 $ 4,745 Other mortgage-backed securities 234 2 — 236 Other securities 22 — — 22 Total held-to-maturity securities $ 5,005 $ 28 $ 30 $ 5,003 The following table summarizes our securities that were in an unrealized loss position as of March 31, 2016, December 31, 2015, and March 31, 2015. Duration of Unrealized Loss Position Less than 12 Months 12 Months or Longer Total in millions Fair Value Gross Fair Value Gross Fair Value Gross March 31, 2016 Securities available for sale: Collateralized mortgage obligations $ 941 $ 6 $ 2,805 $ 35 $ 3,746 $ 41 Other mortgage-backed securities (a) 61 — — — 61 — Other securities — — 3 1 3 1 Held-to-maturity: Collateralized mortgage obligations 250 1 809 11 1,059 12 Other securities (b) — — 4 — 4 — Total temporarily impaired securities $ 1,252 $ 7 $ 3,621 $ 47 $ 4,873 $ 54 December 31, 2015 Securities available for sale: Collateralized mortgage obligations $ 5,190 $ 43 $ 3,206 $ 95 $ 8,396 $ 138 Other mortgage-backed securities 1,670 15 — — 1,670 15 Other securities — — 3 1 3 1 Held-to-maturity: Collateralized mortgage obligations 1,793 16 1,320 34 3,113 50 Other mortgage-backed securities 547 4 — — 547 4 Other securities (b) 4 — — — 4 — Total temporarily impaired securities $ 9,204 $ 78 $ 4,529 $ 130 $ 13,733 $ 208 March 31, 2015 Securities available for sale: Collateralized mortgage obligations $ 1,722 $ 25 $ 2,722 $ 52 $ 4,444 $ 77 Other mortgage-backed securities (a) 39 — — — 39 — Other securities (c) 3 — 2 — 5 — Held-to-maturity: Collateralized mortgage obligations 637 8 1,348 22 1,985 30 Other securities (b) 4 — — — 4 — Total temporarily impaired securities $ 2,405 $ 33 $ 4,072 $ 74 $ 6,477 $ 107 (a) Gross unrealized losses totaled less than $1 million for other mortgage-backed securities available for sale as of March 31, 2016, and March 31, 2015. (b) Gross unrealized losses totaled less than $1 million for other securities held to maturity as of March 31, 2016, December 31, 2015, and March 31, 2015. (c) Gross unrealized losses totaled less than $1 million for other securities available for sale as of March 31, 2015. At March 31, 2016, we had $41 million of gross unrealized losses related to 55 fixed-rate CMOs that we invested in as part of our overall A/LM strategy. These securities had a weighted-average maturity of 4.0 years at March 31, 2016. We also had less than $1 million of gross unrealized losses related to 11 other mortgage-backed securities positions, which had a weighted-average maturity of 4.3 years at March 31, 2016. 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 earnings. We regularly assess our securities portfolio for OTTI. The assessments are based on the nature of the securities, the underlying collateral, the financial condition of the issuer, the extent and duration of the loss, our intent related to the individual securities, and the likelihood that we will have to sell securities prior to expected recovery. The debt securities identified as other-than-temporarily impaired are written down to their current fair value. For those debt securities that we intend to sell, or more-likely-than-not will be required to sell, prior to the expected recovery of the amortized cost, the entire impairment (i.e., the difference between amortized cost and the fair value) is recognized in earnings. For those debt securities that we do not intend to sell, or more-likely-than-not will not be required to sell, prior to expected recovery, the credit portion of OTTI is recognized in earnings, while the remaining OTTI is recognized in equity as a component of AOCI on the balance sheet. As shown in the following table, we did not have any impairment losses recognized in earnings for the three months ended March 31, 2016. Three months ended March 31, 2016 in millions Balance at December 31, 2015 $ 4 Impairment recognized in earnings — Balance at March 31, 2016 $ 4 For the three months ended March 31, 2016, net securities gains (losses) related to securities available for sale totaled less than $1 million. At March 31, 2016, securities available for sale and held-to-maturity securities totaling $5.9 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 securities by remaining maturity. CMOs and other mortgage-backed securities (both of which are included in the securities available-for-sale portfolio) as well as the CMOs in the held-to-maturity portfolio are presented based on their expected average lives. The remaining securities, in both the available-for-sale and held-to-maturity portfolios, are presented based on their remaining contractual maturity. Actual maturities may differ from expected or contractual maturities since borrowers have the right to prepay obligations with or without prepayment penalties. Securities Available for Sale Held-to-Maturity March 31, 2016 in millions Amortized Fair Amortized Fair Due in one year or less $ 281 $ 285 $ 38 $ 39 Due after one through five years 13,245 13,350 4,222 4,238 Due after five through ten years 663 667 591 599 Due after ten years 2 2 152 155 Total $ 14,191 $ 14,304 $ 5,003 $ 5,031

Derivatives and Hedging Activit

Derivatives and Hedging Activities	3 Months Ended
	Mar. 31, 2016
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. Derivative instruments are contracts between two or more parties that have a notional amount and an underlying variable, require a small or no net investment, and allow for the net settlement of positions. A derivative’s notional amount serves as the basis for the payment provision of the contract and takes the form of units, such as shares or dollars. A derivative’s underlying variable is a specified interest rate, security price, commodity price, foreign exchange rate, index, or other variable. The interaction between the notional amount and the underlying variable determines the number of units to be exchanged between the parties and influences the fair value of the derivative contract. The primary derivatives that we use are interest rate swaps, caps, floors, and futures; foreign exchange contracts; commodity derivatives; and credit derivatives. Generally, these instruments help us manage exposure to interest rate risk, mitigate the credit risk inherent in our loan portfolio, hedge against changes in foreign currency exchange rates, and meet client financing and hedging needs. As further discussed in this note: • interest rate risk is the risk that the EVE or net interest income will be adversely affected by fluctuations in interest rates; • credit risk is the risk of loss arising from an obligor’s inability or failure to meet contractual payment or performance terms; and • foreign exchange risk is the risk that an exchange rate will adversely affect the fair value of a financial instrument. Derivative assets and liabilities are recorded at fair value on the balance sheet, after taking into account the effects of bilateral collateral and master netting agreements. These agreements allow us to settle all derivative contracts held with a single counterparty on a net basis and to offset net derivative positions with related cash collateral, where applicable. As a result, we could have derivative contracts with negative fair values included in derivative assets on the balance sheet and contracts with positive fair values included in derivative liabilities. At March 31, 2016, after taking into account the effects of bilateral collateral and master netting agreements, we had $276 million of derivative assets and a positive $23 million of derivative liabilities that relate to contracts entered into for hedging purposes. Our hedging derivative liabilities are in an asset position largely because we have contracts with positive fair values as a result of master netting agreements. 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 $789 million and derivative liabilities of $813 million that were not designated as hedging instruments. Additional information regarding our accounting policies for derivatives is provided in Note 1 (“Summary of Significant Accounting Policies”) under the heading “Derivatives” beginning on page 126 of our 2015 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; associated interest rates tied to each instrument; differences in the repricing and maturity characteristics of interest-earning assets and interest-bearing liabilities; and changes in interest rates. We utilize derivatives that have been designated as part of a hedge relationship in accordance with the applicable accounting guidance to minimize the exposure and volatility of net interest income and EVE to interest rate fluctuations. The primary derivative instruments used to manage interest rate risk are interest rate swaps, which convert the contractual interest rate index of agreed-upon amounts of assets and liabilities (i.e., notional amounts) to another interest rate index. We designate certain “receive fixed/pay variable” interest rate swaps as fair value hedges. These contracts convert certain fixed-rate long-term debt into variable-rate obligations, thereby modifying our exposure to changes in interest rates. As a result, we receive fixed-rate interest payments in exchange for making variable-rate payments over the lives of the contracts without exchanging the notional amounts. Similarly, we designate certain “receive fixed/pay variable” interest rate swaps as cash flow hedges. These contracts effectively convert certain floating-rate loans into fixed-rate loans to reduce the potential adverse effect of interest rate decreases on future interest income. Again, we receive fixed-rate interest payments in exchange for making variable-rate payments over the lives of the contracts without exchanging the notional amounts. We also designate certain “pay fixed/receive variable” interest rate swaps as cash flow hedges. These swaps convert certain floating-rate debt into fixed-rate debt. We also use these swaps to manage the interest rate risk associated with anticipated sales of certain commercial real estate loans. The swaps protect against the possible short-term decline in the value of the loans that could result from changes in interest rates between the time they are originated and the time they are sold. We use foreign currency forward transactions to hedge the foreign currency exposure of our net investment in various foreign equipment finance entities. These entities are denominated in a non-U.S. currency. These swaps are designated as net investment hedges to mitigate the exposure of measuring the net investment at the spot foreign exchange rate. Derivatives Not Designated in Hedge Relationships On occasion, we enter into interest rate swap contracts to manage economic risks but do not designate the instruments in hedge relationships. Excluding contracts addressing customer exposures, the amount of derivatives hedging risks on an economic basis at March 31, 2016, was not significant. Like other financial services institutions, we originate loans and extend credit, both of which expose us to credit risk. We actively manage our overall loan portfolio and the associated credit risk in a manner consistent with asset quality objectives and concentration risk tolerances to mitigate portfolio credit risk. Purchasing credit default swaps enables us to transfer to a third party a portion of the credit risk associated with a particular extension of credit, including situations where there is a forecasted sale of loans. Beginning in the first quarter of 2014, we began purchasing credit default swaps to reduce the credit risk associated with the debt securities held in our trading portfolio. We may also sell credit derivatives to offset our purchased credit default swap position prior to maturity. Although we use credit default swaps for risk management purposes, they are not treated as hedging instruments. We also enter into derivative contracts for other purposes, including: • interest rate swap, cap, and floor contracts entered into generally to accommodate the needs of commercial loan clients; • energy and base metal swap and option contracts entered into to accommodate the needs of clients; • 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; and • foreign exchange forward and option contracts entered into primarily to accommodate the needs of clients. 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, 2016, December 31, 2015, and March 31, 2015. The change in the notional amounts of these derivatives by type from December 31, 2015, to March 31, 2016, indicates the volume of our derivative transaction activity during the first quarter of 2016. The notional amounts are not affected by bilateral collateral and master netting agreements. The derivative asset and liability balances are presented on a gross basis, prior to the application of bilateral collateral and master netting agreements. Total derivative assets and liabilities are adjusted to take into account the impact of legally enforceable master netting agreements that allow us to settle all derivative contracts with a single counterparty on a net basis and to offset the net derivative position with the related cash collateral. Where master netting agreements are not in effect or are not enforceable under bankruptcy laws, we do not adjust those derivative assets and liabilities with counterparties. Securities collateral related to legally enforceable master netting agreements is not offset on the balance sheet. Our derivative instruments are included in “derivative assets” or “derivative liabilities” on the balance sheet, as indicated in the following table: March 31, 2016 December 31, 2015 March 31, 2015 Fair Value Fair Value Fair Value in millions Notional Derivative Derivative Notional Derivative Derivative Notional Derivative Derivative Derivatives designated as hedging instruments: Interest rate $ 21,126 $ 464 $ 12 $ 18,917 $ 257 $ 15 $ 16,802 $ 315 $ 14 Foreign exchange 289 5 15 312 20 — 339 20 — Total 21,415 469 27 19,229 277 15 17,141 335 14 Derivatives not designated as hedging instruments: Interest rate 43,048 880 785 43,965 627 548 41,913 728 678 Foreign exchange 6,191 111 104 6,454 131 124 5,544 152 147 Commodity 1,189 347 334 1,144 444 433 1,553 582 567 Credit 432 3 5 632 6 6 586 5 7 Total 50,860 1,341 1,228 52,195 1,208 1,111 49,596 1,467 1,399 Netting adjustments (a) — (745 ) (465 ) — (866 ) (494 ) — (1,071 ) (588 ) Net derivatives in the balance sheet 72,275 1,065 790 71,424 619 632 66,737 731 825 Other collateral (b) — (65 ) (197 ) — (91 ) (204 ) — (146 ) (244 ) Net derivative amounts $ 72,275 $ 1,000 $ 593 $ 71,424 $ 528 $ 428 $ 66,737 $ 585 $ 581 (a) 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. (b) 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. The following table summarizes the pre-tax net gains (losses) on our fair value hedges for the three-month periods ended March 31, 2016, and March 31, 2015, and where they are recorded on the income statement. Three months ended March 31, 2016 in millions Income Statement Location of Net Gains (Losses) on Derivative Net Gains Hedged Item Income Statement Location of Net Gains Interest rate Other income $ 115 Long-term debt Other income $ (115 ) (a) Interest rate Interest expense – Long-term debt 27 Total $ 142 $ (115 ) Three months ended March 31, 2015 in millions Income Statement Location of Net Gains (Losses) on Derivative Net Gains Hedged Item Income Statement Location of Net Gains (Losses) on Hedged Item Net Gains Interest rate Other income $ 41 Long-term debt Other income $ (41 ) (a) Interest rate Interest expense – Long-term debt 29 Total $ 70 $ (41 ) (a) Net gains (losses) on hedged items represent the change in fair value caused by fluctuations in interest rates. Cash flow hedges. Considering the interest rates, yield curves, and notional amounts as of March 31, 2016, we would expect to reclassify an estimated $34 million of after-tax net losses on derivative instruments from AOCI to income during the next 12 months for our cash flow hedges. In addition, we expect to reclassify approximately $2 million of net losses related to terminated cash flow hedges from AOCI to income during the next 12 months. As of March 31, 2016, the maximum length of time over which we hedge forecasted transactions is 12 years. Net investment hedges. 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, 2016, and March 31, 2015, and where they are recorded on the income statement. The table includes the effective portion of net gains (losses) recognized in OCI during the period, the effective portion of net gains (losses) reclassified from OCI into income during the current period, and the portion of net gains (losses) recognized directly in income, representing the amount of hedge ineffectiveness. Three months ended March 31, 2016 in millions Net Gains (Losses) Income Statement Location of Net Gains Net Gains Income Statement Location Net Gains Cash Flow Hedges Interest rate $ 133 Interest income – Loans $ 23 Other income — Interest rate (4 ) Interest expense – Long-term debt (1 ) Other income — Interest rate (1 ) Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts (14 ) Other Income — Other income — Total $ 114 $ 22 — Three months ended March 31, 2015 in millions Net Gains (Losses) Income Statement Location of Net Gains Net Gains Income Statement Location Net Gains Cash Flow Hedges Interest rate $ 54 Interest income – Loans $ 22 Other income — Interest rate (2 ) Interest expense – Long-term debt (1 ) Other income — Interest rate (4 ) Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts 24 Other Income — Other income — Total $ 72 $ 21 — The after-tax change in AOCI resulting from cash flow and net investment hedges is as follows: in millions December 31, 2016 Reclassification Net Income March 31, AOCI resulting from cash flow and net investment hedges $ 20 $ 72 $ (14 ) $ 78 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, 2016, and March 31, 2015, and where they are recorded on the income statement. Three months ended March 31, Three months ended March 31, in millions Corporate Income Other Income Total Corporate Income Other Income Total NET GAINS (LOSSES) Interest rate $ 6 $ (1 ) $ 5 $ 4 — $ 4 Foreign exchange 10 — 10 8 — 8 Commodity 1 — 1 2 — 2 Credit 1 (2 ) (1 ) — $ (4 ) (4 ) Total net gains (losses) $ 18 $ (3 ) $ 15 $ 14 $ (4 ) $ 10 Counterparty Credit Risk Like other financial instruments, derivatives contain an element of credit risk. This risk is measured as the expected positive replacement value of the contracts. We use several means to mitigate and manage exposure to credit risk on derivative contracts. We generally enter into bilateral collateral and master netting agreements that provide for the net settlement of all contracts with a single counterparty in the event of default. Additionally, we monitor counterparty credit risk exposure on each contract to determine appropriate limits on our total credit exposure across all product types. We review our collateral positions on a daily basis and exchange collateral with our counterparties in accordance with standard ISDA documentation, central clearing rules, and other related agreements. We generally hold collateral in the form of cash and highly rated securities issued by the U.S. Treasury, government-sponsored enterprises, or GNMA. The cash collateral netted against derivative assets on the balance sheet totaled $310 million at March 31, 2016, $377 million at December 31, 2015, and $514 million at March 31, 2015. The cash collateral netted against derivative liabilities totaled $29 million at March 31, 2016, $5 million at December 31, 2015, and $31 million at March 31, 2015. The relevant agreements that allow us to access the central clearing organizations to clear derivative transactions are not considered to be qualified master netting agreements. Therefore, we cannot net derivative contracts or offset those contracts with related cash collateral with these counterparties. At March 31, 2016, we posted $286 million of cash collateral with clearing organizations and held $98 million of cash collateral from clearing organizations. At December 31, 2015, we posted $143 million of cash collateral with clearing organizations and held $6 million of cash collateral from clearing organizations. At March 31, 2015, we posted $68 million of cash collateral with clearing organizations and held $7 million of cash collateral from clearing organizations. This additional cash collateral is included in “accrued income and other assets” and “accrued expense and other liabilities” on the balance sheet. The following table summarizes our largest exposure to an individual counterparty at the dates indicated. in millions March 31, December 31, March 31, Largest gross exposure (derivative asset) to an individual counterparty $ 150 $ 158 $ 122 Collateral posted by this counterparty 66 85 91 Derivative liability with this counterparty 82 74 28 Net exposure after netting adjustments and collateral 2 (1 ) 3 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, December 31, March 31, Interest rate $ 1,132 $ 628 $ 755 Foreign exchange 37 66 58 Commodity 204 298 431 Credit 2 4 1 Derivative assets before collateral 1,375 996 1,245 Less: Related collateral 310 377 514 Total derivative assets $ 1,065 $ 619 $ 731 We enter into derivative transactions with two primary groups: broker-dealers and banks, and clients. Since 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 generally are high dollar volume. We generally enter into bilateral collateral and master netting agreements with these counterparties. We began clearing certain types of derivative transactions with these counterparties in June 2013, whereby the central clearing organizations become our counterparties subsequent to novation of the original derivative contracts. In addition, we began entering into derivative contracts through swap execution facilities during the first quarter of 2014. The swap clearing and swap trade execution requirements were mandated by the Dodd-Frank Act for the purpose of reducing counterparty credit risk and increasing transparency in the derivative market. At March 31, 2016, we had gross exposure of $937 million to broker-dealers and banks. We had net exposure of $484 million after the application of master netting agreements and cash collateral, where such qualifying agreements exist. We had net exposure of $399 million after considering $85 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 generally are low dollar volume. We generally enter into master netting agreements with these counterparties. In addition, we mitigate our overall portfolio exposure and market risk by buying and selling U.S. Treasuries and Eurodollar futures and entering into offsetting positions and other derivative contracts, sometimes with entities other than broker-dealers and banks. Due to the smaller size and magnitude of the individual contracts with clients, we generally do not exchange collateral in connection with these derivative transactions. To address the risk of default associated with the uncollateralized contracts, we have established a credit valuation adjustment (included in “derivative assets”) in the amount of $7 million at March 31, 2016, which we estimate to be the potential future losses on amounts due from client counterparties in the event of default. At March 31, 2016, we had gross exposure of $626 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 $581 million on our derivatives with these counterparties after the application of master netting agreements, collateral, and the related reserve. In addition, the derivatives for one counterparty were guaranteed by a third party with a letter of credit totaling $20 million. Credit Derivatives We are both a buyer and seller of credit protection through the credit derivative market. We purchase credit derivatives to manage the credit risk associated with specific commercial lending and swap obligations as well as exposures to debt securities. We may also sell credit derivatives, mainly single-name credit default swaps, to offset our purchased credit default swap positions prior to maturity. The following table summarizes the fair value of our credit derivatives purchased and sold by type as of March 31, 2016, December 31, 2015, and March 31, 2015. The fair value of credit derivatives presented below does not take into account the effects of bilateral collateral or master netting agreements. March 31, 2016 December 31, 2015 March 31, 2015 in millions Purchased Sold Net Purchased Sold Net Purchased Sold Net Single-name credit default swaps $ (3 ) — $ (3 ) $ (3 ) — $ (3 ) $ (3 ) — $ (3 ) Traded credit default swap indices 1 — 1 4 — 4 1 — 1 Other (a) — $ — — — $ (1 ) (1 ) 1 $ (1 ) — Total credit derivatives $ (2 ) $ — (2 ) $ 1 $ (1 ) — $ (1 ) $ (1 ) $ (2 ) (a) As of March 31, 2016, the fair value of other credit derivatives sold totaled less than $1 million. Single-name credit default swaps are bilateral contracts whereby the seller agrees, for a premium, to provide protection against the credit risk of a specific entity (the “reference entity”) in connection with a specific debt obligation. The protected credit risk is related to adverse credit events, such as bankruptcy, failure to make payments, and acceleration or restructuring of obligations, identified in the credit derivative contract. As the seller of a single-name credit derivative, we may settle in one of two ways if the underlying reference entity experiences a predefined credit event. We may be required to pay the purchaser the difference between the par value and the market price of the debt obligation (cash settlement) or receive the specified referenced asset in exchange for payment of the par value (physical settlement). If we effect a physical settlement and receive our portion of the related debt obligation, we will join other creditors in the liquidation process, which may enable us to recover a portion of the amount paid under the credit default swap contract. We also may purchase offsetting credit derivatives for the same reference entity from third parties that will permit us to recover the amount we pay should a credit event occur. A traded credit default swap index represents a position on a basket or portfolio of reference entities. As a seller of protection on a credit default swap index, we would be required to pay the purchaser if one or more of the entities in the index had a credit event. Upon a credit event, the amount payable is based on the percentage of the notional amount allocated to the specific defaulting entity. The majority of transactions represented by the “other” category shown in the above table are risk participation agreements. In these transactions, the lead participant has a swap agreement with a customer. The lead participant (purchaser of protection) then enters into a risk participation agreement with a counterparty (seller of protection), under which the counterparty receives a fee to accept a portion of the lead participant’s credit risk. If the customer defaults on the swap contract, the counterparty to the risk participation agreement must reimburse the lead participant for the counterparty’s percentage of the positive fair value of the customer swap as of the default date. If the customer swap has a negative fair value, the counterparty has no reimbursement requirements. If the customer defaults on the swap contract and the seller fulfills its payment obligations under the risk participation agreement, the seller is entitled to a pro rata The following table provides information on the types of credit derivatives sold by us and held on the balance sheet at March 31, 2016, December 31, 2015, and March 31, 2015. 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, 2016 December 31, 2015 March 31, 2015 dollars in millions Notional Average Payment / Notional Average Payment / Notional Average Payment / Single-name credit default swaps — — — — — — $ 5 .47 .87 % Other $ 9 3.46 10.92 % $ 5 2.67 14.46 % 8 3.04 9.39 Total credit derivatives sold $ 9 — — $ 5 — — $ 13 — — 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, 2016, 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, 2016, 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 $210 million, which includes $200 million in derivative assets and $410 million in derivative liabilities. We had $216 million in cash and securities collateral posted to cover those positions as of March 31, 2016. The aggregate fair value of all derivative contracts with credit risk contingent features held by KeyCorp as of March 31, 2016, that were in a net liability position totaled $11 million, which consists solely of derivative liabilities. We had $11 million in collateral posted to cover those positions as of March 31, 2016. 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, 2016, December 31, 2015, and March 31, 2015. 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, 2016, December 31, 2015, and March 31, 2015, 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 March 31, 2016, December 31, 2015, or March 31, 2015. 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, 2016 December 31, 2015 March 31, 2015 in millions Moody’s S&P Moody’s S&P Moody’s S&P KeyBank’s long-term senior unsecured credit ratings A3 A- A3 A- A3 A- One rating downgrade $ 2 $ 2 $ 2 $ 2 $ 4 $ 4 Two rating downgrades 2 2 2 2 4 4 Three rating downgrades 4 4 4 4 6 6 KeyBank’s long-term senior unsecured credit rating was four ratings above noninvestment grade at Moody’s and S&P as of March 31, 2016, December 31, 2015, and March 31, 2015. If KeyBank’s ratings had been downgraded below investment grade as of March 31, 2016, and December 31, 2015, payments of up to $5 million 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. As of March 31, 2015, payments of up to $8 million 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, 2016, December 31, 2015, and March 31, 2015, payments of less than $1 million 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, 2016
Text Block [Abstract]
Mortgage Servicing Assets	8. Mortgage Servicing Assets We originate and periodically sell commercial 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. Mortgage servicing assets are recorded as a component of “accrued income and other assets” on the balance sheet. Changes in the carrying amount of mortgage servicing assets are summarized as follows: Three months ended March 31, in millions 2016 2015 Balance at beginning of period $ 321 $ 323 Servicing retained from loan sales 7 10 Purchases 12 15 Amortization (22 ) (24 ) Balance at end of period $ 318 $ 324 Fair value at end of period $ 408 $ 423 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, 2016, December 31, 2015, and March 31, 2015, along with the valuation techniques, are shown in the following table: March 31, 2016 dollars in millions Valuation Technique Significant Unobservable Input Range (Weighted-Average) Mortgage servicing assets Discounted cash flow Prepayment speed 1.50 - Expected defaults 1.00 - Residual cash flows discount rate 7.00 - Escrow earn rate 1.10 - Servicing cost $150 - Loan assumption rate 0.00 - Percentage late 0.00 - December 31, 2015 dollars in millions Valuation Technique Significant Unobservable Input Range (Weighted-Average) Mortgage servicing assets Discounted cash flow Prepayment speed 1.90 - Expected defaults 1.00 - 3.00% (1.70%) Residual cash flows discount rate 7.00 - 15.00% (7.80%) Escrow earn rate 1.00 - 3.50% (2.30%) Servicing cost $150 - $2,700 ($1,215) Loan assumption rate 0.00 - 3.00% (1.34%) Percentage late 0.00 - 2.00% (0.33%) March 31, 2015 dollars in millions Valuation Technique Significant Unobservable Input Range (Weighted-Average) Mortgage servicing assets Discounted cash flow Prepayment speed 1.60-13.10% (4.80%) Expected defaults 1.00 - 3.00% (1.80%) Residual cash flows discount rate 7.00 - 15.00% (7.80%) Escrow earn rate 0.70 - 3.10% (1.90%) Servicing cost $150 - $2,735 ($1,059) Loan assumption rate 0.20 - 3.00% (1.43%) Percentage late 0.00 - 2.00% (0.33%) If these economic assumptions change or prove incorrect, the fair value of mortgage servicing assets may also change. Expected credit losses, escrow earn rates, and discount rates 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. A decrease in the value assigned to the escrow earn rates would cause a decrease in the fair value of our 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 mortgage servicing assets. We have elected to account for servicing assets using the amortization method. The amortization of servicing assets is determined in proportion to, and over the period of, the estimated net servicing income. The amortization of 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 $35 million for the three-month period ended March 31, 2016, and $36 million for the three-month period ended March 31, 2015. This fee income was offset by $23 million of amortization for the three-month periods ended March 31, 2016 and March 31, 2015. Both the contractual fee income and the amortization are recorded, net, in “mortgage servicing fees” on the income statement. Additional information pertaining to the accounting for mortgage and other servicing assets is included in Note 1 (“Summary of Significant Accounting Policies”) under the heading “Servicing Assets” on page 127 of our 2015 Form 10-K.

Variable Interest Entities

Variable Interest Entities	3 Months Ended
	Mar. 31, 2016
Equity Method Investments and Joint Ventures [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 impact 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 impact the entity’s economic performance. KCC and KPP principal investments are newly assessed VIEs under the amended consolidation guidance. Additional information on the amended consolidation guidance is provided in Note 1 (“Basis of Presentation and Accounting Policies”). LIHTC investments. 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 $1.1 billion of investments in LIHTC operating partnerships at March 31, 2016, and December 31, 2015, and $941 million at March 31, 2015. 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 is remote. For all legally binding unfunded equity commitments, we increase our recognized investment and recognize a liability. As of March 31, 2016, December 31, 2015, and March 31, 2015, we had liabilities of $390 million, $410 million, and $292 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, 2016, December 31, 2015, and March 31, 2015. As these investments represent unconsolidated VIEs, the assets and liabilities of the investments themselves are not recorded on our balance sheet. During 2015, we noted that not all of KCDC’s unconsolidated VIEs were captured in the table below. As a result, the amounts in the table were revised to incorporate all of KCDC’s unconsolidated VIEs for the quarter ended March 31, 2015. Because our LIHTC investments were appropriately accounted for, these revisions did not impact our financial condition or results of operations for the quarter ended March 31, 2015. Unconsolidated VIEs in millions Total Assets Total Liabilities Maximum Exposure to Loss March 31, 2016 LIHTC investments $ 4,938 $ 1,379 $ 1,283 December 31, 2015 LIHTC investments $ 4,914 $ 1,368 $ 1,332 March 31, 2015 LIHTC investments $ 4,357 $ 881 $ 1,118 We amortize our LIHTC investments over the period that we expect to receive the tax benefits. During the first three months of 2016, we recognized $33 million of amortization and $33 million of tax credits associated with these investments within “income taxes” on our income statement. During the first three months of 2015, we recognized $25 million of amortization and $28 million of tax credits associated with these investments within “income taxes” on our income statement. Principal investments. 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 $229 million, $235 million, and $301 million at March 31, 2016, December 31, 2015, and March 31, 2015, 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 KCC was invested as well as our maximum exposure to loss in connection with these investments at March 31, 2016. Unconsolidated VIEs in millions Total Total Maximum Exposure to Loss March 31, 2016 KCC indirect investments $ 43,337 $ 325 $ 279 Other unconsolidated VIEs. Consolidated VIEs.

Income Taxes

Income Taxes	3 Months Ended
	Mar. 31, 2016
Income Tax Disclosure [Abstract]
Income Taxes	10. Income Taxes Income Tax Provision In accordance with the applicable accounting guidance, the principal method established for computing the provision for income taxes in interim periods requires us to make our best estimate of the effective tax rate expected to be applicable for the full year. This estimated effective tax rate is then applied to interim consolidated pre-tax operating income to determine the interim provision for income taxes. The effective tax rate, which is the provision for income taxes as a percentage of income from continuing operations before income taxes, was 23.0% for the first quarter of 2016 and 24.4% for the first quarter of 2015. The effective tax rates are below our combined federal and state statutory tax rate of 37.2% primarily due to income from investments in tax-advantaged assets such as corporate-owned life insurance and credits associated with renewable energy and low-income housing investments. Deferred Tax Asset At March 31, 2016, from continuing operations, we had a net federal deferred tax asset of $94 million and a net state deferred tax asset of $13 million, compared to a net federal deferred tax asset of $269 million and a net state deferred tax asset of $30 million at December 31, 2015, and a net federal deferred tax asset of $88 million and a net state deferred tax asset of $13 million at March 31, 2015, 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 less than $1 million at March 31, 2016, December 31, 2015, and March 31, 2015, associated with certain state net operating loss carryforwards and state credit 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. Deferred tax assets were reduced in the financial statements for unrecognized tax benefits by $2.7 million at March 31, 2016, $2.7 million at December 31, 2015, and $1 million at March 31, 2015.

Acquisitions and Discontinued O

Acquisitions and Discontinued Operations	3 Months Ended
	Mar. 31, 2016
Business Combinations [Abstract]
Acquisitions and Discontinued Operations	11. Acquisitions and Discontinued Operations Acquisitions First Niagara Financial Group, Inc. The merger was approved by KeyCorp’s shareholders and First Niagara’s stockholders at their respective special meetings held on March 23, 2016. On April 28, 2016, KeyCorp and First Niagara entered into an agreement with Northwest Bank, a wholly-owned subsidiary of Northwest Bancshares, Inc., to sell 18 branches in the Buffalo, New York market. The branches are being divested in connection with the pending merger between First Niagara and KeyCorp and pursuant to an agreement with the United States Department of Justice and commitments to the Board of Governors of the Federal Reserve System following a customary antitrust review in connection with the proposed merger. The merger is currently expected to be completed during the third quarter of 2016 and is subject to customary closing conditions including the approval of regulators. As of March 31, 2016, First Niagara, headquartered in Buffalo, New York, had approximately 390 branches with $40 billion of total assets and $30 billion of deposits. Discontinued operations Education lending. As of January 1, 2010, we consolidated our 10 outstanding education lending securitization trusts since we held the residual interests and are the master servicer with the power to direct the activities that most significantly influence the economic performance of the trusts. On September 30, 2014, we sold the residual interests in all of our outstanding education lending securitization trusts to a third party for $57 million. In selling the residual interests, we no longer have the obligation to absorb losses or the right to receive benefits related to the securitization trusts. Therefore, in accordance with the applicable accounting guidance, we deconsolidated the securitization trusts and removed trust assets of $1.7 billion and trust liabilities of $1.6 billion from our balance sheet at September 30, 2014. We continue to service the securitized loans in eight of the securitization trusts and receive servicing fees, whereby we are adequately compensated, as well as remain a counterparty to derivative contracts with three of the securitization trusts. We retained interests in the securitization trusts through our ownership of an insignificant percentage of certificates in two of the securitization trusts and two interest-only strips in one of the securitization trusts. These retained interests were remeasured at fair value on September 30, 2014, and their fair value of $1 million was recorded in “discontinued assets” on our balance sheet. These assets were valued using a similar approach and inputs that have been used to value the education loan securitization trust loans and securities, which are further discussed later in this note. “Income (loss) from discontinued operations, net of taxes” on the income statement includes (i) the changes in fair value of the portfolio loans at fair value (discussed later in this note), and (ii) the interest income and expense from the loans in portfolio at both amortized cost and fair value. These amounts are shown separately in the following table. Gains and losses attributable to changes in fair value are recorded as a component of “noninterest income” or “noninterest expense.” Interest income and interest expense related to the loans and securities are included as components of “net interest income.” The components of “income (loss) from discontinued operations, net of taxes” for the education lending business are as follows: Three months ended March 31, in millions 2016 2015 Net interest income $ 7 $ 10 Provision for credit losses 2 2 Net interest income after provision for credit losses 5 8 Noninterest income 1 4 Noninterest expense 5 4 Income (loss) before income taxes 1 8 Income taxes — 3 Income (loss) from discontinued operations, net of taxes (a) $ 1 $ 5 (a) Includes after-tax charges of $6 million for each of the three-month periods ended March 31, 2016, and March 31, 2015, determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations. The discontinued assets of our education lending business included on the balance sheet are as follows. There were no discontinued liabilities for the periods presented below. in millions March 31, December 31, March 31, Held-to-maturity securities $ 1 $ 1 $ 1 Portfolio loans at fair value 3 4 187 Loans, net of unearned income (a) 1,757 1,824 2,032 Less: Allowance for loan and lease losses 24 28 25 Net loans 1,736 1,800 2,194 Accrued income and other assets 29 30 36 Total assets $ 1,766 $ 1,831 $ 2,231 (a) At March 31, 2016, December 31, 2015, and March 31, 2015, unearned income was less than $1 million. The discontinued education lending business consisted of loans in portfolio (recorded at fair value) and loans in portfolio (recorded at carrying value with appropriate valuation reserves). As of June 30, 2015, we decided to sell the portfolio loans that are recorded at fair value, which were subsequently sold during the fourth quarter of 2015. At March 31, 2016, education loans included 2,012 TDRs with a recorded investment of approximately $21 million (pre-modification and post-modification). A specifically allocated allowance of $2 million was assigned to these loans as of March 31, 2016. At December 31, 2015, education loans included 1,901 TDRs with a recorded investment of approximately $21 million (pre-modification and post-modification). A specifically allocated allowance of $2 million was assigned to these loans as of December 31, 2015. At March 31, 2015, education loans included 1,604 TDRs with a recorded investment of approximately $18 million (pre-modification and post-modification). A specifically allocated allowance of $1 million was assigned to these loans at March 31, 2015. There have been no significant payment defaults. There are no significant commitments outstanding to lend additional funds to these borrowers. Additional information regarding TDR classification and ALLL methodology is provided in Note 5 (“Asset Quality”). On June 27, 2014, we purchased the private loans from one of the education loan securitization trusts through the execution of a clean-up call option. The trust used the cash proceeds from the sale of these loans to retire the outstanding securities related to these private loans, and there are no future commitments or obligations to the holders of the securities. The portfolio loans were valued using an internal discounted cash flow method, which was affected by assumptions for defaults, expected credit losses, discount rates, and prepayments. The portfolio loans are considered to be Level 3 assets since we rely on unobservable inputs when determining fair value. In June 2015, we transferred $179 million of loans that were previously purchased from three of the outstanding securitizations trusts pursuant to the legal terms of those particular trusts to held for sale and accounted for them at fair value. These portfolio loans held for sale were valued based on indicative bids to sell the loans. These portfolio loans were previously valued using an internal discounted cash flow model, which was affected by assumptions for defaults, loss severity, discount rates, and prepayments. These loans were considered Level 3 assets since we relied on unobservable inputs when determining their fair value. Our valuation process for these loans prior to June 2015 is discussed in more detail below. On October 29, 2015, government-guaranteed loans were sold for $117 million. On December 8, 2015, private loans were sold for $45 million. The gain on the sales of these loans was $1 million. The remaining portfolio loans held for sale, totaling $4 million, were reclassified to portfolio loans at fair value at December 31, 2015. Portfolio loans accounted for at fair value were $3 million at March 31, 2016. Corporate Treasury, within our Finance area, was responsible for the quarterly valuation process that previously determined the fair value of our student loans held in portfolio that were accounted for at fair value. Corporate Treasury provided these fair values to a Working Group Committee (the “Working Group”) comprising representatives from the line of business, Credit and Market Risk Management, Accounting, Business Finance (part of our Finance area), and Corporate Treasury. The Working Group was a subcommittee of the Fair Value Committee that is discussed in more detail in Note 5 (“Fair Value Measurements”). The Working Group reviewed all significant inputs and assumptions and approved the resulting fair values. The Working Group reviewed actual performance trends of the loans on a quarterly basis and used statistical analysis and qualitative measures to determine assumptions for future performance. Predictive models that incorporate delinquency and charge-off trends along with economic outlooks assisted the Working Group to forecast future defaults. The Working Group used this information to formulate the credit outlook related to the loans. Higher projected defaults, fewer expected recoveries, elevated prepayment speeds, and higher discount rates would be expected to result in a lower fair value of the portfolio loans. Default expectations and discount rate changes had the most significant impact on the fair values of the loans. Increased cash flow uncertainty, whether through higher defaults and prepayments or fewer recoveries, can result in higher discount rates for use in the fair value process for these loans. The valuation process for the portfolio loans that were accounted for at fair value was based on a discounted cash flow analysis using a model purchased from a third party and maintained by Corporate Treasury. The valuation process began with loan-level data that was aggregated into pools based on underlying loan structural characteristics (i.e., current unpaid principal balance, contractual term, interest rate). Cash flows for these loan pools were developed using a financial model that reflected certain assumptions for defaults, recoveries, status changes, and prepayments. A net earnings stream, taking into account cost of funding, was calculated and discounted back to the measurement date using an appropriate discount rate. This resulting amount was used to determine the present value of the loans, which represented their fair value to a market participant. The unobservable inputs set forth in the following table were reviewed and approved by the Working Group on a quarterly basis. As of December 31, 2015, the portfolio loans accounted for at fair value were valued based on the indicative bids we received when we sold $162 million of these loans in late 2015. A quarterly variance analysis reconciled valuation changes in the model used to calculate the fair value of the portfolio loans at fair value. This quarterly analysis considered loan run-off, yields, and future default and recovery changes. We also performed back-testing to compare expected defaults to actual experience; the impact of future defaults could significantly affect the fair value of these loans over time. In addition, our internal model validation group periodically performed a review to ensure the accuracy and validity of the model for determining the fair value of these loans. The following table shows the significant unobservable inputs used to measure the fair value of the portfolio loans accounted for at fair value as of March 31, 2016, December 31, 2015, and March 31, 2015: March 31, 2016 dollars in millions Fair Value of Level 3 Valuation Technique Significant Range (Weighted-Average) Portfolio loans accounted for at fair value $ 3 Market approach Indicative bids 84.50-104.00% December 31, 2015 dollars in millions Fair Value of Level 3 Valuation Technique Significant Range (Weighted-Average) Portfolio loans accounted for at fair value $ 4 Market approach Indicative bids 84.50-104.00% March 31, 2015 dollars in millions Fair Value of Level 3 Valuation Technique Significant Range (Weighted-Average) Portfolio loans accounted for at fair value $ 187 Discounted cash flow Prepayment speed 5.40-10.20% (7.04%) Loss severity 2.00-77.00% (27.66%) Discount rate 3.70-3.80% (3.71%) Default rate 1.40-1.70% (1.60%) The following table shows the principal and fair value amounts for our portfolio loans at carrying value and portfolio loans at fair value at March 31, 2016, December 31, 2015, and March 31, 2015. Our policies for determining past due loans, placing loans on nonaccrual, applying payments on nonaccrual loans, and resuming accrual of interest are disclosed in Note 1 (“Summary of Significant Accounting Policies”) under the heading “Nonperforming Loans” beginning on page 121 of our 2015 Form 10-K. March 31, 2016 December 31, 2015 March 31, 2015 in millions Principal Fair Value Principal Fair Value Principal Fair Value Portfolio loans at carrying value Accruing loans past due 90 days or more $ 23 N/A $ 26 N/A $ 27 N/A Loans placed on nonaccrual status 6 N/A 8 N/A 8 N/A Portfolio loans at fair value Accruing loans past due 90 days or more — — $ 1 $ 1 $ 5 $ 5 Loans placed on nonaccrual status — — — — — — The following table shows the portfolio loans at fair value and their related contractual amounts as of March 31, 2016, December 31, 2015, and March 31, 2015. March 31, 2016 December 31, 2015 March 31, 2015 in millions Contractual Fair Contractual Fair Contractual Fair ASSETS Portfolio loans $ 3 $ 3 $ 4 $ 4 $ 186 $ 187 The following tables present the assets of the portfolio loans measured at fair value on a recurring basis at March 31, 2016, December 31, 2015, and March 31, 2015. March 31, 2016 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A RECURRING BASIS Portfolio loans — — $ 3 $ 3 Total assets on a recurring basis at fair value — — $ 3 $ 3 December 31, 2015 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A RECURRING BASIS Portfolio loans — — $ 4 $ 4 Total assets on a recurring basis at fair value — — $ 4 $ 4 March 31, 2015 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A RECURRING BASIS Portfolio loans — — $ 187 $ 187 Total assets on a recurring basis at fair value — — $ 187 $ 187 The following table shows the change in the fair values of the Level 3 portfolio loans held for sale, portfolio loans, and consolidated education loan securitization trusts for the three-month periods ended March 31, 2016, and March 31, 2015. in millions Portfolio Balance at December 31, 2015 $ 4 Settlements (1 ) Balance at March 31, 2016 (a) $ 3 Balance at December 31, 2014 $ 191 Gains (losses) recognized in earnings (b) 3 Settlements (7 ) Balance at March 31, 2015 (a) $ 187 (a) There were no purchases, sales, issuances, gains (losses) recognized in earnings, transfers into Level 3, or transfers out of Level 3 for the three-month period ended March 31, 2016. There were no purchases, sales, issuances, transfers into Level 3, or transfers out of Level 3 for the three-month period ended March 31, 2015. (b) Gains (losses) were driven primarily by fair value adjustments. Austin Capital Management, Ltd. There was no income related to Austin for the three-month periods ended March 31, 2016, and March 31, 2015. The discontinued assets of Austin included on the balance sheet are as follows. There were no discontinued liabilities for the periods presented below. in millions March 31, 2016 December 31, 2015 March 31, 2015 Cash and due from banks $ 15 $ 15 $ 15 Total assets $ 15 $ 15 $ 15 Combined discontinued operations. Three months ended March 31, in millions 2016 2015 Net interest income $ 7 $ 10 Provision for credit losses 2 2 Net interest income after provision for credit losses 5 8 Noninterest income 1 4 Noninterest expense 5 4 Income (loss) before income taxes 1 8 Income taxes — 3 Income (loss) from discontinued operations, net of taxes (a) $ 1 $ 5 (a) Includes after-tax charges of $6 million for each of the three-month periods ended March 31, 2016, and March 31, 2015, determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations. The combined assets of the discontinued operations are as follows. There were no discontinued liabilities for the periods presented below. in millions March 31, December 31, March 31, Cash and due from banks $ 15 $ 15 $ 15 Held-to-maturity securities 1 1 1 Portfolio loans at fair value 3 4 187 Loans, net of unearned income (a) 1,757 1,824 2,032 Less: Allowance for loan and lease losses 24 28 25 Net loans 1,736 1,800 2,194 Accrued income and other assets 29 30 36 Total assets $ 1,781 $ 1,846 $ 2,246 (a) At March 31, 2016, December 31, 2015, and March 31, 2015, unearned income was less than $1 million.

Securities Financing Activities

Securities Financing Activities	3 Months Ended
	Mar. 31, 2016
Brokers and Dealers [Abstract]
Securities Financing Activities	12. Securities Financing Activities We enter into repurchase and reverse repurchase agreements and securities borrowed transactions (securities financing agreements) primarily to finance our inventory positions, acquire securities to cover short positions, and 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 that 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, 2016, December 31, 2015, and March 31, 2015: March 31, 2016 in millions Gross Amount Netting (a) Collateral (b) Net Offsetting of financial assets: Reverse repurchase agreements $ 3 (2 ) $ (1 ) — Total $ 3 $ (2 ) $ (1 ) — Offsetting of financial liabilities: Repurchase agreements (c) $ 2 $ (2 ) — — Total $ 2 $ (2 ) — — December 31, 2015 in millions Gross Amount Netting (a) Collateral (b) Net Offsetting of financial assets: Reverse repurchase agreements $ 1 — $ (1 ) — Total $ 1 — $ (1 ) — Offsetting of financial liabilities: Repurchase agreements (c) — — — — Total — — — — March 31, 2015 in millions Gross Amount Netting (a) Collateral (b) Net Offsetting of financial assets: Reverse repurchase agreements $ 2 $ (2 ) — — Total $ 2 $ (2 ) — — Offsetting of financial liabilities: Repurchase agreements $ 4 $ (2 ) $ (2 ) — Total $ 4 $ (2 ) $ (2 ) — (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 U.S. Treasury securities and contracted on an overnight basis. 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 and securities borrowed transactions. In general, the collateral we pledge and receive can be sold or repledged by the secured parties.

Employee Benefits

Employee Benefits	3 Months Ended
	Mar. 31, 2016
Compensation and Retirement Disclosure [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. The components of net pension cost (benefit) for all funded and unfunded plans are as follows: Three months ended March 31, in millions 2016 2015 Interest cost on PBO $ 10 $ 10 Expected return on plan assets (13 ) (14 ) Amortization of losses 4 4 Net pension cost $ 1 — Other Postretirement Benefit Plans We sponsor a retiree healthcare plan that all employees age 55 with five 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. We 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. The components of net postretirement benefit cost for all funded and unfunded plans are as follows: Three months ended March 31, in millions 2016 2015 Interest cost on APBO $ 1 $ 1 Expected return on plan assets (1 ) (1 ) Net postretirement benefit cost — —

Trust Preferred Securities Issu

Trust Preferred Securities Issued by Unconsolidated Subsidiaries	3 Months Ended
	Mar. 31, 2016
Text Block [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 Net of Discount (a) Common Principal (b) Interest Rate of Trust Preferred (c) Maturity March 31, 2016 KeyCorp Capital I $ 156 $ 6 $ 162 1.352 % 2028 KeyCorp Capital II 112 4 116 6.875 2029 KeyCorp Capital III 150 4 154 7.750 2029 Total $ 418 $ 14 $ 432 5.128 % — December 31, 2015 $ 408 $ 14 $ 422 4.961 % — March 31, 2015 $ 414 $ 14 $ 428 4.968 % — (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 $78 million at March 31, 2016, $68 million at December 31, 2015, and $74 million at March 31, 2015. 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 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 $78 million at March 31, 2016, $68 million at December 31, 2015, and $74 million at March 31, 2015. 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 total interest rates are weighted-average rates.

Contingent Liabilities and Guar

Contingent Liabilities and Guarantees	3 Months Ended
	Mar. 31, 2016
Commitments and Contingencies Disclosure [Abstract]
Contingent Liabilities and Guarantees	15. Contingent Liabilities and Guarantees Legal Proceedings See Note 20 (“Commitments, Contingent Liabilities and Guarantees”) under the heading “Legal Proceedings” on page 211 of our 2015 Form 10-K for a description of a proceeding styled In re: Checking Account Overdraft Litigation. Other litigation. 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, 2016. 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 130 of our 2015 Form 10-K. March 31, 2016 in millions Maximum Potential Liability Financial guarantees: Standby letters of credit $ 11,234 $ 67 Recourse agreement with FNMA 1,849 4 Return guarantee agreement with LIHTC investors 4 4 Written put options (a) 2,411 82 Total $ 15,498 $ 157 (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, 2016, is low. Standby letters of credit. Recourse agreement with FNMA. Return guarantee agreement with LIHTC investors. As shown in the previous table, KAHC maintained a reserve in the amount of $4 million at March 31, 2016, 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. 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. 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. Intercompany guarantees.

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income	3 Months Ended
	Mar. 31, 2016
Equity [Abstract]
Accumulated Other Comprehensive Income	16. Accumulated Other Comprehensive Income Our changes in AOCI for the three months ended March 31, 2016, and March 31, 2015, are as follows: Unrealized gains Unrealized gains Foreign currency Net pension and (losses) on securities (losses) on derivative translation postretirement in millions available for sale financial instruments adjustment benefit costs Total Balance at December 31, 2015 $ (58 ) $ 20 $ (2 ) $ (365 ) $ (405 ) Other comprehensive income before reclassification, net of income taxes 128 72 5 (2 ) 203 Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (14 ) — 3 (11 ) Net current-period other comprehensive income, net of income taxes 128 58 5 1 192 Balance at March 31, 2016 $ 70 $ 78 $ 3 $ (364 ) $ (213 ) Balance at December 31, 2014 $ (4 ) $ (8 ) $ 22 $ (366 ) $ (356 ) Other comprehensive income before reclassification, net of income taxes 55 45 (13 ) — 87 Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (13 ) — 3 (10 ) Net current-period other comprehensive income, net of income taxes 55 32 (13 ) 3 77 Balance at March 31, 2015 $ 51 $ 24 $ 9 $ (363 ) $ (279 ) (a) See table below for details about these reclassifications. Our reclassifications out of AOCI for the three months ended March 31, 2016, and March 31, 2015, are as follows: Amount Reclassified from Three months ended March 31, 2016 Accumulated Other Affected Line Item in the Statement in millions Comprehensive Income Where Net Income is Presented Unrealized gains (losses) on derivative financial instruments Interest rate $ 23 Interest income — Loans Interest rate (1 ) Interest expense — Long-term debt 22 Income (loss) from continuing operations before income taxes 8 Income taxes $ 14 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 Amount Reclassified from Three months ended March 31, 2015 Accumulated Other Affected Line Item in the Statement in millions Comprehensive Income Where Net Income is Presented Unrealized gains (losses) on derivative financial instruments Interest rate $ 22 Interest income — Loans Interest rate (1 ) Interest expense — Long-term debt 21 Income (loss) from continuing operations before income taxes 8 Income taxes $ 13 Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (4 ) Personnel expense (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, 2016
Equity [Abstract]
Shareholders' Equity	17. Shareholders’ Equity Comprehensive Capital Plan As previously reported and as authorized by the Board and pursuant to our 2015 capital plan submitted to and not objected to by the Federal Reserve, we have authority to repurchase up to $725 million of our common shares, which include repurchases to offset issuances of common shares under our employee compensation plans. We suspended common share repurchases in the fourth quarter of 2015 due to the pending acquisition of First Niagara. Share repurchases were included in our 2016 capital plan, which we submitted to the Federal Reserve and provided to the OCC in April 2016 under the annual CCAR process. Consistent with our 2015 capital plan, the Board declared a quarterly dividend of $.075 per common share for the first quarter of 2016. An additional planned increase in our quarterly common share dividend, up to $.085 per share, will be considered by the Board in May of 2016 for the fifth quarter of the 2015 capital plan. Preferred Stock We made a quarterly dividend payment of $1.9375 per share, or $5.6 million, on our Series A Preferred Stock during the first quarter of 2016.

Line of Business Results

Line of Business Results	3 Months Ended
	Mar. 31, 2016
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 through its 12-state branch network. Individuals are provided branch-based deposit and investment products, personal finance services, and loans, including residential mortgages, home equity, credit card, and various types of installment loans. 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, insurance, charitable giving, and related needs. Small businesses are provided deposit, investment and credit products, and business advisory services. Mid-sized businesses are provided products and services, some of which are delivered by Key Corporate Bank, that include commercial lending, cash management, equipment leasing, investment 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, Principal Investing, 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. The table on the following pages shows selected financial data for our major business segments for the three-month periods ended March 31, 2016, and March 31, 2015. 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” — the way we use our 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 is 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 122 of our 2015 Form 10-K. • Income taxes are allocated based on the statutory federal income tax rate of 35% and a blended state income tax rate (net of the federal income tax benefit) of 2.2%. • Capital is assigned to each line of business based on economic equity. Developing and applying 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. Three months ended March 31, Key Community Bank Key Corporate Bank dollars in millions 2016 2015 2016 2015 SUMMARY OF OPERATIONS Net interest income (TE) $ 399 $ 358 $ 218 $ 214 Noninterest income 196 191 208 188 Total revenue (TE) (a) 595 549 426 402 Provision for credit losses 42 30 43 6 Depreciation and amortization expense 13 15 13 10 Other noninterest expense 423 423 224 209 Income (loss) from continuing operations before income taxes (TE) 117 81 146 177 Allocated income taxes and TE adjustments 43 30 28 49 Income (loss) from continuing operations 74 51 118 128 Income (loss) from discontinued operations, net of taxes — — — — Net income (loss) 74 51 118 128 Less: Net income (loss) attributable to noncontrolling interests — — — 1 Net income (loss) attributable to Key $ 74 $ 51 $ 118 $ 127 AVERAGE BALANCES (b) Loans and leases $ 30,789 $ 30,662 $ 27,722 $ 24,722 Total assets (a) 32,856 32,768 33,413 30,240 Deposits 52,803 50,415 18,074 18,569 OTHER FINANCIAL DATA Net loan charge-offs (b) $ 23 $ 28 $ 18 $ (4 ) Return on average allocated equity (b) 11.09 % 7.56 % 23.15 % 27.68 % Return on average allocated equity 11.09 7.56 23.11 27.68 Average full-time equivalent employees (c) 7,376 7,642 2,126 2,057 (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 2016 2015 2016 2015 2016 2015 2016 2015 $ (9 ) $ 3 $ 608 $ 575 $ 4 $ 2 $ 612 $ 577 30 63 434 442 (3 ) (5 ) 431 437 21 66 1,042 1,017 1 (3 ) 1,043 1,014 5 (1 ) 90 35 (1 ) — 89 35 1 2 27 27 37 37 64 64 10 12 657 644 (18 ) (39 ) 639 605 5 53 268 311 (17 ) (1 ) 251 310 (8 ) 8 63 87 1 (7 ) 64 80 13 45 205 224 (18 ) 6 187 230 — — — — 1 5 1 5 13 45 205 224 (17 ) 11 188 235 (1 ) 2 (1 ) 3 1 (1 ) — 2 $ 14 $ 43 $ 206 $ 221 $ (18 ) $ 12 $ 188 $ 233 $ 1,603 $ 2,044 $ 60,114 $ 57,428 $ 42 $ 84 $ 60,156 $ 57,512 27,729 25,942 93,998 88,950 479 677 94,477 89,627 756 466 71,633 69,450 (35 ) (81 ) 71,598 69,369 $ 5 $ 4 $ 46 $ 28 — — $ 46 $ 28 31.11 % 75.49 % 16.86 % 18.56 % (1.27 )% 0.49 % 6.87 % 8.75 % 30.27 73.58 16.83 18.54 (1.20 ) 0.85 6.90 8.93 8 16 9,510 9,715 3,893 3,876 13,403 13,591

Basis of Presentation and Acc29

Basis of Presentation and Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2016
Accounting Policies [Abstract]
Offsetting Derivative Positions	Offsetting Derivative Positions In accordance with the applicable accounting guidance, we take into account the impact of bilateral collateral and master netting agreements that allow us to settle all derivative contracts held with a single counterparty on a net basis, and to offset the net derivative position with the related cash collateral when recognizing derivative assets and liabilities. Additional information regarding derivative offsetting is provided in Note 7 (“Derivatives and Hedging Activities”).
Business Combinations	Business combinations.
Fair Value Measurements	Fair value measurement.
Cloud Computing Fees	Cloud computing fees.
Imputation of Interest	Imputation of interest.
Consolidation	Consolidation. In August 2014, the FASB issued new accounting guidance that clarifies how to measure the financial assets and the financial liabilities of a consolidated collateralized financing entity. This accounting guidance was effective for interim and annual reporting periods beginning after December 15, 2015 (effective January 1, 2016, for us) and could be implemented using either a retrospective method or a cumulative-effect approach. Early adoption was permitted. The adoption of this accounting guidance did not affect our financial condition or results of operations.
Derivatives and Hedging	Derivatives and hedging. In March 2016, the FASB issued new accounting guidance that requires an entity to use a four-step decision model when assessing contingent call (put) options that can accelerate the payment of principal on debt instruments to determine whether they are clearly and closely related to their debt hosts. This accounting guidance will be effective for interim and annual reporting periods beginning after December 15, 2016 (effective January 1, 2017, for us) and must be implemented using a modified retrospective basis. Early adoption is permitted. The adoption of this accounting guidance is not expected to have a material effect on our financial condition or results of operations. In March 2016, the FASB issued new accounting guidance that clarifies that a change in the counterparty to a derivative instrument that has been designated as a hedging instrument does not, by itself, require dedesignation, but all other hedge accounting criteria must be met. This accounting guidance will be effective for interim and annual reporting periods beginning after December 15, 2016 (effective January 1, 2017, for us) and can be implemented using either a prospective method or a modified retrospective method. Early adoption is permitted. We have elected to implement this new accounting guidance using a prospective method. The adoption of this accounting guidance is not expected to have a material effect on our financial condition or results of operations.
Stock-Based Compensation	Stock-based compensation. In March 2016, the FASB issued new accounting guidance that simplifies accounting for several aspects of share-based payment transactions, including income tax consequences, classification of awards as either equity or liabilities, and presentation on the statement of cash flows. This accounting guidance will be effective for interim and annual reporting periods beginning after December 15, 2016 (effective January 1, 2017, for us). The method of transition is dependent on the particular amendment within the new guidance. Early adoption is permitted. We are currently evaluating the impact that this accounting guidance may have on our financial condition or results of operations.
Equity Method Investments	Equity method investments.
Extinguishment of Liabilities	Extinguishment of liabilities.
Leases	Leases.
Financial Instruments	Financial instruments.
Going Concern	Going concern.
Revenue Recognition	Revenue recognition.

Earnings Per Common Share (Tabl

Earnings Per Common Share (Tables)	3 Months Ended
	Mar. 31, 2016
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 2016 2015 EARNINGS Income (loss) from continuing operations $ 187 $ 230 Less: Net income (loss) attributable to noncontrolling interests — 2 Income (loss) from continuing operations attributable to Key 187 228 Less: Dividends on Series A Preferred Stock 5 6 Income (loss) from continuing operations attributable to Key common shareholders 182 222 Income (loss) from discontinued operations, net of taxes (a) 1 5 Net income (loss) attributable to Key common shareholders $ 183 $ 227 WEIGHTED-AVERAGE COMMON SHARES Weighted-average common shares outstanding (000) (b) 827,381 848,580 Effect of convertible preferred stock — — Effect of common share options and other stock awards (b) 7,679 8,542 Weighted-average common shares and potential common shares outstanding (000) (b), (c) 835,060 857,122 EARNINGS PER COMMON SHARE Income (loss) from continuing operations attributable to Key common shareholders $ .22 $ .26 Income (loss) from discontinued operations, net of taxes (a) — .01 Net income (loss) attributable to Key common shareholders (d) .22 .27 Income (loss) from continuing operations attributable to Key common shareholders — assuming dilution $ .22 $ .26 Income (loss) from discontinued operations, net of taxes (a) — .01 Net income (loss) attributable to Key common shareholders — assuming dilution (d) .22 .26 (a) In September 2009, we decided to discontinue the education lending business conducted through Key Education Resources, the education payment and financing unit of KeyBank. As a result of this decision, we have accounted for this business as a discontinued operation. For further discussion regarding the income (loss) from discontinued operations, see Note 11 (“Acquisitions and Discontinued Operations”). (b) For the three months ended March 31, 2016, weighted-average common shares outstanding, effect of common share options and other stock awards, and weighted-average common shares and potential common shares outstanding have been revised from our financial results reported on Form 8-K on April 21, 2016. (c) Assumes conversion of common share options and other stock awards and/or convertible preferred stock, as applicable. (d) EPS may not foot due to rounding.

Loans and Loans Held for Sale (

Loans and Loans Held for Sale (Tables)	3 Months Ended
	Mar. 31, 2016
Text Block [Abstract]
Loans by Category	Our loans by category are summarized as follows: in millions March 31, December 31, March 31, Commercial, financial and agricultural (a) $ 31,976 $ 31,240 $ 28,783 Commercial real estate: Commercial mortgage 8,364 7,959 8,162 Construction 841 1,053 1,142 Total commercial real estate loans 9,205 9,012 9,304 Commercial lease financing (b) 3,934 4,020 4,064 Total commercial loans 45,115 44,272 42,151 Residential — prime loans: Real estate — residential mortgage 2,234 2,242 2,231 Home equity loans 10,149 10,335 10,523 Total residential — prime loans 12,383 12,577 12,754 Consumer direct loans 1,579 1,600 1,547 Credit cards 782 806 727 Consumer indirect loans 579 621 774 Total consumer loans 15,323 15,604 15,802 Total loans (c) (d) $ 60,438 $ 59,876 $ 57,953 (a) Loan balances include $85 million, $85 million, and $87 million of commercial credit card balances at March 31, 2016, December 31, 2015, and March 31, 2015, respectively. (b) Commercial lease financing includes receivables held as collateral for a secured borrowing of $115 million, $134 million, and $230 million at March 31, 2016, December 31, 2015, and March 31, 2015, 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 18 (“Long-Term Debt”) beginning on page 208 of our 2015 Form 10-K. (c) At March 31, 2016, total loans include purchased loans of $109 million, of which $11 million were PCI loans. At December 31, 2015, total loans include purchased loans of $114 million, of which $11 million were PCI loans. At March 31, 2015, total loans include purchased loans of $130 million, of which $12 million were PCI loans. (d) Total loans exclude loans of $1.8 billion at March 31, 2016, $1.8 billion at December 31, 2015, and $2.2 billion at March 31, 2015, related to the discontinued operations of the education lending business. Additional information pertaining to these loans is provided in Note 11 (“Acquisitions and Discontinued Operations”).
Loans Held for Sale	Our loans held for sale are summarized as follows: in millions March 31, December 31, March 31, Commercial, financial and agricultural $ 103 $ 76 $ 183 Real estate — commercial mortgage 562 532 1,408 Commercial lease financing — 14 14 Real estate — residential mortgage 19 17 44 Total loans held for sale $ 684 $ 639 $ 1,649
Summary of Changes in Loans Held for Sale	Our quarterly summary of changes in loans held for sale follows: in millions March 31, December 31, March 31, Balance at beginning of the period $ 639 $ 916 $ 734 New originations 1,114 1,655 2,130 Transfers from (to) held to maturity, net — 22 10 Loan sales (1,108 ) (1,943 ) (1,204 ) Loan draws (payments), net 39 (11 ) (21 ) Balance at end of period $ 684 $ 639 $ 1,649

Asset Quality (Tables)

Asset Quality (Tables)	3 Months Ended
	Mar. 31, 2016
Receivables [Abstract]
Nonperforming Assets and Past Due Loans	Our nonperforming assets and past due loans were as follows: in millions March 31, December 31, March 31, Total nonperforming loans (a), (b) $ 676 $ 387 $ 437 OREO (c) 14 14 20 Other nonperforming assets 2 2 — Total nonperforming assets $ 692 $ 403 $ 457 Nonperforming assets from discontinued operations - education lending (d) $ 6 $ 7 $ 8 Restructured loans included in nonperforming loans $ 151 $ 159 $ 141 Restructured loans with an allocated specific allowance (e) 59 69 70 Specifically allocated allowance for restructured loans (f) 29 30 39 Accruing loans past due 90 days or more $ 70 $ 72 $ 111 Accruing loans past due 30 through 89 days 237 208 216 (a) Loan balances exclude $11 million, $11 million, and $12 million of PCI loans at March 31, 2016, December 31, 2015, and March 31, 2015, respectively. (b) Includes carrying value of consumer residential mortgage loans in the process of foreclosure of approximately $131 million, $114 million, and $119 million at March 31, 2016, December 31, 2015, and March 31, 2015, respectively. (c) Includes carrying value of foreclosed residential real estate of approximately $11 million, $11 million, and $17 million at March 31, 2016, December 31, 2015, and March 31, 2015, respectively. (d) Restructured loans of approximately $21 million, $21 million, and $18 million are included in discontinued operations at March 31, 2016, December 31, 2015, and March 31, 2015, respectively. See Note 11 (“Acquisitions and Discontinued Operations”) for further discussion. (e) Included in individually impaired loans allocated a specific allowance. (f) Included in allowance for individually evaluated impaired loans.
Breakdown of Individually Impaired Loans	The following tables set forth a further breakdown of individually impaired loans as of March 31, 2016, December 31, 2015, and March 31, 2015: Unpaid Average March 31, 2016 Recorded Principal Specific Recorded in millions Investment (a) Balance (b) Allowance Investment With no related allowance recorded: Commercial, financial and agricultural $ 260 $ 270 — $ 150 Commercial real estate: Commercial mortgage 4 7 — 4 Construction 8 8 — 7 Total commercial real estate loans 12 15 — 11 Total commercial loans 272 285 — 161 Real estate — residential mortgage 23 23 — 23 Home equity loans 68 68 — 65 Consumer indirect loans 1 1 — 1 Total consumer loans 92 92 — 89 Total loans with no related allowance recorded 364 377 — 250 With an allowance recorded: Commercial, financial and agricultural 101 113 $ 28 64 Commercial real estate: Commercial mortgage 4 4 1 5 Total commercial real estate loans 4 4 1 5 Total commercial loans 105 117 29 69 Real estate — residential mortgage 32 32 3 33 Home equity loans 65 65 19 64 Consumer direct loans 3 3 — 3 Credit cards 3 3 — 3 Consumer indirect loans 35 35 3 36 Total consumer loans 138 138 25 139 Total loans with an allowance recorded 243 255 54 208 Total $ 607 $ 632 $ 54 $ 458 (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. Unpaid Average December 31, 2015 Recorded Principal Specific Recorded in millions Investment (a) Balance (b) Allowance Investment With no related allowance recorded: Commercial, financial and agricultural $ 40 $ 74 — $ 23 Commercial real estate: Commercial mortgage 5 8 — 10 Construction 5 5 — 5 Total commercial real estate loans 10 13 — 15 Total commercial loans 50 87 — 38 Real estate — residential mortgage 23 23 — 24 Home equity loans 61 61 — 62 Consumer direct loans — — — — Credit cards — — — — Consumer indirect loans 1 1 — 1 Total consumer loans 85 85 — 87 Total loans with no related allowance recorded 135 172 — 125 With an allowance recorded: Commercial, financial and agricultural 28 43 $ 7 33 Commercial real estate: Commercial mortgage 5 6 1 6 Construction — — — 1 Total commercial real estate loans 5 6 1 7 Total commercial loans 33 49 8 40 Real estate — residential mortgage 33 33 4 32 Home equity loans 64 64 20 60 Consumer direct loans 3 3 — 4 Credit cards 3 3 — 4 Consumer indirect loans 37 37 3 40 Total consumer loans 140 140 27 140 Total loans with an allowance recorded 173 189 35 180 Total $ 308 $ 361 $ 35 $ 305 (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. Unpaid Average March 31, 2015 Recorded Principal Specific Recorded in millions Investment (a) Balance (b) Allowance Investment With no related allowance recorded: Commercial, financial and agricultural $ 20 $ 51 — $ 13 Commercial real estate: Commercial mortgage 14 19 — 14 Construction 7 7 — 6 Total commercial real estate loans 21 26 — 20 Total commercial loans 41 77 — 33 Real estate — residential mortgage 23 23 — 23 Home equity loans 63 64 — 63 Consumer indirect loans 1 1 — 2 Total consumer loans 87 88 — 88 Total loans with no related allowance recorded 128 165 — 121 With an allowance recorded: Commercial, financial and agricultural 62 62 $ 20 50 Commercial real estate: Commercial mortgage 6 7 2 6 Construction — — — 1 Total commercial real estate loans 6 7 2 7 Total commercial loans 68 69 22 57 Real estate — residential mortgage 32 32 5 32 Home equity loans 60 60 18 59 Consumer direct loans 3 3 — 3 Credit cards 4 4 — 4 Consumer indirect loans 43 43 4 44 Total consumer loans 142 142 27 142 Total loans with an allowance recorded 210 211 49 199 Total $ 338 $ 376 $ 49 $ 320 (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.
Breakdown of Nonperforming TDRs by Loans Category	A further breakdown of TDRs included in nonperforming loans by loan category as of March 31, 2016, follows: Pre-modification Post-modification Outstanding Outstanding March 31, 2016 Number Recorded Recorded dollars in millions of Loans Investment Investment LOAN TYPE Nonperforming: Commercial, financial and agricultural 13 $ 58 $ 46 Commercial real estate: Real estate — commercial mortgage 10 13 4 Total commercial loans 23 71 50 Real estate — residential mortgage 323 21 21 Home equity loans 1,350 85 76 Consumer direct loans 29 1 — Credit cards 253 1 1 Consumer indirect loans 94 4 3 Total consumer loans 2,049 112 101 Total nonperforming TDRs 2,072 183 151 Prior-year accruing: (a) Commercial, financial and agricultural 7 5 2 Total commercial loans 7 5 2 Real estate — residential mortgage 532 36 36 Home equity loans 1,149 68 57 Consumer direct loans 41 2 2 Credit cards 488 3 2 Consumer indirect loans 445 59 33 Total consumer loans 2,655 168 130 Total prior-year accruing TDRs 2,662 173 132 Total TDRs 4,734 $ 356 $ 283 (a) All TDRs that were restructured prior to January 1, 2016, and are fully accruing. A further breakdown of TDRs included in nonperforming loans by loan category as of December 31, 2015, follows: Pre-modification Post-modification Outstanding Outstanding December 31, 2015 Number Recorded Recorded dollars in millions of Loans Investment Investment LOAN TYPE Nonperforming: Commercial, financial and agricultural 12 $ 56 $ 45 Commercial real estate: Real estate — commercial mortgage 12 30 7 Total commercial real estate loans 12 30 7 Total commercial loans 24 86 52 Real estate — residential mortgage 366 23 23 Home equity loans 1,262 85 76 Consumer direct loans 28 1 1 Credit cards 339 2 2 Consumer indirect loans 103 6 5 Total consumer loans 2,098 117 107 Total nonperforming TDRs 2,122 203 159 Prior-year accruing: (a) Commercial, financial and agricultural 7 5 2 Commercial real estate: Real estate — commercial mortgage — — — Total commercial real estate loans — — — Total commercial loans 7 5 2 Real estate — residential mortgage 489 34 34 Home equity loans 1,071 57 49 Consumer direct loans 42 2 2 Credit cards 461 4 2 Consumer indirect loans 430 59 32 Total consumer loans 2,493 156 119 Total prior-year accruing TDRs 2,500 161 121 Total TDRs 4,622 $ 364 $ 280 (a) All TDRs that were restructured prior to January 1, 2015, and are fully accruing. A further breakdown of TDRs included in nonperforming loans by loan category as of March 31, 2015, follows: Pre-modification Post-modification Outstanding Outstanding March 31, 2015 Number Recorded Recorded dollars in millions of Loans Investment Investment LOAN TYPE Nonperforming: Commercial, financial and agricultural 11 $ 25 $ 22 Commercial real estate: Real estate — commercial mortgage 12 37 13 Total commercial real estate loans 12 37 13 Total commercial loans 23 62 35 Real estate — residential mortgage 383 22 22 Home equity loans 1,199 80 73 Consumer direct loans 28 1 1 Credit cards 275 2 1 Consumer indirect loans 143 9 9 Total consumer loans 2,028 114 106 Total nonperforming TDRs 2,051 176 141 Prior-year accruing: (a) Commercial, financial and agricultural 17 6 3 Commercial real estate: Real estate — commercial mortgage 1 2 1 Total commercial real estate loans 1 2 1 Total commercial loans 18 8 4 Real estate — residential mortgage 454 34 34 Home equity loans 1,142 57 49 Consumer direct loans 51 2 2 Credit cards 519 4 2 Consumer indirect loans 505 62 36 Total consumer loans 2,671 159 123 Total prior-year accruing TDRs 2,689 167 127 Total TDRs 4,740 $ 343 $ 268 (a) All TDRs that were restructured prior to January 1, 2015, and are fully accruing.
Post-Modification Outstanding Recorded Investment by Concession Type for Our Commercial Accruing and Nonaccruing TDRs	The following table shows the post-modification outstanding recorded investment by concession type for our commercial and consumer accruing and nonaccruing TDRs and other selected financial data. March 31, December 31, March 31, in millions 2016 2015 2015 Commercial loans: Interest rate reduction $ 48 $ 51 $ 12 Forgiveness of principal — 2 2 Other 4 1 25 Total $ 52 $ 54 $ 39 Consumer loans: Interest rate reduction $ 128 $ 132 $ 140 Forgiveness of principal 20 8 4 Other 83 86 85 Total $ 231 $ 226 $ 229 Total commercial and consumer TDRs (a) $ 283 $ 280 $ 268 Total loans 60,438 59,876 57,953 (a) Commitments outstanding to lend additional funds to borrowers whose loan terms have been modified in TDRs are $6 million, $9 million, and $5 million at March 31, 2016, December 31, 2015, and March 31, 2015, respectively.
Past Due Loans Including Current Loans	The following aging analysis of past due and current loans as of March 31, 2016, December 31, 2015, and March 31, 2015, provides further information regarding Key’s credit exposure. 90 and Total Past 30-59 60-89 Greater Due and Purchased March 31, 2016 Days Past Days Past Days Past Nonperforming Nonperforming Credit Total in millions Current Due Due Due Loans Loans Impaired Loans LOAN TYPE Commercial, financial and agricultural $ 31,522 $ 30 $ 31 $ 13 $ 380 $ 454 — $ 31,976 Commercial real estate: Commercial mortgage 8,327 3 3 15 16 37 — 8,364 Construction 807 20 1 1 12 34 — 841 Total commercial real estate loans 9,134 23 4 16 28 71 — 9,205 Commercial lease financing 3,868 18 25 12 11 66 — 3,934 Total commercial loans $ 44,524 $ 71 $ 60 $ 41 $ 419 $ 591 — $ 45,115 Real estate — residential mortgage $ 2,151 $ 10 $ 2 $ 2 $ 59 $ 73 $ 10 $ 2,234 Home equity loans 9,879 45 20 13 191 269 1 10,149 Consumer direct loans 1,564 6 3 5 1 15 — 1,579 Credit cards 764 5 4 7 2 18 — 782 Consumer indirect loans 562 9 2 2 4 17 — 579 Total consumer loans $ 14,920 $ 75 $ 31 $ 29 $ 257 $ 392 $ 11 $ 15,323 Total loans $ 59,444 $ 146 $ 91 $ 70 $ 676 $ 983 $ 11 $ 60,438 90 and Total Past 30-59 60-89 Greater Due and Purchased December 31, 2015 Days Past Days Past Days Past Nonperforming Nonperforming Credit Total in millions Current Due Due Due Loans Loans Impaired Loans LOAN TYPE Commercial, financial and agricultural $ 31,116 $ 11 $ 11 $ 20 $ 82 $ 124 — $ 31,240 Commercial real estate: Commercial mortgage 7,917 8 5 10 19 42 — 7,959 Construction 1,042 1 1 — 9 11 — 1,053 Total commercial real estate loans 8,959 9 6 10 28 53 — 9,012 Commercial lease financing 3,952 33 11 11 13 68 — 4,020 Total commercial loans $ 44,027 $ 53 $ 28 $ 41 $ 123 $ 245 — $ 44,272 Real estate — residential mortgage $ 2,149 $ 14 $ 3 $ 2 $ 64 $ 83 $ 10 $ 2,242 Home equity loans 10,056 50 24 14 190 278 1 10,335 Consumer direct loans 1,580 10 3 5 2 20 — 1,600 Credit cards 785 6 4 9 2 21 — 806 Consumer indirect loans 601 9 4 1 6 20 — 621 Total consumer loans $ 15,171 $ 89 $ 38 $ 31 $ 264 $ 422 $ 11 $ 15,604 Total loans $ 59,198 $ 142 $ 66 $ 72 $ 387 $ 667 $ 11 $ 59,876 90 and Total Past 30-59 60-89 Greater Due and Purchased March 31, 2015 Days Past Days Past Days Past Nonperforming Nonperforming Credit Total in millions Current Due Due Due Loans Loans Impaired Loans LOAN TYPE Commercial, financial and agricultural $ 28,603 $ 36 $ 11 $ 35 $ 98 $ 180 — $ 28,783 Commercial real estate: Commercial mortgage 8,080 5 18 29 30 82 — 8,162 Construction 1,114 10 4 2 12 28 — 1,142 Total commercial real estate loans 9,194 15 22 31 42 110 — 9,304 Commercial lease financing 4,017 9 6 12 20 47 — 4,064 Total commercial loans $ 41,814 $ 60 $ 39 $ 78 $ 160 $ 337 — $ 42,151 Real estate — residential mortgage $ 2,129 $ 12 $ 5 $ 2 $ 72 $ 91 $ 11 $ 2,231 Home equity loans 10,250 43 24 14 191 272 1 10,523 Consumer direct loans 1,527 8 4 6 2 20 — 1,547 Credit cards 708 5 3 9 2 19 — 727 Consumer indirect loans 749 9 4 2 10 25 — 774 Total consumer loans $ 15,363 $ 77 $ 40 $ 33 $ 277 $ 427 $ 12 $ 15,802 Total loans $ 57,177 $ 137 $ 79 $ 111 $ 437 $ 764 $ 12 $ 57,953
Financing Receivable Credit Quality Indicators	Commercial Credit Exposure Credit Risk Profile by Creditworthiness Category (a) (b) in millions Commercial, financial and agricultural RE — Commercial RE — Construction March 31, December 31, March 31, March 31, December 31, March 31, March 31, December 31, March 31, RATING 2016 2015 2015 2016 2015 2015 2016 2015 2015 Pass $ 30,335 $ 29,921 $ 27,886 $ 8,176 $ 7,800 $ 7,937 $ 796 $ 1,007 $ 1,120 Criticized (Accruing) 1,260 1,236 798 172 139 195 33 37 10 Criticized (Nonaccruing) 381 83 99 16 20 30 12 9 12 Total $ 31,976 $ 31,240 $ 28,783 $ 8,364 $ 7,959 $ 8,162 $ 841 $ 1,053 $ 1,142 Commercial Lease Total March 31, December 31, March 31, March 31, December 31, March 31, RATING 2016 2015 2015 2016 2015 2015 Pass $ 3,878 $ 3,967 $ 3,996 $ 43,185 $ 42,695 $ 40,939 Criticized (Accruing) 45 38 48 1,510 1,450 1,051 Criticized (Nonaccruing) 11 15 20 420 127 161 Total $ 3,934 $ 4,020 $ 4,064 $ 45,115 $ 44,272 $ 42,151 (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 Credit Risk Profile by Regulatory Classifications (a) (b) in millions Residential — Prime March 31, December 31, March 31, GRADE 2016 2015 2015 Pass $ 12,107 $ 12,296 $ 12,463 Substandard 265 270 279 Total $ 12,372 $ 12,566 $ 12,742 Credit Risk Profile Based on Payment Activity (a) in millions Consumer direct loans Credit cards Consumer indirect loans March 31, December 31, March 31, March 31, December 31, March 31, March 31, December 31, March 31, 2016 2015 2015 2016 2015 2015 2016 2015 2015 Performing $ 1,578 $ 1,598 $ 1,545 $ 780 $ 804 $ 725 $ 575 $ 615 $ 764 Nonperforming 1 2 2 2 2 2 4 6 10 Total $ 1,579 $ 1,600 $ 1,547 $ 782 $ 806 $ 727 $ 579 $ 621 $ 774 Total March 31, December 31, March 31, 2016 2015 2015 Performing $ 2,933 $ 3,017 $ 3,034 Nonperforming 7 10 14 Total $ 2,940 $ 3,027 $ 3,048 (a) Credit quality indicators are updated on an ongoing basis and reflect credit quality information as of the dates indicated. (b) Our past due payment activity to regulatory classification conversion is as follows: pass = less than 90 days; and substandard = 90 days and greater plus nonperforming loans.
Summary of Allowance for Loan and Lease Losses	A summary of the changes in the ALLL for the periods indicated is presented in the table below: Three months ended March 31, in millions 2016 2015 Balance at beginning of period — continuing operations $ 796 $ 794 Charge-offs (60 ) (47 ) Recoveries 14 19 Net loans and leases charged off (46 ) (28 ) Provision for loan and lease losses from continuing operations 76 29 Foreign currency translation adjustment — (1 ) Balance at end of period — continuing operations $ 826 $ 794
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: December 31, March 31, in millions 2015 Provision Charge-offs Recoveries 2016 Commercial, financial and agricultural $ 450 $ 50 $ (26 ) $ 3 $ 477 Real estate — commercial mortgage 134 — (1 ) 2 135 Real estate — construction 25 (3 ) — 1 23 Commercial lease financing 47 (1 ) (3 ) — 43 Total commercial loans 656 46 (30 ) 6 678 Real estate — residential mortgage 18 2 (2 ) 2 20 Home equity loans 57 14 (10 ) 3 64 Consumer direct loans 20 5 (6 ) 1 20 Credit cards 32 6 (8 ) 1 31 Consumer indirect loans 13 3 (4 ) 1 13 Total consumer loans 140 30 (30 ) 8 148 Total ALLL — continuing operations 796 76 (a) (60 ) 14 826 Discontinued operations 28 2 (9 ) 3 24 Total ALLL — including discontinued operations $ 824 $ 78 $ (69 ) $ 17 $ 850 (a) Excludes a provision for losses on lending-related commitments of $13 million. December 31, March 31, in millions 2014 Provision Charge-offs Recoveries 2015 Commercial, financial and agricultural $ 391 $ 21 $ (12 ) $ 5 $ 405 Real estate — commercial mortgage 148 — (2 ) 2 148 Real estate — construction 28 1 (1 ) — 28 Commercial lease financing 56 (3 ) (2 ) 4 55 Total commercial loans 623 19 (17 ) 11 636 Real estate — residential mortgage 23 — (2 ) — 21 Home equity loans 71 (3 ) (8 ) 3 63 Consumer direct loans 22 3 (6 ) 2 21 Credit cards 33 7 (8 ) — 32 Consumer indirect loans 22 2 (6 ) 3 21 Total consumer loans 171 9 (30 ) 8 158 Total ALLL — continuing operations 794 28 (a) (47 ) 19 794 Discontinued operations 29 2 (10 ) 4 25 Total ALLL — including discontinued operations $ 823 $ 30 $ (57 ) $ 23 $ 819 (a) Includes a $1 million foreign currency translation adjustment. Excludes provision for losses on lending-related commitments of $6 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, 2016, follows: Allowance Outstanding Individually Collectively Purchased Individually Collectively Purchased March 31, 2016 Evaluated for Evaluated for Credit Evaluated for Evaluated for Credit in millions Impairment Impairment Impaired Loans Impairment Impairment Impaired Commercial, financial and agricultural $ 28 $ 449 — $ 31,976 $ 361 $ 31,615 — Commercial real estate: Commercial mortgage 1 134 — 8,364 8 8,356 — Construction — 23 — 841 8 833 — Total commercial real estate loans 1 157 — 9,205 16 9,189 — Commercial lease financing — 43 — 3,934 — 3,934 — Total commercial loans 29 649 — 45,115 377 44,738 — Real estate — residential mortgage 3 16 $ 1 2,234 55 2,169 $ 10 Home equity loans 19 45 10,149 133 10,015 1 Consumer direct loans — 20 — 1,579 3 1,576 — Credit cards — 31 — 782 3 779 — Consumer indirect loans 3 10 579 36 543 — Total consumer loans 25 122 1 15,323 230 15,082 11 Total ALLL — continuing operations 54 771 1 60,438 607 59,820 11 Discontinued operations 2 22 — 1,760 (a) 21 1,739 (a) — Total ALLL — including discontinued operations $ 56 $ 793 $ 1 $ 62,198 $ 628 $ 61,559 $ 11 (a) Amount includes $3 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, 2015, follows: Allowance Outstanding Individually Collectively Purchased Individually Collectively Purchased December 31, 2015 Evaluated for Evaluated for Credit Evaluated for Evaluated for Credit in millions Impairment Impairment Impaired Loans Impairment Impairment Impaired Commercial, financial and agricultural $ 7 $ 443 — $ 31,240 $ 68 $ 31,172 — Commercial real estate: Commercial mortgage 1 133 — 7,959 10 7,949 — Construction — 25 — 1,053 5 1,048 — Total commercial real estate loans 1 158 — 9,012 15 8,997 — Commercial lease financing — 47 — 4,020 — 4,020 — Total commercial loans 8 648 — 44,272 83 44,189 — Real estate — residential mortgage 4 13 $ 1 2,242 56 2,176 $ 10 Home equity loans 20 37 — 10,335 125 10,209 1 Consumer direct loans — 20 — 1,600 3 1,597 — Credit cards — 32 — 806 3 803 — Consumer indirect loans 3 10 — 621 38 583 — Total consumer loans 27 112 1 15,604 225 15,368 11 Total ALLL — continuing operations 35 760 1 59,876 308 59,557 11 Discontinued operations 2 26 — 1,828 (a) 21 1,807 (a) — Total ALLL — including discontinued operations $ 37 $ 786 $ 1 $ 61,704 $ 329 $ 61,364 $ 11 (a) Amount includes $4 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 March 31, 2015, follows: Allowance Outstanding Individually Collectively Purchased Individually Collectively Purchased March 31, 2015 Evaluated for Evaluated for Credit Evaluated for Evaluated for Credit in millions Impairment Impairment Impaired Loans Impairment Impairment Impaired Commercial, financial and agricultural $ 20 $ 385 — $ 28,783 $ 82 $ 28,701 — Commercial real estate: Commercial mortgage 2 146 — 8,162 20 8,142 — Construction — 28 — 1,142 7 1,135 — Total commercial real estate loans 2 174 — 9,304 27 9,277 — Commercial lease financing — 55 — 4,064 — 4,064 — Total commercial loans 22 614 — 42,151 109 42,042 — Real estate — residential mortgage 5 15 $ 1 2,231 55 2,165 $ 11 Home equity loans 18 45 — 10,523 123 10,399 1 Consumer direct loans — 21 — 1,547 3 1,544 — Credit cards — 32 — 727 4 723 — Consumer indirect loans 4 17 — 774 44 730 — Total consumer loans 27 130 1 15,802 229 15,561 12 Total ALLL — continuing operations 49 744 1 57,953 338 57,603 12 Discontinued operations 1 24 — 2,219 (a) 18 2,201 (a) — Total ALLL — including discontinued operations $ 50 $ 768 $ 1 $ 60,172 $ 356 $ 59,804 $ 12 (a) Amount includes $187 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 2016 2015 Balance at beginning of period $ 56 $ 35 Provision (credit) for losses on lending-related commitments 13 6 Balance at end of period $ 69 $ 41

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	3 Months Ended
	Mar. 31, 2016
Fair Value of Assets and Liabilities Measured on 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, 2016, December 31, 2015, and March 31, 2015. March 31, 2016 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A RECURRING BASIS Trading account assets: U.S. Treasury, agencies and corporations — $ 636 — $ 636 States and political subdivisions — 26 — 26 Collateralized mortgage obligations — — — — Other mortgage-backed securities — 64 — 64 Other securities — 37 — 37 Total trading account securities — 763 — 763 Commercial loans — 2 — 2 Total trading account assets — 765 — 765 Securities available for sale: States and political subdivisions — 13 — 13 Collateralized mortgage obligations — 12,161 — 12,161 Other mortgage-backed securities — 2,110 — 2,110 Other securities $ 3 — $ 17 20 Total securities available for sale 3 14,284 17 14,304 Other investments: Principal investments: Direct 14 — 47 61 Indirect (measured at NAV) (a) — — — 211 Other indirect — — 18 18 Total principal investments 14 — 65 290 Equity and mezzanine investments: Indirect (measured at NAV) (a) — — — 8 Total equity and mezzanine investments — — — 8 Total other investments 14 — 65 298 Derivative assets: Interest rate — 1,328 16 1,344 Foreign exchange 103 13 — 116 Commodity — 347 — 347 Credit — 1 2 3 Derivative assets 103 1,689 18 1,810 Netting adjustments (b) — — — (745 ) Total derivative assets 103 1,689 18 1,065 Accrued income and other assets — 1 — 1 Total assets on a recurring basis at fair value $ 120 $ 16,739 $ 100 $ 16,433 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions $ 9 $ 605 — $ 614 Derivative liabilities: Interest rate — 797 — 797 Foreign exchange 108 11 — 119 Commodity — 334 — 334 Credit — 5 — 5 Derivative liabilities 108 1,147 — 1,255 Netting adjustments (b) — — — (465 ) Total derivative liabilities 108 1,147 — 790 Accrued expense and other liabilities — 2 — 2 Total liabilities on a recurring basis at fair value $ 117 $ 1,754 — $ 1,406 (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 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, 2015 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A RECURRING BASIS Trading account assets: U.S. Treasury, agencies and corporations — $ 704 — $ 704 States and political subdivisions — 25 — 25 Collateralized mortgage obligations — — — — Other mortgage-backed securities — 26 — 26 Other securities $ 3 24 — 27 Total trading account securities 3 779 — 782 Commercial loans — 6 — 6 Total trading account assets 3 785 — 788 Securities available for sale: States and political subdivisions — 14 — 14 Collateralized mortgage obligations — 11,995 — 11,995 Other mortgage-backed securities — 2,189 — 2,189 Other securities 3 — $ 17 20 Total securities available for sale 3 14,198 17 14,218 Other investments: Principal investments: Direct — 19 50 69 Indirect (measured at NAV) (a) — — — 235 Total principal investments — 19 50 304 Equity and mezzanine investments: Indirect (measured at NAV) (a) — — — 8 — — — 8 Total other investments — 19 50 312 Derivative assets: Interest rate — 868 16 884 Foreign exchange 143 8 — 151 Commodity — 444 — 444 Credit — 4 2 6 Derivative assets 143 1,324 18 1,485 Netting adjustments (b) — — — (866 ) Total derivative assets 143 1,324 18 619 Accrued income and other assets — 1 — 1 Total assets on a recurring basis at fair value $ 149 $ 16,327 $ 85 $ 15,938 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions — $ 533 — $ 533 Derivative liabilities: Interest rate — 563 — 563 Foreign exchange $ 116 8 — 124 Commodity — 433 — 433 Credit — 5 $ 1 6 Derivative liabilities 116 1,009 1 1,126 Netting adjustments (b) — — — (494 ) Total derivative liabilities 116 1,009 1 632 Accrued expense and other liabilities — 1 — 1 Total liabilities on a recurring basis at fair value $ 116 $ 1,543 $ 1 $ 1,166 (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 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. March 31, 2015 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A RECURRING BASIS Trading account assets: U.S. Treasury, agencies and corporations — $ 668 — $ 668 States and political subdivisions — 35 — 35 Collateralized mortgage obligations — — — — Other mortgage-backed securities — 51 — 51 Other securities $ 5 25 — 30 Total trading account securities 5 779 — 784 Commercial loans — 5 — 5 Total trading account assets 5 784 — 789 Securities available for sale: States and political subdivisions — 22 — 22 Collateralized mortgage obligations — 11,163 — 11,163 Other mortgage-backed securities — 1,902 — 1,902 Other securities 23 — $ 10 33 Total securities available for sale 23 13,087 10 13,120 Other investments: Principal investments: Direct 1 — 73 74 Indirect (measured at NAV) (a) — — — 301 Total principal investments 1 — 73 375 Equity and mezzanine investments: Indirect (measured at NAV) (a) — — — 9 Total equity and mezzanine investments — — — 9 Other (measured at NAV) (a) — — — 4 Total other investments 1 — 73 388 Derivative assets: Interest rate — 1,034 10 1,044 Foreign exchange 164 8 — 172 Commodity — 581 — 581 Credit — 2 3 5 Derivative assets 164 1,625 13 1,802 Netting adjustments (b) — — — (1,071 ) Total derivative assets 164 1,625 13 731 Accrued income and other assets — 2 — 2 Total assets on a recurring basis at fair value $ 193 $ 15,498 $ 96 $ 15,030 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions — $ 607 — $ 607 Derivative liabilities: Interest rate — 692 — 692 Foreign exchange $ 138 9 — 147 Commodity — 567 — 567 Credit — 6 $ 1 7 Derivative liabilities 138 1,274 1 1,413 Netting adjustments (b) — — — (588 ) Total derivative liabilities 138 1,274 1 825 Accrued expense and other liabilities — 2 — 2 Total liabilities on a recurring basis at fair value $ 138 $ 1,883 $ 1 $ 1,434 (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 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	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, 2016, and March 31, 2015. 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 Earnings Purchases Sales Settlements Transfers into Level 3 (d) Transfers (d) End of Period (f) Unrealized March 31, 2016 Securities available for sale Other securities $ 17 — — — — — — $ 17 — Other investments Principal investments Direct 50 $ (3 ) (b) — — — — — 47 $ (3 ) (b) Other indirect 20 (1 ) (b) — $ (1 ) — — — 18 (1 ) (b) Derivative instruments (a) Interest rate 16 4 (c) — — — $ 3 (e) $ (7 ) (e) 16 — Commodity — — — — — — — — — Credit 1 (2 ) (c) — — $ 3 — — 2 — in millions Beginning of Period Gains Purchases Sales Settlements Transfers into Level 3 (d) Transfers (d) End of Period (f) Unrealized March 31, 2015 Securities available for sale Other securities $ 10 — — — — — — $ 10 — Other investments Principal investments Direct 102 $ 13 (b) $ 1 $ (43 ) — — — 73 — Equity and mezzanine investments Direct — 2 (b) — (2 ) — — — — 2 (b) Derivative instruments (a) Interest rate 13 2 (c) — — — — $ (5 ) (e) 10 — Commodity — — — — — — — — — Credit 2 (3 ) (c) — — $ 3 — — 2 — (a) Amounts represent Level 3 derivative assets less Level 3 derivative liabilities. (b) Realized and unrealized gains and losses on principal investments are reported in “net gains (losses) from principal investing” on the income statement. Realized and unrealized losses on private equity and mezzanine investments are reported in “other income” on the income statement. (c) Realized and unrealized gains and losses on derivative instruments are reported in “corporate services income” and “other income” on the income statement. (d) Our policy is to recognize transfers into and transfers out of Level 3 as of the end of the reporting period. (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 unobsevable inputs became less significant. (f) There were no issuances for the three-month periods ended March 31, 2016, and March 31, 2015.
Assets and Liabilities Measured at Fair Value on Nonrecurring Basis	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, 2016, December 31, 2015, and March 31, 2015. The following table presents our assets measured at fair value on a nonrecurring basis at March 31, 2016, December 31, 2015, and March 31, 2015: March 31, 2016 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A NONRECURRING BASIS Impaired loans — — $ 25 $ 25 Loans held for sale (a) — — — — Accrued income and other assets — — 5 5 Total assets on a nonrecurring basis at fair value — — $ 30 $ 30 December 31, 2015 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A NONRECURRING BASIS Impaired loans — — — — Loans held for sale (a) — — — — Accrued income and other assets — — $ 7 $ 7 Total assets on a nonrecurring basis at fair value — — $ 7 $ 7 March 31, 2015 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A NONRECURRING BASIS Impaired loans — — $ 15 $ 15 Loans held for sale (a) — — — — Accrued income and other assets — — 12 12 Total assets on a nonrecurring basis at fair value — — $ 27 $ 27 (a) During the first quarter of 2016, we transferred less than $1 million of commercial and consumer loans and leases at their current fair value from held-for-sale status to the held-to-maturity portfolio, compared to $62 million during 2015, and $10 million during the first quarter of 2015.
Quantitative Information about Level 3 Fair Value Measurements	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, 2016, December 31, 2015, and March 31, 2015, along with the valuation techniques used, are shown in the following table: March 31, 2016 Fair Value of Significant Range dollars in millions Level 3 Assets Valuation Technique Unobservable Input (Weighted-Average) Recurring Other investments — principal investments — direct: $ 47 Individual analysis of the condition of each investment Debt instruments EBITDA multiple 4.00-6.30 (6.10) Revenue multiple (where applicable) N/A (0.40) Equity instruments of private companies EBITDA multiple (where applicable) 6.10-6.30 (6.10) Revenue multiple (where applicable) N/A (0.40) Nonrecurring Impaired loans 25 Fair value of underlying collateral Discount 00.00-40.00% (11.00%) Goodwill 1,060 Discounted cash flow and market data Earnings multiple of peers 10.30-17.80 (12.79) Equity multiple of peers 1.25-1.56 (1.43) Control premium 10.00-30.00% (19.18%) Weighted-average cost of capital 12.00-13.00% (12.54%) December 31, 2015 Fair Value of Significant Range dollars in millions Level 3 Assets Valuation Technique Unobservable Input (Weighted-Average) Recurring Other investments — principal investments — direct: $ 50 Individual analysis of the condition of each investment Debt instruments EBITDA multiple N/A (5.40) Equity instruments of private companies EBITDA multiple (where applicable) 5.40-6.70 (6.60) Nonrecurring Impaired loans (a) — Fair value of underlying collateral Discount 00.00-34.00% (15.00%) Goodwill 1,060 Discounted cash flow and market data Earnings multiple of peers 10.30-17.80 (12.79) Equity multiple of peers 1.25-1.56 (1.43) Control premium 10.00-30.00% (19.18%) Weighted-average cost of capital 12.00-13.00% (12.54%) (a) Impaired loans are less than $1 million at December 31, 2015. March 31, 2015 Fair Value of Significant Range dollars in millions Level 3 Assets Valuation Technique Unobservable Input (Weighted-Average) Recurring Other investments — principal investments — direct: $ 73 Individual analysis of the condition of each investment Debt instruments EBITDA multiple 5.40-6.00 (5.50) Equity instruments of private companies EBITDA multiple (where applicable) N/A (6.00) Revenue multiple (where applicable) N/A (4.30) Nonrecurring Impaired loans 15 Fair value of underlying collateral Discount 00.00-100.00% (36.00%) Goodwill 1,057 Discounted cash flow and market data Earnings multiple of peers 11.40-15.90 (12.92) Equity multiple of peers 1.20-1.22 (1.21) Control premium 10.00-30.00% (19.70%) Weighted-average cost of capital 13.00-14.00% (13.52%)
Fair Value Disclosures of Financial Instruments	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, 2016, December 31, 2015, and March 31, 2015, are shown in the following table. March 31, 2016 Fair Value in millions Carrying Level 1 Level 2 Level 3 Measured Netting Adjustment Total ASSETS Cash and short-term investments (a) $ 5,910 $ 5,910 — — — — $ 5,910 Trading account assets (b) 765 — $ 765 — — — 765 Securities available for sale (b) 14,304 3 14,284 $ 17 — — 14,304 Held-to-maturity securities (c) 5,003 — 5,031 — — — 5,031 Other investments (b) 643 14 — 410 $ 219 — 643 Loans, net of allowance (d) 59,612 — — 58,535 — — 58,535 Loans held for sale (b) 684 — — 684 — — 684 Derivative assets (b) 1,065 103 1,689 18 — $ (745 ) (f) 1,065 LIABILITIES Deposits with no stated maturity (a) $ 67,028 — $ 67,028 — — — $ 67,028 Time deposits (e) 6,354 — 6,426 — — — 6,426 Short-term borrowings (a) 988 $ 9 979 — — — 988 Long-term debt (e) 10,760 10,667 379 — — — 11,046 Derivative liabilities (b) 790 108 1,147 — — $ (465 ) (f) 790 December 31, 2015 Fair Value in millions Carrying Level 1 Level 2 Level 3 Measured Netting Adjustment Total ASSETS Cash and short-term investments (a) $ 3,314 $ 3,314 — — — — $ 3,314 Trading account assets (b) 788 3 $ 785 — — — 788 Securities available for sale (b) 14,218 3 14,198 $ 17 — — 14,218 Held-to-maturity securities (c) 4,897 — 4,848 — — — 4,848 Other investments (b) 655 — 19 393 $ 243 — 655 Loans, net of allowance (d) 59,080 — — 57,508 — — 57,508 Loans held for sale (b) 639 — — 639 — — 639 Derivative assets (b) 619 143 1,324 18 — $ (866 ) (f) 619 LIABILITIES Deposits with no stated maturity (a) $ 65,527 — $ 65,527 — — — $ 65,527 Time deposits (e) 5,519 — 5,575 — — — 5,575 Short-term borrowings (a) 905 — 905 — — — 905 Long-term debt (e) 10,186 $ 9,987 420 — — — 10,407 Derivative liabilities (b) 632 116 1,009 $ 1 — $ (494 ) (f) 632 March 31, 2015 Fair Value in millions Carrying Level 1 Level 2 Level 3 Measured Netting Adjustment Total ASSETS Cash and short-term investments (a) $ 3,884 $ 3,884 — — — — $ 3,884 Trading account assets (b) 789 5 $ 784 — — — 789 Securities available for sale (b) 13,120 23 13,087 $ 10 — — 13,120 Held-to-maturity securities (c) 5,005 — 5,003 — — — 5,003 Other investments (b) 730 1 — 415 $ 314 — 730 Loans, net of allowance (d) 57,159 — — 55,702 — — 55,702 Loans held for sale (b) 1,649 — — 1,649 — — 1,649 Derivative assets (b) 731 164 1,625 13 — $ (1,071 ) (f) 731 LIABILITIES Deposits with no stated maturity (a) $ 65,984 — $ 65,984 — — — $ 65,984 Time deposits (e) 5,638 $ 488 5,210 — — — 5,698 Short-term borrowings (a) 1,125 — 1,125 — — — 1,125 Long-term debt (e) 8,713 8,559 549 — — — 9,108 Derivative liabilities (b) 825 138 1,274 $ 1 — $ (588 ) (f) 825 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 Measured at Fair Value on a Nonrecurring Basis” in this Note. (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 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 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.
Private Equity and Mezzanine Investments [Member]
Fair Value of Direct and Indirect Investments, Related Unfunded Commitments and Financial Support Provided	The following table presents the fair value of our indirect investments and related unfunded commitments at March 31, 2016. We did not provide any financial support to investees related to our direct and indirect investments for the three months ended March 31, 2016, and March 31, 2015. March 31, 2016 Fair Value Unfunded Commitments in millions INVESTMENT TYPE Indirect investments Passive funds (a) $ 8 $ 1 Total $ 8 $ 1 (a) We invest in passive funds, which are multi-investor private equity funds. These investments can never be redeemed. Instead, distributions are received through the liquidation of the underlying investments in the funds. Some funds have no restrictions on sale, while others require investors to remain in the fund until maturity. The funds will be liquidated over a period of one to three years. The purpose of KREEC’s funding is to allow funds to make additional investments and keep a certain market value threshold in the funds. KREEC is obligated to provide financial support, as all investors are required, to the funds based on its ownership percentage, as noted in the Limited Partnership Agreements.
Principal Investments [Member]
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, 2016, as well as financial support provided for the three months ended March 31, 2016, and March 31, 2015. Financial support provided Three months ended March 31, March 31, 2016 2016 2015 in millions Fair Unfunded Funded Funded Funded Funded INVESTMENT TYPE Direct investments (a) $ 61 — — $ 13 — $ 3 Indirect investments (measured at NAV) (b) 211 $ 47 $ 1 — $ 2 — Other indirect investment (b) 18 3 — — — — Total $ 290 $ 50 $ 1 $ 13 $ 2 $ 3 (a) Our direct investments consist of equity and debt investments directly in independent business enterprises. Operations of the business enterprises are handled by management of the portfolio company. The purpose of funding these enterprises is to provide financial support for business development and acquisition strategies. We infuse equity capital based on an initial contractual cash contribution and later from additional requests on behalf of the companies’ management. (b) Our indirect investments consist of buyout funds, venture capital funds, and fund of funds. These investments are generally not redeemable. Instead, distributions are received through the liquidation of the underlying investments of the fund. An investment in any one of these funds typically can be sold only with the approval of the fund’s general partners. We estimate that the underlying investments of the funds will be liquidated over a period of one to eight years. The purpose of funding our capital commitments to these investments is to allow the funds to make additional follow-on investments and pay fund expenses until the fund dissolves. We, and all other investors in the fund, are obligated to fund the full amount of our respective capital commitments to the fund based on our and their respective ownership percentages, as noted in the applicable Limited Partnership Agreement.

Securities (Tables)

Securities (Tables)	3 Months Ended
	Mar. 31, 2016
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, 2016 in millions Amortized Gross Gross Fair SECURITIES AVAILABLE FOR SALE States and political subdivisions $ 12 $ 1 — $ 13 Collateralized mortgage obligations 12,071 132 $ 41 12,162 Other mortgage-backed securities 2,087 22 — 2,109 Other securities 21 — 1 20 Total securities available for sale $ 14,191 $ 155 $ 42 $ 14,304 HELD-TO-MATURITY SECURITIES Collateralized mortgage obligations $ 4,238 $ 28 $ 12 $ 4,254 Other mortgage-backed securities 743 12 — 755 Other securities 22 — — 22 Total held-to-maturity securities $ 5,003 $ 40 $ 12 $ 5,031 December 31, 2015 in millions Amortized Gross Gross Fair SECURITIES AVAILABLE FOR SALE States and political subdivisions $ 14 — — $ 14 Collateralized mortgage obligations 12,082 $ 51 $ 138 11,995 Other mortgage-backed securities 2,193 11 15 2,189 Other securities 21 — 1 20 Total securities available for sale $ 14,310 $ 62 $ 154 $ 14,218 HELD-TO-MATURITY SECURITIES Collateralized mortgage obligations $ 4,174 $ 5 $ 50 $ 4,129 Other mortgage-backed securities 703 — 4 699 Other securities 20 — — 20 Total held-to-maturity securities $ 4,897 $ 5 $ 54 $ 4,848 March 31, 2015 in millions Amortized Gross Gross Fair SECURITIES AVAILABLE FOR SALE States and political subdivisions $ 21 $ 1 — $ 22 Collateralized mortgage obligations 11,116 124 $ 77 11,163 Other mortgage-backed securities 1,870 32 — 1,902 Other securities 30 3 — 33 Total securities available for sale $ 13,037 $ 160 $ 77 $ 13,120 HELD-TO-MATURITY SECURITIES Collateralized mortgage obligations $ 4,749 $ 26 $ 30 $ 4,745 Other mortgage-backed securities 234 2 — 236 Other securities 22 — — 22 Total held-to-maturity securities $ 5,005 $ 28 $ 30 $ 5,003
Available for Sale Securities (Unrealized Loss Position)	The following table summarizes our securities that were in an unrealized loss position as of March 31, 2016, December 31, 2015, and March 31, 2015. Duration of Unrealized Loss Position Less than 12 Months 12 Months or Longer Total in millions Fair Value Gross Fair Value Gross Fair Value Gross March 31, 2016 Securities available for sale: Collateralized mortgage obligations $ 941 $ 6 $ 2,805 $ 35 $ 3,746 $ 41 Other mortgage-backed securities (a) 61 — — — 61 — Other securities — — 3 1 3 1 Held-to-maturity: Collateralized mortgage obligations 250 1 809 11 1,059 12 Other securities (b) — — 4 — 4 — Total temporarily impaired securities $ 1,252 $ 7 $ 3,621 $ 47 $ 4,873 $ 54 December 31, 2015 Securities available for sale: Collateralized mortgage obligations $ 5,190 $ 43 $ 3,206 $ 95 $ 8,396 $ 138 Other mortgage-backed securities 1,670 15 — — 1,670 15 Other securities — — 3 1 3 1 Held-to-maturity: Collateralized mortgage obligations 1,793 16 1,320 34 3,113 50 Other mortgage-backed securities 547 4 — — 547 4 Other securities (b) 4 — — — 4 — Total temporarily impaired securities $ 9,204 $ 78 $ 4,529 $ 130 $ 13,733 $ 208 March 31, 2015 Securities available for sale: Collateralized mortgage obligations $ 1,722 $ 25 $ 2,722 $ 52 $ 4,444 $ 77 Other mortgage-backed securities (a) 39 — — — 39 — Other securities (c) 3 — 2 — 5 — Held-to-maturity: Collateralized mortgage obligations 637 8 1,348 22 1,985 30 Other securities (b) 4 — — — 4 — Total temporarily impaired securities $ 2,405 $ 33 $ 4,072 $ 74 $ 6,477 $ 107 (a) Gross unrealized losses totaled less than $1 million for other mortgage-backed securities available for sale as of March 31, 2016, and March 31, 2015. (b) Gross unrealized losses totaled less than $1 million for other securities held to maturity as of March 31, 2016, December 31, 2015, and March 31, 2015. (c) Gross unrealized losses totaled less than $1 million for other securities available for sale as of March 31, 2015.
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, 2016. Three months ended March 31, 2016 in millions Balance at December 31, 2015 $ 4 Impairment recognized in earnings — Balance at March 31, 2016 $ 4
Securities by 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 March 31, 2016 in millions Amortized Fair Amortized Fair Due in one year or less $ 281 $ 285 $ 38 $ 39 Due after one through five years 13,245 13,350 4,222 4,238 Due after five through ten years 663 667 591 599 Due after ten years 2 2 152 155 Total $ 14,191 $ 14,304 $ 5,003 $ 5,031

Derivatives and Hedging Activ35

Derivatives and Hedging Activities (Tables)	3 Months Ended
	Mar. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Fair Values, Volume of Activity and Gain (Loss) Information Related to Derivative Instruments	Our derivative instruments are included in “derivative assets” or “derivative liabilities” on the balance sheet, as indicated in the following table: March 31, 2016 December 31, 2015 March 31, 2015 Fair Value Fair Value Fair Value in millions Notional Derivative Derivative Notional Derivative Derivative Notional Derivative Derivative Derivatives designated as hedging instruments: Interest rate $ 21,126 $ 464 $ 12 $ 18,917 $ 257 $ 15 $ 16,802 $ 315 $ 14 Foreign exchange 289 5 15 312 20 — 339 20 — Total 21,415 469 27 19,229 277 15 17,141 335 14 Derivatives not designated as hedging instruments: Interest rate 43,048 880 785 43,965 627 548 41,913 728 678 Foreign exchange 6,191 111 104 6,454 131 124 5,544 152 147 Commodity 1,189 347 334 1,144 444 433 1,553 582 567 Credit 432 3 5 632 6 6 586 5 7 Total 50,860 1,341 1,228 52,195 1,208 1,111 49,596 1,467 1,399 Netting adjustments (a) — (745 ) (465 ) — (866 ) (494 ) — (1,071 ) (588 ) Net derivatives in the balance sheet 72,275 1,065 790 71,424 619 632 66,737 731 825 Other collateral (b) — (65 ) (197 ) — (91 ) (204 ) — (146 ) (244 ) Net derivative amounts $ 72,275 $ 1,000 $ 593 $ 71,424 $ 528 $ 428 $ 66,737 $ 585 $ 581 (a) 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. (b) Other collateral represents the amount that cannot be used to offset our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The other collateral consists of securities and is exchanged under bilateral collateral and master netting agreements that allow us to offset the net derivative position with the related collateral. The application of the other collateral cannot reduce the net derivative position below zero. Therefore, excess other collateral, if any, is not reflected above.
Pre-Tax Net Gains (Losses) on Fair Value Hedges	The following table summarizes the pre-tax net gains (losses) on our fair value hedges for the three-month periods ended March 31, 2016, and March 31, 2015, and where they are recorded on the income statement. Three months ended March 31, 2016 in millions Income Statement Location of Net Gains (Losses) on Derivative Net Gains Hedged Item Income Statement Location of Net Gains Interest rate Other income $ 115 Long-term debt Other income $ (115 ) (a) Interest rate Interest expense – Long-term debt 27 Total $ 142 $ (115 ) Three months ended March 31, 2015 in millions Income Statement Location of Net Gains (Losses) on Derivative Net Gains Hedged Item Income Statement Location of Net Gains (Losses) on Hedged Item Net Gains Interest rate Other income $ 41 Long-term debt Other income $ (41 ) (a) Interest rate Interest expense – Long-term debt 29 Total $ 70 $ (41 ) (a) Net gains (losses) on hedged items represent the change in fair value caused by fluctuations in interest rates.
Derivative Instrument Cash Flow Hedge Earning Recognized by Income Statement Location	The following table summarizes the pre-tax net gains (losses) on our cash flow and net investment hedges for the three-month periods ended March 31, 2016, and March 31, 2015, and where they are recorded on the income statement. The table includes the effective portion of net gains (losses) recognized in OCI during the period, the effective portion of net gains (losses) reclassified from OCI into income during the current period, and the portion of net gains (losses) recognized directly in income, representing the amount of hedge ineffectiveness. Three months ended March 31, 2016 in millions Net Gains (Losses) Income Statement Location of Net Gains Net Gains Income Statement Location Net Gains Cash Flow Hedges Interest rate $ 133 Interest income – Loans $ 23 Other income — Interest rate (4 ) Interest expense – Long-term debt (1 ) Other income — Interest rate (1 ) Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts (14 ) Other Income — Other income — Total $ 114 $ 22 — Three months ended March 31, 2015 in millions Net Gains (Losses) Income Statement Location of Net Gains Net Gains Income Statement Location Net Gains Cash Flow Hedges Interest rate $ 54 Interest income – Loans $ 22 Other income — Interest rate (2 ) Interest expense – Long-term debt (1 ) Other income — Interest rate (4 ) Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts 24 Other Income — Other income — Total $ 72 $ 21 —
After-Tax Change in AOCI Resulting from Cash Flow Hedges	The after-tax change in AOCI resulting from cash flow and net investment hedges is as follows: in millions December 31, 2016 Reclassification Net Income March 31, AOCI resulting from cash flow and net investment hedges $ 20 $ 72 $ (14 ) $ 78
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, 2016, and March 31, 2015, and where they are recorded on the income statement. Three months ended March 31, Three months ended March 31, in millions Corporate Income Other Income Total Corporate Income Other Income Total NET GAINS (LOSSES) Interest rate $ 6 $ (1 ) $ 5 $ 4 — $ 4 Foreign exchange 10 — 10 8 — 8 Commodity 1 — 1 2 — 2 Credit 1 (2 ) (1 ) — $ (4 ) (4 ) Total net gains (losses) $ 18 $ (3 ) $ 15 $ 14 $ (4 ) $ 10
Largest Exposure to Individual Counterparty	The following table summarizes our largest exposure to an individual counterparty at the dates indicated. in millions March 31, December 31, March 31, Largest gross exposure (derivative asset) to an individual counterparty $ 150 $ 158 $ 122 Collateral posted by this counterparty 66 85 91 Derivative liability with this counterparty 82 74 28 Net exposure after netting adjustments and collateral 2 (1 ) 3
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, December 31, March 31, Interest rate $ 1,132 $ 628 $ 755 Foreign exchange 37 66 58 Commodity 204 298 431 Credit 2 4 1 Derivative assets before collateral 1,375 996 1,245 Less: Related collateral 310 377 514 Total derivative assets $ 1,065 $ 619 $ 731
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, 2016, December 31, 2015, and March 31, 2015. The fair value of credit derivatives presented below does not take into account the effects of bilateral collateral or master netting agreements. March 31, 2016 December 31, 2015 March 31, 2015 in millions Purchased Sold Net Purchased Sold Net Purchased Sold Net Single-name credit default swaps $ (3 ) — $ (3 ) $ (3 ) — $ (3 ) $ (3 ) — $ (3 ) Traded credit default swap indices 1 — 1 4 — 4 1 — 1 Other (a) — $ — — — $ (1 ) (1 ) 1 $ (1 ) — Total credit derivatives $ (2 ) $ — (2 ) $ 1 $ (1 ) — $ (1 ) $ (1 ) $ (2 ) (a) As of March 31, 2016, the fair value of other credit derivatives sold totaled less than $1 million.
Credit Derivatives Sold and Held	The following table provides information on the types of credit derivatives sold by us and held on the balance sheet at March 31, 2016, December 31, 2015, and March 31, 2015. 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, 2016 December 31, 2015 March 31, 2015 dollars in millions Notional Average Payment / Notional Average Payment / Notional Average Payment / Single-name credit default swaps — — — — — — $ 5 .47 .87 % Other $ 9 3.46 10.92 % $ 5 2.67 14.46 % 8 3.04 9.39 Total credit derivatives sold $ 9 — — $ 5 — — $ 13 — —
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, 2016, December 31, 2015, and March 31, 2015. 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, 2016, December 31, 2015, and March 31, 2015, 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 March 31, 2016, December 31, 2015, or March 31, 2015. 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, 2016 December 31, 2015 March 31, 2015 in millions Moody’s S&P Moody’s S&P Moody’s S&P KeyBank’s long-term senior unsecured credit ratings A3 A- A3 A- A3 A- One rating downgrade $ 2 $ 2 $ 2 $ 2 $ 4 $ 4 Two rating downgrades 2 2 2 2 4 4 Three rating downgrades 4 4 4 4 6 6

Mortgage Servicing Assets (Tabl

Mortgage Servicing Assets (Tables)	3 Months Ended
	Mar. 31, 2016
Text Block [Abstract]
Changes in Carrying Amount of Mortgage Servicing Assets	Changes in the carrying amount of mortgage servicing assets are summarized as follows: Three months ended March 31, in millions 2016 2015 Balance at beginning of period $ 321 $ 323 Servicing retained from loan sales 7 10 Purchases 12 15 Amortization (22 ) (24 ) Balance at end of period $ 318 $ 324 Fair value at end of period $ 408 $ 423
Schedule of Range and Weighted-Average of Significant Unobservable Inputs	The range and weighted-average of the significant unobservable inputs used to fair value our mortgage servicing assets at March 31, 2016, December 31, 2015, and March 31, 2015, along with the valuation techniques, are shown in the following table: March 31, 2016 dollars in millions Valuation Technique Significant Unobservable Input Range (Weighted-Average) Mortgage servicing assets Discounted cash flow Prepayment speed 1.50 - Expected defaults 1.00 - Residual cash flows discount rate 7.00 - Escrow earn rate 1.10 - Servicing cost $150 - Loan assumption rate 0.00 - Percentage late 0.00 - December 31, 2015 dollars in millions Valuation Technique Significant Unobservable Input Range (Weighted-Average) Mortgage servicing assets Discounted cash flow Prepayment speed 1.90 - Expected defaults 1.00 - 3.00% (1.70%) Residual cash flows discount rate 7.00 - 15.00% (7.80%) Escrow earn rate 1.00 - 3.50% (2.30%) Servicing cost $150 - $2,700 ($1,215) Loan assumption rate 0.00 - 3.00% (1.34%) Percentage late 0.00 - 2.00% (0.33%) March 31, 2015 dollars in millions Valuation Technique Significant Unobservable Input Range (Weighted-Average) Mortgage servicing assets Discounted cash flow Prepayment speed 1.60-13.10% (4.80%) Expected defaults 1.00 - 3.00% (1.80%) Residual cash flows discount rate 7.00 - 15.00% (7.80%) Escrow earn rate 0.70 - 3.10% (1.90%) Servicing cost $150 - $2,735 ($1,059) Loan assumption rate 0.20 - 3.00% (1.43%) Percentage late 0.00 - 2.00% (0.33%)

Variable Interest Entities (Tab

Variable Interest Entities (Tables)	3 Months Ended
	Mar. 31, 2016
Equity Method Investments and Joint Ventures [Abstract]
Variable Interest Entities Information	During 2015, we noted that not all of KCDC’s unconsolidated VIEs were captured in the table below. As a result, the amounts in the table were revised to incorporate all of KCDC’s unconsolidated VIEs for the quarter ended March 31, 2015. Because our LIHTC investments were appropriately accounted for, these revisions did not impact our financial condition or results of operations for the quarter ended March 31, 2015. Unconsolidated VIEs in millions Total Assets Total Liabilities Maximum Exposure to Loss March 31, 2016 LIHTC investments $ 4,938 $ 1,379 $ 1,283 December 31, 2015 LIHTC investments $ 4,914 $ 1,368 $ 1,332 March 31, 2015 LIHTC investments $ 4,357 $ 881 $ 1,118 The table below reflects the size of the private equity funds in which KCC was invested as well as our maximum exposure to loss in connection with these investments at March 31, 2016. Unconsolidated VIEs in millions Total Total Maximum Exposure to Loss March 31, 2016 KCC indirect investments $ 43,337 $ 325 $ 279

Acquisitions and Discontinued38

Acquisitions and Discontinued Operations (Tables)	3 Months Ended
	Mar. 31, 2016
Business Combinations [Abstract]
Components of Income (Loss) from Discontinued Operations, Net of Taxes for Education Lending Business	The components of “income (loss) from discontinued operations, net of taxes” for the education lending business are as follows: Three months ended March 31, in millions 2016 2015 Net interest income $ 7 $ 10 Provision for credit losses 2 2 Net interest income after provision for credit losses 5 8 Noninterest income 1 4 Noninterest expense 5 4 Income (loss) before income taxes 1 8 Income taxes — 3 Income (loss) from discontinued operations, net of taxes (a) $ 1 $ 5 (a) Includes after-tax charges of $6 million for each of the three-month periods ended March 31, 2016, and March 31, 2015, determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations.
Components of Assets of Education Lending Business	The discontinued assets of our education lending business included on the balance sheet are as follows. There were no discontinued liabilities for the periods presented below. in millions March 31, December 31, March 31, Held-to-maturity securities $ 1 $ 1 $ 1 Portfolio loans at fair value 3 4 187 Loans, net of unearned income (a) 1,757 1,824 2,032 Less: Allowance for loan and lease losses 24 28 25 Net loans 1,736 1,800 2,194 Accrued income and other assets 29 30 36 Total assets $ 1,766 $ 1,831 $ 2,231 (a) At March 31, 2016, December 31, 2015, and March 31, 2015, unearned income was less than $1 million.
Quantitative Information about Level 3 Fair Value Measurements	The following table shows the significant unobservable inputs used to measure the fair value of the portfolio loans accounted for at fair value as of March 31, 2016, December 31, 2015, and March 31, 2015: March 31, 2016 dollars in millions Fair Value of Level 3 Valuation Technique Significant Range (Weighted-Average) Portfolio loans accounted for at fair value $ 3 Market approach Indicative bids 84.50-104.00% December 31, 2015 dollars in millions Fair Value of Level 3 Valuation Technique Significant Range (Weighted-Average) Portfolio loans accounted for at fair value $ 4 Market approach Indicative bids 84.50-104.00% March 31, 2015 dollars in millions Fair Value of Level 3 Valuation Technique Significant Range (Weighted-Average) Portfolio loans accounted for at fair value $ 187 Discounted cash flow Prepayment speed 5.40-10.20% (7.04%) Loss severity 2.00-77.00% (27.66%) Discount rate 3.70-3.80% (3.71%) Default rate 1.40-1.70% (1.60%)
Principal and Fair Value Amounts for Portfolio Loans at Carrying Value, and Portfolio Loans at Fair Value	The following table shows the principal and fair value amounts for our portfolio loans at carrying value and portfolio loans at fair value at March 31, 2016, December 31, 2015, and March 31, 2015. Our policies for determining past due loans, placing loans on nonaccrual, applying payments on nonaccrual loans, and resuming accrual of interest are disclosed in Note 1 (“Summary of Significant Accounting Policies”) under the heading “Nonperforming Loans” beginning on page 121 of our 2015 Form 10-K. March 31, 2016 December 31, 2015 March 31, 2015 in millions Principal Fair Value Principal Fair Value Principal Fair Value Portfolio loans at carrying value Accruing loans past due 90 days or more $ 23 N/A $ 26 N/A $ 27 N/A Loans placed on nonaccrual status 6 N/A 8 N/A 8 N/A Portfolio loans at fair value Accruing loans past due 90 days or more — — $ 1 $ 1 $ 5 $ 5 Loans placed on nonaccrual status — — — — — —
Portfolio Loans at Fair Value and Related Contractual Amounts	The following table shows the portfolio loans at fair value and their related contractual amounts as of March 31, 2016, December 31, 2015, and March 31, 2015. March 31, 2016 December 31, 2015 March 31, 2015 in millions Contractual Fair Contractual Fair Contractual Fair ASSETS Portfolio loans $ 3 $ 3 $ 4 $ 4 $ 186 $ 187
Consolidated Assets at Fair Value on Recurring Basis	The following tables present the assets of the portfolio loans measured at fair value on a recurring basis at March 31, 2016, December 31, 2015, and March 31, 2015. March 31, 2016 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A RECURRING BASIS Portfolio loans — — $ 3 $ 3 Total assets on a recurring basis at fair value — — $ 3 $ 3 December 31, 2015 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A RECURRING BASIS Portfolio loans — — $ 4 $ 4 Total assets on a recurring basis at fair value — — $ 4 $ 4 March 31, 2015 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A RECURRING BASIS Portfolio loans — — $ 187 $ 187 Total assets on a recurring basis at fair value — — $ 187 $ 187
Change in Fair Values of Level 3 Portfolio Loans Held for Sale, Portfolio Loans, and Consolidated Education Loan Securitization Trusts	The following table shows the change in the fair values of the Level 3 portfolio loans held for sale, portfolio loans, and consolidated education loan securitization trusts for the three-month periods ended March 31, 2016, and March 31, 2015. in millions Portfolio Balance at December 31, 2015 $ 4 Settlements (1 ) Balance at March 31, 2016 (a) $ 3 Balance at December 31, 2014 $ 191 Gains (losses) recognized in earnings (b) 3 Settlements (7 ) Balance at March 31, 2015 (a) $ 187 (a) There were no purchases, sales, issuances, gains (losses) recognized in earnings, transfers into Level 3, or transfers out of Level 3 for the three-month period ended March 31, 2016. There were no purchases, sales, issuances, transfers into Level 3, or transfers out of Level 3 for the three-month period ended March 31, 2015. (b) Gains (losses) were driven primarily by fair value adjustments.
Components of Assets from Discontinued Operations	The discontinued assets of Austin included on the balance sheet are as follows. There were no discontinued liabilities for the periods presented below. in millions March 31, 2016 December 31, 2015 March 31, 2015 Cash and due from banks $ 15 $ 15 $ 15 Total assets $ 15 $ 15 $ 15
Combined Results of Discontinued Operations	Combined discontinued operations. Three months ended March 31, in millions 2016 2015 Net interest income $ 7 $ 10 Provision for credit losses 2 2 Net interest income after provision for credit losses 5 8 Noninterest income 1 4 Noninterest expense 5 4 Income (loss) before income taxes 1 8 Income taxes — 3 Income (loss) from discontinued operations, net of taxes (a) $ 1 $ 5 (a) Includes after-tax charges of $6 million for each of the three-month periods ended March 31, 2016, and March 31, 2015, determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations.
Combined Assets of Discontinued Operations	The combined assets of the discontinued operations are as follows. There were no discontinued liabilities for the periods presented below. in millions March 31, December 31, March 31, Cash and due from banks $ 15 $ 15 $ 15 Held-to-maturity securities 1 1 1 Portfolio loans at fair value 3 4 187 Loans, net of unearned income (a) 1,757 1,824 2,032 Less: Allowance for loan and lease losses 24 28 25 Net loans 1,736 1,800 2,194 Accrued income and other assets 29 30 36 Total assets $ 1,781 $ 1,846 $ 2,246 (a) At March 31, 2016, December 31, 2015, and March 31, 2015, unearned income was less than $1 million.

Securities Financing Activiti39

Securities Financing Activities (Tables)	3 Months Ended
	Mar. 31, 2016
Brokers and Dealers [Abstract]
Summarized Securities Financing Agreements	The following table summarizes our securities financing agreements at March 31, 2016, December 31, 2015, and March 31, 2015: March 31, 2016 in millions Gross Amount Netting (a) Collateral (b) Net Offsetting of financial assets: Reverse repurchase agreements $ 3 (2 ) $ (1 ) — Total $ 3 $ (2 ) $ (1 ) — Offsetting of financial liabilities: Repurchase agreements (c) $ 2 $ (2 ) — — Total $ 2 $ (2 ) — — December 31, 2015 in millions Gross Amount Netting (a) Collateral (b) Net Offsetting of financial assets: Reverse repurchase agreements $ 1 — $ (1 ) — Total $ 1 — $ (1 ) — Offsetting of financial liabilities: Repurchase agreements (c) — — — — Total — — — — March 31, 2015 in millions Gross Amount Netting (a) Collateral (b) Net Offsetting of financial assets: Reverse repurchase agreements $ 2 $ (2 ) — — Total $ 2 $ (2 ) — — Offsetting of financial liabilities: Repurchase agreements $ 4 $ (2 ) $ (2 ) — Total $ 4 $ (2 ) $ (2 ) — (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 U.S. Treasury securities and contracted on an overnight basis.

Employee Benefits (Tables)

Employee Benefits (Tables)	3 Months Ended
	Mar. 31, 2016
Compensation and Retirement Disclosure [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 2016 2015 Interest cost on PBO $ 10 $ 10 Expected return on plan assets (13 ) (14 ) Amortization of losses 4 4 Net pension cost $ 1 —
Net Postretirement Benefit Cost for All Funded and Unfunded Plans	The components of net postretirement benefit cost for all funded and unfunded plans are as follows: Three months ended March 31, in millions 2016 2015 Interest cost on APBO $ 1 $ 1 Expected return on plan assets (1 ) (1 ) Net postretirement benefit cost — —

Trust Preferred Securities Is41

Trust Preferred Securities Issued by Unconsolidated Subsidiaries (Tables)	3 Months Ended
	Mar. 31, 2016
Text Block [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 Net of Discount (a) Common Principal (b) Interest Rate of Trust Preferred (c) Maturity March 31, 2016 KeyCorp Capital I $ 156 $ 6 $ 162 1.352 % 2028 KeyCorp Capital II 112 4 116 6.875 2029 KeyCorp Capital III 150 4 154 7.750 2029 Total $ 418 $ 14 $ 432 5.128 % — December 31, 2015 $ 408 $ 14 $ 422 4.961 % — March 31, 2015 $ 414 $ 14 $ 428 4.968 % — (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 $78 million at March 31, 2016, $68 million at December 31, 2015, and $74 million at March 31, 2015. 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 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 $78 million at March 31, 2016, $68 million at December 31, 2015, and $74 million at March 31, 2015. 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 total interest rates are weighted-average rates.

Contingent Liabilities and Gu42

Contingent Liabilities and Guarantees (Tables)	3 Months Ended
	Mar. 31, 2016
Commitments and Contingencies Disclosure [Abstract]
Guarantees	The following table shows the types of guarantees that we had outstanding at March 31, 2016. 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 130 of our 2015 Form 10-K. March 31, 2016 in millions Maximum Potential Liability Financial guarantees: Standby letters of credit $ 11,234 $ 67 Recourse agreement with FNMA 1,849 4 Return guarantee agreement with LIHTC investors 4 4 Written put options (a) 2,411 82 Total $ 15,498 $ 157 (a) The maximum potential undiscounted future payments represent notional amounts of derivatives qualifying as guarantees.

Accumulated Other Comprehensi43

Accumulated Other Comprehensive Income (Tables)	3 Months Ended
	Mar. 31, 2016
Equity [Abstract]
Changes in AOCI	Our changes in AOCI for the three months ended March 31, 2016, and March 31, 2015, are as follows: Unrealized gains Unrealized gains Foreign currency Net pension and (losses) on securities (losses) on derivative translation postretirement in millions available for sale financial instruments adjustment benefit costs Total Balance at December 31, 2015 $ (58 ) $ 20 $ (2 ) $ (365 ) $ (405 ) Other comprehensive income before reclassification, net of income taxes 128 72 5 (2 ) 203 Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (14 ) — 3 (11 ) Net current-period other comprehensive income, net of income taxes 128 58 5 1 192 Balance at March 31, 2016 $ 70 $ 78 $ 3 $ (364 ) $ (213 ) Balance at December 31, 2014 $ (4 ) $ (8 ) $ 22 $ (366 ) $ (356 ) Other comprehensive income before reclassification, net of income taxes 55 45 (13 ) — 87 Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (13 ) — 3 (10 ) Net current-period other comprehensive income, net of income taxes 55 32 (13 ) 3 77 Balance at March 31, 2015 $ 51 $ 24 $ 9 $ (363 ) $ (279 ) (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, 2016, and March 31, 2015, are as follows: Amount Reclassified from Three months ended March 31, 2016 Accumulated Other Affected Line Item in the Statement in millions Comprehensive Income Where Net Income is Presented Unrealized gains (losses) on derivative financial instruments Interest rate $ 23 Interest income — Loans Interest rate (1 ) Interest expense — Long-term debt 22 Income (loss) from continuing operations before income taxes 8 Income taxes $ 14 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 Amount Reclassified from Three months ended March 31, 2015 Accumulated Other Affected Line Item in the Statement in millions Comprehensive Income Where Net Income is Presented Unrealized gains (losses) on derivative financial instruments Interest rate $ 22 Interest income — Loans Interest rate (1 ) Interest expense — Long-term debt 21 Income (loss) from continuing operations before income taxes 8 Income taxes $ 13 Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (4 ) Personnel expense (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, 2016
Segment Reporting [Abstract]
Financial Information of Business Groups	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. Three months ended March 31, Key Community Bank Key Corporate Bank dollars in millions 2016 2015 2016 2015 SUMMARY OF OPERATIONS Net interest income (TE) $ 399 $ 358 $ 218 $ 214 Noninterest income 196 191 208 188 Total revenue (TE) (a) 595 549 426 402 Provision for credit losses 42 30 43 6 Depreciation and amortization expense 13 15 13 10 Other noninterest expense 423 423 224 209 Income (loss) from continuing operations before income taxes (TE) 117 81 146 177 Allocated income taxes and TE adjustments 43 30 28 49 Income (loss) from continuing operations 74 51 118 128 Income (loss) from discontinued operations, net of taxes — — — — Net income (loss) 74 51 118 128 Less: Net income (loss) attributable to noncontrolling interests — — — 1 Net income (loss) attributable to Key $ 74 $ 51 $ 118 $ 127 AVERAGE BALANCES (b) Loans and leases $ 30,789 $ 30,662 $ 27,722 $ 24,722 Total assets (a) 32,856 32,768 33,413 30,240 Deposits 52,803 50,415 18,074 18,569 OTHER FINANCIAL DATA Net loan charge-offs (b) $ 23 $ 28 $ 18 $ (4 ) Return on average allocated equity (b) 11.09 % 7.56 % 23.15 % 27.68 % Return on average allocated equity 11.09 7.56 23.11 27.68 Average full-time equivalent employees (c) 7,376 7,642 2,126 2,057 (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 2016 2015 2016 2015 2016 2015 2016 2015 $ (9 ) $ 3 $ 608 $ 575 $ 4 $ 2 $ 612 $ 577 30 63 434 442 (3 ) (5 ) 431 437 21 66 1,042 1,017 1 (3 ) 1,043 1,014 5 (1 ) 90 35 (1 ) — 89 35 1 2 27 27 37 37 64 64 10 12 657 644 (18 ) (39 ) 639 605 5 53 268 311 (17 ) (1 ) 251 310 (8 ) 8 63 87 1 (7 ) 64 80 13 45 205 224 (18 ) 6 187 230 — — — — 1 5 1 5 13 45 205 224 (17 ) 11 188 235 (1 ) 2 (1 ) 3 1 (1 ) — 2 $ 14 $ 43 $ 206 $ 221 $ (18 ) $ 12 $ 188 $ 233 $ 1,603 $ 2,044 $ 60,114 $ 57,428 $ 42 $ 84 $ 60,156 $ 57,512 27,729 25,942 93,998 88,950 479 677 94,477 89,627 756 466 71,633 69,450 (35 ) (81 ) 71,598 69,369 $ 5 $ 4 $ 46 $ 28 — — $ 46 $ 28 31.11 % 75.49 % 16.86 % 18.56 % (1.27 )% 0.49 % 6.87 % 8.75 % 30.27 73.58 16.83 18.54 (1.20 ) 0.85 6.90 8.93 8 16 9,510 9,715 3,893 3,876 13,403 13,591

Basis of Presentation and Acc45

Basis of Presentation and Accounting Policies - Additional Information (Detail)	3 Months Ended
	Mar. 31, 2016
Equity Method Investments [Member]
Accounting Policies [Line Items]
Economic interest in unconsolidated investments in voting rights entities, minimum	20.00%
Economic interest in unconsolidated investments in voting rights entities, maximum	50.00%
Cost Method Investments [Member]
Accounting Policies [Line Items]
Economic interest in unconsolidated investments in voting rights entities, Ownership less than	20.00%

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, 2016	Mar. 31, 2015
EARNINGS
INCOME (LOSS) FROM CONTINUING OPERATIONS		$ 187	$ 230
Less: Net income (loss) attributable to noncontrolling interests			2
Income (loss) from continuing operations attributable to Key		187	228
Income (loss) from continuing operations attributable to Key common shareholders		182	222
Income (loss) from discontinued operations, net of taxes		1	5
Net income (loss) attributable to Key common shareholders		$ 183	$ 227
WEIGHTED-AVERAGE COMMON SHARES
Weighted-average common shares outstanding	[1]	827,381	848,580
Effect of convertible preferred stock		0	0
Effect of common share options and other stock awards	[1]	7,679	8,542
Weighted-average common shares and potential common shares outstanding	[1],[2]	835,060	857,122
EARNINGS PER COMMON SHARE
Income (loss) from continuing operations attributable to Key common shareholders		$ 0.22	$ 0.26
Income (loss) from discontinued operations, net of taxes			0.01
Net income (loss) attributable to Key common shareholders	[3]	0.22	0.27
Income (loss) from continuing operations attributable to Key common shareholders - assuming dilution		0.22	0.26
Income (loss) from discontinued operations, net of taxes			0.01
Net income (loss) attributable to Key common shareholders - assuming dilution	[3]	$ 0.22	$ 0.26
Series A Preferred Stock [Member]
EARNINGS
Less: Dividends on Series A Preferred Stock		$ 5	$ 6
[1]	For the three months ended March 31, 2016, weighted-average common shares outstanding, effect of common share options and other stock awards, and weighted-average common shares and potential common shares outstanding have been revised from our financial results reported on Form 8-K on April 21, 2016.
[2]	Assumes conversion of common share options and other stock awards and/or convertible preferred stock, as applicable.
[3]	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, 2016	Dec. 31, 2015	Mar. 31, 2015
Loans Receivables [Abstract]
Commercial, financial and agricultural	$ 31,976	$ 31,240	$ 28,783
Commercial real estate:
Commercial mortgage	8,364	7,959	8,162
Construction	841	1,053	1,142
Total commercial real estate loans	9,205	9,012	9,304
Commercial lease financing	3,934	4,020	4,064
Total commercial loans	45,115	44,272	42,151
Residential - prime loans:
Real estate - residential mortgage	2,234	2,242	2,231
Home equity loans	10,149	10,335	10,523
Total residential - prime loans	12,383	12,577	12,754
Consumer direct loans	1,579	1,600	1,547
Credit cards	782	806	727
Consumer indirect loans	579	621	774
Total consumer loans	15,323	15,604	15,802
Total Loans	$ 60,438	$ 59,876	$ 57,953

Loans and Loans Held for Sale48

Loans and Loans Held for Sale - Loans by Category (Parenthetical) (Detail) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial, financial and agricultural	$ 31,976	$ 28,783	$ 31,240
Commercial lease financing includes receivables held as collateral for secured borrowing	115	230	134
Purchased loans	109	130	114
Loans	59,612	57,159	59,080
Education Lending [Member] | Discontinued Operations [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	1,800	2,200	1,800
Commercial Credit Card [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial, financial and agricultural	85	87	85
PCI Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchased loans	$ 11	$ 12	$ 11

Loans and Loans Held for Sale49

Loans and Loans Held for Sale - Loans Held for Sale (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Sep. 30, 2015	Mar. 31, 2015	Dec. 31, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial, financial and agricultural	$ 103	$ 76		$ 183
Commercial lease financing		14		14
Total loans held for sale	684	639	$ 916	1,649	$ 734
Commercial Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real estate - mortgage	562	532		1,408
Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real estate - mortgage	$ 19	$ 17		$ 44

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, 2016	Dec. 31, 2015	Mar. 31, 2015
Loans Receivables [Abstract]
Balance at beginning of the period	$ 639	$ 916	$ 734
New originations	1,114	1,655	2,130
Transfers from (to) held to maturity, net		22	10
Loan sales	(1,108)	(1,943)	(1,204)
Loan draws (payments), net	39	(11)	(21)
Balance at end of period	$ 684	$ 639	$ 1,649

Asset Quality - Nonperforming A

Asset Quality - Nonperforming Assets and Past Due Loans (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Receivables [Abstract]
Total nonperforming loans	$ 676	$ 387	$ 437
OREO	14	14	20
Other nonperforming assets	2	2
Total nonperforming assets	692	403	457
Nonperforming assets from discontinued operations-education lending	6	7	8
Restructured loans included in nonperforming loans	151	159	141
Restructured loans with an allocated specific allowance	59	69	70
Specifically allocated allowance for restructured loans	29	30	39
Accruing loans past due 90 days or more	70	72	111
Accruing loans past due 30 through 89 days	$ 237	$ 208	$ 216

Asset Quality - Nonperforming52

Asset Quality - Nonperforming Assets and Past Due Loans (Parenthetical) (Detail) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Financing Receivable, Recorded Investment, Past Due [Line Items]
Purchased credit impaired loans	$ 11	$ 12	$ 11
Restructured loans	21	18	21
Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Carrying value of foreclosed residential real estate	131	119	114
Foreclosed Residential Real Estate [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Carrying value of foreclosed residential real estate	$ 11	$ 17	$ 11

Asset Quality - Additional Info

Asset Quality - Additional Information (Detail)	3 Months Ended		12 Months Ended
	Mar. 31, 2016USD ($)SecurityLoan	Mar. 31, 2015USD ($)SecurityLoan	Dec. 31, 2015USD ($)	Dec. 31, 2014USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Estimated gross contractual amount receivable of PCI loans	$ 41,000,000
Estimated cash flows nonaccretable amount			$ 11,000,000
Estimated cash flows accretable amount	5,000,000
Purchased Credit Impaired, Outstanding	11,000,000	$ 12,000,000	11,000,000
Accretable yield	$ 5,000,000	5,000,000	5,000,000
Percentage of carrying amount of our commercial nonperforming loans outstanding	89.00%
Percentage of nonperforming loans outstanding face value	88.00%
Percentage of loans held for sale and other nonperforming assets	88.00%
Aggregate carrying amount of largest nonperforming loans	$ 359,000,000	$ 123,000,000
Number of largest nonperforming loans | SecurityLoan	20	20
Percentage of total loans on nonperforming status	54.00%	28.00%
Net reduction to interest income	$ 5,000,000	$ 4,000,000
Interest income recognized on outstanding balances	4,000,000	1,000,000
Total restructured loans	283,000,000	268,000,000	280,000,000
Addition in restructured loans	23,000,000	11,000,000	99,000,000
Restructured loans partially in payments and charge-offs	20,000,000	13,000,000	89,000,000
Loans net of deferred income	60,438,000,000	57,953,000,000	59,876,000,000
Minimum outstanding impaired commercial loans			$ 2,500,000
Number of days to designate commercial loans will be charged off in full or charged down to the fair value of the underlying collateral payment due period			180 days
Number of days to designate the charge-off policy for consumer loans taking effect, payment due period			120 days
Number of days to designate home equity and residential mortgage loans to get charged down to net realizable value payment due period			180 days
Number of days to designate the charge-off policy for credit card loans taking effect, payment due period			180 days
ALLL	$ 826,000,000	$ 794,000,000	$ 796,000,000
ALLL percentage	1.37%	1.37%
ALLL of nonperforming loans percentage	122.20%	181.70%
Provision (credit) for loan and lease losses	$ (78,000,000)	$ (30,000,000)
Liability for credit losses on lending-related commitments	$ 69,000,000	$ 41,000,000	56,000,000	$ 35,000,000
Percentage of total allowance for credit losses	1.48%	1.44%
Maximum [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Changes in the accretable yield, accretion	$ 1,000,000	$ 1,000,000	1,000,000
Changes in the accretable yield, net reclassifications	$ 1,000,000	$ 1,000,000	1,000,000
Consumer Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Nature of default in repayment of loan TDRs	More than 60 days past due
Number of loans | SecurityLoan	51	89
Financial receivable, modifications, subsequent default, recorded investment	$ 3,000,000	$ 4,000,000
Loans net of deferred income	$ 15,323,000,000	15,802,000,000	15,604,000,000
Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Nature of default in repayment of loan TDRs	90 days past due
Number of loans | SecurityLoan	0
Loans net of deferred income	$ 45,115,000,000	42,151,000,000	44,272,000,000
Continuing Operations [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchased Credit Impaired, Outstanding	11,000,000	12,000,000	11,000,000
Loans net of deferred income	60,438,000,000	57,953,000,000	59,876,000,000
Increase (decrease) in allowance for loan losses		$ 32,000,000
Percentage of Increase (decrease) in allowance for loan losses		4.00%
Individually Evaluated for Impairment, Outstanding	607,000,000	$ 338,000,000	308,000,000
Individually evaluated for Impairment, corresponding allowance	54,000,000	49,000,000	35,000,000
Collectively Evaluated for Impairment, Outstanding	59,820,000,000	57,603,000,000	59,557,000,000
Collectively evaluated for Impairment, corresponding allowance	771,000,000	744,000,000	760,000,000
Provision (credit) for loan and lease losses		28,000,000
Continuing Operations [Member] | Consumer Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchased Credit Impaired, Outstanding	11,000,000	12,000,000	11,000,000
Loans net of deferred income	15,323,000,000	15,802,000,000	15,604,000,000
Increase (decrease) in allowance for loan losses		$ 10,000,000
Percentage of Increase (decrease) in allowance for loan losses		6.30%
Individually Evaluated for Impairment, Outstanding	230,000,000	$ 229,000,000	225,000,000
Individually evaluated for Impairment, corresponding allowance	25,000,000	27,000,000	27,000,000
Collectively Evaluated for Impairment, Outstanding	15,082,000,000	15,561,000,000	15,368,000,000
Collectively evaluated for Impairment, corresponding allowance	122,000,000	130,000,000	112,000,000
Provision (credit) for loan and lease losses	30,000,000	9,000,000
Continuing Operations [Member] | Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans net of deferred income	45,115,000,000	42,151,000,000	44,272,000,000
Increase (decrease) in allowance for loan losses		$ 42,000,000
Percentage of Increase (decrease) in allowance for loan losses		6.60%
Individually Evaluated for Impairment, Outstanding	377,000,000	$ 109,000,000	83,000,000
Individually evaluated for Impairment, corresponding allowance	29,000,000	22,000,000	8,000,000
Collectively Evaluated for Impairment, Outstanding	44,738,000,000	42,042,000,000	44,189,000,000
Collectively evaluated for Impairment, corresponding allowance	649,000,000	614,000,000	648,000,000
Provision (credit) for loan and lease losses	46,000,000	19,000,000
Continuing Operations [Member] | Purchase Credit Impaired Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Collectively Evaluated for Impairment, Outstanding	11,000,000	12,000,000
Collectively evaluated for Impairment, corresponding allowance	1,000,000	1,000,000
Provision (credit) for loan and lease losses	0	0
Performing [Member] | Loans, Total [Member] | Credit Concentration Risk [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans net of deferred income	$ 59,400,000,000	$ 57,200,000,000	$ 59,200,000,000
Concentration risk	98.40%	98.70%	98.90%
Nonperforming [Member] | Loans, Total [Member] | Credit Concentration Risk [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans net of deferred income	$ 983,000,000	$ 764,000,000	$ 667,000,000
Concentration risk	1.60%	1.30%	1.10%
PCI Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchased Credit Impaired, Outstanding	$ 17,000,000	$ 19,000,000	$ 17,000,000
Purchased credit impaired loans carrying value	$ 11,000,000	$ 12,000,000	$ 11,000,000

Asset Quality - Breakdown of In

Asset Quality - Breakdown of Individually Impaired Loans (Detail) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	$ 364	$ 128	$ 135
Recorded Investment	607	338	308
With no related allowance recorded, Unpaid Principal Balance	377	165	172
Unpaid Principal Balance	632	376	361
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	250	121	125
With related allowance recorded, Recorded Investment	243	210	173
With related allowance recorded, Unpaid Principal Balance	255	211	189
Specific Allowance	54	49	35
With related allowance recorded, Average Recorded Investment	208	199	180
Average Recorded Investment	458	320	305
Commercial, Financial and Agricultural [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	260	20	40
With no related allowance recorded, Unpaid Principal Balance	270	51	74
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	150	13	23
With related allowance recorded, Recorded Investment	101	62	28
With related allowance recorded, Unpaid Principal Balance	113	62	43
Specific Allowance	28	20	7
With related allowance recorded, Average Recorded Investment	64	50	33
Commercial Real Estate: Commercial Mortgage [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	4	14	5
With no related allowance recorded, Unpaid Principal Balance	7	19	8
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	4	14	10
With related allowance recorded, Recorded Investment	4	6	5
With related allowance recorded, Unpaid Principal Balance	4	7	6
Specific Allowance	1	2	1
With related allowance recorded, Average Recorded Investment	5	6	6
Commercial Real Estate: Construction [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	8	7	5
With no related allowance recorded, Unpaid Principal Balance	8	7	5
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	7	6	5
With related allowance recorded, Average Recorded Investment		1	1
Commercial Real Estate Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	12	21	10
With no related allowance recorded, Unpaid Principal Balance	15	26	13
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	11	20	15
With related allowance recorded, Recorded Investment	4	6	5
With related allowance recorded, Unpaid Principal Balance	4	7	6
Specific Allowance	1	2	1
With related allowance recorded, Average Recorded Investment	5	7	7
Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	272	41	50
With no related allowance recorded, Unpaid Principal Balance	285	77	87
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	161	33	38
With related allowance recorded, Recorded Investment	105	68	33
With related allowance recorded, Unpaid Principal Balance	117	69	49
Specific Allowance	29	22	8
With related allowance recorded, Average Recorded Investment	69	57	40
Real Estate - Residential Mortgage [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	23	23	23
With no related allowance recorded, Unpaid Principal Balance	23	23	23
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	23	23	24
With related allowance recorded, Recorded Investment	32	32	33
With related allowance recorded, Unpaid Principal Balance	32	32	33
Specific Allowance	3	5	4
With related allowance recorded, Average Recorded Investment	33	32	32
Home Equity Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	68	63	61
With no related allowance recorded, Unpaid Principal Balance	68	64	61
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	65	63	62
With related allowance recorded, Recorded Investment	65	60	64
With related allowance recorded, Unpaid Principal Balance	65	60	64
Specific Allowance	19	18	20
With related allowance recorded, Average Recorded Investment	64	59	60
Consumer Direct Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Specific Allowance			0
With related allowance recorded, Recorded Investment	3	3	3
With related allowance recorded, Unpaid Principal Balance	3	3	3
With related allowance recorded, Average Recorded Investment	3	3	4
Credit Cards [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Specific Allowance			0
With related allowance recorded, Recorded Investment	3	4	3
With related allowance recorded, Unpaid Principal Balance	3	4	3
With related allowance recorded, Average Recorded Investment	3	4	4
Consumer Indirect Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	1	1	1
With no related allowance recorded, Unpaid Principal Balance	1	1	1
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	1	2	1
With related allowance recorded, Recorded Investment	35	43	37
With related allowance recorded, Unpaid Principal Balance	35	43	37
Specific Allowance	3	4	3
With related allowance recorded, Average Recorded Investment	36	44	40
Consumer Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	92	87	85
With no related allowance recorded, Unpaid Principal Balance	92	88	85
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	89	88	87
With related allowance recorded, Recorded Investment	138	142	140
With related allowance recorded, Unpaid Principal Balance	138	142	140
Specific Allowance	25	27	27
With related allowance recorded, Average Recorded Investment	$ 139	$ 142	$ 140

Asset Quality - Breakdown of No

Asset Quality - Breakdown of Nonperforming TDRs by Loans Category (Detail) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016USD ($)SecurityLoan	Mar. 31, 2015USD ($)SecurityLoan	Dec. 31, 2015USD ($)SecurityLoan
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	4,734	4,740	4,622
Pre-modification Outstanding Recorded Investment	$ 356	$ 343	$ 364
Post-modification Outstanding Recorded Investment	$ 283	$ 268	$ 280
Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,072	2,051	2,122
Pre-modification Outstanding Recorded Investment	$ 183	$ 176	$ 203
Post-modification Outstanding Recorded Investment	$ 151	$ 141	$ 159
Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,662	2,689	2,500
Pre-modification Outstanding Recorded Investment	$ 173	$ 167	$ 161
Post-modification Outstanding Recorded Investment	$ 132	$ 127	$ 121
Commercial, Financial and Agricultural [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan			12
Pre-modification Outstanding Recorded Investment			$ 56
Post-modification Outstanding Recorded Investment			$ 45
Commercial, Financial and Agricultural [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	13	11
Pre-modification Outstanding Recorded Investment	$ 58	$ 25
Post-modification Outstanding Recorded Investment	$ 46	$ 22
Commercial, Financial and Agricultural [Member] | Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	7	17	7
Pre-modification Outstanding Recorded Investment	$ 5	$ 6	$ 5
Post-modification Outstanding Recorded Investment	$ 2	$ 3	$ 2
Commercial Real Estate: Commercial Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan			12
Pre-modification Outstanding Recorded Investment			$ 30
Post-modification Outstanding Recorded Investment			$ 7
Commercial Real Estate: Commercial Mortgage [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	10	12
Pre-modification Outstanding Recorded Investment	$ 13	$ 37
Post-modification Outstanding Recorded Investment	$ 4	$ 13
Commercial Real Estate: Commercial Mortgage [Member] | Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		1
Pre-modification Outstanding Recorded Investment		$ 2
Post-modification Outstanding Recorded Investment		$ 1
Commercial Real Estate Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan			12
Pre-modification Outstanding Recorded Investment			$ 30
Post-modification Outstanding Recorded Investment			$ 7
Commercial Real Estate Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		12
Pre-modification Outstanding Recorded Investment		$ 37
Post-modification Outstanding Recorded Investment		$ 13
Commercial Real Estate Loans [Member] | Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		1
Pre-modification Outstanding Recorded Investment		$ 2
Post-modification Outstanding Recorded Investment		$ 1
Commercial Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	23	23	24
Pre-modification Outstanding Recorded Investment	$ 71	$ 62	$ 86
Post-modification Outstanding Recorded Investment	$ 50	$ 35	$ 52
Commercial Loans [Member] | Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	7	18	7
Pre-modification Outstanding Recorded Investment	$ 5	$ 8	$ 5
Post-modification Outstanding Recorded Investment	$ 2	$ 4	$ 2
Real Estate - Residential Mortgage [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	323	383	366
Pre-modification Outstanding Recorded Investment	$ 21	$ 22	$ 23
Post-modification Outstanding Recorded Investment	$ 21	$ 22	$ 23
Real Estate - Residential Mortgage [Member] | Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	532	454	489
Pre-modification Outstanding Recorded Investment	$ 36	$ 34	$ 34
Post-modification Outstanding Recorded Investment	$ 36	$ 34	$ 34
Home Equity Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	1,350	1,199	1,262
Pre-modification Outstanding Recorded Investment	$ 85	$ 80	$ 85
Post-modification Outstanding Recorded Investment	$ 76	$ 73	$ 76
Home Equity Loans [Member] | Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	1,149	1,142	1,071
Pre-modification Outstanding Recorded Investment	$ 68	$ 57	$ 57
Post-modification Outstanding Recorded Investment	$ 57	$ 49	$ 49
Consumer Direct Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	29	28	28
Pre-modification Outstanding Recorded Investment	$ 1	$ 1	$ 1
Post-modification Outstanding Recorded Investment		$ 1	$ 1
Consumer Direct Loans [Member] | Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	41	51	42
Pre-modification Outstanding Recorded Investment	$ 2	$ 2	$ 2
Post-modification Outstanding Recorded Investment	$ 2	$ 2	$ 2
Consumer Credit Card Financing Receivable [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	253	275	339
Pre-modification Outstanding Recorded Investment	$ 1	$ 2	$ 2
Post-modification Outstanding Recorded Investment	$ 1	$ 1	$ 2
Consumer Credit Card Financing Receivable [Member] | Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	488	519	461
Pre-modification Outstanding Recorded Investment	$ 3	$ 4	$ 4
Post-modification Outstanding Recorded Investment	$ 2	$ 2	$ 2
Consumer Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,049		2,098
Pre-modification Outstanding Recorded Investment	$ 112		$ 117
Post-modification Outstanding Recorded Investment	$ 101		$ 107
Consumer Loans [Member] | Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,655	2,671	2,493
Pre-modification Outstanding Recorded Investment	$ 168	$ 159	$ 156
Post-modification Outstanding Recorded Investment	$ 130	$ 123	$ 119
Consumer Indirect Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	94	143	103
Pre-modification Outstanding Recorded Investment	$ 4	$ 9	$ 6
Post-modification Outstanding Recorded Investment	$ 3	$ 9	$ 5
Consumer Indirect Loans [Member] | Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	445	505	430
Pre-modification Outstanding Recorded Investment	$ 59	$ 62	$ 59
Post-modification Outstanding Recorded Investment	$ 33	$ 36	$ 32
Consumer Other [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		2,028
Pre-modification Outstanding Recorded Investment		$ 114
Post-modification Outstanding Recorded Investment		$ 106

Asset Quality - Post-Modificati

Asset Quality - Post-Modification Outstanding Recorded Investment by Concession Type for Our Commercial Accruing and Nonaccruing TDRs (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Financing Receivable, Modifications [Line Items]
Total commercial and consumer TDRs	$ 283	$ 280	$ 268
Total Loans	60,438	59,876	57,953
Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Interest rate reduction	48	51	12
Forgiveness of principal		2	2
Other	4	1	25
Total	52	54	39
Total Loans	45,115	44,272	42,151
Consumer Loans [Member]
Financing Receivable, Modifications [Line Items]
Interest rate reduction	128	132	140
Forgiveness of principal	20	8	4
Other	83	86	85
Total	231	226	229
Total Loans	$ 15,323	$ 15,604	$ 15,802

Asset Quality - Post-Modifica57

Asset Quality - Post-Modification Outstanding Recorded Investment by Concession Type for Our Commercial Accruing and Nonaccruing TDRs (Parenthetical) (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Receivables [Abstract]
Additional funds to borrowers related to lending related commitments	$ 6	$ 9	$ 5

Asset Quality - Past Due Loans

Asset Quality - Past Due Loans Including Current Loans (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	$ 59,444	$ 59,198	$ 57,177
30-59 Days Past Due	146	142	137
60-89 Days Past Due	91	66	79
90 and Greater Days Past Due	70	72	111
Nonperforming Loans	676	387	437
Total Past Due and Nonperforming Loans	983	667	764
Purchased Credit Impaired	11	11	12
Total Loans	60,438	59,876	57,953
Commercial, Financial and Agricultural [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	31,522	31,116	28,603
30-59 Days Past Due	30	11	36
60-89 Days Past Due	31	11	11
90 and Greater Days Past Due	13	20	35
Nonperforming Loans	380	82	98
Total Past Due and Nonperforming Loans	454	124	180
Total Loans	31,976	31,240	28,783
Commercial Real Estate: Commercial Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	8,327	7,917	8,080
30-59 Days Past Due	3	8	5
60-89 Days Past Due	3	5	18
90 and Greater Days Past Due	15	10	29
Nonperforming Loans	16	19	30
Total Past Due and Nonperforming Loans	37	42	82
Total Loans	8,364	7,959	8,162
Construction [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	807	1,042	1,114
30-59 Days Past Due	20	1	10
60-89 Days Past Due	1	1	4
90 and Greater Days Past Due	1		2
Nonperforming Loans	12	9	12
Total Past Due and Nonperforming Loans	34	11	28
Total Loans	841	1,053	1,142
Commercial Real Estate Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	9,134	8,959	9,194
30-59 Days Past Due	23	9	15
60-89 Days Past Due	4	6	22
90 and Greater Days Past Due	16	10	31
Nonperforming Loans	28	28	42
Total Past Due and Nonperforming Loans	71	53	110
Total Loans	9,205	9,012	9,304
Commercial Lease Financing [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	3,868	3,952	4,017
30-59 Days Past Due	18	33	9
60-89 Days Past Due	25	11	6
90 and Greater Days Past Due	12	11	12
Nonperforming Loans	11	13	20
Total Past Due and Nonperforming Loans	66	68	47
Total Loans	3,934	4,020	4,064
Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	44,524	44,027	41,814
30-59 Days Past Due	71	53	60
60-89 Days Past Due	60	28	39
90 and Greater Days Past Due	41	41	78
Nonperforming Loans	419	123	160
Total Past Due and Nonperforming Loans	591	245	337
Total Loans	45,115	44,272	42,151
Real Estate - Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	2,151	2,149	2,129
30-59 Days Past Due	10	14	12
60-89 Days Past Due	2	3	5
90 and Greater Days Past Due	2	2	2
Nonperforming Loans	59	64	72
Total Past Due and Nonperforming Loans	73	83	91
Purchased Credit Impaired	10	10	11
Total Loans	2,234	2,242	2,231
Home Equity Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	9,879	10,056	10,250
30-59 Days Past Due	45	50	43
60-89 Days Past Due	20	24	24
90 and Greater Days Past Due	13	14	14
Nonperforming Loans	191	190	191
Total Past Due and Nonperforming Loans	269	278	272
Purchased Credit Impaired	1	1	1
Total Loans	10,149	10,335	10,523
Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	1,564	1,580	1,527
30-59 Days Past Due	6	10	8
60-89 Days Past Due	3	3	4
90 and Greater Days Past Due	5	5	6
Nonperforming Loans	1	2	2
Total Past Due and Nonperforming Loans	15	20	20
Total Loans	1,579	1,600	1,547
Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	764	785	708
30-59 Days Past Due	5	6	5
60-89 Days Past Due	4	4	3
90 and Greater Days Past Due	7	9	9
Nonperforming Loans	2	2	2
Total Past Due and Nonperforming Loans	18	21	19
Total Loans	782	806	727
Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	562	601	749
30-59 Days Past Due	9	9	9
60-89 Days Past Due	2	4	4
90 and Greater Days Past Due	2	1	2
Nonperforming Loans	4	6	10
Total Past Due and Nonperforming Loans	17	20	25
Total Loans	579	621	774
Consumer Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	14,920	15,171	15,363
30-59 Days Past Due	75	89	77
60-89 Days Past Due	31	38	40
90 and Greater Days Past Due	29	31	33
Nonperforming Loans	257	264	277
Total Past Due and Nonperforming Loans	392	422	427
Purchased Credit Impaired	11	11	12
Total Loans	$ 15,323	$ 15,604	$ 15,802

Asset Quality - Financing Recei

Asset Quality - Financing Receivable Credit Quality Indicators (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 60,438	$ 59,876	$ 57,953
Commercial, Financial and Agricultural [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	31,976	31,240	28,783
Commercial, Financial and Agricultural [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	30,335	29,921	27,886
Commercial, Financial and Agricultural [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	1,260	1,236	798
Commercial, Financial and Agricultural [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	381	83	99
RE Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	8,364	7,959	8,162
RE Commercial [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	8,176	7,800	7,937
RE Commercial [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	172	139	195
RE Commercial [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	16	20	30
Commercial Real Estate Construction Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	841	1,053	1,142
Commercial Real Estate Construction Financing Receivable [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	796	1,007	1,120
Commercial Real Estate Construction Financing Receivable [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	33	37	10
Commercial Real Estate Construction Financing Receivable [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	12	9	12
Commercial Leases [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	3,934	4,020	4,064
Commercial Leases [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	3,878	3,967	3,996
Commercial Leases [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	45	38	48
Commercial Leases [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	11	15	20
Commercial Loan Portfolios [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	45,115	44,272	42,151
Commercial Loan Portfolios [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	43,185	42,695	40,939
Commercial Loan Portfolios [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	1,510	1,450	1,051
Commercial Loan Portfolios [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total Loans	$ 420	$ 127	$ 161

Asset Quality - Credit Risk Pro

Asset Quality - Credit Risk Profile by Regulatory Classifications (Detail) - Residential - Prime, Financing Receivable [Member] - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Financing Receivable, Recorded Investment [Line Items]
Total	$ 12,372	$ 12,566	$ 12,742
Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total	12,107	12,296	12,463
Substandard [Member]
Financing Receivable, Recorded Investment [Line Items]
Total	$ 265	$ 270	$ 279

Asset Quality - Credit Risk P61

Asset Quality - Credit Risk Profile Based on Payment Activity (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	$ 60,438	$ 59,876	$ 57,953
Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	1,579	1,600	1,547
Consumer Direct Loans [Member] | Performing [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	1,578	1,598	1,545
Consumer Direct Loans [Member] | Nonperforming [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	1	2	2
Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	782	806	727
Consumer Credit Card Financing Receivable [Member] | Performing [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	780	804	725
Consumer Credit Card Financing Receivable [Member] | Nonperforming [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	2	2	2
Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	579	621	774
Consumer Indirect Loans [Member] | Performing [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	575	615	764
Consumer Indirect Loans [Member] | Nonperforming [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	4	6	10
Consumer Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	15,323	15,604	15,802
Consumer Loans [Member] | Credit Risk Profile [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	2,940	3,027	3,048
Consumer Loans [Member] | Performing [Member] | Credit Risk Profile [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	2,933	3,017	3,034
Consumer Loans [Member] | Nonperforming [Member] | Credit Risk Profile [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	$ 7	$ 10	$ 14

Asset Quality - Summary of Allo

Asset Quality - Summary of Allowance for Loan and Lease Losses (Detail) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2014
Financing Receivable, Recorded Investment [Line Items]
Beginning balance	$ 824	$ 823
Charge-offs	(69)	(57)
Recoveries	17	23
Provision for loan and lease losses from continuing operations	89	35
Foreign currency translation adjustment			$ (1)
Ending balance	850	819	823
Continuing Operations [Member]
Financing Receivable, Recorded Investment [Line Items]
Beginning balance	796	794
Charge-offs	(60)	(47)
Recoveries	14	19
Net loans and leases charged off	(46)	(28)
Provision for loan and lease losses from continuing operations	76	29
Foreign currency translation adjustment		(1)
Ending balance	$ 826	$ 794	$ 794

Asset Quality - Changes in Allo

Asset Quality - Changes in Allowance for Loan and Lease Losses by Loan Category (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	$ 824	$ 823
Provision	(78)	(30)
Charge-offs	(69)	(57)
Recoveries	17	23
Ending balance	850	819
Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	796	794
Provision		28
Charge-offs	(60)	(47)
Recoveries	14	19
Ending balance	826	794
Continuing Operations [Member] | Commercial, Financial and Agricultural [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	450	391
Provision	50	21
Charge-offs	(26)	(12)
Recoveries	3	5
Ending balance	477	405
Continuing Operations [Member] | Commercial Real Estate: Commercial Mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	134	148
Charge-offs	(1)	(2)
Recoveries	2	2
Ending balance	135	148
Continuing Operations [Member] | Commercial Real Estate Construction Financing Receivable [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	25	28
Provision	(3)	1
Charge-offs		(1)
Recoveries	1
Ending balance	23	28
Continuing Operations [Member] | Commercial Lease Financing [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	47	56
Provision	(1)	(3)
Charge-offs	(3)	(2)
Recoveries		4
Ending balance	43	55
Continuing Operations [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	656	623
Provision	46	19
Charge-offs	(30)	(17)
Recoveries	6	11
Ending balance	678	636
Continuing Operations [Member] | Real Estate - Residential Mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	18	23
Provision	2
Charge-offs	(2)	(2)
Recoveries	2
Ending balance	20	21
Continuing Operations [Member] | Home Equity Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	57	71
Provision	14	(3)
Charge-offs	(10)	(8)
Recoveries	3	3
Ending balance	64	63
Continuing Operations [Member] | Consumer Direct Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	20	22
Provision	5	3
Charge-offs	(6)	(6)
Recoveries	1	2
Ending balance	20	21
Continuing Operations [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	13	22
Provision	3	2
Charge-offs	(4)	(6)
Recoveries	1	3
Ending balance	13	21
Continuing Operations [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	140	171
Provision	30	9
Charge-offs	(30)	(30)
Recoveries	8	8
Ending balance	148	158
Continuing Operations [Member] | Credit Cards [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	32	33
Provision	6	7
Charge-offs	(8)	(8)
Recoveries	1
Ending balance	31	32
Discontinued Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	28	29
Provision	2	(2)
Charge-offs		(10)
Charge-offs	(9)
Recoveries	3	4
Ending balance	$ 24	$ 25

Asset Quality - Changes in Al64

Asset Quality - Changes in Allowance for Loan and Lease Losses by Loan Category (Parenthetical) (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
Receivables [Abstract]
Provision/Credit for losses on lending-related commitments	$ 13	$ 6
Foreign currency translation adjustment		$ 1

Asset Quality - Allowance for L

Asset Quality - Allowance for Loan and Lease Losses and Corresponding Loan Balances (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Loans	$ 60,438	$ 59,876	$ 57,953
Purchase Credit Impairment, Outstanding	11	11	12
Discontinued Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	2	2	1
Collectively Evaluated for Impairment Allowance	22	26	24
Total Loans	1,757	1,824	2,032
Individually Evaluated for Impairment, Outstanding	21	21	18
Collectively Evaluated for Impairment, Outstanding	1,739	1,807	2,201
Loans, Outstanding	1,760	1,828	2,219
Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	54	35	49
Collectively Evaluated for Impairment Allowance	771	760	744
Purchase Credit Impairment Allowance	1	1	1
Total Loans	60,438	59,876	57,953
Individually Evaluated for Impairment, Outstanding	607	308	338
Collectively Evaluated for Impairment, Outstanding	59,820	59,557	57,603
Purchase Credit Impairment, Outstanding	11	11	12
Individually Evaluated for Impairment Allowance, Total ALLL - Including Discontinued Operations	56	37	50
Collectively Evaluated for Impairment Allowance, Total ALLL - Including Discontinued Operations	793	786	768
Purchased Credit Impaired Allowance, Total ALLL - Including Discontinued Operations	1	1	1
Loans, Outstanding, Total ALLL - Including Discontinued Operations	62,198	61,704	60,172
Individually Evaluated for Impairment, Outstanding, Total ALLL - Including Discontinued Operations	628	329	356
Collectively Evaluated for Impairment, Outstanding, Total ALLL - Including Discontinued Operations	61,559	61,364	59,804
Purchased Credit Impaired, Outstanding, Total ALLL - Including Discontinued Operations	11	11	12
Commercial, Financial and Agricultural [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Loans	31,976	31,240	28,783
Commercial, Financial and Agricultural [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	28	7	20
Collectively Evaluated for Impairment Allowance	449	443	385
Total Loans	31,976	31,240	28,783
Individually Evaluated for Impairment, Outstanding	361	68	82
Collectively Evaluated for Impairment, Outstanding	31,615	31,172	28,701
Commercial Real Estate: Commercial Mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Loans	8,364	7,959	8,162
Commercial Real Estate: Commercial Mortgage [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	1	1	2
Collectively Evaluated for Impairment Allowance	134	133	146
Total Loans	8,364	7,959	8,162
Individually Evaluated for Impairment, Outstanding	8	10	20
Collectively Evaluated for Impairment, Outstanding	8,356	7,949	8,142
Commercial Real Estate: Construction [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Collectively Evaluated for Impairment Allowance	23	25	28
Total Loans	841	1,053	1,142
Individually Evaluated for Impairment, Outstanding	8	5	7
Collectively Evaluated for Impairment, Outstanding	833	1,048	1,135
Commercial Real Estate Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Loans	9,205	9,012	9,304
Commercial Real Estate Loans [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	1	1	2
Collectively Evaluated for Impairment Allowance	157	158	174
Total Loans	9,205	9,012	9,304
Individually Evaluated for Impairment, Outstanding	16	15	27
Collectively Evaluated for Impairment, Outstanding	9,189	8,997	9,277
Commercial Lease Financing [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Loans	3,934	4,020	4,064
Commercial Lease Financing [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Collectively Evaluated for Impairment Allowance	43	47	55
Total Loans	3,934	4,020	4,064
Collectively Evaluated for Impairment, Outstanding	3,934	4,020	4,064
Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Loans	45,115	44,272	42,151
Commercial Loans [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	29	8	22
Collectively Evaluated for Impairment Allowance	649	648	614
Total Loans	45,115	44,272	42,151
Individually Evaluated for Impairment, Outstanding	377	83	109
Collectively Evaluated for Impairment, Outstanding	44,738	44,189	42,042
Real Estate - Residential Mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Loans	2,234	2,242	2,231
Real Estate - Residential Mortgage [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	3	4	5
Collectively Evaluated for Impairment Allowance	16	13	15
Purchase Credit Impairment Allowance	1	1	1
Total Loans	2,234	2,242	2,231
Individually Evaluated for Impairment, Outstanding	55	56	55
Collectively Evaluated for Impairment, Outstanding	2,169	2,176	2,165
Purchase Credit Impairment, Outstanding	10	10	11
Home Equity Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Loans	10,149	10,335	10,523
Home Equity Loans [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	19	20	18
Collectively Evaluated for Impairment Allowance	45	37	45
Total Loans	10,149	10,335	10,523
Individually Evaluated for Impairment, Outstanding	133	125	123
Collectively Evaluated for Impairment, Outstanding	10,015	10,209	10,399
Purchase Credit Impairment, Outstanding	1	1	1
Consumer Direct Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Loans	1,579	1,600	1,547
Consumer Direct Loans [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Collectively Evaluated for Impairment Allowance	20	20	21
Total Loans	1,579	1,600	1,547
Individually Evaluated for Impairment, Outstanding	3	3	3
Collectively Evaluated for Impairment, Outstanding	1,576	1,597	1,544
Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Loans	782	806	727
Consumer Credit Card Financing Receivable [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Collectively Evaluated for Impairment Allowance	31	32	32
Total Loans	782	806	727
Individually Evaluated for Impairment, Outstanding	3	3	4
Collectively Evaluated for Impairment, Outstanding	779	803	723
Consumer Indirect Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Loans	579	621	774
Consumer Indirect Loans [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	3	3	4
Collectively Evaluated for Impairment Allowance	10	10	17
Total Loans	579	621	774
Individually Evaluated for Impairment, Outstanding	36	38	44
Collectively Evaluated for Impairment, Outstanding	543	583	730
Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Loans	15,323	15,604	15,802
Consumer Loans [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	25	27	27
Collectively Evaluated for Impairment Allowance	122	112	130
Purchase Credit Impairment Allowance	1	1	1
Total Loans	15,323	15,604	15,802
Individually Evaluated for Impairment, Outstanding	230	225	229
Collectively Evaluated for Impairment, Outstanding	15,082	15,368	15,561
Purchase Credit Impairment, Outstanding	$ 11	$ 11	$ 12

Asset Quality - Allowance for66

Asset Quality - Allowance for Loan and Lease Losses and Corresponding Loan Balances (Parenthetical) (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans carried at fair value		$ 4	$ 187
Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans carried at fair value	$ 3

Asset Quality - Changes in Liab

Asset Quality - Changes in Liability for Credit Losses on Lending Related Commitments (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Receivables [Abstract]
Balance at beginning of period	$ 56	$ 35
Provision (credit) for losses on lending-related commitments	13	6
Balance at end of period	$ 69	$ 41

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, 2016	Mar. 31, 2015
Indirect Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	$ 8
Unfunded Commitments	1
Indirect Investments [Member] | Passive Funds [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	8
Unfunded Commitments	1
Principal Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	290
Unfunded Commitments	50
Funded Commitments	1	$ 2
Funded Other	13	3
Principal Investments [Member] | Indirect Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	211
Unfunded Commitments	47
Funded Commitments	1	2
Principal Investments [Member] | Direct Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	61
Funded Other	13	$ 3
Principal Investments [Member] | Other Indirect Investment [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	18
Unfunded Commitments	$ 3

Fair Value Measurements - Fai69

Fair Value Measurements - Fair Value of Direct and Indirect Investments, Related Unfunded Commitments and Financial Support Provided (Parenthetical) (Detail)	3 Months Ended	12 Months Ended
	Mar. 31, 2016	Dec. 31, 2015
Minimum [Member] | Passive Funds [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Liquidation period of funds		1 year
Minimum [Member] | Indirect Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Liquidation period of funds	1 year
Maximum [Member] | Passive Funds [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Liquidation period of funds		3 years
Maximum [Member] | Indirect Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Liquidation period of funds	8 years

Fair Value Measurements - Fai70

Fair Value Measurements - Fair Value of Assets and Liabilities Measured on Recurring Basis (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	$ 765	$ 788	$ 789
Securities available for sale	14,304	14,218	13,120
Derivative Assets, Netting adjustments	(745)	(866)	(1,071)
Total derivative assets	1,065	619	731
Accrued income and other assets	5	7	12
Total assets at fair value	30	7	27
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative Liabilities, Netting adjustments	(465)	(494)	(588)
Total derivative liabilities	790	632	825
Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	12,162	11,995	11,163
States and Political Subdivisions [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	13	14	22
Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	20	20	33
Other Mortgage-Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	2,109	2,189	1,902
Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Commercial loans	2	6	5
Total trading account assets	765	788	789
Securities available for sale	14,304	14,218	13,120
Total other investments	298	312	388
Derivative assets	1,810	1,485	1,802
Derivative Assets, Netting adjustments	(745)	(866)	(1,071)
Total derivative assets	1,065	619	731
Accrued income and other assets	1	1	2
Total assets at fair value	16,433	15,938	15,030
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	1,255	1,126	1,413
Derivative Liabilities, Netting adjustments	(465)	(494)	(588)
Total derivative liabilities	790	632	825
Accrued expense and other liabilities	2	1	2
Total liabilities on a recurring basis at fair value	1,406	1,166	1,434
Recurring [Member] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	12,161	11,995	11,163
Recurring [Member] | Trading Account Assets [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	763	782	784
Recurring [Member] | U.S. Treasury, Agencies and Corporations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	636	704	668
Recurring [Member] | States and Political Subdivisions [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	26	25	35
Securities available for sale	13	14	22
Recurring [Member] | Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	37	27	30
Securities available for sale	20	20	33
Recurring [Member] | Principal Investments Direct [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	61	69	74
Recurring [Member] | Principal Investments Indirect [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	211	235	301
Recurring [Member] | Other Indirect [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	18
Recurring [Member] | Principal Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	290	304	375
Recurring [Member] | Equity and Mezzanine Investments Indirect [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	8	8	9
Recurring [Member] | Private Equity and Mezzanine Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	8	8	9
Recurring [Member] | Other [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments			4
Recurring [Member] | Other Mortgage-Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	64	26	51
Securities available for sale	2,110	2,189	1,902
Recurring [Member] | Short Positions [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	614	533	607
Recurring [Member] | Interest Rate [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	1,344	884	1,044
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	797	563	692
Recurring [Member] | Foreign Exchange [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	116	151	172
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	119	124	147
Recurring [Member] | Commodity [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	347	444	581
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	334	433	567
Recurring [Member] | Credit [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	3	6	5
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	5	6	7
Level 1 [Member] | Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account assets		3	5
Securities available for sale	3	3	23
Total other investments	14		1
Derivative assets	103	143	164
Total derivative assets	103	143	164
Total assets at fair value	120	149	193
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	108	116	138
Total derivative liabilities	108	116	138
Total liabilities on a recurring basis at fair value	117	116	138
Level 1 [Member] | Recurring [Member] | Trading Account Assets [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities		3	5
Level 1 [Member] | Recurring [Member] | Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities		3	5
Securities available for sale	3	3	23
Level 1 [Member] | Recurring [Member] | Principal Investments Direct [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	14		1
Level 1 [Member] | Recurring [Member] | Principal Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	14		1
Level 1 [Member] | Recurring [Member] | Short Positions [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	9
Level 1 [Member] | Recurring [Member] | Foreign Exchange [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	103	143	164
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	108	116	138
Level 2 [Member] | Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Commercial loans	2	6	5
Total trading account assets	765	785	784
Securities available for sale	14,284	14,198	13,087
Total other investments		19
Derivative assets	1,689	1,324	1,625
Total derivative assets	1,689	1,324	1,625
Accrued income and other assets	1	1	2
Total assets at fair value	16,739	16,327	15,498
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	1,147	1,009	1,274
Total derivative liabilities	1,147	1,009	1,274
Accrued expense and other liabilities	2	1	2
Total liabilities on a recurring basis at fair value	1,754	1,543	1,883
Level 2 [Member] | Recurring [Member] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	12,161	11,995	11,163
Level 2 [Member] | Recurring [Member] | Trading Account Assets [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	763	779	779
Level 2 [Member] | Recurring [Member] | U.S. Treasury, Agencies and Corporations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	636	704	668
Level 2 [Member] | Recurring [Member] | States and Political Subdivisions [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	26	25	35
Securities available for sale	13	14	22
Level 2 [Member] | Recurring [Member] | Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	37	24	25
Level 2 [Member] | Recurring [Member] | Principal Investments Direct [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments		19
Level 2 [Member] | Recurring [Member] | Principal Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments		19
Level 2 [Member] | Recurring [Member] | Other Mortgage-Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	64	26	51
Securities available for sale	2,110	2,189	1,902
Level 2 [Member] | Recurring [Member] | Short Positions [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	605	533	607
Level 2 [Member] | Recurring [Member] | Interest Rate [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	1,328	868	1,034
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	797	563	692
Level 2 [Member] | Recurring [Member] | Foreign Exchange [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	13	8	8
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	11	8	9
Level 2 [Member] | Recurring [Member] | Commodity [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	347	444	581
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	334	433	567
Level 2 [Member] | Recurring [Member] | Credit [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	1	4	2
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	5	5	6
Level 3 [Member]
ASSETS MEASURED ON A RECURRING BASIS
Accrued income and other assets	5	7	12
Total assets at fair value	30	7	27
Level 3 [Member] | Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	17	17	10
Total other investments	65	50	73
Derivative assets	18	18	13
Total derivative assets	18	18	13
Total assets at fair value	100	85	96
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities		1	1
Total derivative liabilities		1	1
Total liabilities on a recurring basis at fair value		1	1
Level 3 [Member] | Recurring [Member] | Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	17	17	10
Level 3 [Member] | Recurring [Member] | Principal Investments Direct [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	47	50	73
Level 3 [Member] | Recurring [Member] | Other Indirect [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	18
Level 3 [Member] | Recurring [Member] | Principal Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	65	50	73
Level 3 [Member] | Recurring [Member] | Interest Rate [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	16	16	10
Level 3 [Member] | Recurring [Member] | Credit [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	$ 2	2	3
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities		$ 1	$ 1

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, 2016	Mar. 31, 2015
Equity and Mezzanine Investments Direct [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Unobservable Input Reconciliation [Line Items]
Gains (Losses) Included in Earnings		$ 2
Sales		(2)
Unrealized Gains (Losses) Included in Earnings		2
Securities Available for Sale [Member] | Other Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Unobservable Input Reconciliation [Line Items]
Beginning Balance	$ 17	10
Ending Balance	17	10
Other Investments [Member] | Principal Investments Direct [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Unobservable Input Reconciliation [Line Items]
Beginning Balance	50	102
Gains (Losses) Included in Earnings	(3)	13
Purchases		1
Sales		(43)
Ending Balance	47	73
Unrealized Gains (Losses) Included in Earnings	(3)
Other Investments [Member] | Other Indirect [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Unobservable Input Reconciliation [Line Items]
Beginning Balance	20
Gains (Losses) Included in Earnings	(1)
Sales	(1)
Ending Balance	18
Unrealized Gains (Losses) Included in Earnings	(1)
Interest Rate [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Unobservable Input Reconciliation [Line Items]
Beginning Balance	16	13
Gains (Losses) Included in Earnings	4	2
Transfers into Level 3	3
Transfers out of Level 3	(7)	(5)
Ending Balance	16	10
Credit [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Unobservable Input Reconciliation [Line Items]
Beginning Balance	1	2
Gains (Losses) Included in Earnings	(2)	(3)
Settlements	3	3
Ending Balance	$ 2	$ 2

Fair Value Measurements - Cha72

Fair Value Measurements - Change in Fair Values of Level 3 Financial Instruments (Parenthetical) (Detail) - USD ($)	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Issuance of financial instrument	$ 0	$ 0

Fair Value Measurements - Addit

Fair Value Measurements - Additional Information (Detail) - USD ($)	3 Months Ended
	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Liabilities measured at fair value on non recurring basis	$ 0	$ 0	$ 0
Loans held for sale adjusted to fair value	$ 0	0	0
Fair value of OREO property re-evaluated period	90 days
Loans, net of allowance	$ 59,612,000,000	59,080,000,000	57,159,000,000
Loans in portfolio	$ 3,000,000	4,000,000	187,000,000
Average maturity of short-term financial instruments	Less than six months
Residential Real Estate Mortgage Loans [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans, net of allowance	$ 2,200,000,000	2,200,000,000	2,200,000,000
Discontinued Operations [Member] | Education Lending [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans, net of allowance	1,800,000,000	1,800,000,000	2,200,000,000
Fair Value [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans held for sale adjusted to fair value	684,000,000	639,000,000	1,649,000,000
Fair Value [Member] | Discontinued Operations [Member] | Education Lending [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans, net of allowance	1,500,000,000	1,500,000,000	1,700,000,000
Loans in portfolio	3,000,000	4,000,000	187,000,000
Carrying Amount [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans, net of allowance	59,612,000,000	59,080,000,000	57,159,000,000
Carrying Amount [Member] | Discontinued Operations [Member] | Education Lending [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans, net of allowance	$ 1,700,000,000	$ 1,800,000,000	$ 2,000,000,000

Fair Value Measurements - Asset

Fair Value Measurements - Assets and Liabilities Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
ASSETS MEASURED ON A NONRECURRING BASIS
Impaired loans	$ 25		$ 15
Loans held for sale	0	$ 0	0
Accrued income and other assets	5	7	12
Total assets at fair value	30	7	27
Level 1 [Member]
ASSETS MEASURED ON A NONRECURRING BASIS
Loans held for sale	0	0	0
Level 2 [Member]
ASSETS MEASURED ON A NONRECURRING BASIS
Loans held for sale	0	0	0
Level 3 [Member]
ASSETS MEASURED ON A NONRECURRING BASIS
Impaired loans	25		15
Loans held for sale	0	0	0
Accrued income and other assets	5	7	12
Total assets at fair value	$ 30	$ 7	$ 27

Fair Value Measurements - Ass75

Fair Value Measurements - Assets and Liabilities Measured at Fair Value on Nonrecurring Basis (Parenthetical) (Detail) - Nonrecurring [Member] - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Transfer of commercial and consumer loans from held-for-sale to held-to-maturity, current fair value		$ 10	$ 62
Maximum [Member]
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Transfer of commercial and consumer loans from held-for-sale to held-to-maturity, current fair value	$ 1

Fair Value Measurements - Quant

Fair Value Measurements - Quantitative Information about Level 3 Fair Value Measurements (Detail) - USD ($)	3 Months Ended
	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Fair Value, Option, Quantitative Disclosures [Line Items]
Other investments	$ 643,000,000	$ 655,000,000	$ 730,000,000
Impaired loans	25,000,000		15,000,000
Goodwill	1,060,000,000	1,060,000,000	1,057,000,000
Level 3 [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans	$ 25,000,000		15,000,000
Level 3 [Member] | Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	84.50%
Level 3 [Member] | Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	104.00%
Level 3 [Member] | Recurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Other investments	$ 47,000,000	50,000,000	73,000,000
Level 3 [Member] | Nonrecurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans	25,000,000		15,000,000
Goodwill	$ 1,060,000,000	1,060,000,000	$ 1,057,000,000
Level 3 [Member] | Nonrecurring [Member] | Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans		$ 1,000,000
Level 3 [Member] | Impaired Loans [Member] | Nonrecurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value measurement, valuation technique	Fair value of underlying collateral
Level 3 [Member] | Goodwill [Member] | Nonrecurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value measurement, valuation technique	Discounted cash flow and market data
Level 3 [Member] | Other Investments [Member] | Recurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value measurement, valuation technique	Individual analysis of the condition of each investment
Level 3 [Member] | Discount [Member] | Nonrecurring [Member] | Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	0.00%	0.00%	0.00%
Level 3 [Member] | Discount [Member] | Nonrecurring [Member] | Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	40.00%	34.00%	100.00%
Level 3 [Member] | Discount [Member] | Nonrecurring [Member] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	11.00%	15.00%	36.00%
Level 3 [Member] | EBITDA Multiple [Member] | Recurring [Member] | Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	4.00%		5.40%
Level 3 [Member] | EBITDA Multiple [Member] | Recurring [Member] | Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	6.30%		6.00%
Level 3 [Member] | EBITDA Multiple [Member] | Recurring [Member] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	6.10%	5.40%	5.50%
Level 3 [Member] | Revenue Multiple (Where Applicable) [Member] | Recurring [Member] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	0.40%		4.30%
Level 3 [Member] | EBITDA Multiple (Where Applicable) [Member] | Recurring [Member] | Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	6.10%	5.40%
Level 3 [Member] | EBITDA Multiple (Where Applicable) [Member] | Recurring [Member] | Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	6.30%	6.70%
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	6.10%	6.60%	6.00%
Level 3 [Member] | Revenue Multiple (Where Applicable) [Member] | Recurring [Member] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	0.40%
Level 3 [Member] | Earnings Multiple of Peers [Member] | Nonrecurring [Member] | Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Significant unobservable input	10.30%	10.30%	11.40%
Level 3 [Member] | Earnings Multiple of Peers [Member] | Nonrecurring [Member] | Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Significant unobservable input	17.80%	17.80%	15.90%
Level 3 [Member] | Earnings Multiple of Peers [Member] | Nonrecurring [Member] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Significant unobservable input	12.79%	12.79%	12.92%
Level 3 [Member] | Equity Multiple of Peers [Member] | Nonrecurring [Member] | Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Significant unobservable input	1.25%	1.25%	1.20%
Level 3 [Member] | Equity Multiple of Peers [Member] | Nonrecurring [Member] | Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Significant unobservable input	1.56%	1.56%	1.22%
Level 3 [Member] | Equity Multiple of Peers [Member] | Nonrecurring [Member] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Significant unobservable input	1.43%	1.43%	1.21%
Level 3 [Member] | Control Premium [Member] | Nonrecurring [Member] | Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	10.00%	10.00%	10.00%
Level 3 [Member] | Control Premium [Member] | Nonrecurring [Member] | Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	30.00%	30.00%	30.00%
Level 3 [Member] | Control Premium [Member] | Nonrecurring [Member] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	19.18%	19.18%	19.70%
Level 3 [Member] | Weighted-average Cost of Capital [Member] | Nonrecurring [Member] | Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	12.00%	12.00%	13.00%
Level 3 [Member] | Weighted-average Cost of Capital [Member] | Nonrecurring [Member] | Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	13.00%	13.00%	14.00%
Level 3 [Member] | Weighted-average Cost of Capital [Member] | Nonrecurring [Member] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	12.54%	12.54%	13.52%

Fair Value Measurements - Qua77

Fair Value Measurements - Quantitative Information about Level 3 Fair Value Measurements (Parenthetical) (Detail) - USD ($)	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans	$ 25,000,000		$ 15,000,000
Level 3 [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans	25,000,000		15,000,000
Level 3 [Member] | Nonrecurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans	$ 25,000,000		$ 15,000,000
Level 3 [Member] | Maximum [Member] | Nonrecurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans		$ 1,000,000

Fair Value Measurements - Fai78

Fair Value Measurements - Fair Value Disclosures of Financial Instruments (Detail) - USD ($)	Mar. 31, 2016	Dec. 31, 2015	Sep. 30, 2015	Mar. 31, 2015	Dec. 31, 2014
ASSETS
Trading account assets	$ 765,000,000	$ 788,000,000		$ 789,000,000
Securities available for sale	14,304,000,000	14,218,000,000		13,120,000,000
Held-to-maturity securities	5,031,000,000	4,848,000,000		5,003,000,000
Held-to-maturity securities	5,003,000,000	4,897,000,000		5,005,000,000
Other investments	643,000,000	655,000,000		730,000,000
Loans, net of allowance	3,000,000	4,000,000
Loans, net of allowance	59,612,000,000	59,080,000,000		57,159,000,000
Loans held for sale	0	0		0
Loans held for sale	684,000,000	639,000,000	$ 916,000,000	1,649,000,000	$ 734,000,000
Derivative assets	1,065,000,000	619,000,000		731,000,000
LIABILITIES
Long-term debt	10,760,000,000	10,186,000,000		8,711,000,000
Derivative liabilities	790,000,000	632,000,000		825,000,000
Derivative liabilities, netting adjustment	0	0		0
Level 1 [Member]
ASSETS
Loans held for sale	0	0		0
Level 2 [Member]
ASSETS
Loans held for sale	0	0		0
Level 3 [Member]
ASSETS
Loans held for sale	0	0		0
Carrying Amount [Member]
ASSETS
Cash and short-term investments	5,910,000,000	3,314,000,000		3,884,000,000
Trading account assets	765,000,000	788,000,000		789,000,000
Securities available for sale	14,304,000,000	14,218,000,000		13,120,000,000
Held-to-maturity securities	5,003,000,000	4,897,000,000		5,005,000,000
Other investments	643,000,000	655,000,000		730,000,000
Loans, net of allowance	59,612,000,000	59,080,000,000		57,159,000,000
Loans held for sale	684,000,000	639,000,000		1,649,000,000
Derivative assets	1,065,000,000	619,000,000		731,000,000
LIABILITIES
Deposits with no stated maturity	67,028,000,000	65,527,000,000		65,984,000,000
Time deposits	6,354,000,000	5,519,000,000		5,638,000,000
Short-term borrowings	988,000,000	905,000,000		1,125,000,000
Long-term debt	10,760,000,000	10,186,000,000		8,713,000,000
Derivative liabilities	790,000,000	632,000,000		825,000,000
Fair Value [Member]
ASSETS
Cash and short-term investments	5,910,000,000	3,314,000,000		3,884,000,000
Trading account assets	765,000,000	788,000,000		789,000,000
Securities available for sale	14,304,000,000	14,218,000,000		13,120,000,000
Held-to-maturity securities	5,031,000,000	4,848,000,000		5,003,000,000
Other investments	643,000,000	655,000,000		730,000,000
Loans, net of allowance	58,535,000,000	57,508,000,000		55,702,000,000
Loans held for sale	684,000,000	639,000,000		1,649,000,000
Derivative assets	1,065,000,000	619,000,000		731,000,000
LIABILITIES
Deposits with no stated maturity	67,028,000,000	65,527,000,000		65,984,000,000
Time deposits	6,426,000,000	5,575,000,000		5,698,000,000
Short-term borrowings	988,000,000	905,000,000		1,125,000,000
Long-term debt	11,046,000,000	10,407,000,000		9,108,000,000
Derivative liabilities	790,000,000	632,000,000		825,000,000
Fair Value [Member] | Level 1 [Member]
ASSETS
Cash and short-term investments	5,910,000,000	3,314,000,000		3,884,000,000
Trading account assets		3,000,000		5,000,000
Securities available for sale	3,000,000	3,000,000		23,000,000
Other investments	14,000,000			1,000,000
Derivative assets	103,000,000	143,000,000		164,000,000
LIABILITIES
Time deposits				488,000,000
Short-term borrowings	9,000,000
Long-term debt	10,667,000,000	9,987,000,000		8,559,000,000
Derivative liabilities	108,000,000	116,000,000		138,000,000
Fair Value [Member] | Level 2 [Member]
ASSETS
Trading account assets	765,000,000	785,000,000		784,000,000
Securities available for sale	14,284,000,000	14,198,000,000		13,087,000,000
Held-to-maturity securities	5,031,000,000	4,848,000,000		5,003,000,000
Other investments		19,000,000
Derivative assets	1,689,000,000	1,324,000,000		1,625,000,000
LIABILITIES
Deposits with no stated maturity	67,028,000,000	65,527,000,000		65,984,000,000
Time deposits	6,426,000,000	5,575,000,000		5,210,000,000
Short-term borrowings	979,000,000	905,000,000		1,125,000,000
Long-term debt	379,000,000	420,000,000		549,000,000
Derivative liabilities	1,147,000,000	1,009,000,000		1,274,000,000
Fair Value [Member] | Level 3 [Member]
ASSETS
Securities available for sale	17,000,000	17,000,000		10,000,000
Other investments	410,000,000	393,000,000		415,000,000
Loans, net of allowance	58,535,000,000	57,508,000,000		55,702,000,000
Loans held for sale	684,000,000	639,000,000		1,649,000,000
Derivative assets	18,000,000	18,000,000		13,000,000
LIABILITIES
Derivative liabilities		1,000,000		1,000,000
Fair Value [Member] | Measured at NAV [Member]
ASSETS
Other investments	219,000,000	243,000,000		314,000,000
Fair Value [Member] | Netting Adjustment [Member]
ASSETS
Derivative assets	(745,000,000)	(866,000,000)		(1,071,000,000)
Derivative assets, netting adjustment	(745,000,000)	(866,000,000)		(1,071,000,000)
LIABILITIES
Derivative liabilities	(465,000,000)	(494,000,000)		(588,000,000)
Derivative liabilities, netting adjustment	$ (465,000,000)	$ (494,000,000)		$ (588,000,000)

Securities - Details of Securit

Securities - Details of Securities (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	$ 14,191	$ 14,310	$ 13,037
Gross Unrealized Gains	155	62	160
Gross Unrealized Losses	42	154	77
Fair Value	14,304	14,218	13,120
Held to maturities, Amortized Cost	5,003	4,897	5,005
Held to maturities, Gross Unrealized Gains	40	5	28
Held to maturities, Gross Unrealized Losses	12	54	30
Held to maturities, Fair Value	5,031	4,848	5,003
Other Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	21	21	30
Gross Unrealized Gains			3
Gross Unrealized Losses	1	1
Fair Value	20	20	33
Held to maturities, Amortized Cost	22	20	22
Held to maturities, Fair Value	22	20	22
States and Political Subdivisions [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	12	14	21
Gross Unrealized Gains	1		1
Fair Value	13	14	22
Collateralized Mortgage Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	12,071	12,082	11,116
Gross Unrealized Gains	132	51	124
Gross Unrealized Losses	41	138	77
Fair Value	12,162	11,995	11,163
Held to maturities, Amortized Cost	4,238	4,174	4,749
Held to maturities, Gross Unrealized Gains	28	5	26
Held to maturities, Gross Unrealized Losses	12	50	30
Held to maturities, Fair Value	4,254	4,129	4,745
Other Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	2,087	2,193	1,870
Gross Unrealized Gains	22	11	32
Gross Unrealized Losses		15
Fair Value	2,109	2,189	1,902
Held to maturities, Amortized Cost	743	703	234
Held to maturities, Gross Unrealized Gains	12		2
Held to maturities, Gross Unrealized Losses		4
Held to maturities, Fair Value	$ 755	$ 699	$ 236

Securities - Available for Sale

Securities - Available for Sale Securities (Unrealized Loss Position) (Detail) - USD ($)	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Held-to-maturity Securities, Gross unrealized losses	$ 12,000,000	$ 30,000,000	$ 54,000,000
Fair value less than 12 months, total temporarily impaired securities	1,252,000,000	2,405,000,000	9,204,000,000
Gross unrealized losses less than 12 months, total temporarily impaired securities	7,000,000	33,000,000	78,000,000
Fair value 12 months or longer, total temporarily impaired securities	3,621,000,000	4,072,000,000	4,529,000,000
Gross unrealized losses 12 months or longer, total temporarily impaired securities	47,000,000	74,000,000	130,000,000
Fair value, total temporarily impaired securities	4,873,000,000	6,477,000,000	13,733,000,000
Gross unrealized losses, total temporarily impaired securities	54,000,000	107,000,000	208,000,000
Collateralized Mortgage Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value, less than 12 months	941,000,000	1,722,000,000	5,190,000,000
Gross unrealized losses, less than 12 months	6,000,000	25,000,000	43,000,000
Fair value, 12 months or longer	2,805,000,000	2,722,000,000	3,206,000,000
Gross unrealized losses, 12 months or longer	35,000,000	52,000,000	95,000,000
Fair Value	3,746,000,000	4,444,000,000	8,396,000,000
Gross unrealized losses, Total	41,000,000	77,000,000	138,000,000
Held-to-maturity Securities, Fair Value less than 12 months	250,000,000	637,000,000	1,793,000,000
Held-to-maturity Securities, Gross unrealized losses, less than 12 months	1,000,000	8,000,000	16,000,000
Held-to-maturity Securities, Fair Value 12 months or longer	809,000,000	1,348,000,000	1,320,000,000
Held-to-maturity Securities, Gross unrealized losses, 12 months or longer	11,000,000	22,000,000	34,000,000
Held-to-maturity Securities, Fair Value	1,059,000,000	1,985,000,000	3,113,000,000
Held-to-maturity Securities, Gross unrealized losses	12,000,000	30,000,000	50,000,000
Other Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value, less than 12 months	61,000,000	39,000,000	1,670,000,000
Gross unrealized losses, less than 12 months			15,000,000
Fair Value	61,000,000	39,000,000	1,670,000,000
Gross unrealized losses, Total			15,000,000
Held-to-maturity Securities, Fair Value less than 12 months			547,000,000
Held-to-maturity Securities, Gross unrealized losses, less than 12 months			4,000,000
Held-to-maturity Securities, Fair Value			547,000,000
Held-to-maturity Securities, Gross unrealized losses			4,000,000
Other Mortgage-Backed Securities [Member] | Maximum [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized losses, available for sale securities	1,000,000	1,000,000
Other Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value, less than 12 months		3,000,000
Fair value, 12 months or longer	3,000,000	2,000,000	3,000,000
Gross unrealized losses, 12 months or longer	1,000,000		1,000,000
Fair Value	3,000,000	5,000,000	3,000,000
Gross unrealized losses, Total	1,000,000		1,000,000
Held-to-maturity Securities, Fair Value less than 12 months		4,000,000	4,000,000
Held-to-maturity Securities, Fair Value 12 months or longer	4,000,000
Held-to-maturity Securities, Fair Value	4,000,000	4,000,000	4,000,000
Other Securities [Member] | Maximum [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized losses, available for sale securities	$ 1,000,000	$ 1,000,000	$ 1,000,000

Securities - Available for Sa81

Securities - Available for Sale Securities (Unrealized Loss Position) (Parenthetical) (Detail) - Maximum [Member] - Other Securities [Member] - USD ($)	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized losses, held-to-maturity securities	$ 1,000,000	$ 1,000,000	$ 1,000,000
Gross unrealized losses, available for sale securities	$ 1,000,000	$ 1,000,000	$ 1,000,000

Securities - Additional Informa

Securities - Additional Information (Detail)	3 Months Ended
	Mar. 31, 2016USD ($)MortgageLoanPositions
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized loss attributable to collateralized mortgage obligations	$ 41,000,000
Number of fixed rate collateralized mortgage obligations | MortgageLoan	55
Weighted-average maturity collateralized mortgage, in years	4 years
Weighted-average maturity mortgage-backed securities, in years	4 years 3 months 18 days
Impairment recognized in earnings	$ 0
Pledged available for sale and held-to-maturity securities	5,900,000,000
Maximum [Member]
Schedule of Available-for-sale Securities [Line Items]
Net securities gains (losses) related to securities available for sale	$ 1,000,000
Other Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Number of other mortgage-backed securities positions | Positions	11
Other Mortgage-Backed Securities [Member] | Maximum [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized loss attributable to mortgage-backed securities	$ 1,000,000

Securities - Cumulative Credit

Securities - Cumulative Credit Portion of Impairments on Debt Securities (Detail) $ in Millions	3 Months Ended
	Mar. 31, 2016USD ($)
Investments, Debt and Equity Securities [Abstract]
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, 2016	Dec. 31, 2015	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Amortized Cost of Securities Available for sale, Due in one year or less	$ 281
Amortized Cost of Securities Available for sale, Due after one through five years	13,245
Amortized Cost of Securities Available for sale, Due after five through ten years	663
Amortized Cost of Securities Available for sale, Due after ten years	2
Total Amortized Cost of Securities Available for sale	14,191
Fair Value of Securities Available for sale, Due in one year or less	285
Fair Value of Securities Available for sale, Due after one through five years	13,350
Fair Value of Securities Available for sale, Due after five through ten years	667
Fair Value of Securities Available for sale, Due after ten years	2
Total Fair Value of Securities Available for sale	14,304
Amortized Cost of Held-to-Maturity Securities, Due in one year or less	38
Amortized Cost of Held-to-Maturity Securities, Due after one through five years	4,222
Amortized Cost of Held-to-Maturity Securities, Due after five through ten years	591
Amortized Cost of Held-to-Maturity Securities, Due after ten years	152
Held to maturities, Amortized Cost	5,003	$ 4,897	$ 5,005
Fair Value of Held-to-Maturity Securities, Due in one year or less	39
Fair Value of Held-to-Maturity Securities, Due after one through five years	4,238
Fair Value of Held-to-Maturity Securities, Due after five through ten years	599
Fair Value of Held-to-Maturity Securities, Due after ten years	155
Total Fair Value of Held-to-Maturity Securities	$ 5,031	$ 4,848	$ 5,003

Derivatives and Hedging Activ85

Derivatives and Hedging Activities - Additional Information (Detail)	3 Months Ended
	Mar. 31, 2016USD ($)CreditRatingsCounterparty	Dec. 31, 2015USD ($)CreditRatings	Mar. 31, 2015USD ($)CreditRatings
Credit Derivatives [Line Items]
Derivative assets after effects of bilateral collateral and master netting agreements	$ 276,000,000
Derivative liabilities after effects of bilateral collateral and master netting agreements	23,000,000
Derivative assets not designated as hedging instruments after effects of bilateral collateral and master netting agreements, and a reserve for potential future losses	789,000,000
Derivative liabilities not designated as hedging instruments after effects of bilateral collateral and master netting agreements, and a reserve for potential future losses	813,000,000
Reclassify of after-tax net losses on derivative instruments from AOCI	$ 34,000,000
Length of time hedge in cash flow hedge	12 months
Reclassification of net losses related to terminated cash flow hedges from AOCI to income	$ 2,000,000
Maximum length of time over which forecasted transactions are hedged, years	12 years
Other Comprehensive income unrealized gain on derivatives arising during period net of tax	$ 32,000,000
Cash collateral netted against derivative assets	310,000,000	$ 377,000,000	$ 514,000,000
Collateral netted against derivative liabilities	29,000,000	5,000,000	31,000,000
Cash collateral not netted transferred with clearing organization	286,000,000	143,000,000	68,000,000
Cash collateral not netted transferred from clearing organization	98,000,000	6,000,000	7,000,000
Gross exposure on derivatives, after taking into account the effects of bilateral collateral and master netting agreements	937,000,000
Net exposure on derivatives, after taking into account, the effects of bilateral collateral and master netting agreements	484,000,000
Over-collateralization on derivatives to broker-dealers and banks, after the application of master netting agreements and collateral	399,000,000
Additional collateral held in the form of securities	85,000,000
Default reserve associated with uncollateralized contracts	7,000,000
Gross exposure on derivatives after taking into account effects of master netting agreements	626,000,000
Net exposure on derivatives with clients after application of master netting agreements collateral and related reserve	581,000,000
Letter of credit	$ 20,000,000
Number of counter parties guaranteed | Counterparty	1
Maximum [Member] | Unsecured Debt [Member]
Credit Derivatives [Line Items]
Payments to terminate contracts			8,000,000
Key Corp [Member]
Credit Derivatives [Line Items]
Net liability position totaled	$ 11,000,000
Cash and securities collateral posted	11,000,000
Additional collateral amount	0	0	0
Key Corp [Member] | Maximum [Member] | Unsecured Debt [Member]
Credit Derivatives [Line Items]
Payments to terminate contracts	1,000,000	$ 1,000,000	$ 1,000,000
KeyBank (consolidated) [Member]
Credit Derivatives [Line Items]
Net liability position totaled	210,000,000
Derivative assets included in net liability position	200,000,000
Derivative liabilities included in net liability position	410,000,000
Cash and securities collateral posted	$ 216,000,000
KeyBank (consolidated) [Member] | Unsecured Debt [Member]
Credit Derivatives [Line Items]
Number of ratings above noninvestment | CreditRatings	4	4	4
KeyBank (consolidated) [Member] | Maximum [Member] | Unsecured Debt [Member]
Credit Derivatives [Line Items]
Payments to terminate contracts	$ 5,000,000	$ 5,000,000

Derivatives and Hedging Activ86

Derivatives and Hedging Activities - Fair Values, Volume of Activity and Gain (Loss) Information Related to Derivative Instruments (Detail) - USD ($)	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Derivatives, Fair Value [Line Items]
Notional Amount	$ 72,275,000,000	$ 71,424,000,000	$ 66,737,000,000
Derivative Assets	1,000,000,000	528,000,000	585,000,000
Derivative Liabilities	593,000,000	428,000,000	581,000,000
Derivative Assets, Netting adjustments	(745,000,000)	(866,000,000)	(1,071,000,000)
Derivative Liabilities, Netting adjustments	(465,000,000)	(494,000,000)	(588,000,000)
Derivative Assets	(65,000,000)	(91,000,000)	(146,000,000)
Derivative Liabilities	(197,000,000)	(204,000,000)	(244,000,000)
Derivatives Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	21,415,000,000	19,229,000,000	17,141,000,000
Derivative assets	469,000,000	277,000,000	335,000,000
Derivative liabilities	27,000,000	15,000,000	14,000,000
Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	50,860,000,000	52,195,000,000	49,596,000,000
Derivative assets	1,341,000,000	1,208,000,000	1,467,000,000
Derivative liabilities	1,228,000,000	1,111,000,000	1,399,000,000
Interest Rate [Member] | Derivatives Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	21,126,000,000	18,917,000,000	16,802,000,000
Derivative assets	464,000,000	257,000,000	315,000,000
Derivative liabilities	12,000,000	15,000,000	14,000,000
Interest Rate [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	43,048,000,000	43,965,000,000	41,913,000,000
Derivative assets	880,000,000	627,000,000	728,000,000
Derivative liabilities	785,000,000	548,000,000	678,000,000
Foreign Exchange [Member] | Derivatives Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	289,000,000	312,000,000	339,000,000
Derivative assets	5,000,000	20,000,000	20,000,000
Derivative liabilities	15,000,000
Foreign Exchange [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	6,191,000,000	6,454,000,000	5,544,000,000
Derivative assets	111,000,000	131,000,000	152,000,000
Derivative liabilities	104,000,000	124,000,000	147,000,000
Commodity [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	1,189,000,000	1,144,000,000	1,553,000,000
Derivative assets	347,000,000	444,000,000	582,000,000
Derivative liabilities	334,000,000	433,000,000	567,000,000
Credit [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	432,000,000	632,000,000	586,000,000
Derivative assets	3,000,000	6,000,000	5,000,000
Derivative liabilities	5,000,000	6,000,000	7,000,000
Net Derivatives [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	72,275,000,000	71,424,000,000	66,737,000,000
Derivative Assets	1,065,000,000	619,000,000	731,000,000
Derivative Liabilities	790,000,000	632,000,000	825,000,000
Counterparty and Cash Collateral Netting [Member]
Derivatives, Fair Value [Line Items]
Derivative Assets	(65,000,000)	(91,000,000)	(146,000,000)
Derivative Liabilities	$ (197,000,000)	$ (204,000,000)	$ (244,000,000)

Derivatives and Hedging Activ87

Derivatives and Hedging Activities - Pre-Tax Net Gains (Losses) on Fair Value Hedges (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Derivatives, Fair Value [Line Items]
Net Gains (Losses) on Derivative	$ 142	$ 70
Net Gains (Losses) on Hedged Item	(115)	(41)
Other Income [Member] | Interest Rate [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) on Derivative	115	41
Net Gains (Losses) on Hedged Item	(115)	(41)
Interest Expense [Member] | Interest Rate [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) on Derivative	$ 27	$ 29

Derivatives and Hedging Activ88

Derivatives and Hedging Activities - Derivative Instrument Cash Flow Hedge Earning Recognized by Income Statement Location (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI (Effective Portion)	$ 114	$ 72
Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion)	22	21
Net Gains (Losses) Recognized in Income (Ineffective Portion)	0	0
Other Income [Member] | Interest Rate [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in Income (Ineffective Portion)	0	0
Other Income [Member] | Foreign Exchange [Member] | Net Investment Hedges [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI (Effective Portion)	(14)	24
Net Gains (Losses) Recognized in Income (Ineffective Portion)	0	0
Interest Income [Member] | Interest Rate [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI (Effective Portion)	133	54
Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion)	23	22
Interest Expense [Member] | Interest Rate [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI (Effective Portion)	(4)	(2)
Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion)	(1)	(1)
Investment Banking and Debt Placement Fees [Member] | Interest Rate [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI (Effective Portion)	$ (1)	$ (4)

Derivatives and Hedging Activ89

Derivatives and Hedging Activities - After-Tax Change in AOCI Resulting from Cash Flow Hedges (Detail) $ in Millions	3 Months Ended
	Mar. 31, 2016USD ($)
Derivative Instruments and Hedging Activities Disclosure [Abstract]
December 31, 2015	$ 20
2016 Hedging Activity	72
Reclassification of Gains to Net Income	(14)
March 31, 2016	$ 78

Derivatives and Hedging Activ90

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, 2016	Mar. 31, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	$ 15	$ 10
Interest Rate [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	5	4
Foreign Exchange [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	10	8
Commodity [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	1	2
Credit [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	(1)	(4)
Corporate Services Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	18	14
Corporate Services Income [Member] | Interest Rate [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	6	4
Corporate Services Income [Member] | Foreign Exchange [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	10	8
Corporate Services Income [Member] | Commodity [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	1	2
Corporate Services Income [Member] | Credit [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	1
Other Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	(3)	(4)
Other Income [Member] | Interest Rate [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	(1)
Other Income [Member] | Credit [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	$ (2)	$ (4)

Derivatives and Hedging Activ91

Derivatives and Hedging Activities - Largest Exposure to Individual Counterparty (Detail) - Largest Individual Counterparty [Member] - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Derivative [Line Items]
Largest gross exposure (derivative asset) to an individual counterparty	$ 150	$ 158	$ 122
Collateral posted by this counterparty	66	85	91
Derivative liability with this counterparty	82	74	28
Net exposure after netting adjustments and collateral	$ 2	$ (1)	$ 3

Derivatives and Hedging Activ92

Derivatives and Hedging Activities - Fair Value of Derivative Assets by Type (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Credit Derivatives [Line Items]
Derivative assets before collateral	$ 1,375	$ 996	$ 1,245
Less: Related collateral	310	377	514
Total derivative assets	1,065	619	731
Interest Rate [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	1,132	628	755
Foreign Exchange [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	37	66	58
Commodity [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	204	298	431
Credit [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	$ 2	$ 4	$ 1

Derivatives and Hedging Activ93

Derivatives and Hedging Activities - Fair Value of Credit Derivatives Purchased and Sold (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Credit Derivatives [Line Items]
Purchased	$ (2)	$ 1	$ (1)
Sold		(1)	(1)
Credit derivatives, net	(2)		(2)
Single Name Credit Default Swaps [Member]
Credit Derivatives [Line Items]
Purchased	(3)	(3)	(3)
Credit derivatives, net	(3)	(3)	(3)
Traded Credit Default Swap Indices [Member]
Credit Derivatives [Line Items]
Purchased	1	4	1
Credit derivatives, net	$ 1	4	1
Other [Member]
Credit Derivatives [Line Items]
Purchased			1
Sold		(1)	$ (1)
Credit derivatives, net		$ (1)

Derivatives and Hedging Activ94

Derivatives and Hedging Activities - Fair Value of Credit Derivatives Purchased and Sold (Parenthetical) (Detail) - USD ($)	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Credit Derivatives [Line Items]
Other credit derivatives sold net		$ 1,000,000	$ 1,000,000
Maximum [Member]
Credit Derivatives [Line Items]
Other credit derivatives sold net	$ 1,000,000

Derivatives and Hedging Activ95

Derivatives and Hedging Activities - Credit Derivatives Sold and Held (Detail) - USD ($)	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Credit Derivatives [Line Items]
Notional Amount	$ 9,000,000	$ 13,000,000	$ 5,000,000
Single Name Credit Default Swaps [Member]
Credit Derivatives [Line Items]
Notional Amount		$ 5,000,000
Average Term (Years)		5 months 19 days
Payment / Performance Risk		0.87%
Other [Member]
Credit Derivatives [Line Items]
Notional Amount	$ 9,000,000	$ 8,000,000	$ 5,000,000
Average Term (Years)	3 years 5 months 16 days	3 years 15 days	2 years 8 months 1 day
Payment / Performance Risk	10.92%	9.39%	14.46%

Derivatives and Hedging Activ96

Derivatives and Hedging Activities - Credit Risk Contingent Feature (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	$ 85
Moody's, A3 Rating [Member] | One Rating Downgrade [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	2	$ 2	$ 4
Moody's, A3 Rating [Member] | Two Rating Downgrades [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	2	2	4
Moody's, A3 Rating [Member] | Three Rating Downgrades [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	4	4	6
Standard & Poor's, A- Rating [Member] | One Rating Downgrade [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	2	2	4
Standard & Poor's, A- Rating [Member] | Two Rating Downgrades [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	2	2	4
Standard & Poor's, A- Rating [Member] | Three Rating Downgrades [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	$ 4	$ 4	$ 6

Mortgage Servicing Assets - Cha

Mortgage Servicing Assets - Changes in Carrying Amount of Mortgage Servicing Assets (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Servicing Asset [Abstract]
Balance at beginning of period	$ 321	$ 323
Servicing retained from loan sales	7	10
Purchases	12	15
Amortization	(22)	(24)
Balance at end of period	318	324
Fair value at end of period	$ 408	$ 423

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		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Weighted Average [Member]
Servicing Assets at Fair Value [Line Items]
Prepayment speed	4.10%	4.80%	4.60%
Expected defaults	1.70%	1.80%	1.70%
Residual cash flows discount rate	7.90%	7.80%	7.80%
Escrow earn rate	2.40%	1.90%	2.30%
Servicing cost	$ 1,336,000,000	$ 1,059,000,000	$ 1,215,000,000
Loan assumption rate	1.32%	1.43%	1.34%
Percentage late	0.31%	0.33%	0.33%
Minimum [Member]
Servicing Assets at Fair Value [Line Items]
Prepayment speed	1.50%	1.60%	1.90%
Expected defaults	1.00%	1.00%	1.00%
Residual cash flows discount rate	7.00%	7.00%	7.00%
Escrow earn rate	1.10%	0.70%	1.00%
Servicing cost	$ 150,000,000	$ 150,000,000	$ 150,000,000
Loan assumption rate	0.00%	0.20%	0.00%
Percentage late	0.00%	0.00%	0.00%
Maximum [Member]
Servicing Assets at Fair Value [Line Items]
Prepayment speed	16.70%	13.10%	17.20%
Expected defaults	3.00%	3.00%	3.00%
Residual cash flows discount rate	15.00%	15.00%	15.00%
Escrow earn rate	3.30%	3.10%	3.50%
Servicing cost	$ 2,773,000,000	$ 2,735,000,000	$ 2,700,000,000
Loan assumption rate	3.00%	3.00%	3.00%
Percentage late	2.00%	2.00%	2.00%

Mortgage Servicing Assets - Add

Mortgage Servicing Assets - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Servicing Asset [Abstract]
Contractual fee income from servicing commercial mortgage loans	$ 35	$ 36
Amortization of servicing commercial mortgage loans	$ 23	$ 23

Variable Interest Entities - Ad

Variable Interest Entities - Additional Information (Detail) - USD ($)	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Variable Interest Entity [Line Items]
Variable Interest Entity, Carrying Amount of Assets, Unconsolidated VIEs	$ 154,000,000	$ 187,000,000	$ 176,000,000
Variable Interest Entity, Carrying Amount of Liabilities, Unconsolidated VIEs	1,000,000	1,000,000	1,000,000
Recurring [Member]
Variable Interest Entity [Line Items]
Fair value of indirect principal investments	298,000,000	388,000,000	312,000,000
Recurring [Member] | Principal Investments Indirect [Member]
Variable Interest Entity [Line Items]
Fair value of indirect principal investments	211,000,000	301,000,000	235,000,000
Other Investment [Member] | Recurring [Member] | Principal Investments Indirect [Member]
Variable Interest Entity [Line Items]
Fair value of indirect principal investments	229,000,000	301,000,000	235,000,000
LIHTC Investments [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Carrying Amount of Assets, Unconsolidated VIEs	4,938,000,000	4,357,000,000	4,914,000,000
Variable Interest Entity, Carrying Amount of Liabilities, Unconsolidated VIEs	1,379,000,000	881,000,000	1,368,000,000
Tax credit of investment	33,000,000	28,000,000
LIHTC Investments [Member] | Qualified affordable housing projects investment [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Carrying Amount of Liabilities, Unconsolidated VIEs	390,000,000	292,000,000	410,000,000
LIHTC Investments [Member] | Accrued Income And Other Assets[Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Carrying Amount of Assets, Unconsolidated VIEs	1,100,000,000	941,000,000	1,100,000,000
LIHTC Investments [Member] | Investments [Member]
Variable Interest Entity [Line Items]
Amortization of investment	33,000,000	25,000,000
Guaranteed Funds [Member] | Investments [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Carrying Amount of Assets, Consolidated VIEs	5,000,000	5,000,000	7,000,000
Variable Interest Entity, Carrying Amount of Liabilities, Consolidated VIEs	$ 0	$ 0	$ 0

Variable Interest Entities - Va

Variable Interest Entities - Variable Interest Entities Information (Detail) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Variable Interest Entity [Line Items]
Variable Interest Entity, Carrying Amount of Assets, Unconsolidated VIEs	$ 154	$ 187	$ 176
Variable Interest Entity, Carrying Amount of Liabilities, Unconsolidated VIEs	1	1	1
LIHTC Investments [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Carrying Amount of Assets, Unconsolidated VIEs	4,938	4,357	4,914
Variable Interest Entity, Carrying Amount of Liabilities, Unconsolidated VIEs	1,379	881	1,368
Maximum Exposure to Loss, Unconsolidated VIEs	1,283	$ 1,118	$ 1,332
KCC Indirect Investments [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Carrying Amount of Assets, Unconsolidated VIEs	43,337
Variable Interest Entity, Carrying Amount of Liabilities, Unconsolidated VIEs	325
Maximum Exposure to Loss, Unconsolidated VIEs	$ 279

Income Taxes - Additional Infor

Income Taxes - Additional Information (Detail) - USD ($)	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Income Taxes [Line Items]
Total income tax expense (benefit), rate	23.00%	24.40%
Combined federal and state statutory tax rate	37.20%
Federal deferred tax asset	$ 94,000,000	$ 88,000,000	$ 269,000,000
Reduction in deferred tax assets	2,700,000	1,000,000	2,700,000
Maximum [Member]
Income Taxes [Line Items]
Valuation allowance	1,000,000	1,000,000	1,000,000
State [Member]
Income Taxes [Line Items]
State deferred tax asset	$ 13,000,000	$ 13,000,000	$ 30,000,000

Acquisitions and Discontinue103

Acquisitions and Discontinued Operations - Additional Information (Detail)	Dec. 08, 2015USD ($)	Oct. 30, 2015USD ($)$ / sharesshares	Oct. 29, 2015USD ($)	Mar. 31, 2016USD ($)BranchesSecurityLoanTDRs	Mar. 31, 2015USD ($)SecurityLoanTDRs	Sep. 30, 2014USD ($)Trust	Dec. 31, 2015USD ($)TrustSecurityLoanTDRs	Apr. 28, 2016Branches	Jun. 30, 2015USD ($)	Dec. 31, 2009Trust
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Closing price of common shares | $ / shares		$ 13.38
Total assets				$ 98,402,000,000	$ 94,204,000,000		$ 95,133,000,000
Total deposits				73,382,000,000	71,622,000,000		71,046,000,000
Trust assets removed				1,781,000,000	2,246,000,000		1,846,000,000
Allowance for loan held as investment				$ 826,000,000	$ 794,000,000		$ 796,000,000
Number of TDRs | SecurityLoan				4,734	4,740		4,622
Loans at fair value				$ 3,000,000			$ 4,000,000
Number of outstanding securitizations trusts | Trust							3
Loans held for sale at fair value				0	$ 0		$ 0
Proceeds from loans sold				1,110,000,000	1,225,000,000
Gain on sales of loans				2,000,000	20,000,000
Sale of loan							162,000,000
Income (loss) from discontinued operations, net of taxes				$ 1,000,000	5,000,000
Pacific Crest Securities [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Number of outstanding securitization trusts | Trust						3
Proceeds from sale of residual interests						$ 57,000,000
Estimated fair value of the assets and deposits acquired						$ 1,000,000
Number of continuing securitization trusts | Trust						8
First Niagara Financial Group, Inc. [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Acquiree shares equivalent of acquirer common stock | shares		0.680
Cash payable per acquiree common stock | $ / shares		$ 2.30
Acquiree common stock shares outstanding fully diluted | shares		356,272,000
Total consideration to be paid		$ 4,100,000,000
Number of branches | Branches				390
Total assets				$ 40,000,000,000
Total deposits				30,000,000,000
First Niagara Financial Group, Inc. [Member] | Subsequent Event [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Number of branches sold | Branches								18
Trust [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Loans held for sale at fair value									$ 179,000,000
Trust [Member] | Pacific Crest Securities [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Trust assets removed						$ 1,700,000,000
Trust liabilities removed						$ 1,600,000,000
Education Loans [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Investment recorded				21,000,000	18,000,000		21,000,000
Allowance for loan held as investment				$ 2,000,000	$ 1,000,000		$ 2,000,000
Number of TDRs | TDRs				2,012	1,604		1,901
Government Guaranteed Loans [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Proceeds from loans sold			$ 117,000,000
Private Loans [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Proceeds from loans sold	$ 45,000,000
Private Loans [Member] | Maximum [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Gain on sales of loans	$ 1,000,000
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Number of outstanding securitization trusts | Trust										10
Trust assets removed				$ 1,781,000,000	$ 2,246,000,000		$ 1,846,000,000
Income (loss) from discontinued operations, net of taxes				1,000,000	5,000,000
Discontinued Operations [Member] | Austin Capital Management [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Trust assets removed				15,000,000	15,000,000		$ 15,000,000
Income (loss) from discontinued operations, net of taxes				$ 0	$ 0

Acquisitions and Discontinue104

Acquisitions and Discontinued Operations - Components of Income (Loss) from Discontinued Operations, Net of Taxes for Education Lending Business (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Income taxes		$ (1)
Income (loss) from discontinued operations, net of taxes	$ 1	5
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Net interest income	7	10
Provision for credit losses	2	2
Net interest income after provision for credit losses	5	8
Noninterest income	1	4
Noninterest expense	5	4
Income (loss) before income taxes	1	8
Income taxes		3
Income (loss) from discontinued operations, net of taxes	1	5
Education Lending [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Income (loss) before income taxes	1	8
Income taxes		3
Income (loss) from discontinued operations, net of taxes	1	5
Education Lending [Member] | Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Net interest income	7	10
Provision for credit losses	2	2
Net interest income after provision for credit losses	5	8
Noninterest income	1	4
Noninterest expense	$ 5	$ 4

Acquisitions and Discontinue105

Acquisitions and Discontinued Operations - Components of Income (Loss) from Discontinued Operations, Net of Taxes for Education Lending Business (Parenthetical) (Detail) - Discontinued Operations [Member] - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Charges determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations, after tax	$ 6	$ 6
Education Lending [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Charges determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations, after tax	$ 6	$ 6

Acquisitions and Discontinue106

Acquisitions and Discontinued Operations - Components of Assets of Education Lending Business (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Loans at fair value	$ 3	$ 4
Loans, net of unearned income	60,438	59,876	$ 57,953
Total assets	1,781	1,846	2,246
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Loans, net of unearned income	1,757	1,824	2,032
Less: Allowance for loan and lease losses	24	28	25
Net loans	1,736	1,800	2,194
Accrued income and other assets	29	30	36
Total assets	1,781	1,846	2,246
Portfolio [Member] | Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Loans at fair value	3	4	187
Education Lending [Member] | Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Held-to-maturity securities	1	1	1
Loans, net of unearned income	1,757	1,824	2,032
Less: Allowance for loan and lease losses	24	28	25
Net loans	1,736	1,800	2,194
Accrued income and other assets	29	30	36
Total assets	1,766	1,831	2,231
Education Lending [Member] | Portfolio [Member] | Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Loans at fair value	$ 3	$ 4	$ 187

Acquisitions and Discontinue107

Acquisitions and Discontinued Operations - Components of Assets of Education Lending Business (Parenthetical) (Detail) - USD ($)	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Unearned income on loans	$ 623,000,000	$ 646,000,000	$ 665,000,000
Maximum [Member] | Education Lending [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Unearned income on loans	$ 1,000,000	$ 1,000,000	$ 1,000,000

Acquisitions and Discontinue108

Acquisitions and Discontinued Operations - Quantitative Information about Level 3 Fair Value Measurements (Detail) - Level 3 [Member] - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Fair Value, Option, Quantitative Disclosures [Line Items]
Portfolio loans accounted for at fair value	$ 3	$ 4	$ 187
Portfolio Loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Valuation Techniques	Market approach in 2016 and Discounted cash flow in 2015
Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	84.50%
Minimum [Member] | Portfolio Loan Indicative Bids [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs		84.50%
Minimum [Member] | Prepayment Speed Trust Loans and Portfolio Loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs			5.40%
Minimum [Member] | Loss Severity [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs			2.00%
Minimum [Member] | Loan Discount Rates [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs			3.70%
Minimum [Member] | Loan Default Rate [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs			1.40%
Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	104.00%
Maximum [Member] | Portfolio Loan Indicative Bids [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs		104.00%
Maximum [Member] | Prepayment Speed Trust Loans and Portfolio Loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs			10.20%
Maximum [Member] | Loss Severity [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs			77.00%
Maximum [Member] | Loan Discount Rates [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs			3.80%
Maximum [Member] | Loan Default Rate [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs			1.70%
Weighted Average [Member] | Prepayment Speed Trust Loans and Portfolio Loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs			7.04%
Weighted Average [Member] | Loss Severity [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs			27.66%
Weighted Average [Member] | Loan Discount Rates [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs			3.71%
Weighted Average [Member] | Loan Default Rate [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs			1.60%

Acquisitions and Discontinue109

Acquisitions and Discontinued Operations - Principal and Fair Value Amounts for Portfolio Loans at Carrying Value, and Portfolio Loans at Fair Value (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Accruing loans past due 90 days or more	$ 70	$ 72	$ 111
Portfolio [Member] | Fair Value [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Accruing loans past due 90 days or more		1	5
Portfolio [Member] | Carrying Amount [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Accruing loans past due 90 days or more	23	26	27
Loans placed on nonaccrual status	$ 6	$ 8	$ 8

Acquisitions and Discontinue110

Acquisitions and Discontinued Operations - Portfolio Loans at Fair Value and Related Contractual Amounts (Detail) - Discontinued Operations [Member] - Trust [Member] - Education Lending [Member] - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Portfolio contractual amount of loans	$ 3	$ 4	$ 186
Portfolio fair value of loans	$ 3	$ 4	$ 187

Acquisitions and Discontinue111

Acquisitions and Discontinued Operations - Consolidated Assets at Fair Value on Recurring Basis (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
ASSETS MEASURED ON A RECURRING BASIS
Total assets on a recurring basis at fair value	$ 30	$ 7	$ 27
Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total assets on a recurring basis at fair value	16,433	15,938	15,030
Recurring [Member] | Trust [Member] | Education Lending [Member]
ASSETS MEASURED ON A RECURRING BASIS
Portfolio loans	3	4	187
Total assets on a recurring basis at fair value	3	4	187
Level 3 [Member]
ASSETS MEASURED ON A RECURRING BASIS
Portfolio loans	3	4	187
Total assets on a recurring basis at fair value	30	7	27
Level 3 [Member] | Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total assets on a recurring basis at fair value	100	85	96
Level 3 [Member] | Recurring [Member] | Trust [Member] | Education Lending [Member]
ASSETS MEASURED ON A RECURRING BASIS
Portfolio loans	3	4	187
Total assets on a recurring basis at fair value	$ 3	$ 4	$ 187

Acquisitions and Discontinue112

Acquisitions and Discontinued Operations - Change in Fair Values of Level 3 Portfolio Loans Held for Sale, Portfolio Loans, and Consolidated Education Loan Securitization Trusts (Detail) - Discontinued Operations [Member] - Education Lending [Member] - Portfolio Student Loans [Member] - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Beginning Balance	$ 4	$ 191
Gains (losses) recognized in earnings		3
Settlements	(1)	(7)
Ending Balance	$ 3	$ 187

Acquisitions and Discontinue113

Acquisitions and Discontinued Operations - Change in Fair Values of Level 3 Portfolio Loans Held for Sale, Portfolio Loans, and Consolidated Education Loan Securitization Trusts (Parenthetical) (Detail) - Education Lending [Member] - Discontinued Operations [Member] - USD ($)	Mar. 31, 2016	Mar. 31, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Purchases, sales, issuances, gains (losses) recognized in earnings	$ 0	$ 0
Purchases, sales, issuances, transfers	$ 0	$ 0

Acquisitions and Discontinue114

Acquisitions and Discontinued Operations - Components of Assets and Liabilities from Discontinued Operations (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015	Dec. 31, 2014
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Cash and due from banks	$ 474	$ 607	$ 506	$ 653
Total assets	1,781	1,846	2,246
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Cash and due from banks	15	15	15
Total assets	1,781	1,846	2,246
Discontinued Operations [Member] | Austin Capital Management [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Cash and due from banks	15	15	15
Total assets	$ 15	$ 15	$ 15

Acquisitions and Discontinue115

Acquisitions and Discontinued Operations - Combined Results of Discontinued Operations (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Income taxes		$ (1)
Income (loss) from discontinued operations, net of taxes	$ 1	5
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Net interest income	7	10
Provision for credit losses	2	2
Net interest income after provision for credit losses	5	8
Noninterest income	1	4
Noninterest expense	5	4
Income (loss) before income taxes	1	8
Income taxes		3
Income (loss) from discontinued operations, net of taxes	$ 1	$ 5

Acquisitions and Discontinue116

Acquisitions and Discontinued Operations - Combined Results of Discontinued Operations (Parenthetical) (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Charges determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations, after tax	$ 6	$ 6

Acquisitions and Discontinue117

Acquisitions and Discontinued Operations - Combined Assets and Liabilities of Discontinued Operations (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015	Dec. 31, 2014
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Cash and due from banks	$ 474	$ 607	$ 506	$ 653
Held-to-maturity securities	5,003	4,897	5,005
Portfolio loans at fair value	3	4
Loans, net of unearned income	60,438	59,876	57,953
Total assets	1,781	1,846	2,246
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Cash and due from banks	15	15	15
Held-to-maturity securities	1	1	1
Loans, net of unearned income	1,757	1,824	2,032
Less: Allowance for loan and lease losses	24	28	25
Net loans	1,736	1,800	2,194
Accrued income and other assets	29	30	36
Total assets	1,781	1,846	2,246
Discontinued Operations [Member] | Portfolio [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Portfolio loans at fair value	$ 3	$ 4	$ 187

Acquisitions and Discontinue118

Acquisitions and Discontinued Operations - Combined Assets and Liabilities of Discontinued Operations (Parenthetical) (Detail) - USD ($)	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Unearned income on loans	$ 623,000,000	$ 646,000,000	$ 665,000,000
Maximum [Member] | Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Unearned income on loans	$ 1,000,000	$ 1,000,000	$ 1,000,000

Securities Financing Activit119

Securities Financing Activities - Summarized Securities Financing Agreements (Detail) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Counterparty and Cash Collateral Netting [Member]
Securities Financing Transaction [Line Items]
Reverse repurchase agreements	$ (1)	$ (1)
Total offsetting of financial assets	(1)	(1)
Repurchase agreements			$ (2)
Total offsetting of financial liabilities			(2)
Gross Amount Presented in Balance Sheet [Member]
Securities Financing Transaction [Line Items]
Reverse repurchase agreements	3	1	2
Total offsetting of financial assets	3	$ 1	2
Repurchase agreements	2		4
Total offsetting of financial liabilities	2		4
Netting Adjustments [Member]
Securities Financing Transaction [Line Items]
Reverse repurchase agreements	(2)		(2)
Total offsetting of financial assets	(2)		(2)
Repurchase agreements	(2)		(2)
Total offsetting of financial liabilities	$ (2)		$ (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, 2016	Mar. 31, 2015
Defined Benefit Plan Disclosure [Line Items]
Interest cost on PBO	$ 10	$ 10
Expected return on plan assets	(13)	(14)
Amortization of losses	4	$ 4
Net pension cost	$ 1

Employee Benefits - Additional

Employee Benefits - Additional Information (Detail) - Other Postretirement Benefit Plans [Member]	3 Months Ended
	Mar. 31, 2016
Defined Benefit Plan Disclosure [Line Items]
Age of employees under condition one	55 years
Age of employees under condition two	50 years
Period of service under condition one	5 years
Period of service under condition two	15 years
Minimum period of service at the time of termination hired before 2001	15 years
Condition under retiree healthcare plan	We sponsor a retiree healthcare plan that all employees age 55 with five 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.

Employee Benefits - Net Postret

Employee Benefits - Net Postretirement Benefit Cost for All Funded and Unfunded Plans (Detail) - Other Postretirement Benefit Plans [Member] - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Defined Benefit Plan Disclosure [Line Items]
Interest cost on APBO	$ 1	$ 1
Expected return on plan assets	(1)	(1)
Net postretirement benefit cost	$ 0	$ 0

Trust Preferred Securities I123

Trust Preferred Securities Issued by Unconsolidated Subsidiaries - Summary of Trust Preferred Securities, Common Stock and Related Debentures (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Common Stock	$ 1,017	$ 1,017	$ 1,017
KeyCorp Capital I [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust Preferred Securities, Net of Discount	156
Common Stock	6
Principal Amount of of Debentures, Net of Discount	$ 162
Interest Rate of Trust Preferred Securities and Debentures	1.352%
Maturity of Trust Preferred Securities and Debentures	2,028
KeyCorp Capital II [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust Preferred Securities, Net of Discount	$ 112
Common Stock	4
Principal Amount of of Debentures, Net of Discount	$ 116
Interest Rate of Trust Preferred Securities and Debentures	6.875%
Maturity of Trust Preferred Securities and Debentures	2,029
KeyCorp Capital III [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust Preferred Securities, Net of Discount	$ 150
Common Stock	4
Principal Amount of of Debentures, Net of Discount	$ 154
Interest Rate of Trust Preferred Securities and Debentures	7.75%
Maturity of Trust Preferred Securities and Debentures	2,029
Business Trusts [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust Preferred Securities, Net of Discount	$ 418	408	414
Common Stock	14	14	14
Principal Amount of of Debentures, Net of Discount	$ 432	$ 422	$ 428
Interest Rate of Trust Preferred Securities and Debentures	5.128%	4.961%	4.968%

Trust Preferred Securities I124

Trust Preferred Securities Issued by Unconsolidated Subsidiaries - Summary of Trust Preferred Securities, Common Stock and Related Debentures (Parenthetical) (Detail) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust preferred securities adjustments related to fair value hedges	$ 78	$ 74	$ 68
Redemption price as the sum of the present values of principal and interest payments, if redeemed before maturity	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.
Debentures adjustments related to financial instrument hedging	$ 78	$ 74	$ 68
KeyCorp Capital I [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Floating interest rate	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.
Floating interest rate equal to three-month LIBOR plus percentage	0.74%

Contingent Liabilities and G125

Contingent Liabilities and Guarantees - Guarantees (Detail) $ in Millions	Mar. 31, 2016USD ($)
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	$ 15,498
Liability Recorded	157
Written Put Options [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	2,411
Liability Recorded	82
Standby Letters of Credit [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	11,234
Liability Recorded	67
Recourse Agreement with FNMA [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	1,849
Liability Recorded	4
Return Guarantee Agreement with LIHTC Investors [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	4
Liability Recorded	$ 4

Contingent Liabilities and G126

Contingent Liabilities and Guarantees - Additional Information (Detail) $ in Millions	3 Months Ended
	Mar. 31, 2016USD ($)
Commitments Contingencies And Guarantees [Line Items]
Weighted-average remaining term for outstanding commercial mortgage loans in years	7 years 7 months 6 days
Unpaid principal balance outstanding of loans sold	$ 6,400
Potential undiscounted future payments maximum limit	30% of the principal balance of loans outstanding
Default guarantees, value	$ 157
Written Put Options [Member]
Commitments Contingencies And Guarantees [Line Items]
Default guarantees, value	$ 82
Weighted average life of written put options	3 years
Return Guarantee Agreement with LIHTC Investors [Member]
Commitments Contingencies And Guarantees [Line Items]
Compliance period of property	15 years
Default guarantees, value	$ 4
Expiration of guarantees	Extend through 2018
Standby Letters of Credit [Member]
Commitments Contingencies And Guarantees [Line Items]
Remaining weighted-average life of standby letters of credit in years	2 years 4 months 24 days
Remaining actual life letters of credit in years	From less than one year to as many as 11 years.
Default guarantees, value	$ 67
Default Guarantees [Member]
Commitments Contingencies And Guarantees [Line Items]
Default guarantees, value	$ 1
Minimum [Member] | Low [Member]
Commitments Contingencies And Guarantees [Line Items]
Guarantee Obligations	0.00%
Minimum [Member] | Moderate [Member]
Commitments Contingencies And Guarantees [Line Items]
Guarantee Obligations	30.00%
Minimum [Member] | High [Member]
Commitments Contingencies And Guarantees [Line Items]
Guarantee Obligations	70.00%
Maximum [Member] | Low [Member]
Commitments Contingencies And Guarantees [Line Items]
Guarantee Obligations	30.00%
Maximum [Member] | Moderate [Member]
Commitments Contingencies And Guarantees [Line Items]
Guarantee Obligations	70.00%

Accumulated Other Comprehens127

Accumulated Other Comprehensive Income - Changes in AOCI (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance	$ (405)	$ (356)
Other comprehensive income before reclassification, net of income taxes	203	87
Amounts reclassified from accumulated other comprehensive income, net of income taxes	(11)	(10)
Total other comprehensive income (loss), net of tax	192	77
Ending balance	(213)	(279)
Unrealized Gains (Losses) on Securities Available for Sale [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance	(58)	(4)
Other comprehensive income before reclassification, net of income taxes	128	55
Total other comprehensive income (loss), net of tax	128	55
Ending balance	70	51
Unrealized Gains (Losses) on Derivative Financial Instruments [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance	20	(8)
Other comprehensive income before reclassification, net of income taxes	72	45
Amounts reclassified from accumulated other comprehensive income, net of income taxes	(14)	(13)
Total other comprehensive income (loss), net of tax	58	32
Ending balance	78	24
Foreign Currency Translation Adjustment [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance	(2)	22
Other comprehensive income before reclassification, net of income taxes	5	(13)
Total other comprehensive income (loss), net of tax	5	(13)
Ending balance	3	9
Net Pension and Postretirement Benefit Costs [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance	(365)	(366)
Other comprehensive income before reclassification, net of income taxes	(2)
Amounts reclassified from accumulated other comprehensive income, net of income taxes	3	3
Total other comprehensive income (loss), net of tax	1	3
Ending balance	$ (364)	$ (363)

Accumulated Other Comprehens128

Accumulated Other Comprehensive Income - Reclassifications Out of AOCI (Detail) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Interest income - Loans	$ 562	$ 523
Interest expense - Long term debt	(46)	(37)
Income taxes	56	74
INCOME (LOSS) FROM CONTINUING OPERATIONS	187	230
Personnel expense	(404)	(389)
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	22	21
Income taxes	8	8
INCOME (LOSS) FROM CONTINUING OPERATIONS	14	13
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	23	22
Interest expense - Long term debt	(1)	(1)
Reclassification out of Accumulated Other Comprehensive Income [Member] | Net Pension and Postretirement Benefit Costs [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Income (loss) from continuing operations before income taxes	(4)	(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) - USD ($)	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Cash dividends declared on common shares, per share	$ 0.075	$ 0.065
Dividend payable	$ 68,000,000	$ 61,000,000
Series A Preferred Stock [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Dividend payable per share	$ 1.9375
Dividend payable	$ 5,600,000
2016 Capital Plan [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Stock repurchase program authorized amount	$ 725,000,000
2015 Capital Plan [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Cash dividends declared on common shares, per share	$ 0.075
2016 [Member] | 2015 Capital Plan [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Proposed increase in cash dividends declared on common shares, per share	$ 0.085

Line of Business Results - Addi

Line of Business Results - Additional Information (Detail)	3 Months Ended
	Mar. 31, 2016IndustryBranch
Nature Of Operations [Abstract]
Number of state branch network | Branch	12
Number of business units | Industry	7
Federal income tax rate	35.00%
State income tax rate	2.20%

Line of Business Results - Fina

Line of Business Results - Financial Information of Business Groups (Detail) $ in Millions	3 Months Ended
	Mar. 31, 2016USD ($)Employees	Mar. 31, 2015USD ($)Employees
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 604	$ 571
Noninterest income	431	437
Provision for credit losses	(78)	(30)
Other noninterest expense	90	84
Allocated income taxes and TE adjustments	56	74
INCOME (LOSS) FROM CONTINUING OPERATIONS	187	230
Income (loss) from discontinued operations, net of taxes	1	5
Net income (loss)	188	235
Less: Net income (loss) attributable to noncontrolling interests		2
Net income (loss) attributable to Key	188	233
Operating Segments [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	608	575
Noninterest income	434	442
Total revenue (TE)	1,042	1,017
Provision for credit losses	90	35
Depreciation and amortization expense	27	27
Other noninterest expense	657	644
Income (loss) from continuing operations before income taxes	268	311
Allocated income taxes and TE adjustments	63	87
INCOME (LOSS) FROM CONTINUING OPERATIONS	205	224
Net income (loss)	205	224
Less: Net income (loss) attributable to noncontrolling interests	(1)	3
Net income (loss) attributable to Key	206	221
AVERAGE BALANCES
Loans and leases	60,114	57,428
Total assets	93,998	88,950
Deposits	71,633	69,450
OTHER FINANCIAL DATA
Net loan charge-offs	$ 46	$ 28
Return on average allocated equity	16.86%	18.56%
Return on average allocated equity	16.83%	18.54%
Operating Segments [Member] | Weighted Average [Member]
OTHER FINANCIAL DATA
Average full-time equivalent employees | Employees	9,510	9,715
Operating Segments [Member] | Key Community Bank [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 399	$ 358
Noninterest income	196	191
Total revenue (TE)	595	549
Provision for credit losses	42	30
Depreciation and amortization expense	13	15
Other noninterest expense	423	423
Income (loss) from continuing operations before income taxes	117	81
Allocated income taxes and TE adjustments	43	30
INCOME (LOSS) FROM CONTINUING OPERATIONS	74	51
Net income (loss)	74	51
Net income (loss) attributable to Key	74	51
AVERAGE BALANCES
Loans and leases	30,789	30,662
Total assets	32,856	32,768
Deposits	52,803	50,415
OTHER FINANCIAL DATA
Net loan charge-offs	$ 23	$ 28
Return on average allocated equity	11.09%	7.56%
Return on average allocated equity	11.09%	7.56%
Operating Segments [Member] | Key Community Bank [Member] | Weighted Average [Member]
OTHER FINANCIAL DATA
Average full-time equivalent employees | Employees	7,376	7,642
Operating Segments [Member] | Key Corporate Bank [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 218	$ 214
Noninterest income	208	188
Total revenue (TE)	426	402
Provision for credit losses	43	6
Depreciation and amortization expense	13	10
Other noninterest expense	224	209
Income (loss) from continuing operations before income taxes	146	177
Allocated income taxes and TE adjustments	28	49
INCOME (LOSS) FROM CONTINUING OPERATIONS	118	128
Net income (loss)	118	128
Less: Net income (loss) attributable to noncontrolling interests		1
Net income (loss) attributable to Key	118	127
AVERAGE BALANCES
Loans and leases	27,722	24,722
Total assets	33,413	30,240
Deposits	18,074	18,569
OTHER FINANCIAL DATA
Net loan charge-offs	$ 18	$ (4)
Return on average allocated equity	23.15%	27.68%
Return on average allocated equity	23.11%	27.68%
Operating Segments [Member] | Key Corporate Bank [Member] | Weighted Average [Member]
OTHER FINANCIAL DATA
Average full-time equivalent employees | Employees	2,126	2,057
Operating Segments [Member] | Other Segments [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ (9)	$ 3
Noninterest income	30	63
Total revenue (TE)	21	66
Provision for credit losses	5	(1)
Depreciation and amortization expense	1	2
Other noninterest expense	10	12
Income (loss) from continuing operations before income taxes	5	53
Allocated income taxes and TE adjustments	(8)	8
INCOME (LOSS) FROM CONTINUING OPERATIONS	13	45
Net income (loss)	13	45
Less: Net income (loss) attributable to noncontrolling interests	(1)	2
Net income (loss) attributable to Key	14	43
AVERAGE BALANCES
Loans and leases	1,603	2,044
Total assets	27,729	25,942
Deposits	756	466
OTHER FINANCIAL DATA
Net loan charge-offs	$ 5	$ 4
Return on average allocated equity	31.11%	75.49%
Return on average allocated equity	30.27%	73.58%
Operating Segments [Member] | Other Segments [Member] | Weighted Average [Member]
OTHER FINANCIAL DATA
Average full-time equivalent employees | Employees	8	16
Segment Reconciling Items [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 4	$ 2
Noninterest income	(3)	(5)
Total revenue (TE)	1	(3)
Provision for credit losses	(1)
Depreciation and amortization expense	37	37
Other noninterest expense	(18)	(39)
Income (loss) from continuing operations before income taxes	(17)	(1)
Allocated income taxes and TE adjustments	1	(7)
INCOME (LOSS) FROM CONTINUING OPERATIONS	(18)	6
Income (loss) from discontinued operations, net of taxes	1	5
Net income (loss)	(17)	11
Less: Net income (loss) attributable to noncontrolling interests	1	(1)
Net income (loss) attributable to Key	(18)	12
AVERAGE BALANCES
Loans and leases	42	84
Total assets	479	677
Deposits	$ (35)	$ (81)
OTHER FINANCIAL DATA
Return on average allocated equity	(1.27%)	0.49%
Return on average allocated equity	(1.20%)	0.85%
Segment Reconciling Items [Member] | Weighted Average [Member]
OTHER FINANCIAL DATA
Average full-time equivalent employees | Employees	3,893	3,876
Operating Segments and Reconciling Items [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 612	$ 577
Noninterest income	431	437
Total revenue (TE)	1,043	1,014
Provision for credit losses	89	35
Depreciation and amortization expense	64	64
Other noninterest expense	639	605
Income (loss) from continuing operations before income taxes	251	310
Allocated income taxes and TE adjustments	64	80
INCOME (LOSS) FROM CONTINUING OPERATIONS	187	230
Income (loss) from discontinued operations, net of taxes	1	5
Net income (loss)	188	235
Less: Net income (loss) attributable to noncontrolling interests		2
Net income (loss) attributable to Key	188	233
AVERAGE BALANCES
Loans and leases	60,156	57,512
Total assets	94,477	89,627
Deposits	71,598	69,369
OTHER FINANCIAL DATA
Net loan charge-offs	$ 46	$ 28
Return on average allocated equity	6.87%	8.75%
Return on average allocated equity	6.90%	8.93%
Operating Segments and Reconciling Items [Member] | Weighted Average [Member]
OTHER FINANCIAL DATA
Average full-time equivalent employees | Employees	13,403	13,591