KeyCorp (KEY) 10-Q 5 Aug 16 2016 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2016	Aug. 01, 2016
Document And Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2016
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q2
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		1,082,180,931

Consolidated Balance Sheets

Consolidated Balance Sheets - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
ASSETS
Cash and due from banks	$ 496	$ 607	$ 693
Short-term investments	6,599	2,707	3,222
Trading account assets	965	788	674
Securities available for sale	14,552	14,218	14,244
Held-to-maturity securities (fair value: $4,889, $4,848, and $4,992)	4,832	4,897	5,022
Other investments	577	655	703
Loans, net of unearned income of $615, $646, and $657	62,098	59,876	58,264
Less: Allowance for loan and lease losses	854	796	796
Net loans	61,244	59,080	57,468
Loans held for sale	442	639	835
Premises and equipment	742	779	788
Operating lease assets	399	340	296
Goodwill	1,060	1,060	1,057
Other intangible assets	50	65	83
Corporate-owned life insurance	3,568	3,541	3,502
Derivative assets	1,234	619	536
Accrued income and other assets	2,673	3,290	3,312
Discontinued assets (including $3 and $4 million of portfolio loans at fair value and $179 million of portfolio loans held for sale at fair value, see Note 11)	1,717	1,846	2,169
Total assets	101,150	95,131	94,604
Deposits in domestic offices:
NOW and money market deposit accounts	40,195	37,089	36,024
Savings deposits	2,355	2,341	2,370
Certificates of deposit ($100,000 or more)	3,381	2,392	2,032
Other time deposits	3,267	3,127	3,105
Total interest-bearing deposits	49,198	44,949	43,531
Noninterest-bearing deposits	26,127	26,097	26,640
Deposits in foreign office - interest-bearing			498
Total deposits	75,325	71,046	70,669
Federal funds purchased and securities sold under repurchase agreements	360	372	444
Bank notes and other short-term borrowings	687	533	528
Derivative liabilities	746	632	560
Accrued expense and other liabilities	1,326	1,605	1,537
Long-term debt	11,388	10,184	10,265
Total liabilities	89,832	84,372	84,003
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	3,835	3,922	3,898
Retained earnings	9,166	8,922	8,614
Treasury stock, at cost (174,267,011, 181,218,648, and 173,362,345 shares)	(2,881)	(3,000)	(2,884)
Accumulated other comprehensive income (loss)	(114)	(405)	(345)
Key shareholders' equity	11,313	10,746	10,590
Noncontrolling interests	5	13	11
Total equity	11,318	10,759	10,601
Total liabilities and equity	101,150	95,131	94,604
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 2,900,234 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	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Held-to-maturity securities, fair value	$ 4,889	$ 4,848	$ 4,992
Unearned income on loans	615	646	657
Loan securitization trust VIEs	3	4
Loan securitization trust VIEs, fair value	179
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	174,267,011	181,218,648	173,362,345
Series A Preferred Stock [Member]
Preferred stock, liquidation preference	$ 100	$ 100	$ 100
Preferred stock, shares authorized	2,900,234	2,900,234	2,900,234
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		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
INTEREST INCOME
Loans		$ 567	$ 532	$ 1,129	$ 1,055
Loans held for sale		5	12	13	19
Securities available for sale		74	72	149	142
Held-to-maturity securities		24	24	48	48
Trading account assets		6	5	13	10
Short-term investments		6	2	10	4
Other investments		2	5	5	10
Total interest income		684	652	1,367	1,288
INTEREST EXPENSE
Deposits		34	26	65	52
Bank notes and other short-term borrowings		3	2	5	4
Long-term debt		50	40	96	77
Total interest expense		87	68	166	133
NET INTEREST INCOME		597	584	1,201	1,155
Provision for credit losses		52	41	141	76
Net interest income after provision for credit losses		545	543	1,060	1,079
NONINTEREST INCOME
Trust and investment services income		110	111	219	220
Investment banking and debt placement fees		98	141	169	209
Service charges on deposit accounts		68	63	133	124
Operating lease income and other leasing gains		18	24	35	43
Corporate services income		53	43	103	86
Cards and payments income		52	47	98	89
Corporate-owned life insurance income		28	30	56	61
Consumer mortgage income		3	4	5	7
Mortgage servicing fees		10	9	22	22
Net gains (losses) from principal investing		11	11	11	40
Other income	[1]	22	5	53	24
Total noninterest income		473	488	904	925
NONINTEREST EXPENSE
Personnel		427	408	831	797
Net occupancy		59	66	120	131
Computer processing		45	42	88	80
Business services and professional fees		40	42	81	75
Equipment		21	22	42	44
Operating lease expense		14	12	27	23
Marketing		22	15	34	23
FDIC assessment		8	8	17	16
Intangible asset amortization		7	9	15	18
OREO expense, net		2	1	3	3
Other expense		106	86	196	170
Total noninterest expense		751	711	1,454	1,380
INCOME (LOSS) FROM CONTINUING OPERATIONS BEFORE INCOME TAXES		267	320	510	624
Income taxes		69	84	125	158
INCOME (LOSS) FROM CONTINUING OPERATIONS		198	236	385	466
Income (loss) from discontinued operations, net of taxes of $2, $2, $2, and $5 (see Note 11)		3	3	4	8
NET INCOME (LOSS)		201	239	389	474
Less: Net income (loss) attributable to noncontrolling interests		(1)	1	(1)	3
NET INCOME (LOSS) ATTRIBUTABLE TO KEY		202	238	390	471
Income (loss) from continuing operations attributable to Key common shareholders		193	230	375	452
Net income (loss) attributable to Key common shareholders		$ 196	$ 233	$ 379	$ 460
Per common share:
Income (loss) from continuing operations attributable to Key common shareholders		$ 0.23	$ 0.27	$ 0.45	$ 0.53
Income (loss) from discontinued operations, net of taxes					0.01
Net income (loss) attributable to Key common shareholders	[2]	0.23	0.28	0.45	0.54
Per common share - assuming dilution:
Income (loss) from continuing operations attributable to Key common shareholders		0.23	0.27	0.44	0.52
Income (loss) from discontinued operations, net of taxes					0.01
Net income (loss) attributable to Key common shareholders	[2]	0.23	0.27	0.45	0.53
Cash dividends declared per common share		$ 0.085	$ 0.075	$ 0.160	$ 0.140
Weighted-average common shares outstanding (000)		831,899	839,454	829,640	843,992
Effect of convertible preferred stock		0	0	0	0
Effect of common share options and other stock awards		6,597	6,858	7,138	7,695
Weighted-average common shares and potential common shares outstanding (000)	[3]	838,496	846,312	836,778	851,687
[1]	For the three months ended June 30, 2016, and June 30, 2015, net securities gains (losses) totaled less than $1 million. For the three months ended June 30, 2016, and June 30, 2015, we did not have any impairment losses related to securities.
[2]	EPS may not foot due to rounding.
[3]	Assumes conversion of common share options and other stock awards and/or convertible preferred stock, as applicable.

Consolidated Statements of Inc5

Consolidated Statements of Income (Unaudited) (Parenthetical) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Income Statement [Abstract]
Net securities gains (losses)	$ 1,000,000	$ 1,000,000		$ (1,000,000)
Impaired losses related to securities	0	0
Net tax effect on income (loss) from discontinued operations	$ 2,000,000	$ 2,000,000	$ 2,000,000	$ 5,000,000

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Statement of Comprehensive Income [Abstract]
Net income (loss)	$ 201	$ 239	$ 389	$ 474
Other comprehensive income (loss), net of tax:
Net unrealized gains (losses) on securities available for sale, net of income taxes of $35, ($31), $111 and $2	59	(51)	187	4
Net unrealized gains (losses) on derivative financial instruments, net of income taxes of $22, ($10), $56, and $9	36	(17)	94	15
Foreign currency translation adjustments, net of income taxes of $1, $0, $4, and ($8)	2		7	(13)
Net pension and postretirement benefit costs, net of income taxes of $1, $2, $5, and $3	2	2	3	5
Total other comprehensive income (loss), net of tax	99	(66)	291	11
Comprehensive income (loss)	300	173	680	485
Less: Comprehensive income attributable to noncontrolling interests	(1)	1	(1)	3
Comprehensive income (loss) attributable to Key	$ 301	$ 172	$ 681	$ 482

Consolidated Statements of Com7

Consolidated Statements of Comprehensive Income (Unaudited) (Parenthetical) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Statement of Comprehensive Income [Abstract]
Income taxes effect on net unrealized (losses) gains on securities available for sale	$ 35	$ (31)	$ 111	$ 2
Income taxes effect on net unrealized gains (losses) on derivative financial instruments	22	(10)	56	9
Income taxes effect on foreign currency translation adjustments	1	0	4	(8)
Income taxes effect on net pension and postretirement benefit costs	$ 1	$ 2	$ 5	$ 3

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)	$ 474						471					3
Other comprehensive income (loss):
Net unrealized gains (losses) on securities available for sale, net of income taxes	4										4
Net unrealized gains (losses) on derivative financial instruments, net of income taxes	15										15
Foreign currency translation adjustments, net of income taxes	(13)										(13)
Net pension and postretirement benefit costs, net of income taxes	5										5
Deferred compensation						12
Cash dividends declared on common shares							(119)
Cash dividends declared on Noncumulative Series A Preferred Stock								$ (11)
Common shares repurchased, value									(325)
Common shares repurchased, shares				(22,881)
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						(100)			121
Common shares reissued (returned) for stock options and other employee benefit plans, shares				7,053
Net contribution from (distribution to) noncontrolling interests												(4)
Ending Balance at Jun. 30, 2015	10,601	$ 290		$ 1,017		3,898	8,614		(2,884)		(345)	11
Ending Balance, Preferred Shares at Jun. 30, 2015		2,900
Ending Balance, Common Shares at Jun. 30, 2015				843,608
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)	389						390					(1)
Other comprehensive income (loss):
Net unrealized gains (losses) on securities available for sale, net of income taxes	187										187
Net unrealized gains (losses) on derivative financial instruments, net of income taxes	94										94
Foreign currency translation adjustments, net of income taxes	7										7
Net pension and postretirement benefit costs, net of income taxes	3										3
Deferred compensation						(4)
Cash dividends declared on common shares							(135)
Cash dividends declared on Noncumulative Series A Preferred Stock								$ (11)
Common shares reissued (returned) for stock options and other employee benefit plans						(83)			119
Common shares reissued (returned) for stock options and other employee benefit plans, shares				6,952
Net contribution from (distribution to) noncontrolling interests												(7)
Ending Balance at Jun. 30, 2016	$ 11,318	$ 290		$ 1,017		$ 3,835	$ 9,166		$ (2,881)		$ (114)	$ 5
Ending Balance, Preferred Shares at Jun. 30, 2016		2,900
Ending Balance, Common Shares at Jun. 30, 2016				842,703

Consolidated Statements of Cha9

Consolidated Statements of Changes in Equity (Unaudited) (Parenthetical) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Income taxes effect on net unrealized (losses) gains on securities available for sale	$ 111	$ 2
Income taxes effect on net unrealized gains (losses) on derivative financial instruments	56	9
Income taxes effect on foreign currency translation adjustments	4	(8)
Income taxes effect on net pension and postretirement benefit costs	$ 5	$ 3
Cash dividends declared on common shares, per share	$ 0.160	$ 0.140
Retained Earnings [Member]
Cash dividends declared on common shares, per share	$ 0.16	$ 0.14
Accumulated Other Comprehensive Income (Loss) [Member]
Income taxes effect on net unrealized (losses) gains on securities available for sale	$ 111	$ 2
Income taxes effect on net unrealized gains (losses) on derivative financial instruments	56	9
Income taxes effect on foreign currency translation adjustments	4	(8)
Income taxes effect on net pension and postretirement benefit costs	$ 5	$ 3
Series A Preferred Stock [Member] | Retained Earnings [Member]
Cash dividends declared on Preferred Stock, per share	$ 3.875	$ 3.875

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
OPERATING ACTIVITIES
Net income (loss)	$ 389	$ 474
Adjustments to reconcile net income (loss) to net cash provided by (used in) operating activities:
Provision for credit losses	141	76
Depreciation, amortization and accretion expense, net	124	116
Increase in cash surrender value of corporate-owned life insurance	(49)	(50)
Stock-based compensation expense	36	33
FDIC reimbursement (payments), net of FDIC expense		(1)
Deferred income taxes (benefit)	27	(27)
Proceeds from sales of loans held for sale	2,940	3,726
Originations of loans held for sale, net of repayments	(2,691)	(3,756)
Net losses (gains) on sales of loans held for sale	(31)	(55)
Net losses (gains) from principal investing	(11)	(40)
Net losses (gains) and writedown on OREO	2	2
Net losses (gains) on leased equipment	1	(9)
Net securities losses (gains)		1
Net losses (gains) on sales of fixed assets	3	2
Net decrease (increase) in trading account assets	(177)	76
Other operating activities, net	20	(509)
NET CASH PROVIDED BY (USED IN) OPERATING ACTIVITIES	724	59
INVESTING ACTIVITIES
Net decrease (increase) in short-term investments, excluding acquisitions	(3,892)	1,047
Purchases of securities available for sale	(1,614)	(2,451)
Proceeds from sales of securities available for sale		11
Proceeds from prepayments and maturities of securities available for sale	1,565	1,547
Proceeds from prepayments and maturities of held-to-maturity securities	586	566
Purchases of held-to-maturity securities	(523)	(575)
Purchases of other investments	(24)	(20)
Proceeds from sales of other investments	77	77
Proceeds from prepayments and maturities of other investments	1	5
Net decrease (increase) in loans, excluding acquisitions, sales and transfers	(2,429)	(1,128)
Proceeds from sales of portfolio loans	72	67
Proceeds from corporate-owned life insurance	22	26
Purchases of premises, equipment, and software	(30)	(17)
Proceeds from sales of OREO	7	10
NET CASH PROVIDED BY (USED IN) INVESTING ACTIVITIES	(6,182)	(835)
FINANCING ACTIVITIES
Net increase (decrease) in deposits, excluding acquisitions	4,279	(1,329)
Net increase (decrease) in short-term borrowings	142	(26)
Net proceeds from issuance of long-term debt	1,578	2,750
Payments on long-term debt	(509)	(141)
Repurchase of common shares		(325)
Net proceeds from reissuance of common shares	3	17
Cash dividends paid	(146)	(130)
NET CASH PROVIDED BY (USED IN) FINANCING ACTIVITIES	5,347	816
NET INCREASE (DECREASE) IN CASH AND DUE FROM BANKS	(111)	40
CASH AND DUE FROM BANKS AT BEGINNING OF PERIOD	607	653
CASH AND DUE FROM BANKS AT END OF PERIOD	496	693
Additional disclosures relative to cash flows:
Interest paid	190	149
Income taxes paid (refunded)	59	90
Noncash items:
Reduction of secured borrowing and related collateral	33	103
Loans transferred to portfolio from held for sale	6
Loans transferred to held for sale from portfolio	28	16
Loans transferred to OREO	$ 10	$ 12

Basis of Presentation and Accou

Basis of Presentation and Accounting Policies	6 Months Ended
	Jun. 30, 2016
Organization, Consolidation and Presentation of Financial Statements [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. ERISA: Employee Retirement Income Security Act of 1974. OTTI: Other-than-temporary impairment. ERM: Enterprise risk management. PBO: Projected benefit obligation. EVE: Economic value of equity. PCI: Purchased credit impaired. FASB: Financial Accounting Standards Board. S&P: Standard and Poor’s Ratings Services, a Division of The FDIC: Federal Deposit Insurance Corporation. McGraw-Hill Companies, Inc. Federal Reserve: Board of Governors of the Federal Reserve SEC: U.S. Securities and Exchange Commission. System. Series A Preferred Stock: KeyCorp’s 7.750% Noncumulative FHLB: Federal Home Loan Bank of Cincinnati. Perpetual Convertible Preferred Stock, Series A. FHLMC: Federal Home Loan Mortgage Corporation. SIFIs: Systemically important financial institutions, including First Niagara: First Niagara Financial Group, Inc. BHCs with total consolidated assets of at least $50 billion (NASDAQ: FNFG). and nonbank financial companies designated by FSOC for FNMA: Federal National Mortgage Association, or Fannie Mae. supervision by the Federal Reserve. FSOC: Financial Stability Oversight Council. TDR: Troubled debt restructuring. GAAP: U.S. generally accepted accounting principles. TE: Taxable-equivalent. GNMA: Government National Mortgage Association. U.S. Treasury: United States Department of the Treasury. ISDA: International Swaps and Derivatives Association. VaR: Value at risk. KAHC: Key Affordable Housing Corporation. 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 June 30, 2016 Financial instruments. 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	6 Months Ended
	Jun. 30, 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 June 30, Six months ended June 30, dollars in millions, except per share amounts 2016 2015 2016 2015 EARNINGS Income (loss) from continuing operations $ 198 $ 236 $ 385 $ 466 Less: Net income (loss) attributable to noncontrolling interests (1 ) 1 (1 ) 3 Income (loss) from continuing operations attributable to Key 199 235 386 463 Less: Dividends on Series A Preferred Stock 6 5 11 11 Income (loss) from continuing operations attributable to Key common shareholders 193 230 375 452 Income (loss) from discontinued operations, net of taxes (a) 3 3 4 8 Net income (loss) attributable to Key common shareholders $ 196 $ 233 $ 379 $ 460 WEIGHTED-AVERAGE COMMON SHARES Weighted-average common shares outstanding (000) 831,899 839,454 829,640 843,992 Effect of convertible preferred stock — — — — Effect of common share options and other stock awards 6,597 6,858 7,138 7,695 Weighted-average common shares and potential common shares outstanding (000) (b) 838,496 846,312 836,778 851,687 EARNINGS PER COMMON SHARE Income (loss) from continuing operations attributable to Key common shareholders $ .23 $ .27 $ .45 $ .53 Income (loss) from discontinued operations, net of taxes (a) — — — .01 Net income (loss) attributable to Key common (c) .23 .28 .45 .54 Income (loss) from continuing operations attributable to Key common shareholders — assuming dilution $ .23 $ .27 $ .44 $ .52 Income (loss) from discontinued operations, net of taxes (a) — — — .01 Net income (loss) attributable to Key common shareholders — assuming dilution (c) .23 .27 .45 .53 (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) Assumes conversion of common share options and other stock awards and/or convertible preferred stock, as applicable. (c) EPS may not foot due to rounding.

Loans and Loans Held for Sale

Loans and Loans Held for Sale	6 Months Ended
	Jun. 30, 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 June 30, December 31, June 30, Commercial, financial and agricultural (a) $ 33,376 $ 31,240 $ 29,285 Commercial real estate: Commercial mortgage 8,582 7,959 7,874 Construction 881 1,053 1,254 Total commercial real estate loans 9,463 9,012 9,128 Commercial lease financing (b) 3,988 4,020 4,010 Total commercial loans 46,827 44,272 42,423 Residential — prime loans: Real estate — residential mortgage 2,285 2,242 2,252 Home equity loans 10,062 10,335 10,532 Total residential — prime loans 12,347 12,577 12,784 Consumer direct loans 1,584 1,600 1,595 Credit cards 813 806 753 Consumer indirect loans 527 621 709 Total consumer loans 15,271 15,604 15,841 Total loans (c) (d) $ 62,098 $ 59,876 $ 58,264 (a) Loan balances include $88 million, $85 million, and $89 million of commercial credit card balances at June 30, 2016, December 31, 2015, and June 30, 2015, respectively. (b) Commercial lease financing includes receivables held as collateral for a secured borrowing of $102 million, $134 million, and $191 million at June 30, 2016, December 31, 2015, and June 30, 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 June 30, 2016, total loans include purchased loans of $104 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 June 30, 2015, total loans include purchased loans of $125 million, of which $12 million were PCI loans. (d) Total loans exclude loans of $1.7 billion at June 30, 2016, $1.8 billion at December 31, 2015, and $2 billion at June 30, 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 June 30, December 31, June 30, Commercial, financial and agricultural $ 150 $ 76 $ 217 Real estate — commercial mortgage 270 532 576 Commercial lease financing 3 14 7 Real estate — residential mortgage 19 17 35 Total loans held for sale $ 442 $ 639 $ 835 Our quarterly summary of changes in loans held for sale follows: in millions June 30, December 31, June 30, Balance at beginning of the period $ 684 $ 916 $ 1,649 New originations 1,539 1,655 1,650 Transfers from (to) held to maturity, net 22 22 6 Loan sales (1,802 ) (1,943 ) (2,466 ) Loan draws (payments), net (1 ) (11 ) (4 ) Balance at end of period $ 442 $ 639 $ 835

Asset Quality

Asset Quality	6 Months Ended
	Jun. 30, 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 June 30, December 31, June 30, Total nonperforming loans (a), (b) $ 619 $ 387 $ 419 OREO (c) 15 14 20 Other nonperforming assets 3 2 1 Total nonperforming assets (a) $ 637 $ 403 $ 440 Nonperforming assets from discontinued operations—education lending (d) $ 5 $ 7 $ 6 Restructured loans included in nonperforming loans (a) $ 133 $ 159 $ 170 Restructured loans with an allocated specific allowance (e) 54 69 79 Specifically allocated allowance for restructured loans (f) 34 30 36 Accruing loans past due 90 days or more $ 70 $ 72 $ 66 Accruing loans past due 30 through 89 days 203 208 181 (a) Nonperforming loan balances exclude $11 million, $11 million, and $12 million of PCI loans at June 30, 2016, December 31, 2015, and June 30, 2015, respectively. (b) Includes carrying value of consumer residential mortgage loans in the process of foreclosure of approximately $111 million, $114 million, and $116 million at June 30, 2016, December 31, 2015, and June 30, 2015, respectively. (c) Includes carrying value of foreclosed residential real estate of approximately $12 million, $11 million, and $15 million at June 30, 2016, December 31, 2015, and June 30, 2015, respectively. (d) Restructured loans of approximately $22 million, $21 million, and $19 million are included in discontinued operations at June 30, 2016, December 31, 2015, and June 30, 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 June 30, 2016, the outstanding unpaid principal balance and carrying value of all PCI loans was $16 million and $11 million, respectively, compared to $17 million and $11 million, respectively, at December 31, 2015, and $18 million and $12 million, respectively, at June 30, 2015. Changes in the accretable yield during the first six months of 2016 included accretion and net reclassifications of less than $1 million, resulting in an ending balance of $5 million at June 30, 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 primarily unchanged from the ending balance at December 31, 2014, given that accretion and net reclassifications were less than $1 million during 2015. Changes in the accretable yield during the first six months of 2015 included accretion and net reclassifications of less than $1 million, resulting in an ending balance of $5 million at June 30, 2015. At June 30, 2016, the approximate carrying amount of our commercial nonperforming loans outstanding represented 83% of their original contractual amount owed, total nonperforming loans outstanding represented 83% of their original contractual amount owed, and nonperforming assets in total were carried at 83% of their original contractual amount owed. At June 30, 2016, our 20 largest nonperforming loans totaled $331 million, representing 54% of total loans on nonperforming status. At June 30, 2015, our 20 largest nonperforming loans totaled $120 million, representing 29% of total loans on nonperforming status. Nonperforming loans and loans held for sale reduced expected interest income by $12 million for the six months ended June 30, 2016, and $8 million for the six months ended June 30, 2015. The following tables set forth a further breakdown of individually impaired loans as of June 30, 2016, December 31, 2015, and June 30, 2015: June 30, 2016 in millions Recorded Investment (a) Unpaid Principal Balance (b) Specific Allowance Average Recorded Investment With no related allowance recorded: Commercial, financial and agricultural $ 293 $ 328 — $ 276 Commercial real estate: Commercial mortgage 5 7 — 5 Construction 21 29 — 15 Total commercial real estate loans 26 36 — 20 Total commercial loans 319 364 — 296 Real estate — residential mortgage 22 22 — 23 Home equity loans 65 65 — 66 Consumer indirect loans 1 1 — 1 Total consumer loans 88 88 — 90 Total loans with no related allowance recorded 407 452 — 386 With an allowance recorded: Commercial, financial and agricultural 29 30 $ 16 65 Commercial real estate: Commercial mortgage — — — 2 Total commercial real estate loans — — — 2 Total commercial loans 29 30 16 67 Real estate — residential mortgage 31 31 3 32 Home equity loans 66 66 20 65 Consumer direct loans 3 3 — 3 Credit cards 3 3 — 3 Consumer indirect loans 32 32 2 33 Total consumer loans 135 135 25 136 Total loans with an allowance recorded 164 165 41 203 Total $ 571 $ 617 $ 41 $ 589 (a) The Recorded Investment represents the face amount of the loan increased or decreased by applicable accrued interest, net deferred loan fees and costs, and unamortized premium or discount, and reflects direct charge-offs. This amount is a component of total loans on our consolidated balance sheet. (b) The Unpaid Principal Balance represents the customer’s legal obligation to us. December 31, 2015 in millions Recorded Investment (a) Unpaid Principal Balance (b) Specific Allowance Average Recorded 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 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. June 30, 2015 in millions Recorded Investment (a) Unpaid Principal Balance (b) Specific Allowance Average Recorded Investment With no related allowance recorded: Commercial, financial and agricultural $ 9 $ 56 — $ 15 Commercial real estate: Commercial mortgage 10 14 — 12 Construction 7 7 — 7 Total commercial real estate loans 17 21 — 19 Total commercial loans 26 77 — 34 Real estate — residential mortgage 22 22 — 22 Home equity loans 62 62 — 63 Consumer indirect loans 1 1 — 1 Total consumer loans 85 85 — 86 Total loans with no related allowance recorded 111 162 — 120 With an allowance recorded: Commercial, financial and agricultural 73 86 $ 24 67 Commercial real estate: Commercial mortgage 6 7 1 6 Total commercial real estate loans 6 7 1 6 Total commercial loans 79 93 25 73 Real estate — residential mortgage 33 33 5 33 Home equity loans 63 63 19 62 Consumer direct loans 3 3 — 3 Credit cards 3 3 — 3 Consumer indirect loans 42 42 3 42 Total consumer loans 144 144 27 143 Total loans with an allowance recorded 223 237 52 216 Total $ 334 $ 399 $ 52 $ 336 (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 six months ended June 30, 2016, and June 30, 2015, interest income recognized on the outstanding balances of accruing impaired loans totaled $6 million and $3 million, respectively. At June 30, 2016, aggregate restructured loans (accrual and nonaccrual loans) totaled $277 million, compared to $280 million at December 31, 2015, and $300 million at June 30, 2015. During the first six months of 2016, we added $49 million in restructured loans, which were offset by $52 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 six months of 2015, we added $73 million in restructured loans, which were partially offset by $43 million in payments and charge-offs. A further breakdown of TDRs included in nonperforming loans by loan category as of June 30, 2016, follows: June 30, 2016 dollars in millions Number of Pre-modification Post-modification LOAN TYPE Nonperforming: Commercial, financial and agricultural 14 $ 50 $ 32 Commercial real estate: Real estate — commercial mortgage 8 2 1 Total commercial real estate loans 8 2 1 Total commercial loans 22 52 33 Real estate — residential mortgage 307 19 19 Home equity loans 1,332 86 76 Consumer direct loans 28 1 1 Credit cards 267 1 1 Consumer indirect loans 81 4 3 Total consumer loans 2,015 111 100 Total nonperforming TDRs 2,037 163 133 Prior-year accruing: (a) Commercial, financial and agricultural 6 30 20 Total commercial loans 6 30 20 Real estate — residential mortgage 536 35 35 Home equity loans 1,116 64 54 Consumer direct loans 39 2 2 Credit cards 478 3 2 Consumer indirect loans 415 59 31 Total consumer loans 2,584 163 124 Total prior-year accruing TDRs 2,590 193 144 Total TDRs 4,627 $ 356 $ 277 (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: December 31, 2015 dollars in millions Number Pre-modification Post-modification 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 June 30, 2015, follows: June 30, 2015 dollars in millions Number Pre-modification Post-modification LOAN TYPE Nonperforming: Commercial, financial and agricultural 12 $ 74 $ 58 Commercial real estate: Real estate — commercial mortgage 12 32 8 Total commercial real estate loans 12 32 8 Total commercial loans 24 106 66 Real estate — residential mortgage 352 21 21 Home equity loans 1,193 80 73 Consumer direct loans 28 1 1 Credit cards 289 2 2 Consumer indirect loans 125 9 7 Total consumer loans 1,987 113 104 Total nonperforming TDRs 2,011 219 170 Prior-year accruing: (a) Commercial, financial and agricultural 14 6 3 Commercial real estate: Real estate — commercial mortgage 1 2 1 Total commercial real estate loans 1 2 1 Total commercial loans 15 8 4 Real estate — residential mortgage 491 36 36 Home equity loans 1,138 58 50 Consumer direct loans 48 2 2 Credit cards 489 3 2 Consumer indirect loans 492 62 36 Total consumer loans 2,658 161 126 Total prior-year accruing TDRs 2,673 169 130 Total TDRs 4,684 $ 388 $ 300 (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 three months ended June 30, 2016, there were no commercial loan TDRs and 41 consumer loan TDRs with a combined recorded investment of $2 million that experienced payment defaults after modifications resulting in TDR status during 2015. During the three months ended June 30, 2015, there were no significant commercial loan TDRs and 65 consumer loan TDRs with a combined recorded investment of $3 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. in millions June 30, December 31, June 30, Commercial loans: Interest rate reduction $ 52 $ 51 $ 60 Forgiveness of principal — 2 2 Other 1 1 8 Total $ 53 $ 54 $ 70 Consumer loans: Interest rate reduction $ 128 $ 132 $ 142 Forgiveness of principal 3 8 4 Other 93 86 84 Total $ 224 $ 226 $ 230 Total commercial and consumer TDRs (a) $ 277 $ 280 $ 300 Total loans 62,098 59,876 58,264 (a) Commitments outstanding to lend additional funds to borrowers whose loan terms have been modified in TDRs are $7 million, $9 million, and $8 million at June 30, 2016, December 31, 2015, and June 30, 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 June 30, 2016, approximately $61.2 billion, or 98.5%, of our total loans were current, compared to approximately $59.2 billion, or 98.9% of total loans, at December 31, 2015, and approximately $57.6 billion, or 98.8% of total loans, at June 30, 2015. At June 30, 2016, total past due loans and nonperforming loans of $892 million represented approximately 1.4% of total loans, compared to $667 million, or 1.1% of total loans, at December 31, 2015, and $666 million, or 1.2% of total loans, at June 30, 2015. The following aging analysis of past due and current loans as of June 30, 2016, December 31, 2015, and June 30, 2015, provides further information regarding Key’s credit exposure. June 30, 2016 in millions Current 30-59 60-89 90 and Nonperforming Total Past Due and Purchased Total LOAN TYPE Commercial, financial and agricultural $ 32,975 $ 46 $ 10 $ 24 $ 321 $ 401 — $ 33,376 Commercial real estate: Commercial mortgage 8,556 4 1 7 14 26 — 8,582 Construction 854 — — 2 25 27 — 881 Total commercial real estate loans 9,410 4 1 9 39 53 — 9,463 Commercial lease financing 3,939 22 6 11 10 49 — 3,988 Total commercial loans $ 46,324 $ 72 $ 17 $ 44 $ 370 $ 503 — $ 46,827 Real estate — residential mortgage $ 2,208 $ 9 $ 3 $ 1 $ 54 $ 67 $ 10 $ 2,285 Home equity loans 9,799 36 25 12 189 262 1 10,062 Consumer direct loans 1,557 18 3 5 1 27 — 1,584 Credit cards 796 5 3 7 2 17 — 813 Consumer indirect loans 511 9 3 1 3 16 — 527 Total consumer loans $ 14,871 $ 77 $ 37 $ 26 $ 249 $ 389 $ 11 $ 15,271 Total loans $ 61,195 $ 149 $ 54 $ 70 $ 619 $ 892 $ 11 $ 62,098 December 31, 2015 in millions Current 30-59 60-89 90 and Nonperforming Total Past Due and Purchased Total 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 June 30, 2015 in millions Current 30-59 60-89 90 and Nonperforming Total Past Due and Purchased Total LOAN TYPE Commercial, financial and agricultural $ 29,137 $ 26 $ 5 $ 17 $ 100 $ 148 — $ 29,285 Commercial real estate: Commercial mortgage 7,823 6 2 17 26 51 — 7,874 Construction 1,242 — — — 12 12 — 1,254 Total commercial real estate loans 9,065 6 2 17 38 63 — 9,128 Commercial lease financing 3,967 20 3 2 18 43 — 4,010 Total commercial loans $ 42,169 $ 52 $ 10 $ 36 $ 156 $ 254 — $ 42,423 Real estate — residential mortgage $ 2,155 $ 13 $ 3 $ 3 $ 67 $ 86 $ 11 $ 2,252 Home equity loans 10,264 47 24 12 184 267 1 10,532 Consumer direct loans 1,577 8 3 6 1 18 — 1,595 Credit cards 735 5 3 8 2 18 — 753 Consumer indirect loans 686 10 3 1 9 23 — 709 Total consumer loans $ 15,417 $ 83 $ 36 $ 30 $ 263 $ 412 $ 12 $ 15,841 Total loans $ 57,586 $ 135 $ 46 $ 66 $ 419 $ 666 $ 12 $ 58,264 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, $11 million, and $12 million of PCI loans at June 30, 2016, December 31, 2015, and June 30, 2015, respectively, based on regulatory classification and payment activity as of June 30, 2016, December 31, 2015, and June 30, 2015, are as follows: Commercial Credit Exposure Credit Risk Profile by Creditworthiness Category (a)(b) in millions Commercial, financial and RE — Commercial RE — Construction June 30, December 31, June 30, June 30, December 31, June 30, June 30, December 31, June 30, RATING 2016 2015 2015 2016 2015 2015 2016 2015 2015 Pass $ 31,700 $ 29,921 $ 28,169 $ 8,380 $ 7,800 $ 7,603 $ 831 $ 1,007 $ 1,222 Criticized (Accruing) 1,354 1,236 1,015 188 139 245 25 37 20 Criticized (Nonaccruing) 322 83 101 14 20 26 25 9 12 Total $ 33,376 $ 31,240 $ 29,285 $ 8,582 $ 7,959 $ 7,874 $ 881 $ 1,053 $ 1,254 Commercial Lease Total June 30, December 31, June 30, June 30, December 31, June 30, RATING 2016 2015 2015 2016 2015 2015 Pass $ 3,932 $ 3,967 $ 3,944 $ 44,843 $ 42,695 $ 40,938 Criticized (Accruing) 46 38 48 1,613 1,450 1,328 Criticized (Nonaccruing) 10 15 18 371 127 157 Total $ 3,988 $ 4,020 $ 4,010 $ 46,827 $ 44,272 $ 42,423 (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 June 30, December 31, June 30, GRADE 2016 2015 2015 Pass $ 12,080 $ 12,296 $ 12,506 Substandard 256 270 266 Total $ 12,336 $ 12,566 $ 12,772 Credit Risk Profile Based on Payment Activity (a) in millions Consumer direct loans Credit cards Consumer indirect loans June 30, December 31, June 30, June 30, December 31, June 30, June 30, December 31, June 30, 2016 2015 2015 2016 2015 2015 2016 2015 2015 Performing $ 1,583 $ 1,598 $ 1,594 $ 811 $ 804 $ 751 $ 524 $ 615 $ 700 Nonperforming 1 2 1 2 2 2 3 6 9 Total $ 1,584 $ 1,600 $ 1,595 $ 813 $ 806 $ 753 $ 527 $ 621 $ 709 Total June 30, December 31, June 30, 2016 2015 2015 Performing $ 2,918 $ 3,017 $ 3,045 Nonperforming 6 10 12 Total $ 2,924 $ 3,027 $ 3,057 (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 June 30, 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 June 30, 2016, the ALLL was $854 million, or 1.38% of loans, compared to $796 million, or 1.37% of loans, at June 30, 2015. At June 30, 2016, the ALLL was 138% of nonperforming loans, compared to 190% at June 30, 2015. A summary of the changes in the ALLL for the periods indicated is presented in the table below: Three months ended June 30, Six months ended June 30, in millions 2016 2015 2016 2015 Balance at beginning of period — continuing operations $ 826 $ 794 $ 796 $ 794 Charge-offs (64 ) (52 ) (124 ) (99 ) Recoveries 21 16 35 35 Net loans and leases charged off (43 ) (36 ) (89 ) (64 ) Provision for loan and lease losses from continuing operations 71 37 147 66 Foreign currency translation adjustment — 1 — — Balance at end of period — continuing operations $ 854 $ 796 $ 854 $ 796 The changes in the ALLL by loan category for the periods indicated are as follows: in millions December 31, Provision Charge-offs Recoveries June 30, Commercial, financial and agricultural $ 450 $ 118 $ (61 ) $ 6 $ 513 Real estate — commercial mortgage 134 (4 ) (3 ) 8 135 Real estate — construction 25 (9 ) — 1 17 Commercial lease financing 47 2 (6 ) 2 45 Total commercial loans 656 107 (70 ) 17 710 Real estate — residential mortgage 18 1 (3 ) 2 18 Home equity loans 57 18 (17 ) 7 65 Consumer direct loans 20 8 (12 ) 3 19 Credit cards 32 12 (16 ) 2 30 Consumer indirect loans 13 1 (6 ) 4 12 Total consumer loans 140 40 (54 ) 18 144 Total ALLL — continuing operations 796 147 (a) (124 ) 35 854 Discontinued operations 28 2 (15 ) 5 20 Total ALLL — including discontinued operations $ 824 $ 149 $ (139 ) $ 40 $ 874 (a) Excludes a credit for losses on lending-related commitments of $6 million. in millions December 31, Provision Charge-offs Recoveries June 30, Commercial, financial and agricultural $ 391 $ 49 $ (33 ) $ 11 $ 418 Real estate — commercial mortgage 148 (4 ) (2 ) 2 144 Real estate — construction 28 3 (1 ) 1 31 Commercial lease financing 56 (5 ) (3 ) 5 53 Total commercial loans 623 43 (39 ) 19 646 Real estate — residential mortgage 23 (1 ) (3 ) 1 20 Home equity loans 71 3 (18 ) 5 61 Consumer direct loans 22 7 (12 ) 4 21 Credit cards 33 13 (16 ) 1 31 Consumer indirect loans 22 1 (11 ) 5 17 Total consumer loans 171 23 (60 ) 16 150 Total ALLL — continuing operations 794 66 (a) (99 ) 35 796 Discontinued operations 29 1 (16 ) 8 22 Total ALLL — including discontinued operations $ 823 $ 67 $ (115 ) $ 43 $ 818 (a) Excludes provision for losses on lending-related commitments of $10 million. Our ALLL from continuing operations increased by $58 million, or 7.3%, from the second 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 $64 million, or 9.9%, from the second quarter of 2015 primarily because of loan growth and increased incurred loss estimates. The increase in these incurred loss estimates during 2015 and into 2016 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 $6 million, or 4%, from the second 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 second 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 $571 million, with a corresponding allowance of $41 million at June 30, 2016. Loans outstanding collectively evaluated for impairment totaled $61.5 billion, with a corresponding allowance of $812 million at June 30, 2016. At June 30, 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 six months ended June 30, 2016. At June 30, 2015, the loans outstanding individually evaluated for impairment totaled $334 million, with a corresponding allowance of $52 million. Loans outstanding collectively evaluated for impairment totaled $57.9 billion, with a corresponding allowance of $743 million at June 30, 2015. At June 30, 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 six months ended June 30, 2015. A breakdown of the individual and collective ALLL and the corresponding loan balances as of June 30, 2016, follows: Allowance Outstanding June 30, 2016 in millions Individually Evaluated for Collectively Evaluated for Purchased Credit Impaired Loans Individually Evaluated for Collectively Evaluated for Purchased Credit Impaired Commercial, financial and agricultural $ 16 $ 497 — $ 33,376 $ 322 $ 33,054 — Commercial real estate: Commercial mortgage — 135 — 8,582 5 8,577 — Construction — 17 — 881 21 860 — Total commercial real estate loans — 152 — 9,463 26 9,437 — Commercial lease financing — 45 — 3,988 — 3,988 — Total com

Fair Value Measurements

Fair Value Measurements	6 Months Ended
	Jun. 30, 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 June 30, 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 June 30, 2016, and June 30, 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. The Federal Reserve extended the conformance period to July 21, 2017, for all banking entities with respect to covered funds. Key is permitted to file for an additional extension of up to five years for illiquid funds, to retain the indirect investments for a longer period of time. We plan to continue to evaluate our options, including applying for the extension and holding the investments. As of June 30, 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 June 30, 2016. We did not provide any financial support to investees related to our direct and indirect investments for the six months ended June 30, 2016, and June 30, 2015. June 30, 2016 in millions Fair Value Unfunded 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 June 30, 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 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 June 30, 2016, as well as financial support provided for the six months ended June 30, 2016, and June 30, 2015. Financial support provided Three months ended June 30, Six months ended June 30, June 30, 2016 2016 2015 2016 2015 in millions Fair Unfunded Funded Funded Funded Funded Funded Funded Funded Funded INVESTMENT TYPE Direct investments (a) $ 40 — — — — — — $ 13 — $ 2 Indirect investments (b) 184 $ 44 $ 2 — $ 3 — $ 3 — $ 5 — Total $ 224 $ 44 $ 2 — $ 3 — $ 3 $ 13 $ 5 $ 2 (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 June 30, 2016, December 31, 2015, and June 30, 2015. June 30, 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 — $ 708 — $ 708 States and political subdivisions — 38 — 38 Collateralized mortgage obligations — — — — Other mortgage-backed securities — 162 — 162 Other securities — 46 — 46 Total trading account securities — 954 — 954 Commercial loans — 11 — 11 Total trading account assets — 965 — 965 Securities available for sale: States and political subdivisions — 11 — 11 Collateralized mortgage obligations — 12,518 — 12,518 Other mortgage-backed securities — 2,003 — 2,003 Other securities $ 3 — $ 17 20 Total securities available for sale 3 14,532 17 14,552 Other investments: Principal investments: Direct 16 — 24 40 Indirect (measured at NAV) (a) — — — 184 Total principal investments 16 — 24 224 Equity and mezzanine investments: Indirect (measured at NAV) (a) — — — 8 Total equity and mezzanine investments — — — 8 Total other investments 16 — 24 232 Derivative assets: Interest rate — 1,547 15 1,562 Foreign exchange 109 6 — 115 Commodity — 213 — 213 Credit — 2 2 4 Derivative assets 109 1,768 17 1,894 Netting adjustments (b) — — — (660 ) Total derivative assets 109 1,768 17 1,234 Accrued income and other assets — 5 — 5 Total assets on a recurring basis at fair value $ 128 $ 17,270 $ 58 $ 16,988 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions $ 31 $ 656 — $ 687 Derivative liabilities: Interest rate — 912 — 912 Foreign exchange 106 7 — 113 Commodity — 201 — 201 Credit — 4 — 4 Derivative liabilities 106 1,124 — 1,230 Netting adjustments (b) — — — (484 ) Total derivative liabilities 106 1,124 — 746 Accrued expense and other liabilities — 5 — 5 Total liabilities on a recurring basis at fair value $ 137 $ 1,785 — $ 1,438 (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 Total equity and mezzanine investments — — — 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. June 30, 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 — $ 580 — $ 580 States and political subdivisions — 23 — 23 Collateralized mortgage obligations — — — — Other mortgage-backed securities — 37 — 37 Other securities $ 2 24 — 26 Total trading account securities 2 664 — 666 Commercial loans — 8 — 8 Total trading account assets 2 672 — 674 Securities available for sale: States and political subdivisions — 19 — 19 Collateralized mortgage obligations — 11,751 — 11,751 Other mortgage-backed securities — 2,452 — 2,452 Other securities 12 — $ 10 22 Total securities available for sale 12 14,222 10 14,244 Other investments: Principal investments: Direct — — 70 70 Indirect (measured at NAV) (a) — — — 282 Total principal investments — — 70 352 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 — — 70 365 Derivative assets: Interest rate — 840 16 856 Foreign exchange 121 10 — 131 Commodity — 379 — 379 Credit — 1 3 4 Derivative assets 121 1,230 19 1,370 Netting adjustments (b) — — — (834 ) Total derivative assets 121 1,230 19 536 Accrued income and other assets — 2 — 2 Total assets on a recurring basis at fair value $ 135 $ 16,126 $ 99 $ 15,821 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions $ 1 $ 527 — $ 528 Derivative liabilities: Interest rate — 568 — 568 Foreign exchange 100 8 — 108 Commodity — 365 — 365 Credit — 5 — 5 Derivative liabilities 100 946 — 1,046 Netting adjustments (b) — — — (486 ) Total derivative liabilities 100 946 — 560 Accrued expense and other liabilities — 2 — 2 Total liabilities on a recurring basis at fair value $ 101 $ 1,475 — $ 1,090 (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 and six months ended June 30, 2016, and June 30, 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 Gains Purchases Sales Settlements Transfers (d) Transfers (d) End of (f) Unrealized Six months ended June 30, 2016 Securities available for sale Other securities $ 17 — — — — — — $ 17 — Other investments Principal investments Direct 50 $ 3 (b) — $ (29 ) — — — 24 $ (1 ) (b) Other indirect 20 — — (20 ) — — — — (1 ) (b) — Derivative instruments (a) Interest rate 16 6 (c) — — — $ 3 (e) $ (10 ) (e) 15 — Credit 1 (6 ) (c) — — $ 7 — — 2 — Three months ended June 30, 2016 Securities available for sale Other securities $ 17 — — — — — — $ 17 — Other investments Principal investments Direct 47 $ 6 (b) — $ (29 ) — — — 24 $ 2 (b) Indirect 18 1 (b) — (19 ) — — — — — Derivative instruments (a) Interest rate 16 2 (c) — — — — $ (3 ) (e) 15 — Credit 2 (4 ) (c) — — $ 4 — — 2 — in millions Beginning Gains Purchases Sales Settlements Transfers Level 3 (d) Transfers (d) End of (f) Unrealized Six months ended June 30, 2015 Securities available for sale Other securities $ 10 — — — — — — $ 10 — Other investments Principal investments Direct 102 $ 16 (b) $ 2 $ (50 ) — — — 70 $ (3 ) (b) Equity and mezzanine investments Direct — 2 (b) — (2 ) — — — — 2 (b) Derivative instruments (a) Interest rate 13 (1 ) (c) 1 — — $ 8 (e) $ (5 ) (e) 16 — Credit 2 (4 ) (c) — — $ 5 — — 3 — Three months ended June 30, 2015 Securities available for sale Other securities $ 10 — — — — — — $ 10 — Other investments Principal investments Direct 73 $ 3 (b) $ 1 $ (7 ) — — — 70 $ (3 ) (b) Derivative instruments (a) Interest rate 10 (3 ) (c) 1 — — $ 8 (e) — 16 — Credit 2 (1 ) (c) — — $ 2 — — 3 — (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 unobservable inputs became less significant. (f) There were no issuances for the six-month periods ended June 30, 2016, and June 30, 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 June 30, 2016, December 31, 2015, and June 30, 2015. The following table presents o

Securities

Securities	6 Months Ended
	Jun. 30, 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. June 30, 2016 in millions Amortized Gross Gross Fair SECURITIES AVAILABLE FOR SALE States and political subdivisions $ 11 $ 1 — $ 12 Collateralized mortgage obligations 12,344 187 $ 13 12,518 Other mortgage-backed securities 1,970 32 — 2,002 Other securities 21 — 1 20 Total securities available for sale $ 14,346 $ 220 $ 14 $ 14,552 HELD-TO-MATURITY SECURITIES Collateralized mortgage obligations $ 4,099 $ 45 $ 6 $ 4,138 Other mortgage-backed securities 711 18 — 729 Other securities 22 — — 22 Total held-to-maturity securities $ 4,832 $ 63 $ 6 $ 4,889 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 June 30, 2015 in millions Amortized Gross Gross Fair SECURITIES AVAILABLE FOR SALE States and political subdivisions $ 19 — — $ 19 Collateralized mortgage obligations 11,765 $ 101 $ 115 11,751 Other mortgage-backed securities 2,439 21 8 2,452 Other securities 20 2 — 22 Total securities available for sale $ 14,243 $ 124 $ 123 $ 14,244 HELD-TO-MATURITY SECURITIES Collateralized mortgage obligations $ 4,463 $ 17 $ 43 $ 4,437 Other mortgage-backed securities 539 — 4 535 Other securities 20 — — 20 Total held-to-maturity securities $ 5,022 $ 17 $ 47 $ 4,992 The following table summarizes our securities that were in an unrealized loss position as of June 30, 2016, December 31, 2015, and June 30, 2015. Duration of Unrealized Loss Position Less than 12 Months 12 Months or Longer Total in millions Fair Gross Fair Gross Fair Gross June 30, 2016 Securities available for sale: Collateralized mortgage obligations $ 410 $ 1 $ 1,626 $ 12 $ 2,036 $ 13 Other securities — — 3 1 3 1 Held-to-maturity: Collateralized mortgage obligations 128 1 582 5 710 6 Other securities (a) — — 4 — 4 — Total temporarily impaired securities $ 538 $ 2 $ 2,215 $ 18 $ 2,753 $ 20 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 (a) 4 — — — 4 — Total temporarily impaired securities $ 9,204 $ 78 $ 4,529 $ 130 $ 13,733 $ 208 June 30, 2015 Securities available for sale: Collateralized mortgage obligations $ 2,784 $ 46 $ 2,624 $ 69 $ 5,408 $ 115 Other mortgage-backed securities 1,060 8 — — 1,060 8 Other securities (b) — — 3 — 3 — Held-to-maturity: Collateralized mortgage obligations 1,236 12 1,278 31 2,514 43 Other mortgage-backed securities 475 4 — — 475 4 Other securities (a) 4 — — — 4 — Total temporarily impaired securities $ 5,559 $ 70 $ 3,905 $ 100 $ 9,464 $ 170 (a) Gross unrealized losses totaled less than $1 million for other securities held to maturity as of June 30, 2016, December 31, 2015, and June 30, 2015. (b) Gross unrealized losses totaled less than $1 million for other securities available for sale as of June 30, 2015. At June 30, 2016, we had $13 million of gross unrealized losses related to 33 fixed-rate CMOs that we invested in as part of our overall A/LM strategy. These securities had a weighted-average maturity of 3.8 years at June 30, 2016. We also had less than $1 million of gross unrealized losses related to 7 other mortgage-backed securities positions, which had a weighted-average maturity of 3.9 years at June 30, 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 June 30, 2016. Three months ended June 30, 2016 in millions Balance at March 31, 2016 $ 4 Impairment recognized in earnings — Balance at June 30, 2016 $ 4 For the six months ended June 30, 2016, net securities gains (losses) related to securities available for sale totaled less than $1 million. At June 30, 2016, securities available for sale and held-to-maturity securities totaling $5.7 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 June 30, 2016 in millions Amortized Fair Amortized Fair Due in one year or less $ 249 $ 252 $ 86 $ 87 Due after one through five years 13,456 13,649 4,035 4,073 Due after five through ten years 640 649 711 729 Due after ten years 1 2 — — Total $ 14,346 $ 14,552 $ 4,832 $ 4,889

Derivatives and Hedging Activit

Derivatives and Hedging Activities	6 Months Ended
	Jun. 30, 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 June 30, 2016, after taking into account the effects of bilateral collateral and master netting agreements, we had $398 million of derivative assets and a positive $6 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 $836 million and derivative liabilities of $752 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 June 30, 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 June 30, 2016, December 31, 2015, and June 30, 2015. The change in the notional amounts of these derivatives by type from December 31, 2015, to June 30, 2016, indicates the volume of our derivative transaction activity during the first half 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: June 30, 2016 December 31, 2015 June 30, 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 $ 22,754 $ 572 $ 13 $ 18,917 $ 257 $ 15 $ 17,324 $ 267 $ 22 Foreign exchange 289 8 13 312 20 — 333 17 4 Total 23,043 580 26 19,229 277 15 17,657 284 26 Derivatives not designated as hedging instruments: Interest rate 44,498 990 899 43,965 627 548 45,067 589 546 Foreign exchange 6,148 107 100 6,454 131 124 6,486 114 104 Commodity 1,319 213 201 1,144 444 433 1,537 379 365 Credit 467 4 4 632 6 6 505 4 5 Total 52,432 1,314 1,204 52,195 1,208 1,111 53,595 1,086 1,020 Netting adjustments (a) — (660 ) (484 ) — (866 ) (494 ) — (834 ) (486 ) Net derivatives in the balance sheet 75,475 1,234 746 71,424 619 632 71,252 536 560 Other collateral (b) — (48 ) (212 ) — (91 ) (204 ) — (96 ) (216 ) Net derivative amounts $ 75,475 $ 1,186 $ 534 $ 71,424 $ 528 $ 428 $ 71,252 $ 440 $ 344 (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 six-month periods ended June 30, 2016, and June 30, 2015, and where they are recorded on the income statement. Six months ended June 30, 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 $ 164 Long-term debt Other income $ (165 ) (a) Interest rate Interest expense — Long-term debt 50 Total $ 214 $ (165 ) Six months ended June 30, 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 $ (17 ) Long-term debt Other income $ 17 (a) Interest rate Interest expense — Long-term debt 60 Total $ 43 $ 17 (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 June 30, 2016, we would expect to reclassify an estimated $45 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 June 30, 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 six-month periods ended June 30, 2016, and June 30, 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. Six months ended June 30, 2016 in millions Net Gains (Losses) Income Statement Location of Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion) Net Gains (Effective Income Statement Location of Net Gains (Losses) Recognized in Income (Ineffective Portion) Net Gains (Losses) Cash Flow Hedges Interest rate $ 204 Interest income — Loans $ 45 Other income — Interest rate (6 ) Interest expense — Long-term debt (2 ) Other income — Interest rate (1 ) Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts (5 ) Other Income — Other income — Total $ 192 $ 43 — Six months ended June 30, 2015 in millions Net Gains (Losses) Income Statement Location of Net Gains (Losses) Reclassified From OCI Net Gains Income Statement Location of (Ineffective Portion) Net Gains (Losses) Cash Flow Hedges Interest rate $ 48 Interest income — Loans $ 45 Other income — Interest rate 1 Interest expense — Long-term debt (2 ) Other income — Interest rate 1 Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts 17 Other Income — Other income — Total $ 67 $ 43 — 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 June 30, AOCI resulting from cash flow and net investment hedges $ 20 $ 121 $ (27 ) $ 114 Nonhedging instruments. The following table summarizes the pre-tax net gains (losses) on our derivatives that are not designated as hedging instruments for the six-month periods ended June 30, 2016, and June 30, 2015, and where they are recorded on the income statement. Six months ended June 30, 2016 Six months ended June 30, 2015 in millions Corporate Other Total Corporate Other Total NET GAINS (LOSSES) Interest rate $ 13 $ (2 ) $ 11 $ 9 — $ 9 Foreign exchange 19 — 19 18 — 18 Commodity 2 — 2 3 — 3 Credit 1 (6 ) (5 ) — $ (7 ) (7 ) Total net gains (losses) $ 35 $ (8 ) $ 27 $ 30 $ (7 ) $ 23 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 $241 million at June 30, 2016, $377 million at December 31, 2015, and $364 million at June 30, 2015. The cash collateral netted against derivative liabilities totaled $64 million at June 30, 2016, $5 million at December 31, 2015, and $16 million at June 30, 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 June 30, 2016, we posted $491 million of cash collateral with clearing organizations and held $310 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 June 30, 2015, we posted $114 million of cash collateral with clearing organizations and held $3 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 June 30, December 31, June 30, Largest gross exposure (derivative asset) to an individual counterparty $ 135 $ 158 $ 105 Collateral posted by this counterparty 58 85 44 Derivative liability with this counterparty 122 74 90 Collateral pledged to this counterparty 57 — 37 Net exposure after netting adjustments and collateral 12 (1 ) 8 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 June 30, December 31, June 30, Interest rate $ 1,342 $ 628 $ 606 Foreign exchange 39 66 50 Commodity 91 298 243 Credit 3 4 1 Derivative assets before collateral 1,475 996 900 Less: Related collateral 241 377 364 Total derivative assets $ 1,234 $ 619 $ 536 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 June 30, 2016, we had gross exposure of $886 million to broker-dealers and banks. We had net exposure of $571 million after the application of master netting agreements and cash collateral, where such qualifying agreements exist. We had net exposure of $506 million after considering $65 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 June 30, 2016, which we estimate to be the potential future losses on amounts due from client counterparties in the event of default. At June 30, 2016, we had gross exposure of $738 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 $663 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 $10 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 June 30, 2016, December 31, 2015, and June 30, 2015. The fair value of credit derivatives presented below does not take into account the effects of bilateral collateral or master netting agreements. June 30, 2016 December 31, 2015 June 30, 2015 in millions Purchased Sold Net Purchased Sold Net Purchased Sold Net Single-name credit default swaps $ (2 ) — $ (2 ) $ (3 ) — $ (3 ) $ (2 ) — $ (2 ) Traded credit default swap indices 2 — 2 4 — 4 2 — 2 Other (a) — — — — $ (1 ) (1 ) — $ (1 ) (1 ) Total credit derivatives — — — $ 1 $ (1 ) — — $ (1 ) $ (1 ) (a) As of June 30, 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 June 30, 2016, December 31, 2015, and June 30, 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. June 30, 2016 December 31, 2015 June 30, 2015 dollars in millions Notional Average Payment / Notional Average Payment / Notional Average Payment / Single-name credit default swaps — — — — — — $ 5 .22 .87 % Other $ 25 16.60 8.95 % $ 5 2.67 14.46 % 6 2.51 8.36 Total credit derivatives sold $ 25 — — $ 5 — — $ 11 — — 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 June 30, 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 June 30, 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 $261 million, which includes $241 million in derivative assets and $502 million in derivative liabilities. We had $265 million in cash and securities collateral posted to cover those positions as of June 30, 2016. The aggregate fair value of all derivative contracts with credit risk contingent features held by KeyCorp as of June 30, 2016, that were in a net liability position totaled $12 million, which consists solely of derivative liabilities. We had $12 million in collateral posted to cover those positions as of June 30, 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 June 30, 2016, December 31, 2015, and June 30, 2015. The additional collateral amounts were calculated based on scenarios under which KeyBank’s ratings are downgraded one, two, or three ratings as of June 30, 2016, December 31, 2015, and June 30, 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 June 30, 2016, December 31, 2015, or June 30, 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. June 30, 2016 December 31, 2015 June 30, 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 2 2 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 June 30, 2016, December 31, 2015, and June 30, 2015. If KeyBank’s ratings had been downgraded below investment grade as of June 30, 2016, December 31, 2015, or June 30, 2015, payments of up to $3 million, $5 million, and $7 million, respectively, would have been required to either terminate the contracts or post additional collateral for those contracts in a net liability position, taking into account all collateral already posted. If KeyCorp’s ratings had been downgraded below investment grade as of June 30, 2016, December 31, 2015, and June 30, 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	6 Months Ended
	Jun. 30, 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 June 30, Six months ended June 30, in millions 2016 2015 2016 2015 Balance at beginning of period $ 318 $ 324 $ 321 $ 323 Servicing retained from loan sales 15 18 22 28 Purchases — 10 12 25 Amortization (10 ) (23 ) (32 ) (47 ) Balance at end of period $ 323 $ 329 $ 323 $ 329 Fair value at end of period $ 404 $ 423 $ 404 $ 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 June 30, 2016, December 31, 2015, and June 30, 2015, along with the valuation techniques, are shown in the following table: June 30, 2016 dollars in millions Valuation Technique Significant Unobservable Input Range (Weighted-Average) Mortgage servicing assets Discounted cash flow Prepayment speed 1.50 - 17.50% (4.20%) Expected defaults 1.00 - 3.00% (1.60%) Residual cash flows discount rate 7.00 - 15.00% (7.90%) Escrow earn rate 0.90 - 3.00% (2.10%) Servicing cost $150 - $2,700 ($1,136) Loan assumption rate 0.00 - 3.00% (1.27%) Percentage late 0.00 - 2.10% (0.34%) December 31, 2015 dollars in millions Valuation Technique Significant Unobservable Input Range (Weighted-Average) Mortgage servicing assets Discounted cash flow Prepayment speed 1.90 - 17.20% (4.60%) 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%) June 30, 2015 dollars in millions Valuation Technique Significant Unobservable Input Range (Weighted-Average) Mortgage servicing assets Discounted cash flow Prepayment speed 1.70 - 14.90% (4.70%) Expected defaults 1.00 - 3.00% (1.80%) Residual cash flows discount rate 7.00 - 15.00% (7.80%) Escrow earn rate 0.70 - 3.30% (2.00%) Servicing cost $150 - $2,750 ($1,088) Loan assumption rate 0.20 - 3.00% (1.41%) Percentage late 0.00 - 2.00% (0.32%) 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 $66 million for the six-month period ended June 30, 2016, and $69 million for the six-month period ended June 30, 2015. This fee income was offset by $44 million of amortization for the six-month period ended June 30, 2016, and $47 million for the six-month period ended June 30, 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	6 Months Ended
	Jun. 30, 2016
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Variable Interest Entities	9. Variable Interest Entities A VIE is a partnership, limited liability company, trust, or other legal entity that meets any one of the following criteria: • The entity does not have sufficient equity to conduct its activities without additional subordinated financial support from another party. • The entity’s investors lack the power to direct the activities that most significantly 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 billion, $1.1 billion, and $996 million of investments in LIHTC operating partnerships at June 30, 2016, December 31, 2015, and June 30, 2015, respectively. These investments are recorded in “accrued income and other assets” on our balance sheet. We do not have any loss reserves recorded related to these investments because we believe the likelihood of any loss is remote. For all legally binding unfunded equity commitments, we increase our recognized investment and recognize a liability. As of June 30, 2016, December 31, 2015, and June 30, 2015, we had liabilities of $383 million, $410 million, and $333 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 June 30, 2016, December 31, 2015, and June 30, 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 June 30, 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 June 30, 2015. Unconsolidated VIEs in millions Total Assets Total Liabilities Maximum June 30, 2016 LIHTC investments $ 4,650 $ 1,909 $ 1,232 December 31, 2015 LIHTC investments $ 4,914 $ 1,368 $ 1,332 June 30, 2015 LIHTC investments $ 3,338 $ 552 $ 1,175 We amortize our LIHTC investments over the period that we expect to receive the tax benefits. During the first six months of 2016, we recognized $64 million of amortization and $67 million of tax credits associated with these investments within “income taxes” on our income statement. During the first six months of 2015, we recognized $56 million of amortization and $64 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 $184 million, $235 million, and $282 million at June 30, 2016, December 31, 2015, and June 30, 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 June 30, 2016. Unconsolidated VIEs in millions Total Total Maximum June 30, 2016 KCC indirect investments $ 32,861 $ 203 $ 228 Other unconsolidated VIEs. Consolidated VIEs.

Income Taxes

Income Taxes	6 Months Ended
	Jun. 30, 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 25.6% for the second quarter of 2016 and 26.3% for the second 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 June 30, 2016, from continuing operations, we had a net federal deferred tax asset of $75 million and a net state deferred tax asset of $12 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 $195 million and a net state deferred tax asset of $24 million at June 30, 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 June 30, 2016, December 31, 2015, and June 30, 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 June 30, 2016, $2.7 million at December 31, 2015, and less than $1 million at June 30, 2015.

Acquisitions and Discontinued O

Acquisitions and Discontinued Operations	6 Months Ended
	Jun. 30, 2016
Business Combinations [Abstract]
Acquisitions and Discontinued Operations	11. Acquisitions and Discontinued Operations Acquisitions First Niagara Financial Group, Inc. 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 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 merger. On July 12, 2016, KeyCorp received regulatory approval from the Federal Reserve to complete the merger with First Niagara. On August 1, 2016, First Niagara merged with and into KeyCorp, with KeyCorp as the surviving entity. The total consideration for the transaction was approximately $4.0 billion. As of June 30, 2016, First Niagara, headquartered in Buffalo, New York, had approximately 390 branches with $40 billion of total assets and $29 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 June 30, Six months ended June 30, in millions 2016 2015 2016 2015 Net interest income $ 7 $ 10 $ 14 $ 20 Provision for credit losses — — 2 2 Net interest income after provision for credit losses 7 10 12 18 Noninterest income 2 (1 ) 3 3 Noninterest expense 4 4 9 8 Income (loss) before income taxes 5 5 6 13 Income taxes 2 2 2 5 Income (loss) from discontinued operations, net of taxes (a) $ 3 $ 3 $ 4 $ 8 (a) Includes after-tax charges of $6 million and $5 million for the three-month periods ended June 30, 2016, and June 30, 2015, respectively, and $12 million and $11 million for the six-month periods ended June 30, 2016, and June 30, 2015, respectively, determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations. The discontinued assets of our education lending business included on the balance sheet are as follows. There were no discontinued liabilities for the periods presented below. in millions June 30, December 31, June 30, Held-to-maturity securities $ 1 $ 1 $ 1 Portfolio loans at fair value 3 4 — Loans, net of unearned income (a) 1,689 1,824 1,962 Less: Allowance for loan and lease losses 20 28 22 Net loans 1,672 1,800 1,940 Portfolio loans held for sale at fair value — — 179 Accrued income and other assets 29 30 34 Total assets $ 1,702 $ 1,831 $ 2,154 (a) At June 30, 2016, December 31, 2015, and June 30, 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 June 30, 2016, education loans included 2,077 TDRs with a recorded investment of approximately $22 million (pre-modification and post-modification). A specifically allocated allowance of $2 million was assigned to these loans as of June 30, 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 June 30, 2015, education loans included 1,767 TDRs with a recorded investment of approximately $19 million (pre-modification and post-modification). A specifically allocated allowance of $1 million was assigned to these loans at June 30, 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 June 30, 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 June 30, 2016, December 31, 2015, and June 30, 2015: June 30, 2016 dollars in millions Fair Value of Level 3 Valuation 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 Significant Range (Weighted-Average) Portfolio loans accounted for at fair value $ 4 Market approach Indicative bids 84.50-104.00 % June 30, 2015 dollars in millions Fair Value of Level 3 Valuation Significant Range (Weighted-Average) Portfolio loans held for sale accounted for at fair value $ 179 Market approach Indicative bids 88.24-105.55 % The following table shows the principal and fair value amounts for our portfolio loans at carrying value and portfolio loans at fair value at June 30, 2016, December 31, 2015, and June 30, 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. June 30, 2016 December 31, 2015 June 30, 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 $ 21 N/A $ 26 N/A $ 26 N/A Loans placed on nonaccrual status 5 N/A 8 N/A 6 N/A Portfolio loans at fair value Accruing loans past due 90 days or more — — $ 1 $ 1 — — Loans placed on nonaccrual status — — — — — — Portfolio loans held for sale at fair value Accruing loans past due 90 days or more — — — — $ 5 $ 5 The following table shows the portfolio loans at fair value and their related contractual amounts as of June 30, 2016, December 31, 2015, and June 30, 2015. June 30, 2016 December 31, 2015 June 30, 2015 in millions Contractual Fair Contractual Fair Contractual Fair ASSETS Portfolio loans $ 3 $ 3 $ 4 $ 4 — — Portfolio loans held for sale — — — — $ 179 $ 179 The following tables present the assets of the portfolio loans measured at fair value on a recurring basis at June 30, 2016, December 31, 2015, and June 30, 2015. June 30, 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 June 30, 2015 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A RECURRING BASIS Portfolio loans held for sale — — $ 179 $ 179 Total assets on a recurring basis at fair value — — $ 179 $ 179 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- and six-month periods ended June 30, 2016, and June 30, 2015. in millions Portfolio Portfolio Balance at December 31, 2015 — $ 4 Settlements — (1 ) Balance at June 30, 2016 (a) — $ 3 Balance at March 31, 2016 — $ 3 Settlements — — Balance at June 30, 2016 — $ 3 Balance at December 31, 2014 — $ 191 Gains (losses) recognized in earnings (b) — 1 Settlements — (13 ) Loans transferred to held for sale $ 179 (179 ) Balance at June 30, 2015 (a) $ 179 — Balance at March 31, 2015 — $ 187 Gains (losses) recognized in earnings (b) — (2 ) Settlements — (6 ) Loans transferred to held for sale $ 179 (179 ) Balance at June 30, 2015 (a) $ 179 — (a) There were no purchases, sales, issuances, gains (losses) recognized in earnings, transfers into Level 3, or transfers out of Level 3 for the three- and six-month periods ended June 30, 2016. There were no purchases, sales, issuances, transfers into Level 3, or transfers out of Level 3 for the three- and six-month periods ended and June 30, 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- and six-month periods ended June 30, 2016, and June 30, 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 June 30, December 31, June 30, Cash and due from banks $ 15 $ 15 $ 15 Total assets $ 15 $ 15 $ 15 Combined discontinued operations. Three months ended June 30, Six months ended June 30, in millions 2016 2015 2016 2015 Net interest income $ 7 $ 10 $ 14 $ 20 Provision for credit losses — — 2 2 Net interest income after provision for credit losses 7 10 12 18 Noninterest income 2 (1 ) 3 3 Noninterest expense 4 4 9 8 Income (loss) before income taxes 5 5 6 13 Income taxes 2 2 2 5 Income (loss) from discontinued operations, net of taxes (a) $ 3 $ 3 $ 4 $ 8 (a) Includes after-tax charges of $6 million and $5 million for the three-month periods ended June 30, 2016, and June 30, 2015, respectively, and $12 million and $11 million for the six-month periods ended June 30, 2016, and June 30, 2015, respectively, determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations. The combined assets of the discontinued operations are as follows. There were no discontinued liabilities for the periods presented below. in millions June 30, December 31, June 30, Cash and due from banks $ 15 $ 15 $ 15 Held-to-maturity securities 1 1 1 Portfolio loans at fair value 3 4 — Loans, net of unearned income (a) 1,689 1,824 1,962 Less: Allowance for loan and lease losses 20 28 22 Net loans 1,672 1,800 1,940 Portfolio loans held for sale at fair value — — 179 Accrued income and other assets 29 30 34 Total assets $ 1,717 $ 1,846 $ 2,169 (a) At June 30, 2016, December 31, 2015, and June 30, 2015, unearned income was less than $1 million.

Securities Financing Activities

Securities Financing Activities	6 Months Ended
	Jun. 30, 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 June 30, 2016, December 31, 2015, and June 30, 2015: June 30, 2016 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) $ 1 $ (1 ) — — Total $ 1 $ (1 ) — — 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 — — — — June 30, 2015 in millions Gross Amount Netting (a) Collateral (b) Net Offsetting of financial assets: Reverse repurchase agreements $ 3 $ (3 ) — — Total $ 3 $ (3 ) — — Offsetting of financial liabilities: Repurchase agreements $ 4 $ (3 ) $ (1 ) — Total $ 4 $ (3 ) $ (1 ) — (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	6 Months Ended
	Jun. 30, 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 June 30, Six months ended June 30, in millions 2016 2015 2016 2015 Interest cost on PBO $ 11 $ 10 $ 21 $ 20 Expected return on plan assets (13 ) (14 ) (26 ) (28 ) Amortization of losses 4 5 8 9 Net pension cost $ 2 $ 1 $ 3 $ 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 June 30, Six months ended June 30, in millions 2016 2015 2016 2015 Interest cost on APBO $ 1 $ 1 $ 2 $ 2 Expected return on plan assets (1 ) — (2 ) (1 ) Amortization of unrecognized prior service credit — (1 ) — (1 ) Net postretirement benefit cost — — — —

Trust Preferred Securities Issu

Trust Preferred Securities Issued by Unconsolidated Subsidiaries	6 Months Ended
	Jun. 30, 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 (a) Common Principal (b) Interest Rate of Trust Preferred (c) Maturity June 30, 2016 KeyCorp Capital I $ 156 $ 6 $ 162 1.365 % 2028 KeyCorp Capital II 117 4 121 6.875 2029 KeyCorp Capital III 151 4 155 7.750 2029 Total $ 424 $ 14 $ 438 5.159 % — December 31, 2015 $ 408 $ 14 $ 422 4.961 % — June 30, 2015 $ 402 $ 14 $ 416 4.903 % — (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 $84 million at June 30, 2016, $68 million at December 31, 2015, and $62 million at June 30, 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 $84 million at June 30, 2016, $68 million at December 31, 2015, and $62 million at June 30, 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	6 Months Ended
	Jun. 30, 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 June 30, 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. June 30, 2016 in millions Maximum Potential Liability Financial guarantees: Standby letters of credit $ 11,140 $ 67 Recourse agreement with FNMA 1,956 4 Return guarantee agreement with LIHTC investors 3 3 Written put options (a) 2,661 47 Total $ 15,760 $ 121 (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 June 30, 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 $3 million at June 30, 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	6 Months Ended
	Jun. 30, 2016
Equity [Abstract]
Accumulated Other Comprehensive Income	16. Accumulated Other Comprehensive Income Our changes in AOCI for the three and six months ended June 30, 2016, and June 30, 2015, are as follows: in millions Unrealized gains Unrealized gains Foreign currency Net pension and Total Balance at December 31, 2015 $ (58 ) $ 20 $ (2 ) $ (365 ) $ (405 ) Other comprehensive income before reclassification, net of income taxes 187 121 7 (2 ) 313 Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (27 ) — 5 (22 ) Net current-period other comprehensive income, net of income taxes 187 94 7 3 291 Balance at June 30, 2016 $ 129 $ 114 $ 5 $ (362 ) $ (114 ) Balance at March 31, 2016 $ 70 $ 78 $ 3 $ (364 ) $ (213 ) Other comprehensive income before reclassification, net of income taxes 59 49 2 — 110 Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (13 ) — 2 (11 ) Net current-period other comprehensive income, net of income taxes 59 36 2 2 99 Balance at June 30, 2016 $ 129 $ 114 $ 5 $ (362 ) $ (114 ) Balance at December 31, 2014 $ (4 ) $ (8 ) $ 22 $ (366 ) $ (356 ) Other comprehensive income before reclassification, net of income taxes 3 42 (14 ) — 31 Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) 1 (27 ) 1 5 (20 ) Net current-period other comprehensive income, net of income taxes 4 15 (13 ) 5 11 Balance at June 30, 2015 — $ 7 $ 9 $ (361 ) $ (345 ) Balance at March 31, 2015 $ 51 $ 24 $ 9 $ (363 ) $ (279 ) Other comprehensive income before reclassification, net of income taxes (52 ) (3 ) (1 ) — (56 ) Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) 1 (14 ) 1 2 (10 ) Net current-period other comprehensive income, net of income taxes (51 ) (17 ) — 2 (66 ) Balance at June 30, 2015 — $ 7 $ 9 $ (361 ) $ (345 ) (a) See table below for details about these reclassifications. Our reclassifications out of AOCI for the three and six months ended June 30, 2016, and June 30, 2015, are as follows: Six months ended June 30, 2016 in millions Amount Reclassified Affected Line Item in the Statement Where Net Income is Presented Unrealized gains (losses) on derivative financial instruments Interest rate $ 45 Interest income — Loans Interest rate (2 ) Interest expense — Long-term debt 43 Income (loss) from continuing operations before income taxes 16 Income taxes $ 27 Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (8 ) Personnel expense Amortization of unrecognized prior service credit — Personnel expense (8 ) Income (loss) from continuing operations before income taxes (3 ) Income taxes $ (5 ) Income (loss) from continuing operations Three months ended June 30, 2016 in millions Amount Reclassified Affected Line Item in the Statement 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 (2 ) Income taxes $ (2 ) Income (loss) from continuing operations Six months ended June 30, 2015 in millions Amount Reclassified from Affected Line Item in the Statement Where Net Income is Presented Unrealized gains (losses) on available for sale securities Realized losses $ (1 ) Other income (1 ) Income (loss) from continuing operations before income taxes — Income taxes $ (1 ) Income (loss) from continuing operations Unrealized gains (losses) on derivative financial instruments Interest rate $ 45 Interest income — Loans Interest rate (2 ) Interest expense — Long-term debt 43 Income (loss) from continuing operations before income taxes 16 Income taxes $ 27 Income (loss) from continuing operations Foreign currency translation adjustment $ (1 ) Corporate services income (1 ) Income (loss) from continuing operations before income taxes — Income taxes $ (1 ) Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (9 ) Personnel expense Amortization of prior service credit 1 Personnel expense (8 ) Income (loss) from continuing operations before income taxes (3 ) Income taxes $ (5 ) Income (loss) from continuing operations Three months ended June 30, 2015 in millions Amount Reclassified from Affected Line Item in the Statement Where Net Income is Presented Unrealized gains (losses) on available for sale securities Realized losses $ (1 ) Other income (1 ) Income (loss) from continuing operations before income taxes — Income taxes $ (1 ) Income (loss) from continuing operations 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 Foreign currency translation adjustment $ (1 ) Corporate services income (1 ) Income (loss) from continuing operations before income taxes — Income taxes $ (1 ) Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (5 ) Personnel expense Amortization of prior service credit 1 Personnel expense (4 ) Income (loss) from continuing operations before income taxes (2 ) Income taxes $ (2 ) Income (loss) from continuing operations

Shareholder' Equity

Shareholder' Equity	6 Months Ended
	Jun. 30, 2016
Equity [Abstract]
Shareholder' Equity	17. Shareholders’ Equity Comprehensive Capital Plan As previously reported and as authorized by the Board and pursuant to our 2015 capital plan (which was effective through the second quarter of 2016) submitted to and not objected to by the Federal Reserve, we had 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. Common share repurchases were suspended in the fourth quarter of 2015 in connection with the announcement of our acquisition of First Niagara. On June 29, 2016, the Federal Reserve announced that it did not object to our 2016 capital plan submitted as part of the annual CCAR process. Share repurchases of up to $350 million were included in the 2016 capital plan, which is effective through the second quarter of 2017. We anticipate repurchasing common shares in the third quarter of 2016 plan following the completion of the acquisition of First Niagara. Our 2015 capital plan proposed an increase in our quarterly common share dividend from $.075 to $.085 per share. This dividend increase was approved in May 2016 by our Board, who subsequently declared a quarterly dividend of $.085 per common share for the second quarter of 2016. Our 2016 capital plan proposed an increase in our quarterly common share dividend, up to $.095 per share, which will be considered by the Board for the second quarter of 2017. 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 second quarter of 2016. First Niagara Merger As disclosed in Note 11 (“Acquisitions and Discontinued Operations”), on August 1, 2016, First Niagara merged with and into KeyCorp, with KeyCorp as the surviving entity. At the effective time of the merger, each share of First Niagara common stock is converted into the right to receive (i) 0.680 of a share of KeyCorp common stock and (ii) $2.30 in cash. First Niagara equity awards outstanding immediately prior to the effective time of the merger are converted into equity awards for KeyCorp common stock as provided in the Agreement. Each share of First Niagara’s Fixed-to-Floating Rate Perpetual Non-Cumulative Preferred Stock, Series B, is converted into a share of a newly created series of preferred stock of KeyCorp having substantially the same terms as First Niagara’s preferred stock.

Line of Business Results

Line of Business Results	6 Months Ended
	Jun. 30, 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 including merger-related expense. The table on the following pages shows selected financial data for our major business segments for the three- and six- month periods ended June 30, 2016, and June 30, 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 June 30, Key Community Bank Key Corporate Bank dollars in millions 2016 2015 2016 2015 SUMMARY OF OPERATIONS Net interest income (TE) $ 391 $ 362 $ 222 $ 228 Noninterest income 207 198 230 250 Total revenue (TE) (a) 598 560 452 478 Provision for credit losses 25 3 30 41 Depreciation and amortization expense 12 14 13 11 Other noninterest expense 432 433 246 245 Income (loss) from continuing operations before income taxes (TE) 129 110 163 181 Allocated income taxes and TE adjustments 48 41 29 50 Income (loss) from continuing operations 81 69 134 131 Income (loss) from discontinued operations, net of taxes — — — — Net income (loss) 81 69 134 131 Less: Net income (loss) attributable to noncontrolling interests — — (1 ) — Net income (loss) attributable to Key $ 81 $ 69 $ 135 $ 131 AVERAGE BALANCES (b) Loans and leases $ 30,936 $ 30,707 $ 28,607 $ 25,298 Total assets (a) 32,963 32,809 33,909 31,173 Deposits 53,794 50,765 19,129 19,709 OTHER FINANCIAL DATA Net loan charge-offs (b) $ 17 $ 20 $ 27 $ 12 Return on average allocated equity (b) 11.99 % 10.34 % 26.23 % 29.24 % Return on average allocated equity 11.99 10.34 26.24 29.24 Average full-time equivalent employees (c) 7,331 7,574 2,138 2,058 Six months ended June 30, Key Community Bank Key Corporate Bank dollars in millions 2016 2015 2016 2015 SUMMARY OF OPERATIONS Net interest income (TE) $ 790 $ 720 $ 440 $ 442 Noninterest income 403 388 437 438 Total revenue (TE) (a) 1,193 1,108 877 880 Provision for credit losses 66 32 73 47 Depreciation and amortization expense 25 29 26 20 Other noninterest expense 856 855 469 455 Income (loss) from continuing operations before income taxes (TE) 246 192 309 358 Allocated income taxes and TE adjustments 92 72 57 99 Income (loss) from continuing operations 154 120 252 259 Income (loss) from discontinued operations, net of taxes — — — — Net income (loss) 154 120 252 259 Less: Net income (loss) attributable to noncontrolling interests — — (2 ) 1 Net income (loss) attributable to Key $ 154 $ 120 $ 254 $ 258 AVERAGE BALANCES (b) Loans and leases $ 30,863 $ 30,684 $ 28,164 $ 25,012 Total assets (a) 32,910 32,789 33,661 30,709 Deposits 53,299 50,591 18,602 19,142 OTHER FINANCIAL DATA Net loan charge-offs (b) $ 40 $ 49 $ 45 $ 8 Return on average allocated equity (b) 11.47 % 8.94 % 24.80 % 28.45 % Return on average allocated equity 11.47 8.94 24.78 28.45 Average full-time equivalent employees (c) 7,353 7,608 2,132 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 $ (11 ) $ (1 ) $ 602 $ 589 $ 3 $ 2 $ 605 $ 591 42 44 479 492 (6 ) (4 ) 473 488 31 43 1,081 1,081 (3 ) (2 ) 1,078 1,079 (3 ) (2 ) 52 42 — (1 ) 52 41 1 2 26 27 36 38 62 65 10 10 688 688 1 (42 ) 689 646 23 33 315 324 (40 ) 3 275 327 (2 ) 1 75 92 2 (1 ) 77 91 25 32 240 232 (42 ) 4 198 236 — — — — 3 3 3 3 25 32 240 232 (39 ) 7 201 239 1 1 — 1 (1 ) — (1 ) 1 $ 24 $ 31 $ 240 $ 231 $ (38 ) $ 7 $ 202 $ 238 $ 1,519 $ 1,903 $ 61,062 $ 57,908 $ 86 $ 70 $ 61,148 $ 57,978 30,121 27,025 96,993 91,007 420 651 97,413 91,658 972 442 73,895 70,916 9 (78 ) 73,904 70,838 — $ 3 $ 44 $ 35 (1 ) $ 1 $ 43 $ 36 57.46 % 56.52 % 19.48 % 19.74 % (2.66 )% .27 % 7.18 % 8.90 % 56.12 55.51 19.47 19.72 (2.47 ) .48 7.29 9.01 4 14 9,473 9,646 3,946 3,809 13,419 13,455 Other Segments Total Segments Reconciling Items Key 2016 2015 2016 2015 2016 2015 2016 2015 (20 ) $ 3 $ 1,210 $ 1,165 $ 7 $ 3 $ 1,217 $ 1,168 $ 72 106 912 932 (8 ) (7 ) 904 925 52 109 2,122 2,097 (1 ) (4 ) 2,121 2,093 2 (4 ) 141 75 — 1 141 76 3 5 54 54 72 75 126 129 19 22 1,344 1,332 (16 ) (81 ) 1,328 1,251 28 86 583 636 (57 ) 1 526 637 (11 ) 10 138 181 3 (10 ) 141 171 39 76 445 455 (60 ) 11 385 466 — — — — 4 8 4 8 39 76 445 455 (56 ) 19 389 474 1 2 (1 ) 3 — — (1 ) 3 $ 38 $ 74 $ 446 $ 452 $ (56 ) $ 19 $ 390 $ 471 $ 1,561 $ 1,973 $ 60,588 $ 57,669 $ 64 $ 77 $ 60,652 $ 57,746 28,925 26,486 95,496 89,984 449 664 95,945 90,648 864 454 72,765 70,187 (14 ) (80 ) 72,751 70,107 $ 5 $ 7 $ 90 $ 64 $ (1 ) — $ 89 $ 64 43.92 % 66.03 % 18.18 % 19.14 % (1.97 )% .38 % 7.02 % 8.82 % 42.69 64.88 18.16 19.12 (1.84 ) .66 7.09 8.97 6 15 9,491 9,680 3,920 3,832 13,411 13,512

Basis of Presentation and Acc29

Basis of Presentation and Accounting Policies (Policies)	6 Months Ended
	Jun. 30, 2016
Organization, Consolidation and Presentation of Financial Statements [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.
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. The adoption of this accounting guidance is not expected to have a material effect on our financial condition or results of operations.
Financial Instruments	Financial instruments.
Equity Method Investments	Equity method investments.
Derivatives and Hedging	Derivatives and hedging. In March 2016, the FASB issued new accounting guidance that clarifies that a change in the counterparty to a derivative instrument that has been designated as a hedging instrument does not, by itself, require dedesignation, but all other hedge accounting criteria must be met. This accounting guidance 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.
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)	6 Months Ended
	Jun. 30, 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 June 30, Six months ended June 30, dollars in millions, except per share amounts 2016 2015 2016 2015 EARNINGS Income (loss) from continuing operations $ 198 $ 236 $ 385 $ 466 Less: Net income (loss) attributable to noncontrolling interests (1 ) 1 (1 ) 3 Income (loss) from continuing operations attributable to Key 199 235 386 463 Less: Dividends on Series A Preferred Stock 6 5 11 11 Income (loss) from continuing operations attributable to Key common shareholders 193 230 375 452 Income (loss) from discontinued operations, net of taxes (a) 3 3 4 8 Net income (loss) attributable to Key common shareholders $ 196 $ 233 $ 379 $ 460 WEIGHTED-AVERAGE COMMON SHARES Weighted-average common shares outstanding (000) 831,899 839,454 829,640 843,992 Effect of convertible preferred stock — — — — Effect of common share options and other stock awards 6,597 6,858 7,138 7,695 Weighted-average common shares and potential common shares outstanding (000) (b) 838,496 846,312 836,778 851,687 EARNINGS PER COMMON SHARE Income (loss) from continuing operations attributable to Key common shareholders $ .23 $ .27 $ .45 $ .53 Income (loss) from discontinued operations, net of taxes (a) — — — .01 Net income (loss) attributable to Key common (c) .23 .28 .45 .54 Income (loss) from continuing operations attributable to Key common shareholders — assuming dilution $ .23 $ .27 $ .44 $ .52 Income (loss) from discontinued operations, net of taxes (a) — — — .01 Net income (loss) attributable to Key common shareholders — assuming dilution (c) .23 .27 .45 .53 (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) Assumes conversion of common share options and other stock awards and/or convertible preferred stock, as applicable. (c) EPS may not foot due to rounding.

Loans and Loans Held for Sale (

Loans and Loans Held for Sale (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Loans by Category	Our loans by category are summarized as follows: in millions June 30, December 31, June 30, Commercial, financial and agricultural (a) $ 33,376 $ 31,240 $ 29,285 Commercial real estate: Commercial mortgage 8,582 7,959 7,874 Construction 881 1,053 1,254 Total commercial real estate loans 9,463 9,012 9,128 Commercial lease financing (b) 3,988 4,020 4,010 Total commercial loans 46,827 44,272 42,423 Residential — prime loans: Real estate — residential mortgage 2,285 2,242 2,252 Home equity loans 10,062 10,335 10,532 Total residential — prime loans 12,347 12,577 12,784 Consumer direct loans 1,584 1,600 1,595 Credit cards 813 806 753 Consumer indirect loans 527 621 709 Total consumer loans 15,271 15,604 15,841 Total loans (c) (d) $ 62,098 $ 59,876 $ 58,264 (a) Loan balances include $88 million, $85 million, and $89 million of commercial credit card balances at June 30, 2016, December 31, 2015, and June 30, 2015, respectively. (b) Commercial lease financing includes receivables held as collateral for a secured borrowing of $102 million, $134 million, and $191 million at June 30, 2016, December 31, 2015, and June 30, 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 June 30, 2016, total loans include purchased loans of $104 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 June 30, 2015, total loans include purchased loans of $125 million, of which $12 million were PCI loans. (d) Total loans exclude loans of $1.7 billion at June 30, 2016, $1.8 billion at December 31, 2015, and $2 billion at June 30, 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 June 30, December 31, June 30, Commercial, financial and agricultural $ 150 $ 76 $ 217 Real estate — commercial mortgage 270 532 576 Commercial lease financing 3 14 7 Real estate — residential mortgage 19 17 35 Total loans held for sale $ 442 $ 639 $ 835
Summary of Changes in Loans Held for Sale	Our quarterly summary of changes in loans held for sale follows: in millions June 30, December 31, June 30, Balance at beginning of the period $ 684 $ 916 $ 1,649 New originations 1,539 1,655 1,650 Transfers from (to) held to maturity, net 22 22 6 Loan sales (1,802 ) (1,943 ) (2,466 ) Loan draws (payments), net (1 ) (11 ) (4 ) Balance at end of period $ 442 $ 639 $ 835

Asset Quality (Tables)

Asset Quality (Tables)	6 Months Ended
	Jun. 30, 2016
Receivables [Abstract]
Nonperforming Assets and Past Due Loans	Our nonperforming assets and past due loans were as follows: in millions June 30, December 31, June 30, Total nonperforming loans (a), (b) $ 619 $ 387 $ 419 OREO (c) 15 14 20 Other nonperforming assets 3 2 1 Total nonperforming assets (a) $ 637 $ 403 $ 440 Nonperforming assets from discontinued operations—education lending (d) $ 5 $ 7 $ 6 Restructured loans included in nonperforming loans (a) $ 133 $ 159 $ 170 Restructured loans with an allocated specific allowance (e) 54 69 79 Specifically allocated allowance for restructured loans (f) 34 30 36 Accruing loans past due 90 days or more $ 70 $ 72 $ 66 Accruing loans past due 30 through 89 days 203 208 181 (a) Nonperforming loan balances exclude $11 million, $11 million, and $12 million of PCI loans at June 30, 2016, December 31, 2015, and June 30, 2015, respectively. (b) Includes carrying value of consumer residential mortgage loans in the process of foreclosure of approximately $111 million, $114 million, and $116 million at June 30, 2016, December 31, 2015, and June 30, 2015, respectively. (c) Includes carrying value of foreclosed residential real estate of approximately $12 million, $11 million, and $15 million at June 30, 2016, December 31, 2015, and June 30, 2015, respectively. (d) Restructured loans of approximately $22 million, $21 million, and $19 million are included in discontinued operations at June 30, 2016, December 31, 2015, and June 30, 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 June 30, 2016, December 31, 2015, and June 30, 2015: June 30, 2016 in millions Recorded Investment (a) Unpaid Principal Balance (b) Specific Allowance Average Recorded Investment With no related allowance recorded: Commercial, financial and agricultural $ 293 $ 328 — $ 276 Commercial real estate: Commercial mortgage 5 7 — 5 Construction 21 29 — 15 Total commercial real estate loans 26 36 — 20 Total commercial loans 319 364 — 296 Real estate — residential mortgage 22 22 — 23 Home equity loans 65 65 — 66 Consumer indirect loans 1 1 — 1 Total consumer loans 88 88 — 90 Total loans with no related allowance recorded 407 452 — 386 With an allowance recorded: Commercial, financial and agricultural 29 30 $ 16 65 Commercial real estate: Commercial mortgage — — — 2 Total commercial real estate loans — — — 2 Total commercial loans 29 30 16 67 Real estate — residential mortgage 31 31 3 32 Home equity loans 66 66 20 65 Consumer direct loans 3 3 — 3 Credit cards 3 3 — 3 Consumer indirect loans 32 32 2 33 Total consumer loans 135 135 25 136 Total loans with an allowance recorded 164 165 41 203 Total $ 571 $ 617 $ 41 $ 589 (a) The Recorded Investment represents the face amount of the loan increased or decreased by applicable accrued interest, net deferred loan fees and costs, and unamortized premium or discount, and reflects direct charge-offs. This amount is a component of total loans on our consolidated balance sheet. (b) The Unpaid Principal Balance represents the customer’s legal obligation to us. December 31, 2015 in millions Recorded Investment (a) Unpaid Principal Balance (b) Specific Allowance Average Recorded 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 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. June 30, 2015 in millions Recorded Investment (a) Unpaid Principal Balance (b) Specific Allowance Average Recorded Investment With no related allowance recorded: Commercial, financial and agricultural $ 9 $ 56 — $ 15 Commercial real estate: Commercial mortgage 10 14 — 12 Construction 7 7 — 7 Total commercial real estate loans 17 21 — 19 Total commercial loans 26 77 — 34 Real estate — residential mortgage 22 22 — 22 Home equity loans 62 62 — 63 Consumer indirect loans 1 1 — 1 Total consumer loans 85 85 — 86 Total loans with no related allowance recorded 111 162 — 120 With an allowance recorded: Commercial, financial and agricultural 73 86 $ 24 67 Commercial real estate: Commercial mortgage 6 7 1 6 Total commercial real estate loans 6 7 1 6 Total commercial loans 79 93 25 73 Real estate — residential mortgage 33 33 5 33 Home equity loans 63 63 19 62 Consumer direct loans 3 3 — 3 Credit cards 3 3 — 3 Consumer indirect loans 42 42 3 42 Total consumer loans 144 144 27 143 Total loans with an allowance recorded 223 237 52 216 Total $ 334 $ 399 $ 52 $ 336 (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 June 30, 2016, follows: June 30, 2016 dollars in millions Number of Pre-modification Post-modification LOAN TYPE Nonperforming: Commercial, financial and agricultural 14 $ 50 $ 32 Commercial real estate: Real estate — commercial mortgage 8 2 1 Total commercial real estate loans 8 2 1 Total commercial loans 22 52 33 Real estate — residential mortgage 307 19 19 Home equity loans 1,332 86 76 Consumer direct loans 28 1 1 Credit cards 267 1 1 Consumer indirect loans 81 4 3 Total consumer loans 2,015 111 100 Total nonperforming TDRs 2,037 163 133 Prior-year accruing: (a) Commercial, financial and agricultural 6 30 20 Total commercial loans 6 30 20 Real estate — residential mortgage 536 35 35 Home equity loans 1,116 64 54 Consumer direct loans 39 2 2 Credit cards 478 3 2 Consumer indirect loans 415 59 31 Total consumer loans 2,584 163 124 Total prior-year accruing TDRs 2,590 193 144 Total TDRs 4,627 $ 356 $ 277 (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: December 31, 2015 dollars in millions Number Pre-modification Post-modification 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 June 30, 2015, follows: June 30, 2015 dollars in millions Number Pre-modification Post-modification LOAN TYPE Nonperforming: Commercial, financial and agricultural 12 $ 74 $ 58 Commercial real estate: Real estate — commercial mortgage 12 32 8 Total commercial real estate loans 12 32 8 Total commercial loans 24 106 66 Real estate — residential mortgage 352 21 21 Home equity loans 1,193 80 73 Consumer direct loans 28 1 1 Credit cards 289 2 2 Consumer indirect loans 125 9 7 Total consumer loans 1,987 113 104 Total nonperforming TDRs 2,011 219 170 Prior-year accruing: (a) Commercial, financial and agricultural 14 6 3 Commercial real estate: Real estate — commercial mortgage 1 2 1 Total commercial real estate loans 1 2 1 Total commercial loans 15 8 4 Real estate — residential mortgage 491 36 36 Home equity loans 1,138 58 50 Consumer direct loans 48 2 2 Credit cards 489 3 2 Consumer indirect loans 492 62 36 Total consumer loans 2,658 161 126 Total prior-year accruing TDRs 2,673 169 130 Total TDRs 4,684 $ 388 $ 300 (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. in millions June 30, December 31, June 30, Commercial loans: Interest rate reduction $ 52 $ 51 $ 60 Forgiveness of principal — 2 2 Other 1 1 8 Total $ 53 $ 54 $ 70 Consumer loans: Interest rate reduction $ 128 $ 132 $ 142 Forgiveness of principal 3 8 4 Other 93 86 84 Total $ 224 $ 226 $ 230 Total commercial and consumer TDRs (a) $ 277 $ 280 $ 300 Total loans 62,098 59,876 58,264 (a) Commitments outstanding to lend additional funds to borrowers whose loan terms have been modified in TDRs are $7 million, $9 million, and $8 million at June 30, 2016, December 31, 2015, and June 30, 2015, respectively.
Past Due Loans Including Current Loans	The following aging analysis of past due and current loans as of June 30, 2016, December 31, 2015, and June 30, 2015, provides further information regarding Key’s credit exposure. June 30, 2016 in millions Current 30-59 60-89 90 and Nonperforming Total Past Due and Purchased Total LOAN TYPE Commercial, financial and agricultural $ 32,975 $ 46 $ 10 $ 24 $ 321 $ 401 — $ 33,376 Commercial real estate: Commercial mortgage 8,556 4 1 7 14 26 — 8,582 Construction 854 — — 2 25 27 — 881 Total commercial real estate loans 9,410 4 1 9 39 53 — 9,463 Commercial lease financing 3,939 22 6 11 10 49 — 3,988 Total commercial loans $ 46,324 $ 72 $ 17 $ 44 $ 370 $ 503 — $ 46,827 Real estate — residential mortgage $ 2,208 $ 9 $ 3 $ 1 $ 54 $ 67 $ 10 $ 2,285 Home equity loans 9,799 36 25 12 189 262 1 10,062 Consumer direct loans 1,557 18 3 5 1 27 — 1,584 Credit cards 796 5 3 7 2 17 — 813 Consumer indirect loans 511 9 3 1 3 16 — 527 Total consumer loans $ 14,871 $ 77 $ 37 $ 26 $ 249 $ 389 $ 11 $ 15,271 Total loans $ 61,195 $ 149 $ 54 $ 70 $ 619 $ 892 $ 11 $ 62,098 December 31, 2015 in millions Current 30-59 60-89 90 and Nonperforming Total Past Due and Purchased Total 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 June 30, 2015 in millions Current 30-59 60-89 90 and Nonperforming Total Past Due and Purchased Total LOAN TYPE Commercial, financial and agricultural $ 29,137 $ 26 $ 5 $ 17 $ 100 $ 148 — $ 29,285 Commercial real estate: Commercial mortgage 7,823 6 2 17 26 51 — 7,874 Construction 1,242 — — — 12 12 — 1,254 Total commercial real estate loans 9,065 6 2 17 38 63 — 9,128 Commercial lease financing 3,967 20 3 2 18 43 — 4,010 Total commercial loans $ 42,169 $ 52 $ 10 $ 36 $ 156 $ 254 — $ 42,423 Real estate — residential mortgage $ 2,155 $ 13 $ 3 $ 3 $ 67 $ 86 $ 11 $ 2,252 Home equity loans 10,264 47 24 12 184 267 1 10,532 Consumer direct loans 1,577 8 3 6 1 18 — 1,595 Credit cards 735 5 3 8 2 18 — 753 Consumer indirect loans 686 10 3 1 9 23 — 709 Total consumer loans $ 15,417 $ 83 $ 36 $ 30 $ 263 $ 412 $ 12 $ 15,841 Total loans $ 57,586 $ 135 $ 46 $ 66 $ 419 $ 666 $ 12 $ 58,264
Financing Receivable Credit Quality Indicators	Commercial Credit Exposure Credit Risk Profile by Creditworthiness Category (a)(b) in millions Commercial, financial and RE — Commercial RE — Construction June 30, December 31, June 30, June 30, December 31, June 30, June 30, December 31, June 30, RATING 2016 2015 2015 2016 2015 2015 2016 2015 2015 Pass $ 31,700 $ 29,921 $ 28,169 $ 8,380 $ 7,800 $ 7,603 $ 831 $ 1,007 $ 1,222 Criticized (Accruing) 1,354 1,236 1,015 188 139 245 25 37 20 Criticized (Nonaccruing) 322 83 101 14 20 26 25 9 12 Total $ 33,376 $ 31,240 $ 29,285 $ 8,582 $ 7,959 $ 7,874 $ 881 $ 1,053 $ 1,254 Commercial Lease Total June 30, December 31, June 30, June 30, December 31, June 30, RATING 2016 2015 2015 2016 2015 2015 Pass $ 3,932 $ 3,967 $ 3,944 $ 44,843 $ 42,695 $ 40,938 Criticized (Accruing) 46 38 48 1,613 1,450 1,328 Criticized (Nonaccruing) 10 15 18 371 127 157 Total $ 3,988 $ 4,020 $ 4,010 $ 46,827 $ 44,272 $ 42,423 (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 June 30, December 31, June 30, GRADE 2016 2015 2015 Pass $ 12,080 $ 12,296 $ 12,506 Substandard 256 270 266 Total $ 12,336 $ 12,566 $ 12,772 Credit Risk Profile Based on Payment Activity (a) in millions Consumer direct loans Credit cards Consumer indirect loans June 30, December 31, June 30, June 30, December 31, June 30, June 30, December 31, June 30, 2016 2015 2015 2016 2015 2015 2016 2015 2015 Performing $ 1,583 $ 1,598 $ 1,594 $ 811 $ 804 $ 751 $ 524 $ 615 $ 700 Nonperforming 1 2 1 2 2 2 3 6 9 Total $ 1,584 $ 1,600 $ 1,595 $ 813 $ 806 $ 753 $ 527 $ 621 $ 709 Total June 30, December 31, June 30, 2016 2015 2015 Performing $ 2,918 $ 3,017 $ 3,045 Nonperforming 6 10 12 Total $ 2,924 $ 3,027 $ 3,057 (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 June 30, Six months ended June 30, in millions 2016 2015 2016 2015 Balance at beginning of period — continuing operations $ 826 $ 794 $ 796 $ 794 Charge-offs (64 ) (52 ) (124 ) (99 ) Recoveries 21 16 35 35 Net loans and leases charged off (43 ) (36 ) (89 ) (64 ) Provision for loan and lease losses from continuing operations 71 37 147 66 Foreign currency translation adjustment — 1 — — Balance at end of period — continuing operations $ 854 $ 796 $ 854 $ 796
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: in millions December 31, Provision Charge-offs Recoveries June 30, Commercial, financial and agricultural $ 450 $ 118 $ (61 ) $ 6 $ 513 Real estate — commercial mortgage 134 (4 ) (3 ) 8 135 Real estate — construction 25 (9 ) — 1 17 Commercial lease financing 47 2 (6 ) 2 45 Total commercial loans 656 107 (70 ) 17 710 Real estate — residential mortgage 18 1 (3 ) 2 18 Home equity loans 57 18 (17 ) 7 65 Consumer direct loans 20 8 (12 ) 3 19 Credit cards 32 12 (16 ) 2 30 Consumer indirect loans 13 1 (6 ) 4 12 Total consumer loans 140 40 (54 ) 18 144 Total ALLL — continuing operations 796 147 (a) (124 ) 35 854 Discontinued operations 28 2 (15 ) 5 20 Total ALLL — including discontinued operations $ 824 $ 149 $ (139 ) $ 40 $ 874 (a) Excludes a credit for losses on lending-related commitments of $6 million. in millions December 31, Provision Charge-offs Recoveries June 30, Commercial, financial and agricultural $ 391 $ 49 $ (33 ) $ 11 $ 418 Real estate — commercial mortgage 148 (4 ) (2 ) 2 144 Real estate — construction 28 3 (1 ) 1 31 Commercial lease financing 56 (5 ) (3 ) 5 53 Total commercial loans 623 43 (39 ) 19 646 Real estate — residential mortgage 23 (1 ) (3 ) 1 20 Home equity loans 71 3 (18 ) 5 61 Consumer direct loans 22 7 (12 ) 4 21 Credit cards 33 13 (16 ) 1 31 Consumer indirect loans 22 1 (11 ) 5 17 Total consumer loans 171 23 (60 ) 16 150 Total ALLL — continuing operations 794 66 (a) (99 ) 35 796 Discontinued operations 29 1 (16 ) 8 22 Total ALLL — including discontinued operations $ 823 $ 67 $ (115 ) $ 43 $ 818 (a) Excludes provision for losses on lending-related commitments of $10 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 June 30, 2016, follows: Allowance Outstanding June 30, 2016 in millions Individually Evaluated for Collectively Evaluated for Purchased Credit Impaired Loans Individually Evaluated for Collectively Evaluated for Purchased Credit Impaired Commercial, financial and agricultural $ 16 $ 497 — $ 33,376 $ 322 $ 33,054 — Commercial real estate: Commercial mortgage — 135 — 8,582 5 8,577 — Construction — 17 — 881 21 860 — Total commercial real estate loans — 152 — 9,463 26 9,437 — Commercial lease financing — 45 — 3,988 — 3,988 — Total commercial loans 16 694 — 46,827 348 46,479 — Real estate — residential mortgage 3 14 $ 1 2,285 53 2,222 $ 10 Home equity loans 20 45 — 10,062 131 9,930 1 Consumer direct loans — 19 — 1,584 3 1,581 — Credit cards — 30 — 813 3 810 — Consumer indirect loans 2 10 — 527 33 494 — Total consumer loans 25 118 1 15,271 223 15,037 11 Total ALLL — continuing operations 41 812 1 62,098 571 61,516 11 Discontinued operations 2 18 — 1,692 (a) 22 1,670 (a) — Total ALLL — including discontinued operations $ 43 $ 830 $ 1 $ 63,790 $ 593 $ 63,186 $ 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 December 31, 2015 in millions Individually Collectively Evaluated for Purchased Credit Impaired Loans Individually Collectively Evaluated for Purchased Credit 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 June 30, 2015, follows: Allowance Outstanding June 30, 2015 in millions Individually Collectively Evaluated for Purchased Credit Impaired Loans Individually Collectively Evaluated for Purchased Credit Impaired Commercial, financial and agricultural $ 24 $ 394 — $ 29,285 $ 82 $ 29,203 — Commercial real estate: Commercial mortgage 1 143 — 7,874 16 7,858 — Construction — 31 — 1,254 7 1,247 — Total commercial real estate loans 1 174 — 9,128 23 9,105 — Commercial lease financing — 53 — 4,010 — 4,010 — Total commercial loans 25 621 — 42,423 105 42,318 — Real estate — residential mortgage 5 14 $ 1 2,252 56 2,185 $ 11 Home equity loans 19 42 — 10,532 124 10,407 1 Consumer direct loans — 21 — 1,595 3 1,592 — Credit cards — 31 — 753 3 750 — Consumer indirect loans 3 14 — 709 43 666 — Total consumer loans 27 122 1 15,841 229 15,600 12 Total ALLL — continuing operations 52 743 1 58,264 334 57,918 12 Discontinued operations 1 21 — 1,962 19 1,943 — Total ALLL — including discontinued operations $ 53 $ 764 $ 1 $ 60,226 $ 353 $ 59,861 $ 12
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 June 30, Six months ended June 30, in millions 2016 2015 2016 2015 Balance at beginning of period $ 69 $ 41 $ 56 $ 35 Provision (credit) for losses on lending-related commitments (19 ) 4 (6 ) 10 Balance at end of period $ 50 $ 45 $ 50 $ 45

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	6 Months Ended
	Jun. 30, 2016
Fair Value of Assets and Liabilities Measured on Recurring Basis	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 June 30, 2016, December 31, 2015, and June 30, 2015. June 30, 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 — $ 708 — $ 708 States and political subdivisions — 38 — 38 Collateralized mortgage obligations — — — — Other mortgage-backed securities — 162 — 162 Other securities — 46 — 46 Total trading account securities — 954 — 954 Commercial loans — 11 — 11 Total trading account assets — 965 — 965 Securities available for sale: States and political subdivisions — 11 — 11 Collateralized mortgage obligations — 12,518 — 12,518 Other mortgage-backed securities — 2,003 — 2,003 Other securities $ 3 — $ 17 20 Total securities available for sale 3 14,532 17 14,552 Other investments: Principal investments: Direct 16 — 24 40 Indirect (measured at NAV) (a) — — — 184 Total principal investments 16 — 24 224 Equity and mezzanine investments: Indirect (measured at NAV) (a) — — — 8 Total equity and mezzanine investments — — — 8 Total other investments 16 — 24 232 Derivative assets: Interest rate — 1,547 15 1,562 Foreign exchange 109 6 — 115 Commodity — 213 — 213 Credit — 2 2 4 Derivative assets 109 1,768 17 1,894 Netting adjustments (b) — — — (660 ) Total derivative assets 109 1,768 17 1,234 Accrued income and other assets — 5 — 5 Total assets on a recurring basis at fair value $ 128 $ 17,270 $ 58 $ 16,988 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions $ 31 $ 656 — $ 687 Derivative liabilities: Interest rate — 912 — 912 Foreign exchange 106 7 — 113 Commodity — 201 — 201 Credit — 4 — 4 Derivative liabilities 106 1,124 — 1,230 Netting adjustments (b) — — — (484 ) Total derivative liabilities 106 1,124 — 746 Accrued expense and other liabilities — 5 — 5 Total liabilities on a recurring basis at fair value $ 137 $ 1,785 — $ 1,438 (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 Total equity and mezzanine investments — — — 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. June 30, 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 — $ 580 — $ 580 States and political subdivisions — 23 — 23 Collateralized mortgage obligations — — — — Other mortgage-backed securities — 37 — 37 Other securities $ 2 24 — 26 Total trading account securities 2 664 — 666 Commercial loans — 8 — 8 Total trading account assets 2 672 — 674 Securities available for sale: States and political subdivisions — 19 — 19 Collateralized mortgage obligations — 11,751 — 11,751 Other mortgage-backed securities — 2,452 — 2,452 Other securities 12 — $ 10 22 Total securities available for sale 12 14,222 10 14,244 Other investments: Principal investments: Direct — — 70 70 Indirect (measured at NAV) (a) — — — 282 Total principal investments — — 70 352 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 — — 70 365 Derivative assets: Interest rate — 840 16 856 Foreign exchange 121 10 — 131 Commodity — 379 — 379 Credit — 1 3 4 Derivative assets 121 1,230 19 1,370 Netting adjustments (b) — — — (834 ) Total derivative assets 121 1,230 19 536 Accrued income and other assets — 2 — 2 Total assets on a recurring basis at fair value $ 135 $ 16,126 $ 99 $ 15,821 LIABILITIES MEASURED ON A RECURRING BASIS Bank notes and other short-term borrowings: Short positions $ 1 $ 527 — $ 528 Derivative liabilities: Interest rate — 568 — 568 Foreign exchange 100 8 — 108 Commodity — 365 — 365 Credit — 5 — 5 Derivative liabilities 100 946 — 1,046 Netting adjustments (b) — — — (486 ) Total derivative liabilities 100 946 — 560 Accrued expense and other liabilities — 2 — 2 Total liabilities on a recurring basis at fair value $ 101 $ 1,475 — $ 1,090 (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 and six months ended June 30, 2016, and June 30, 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 Gains Purchases Sales Settlements Transfers (d) Transfers (d) End of (f) Unrealized Six months ended June 30, 2016 Securities available for sale Other securities $ 17 — — — — — — $ 17 — Other investments Principal investments Direct 50 $ 3 (b) — $ (29 ) — — — 24 $ (1 ) (b) Other indirect 20 — — (20 ) — — — — (1 ) (b) — Derivative instruments (a) Interest rate 16 6 (c) — — — $ 3 (e) $ (10 ) (e) 15 — Credit 1 (6 ) (c) — — $ 7 — — 2 — Three months ended June 30, 2016 Securities available for sale Other securities $ 17 — — — — — — $ 17 — Other investments Principal investments Direct 47 $ 6 (b) — $ (29 ) — — — 24 $ 2 (b) Indirect 18 1 (b) — (19 ) — — — — — Derivative instruments (a) Interest rate 16 2 (c) — — — — $ (3 ) (e) 15 — Credit 2 (4 ) (c) — — $ 4 — — 2 — in millions Beginning Gains Purchases Sales Settlements Transfers Level 3 (d) Transfers (d) End of (f) Unrealized Six months ended June 30, 2015 Securities available for sale Other securities $ 10 — — — — — — $ 10 — Other investments Principal investments Direct 102 $ 16 (b) $ 2 $ (50 ) — — — 70 $ (3 ) (b) Equity and mezzanine investments Direct — 2 (b) — (2 ) — — — — 2 (b) Derivative instruments (a) Interest rate 13 (1 ) (c) 1 — — $ 8 (e) $ (5 ) (e) 16 — Credit 2 (4 ) (c) — — $ 5 — — 3 — Three months ended June 30, 2015 Securities available for sale Other securities $ 10 — — — — — — $ 10 — Other investments Principal investments Direct 73 $ 3 (b) $ 1 $ (7 ) — — — 70 $ (3 ) (b) Derivative instruments (a) Interest rate 10 (3 ) (c) 1 — — $ 8 (e) — 16 — Credit 2 (1 ) (c) — — $ 2 — — 3 — (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 unobservable inputs became less significant. (f) There were no issuances for the six-month periods ended June 30, 2016, and June 30, 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 June 30, 2016, December 31, 2015, and June 30, 2015. The following table presents our assets measured at fair value on a nonrecurring basis at June 30, 2016, December 31, 2015, and June 30, 2015: June 30, 2016 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A NONRECURRING BASIS Impaired loans — — $ 8 $ 8 Loans held for sale (a) — — — — Accrued income and other assets — — 4 4 Total assets on a nonrecurring basis at fair value — — $ 12 $ 12 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 June 30, 2015 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A NONRECURRING BASIS Impaired loans — — $ 8 $ 8 Loans held for sale (a) — — — — Accrued income and other assets — — 5 5 Total assets on a nonrecurring basis at fair value — — $ 13 $ 13 (a) During the first half of 2016, we transferred $22 million of commercial and consumer loans and leases at their current fair value from held-to-maturity portfolio to held-for-sale status, compared to $62 million during 2015, and $7 million during the first half 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 June 30, 2016, December 31, 2015, and June 30, 2015, along with the valuation techniques used, are shown in the following table: June 30, 2016 dollars in millions Fair Value of Valuation Technique Significant Unobservable Input Range (Weighted-Average) Recurring Other investments — principal investments — direct: $ 24 Individual analysis of the condition of each investment Debt instruments EBITDA multiple 5.30 - 6.30 (6.20 ) Equity instruments of private companies EBITDA multiple (where applicable) 6.30 Nonrecurring Impaired loans 8 Fair value of underlying collateral Discount 00.00 - 35.00% (6.00 %) 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 dollars in millions Fair Value of Valuation Technique Significant Unobservable Input Range (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. June 30, 2015 dollars in millions Fair Value of Valuation Technique Significant Unobservable Input Range (Weighted-Average) Recurring Other investments — principal investments — direct: $ 70 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) 6.00 - 6.80 (6.70) Equity instruments of public companies Market approach Discount N/A (8.00) Nonrecurring Impaired loans 8 Fair value of underlying collateral Discount 00.00 - 64.00% (35.00%) 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 June 30, 2016, December 31, 2015, and June 30, 2015, are shown in the following table. June 30, 2016 Fair Value in millions Carrying Level 1 Level 2 Level 3 Measured Netting Adjustment Total ASSETS Cash and short-term investments (a) $ 7,095 $ 7,095 — — — — $ 7,095 Trading account assets (b) 965 — $ 965 — — — 965 Securities available for sale (b) 14,552 3 14,532 $ 17 — — 14,552 Held-to-maturity securities (c) 4,832 — 4,889 — — — 4,889 Other investments (b) 577 16 — 369 $ 192 — 577 Loans, net of allowance (d) 61,244 — — 60,166 — — 60,166 Loans held for sale (b) 442 — — 442 — — 442 Derivative assets (b) 1,234 109 1,768 17 — $ (660 ) (f) 1,234 LIABILITIES Deposits with no stated maturity (a) $ 68,677 — $ 68,677 — — — $ 68,677 Time deposits (e) 6,648 — 6,721 — — — 6,721 Short-term borrowings (a) 1,047 $ 31 1,016 — — — 1,047 Long-term debt (e) 11,388 11,492 376 — — — 11,868 Derivative liabilities (b) 746 106 1,124 — — $ (484 ) (f) 746 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 June 30, 2015 Fair Value in millions Carrying Level 1 Level 2 Level 3 Measured Netting Adjustment Total ASSETS Cash and short-term investments (a) $ 3,915 $ 3,915 — — — — $ 3,915 Trading account assets (b) 674 2 $ 672 — — — 674 Securities available for sale (b) 14,244 12 14,222 $ 10 — — 14,244 Held-to-maturity securities (c) 5,022 — 4,992 — — — 4,992 Other investments (b) 703 — — 408 295 — 703 Loans, net of allowance (d) 57,468 — — 56,012 — — 56,012 Loans held for sale (b) 835 — — 835 — — 835 Derivative assets (b) 536 121 1,230 19 — $ (834 ) (f) 536 LIABILITIES Deposits with no stated maturity (a) $ 65,034 — $ 65,034 — — — $ 65,034 Time deposits (e) 5,635 $ 498 5,195 — — — 5,693 Short-term borrowings (a) 972 1 971 — — — 972 Long-term debt (e) 10,267 10,037 506 — — — 10,543 Derivative liabilities (b) 560 100 946 — — $ (486 ) (f) 560 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 June 30, 2016. We did not provide any financial support to investees related to our direct and indirect investments for the six months ended June 30, 2016, and June 30, 2015. June 30, 2016 in millions Fair Value Unfunded 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 June 30, 2016, as well as financial support provided for the six months ended June 30, 2016, and June 30, 2015. Financial support provided Three months ended June 30, Six months ended June 30, June 30, 2016 2016 2015 2016 2015 in millions Fair Unfunded Funded Funded Funded Funded Funded Funded Funded Funded INVESTMENT TYPE Direct investments (a) $ 40 — — — — — — $ 13 — $ 2 Indirect investments (b) 184 $ 44 $ 2 — $ 3 — $ 3 — $ 5 — Total $ 224 $ 44 $ 2 — $ 3 — $ 3 $ 13 $ 5 $ 2 (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)	6 Months Ended
	Jun. 30, 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. June 30, 2016 in millions Amortized Gross Gross Fair SECURITIES AVAILABLE FOR SALE States and political subdivisions $ 11 $ 1 — $ 12 Collateralized mortgage obligations 12,344 187 $ 13 12,518 Other mortgage-backed securities 1,970 32 — 2,002 Other securities 21 — 1 20 Total securities available for sale $ 14,346 $ 220 $ 14 $ 14,552 HELD-TO-MATURITY SECURITIES Collateralized mortgage obligations $ 4,099 $ 45 $ 6 $ 4,138 Other mortgage-backed securities 711 18 — 729 Other securities 22 — — 22 Total held-to-maturity securities $ 4,832 $ 63 $ 6 $ 4,889 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 June 30, 2015 in millions Amortized Gross Gross Fair SECURITIES AVAILABLE FOR SALE States and political subdivisions $ 19 — — $ 19 Collateralized mortgage obligations 11,765 $ 101 $ 115 11,751 Other mortgage-backed securities 2,439 21 8 2,452 Other securities 20 2 — 22 Total securities available for sale $ 14,243 $ 124 $ 123 $ 14,244 HELD-TO-MATURITY SECURITIES Collateralized mortgage obligations $ 4,463 $ 17 $ 43 $ 4,437 Other mortgage-backed securities 539 — 4 535 Other securities 20 — — 20 Total held-to-maturity securities $ 5,022 $ 17 $ 47 $ 4,992
Available for Sale Securities (Unrealized Loss Position)	The following table summarizes our securities that were in an unrealized loss position as of June 30, 2016, December 31, 2015, and June 30, 2015. Duration of Unrealized Loss Position Less than 12 Months 12 Months or Longer Total in millions Fair Gross Fair Gross Fair Gross June 30, 2016 Securities available for sale: Collateralized mortgage obligations $ 410 $ 1 $ 1,626 $ 12 $ 2,036 $ 13 Other securities — — 3 1 3 1 Held-to-maturity: Collateralized mortgage obligations 128 1 582 5 710 6 Other securities (a) — — 4 — 4 — Total temporarily impaired securities $ 538 $ 2 $ 2,215 $ 18 $ 2,753 $ 20 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 (a) 4 — — — 4 — Total temporarily impaired securities $ 9,204 $ 78 $ 4,529 $ 130 $ 13,733 $ 208 June 30, 2015 Securities available for sale: Collateralized mortgage obligations $ 2,784 $ 46 $ 2,624 $ 69 $ 5,408 $ 115 Other mortgage-backed securities 1,060 8 — — 1,060 8 Other securities (b) — — 3 — 3 — Held-to-maturity: Collateralized mortgage obligations 1,236 12 1,278 31 2,514 43 Other mortgage-backed securities 475 4 — — 475 4 Other securities (a) 4 — — — 4 — Total temporarily impaired securities $ 5,559 $ 70 $ 3,905 $ 100 $ 9,464 $ 170 (a) Gross unrealized losses totaled less than $1 million for other securities held to maturity as of June 30, 2016, December 31, 2015, and June 30, 2015. (b) Gross unrealized losses totaled less than $1 million for other securities available for sale as of June 30, 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 June 30, 2016. Three months ended June 30, 2016 in millions Balance at March 31, 2016 $ 4 Impairment recognized in earnings — Balance at June 30, 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 June 30, 2016 in millions Amortized Fair Amortized Fair Due in one year or less $ 249 $ 252 $ 86 $ 87 Due after one through five years 13,456 13,649 4,035 4,073 Due after five through ten years 640 649 711 729 Due after ten years 1 2 — — Total $ 14,346 $ 14,552 $ 4,832 $ 4,889

Derivatives and Hedging Activ35

Derivatives and Hedging Activities (Tables)	6 Months Ended
	Jun. 30, 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: June 30, 2016 December 31, 2015 June 30, 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 $ 22,754 $ 572 $ 13 $ 18,917 $ 257 $ 15 $ 17,324 $ 267 $ 22 Foreign exchange 289 8 13 312 20 — 333 17 4 Total 23,043 580 26 19,229 277 15 17,657 284 26 Derivatives not designated as hedging instruments: Interest rate 44,498 990 899 43,965 627 548 45,067 589 546 Foreign exchange 6,148 107 100 6,454 131 124 6,486 114 104 Commodity 1,319 213 201 1,144 444 433 1,537 379 365 Credit 467 4 4 632 6 6 505 4 5 Total 52,432 1,314 1,204 52,195 1,208 1,111 53,595 1,086 1,020 Netting adjustments (a) — (660 ) (484 ) — (866 ) (494 ) — (834 ) (486 ) Net derivatives in the balance sheet 75,475 1,234 746 71,424 619 632 71,252 536 560 Other collateral (b) — (48 ) (212 ) — (91 ) (204 ) — (96 ) (216 ) Net derivative amounts $ 75,475 $ 1,186 $ 534 $ 71,424 $ 528 $ 428 $ 71,252 $ 440 $ 344 (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 six-month periods ended June 30, 2016, and June 30, 2015, and where they are recorded on the income statement. Six months ended June 30, 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 $ 164 Long-term debt Other income $ (165 ) (a) Interest rate Interest expense — Long-term debt 50 Total $ 214 $ (165 ) Six months ended June 30, 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 $ (17 ) Long-term debt Other income $ 17 (a) Interest rate Interest expense — Long-term debt 60 Total $ 43 $ 17 (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 six-month periods ended June 30, 2016, and June 30, 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. Six months ended June 30, 2016 in millions Net Gains (Losses) Income Statement Location of Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion) Net Gains (Effective Income Statement Location of Net Gains (Losses) Recognized in Income (Ineffective Portion) Net Gains (Losses) Cash Flow Hedges Interest rate $ 204 Interest income — Loans $ 45 Other income — Interest rate (6 ) Interest expense — Long-term debt (2 ) Other income — Interest rate (1 ) Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts (5 ) Other Income — Other income — Total $ 192 $ 43 — Six months ended June 30, 2015 in millions Net Gains (Losses) Income Statement Location of Net Gains (Losses) Reclassified From OCI Net Gains Income Statement Location of (Ineffective Portion) Net Gains (Losses) Cash Flow Hedges Interest rate $ 48 Interest income — Loans $ 45 Other income — Interest rate 1 Interest expense — Long-term debt (2 ) Other income — Interest rate 1 Investment banking and debt placement fees — Other income — Net Investment Hedges Foreign exchange contracts 17 Other Income — Other income — Total $ 67 $ 43 —
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 June 30, AOCI resulting from cash flow and net investment hedges $ 20 $ 121 $ (27 ) $ 114
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 six-month periods ended June 30, 2016, and June 30, 2015, and where they are recorded on the income statement. Six months ended June 30, 2016 Six months ended June 30, 2015 in millions Corporate Other Total Corporate Other Total NET GAINS (LOSSES) Interest rate $ 13 $ (2 ) $ 11 $ 9 — $ 9 Foreign exchange 19 — 19 18 — 18 Commodity 2 — 2 3 — 3 Credit 1 (6 ) (5 ) — $ (7 ) (7 ) Total net gains (losses) $ 35 $ (8 ) $ 27 $ 30 $ (7 ) $ 23
Largest Exposure to Individual Counterparty	The following table summarizes our largest exposure to an individual counterparty at the dates indicated. in millions June 30, December 31, June 30, Largest gross exposure (derivative asset) to an individual counterparty $ 135 $ 158 $ 105 Collateral posted by this counterparty 58 85 44 Derivative liability with this counterparty 122 74 90 Collateral pledged to this counterparty 57 — 37 Net exposure after netting adjustments and collateral 12 (1 ) 8
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 June 30, December 31, June 30, Interest rate $ 1,342 $ 628 $ 606 Foreign exchange 39 66 50 Commodity 91 298 243 Credit 3 4 1 Derivative assets before collateral 1,475 996 900 Less: Related collateral 241 377 364 Total derivative assets $ 1,234 $ 619 $ 536
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 June 30, 2016, December 31, 2015, and June 30, 2015. The fair value of credit derivatives presented below does not take into account the effects of bilateral collateral or master netting agreements. June 30, 2016 December 31, 2015 June 30, 2015 in millions Purchased Sold Net Purchased Sold Net Purchased Sold Net Single-name credit default swaps $ (2 ) — $ (2 ) $ (3 ) — $ (3 ) $ (2 ) — $ (2 ) Traded credit default swap indices 2 — 2 4 — 4 2 — 2 Other (a) — — — — $ (1 ) (1 ) — $ (1 ) (1 ) Total credit derivatives — — — $ 1 $ (1 ) — — $ (1 ) $ (1 ) (a) As of June 30, 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 June 30, 2016, December 31, 2015, and June 30, 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. June 30, 2016 December 31, 2015 June 30, 2015 dollars in millions Notional Average Payment / Notional Average Payment / Notional Average Payment / Single-name credit default swaps — — — — — — $ 5 .22 .87 % Other $ 25 16.60 8.95 % $ 5 2.67 14.46 % 6 2.51 8.36 Total credit derivatives sold $ 25 — — $ 5 — — $ 11 — —
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 June 30, 2016, December 31, 2015, and June 30, 2015. The additional collateral amounts were calculated based on scenarios under which KeyBank’s ratings are downgraded one, two, or three ratings as of June 30, 2016, December 31, 2015, and June 30, 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 June 30, 2016, December 31, 2015, or June 30, 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. June 30, 2016 December 31, 2015 June 30, 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 2 2 4 4 6 6

Mortgage Servicing Assets (Tabl

Mortgage Servicing Assets (Tables)	6 Months Ended
	Jun. 30, 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 June 30, Six months ended June 30, in millions 2016 2015 2016 2015 Balance at beginning of period $ 318 $ 324 $ 321 $ 323 Servicing retained from loan sales 15 18 22 28 Purchases — 10 12 25 Amortization (10 ) (23 ) (32 ) (47 ) Balance at end of period $ 323 $ 329 $ 323 $ 329 Fair value at end of period $ 404 $ 423 $ 404 $ 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 June 30, 2016, December 31, 2015, and June 30, 2015, along with the valuation techniques, are shown in the following table: June 30, 2016 dollars in millions Valuation Technique Significant Unobservable Input Range (Weighted-Average) Mortgage servicing assets Discounted cash flow Prepayment speed 1.50 - 17.50% (4.20%) Expected defaults 1.00 - 3.00% (1.60%) Residual cash flows discount rate 7.00 - 15.00% (7.90%) Escrow earn rate 0.90 - 3.00% (2.10%) Servicing cost $150 - $2,700 ($1,136) Loan assumption rate 0.00 - 3.00% (1.27%) Percentage late 0.00 - 2.10% (0.34%) December 31, 2015 dollars in millions Valuation Technique Significant Unobservable Input Range (Weighted-Average) Mortgage servicing assets Discounted cash flow Prepayment speed 1.90 - 17.20% (4.60%) 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%) June 30, 2015 dollars in millions Valuation Technique Significant Unobservable Input Range (Weighted-Average) Mortgage servicing assets Discounted cash flow Prepayment speed 1.70 - 14.90% (4.70%) Expected defaults 1.00 - 3.00% (1.80%) Residual cash flows discount rate 7.00 - 15.00% (7.80%) Escrow earn rate 0.70 - 3.30% (2.00%) Servicing cost $150 - $2,750 ($1,088) Loan assumption rate 0.20 - 3.00% (1.41%) Percentage late 0.00 - 2.00% (0.32%)

Variable Interest Entities (Tab

Variable Interest Entities (Tables)	6 Months Ended
	Jun. 30, 2016
Organization, Consolidation and Presentation of Financial Statements [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 June 30, 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 June 30, 2015. Unconsolidated VIEs in millions Total Assets Total Liabilities Maximum June 30, 2016 LIHTC investments $ 4,650 $ 1,909 $ 1,232 December 31, 2015 LIHTC investments $ 4,914 $ 1,368 $ 1,332 June 30, 2015 LIHTC investments $ 3,338 $ 552 $ 1,175 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 June 30, 2016. Unconsolidated VIEs in millions Total Total Maximum June 30, 2016 KCC indirect investments $ 32,861 $ 203 $ 228

Acquisitions and Discontinued38

Acquisitions and Discontinued Operations (Tables)	6 Months Ended
	Jun. 30, 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 June 30, Six months ended June 30, in millions 2016 2015 2016 2015 Net interest income $ 7 $ 10 $ 14 $ 20 Provision for credit losses — — 2 2 Net interest income after provision for credit losses 7 10 12 18 Noninterest income 2 (1 ) 3 3 Noninterest expense 4 4 9 8 Income (loss) before income taxes 5 5 6 13 Income taxes 2 2 2 5 Income (loss) from discontinued operations, net of taxes (a) $ 3 $ 3 $ 4 $ 8 (a) Includes after-tax charges of $6 million and $5 million for the three-month periods ended June 30, 2016, and June 30, 2015, respectively, and $12 million and $11 million for the six-month periods ended June 30, 2016, and June 30, 2015, respectively, determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations.
Components of Assets of Education Lending Business	The discontinued assets of our education lending business included on the balance sheet are as follows. There were no discontinued liabilities for the periods presented below. in millions June 30, December 31, June 30, Held-to-maturity securities $ 1 $ 1 $ 1 Portfolio loans at fair value 3 4 — Loans, net of unearned income (a) 1,689 1,824 1,962 Less: Allowance for loan and lease losses 20 28 22 Net loans 1,672 1,800 1,940 Portfolio loans held for sale at fair value — — 179 Accrued income and other assets 29 30 34 Total assets $ 1,702 $ 1,831 $ 2,154 (a) At June 30, 2016, December 31, 2015, and June 30, 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 June 30, 2016, December 31, 2015, and June 30, 2015: June 30, 2016 dollars in millions Fair Value of Level 3 Valuation 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 Significant Range (Weighted-Average) Portfolio loans accounted for at fair value $ 4 Market approach Indicative bids 84.50-104.00 % June 30, 2015 dollars in millions Fair Value of Level 3 Valuation Significant Range (Weighted-Average) Portfolio loans held for sale accounted for at fair value $ 179 Market approach Indicative bids 88.24-105.55 %
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 June 30, 2016, December 31, 2015, and June 30, 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. June 30, 2016 December 31, 2015 June 30, 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 $ 21 N/A $ 26 N/A $ 26 N/A Loans placed on nonaccrual status 5 N/A 8 N/A 6 N/A Portfolio loans at fair value Accruing loans past due 90 days or more — — $ 1 $ 1 — — Loans placed on nonaccrual status — — — — — — Portfolio loans held for sale at fair value Accruing loans past due 90 days or more — — — — $ 5 $ 5
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 June 30, 2016, December 31, 2015, and June 30, 2015. June 30, 2016 December 31, 2015 June 30, 2015 in millions Contractual Fair Contractual Fair Contractual Fair ASSETS Portfolio loans $ 3 $ 3 $ 4 $ 4 — — Portfolio loans held for sale — — — — $ 179 $ 179
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 June 30, 2016, December 31, 2015, and June 30, 2015. June 30, 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 June 30, 2015 in millions Level 1 Level 2 Level 3 Total ASSETS MEASURED ON A RECURRING BASIS Portfolio loans held for sale — — $ 179 $ 179 Total assets on a recurring basis at fair value — — $ 179 $ 179
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- and six-month periods ended June 30, 2016, and June 30, 2015. in millions Portfolio Portfolio Balance at December 31, 2015 — $ 4 Settlements — (1 ) Balance at June 30, 2016 (a) — $ 3 Balance at March 31, 2016 — $ 3 Settlements — — Balance at June 30, 2016 — $ 3 Balance at December 31, 2014 — $ 191 Gains (losses) recognized in earnings (b) — 1 Settlements — (13 ) Loans transferred to held for sale $ 179 (179 ) Balance at June 30, 2015 (a) $ 179 — Balance at March 31, 2015 — $ 187 Gains (losses) recognized in earnings (b) — (2 ) Settlements — (6 ) Loans transferred to held for sale $ 179 (179 ) Balance at June 30, 2015 (a) $ 179 — (a) There were no purchases, sales, issuances, gains (losses) recognized in earnings, transfers into Level 3, or transfers out of Level 3 for the three- and six-month periods ended June 30, 2016. There were no purchases, sales, issuances, transfers into Level 3, or transfers out of Level 3 for the three- and six-month periods ended and June 30, 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 June 30, December 31, June 30, Cash and due from banks $ 15 $ 15 $ 15 Total assets $ 15 $ 15 $ 15
Combined Results of Discontinued Operations	Combined discontinued operations. Three months ended June 30, Six months ended June 30, in millions 2016 2015 2016 2015 Net interest income $ 7 $ 10 $ 14 $ 20 Provision for credit losses — — 2 2 Net interest income after provision for credit losses 7 10 12 18 Noninterest income 2 (1 ) 3 3 Noninterest expense 4 4 9 8 Income (loss) before income taxes 5 5 6 13 Income taxes 2 2 2 5 Income (loss) from discontinued operations, net of taxes (a) $ 3 $ 3 $ 4 $ 8 (a) Includes after-tax charges of $6 million and $5 million for the three-month periods ended June 30, 2016, and June 30, 2015, respectively, and $12 million and $11 million for the six-month periods ended June 30, 2016, and June 30, 2015, respectively, determined by applying a matched funds transfer pricing methodology to the liabilities assumed necessary to support the discontinued operations.
Combined Assets of Discontinued Operations	The combined assets of the discontinued operations are as follows. There were no discontinued liabilities for the periods presented below. in millions June 30, December 31, June 30, Cash and due from banks $ 15 $ 15 $ 15 Held-to-maturity securities 1 1 1 Portfolio loans at fair value 3 4 — Loans, net of unearned income (a) 1,689 1,824 1,962 Less: Allowance for loan and lease losses 20 28 22 Net loans 1,672 1,800 1,940 Portfolio loans held for sale at fair value — — 179 Accrued income and other assets 29 30 34 Total assets $ 1,717 $ 1,846 $ 2,169 (a) At June 30, 2016, December 31, 2015, and June 30, 2015, unearned income was less than $1 million.

Securities Financing Activiti39

Securities Financing Activities (Tables)	6 Months Ended
	Jun. 30, 2016
Brokers and Dealers [Abstract]
Summarized Securities Financing Agreements	The following table summarizes our securities financing agreements at June 30, 2016, December 31, 2015, and June 30, 2015: June 30, 2016 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) $ 1 $ (1 ) — — Total $ 1 $ (1 ) — — 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 — — — — June 30, 2015 in millions Gross Amount Netting (a) Collateral (b) Net Offsetting of financial assets: Reverse repurchase agreements $ 3 $ (3 ) — — Total $ 3 $ (3 ) — — Offsetting of financial liabilities: Repurchase agreements $ 4 $ (3 ) $ (1 ) — Total $ 4 $ (3 ) $ (1 ) — (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)	6 Months Ended
	Jun. 30, 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 June 30, Six months ended June 30, in millions 2016 2015 2016 2015 Interest cost on PBO $ 11 $ 10 $ 21 $ 20 Expected return on plan assets (13 ) (14 ) (26 ) (28 ) Amortization of losses 4 5 8 9 Net pension cost $ 2 $ 1 $ 3 $ 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 June 30, Six months ended June 30, in millions 2016 2015 2016 2015 Interest cost on APBO $ 1 $ 1 $ 2 $ 2 Expected return on plan assets (1 ) — (2 ) (1 ) Amortization of unrecognized prior service credit — (1 ) — (1 ) Net postretirement benefit cost — — — —

Trust Preferred Securities Is41

Trust Preferred Securities Issued by Unconsolidated Subsidiaries (Tables)	6 Months Ended
	Jun. 30, 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 (a) Common Principal (b) Interest Rate of Trust Preferred (c) Maturity June 30, 2016 KeyCorp Capital I $ 156 $ 6 $ 162 1.365 % 2028 KeyCorp Capital II 117 4 121 6.875 2029 KeyCorp Capital III 151 4 155 7.750 2029 Total $ 424 $ 14 $ 438 5.159 % — December 31, 2015 $ 408 $ 14 $ 422 4.961 % — June 30, 2015 $ 402 $ 14 $ 416 4.903 % — (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 $84 million at June 30, 2016, $68 million at December 31, 2015, and $62 million at June 30, 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 $84 million at June 30, 2016, $68 million at December 31, 2015, and $62 million at June 30, 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)	6 Months Ended
	Jun. 30, 2016
Commitments and Contingencies Disclosure [Abstract]
Guarantees	The following table shows the types of guarantees that we had outstanding at June 30, 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. June 30, 2016 in millions Maximum Potential Liability Financial guarantees: Standby letters of credit $ 11,140 $ 67 Recourse agreement with FNMA 1,956 4 Return guarantee agreement with LIHTC investors 3 3 Written put options (a) 2,661 47 Total $ 15,760 $ 121 (a) The maximum potential undiscounted future payments represent notional amounts of derivatives qualifying as guarantees.

Accumulated Other Comprehensi43

Accumulated Other Comprehensive Income (Tables)	6 Months Ended
	Jun. 30, 2016
Equity [Abstract]
Changes in AOCI	Our changes in AOCI for the three and six months ended June 30, 2016, and June 30, 2015, are as follows: in millions Unrealized gains Unrealized gains Foreign currency Net pension and Total Balance at December 31, 2015 $ (58 ) $ 20 $ (2 ) $ (365 ) $ (405 ) Other comprehensive income before reclassification, net of income taxes 187 121 7 (2 ) 313 Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (27 ) — 5 (22 ) Net current-period other comprehensive income, net of income taxes 187 94 7 3 291 Balance at June 30, 2016 $ 129 $ 114 $ 5 $ (362 ) $ (114 ) Balance at March 31, 2016 $ 70 $ 78 $ 3 $ (364 ) $ (213 ) Other comprehensive income before reclassification, net of income taxes 59 49 2 — 110 Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) — (13 ) — 2 (11 ) Net current-period other comprehensive income, net of income taxes 59 36 2 2 99 Balance at June 30, 2016 $ 129 $ 114 $ 5 $ (362 ) $ (114 ) Balance at December 31, 2014 $ (4 ) $ (8 ) $ 22 $ (366 ) $ (356 ) Other comprehensive income before reclassification, net of income taxes 3 42 (14 ) — 31 Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) 1 (27 ) 1 5 (20 ) Net current-period other comprehensive income, net of income taxes 4 15 (13 ) 5 11 Balance at June 30, 2015 — $ 7 $ 9 $ (361 ) $ (345 ) Balance at March 31, 2015 $ 51 $ 24 $ 9 $ (363 ) $ (279 ) Other comprehensive income before reclassification, net of income taxes (52 ) (3 ) (1 ) — (56 ) Amounts reclassified from accumulated other comprehensive income, net of income taxes (a) 1 (14 ) 1 2 (10 ) Net current-period other comprehensive income, net of income taxes (51 ) (17 ) — 2 (66 ) Balance at June 30, 2015 — $ 7 $ 9 $ (361 ) $ (345 ) (a) See table below for details about these reclassifications.
Reclassifications Out of AOCI	Our reclassifications out of AOCI for the three and six months ended June 30, 2016, and June 30, 2015, are as follows: Six months ended June 30, 2016 in millions Amount Reclassified Affected Line Item in the Statement Where Net Income is Presented Unrealized gains (losses) on derivative financial instruments Interest rate $ 45 Interest income — Loans Interest rate (2 ) Interest expense — Long-term debt 43 Income (loss) from continuing operations before income taxes 16 Income taxes $ 27 Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (8 ) Personnel expense Amortization of unrecognized prior service credit — Personnel expense (8 ) Income (loss) from continuing operations before income taxes (3 ) Income taxes $ (5 ) Income (loss) from continuing operations Three months ended June 30, 2016 in millions Amount Reclassified Affected Line Item in the Statement 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 (2 ) Income taxes $ (2 ) Income (loss) from continuing operations Six months ended June 30, 2015 in millions Amount Reclassified from Affected Line Item in the Statement Where Net Income is Presented Unrealized gains (losses) on available for sale securities Realized losses $ (1 ) Other income (1 ) Income (loss) from continuing operations before income taxes — Income taxes $ (1 ) Income (loss) from continuing operations Unrealized gains (losses) on derivative financial instruments Interest rate $ 45 Interest income — Loans Interest rate (2 ) Interest expense — Long-term debt 43 Income (loss) from continuing operations before income taxes 16 Income taxes $ 27 Income (loss) from continuing operations Foreign currency translation adjustment $ (1 ) Corporate services income (1 ) Income (loss) from continuing operations before income taxes — Income taxes $ (1 ) Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (9 ) Personnel expense Amortization of prior service credit 1 Personnel expense (8 ) Income (loss) from continuing operations before income taxes (3 ) Income taxes $ (5 ) Income (loss) from continuing operations Three months ended June 30, 2015 in millions Amount Reclassified from Affected Line Item in the Statement Where Net Income is Presented Unrealized gains (losses) on available for sale securities Realized losses $ (1 ) Other income (1 ) Income (loss) from continuing operations before income taxes — Income taxes $ (1 ) Income (loss) from continuing operations 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 Foreign currency translation adjustment $ (1 ) Corporate services income (1 ) Income (loss) from continuing operations before income taxes — Income taxes $ (1 ) Income (loss) from continuing operations Net pension and postretirement benefit costs Amortization of losses $ (5 ) Personnel expense Amortization of prior service credit 1 Personnel expense (4 ) Income (loss) from continuing operations before income taxes (2 ) Income taxes $ (2 ) Income (loss) from continuing operations

Line of Business Results (Table

Line of Business Results (Tables)	6 Months Ended
	Jun. 30, 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 June 30, Key Community Bank Key Corporate Bank dollars in millions 2016 2015 2016 2015 SUMMARY OF OPERATIONS Net interest income (TE) $ 391 $ 362 $ 222 $ 228 Noninterest income 207 198 230 250 Total revenue (TE) (a) 598 560 452 478 Provision for credit losses 25 3 30 41 Depreciation and amortization expense 12 14 13 11 Other noninterest expense 432 433 246 245 Income (loss) from continuing operations before income taxes (TE) 129 110 163 181 Allocated income taxes and TE adjustments 48 41 29 50 Income (loss) from continuing operations 81 69 134 131 Income (loss) from discontinued operations, net of taxes — — — — Net income (loss) 81 69 134 131 Less: Net income (loss) attributable to noncontrolling interests — — (1 ) — Net income (loss) attributable to Key $ 81 $ 69 $ 135 $ 131 AVERAGE BALANCES (b) Loans and leases $ 30,936 $ 30,707 $ 28,607 $ 25,298 Total assets (a) 32,963 32,809 33,909 31,173 Deposits 53,794 50,765 19,129 19,709 OTHER FINANCIAL DATA Net loan charge-offs (b) $ 17 $ 20 $ 27 $ 12 Return on average allocated equity (b) 11.99 % 10.34 % 26.23 % 29.24 % Return on average allocated equity 11.99 10.34 26.24 29.24 Average full-time equivalent employees (c) 7,331 7,574 2,138 2,058 Six months ended June 30, Key Community Bank Key Corporate Bank dollars in millions 2016 2015 2016 2015 SUMMARY OF OPERATIONS Net interest income (TE) $ 790 $ 720 $ 440 $ 442 Noninterest income 403 388 437 438 Total revenue (TE) (a) 1,193 1,108 877 880 Provision for credit losses 66 32 73 47 Depreciation and amortization expense 25 29 26 20 Other noninterest expense 856 855 469 455 Income (loss) from continuing operations before income taxes (TE) 246 192 309 358 Allocated income taxes and TE adjustments 92 72 57 99 Income (loss) from continuing operations 154 120 252 259 Income (loss) from discontinued operations, net of taxes — — — — Net income (loss) 154 120 252 259 Less: Net income (loss) attributable to noncontrolling interests — — (2 ) 1 Net income (loss) attributable to Key $ 154 $ 120 $ 254 $ 258 AVERAGE BALANCES (b) Loans and leases $ 30,863 $ 30,684 $ 28,164 $ 25,012 Total assets (a) 32,910 32,789 33,661 30,709 Deposits 53,299 50,591 18,602 19,142 OTHER FINANCIAL DATA Net loan charge-offs (b) $ 40 $ 49 $ 45 $ 8 Return on average allocated equity (b) 11.47 % 8.94 % 24.80 % 28.45 % Return on average allocated equity 11.47 8.94 24.78 28.45 Average full-time equivalent employees (c) 7,353 7,608 2,132 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 $ (11 ) $ (1 ) $ 602 $ 589 $ 3 $ 2 $ 605 $ 591 42 44 479 492 (6 ) (4 ) 473 488 31 43 1,081 1,081 (3 ) (2 ) 1,078 1,079 (3 ) (2 ) 52 42 — (1 ) 52 41 1 2 26 27 36 38 62 65 10 10 688 688 1 (42 ) 689 646 23 33 315 324 (40 ) 3 275 327 (2 ) 1 75 92 2 (1 ) 77 91 25 32 240 232 (42 ) 4 198 236 — — — — 3 3 3 3 25 32 240 232 (39 ) 7 201 239 1 1 — 1 (1 ) — (1 ) 1 $ 24 $ 31 $ 240 $ 231 $ (38 ) $ 7 $ 202 $ 238 $ 1,519 $ 1,903 $ 61,062 $ 57,908 $ 86 $ 70 $ 61,148 $ 57,978 30,121 27,025 96,993 91,007 420 651 97,413 91,658 972 442 73,895 70,916 9 (78 ) 73,904 70,838 — $ 3 $ 44 $ 35 (1 ) $ 1 $ 43 $ 36 57.46 % 56.52 % 19.48 % 19.74 % (2.66 )% .27 % 7.18 % 8.90 % 56.12 55.51 19.47 19.72 (2.47 ) .48 7.29 9.01 4 14 9,473 9,646 3,946 3,809 13,419 13,455 Other Segments Total Segments Reconciling Items Key 2016 2015 2016 2015 2016 2015 2016 2015 (20 ) $ 3 $ 1,210 $ 1,165 $ 7 $ 3 $ 1,217 $ 1,168 $ 72 106 912 932 (8 ) (7 ) 904 925 52 109 2,122 2,097 (1 ) (4 ) 2,121 2,093 2 (4 ) 141 75 — 1 141 76 3 5 54 54 72 75 126 129 19 22 1,344 1,332 (16 ) (81 ) 1,328 1,251 28 86 583 636 (57 ) 1 526 637 (11 ) 10 138 181 3 (10 ) 141 171 39 76 445 455 (60 ) 11 385 466 — — — — 4 8 4 8 39 76 445 455 (56 ) 19 389 474 1 2 (1 ) 3 — — (1 ) 3 $ 38 $ 74 $ 446 $ 452 $ (56 ) $ 19 $ 390 $ 471 $ 1,561 $ 1,973 $ 60,588 $ 57,669 $ 64 $ 77 $ 60,652 $ 57,746 28,925 26,486 95,496 89,984 449 664 95,945 90,648 864 454 72,765 70,187 (14 ) (80 ) 72,751 70,107 $ 5 $ 7 $ 90 $ 64 $ (1 ) — $ 89 $ 64 43.92 % 66.03 % 18.18 % 19.14 % (1.97 )% .38 % 7.02 % 8.82 % 42.69 64.88 18.16 19.12 (1.84 ) .66 7.09 8.97 6 15 9,491 9,680 3,920 3,832 13,411 13,512

Basis of Presentation and Acc45

Basis of Presentation and Accounting Policies - Additional Information (Detail)	6 Months Ended
	Jun. 30, 2016
Cost Method Investments [Member]
Accounting Policies [Line Items]
Economic interest in unconsolidated investments in voting rights entities, Ownership less than	20.00%
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%

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		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
EARNINGS
INCOME (LOSS) FROM CONTINUING OPERATIONS		$ 198	$ 236	$ 385	$ 466
Less: Net income (loss) attributable to noncontrolling interests		(1)	1	(1)	3
Income (loss) from continuing operations attributable to Key		199	235	386	463
Income (loss) from continuing operations attributable to Key common shareholders		193	230	375	452
Income (loss) from discontinued operations, net of taxes		3	3	4	8
Net income (loss) attributable to Key common shareholders		$ 196	$ 233	$ 379	$ 460
WEIGHTED-AVERAGE COMMON SHARES
Weighted-average common shares outstanding		831,899	839,454	829,640	843,992
Effect of convertible preferred stock		0	0	0	0
Effect of common share options and other stock awards		6,597	6,858	7,138	7,695
Weighted-average common shares and potential common shares outstanding	[1]	838,496	846,312	836,778	851,687
EARNINGS PER COMMON SHARE
Income (loss) from continuing operations attributable to Key common shareholders		$ 0.23	$ 0.27	$ 0.45	$ 0.53
Income (loss) from discontinued operations, net of taxes					0.01
Net income (loss) attributable to Key common shareholders	[2]	0.23	0.28	0.45	0.54
Income (loss) from continuing operations attributable to Key common shareholders - assuming dilution		0.23	0.27	0.44	0.52
Income (loss) from discontinued operations, net of taxes					0.01
Net income (loss) attributable to Key common shareholders - assuming dilution	[2]	$ 0.23	$ 0.27	$ 0.45	$ 0.53
Series A Preferred Stock [Member]
EARNINGS
Less: Dividends on Series A Preferred Stock		$ 6	$ 5	$ 11	$ 11
[1]	Assumes conversion of common share options and other stock awards and/or convertible preferred stock, as applicable.
[2]	EPS may not foot due to rounding.

Loans and Loans Held for Sale -

Loans and Loans Held for Sale - Loans by Category (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Residential - prime loans:
Total loans	$ 62,098	$ 59,876	$ 58,264
Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial, financial and agricultural	33,376	31,240	29,285
Commercial real estate:
Commercial mortgage	8,582	7,959	7,874
Construction	881	1,053	1,254
Total commercial real estate loans	9,463	9,012	9,128
Commercial lease financing	3,988	4,020	4,010
Total commercial loans	46,827	44,272	42,423
Residential - prime loans:
Total loans	46,827	44,272	42,423
Consumer Loans [Member]
Commercial real estate:
Total commercial loans	15,271	15,604	15,841
Residential - prime loans:
Real estate - residential mortgage	2,285	2,242	2,252
Home equity loans	10,062	10,335	10,532
Total residential - prime loans	12,347	12,577	12,784
Consumer direct loans	1,584	1,600	1,595
Credit cards	813	806	753
Consumer indirect loans	527	621	709
Total loans	$ 15,271	$ 15,604	$ 15,841

Loans and Loans Held for Sale48

Loans and Loans Held for Sale - Loans by Category (Parenthetical) (Detail) - USD ($) $ in Millions	6 Months Ended		12 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial lease financing includes receivables held as collateral for secured borrowing	$ 102	$ 191	$ 134
Purchased loans	104	125	114
Loans	61,244	57,468	59,080
Education Lending [Member] | Discontinued Operations [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	1,700	2,000	1,800
Commercial Credit Card [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial, financial and agricultural	88	89	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	Jun. 30, 2016	Mar. 31, 2016	Dec. 31, 2015	Sep. 30, 2015	Jun. 30, 2015	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial, financial and agricultural	$ 150		$ 76		$ 217
Commercial lease financing	3		14		7
Total loans held for sale	442	$ 684	639	$ 916	835	$ 1,649
Commercial Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real estate - mortgage	270		532		576
Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real estate - mortgage	$ 19		$ 17		$ 35

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
	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Loans Receivables [Abstract]
Balance at beginning of the period	$ 684	$ 916	$ 1,649
New originations	1,539	1,655	1,650
Transfers from (to) held to maturity, net	22	22	6
Loan sales	(1,802)	(1,943)	(2,466)
Loan draws (payments), net	(1)	(11)	(4)
Balance at end of period	$ 442	$ 639	$ 835

Asset Quality - Nonperforming A

Asset Quality - Nonperforming Assets and Past Due Loans (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Receivables [Abstract]
Total nonperforming loans	$ 619	$ 387	$ 419
OREO	15	14	20
Other nonperforming assets	3	2	1
Total nonperforming assets	637	403	440
Nonperforming assets from discontinued operations-education lending	5	7	6
Restructured loans included in nonperforming loans	133	159	170
Restructured loans with an allocated specific allowance	54	69	79
Specifically allocated allowance for restructured loans	34	30	36
Accruing loans past due 90 days or more	$ 70	72	66
Accruing loans past due 30 through 89 days		$ 208	$ 181

Asset Quality - Nonperforming52

Asset Quality - Nonperforming Assets and Past Due Loans (Parenthetical) (Detail) - USD ($) $ in Millions	6 Months Ended		12 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Financing Receivable, Recorded Investment, Past Due [Line Items]
Purchased credit impaired loans	$ 11	$ 12	$ 11
Restructured loans	22	19	21
Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Carrying value of foreclosed residential real estate	111	116	114
Foreclosed Residential Real Estate [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Carrying value of foreclosed residential real estate	$ 12	$ 15	$ 11

Asset Quality - Additional Info

Asset Quality - Additional Information (Detail)	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2016USD ($)SecurityLoan	Jun. 30, 2015USD ($)SecurityLoan	Jun. 30, 2016USD ($)SecurityLoan	Jun. 30, 2015USD ($)SecurityLoan	Dec. 31, 2015USD ($)	Mar. 31, 2016USD ($)	Mar. 31, 2015USD ($)	Dec. 31, 2014USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Estimated gross contractual amount receivable of PCI loans	$ 41,000,000		$ 41,000,000
Estimated cash flows nonaccretable amount					$ 11,000,000
Estimated cash flows accretable amount	5,000,000		5,000,000
Purchased Credit Impaired, Outstanding	11,000,000	$ 12,000,000	11,000,000	$ 12,000,000	11,000,000
Accretable yield	$ 5,000,000	5,000,000	$ 5,000,000	5,000,000	5,000,000
Percentage of carrying amount of our commercial nonperforming loans outstanding	0.83%		0.83%
Percentage of nonperforming loans outstanding face value	0.83%		0.83%
Percentage of loans held for sale and other nonperforming assets	0.83%		0.83%
Aggregate carrying amount of largest nonperforming loans	$ 331,000,000	$ 120,000,000	$ 331,000,000	$ 120,000,000
Number of largest nonperforming loans | SecurityLoan	20	20	20	20
Percentage of total loans on nonperforming status	54.00%	29.00%	54.00%	29.00%
Net reduction to interest income			$ 12,000,000	$ 8,000,000
Interest income recognized on outstanding balances			6,000,000	3,000,000
Total restructured loans	$ 277,000,000	$ 300,000,000	277,000,000	300,000,000	280,000,000
Addition in restructured loans			49,000,000	73,000,000	99,000,000
Restructured loans partially in payments and charge-offs			52,000,000	43,000,000	89,000,000
Loans net of deferred income	62,098,000,000	58,264,000,000	62,098,000,000	58,264,000,000	59,876,000,000
Minimum outstanding impaired commercial loans	2,500,000		$ 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	854,000,000	796,000,000	$ 854,000,000	$ 796,000,000	796,000,000
ALLL percentage			1.38%	1.37%
ALLL of nonperforming loans percentage			138.00%	190.00%
Provision (credit) for loan and lease losses			$ 149,000,000	$ 67,000,000
Liability for credit losses on lending-related commitments	$ 50,000,000	$ 45,000,000	$ 50,000,000	$ 45,000,000	56,000,000	$ 69,000,000	$ 41,000,000	$ 35,000,000
Percentage of total allowance for credit losses	1.46%	1.44%	1.46%	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			5,000,000	1,000,000	1,000,000
Continuing Operations [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchased Credit Impaired, Outstanding	$ 11,000,000	$ 12,000,000	11,000,000	12,000,000	11,000,000
Loans net of deferred income	62,098,000,000	58,264,000,000	62,098,000,000	58,264,000,000	59,876,000,000
Increase (decrease) in allowance for loan losses				$ 58,000,000
Percentage of Increase (decrease) in allowance for loan losses				7.30%
Individually Evaluated for Impairment, Outstanding	571,000,000	334,000,000	571,000,000	$ 334,000,000	308,000,000
Individually evaluated for Impairment, corresponding allowance	41,000,000	52,000,000	41,000,000	52,000,000	35,000,000
Collectively Evaluated for Impairment, Outstanding	61,516,000,000	57,918,000,000	61,516,000,000	57,918,000,000	59,557,000,000
Collectively evaluated for Impairment, corresponding allowance	812,000,000	743,000,000	812,000,000	743,000,000	760,000,000
Provision (credit) for loan and lease losses			147,000,000	66,000,000
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	11,000,000	12,000,000
Collectively evaluated for Impairment, corresponding allowance	$ 1,000,000	1,000,000	1,000,000	1,000,000
Provision (credit) for loan and lease losses			$ 0	0
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	$ 46,827,000,000	42,423,000,000	$ 46,827,000,000	42,423,000,000	44,272,000,000
Commercial Loans [Member] | Continuing Operations [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans net of deferred income	46,827,000,000	42,423,000,000	46,827,000,000	42,423,000,000	44,272,000,000
Increase (decrease) in allowance for loan losses				$ 64,000,000
Percentage of Increase (decrease) in allowance for loan losses				9.90%
Individually Evaluated for Impairment, Outstanding	348,000,000	105,000,000	348,000,000	$ 105,000,000	83,000,000
Individually evaluated for Impairment, corresponding allowance	16,000,000	25,000,000	16,000,000	25,000,000	8,000,000
Collectively Evaluated for Impairment, Outstanding	46,479,000,000	42,318,000,000	46,479,000,000	42,318,000,000	44,189,000,000
Collectively evaluated for Impairment, corresponding allowance	$ 694,000,000	$ 621,000,000	694,000,000	621,000,000	648,000,000
Provision (credit) for loan and lease losses			$ 107,000,000	43,000,000
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	41	65
Financial receivable, modifications, subsequent default, recorded investment	$ 2,000,000	$ 3,000,000
Loans net of deferred income	15,271,000,000	15,841,000,000	$ 15,271,000,000	15,841,000,000	15,604,000,000
Consumer Loans [Member] | Continuing Operations [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchased Credit Impaired, Outstanding	11,000,000	12,000,000	11,000,000	12,000,000	11,000,000
Loans net of deferred income	15,271,000,000	15,841,000,000	15,271,000,000	15,841,000,000	15,604,000,000
Increase (decrease) in allowance for loan losses				$ 6,000,000
Percentage of Increase (decrease) in allowance for loan losses				4.00%
Individually Evaluated for Impairment, Outstanding	223,000,000	229,000,000	223,000,000	$ 229,000,000	225,000,000
Individually evaluated for Impairment, corresponding allowance	25,000,000	27,000,000	25,000,000	27,000,000	27,000,000
Collectively Evaluated for Impairment, Outstanding	15,037,000,000	15,600,000,000	15,037,000,000	15,600,000,000	15,368,000,000
Collectively evaluated for Impairment, corresponding allowance	118,000,000	122,000,000	118,000,000	122,000,000	112,000,000
Provision (credit) for loan and lease losses			40,000,000	23,000,000
Performing [Member] | Loans, Total [Member] | Credit Concentration Risk [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans net of deferred income	61,200,000,000	57,600,000,000	$ 61,200,000,000	$ 57,600,000,000	$ 59,200,000,000
Concentration risk			98.50%	98.80%	98.90%
Nonperforming [Member] | Loans, Total [Member] | Credit Concentration Risk [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans net of deferred income	892,000,000	666,000,000	$ 892,000,000	$ 666,000,000	$ 667,000,000
Concentration risk			1.40%	1.20%	1.10%
PCI Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchased Credit Impaired, Outstanding	16,000,000	18,000,000	$ 16,000,000	$ 18,000,000	$ 17,000,000
Purchased credit impaired loans carrying value	$ 11,000,000	$ 12,000,000	$ 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	6 Months Ended		12 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	$ 407	$ 111	$ 135
Recorded Investment	571	334	308
With no related allowance recorded, Unpaid Principal Balance	452	162	172
Unpaid Principal Balance	617	399	361
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	386	120	125
With related allowance recorded, Recorded Investment	164	223	173
With related allowance recorded, Unpaid Principal Balance	165	237	189
Specific Allowance	41	52	35
With related allowance recorded, Average Recorded Investment	203	216	180
Average Recorded Investment	589	336	305
Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	319	26	50
With no related allowance recorded, Unpaid Principal Balance	364	77	87
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	296	34	38
With related allowance recorded, Recorded Investment	29	79	33
With related allowance recorded, Unpaid Principal Balance	30	93	49
Specific Allowance	16	25	8
With related allowance recorded, Average Recorded Investment	67	73	40
Consumer Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	88	85	85
With no related allowance recorded, Unpaid Principal Balance	88	85	85
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	90	86	87
With related allowance recorded, Recorded Investment	135	144	140
With related allowance recorded, Unpaid Principal Balance	135	144	140
Specific Allowance	25	27	27
With related allowance recorded, Average Recorded Investment	136	143	140
Commercial, Financial and Agricultural [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	293	9	40
With no related allowance recorded, Unpaid Principal Balance	328	56	74
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	276	15	23
With related allowance recorded, Recorded Investment	29	73	28
With related allowance recorded, Unpaid Principal Balance	30	86	43
Specific Allowance	16	24	7
With related allowance recorded, Average Recorded Investment	65	67	33
Commercial Real Estate: Commercial Mortgage [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	5	10	5
With no related allowance recorded, Unpaid Principal Balance	7	14	8
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	5	12	10
With related allowance recorded, Recorded Investment		6	5
With related allowance recorded, Unpaid Principal Balance		7	6
Specific Allowance		1	1
With related allowance recorded, Average Recorded Investment	2	6	6
Commercial Real Estate: Construction [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	21	7	5
With no related allowance recorded, Unpaid Principal Balance	29	7	5
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	15	7	5
With related allowance recorded, Average Recorded Investment			1
Commercial Real Estate Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	26	17	10
With no related allowance recorded, Unpaid Principal Balance	36	21	13
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	20	19	15
With related allowance recorded, Recorded Investment		6	5
With related allowance recorded, Unpaid Principal Balance		7	6
Specific Allowance		1	1
With related allowance recorded, Average Recorded Investment	2	6	7
Real Estate - Residential Mortgage [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	22	22	23
With no related allowance recorded, Unpaid Principal Balance	22	22	23
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	23	22	24
With related allowance recorded, Recorded Investment	31	33	33
With related allowance recorded, Unpaid Principal Balance	31	33	33
Specific Allowance	3	5	4
With related allowance recorded, Average Recorded Investment	32	33	32
Home Equity Loans [Member]
Financing Receivable, Impaired [Line Items]
With no related allowance recorded, Recorded Investment	65	62	61
With no related allowance recorded, Unpaid Principal Balance	65	62	61
With no related allowance recorded, Specific Allowance	0	0	0
With no related allowance recorded, Average Recorded Investment	66	63	62
With related allowance recorded, Recorded Investment	66	63	64
With related allowance recorded, Unpaid Principal Balance	66	63	64
Specific Allowance	20	19	20
With related allowance recorded, Average Recorded Investment	65	62	60
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	1	1
With related allowance recorded, Recorded Investment	32	42	37
With related allowance recorded, Unpaid Principal Balance	32	42	37
Specific Allowance	2	3	3
With related allowance recorded, Average Recorded Investment	33	42	40
Consumer Direct Loans [Member]
Financing Receivable, Impaired [Line Items]
With related allowance recorded, Recorded Investment	3	3	3
With related allowance recorded, Unpaid Principal Balance	3	3	3
With related allowance recorded, Average Recorded Investment	3	3	4
Credit Cards [Member]
Financing Receivable, Impaired [Line Items]
With related allowance recorded, Recorded Investment	3	3	3
With related allowance recorded, Unpaid Principal Balance	3	3	3
With related allowance recorded, Average Recorded Investment	$ 3	$ 3	$ 4

Asset Quality - Breakdown of No

Asset Quality - Breakdown of Nonperforming TDRs by Loans Category (Detail) $ in Millions	6 Months Ended		12 Months Ended
	Jun. 30, 2016USD ($)SecurityLoan	Jun. 30, 2015USD ($)SecurityLoan	Dec. 31, 2015USD ($)SecurityLoan
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	4,627	4,684	4,622
Pre-modification Outstanding Recorded Investment	$ 356	$ 388	$ 364
Post-modification Outstanding Recorded Investment	$ 277	$ 300	$ 280
Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,037	2,011	2,122
Pre-modification Outstanding Recorded Investment	$ 163	$ 219	$ 203
Post-modification Outstanding Recorded Investment	$ 133	$ 170	$ 159
Consumer Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,015		2,098
Pre-modification Outstanding Recorded Investment	$ 111		$ 117
Post-modification Outstanding Recorded Investment	$ 100		$ 107
Commercial Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	22	24	24
Pre-modification Outstanding Recorded Investment	$ 52	$ 106	$ 86
Post-modification Outstanding Recorded Investment	$ 33	$ 66	$ 52
Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,590	2,673	2,500
Pre-modification Outstanding Recorded Investment	$ 193	$ 169	$ 161
Post-modification Outstanding Recorded Investment	$ 144	$ 130	$ 121
Prior-Year Accruing [Member] | Consumer Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	2,584	2,658	2,493
Pre-modification Outstanding Recorded Investment	$ 163	$ 161	$ 156
Post-modification Outstanding Recorded Investment	$ 124	$ 126	$ 119
Prior-Year Accruing [Member] | Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	6	15	7
Pre-modification Outstanding Recorded Investment	$ 30	$ 8	$ 5
Post-modification Outstanding Recorded Investment	$ 20	$ 4	$ 2
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	14	12
Pre-modification Outstanding Recorded Investment	$ 50	$ 74
Post-modification Outstanding Recorded Investment	$ 32	$ 58
Commercial, Financial and Agricultural [Member] | Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	6	14	7
Pre-modification Outstanding Recorded Investment	$ 30	$ 6	$ 5
Post-modification Outstanding Recorded Investment	$ 20	$ 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	8	12
Pre-modification Outstanding Recorded Investment	$ 2	$ 32
Post-modification Outstanding Recorded Investment	$ 1	$ 8
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
Real Estate - Residential Mortgage [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	307	352	366
Pre-modification Outstanding Recorded Investment	$ 19	$ 21	$ 23
Post-modification Outstanding Recorded Investment	$ 19	$ 21	$ 23
Real Estate - Residential Mortgage [Member] | Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	536	491	489
Pre-modification Outstanding Recorded Investment	$ 35	$ 36	$ 34
Post-modification Outstanding Recorded Investment	$ 35	$ 36	$ 34
Home Equity Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	1,332	1,193	1,262
Pre-modification Outstanding Recorded Investment	$ 86	$ 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	1,116	1,138	1,071
Pre-modification Outstanding Recorded Investment	$ 64	$ 58	$ 57
Post-modification Outstanding Recorded Investment	$ 54	$ 50	$ 49
Consumer Direct Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	28	28	28
Pre-modification Outstanding Recorded Investment	$ 1	$ 1	$ 1
Post-modification Outstanding Recorded Investment	$ 1	$ 1	$ 1
Consumer Direct Loans [Member] | Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	39	48	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	267	289	339
Pre-modification Outstanding Recorded Investment	$ 1	$ 2	$ 2
Post-modification Outstanding Recorded Investment	$ 1	$ 2	$ 2
Consumer Credit Card Financing Receivable [Member] | Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	478	489	461
Pre-modification Outstanding Recorded Investment	$ 3	$ 3	$ 4
Post-modification Outstanding Recorded Investment	$ 2	$ 2	$ 2
Consumer Indirect Loans [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	81	125	103
Pre-modification Outstanding Recorded Investment	$ 4	$ 9	$ 6
Post-modification Outstanding Recorded Investment	$ 3	$ 7	$ 5
Consumer Indirect Loans [Member] | Prior-Year Accruing [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan	415	492	430
Pre-modification Outstanding Recorded Investment	$ 59	$ 62	$ 59
Post-modification Outstanding Recorded Investment	$ 31	$ 36	$ 32
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	8	12
Pre-modification Outstanding Recorded Investment	$ 2	$ 32
Post-modification Outstanding Recorded Investment	$ 1	$ 8
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
Consumer And Other Financing Receivable [Member] | Nonperforming [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans | SecurityLoan		1,987
Pre-modification Outstanding Recorded Investment		$ 113
Post-modification Outstanding Recorded Investment		$ 104

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	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Financing Receivable, Modifications [Line Items]
Total commercial and consumer TDRs	$ 277	$ 280	$ 300
Total loans	62,098	59,876	58,264
Commercial Loans [Member]
Financing Receivable, Modifications [Line Items]
Interest rate reduction	52	51	60
Forgiveness of principal		2	2
Other	1	1	8
Total	53	54	70
Total loans	46,827	44,272	42,423
Consumer Loans [Member]
Financing Receivable, Modifications [Line Items]
Interest rate reduction	128	132	142
Forgiveness of principal	3	8	4
Other	93	86	84
Total	224	226	230
Total loans	$ 15,271	$ 15,604	$ 15,841

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	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Receivables [Abstract]
Additional funds to borrowers related to lending related commitments	$ 7	$ 9	$ 8

Asset Quality - Past Due Loans

Asset Quality - Past Due Loans Including Current Loans (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	$ 61,195	$ 59,198	$ 57,586
Nonperforming Loans	619	387	419
Days Past Due	892	667	666
Purchased Credit Impaired	11	11	12
Total loans	62,098	59,876	58,264
Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	46,324	44,027	42,169
Nonperforming Loans	370	123	156
Days Past Due	503	245	254
Total loans	46,827	44,272	42,423
Consumer Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	14,871	15,171	15,417
Nonperforming Loans	249	264	263
Days Past Due	389	422	412
Purchased Credit Impaired	11	11	12
Total loans	15,271	15,604	15,841
Commercial, Financial and Agricultural [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	32,975	31,116	29,137
Nonperforming Loans	321	82	100
Days Past Due	401	124	148
Total loans	33,376	31,240	29,285
Commercial Real Estate: Commercial Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	8,556	7,917	7,823
Nonperforming Loans	14	19	26
Days Past Due	26	42	51
Total loans	8,582	7,959	7,874
Construction [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	854	1,042	1,242
Nonperforming Loans	25	9	12
Days Past Due	27	11	12
Total loans	881	1,053	1,254
Commercial Real Estate Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	9,410	8,959	9,065
Nonperforming Loans	39	28	38
Days Past Due	53	53	63
Total loans	9,463	9,012	9,128
Commercial Lease Financing [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	3,939	3,952	3,967
Nonperforming Loans	10	13	18
Days Past Due	49	68	43
Total loans	3,988	4,020	4,010
Real Estate - Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	2,208	2,149	2,155
Nonperforming Loans	54	64	67
Days Past Due	67	83	86
Purchased Credit Impaired	10	10	11
Total loans	2,285	2,242	2,252
Home Equity Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	9,799	10,056	10,264
Nonperforming Loans	189	190	184
Days Past Due	262	278	267
Purchased Credit Impaired	1	1	1
Total loans	10,062	10,335	10,532
Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	1,557	1,580	1,577
Nonperforming Loans	1	2	1
Days Past Due	27	20	18
Total loans	1,584	1,600	1,595
Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	796	785	735
Nonperforming Loans	2	2	2
Days Past Due	17	21	18
Total loans	813	806	753
Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	511	601	686
Nonperforming Loans	3	6	9
Days Past Due	16	20	23
Total loans	527	621	709
30-59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	149	142	135
30-59 Days Past Due [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	72	53	52
30-59 Days Past Due [Member] | Consumer Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	77	89	83
30-59 Days Past Due [Member] | Commercial, Financial and Agricultural [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	46	11	26
30-59 Days Past Due [Member] | Commercial Real Estate: Commercial Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	4	8	6
30-59 Days Past Due [Member] | Construction [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due		1
30-59 Days Past Due [Member] | Commercial Real Estate Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	4	9	6
30-59 Days Past Due [Member] | Commercial Lease Financing [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	22	33	20
30-59 Days Past Due [Member] | Real Estate - Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	9	14	13
30-59 Days Past Due [Member] | Home Equity Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	36	50	47
30-59 Days Past Due [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	18	10	8
30-59 Days Past Due [Member] | Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	5	6	5
30-59 Days Past Due [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	9	9	10
60-89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	54	66	46
60-89 Days Past Due [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	17	28	10
60-89 Days Past Due [Member] | Consumer Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	37	38	36
60-89 Days Past Due [Member] | Commercial, Financial and Agricultural [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	10	11	5
60-89 Days Past Due [Member] | Commercial Real Estate: Commercial Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	1	5	2
60-89 Days Past Due [Member] | Construction [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due		1
60-89 Days Past Due [Member] | Commercial Real Estate Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	1	6	2
60-89 Days Past Due [Member] | Commercial Lease Financing [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	6	11	3
60-89 Days Past Due [Member] | Real Estate - Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	3	3	3
60-89 Days Past Due [Member] | Home Equity Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	25	24	24
60-89 Days Past Due [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	3	3	3
60-89 Days Past Due [Member] | Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	3	4	3
60-89 Days Past Due [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	3	4	3
90 and Greater Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	70	72	66
90 and Greater Days Past Due [Member] | Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	44	41	36
90 and Greater Days Past Due [Member] | Consumer Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	26	31	30
90 and Greater Days Past Due [Member] | Commercial, Financial and Agricultural [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	24	20	17
90 and Greater Days Past Due [Member] | Commercial Real Estate: Commercial Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	7	10	17
90 and Greater Days Past Due [Member] | Construction [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	2
90 and Greater Days Past Due [Member] | Commercial Real Estate Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	9	10	17
90 and Greater Days Past Due [Member] | Commercial Lease Financing [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	11	11	2
90 and Greater Days Past Due [Member] | Real Estate - Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	1	2	3
90 and Greater Days Past Due [Member] | Home Equity Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	12	14	12
90 and Greater Days Past Due [Member] | Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	5	5	6
90 and Greater Days Past Due [Member] | Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	7	9	8
90 and Greater Days Past Due [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Days Past Due	$ 1	$ 1	$ 1

Asset Quality - Financing Recei

Asset Quality - Financing Receivable Credit Quality Indicators (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Total loans	$ 62,098	$ 59,876	$ 58,264
RE Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	8,582	7,959	7,874
Pass [Member] | RE Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	8,380	7,800	7,603
Criticized (Accruing) [Member] | RE Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	188	139	245
Criticized (Nonaccruing) [Member] | RE Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	14	20	26
Commercial, Financial and Agricultural [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	33,376	31,240	29,285
Commercial, Financial and Agricultural [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	31,700	29,921	28,169
Commercial, Financial and Agricultural [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,354	1,236	1,015
Commercial, Financial and Agricultural [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	322	83	101
RE Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	881	1,053	1,254
RE Construction [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	831	1,007	1,222
RE Construction [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	25	37	20
RE Construction [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	25	9	12
Commercial Leases [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	3,988	4,020	4,010
Commercial Leases [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	3,932	3,967	3,944
Commercial Leases [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	46	38	48
Commercial Leases [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	10	15	18
Commercial Portfolio Segment Excluding PCI Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	46,827	44,272	42,423
Commercial Portfolio Segment Excluding PCI Loans [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	44,843	42,695	40,938
Commercial Portfolio Segment Excluding PCI Loans [Member] | Criticized (Accruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	1,613	1,450	1,328
Commercial Portfolio Segment Excluding PCI Loans [Member] | Criticized (Nonaccruing) [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	$ 371	$ 127	$ 157

Asset Quality - Credit Risk Pro

Asset Quality - Credit Risk Profile by Regulatory Classifications (Detail) - Residential Prime Financing Receivables [Member] - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Total	$ 12,336	$ 12,566	$ 12,772
Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total	12,080	12,296	12,506
Substandard [Member]
Financing Receivable, Recorded Investment [Line Items]
Total	$ 256	$ 270	$ 266

Asset Quality - Credit Risk P61

Asset Quality - Credit Risk Profile Based on Payment Activity (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	$ 62,098	$ 59,876	$ 58,264
Consumer Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	15,271	15,604	15,841
Credit Risk Profile [Member] | Consumer Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	2,924	3,027	3,057
Performing [Member] | Credit Risk Profile [Member] | Consumer Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	2,918	3,017	3,045
Nonperforming [Member] | Credit Risk Profile [Member] | Consumer Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	6	10	12
Consumer Direct Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	1,584	1,600	1,595
Consumer Direct Loans [Member] | Performing [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	1,583	1,598	1,594
Consumer Direct Loans [Member] | Nonperforming [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	1	2	1
Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	813	806	753
Consumer Credit Card Financing Receivable [Member] | Performing [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	811	804	751
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	527	621	709
Consumer Indirect Loans [Member] | Performing [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	524	615	700
Consumer Indirect Loans [Member] | Nonperforming [Member]
Financing Receivable, Recorded Investment [Line Items]
Credit risk profile based on payment	$ 3	$ 6	$ 9

Asset Quality - Summary of Allo

Asset Quality - Summary of Allowance for Loan and Lease Losses (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Beginning balance			$ 824	$ 823
Charge-offs			(139)	(115)
Recoveries			40	43
Provision for loan and lease losses from continuing operations	$ 52	$ 41	141	76
Ending balance	874	818	874	818
Continuing Operations [Member]
Financing Receivable, Recorded Investment [Line Items]
Beginning balance	826	794	796	794
Charge-offs	(64)	(52)	(124)	(99)
Recoveries	21	16	35	35
Net loans and leases charged off	(43)	(36)	(89)	(64)
Provision for loan and lease losses from continuing operations	71	37	147	66
Foreign currency translation adjustment		1
Ending balance	$ 854	$ 796	$ 854	$ 796

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		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance			$ 824	$ 823
Provision			149	67
Charge-offs			(139)	(115)
Recoveries			40	43
Ending balance	$ 874	$ 818	874	818
Discontinued Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance			28	29
Provision			2	1
Charge-offs				(16)
Charge-offs			(15)
Recoveries			5	8
Ending balance	20	22	20	22
Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	826	794	796	794
Provision			147	66
Charge-offs	(64)	(52)	(124)	(99)
Recoveries	21	16	35	35
Ending balance	854	796	854	796
Continuing Operations [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance			656	623
Provision			107	43
Charge-offs			(70)	(39)
Recoveries			17	19
Ending balance	710	646	710	646
Continuing Operations [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance			140	171
Provision			40	23
Charge-offs			(54)	(60)
Recoveries			18	16
Ending balance	144	150	144	150
Continuing Operations [Member] | Commercial, Financial and Agricultural [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance			450	391
Provision			118	49
Charge-offs			(61)	(33)
Recoveries			6	11
Ending balance	513	418	513	418
Continuing Operations [Member] | Commercial Real Estate: Commercial Mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance			134	148
Provision			(4)	(4)
Charge-offs			(3)	(2)
Recoveries			8	2
Ending balance	135	144	135	144
Continuing Operations [Member] | RE Construction [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance			25	28
Provision			(9)	3
Charge-offs				(1)
Recoveries			1	1
Ending balance	17	31	17	31
Continuing Operations [Member] | Commercial Lease Financing [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance			47	56
Provision			2	(5)
Charge-offs			(6)	(3)
Recoveries			2	5
Ending balance	45	53	45	53
Continuing Operations [Member] | Real Estate - Residential Mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance			18	23
Provision			1	(1)
Charge-offs			(3)	(3)
Recoveries			2	1
Ending balance	18	20	18	20
Continuing Operations [Member] | Home Equity Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance			57	71
Provision			18	3
Charge-offs			(17)	(18)
Recoveries			7	5
Ending balance	65	61	65	61
Continuing Operations [Member] | Consumer Direct Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance			20	22
Provision			8	7
Charge-offs			(12)	(12)
Recoveries			3	4
Ending balance	19	21	19	21
Continuing Operations [Member] | Credit Cards [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance			32	33
Provision			12	13
Charge-offs			(16)	(16)
Recoveries			2	1
Ending balance	30	31	30	31
Continuing Operations [Member] | Consumer Indirect Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance			13	22
Provision			1	1
Charge-offs			(6)	(11)
Recoveries			4	5
Ending balance	$ 12	$ 17	$ 12	$ 17

Asset Quality - Changes in Al64

Asset Quality - Changes in Allowance for Loan and Lease Losses by Loan Category (Parenthetical) (Detail) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Receivables [Abstract]
Provision/Credit for losses on lending-related commitments	$ 6	$ 10

Asset Quality - Allowance for L

Asset Quality - Allowance for Loan and Lease Losses and Corresponding Loan Balances (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Financing Receivable, Allowance for Credit Losses [Line Items]
Total loans	$ 62,098	$ 59,876	$ 58,264
Purchase Credit Impairment, Outstanding	11	11	12
Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total loans	46,827	44,272	42,423
Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total loans	15,271	15,604	15,841
Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	41	35	52
Collectively Evaluated for Impairment Allowance	812	760	743
Purchase Credit Impairment Allowance	1	1	1
Total loans	62,098	59,876	58,264
Individually Evaluated for Impairment, Outstanding	571	308	334
Collectively Evaluated for Impairment, Outstanding	61,516	59,557	57,918
Purchase Credit Impairment, Outstanding	11	11	12
Individually Evaluated for Impairment Allowance, Total ALLL - Including Discontinued Operations	43	37	53
Collectively Evaluated for Impairment Allowance, Total ALLL - Including Discontinued Operations	830	786	764
Purchased Credit Impaired Allowance, Total ALLL - Including Discontinued Operations	1	1	1
Loans, Outstanding, Total ALLL - Including Discontinued Operations	63,790	61,704	60,226
Individually Evaluated for Impairment, Outstanding, Total ALLL - Including Discontinued Operations	593	329	353
Collectively Evaluated for Impairment, Outstanding, Total ALLL - Including Discontinued Operations	63,186	61,364	59,861
Purchased Credit Impaired, Outstanding, Total ALLL - Including Discontinued Operations	11	11	12
Continuing Operations [Member] | Commercial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	16	8	25
Collectively Evaluated for Impairment Allowance	694	648	621
Total loans	46,827	44,272	42,423
Individually Evaluated for Impairment, Outstanding	348	83	105
Collectively Evaluated for Impairment, Outstanding	46,479	44,189	42,318
Continuing Operations [Member] | Consumer Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	25	27	27
Collectively Evaluated for Impairment Allowance	118	112	122
Purchase Credit Impairment Allowance	1	1	1
Total loans	15,271	15,604	15,841
Individually Evaluated for Impairment, Outstanding	223	225	229
Collectively Evaluated for Impairment, Outstanding	15,037	15,368	15,600
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	18	26	21
Total loans	1,689	1,824	1,962
Individually Evaluated for Impairment, Outstanding	22	21	19
Collectively Evaluated for Impairment, Outstanding	1,670	1,807	1,943
Loans, Outstanding	1,692	1,828	1,962
Commercial, Financial and Agricultural [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total loans	33,376	31,240	29,285
Commercial, Financial and Agricultural [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	16	7	24
Collectively Evaluated for Impairment Allowance	497	443	394
Total loans	33,376	31,240	29,285
Individually Evaluated for Impairment, Outstanding	322	68	82
Collectively Evaluated for Impairment, Outstanding	33,054	31,172	29,203
Commercial Real Estate: Commercial Mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total loans	8,582	7,959	7,874
Commercial Real Estate: Commercial Mortgage [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance		1	1
Collectively Evaluated for Impairment Allowance	135	133	143
Total loans	8,582	7,959	7,874
Individually Evaluated for Impairment, Outstanding	5	10	16
Collectively Evaluated for Impairment, Outstanding	8,577	7,949	7,858
Commercial Real Estate: Construction [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Collectively Evaluated for Impairment Allowance	17	25	31
Total loans	881	1,053	1,254
Individually Evaluated for Impairment, Outstanding	21	5	7
Collectively Evaluated for Impairment, Outstanding	860	1,048	1,247
Commercial Real Estate Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total loans	9,463	9,012	9,128
Commercial Real Estate Loans [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance		1	1
Collectively Evaluated for Impairment Allowance	152	158	174
Total loans	9,463	9,012	9,128
Individually Evaluated for Impairment, Outstanding	26	15	23
Collectively Evaluated for Impairment, Outstanding	9,437	8,997	9,105
Commercial Lease Financing [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total loans	3,988	4,020	4,010
Commercial Lease Financing [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Collectively Evaluated for Impairment Allowance	45	47	53
Total loans	3,988	4,020	4,010
Collectively Evaluated for Impairment, Outstanding	3,988	4,020	4,010
Real Estate - Residential Mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total loans	2,285	2,242	2,252
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	14	13	14
Purchase Credit Impairment Allowance	1	1	1
Total loans	2,285	2,242	2,252
Individually Evaluated for Impairment, Outstanding	53	56	56
Collectively Evaluated for Impairment, Outstanding	2,222	2,176	2,185
Purchase Credit Impairment, Outstanding	10	10	11
Home Equity Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total loans	10,062	10,335	10,532
Home Equity Loans [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	20	20	19
Collectively Evaluated for Impairment Allowance	45	37	42
Total loans	10,062	10,335	10,532
Individually Evaluated for Impairment, Outstanding	131	125	124
Collectively Evaluated for Impairment, Outstanding	9,930	10,209	10,407
Purchase Credit Impairment, Outstanding	1	1	1
Consumer Direct Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total loans	1,584	1,600	1,595
Consumer Direct Loans [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Collectively Evaluated for Impairment Allowance	19	20	21
Total loans	1,584	1,600	1,595
Individually Evaluated for Impairment, Outstanding	3	3	3
Collectively Evaluated for Impairment, Outstanding	1,581	1,597	1,592
Consumer Credit Card Financing Receivable [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total loans	813	806	753
Consumer Credit Card Financing Receivable [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Collectively Evaluated for Impairment Allowance	30	32	31
Total loans	813	806	753
Individually Evaluated for Impairment, Outstanding	3	3	3
Collectively Evaluated for Impairment, Outstanding	810	803	750
Consumer Indirect Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Total loans	527	621	709
Consumer Indirect Loans [Member] | Continuing Operations [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Individually Evaluated for Impairment Allowance	2	3	3
Collectively Evaluated for Impairment Allowance	10	10	14
Total loans	527	621	709
Individually Evaluated for Impairment, Outstanding	33	38	43
Collectively Evaluated for Impairment, Outstanding	$ 494	$ 583	$ 666

Asset Quality - Allowance for66

Asset Quality - Allowance for Loan and Lease Losses and Corresponding Loan Balances (Parenthetical) (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans carried at fair value		$ 4
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		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Receivables [Abstract]
Balance at beginning of period	$ 69	$ 41	$ 56	$ 35
Provision (credit) for losses on lending-related commitments	(19)	4	(6)	10
Balance at end of period	$ 50	$ 45	$ 50	$ 45

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		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Indirect Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	$ 8		$ 8
Unfunded Commitments	1		1
Indirect Investments [Member] | Passive Funds [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	8		8
Unfunded Commitments	1		1
Principal Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	224		224
Unfunded Commitments	44		44
Funded Commitments	2	$ 3	3	$ 5
Funded Other			13	2
Principal Investments [Member] | Indirect Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	184		184
Unfunded Commitments	44		44
Funded Commitments	2	$ 3	3	5
Principal Investments [Member] | Direct Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Fair Value	$ 40		40
Funded Other			$ 13	$ 2

Fair Value Measurements - Fai69

Fair Value Measurements - Fair Value of Direct and Indirect Investments, Related Unfunded Commitments and Financial Support Provided (Parenthetical) (Detail)	6 Months Ended
	Jun. 30, 2016
Minimum [Member] | Indirect Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Liquidation period of funds	1 year
Minimum [Member] | Passive Funds [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Liquidation period of funds	1 year
Maximum [Member] | Indirect Investments [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Liquidation period of funds	8 years
Maximum [Member] | Passive Funds [Member]
Fair Value, Estimate Not Practicable, Financial Statement Captions [Line Items]
Liquidation period of funds	3 years

Fair Value Measurements - Fai70

Fair Value Measurements - Fair Value of Assets and Liabilities Measured on Recurring Basis (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	$ 965	$ 788	$ 674
Securities available for sale	14,552	14,218	14,244
Derivative Assets, Netting adjustments	(660)	(866)	(834)
Total derivative assets	1,234	619	536
Accrued income and other assets	4	7	5
Total assets at fair value	12	7	13
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative Liabilities, Netting adjustments	(484)	(494)	(486)
Total derivative liabilities	746	632	560
Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	12,518	11,995	11,751
States and Political Subdivisions [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	12	14	19
Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	20	20	22
Other Mortgage-Backed Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	2,002	2,189	2,452
Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Commercial loans	11	6	8
Total trading account assets	965	788	674
Securities available for sale	14,552	14,218	14,244
Total other investments	232	312	365
Derivative assets	1,894	1,485	1,370
Derivative Assets, Netting adjustments	(660)	(866)	(834)
Total derivative assets	1,234	619	536
Accrued income and other assets	5	1	2
Total assets at fair value	16,988	15,938	15,821
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	1,230	1,126	1,046
Derivative Liabilities, Netting adjustments	(484)	(494)	(486)
Total derivative liabilities	746	632	560
Accrued expense and other liabilities	5	1	2
Total liabilities on a recurring basis at fair value	1,438	1,166	1,090
Recurring [Member] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	12,518	11,995	11,751
Recurring [Member] | Trading Account Assets [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	954	782	666
Recurring [Member] | U.S. Treasury, Agencies and Corporations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	708	704	580
Recurring [Member] | States and Political Subdivisions [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	38	25	23
Securities available for sale	11	14	19
Recurring [Member] | Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	46	27	26
Securities available for sale	20	20	22
Recurring [Member] | Principal Investments Direct [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	40	69	70
Recurring [Member] | Principal Investments Indirect [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	184	235	282
Recurring [Member] | Principal Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	224	304	352
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	162	26	37
Securities available for sale	2,003	2,189	2,452
Recurring [Member] | Short Positions [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	687	533	528
Recurring [Member] | Interest Rate [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	1,562	884	856
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	912	563	568
Recurring [Member] | Foreign Exchange [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	115	151	131
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	113	124	108
Recurring [Member] | Commodity [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	213	444	379
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	201	433	365
Recurring [Member] | Credit [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	4	6	4
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	4	6	5
Level 1 [Member] | Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account assets		3	2
Securities available for sale	3	3	12
Total other investments	16
Derivative assets	109	143	121
Total derivative assets	109	143	121
Total assets at fair value	128	149	135
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	106	116	100
Total derivative liabilities	106	116	100
Total liabilities on a recurring basis at fair value	137	116	101
Level 1 [Member] | Recurring [Member] | Trading Account Assets [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities		3	2
Level 1 [Member] | Recurring [Member] | Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities		3	2
Securities available for sale	3	3	12
Level 1 [Member] | Recurring [Member] | Principal Investments Direct [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	16
Level 1 [Member] | Recurring [Member] | Principal Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	16
Level 1 [Member] | Recurring [Member] | Short Positions [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	31		1
Level 1 [Member] | Recurring [Member] | Foreign Exchange [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	109	143	121
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	106	116	100
Level 2 [Member] | Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Commercial loans	11	6	8
Total trading account assets	965	785	672
Securities available for sale	14,532	14,198	14,222
Total other investments		19
Derivative assets	1,768	1,324	1,230
Total derivative assets	1,768	1,324	1,230
Accrued income and other assets	5	1	2
Total assets at fair value	17,270	16,327	16,126
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	1,124	1,009	946
Total derivative liabilities	1,124	1,009	946
Accrued expense and other liabilities	5	1	2
Total liabilities on a recurring basis at fair value	1,785	1,543	1,475
Level 2 [Member] | Recurring [Member] | Collateralized Mortgage Obligations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	12,518	11,995	11,751
Level 2 [Member] | Recurring [Member] | Trading Account Assets [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	954	779	664
Level 2 [Member] | Recurring [Member] | U.S. Treasury, Agencies and Corporations [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	708	704	580
Level 2 [Member] | Recurring [Member] | States and Political Subdivisions [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	38	25	23
Securities available for sale	11	14	19
Level 2 [Member] | Recurring [Member] | Other Securities [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total trading account securities	46	24	24
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	162	26	37
Securities available for sale	2,003	2,189	2,452
Level 2 [Member] | Recurring [Member] | Short Positions [Member]
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	656	533	527
Level 2 [Member] | Recurring [Member] | Interest Rate [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	1,547	868	840
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	912	563	568
Level 2 [Member] | Recurring [Member] | Foreign Exchange [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	6	8	10
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	7	8	8
Level 2 [Member] | Recurring [Member] | Commodity [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	213	444	379
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	201	433	365
Level 2 [Member] | Recurring [Member] | Credit [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	2	4	1
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities	4	5	5
Level 3 [Member]
ASSETS MEASURED ON A RECURRING BASIS
Accrued income and other assets	4	7	5
Total assets at fair value	12	7	13
Level 3 [Member] | Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Securities available for sale	17	17	10
Total other investments	24	50	70
Derivative assets	17	18	19
Total derivative assets	17	18	19
Total assets at fair value	58	85	99
LIABILITIES MEASURED ON A RECURRING BASIS
Derivative liabilities		1
Total derivative liabilities		1
Total liabilities on a recurring basis at fair value		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	24	50	70
Level 3 [Member] | Recurring [Member] | Principal Investments [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total other investments	24	50	70
Level 3 [Member] | Recurring [Member] | Interest Rate [Member]
ASSETS MEASURED ON A RECURRING BASIS
Derivative assets	15	16	16
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

Fair Value Measurements - Chang

Fair Value Measurements - Change in Fair Values of Level 3 Financial Instruments (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
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	$ 17	$ 10
Ending Balance	17	10	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	47	73	50	102
Gains (Losses) Included in Earnings	6	3	3	16
Purchases		1		2
Sales	(29)	(7)	(29)	(50)
Ending Balance	24	70	24	70
Unrealized Gains (Losses) Included in Earnings	2	(3)	(1)	(3)
Other Investments [Member] | Other Indirect [Member]
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Beginning Balance	18		20
Gains (Losses) Included in Earnings	1
Sales	(19)		(20)
Unrealized Gains (Losses) Included in Earnings			(1)
Other Investments [Member] | 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
Interest Rate [Member]
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Beginning Balance	16	10	16	13
Gains (Losses) Included in Earnings	2	(3)	6	(1)
Purchases		1		1
Transfers into Level 3		8	3	8
Transfers out of Level 3	(3)		(10)	(5)
Ending Balance	15	16	15	16
Credit [Member]
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Beginning Balance	2	2	1	2
Gains (Losses) Included in Earnings	(4)	(1)	(6)	(4)
Settlements	4	2	7	5
Ending Balance	$ 2	$ 3	$ 2	$ 3

Fair Value Measurements - Cha72

Fair Value Measurements - Change in Fair Values of Level 3 Financial Instruments (Parenthetical) (Detail) - USD ($)	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Fair Value Disclosures [Abstract]
Issuance of financial instrument	$ 0	$ 0

Fair Value Measurements - Addit

Fair Value Measurements - Additional Information (Detail) - USD ($)	6 Months Ended
	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 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	$ 61,244,000,000	59,080,000,000	57,468,000,000
Loans in portfolio	$ 3,000,000	4,000,000
Average maturity of short-term financial instruments	Less than six months
Mortgages [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans, net of allowance	$ 2,300,000,000	2,200,000,000	2,300,000,000
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 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans held for sale adjusted to fair value	442,000,000	639,000,000	835,000,000
Fair Value [Member] | Discontinued Operations [Member] | Education Lending [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans, net of allowance	1,400,000,000	1,500,000,000	1,600,000,000
Loans in portfolio	3,000,000	4,000,000	0
Carrying Amount [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans, net of allowance	61,244,000,000	59,080,000,000	57,468,000,000
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	$ 1,900,000,000

Fair Value Measurements - Asset

Fair Value Measurements - Assets and Liabilities Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
ASSETS MEASURED ON A NONRECURRING BASIS
Impaired loans	$ 8		$ 8
Loans held for sale	0	$ 0	0
Accrued income and other assets	4	7	5
Total assets at fair value	12	7	13
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	8		8
Loans held for sale	0	0	0
Accrued income and other assets	4	7	5
Total assets at fair value	$ 12	$ 7	$ 13

Fair Value Measurements - Ass75

Fair Value Measurements - Assets and Liabilities Measured at Fair Value on Nonrecurring Basis (Parenthetical) (Detail) - USD ($) $ in Millions	6 Months Ended		12 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Nonrecurring [Member]
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Transfer of commercial and consumer loans from held-to-maturity to held-for-sale, current fair value	$ 22	$ 7	$ 62

Fair Value Measurements - Quant

Fair Value Measurements - Quantitative Information about Level 3 Fair Value Measurements (Detail) - USD ($)	6 Months Ended
	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Fair Value, Option, Quantitative Disclosures [Line Items]
Other investments	$ 577,000,000	$ 655,000,000	$ 703,000,000
Impaired loans	8,000,000		8,000,000
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	8,000,000		8,000,000
Level 3 [Member] | Recurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Other investments	24,000,000	50,000,000	70,000,000
Level 3 [Member] | Nonrecurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans	8,000,000		8,000,000
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] | Recurring [Member] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs			8.00%
Level 3 [Member] | Discount [Member] | Nonrecurring [Member] | Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	35.00%	34.00%	64.00%
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] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	6.00%	15.00%	35.00%
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] | Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	5.30%		5.40%
Level 3 [Member] | EBITDA Multiple [Member] | Recurring [Member] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	6.20%	5.40%	5.50%
Level 3 [Member] | EBITDA Multiple (Where Applicable) [Member] | Recurring [Member] | Maximum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs		6.70%	6.80%
Level 3 [Member] | EBITDA Multiple (Where Applicable) [Member] | Recurring [Member] | Minimum [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs		5.40%	6.00%
Level 3 [Member] | EBITDA Multiple (Where Applicable) [Member] | Recurring [Member] | Weighted Average [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	6.30%	6.60%	6.70%
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] | 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] | 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] | 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] | 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] | 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] | 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] | 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] | 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] | 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] | 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] | 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 ($)	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans	$ 8,000,000		$ 8,000,000
Level 3 [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans	8,000,000		8,000,000
Level 3 [Member] | Nonrecurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans	$ 8,000,000		$ 8,000,000
Level 3 [Member] | Nonrecurring [Member] | Maximum [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 ($)	Jun. 30, 2016	Mar. 31, 2016	Dec. 31, 2015	Sep. 30, 2015	Jun. 30, 2015	Mar. 31, 2015
ASSETS
Trading account assets	$ 965,000,000		$ 788,000,000		$ 674,000,000
Securities available for sale	14,552,000,000		14,218,000,000		14,244,000,000
Held-to-maturity securities	4,889,000,000		4,848,000,000		4,992,000,000
Held-to-maturity securities	4,832,000,000		4,897,000,000		5,022,000,000
Other investments	577,000,000		655,000,000		703,000,000
Loans, net of allowance	3,000,000		4,000,000
Loans, net of allowance	61,244,000,000		59,080,000,000		57,468,000,000
Loans held for sale	0		0		0
Loans held for sale	442,000,000	$ 684,000,000	639,000,000	$ 916,000,000	835,000,000	$ 1,649,000,000
Derivative assets	1,234,000,000		619,000,000		536,000,000
LIABILITIES
Long-term debt	11,388,000,000		10,184,000,000		10,265,000,000
Derivative liabilities	746,000,000		632,000,000		560,000,000
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	7,095,000,000		3,314,000,000		3,915,000,000
Trading account assets	965,000,000		788,000,000		674,000,000
Securities available for sale	14,552,000,000		14,218,000,000		14,244,000,000
Held-to-maturity securities	4,832,000,000		4,897,000,000		5,022,000,000
Other investments	577,000,000		655,000,000		703,000,000
Loans, net of allowance	61,244,000,000		59,080,000,000		57,468,000,000
Loans held for sale	442,000,000		639,000,000		835,000,000
Derivative assets	1,234,000,000		619,000,000		536,000,000
LIABILITIES
Deposits with no stated maturity	68,677,000,000		65,527,000,000		65,034,000,000
Time deposits	6,648,000,000		5,519,000,000		5,635,000,000
Short-term borrowings	1,047,000,000		905,000,000		972,000,000
Long-term debt	11,388,000,000		10,186,000,000		10,267,000,000
Derivative liabilities	746,000,000		632,000,000		560,000,000
Fair Value [Member]
ASSETS
Cash and short-term investments	7,095,000,000		3,314,000,000		3,915,000,000
Trading account assets	965,000,000		788,000,000		674,000,000
Securities available for sale	14,552,000,000		14,218,000,000		14,244,000,000
Held-to-maturity securities	4,889,000,000		4,848,000,000		4,992,000,000
Other investments	577,000,000		655,000,000		703,000,000
Loans, net of allowance	60,166,000,000		57,508,000,000		56,012,000,000
Loans held for sale	442,000,000		639,000,000		835,000,000
Derivative assets	1,234,000,000		619,000,000		536,000,000
LIABILITIES
Deposits with no stated maturity	68,677,000,000		65,527,000,000		65,034,000,000
Time deposits	6,721,000,000		5,575,000,000		5,693,000,000
Short-term borrowings	1,047,000,000		905,000,000		972,000,000
Long-term debt	11,868,000,000		10,407,000,000		10,543,000,000
Derivative liabilities	746,000,000		632,000,000		560,000,000
Fair Value [Member] | Level 1 [Member]
ASSETS
Cash and short-term investments	7,095,000,000		3,314,000,000		3,915,000,000
Trading account assets			3,000,000		2,000,000
Securities available for sale	3,000,000		3,000,000		12,000,000
Other investments	16,000,000
Derivative assets	109,000,000		143,000,000		121,000,000
LIABILITIES
Time deposits					498,000,000
Short-term borrowings	31,000,000				1,000,000
Long-term debt	11,492,000,000		9,987,000,000		10,037,000,000
Derivative liabilities	106,000,000		116,000,000		100,000,000
Fair Value [Member] | Level 2 [Member]
ASSETS
Trading account assets	965,000,000		785,000,000		672,000,000
Securities available for sale	14,532,000,000		14,198,000,000		14,222,000,000
Held-to-maturity securities	4,889,000,000		4,848,000,000		4,992,000,000
Other investments			19,000,000
Derivative assets	1,768,000,000		1,324,000,000		1,230,000,000
LIABILITIES
Deposits with no stated maturity	68,677,000,000		65,527,000,000		65,034,000,000
Time deposits	6,721,000,000		5,575,000,000		5,195,000,000
Short-term borrowings	1,016,000,000		905,000,000		971,000,000
Long-term debt	376,000,000		420,000,000		506,000,000
Derivative liabilities	1,124,000,000		1,009,000,000		946,000,000
Fair Value [Member] | Level 3 [Member]
ASSETS
Securities available for sale	17,000,000		17,000,000		10,000,000
Other investments	369,000,000		393,000,000		408,000,000
Loans, net of allowance	60,166,000,000		57,508,000,000		56,012,000,000
Loans held for sale	442,000,000		639,000,000		835,000,000
Derivative assets	17,000,000		18,000,000		19,000,000
LIABILITIES
Derivative liabilities			1,000,000
Fair Value [Member] | Financial Instruments Measured At Nav [Member]
ASSETS
Other investments	192,000,000		243,000,000		295,000,000
Fair Value [Member] | Netting And Collateral One [Member]
ASSETS
Derivative assets	(660,000,000)		(866,000,000)		(834,000,000)
Derivative assets, netting adjustment	(660,000,000)		(866,000,000)		(834,000,000)
LIABILITIES
Derivative liabilities	(484,000,000)		(494,000,000)		(486,000,000)
Derivative liabilities, netting adjustment	$ (484,000,000)		$ (494,000,000)		$ (486,000,000)

Securities - Details of Securit

Securities - Details of Securities (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	$ 14,346	$ 14,310	$ 14,243
Gross Unrealized Gains	220	62	124
Gross Unrealized Losses	14	154	123
Fair Value	14,552	14,218	14,244
Held to maturities, Amortized Cost	4,832	4,897	5,022
Held to maturities, Gross Unrealized Gains	63	5	17
Held to maturities, Gross Unrealized Losses	6	54	47
Held to maturities, Fair Value	4,889	4,848	4,992
Other Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	21	21	20
Gross Unrealized Gains			2
Gross Unrealized Losses	1	1
Fair Value	20	20	22
Held to maturities, Amortized Cost	22	20	20
Held to maturities, Fair Value	22	20	20
States and Political Subdivisions [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	11	14	19
Gross Unrealized Gains	1
Fair Value	12	14	19
Collateralized Mortgage Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	12,344	12,082	11,765
Gross Unrealized Gains	187	51	101
Gross Unrealized Losses	13	138	115
Fair Value	12,518	11,995	11,751
Held to maturities, Amortized Cost	4,099	4,174	4,463
Held to maturities, Gross Unrealized Gains	45	5	17
Held to maturities, Gross Unrealized Losses	6	50	43
Held to maturities, Fair Value	4,138	4,129	4,437
Other Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	1,970	2,193	2,439
Gross Unrealized Gains	32	11	21
Gross Unrealized Losses		15	8
Fair Value	2,002	2,189	2,452
Held to maturities, Amortized Cost	711	703	539
Held to maturities, Gross Unrealized Gains	18
Held to maturities, Gross Unrealized Losses		4	4
Held to maturities, Fair Value	$ 729	$ 699	$ 535

Securities - Available for Sale

Securities - Available for Sale Securities (Unrealized Loss Position) (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Schedule of Available-for-sale Securities [Line Items]
Held-to-maturity Securities, Gross unrealized losses	$ 6	$ 54	$ 47
Fair value less than 12 months, total temporarily impaired securities	538	9,204	5,559
Gross unrealized losses less than 12 months, total temporarily impaired securities	2	78	70
Fair value 12 months or longer, total temporarily impaired securities	2,215	4,529	3,905
Gross unrealized losses 12 months or longer, total temporarily impaired securities	18	130	100
Fair value, total temporarily impaired securities	2,753	13,733	9,464
Gross unrealized losses, total temporarily impaired securities	20	208	170
Collateralized Mortgage Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value, less than 12 months	410	5,190	2,784
Gross unrealized losses, less than 12 months	1	43	46
Fair value, 12 months or longer	1,626	3,206	2,624
Gross unrealized losses, 12 months or longer	12	95	69
Fair Value	2,036	8,396	5,408
Gross unrealized losses, Total	13	138	115
Held-to-maturity Securities, Fair Value less than 12 months	128	1,793	1,236
Held-to-maturity Securities, Gross unrealized losses, less than 12 months	1	16	12
Held-to-maturity Securities, Fair Value 12 months or longer	582	1,320	1,278
Held-to-maturity Securities, Gross unrealized losses, 12 months or longer	5	34	31
Held-to-maturity Securities, Fair Value	710	3,113	2,514
Held-to-maturity Securities, Gross unrealized losses	6	50	43
Other Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value, less than 12 months		1,670	1,060
Gross unrealized losses, less than 12 months		15	8
Fair Value		1,670	1,060
Gross unrealized losses, Total		15	8
Held-to-maturity Securities, Fair Value less than 12 months		547	475
Held-to-maturity Securities, Gross unrealized losses, less than 12 months		4	4
Held-to-maturity Securities, Fair Value		547	475
Held-to-maturity Securities, Gross unrealized losses		4	4
Other Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value, 12 months or longer	3	3	3
Gross unrealized losses, 12 months or longer	1	1
Fair Value	3	3	3
Gross unrealized losses, Total	1	1
Held-to-maturity Securities, Fair Value less than 12 months		4	4
Held-to-maturity Securities, Fair Value 12 months or longer	4
Held-to-maturity Securities, Fair Value	$ 4	$ 4	$ 4

Securities - Available for Sa81

Securities - Available for Sale Securities (Unrealized Loss Position) (Parenthetical) (Detail) - Maximum [Member] - Other Securities [Member] - USD ($)	6 Months Ended		12 Months Ended
	Jun. 30, 2016	Jun. 30, 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

Securities - Additional Informa

Securities - Additional Information (Detail)	3 Months Ended	6 Months Ended
	Jun. 30, 2016USD ($)MortgageLoanPositions	Jun. 30, 2016USD ($)MortgageLoanPositions
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized loss attributable to collateralized mortgage obligations	$ 13,000,000	$ 13,000,000
Number of fixed rate collateralized mortgage obligations | MortgageLoan	33	33
Weighted-average maturity collateralized mortgage, in years		3 years 9 months 18 days
Weighted-average maturity mortgage-backed securities, in years		3 years 10 months 24 days
Impairment recognized in earnings	$ 0
Pledged available for sale and held-to-maturity securities	$ 5,700,000,000	$ 5,700,000,000
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	7	7
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
	Jun. 30, 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	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Investments, Debt and Equity Securities [Abstract]
Amortized Cost of Securities Available for sale, Due in one year or less	$ 249
Amortized Cost of Securities Available for sale, Due after one through five years	13,456
Amortized Cost of Securities Available for sale, Due after five through ten years	640
Amortized Cost of Securities Available for sale, Due after ten years	1
Total Amortized Cost of Securities Available for sale	14,346
Fair Value of Securities Available for sale, Due in one year or less	252
Fair Value of Securities Available for sale, Due after one through five years	13,649
Fair Value of Securities Available for sale, Due after five through ten years	649
Fair Value of Securities Available for sale, Due after ten years	2
Total Fair Value of Securities Available for sale	14,552
Amortized Cost of Held-to-Maturity Securities, Due in one year or less	86
Amortized Cost of Held-to-Maturity Securities, Due after one through five years	4,035
Amortized Cost of Held-to-Maturity Securities, Due after five through ten years	711
Amortized Cost of Held-to-Maturity Securities, Due after ten years	0
Held to maturities, Amortized Cost	4,832	$ 4,897	$ 5,022
Fair Value of Held-to-Maturity Securities, Due in one year or less	87
Fair Value of Held-to-Maturity Securities, Due after one through five years	4,073
Fair Value of Held-to-Maturity Securities, Due after five through ten years	729
Fair Value of Held-to-Maturity Securities, Due after ten years	0
Total Fair Value of Held-to-Maturity Securities	$ 4,889	$ 4,848	$ 4,992

Derivatives and Hedging Activ85

Derivatives and Hedging Activities - Additional Information (Detail)	6 Months Ended
	Jun. 30, 2016USD ($)CreditRatingsCounterparty	Dec. 31, 2015USD ($)CreditRatings	Jun. 30, 2015USD ($)CreditRatings
Credit Derivatives [Line Items]
Derivative assets after effects of bilateral collateral and master netting agreements	$ 398,000,000
Derivative liabilities after effects of bilateral collateral and master netting agreements	6,000,000
Derivative assets not designated as hedging instruments after effects of bilateral collateral and master netting agreements, and a reserve for potential future losses	836,000,000
Derivative liabilities not designated as hedging instruments after effects of bilateral collateral and master netting agreements, and a reserve for potential future losses	752,000,000
Reclassify of after-tax net losses on derivative instruments from AOCI	$ 45,000,000
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	$ 38,000,000
Cash collateral netted against derivative assets	241,000,000	$ 377,000,000	$ 364,000,000
Collateral netted against derivative liabilities	64,000,000	5,000,000	16,000,000
Cash collateral not netted transferred with clearing organization	491,000,000	143,000,000	114,000,000
Cash collateral not netted transferred from clearing organization	310,000,000	6,000,000	3,000,000
Gross exposure on derivatives, after taking into account the effects of bilateral collateral and master netting agreements	886,000,000
Net exposure on derivatives, after taking into account, the effects of bilateral collateral and master netting agreements	571,000,000
Over-collateralization on derivatives to broker-dealers and banks, after the application of master netting agreements and collateral	506,000,000
Additional collateral held in the form of securities	65,000,000
Default reserve associated with uncollateralized contracts	7,000,000
Gross exposure on derivatives after taking into account effects of master netting agreements	738,000,000
Net exposure on derivatives with clients after application of master netting agreements collateral and related reserve	663,000,000
Letter of credit	$ 10,000,000
Number of counter parties guaranteed | Counterparty	1
Key Corp [Member]
Credit Derivatives [Line Items]
Net liability position totaled	$ 12,000,000
Cash and securities collateral posted	12,000,000
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
Banking Subsidiary [Member]
Credit Derivatives [Line Items]
Net liability position totaled	261,000,000
Derivative assets included in net liability position	241,000,000
Derivative liabilities included in net liability position	502,000,000
Cash and securities collateral posted	$ 265,000,000
Banking Subsidiary [Member] | Unsecured Debt [Member]
Credit Derivatives [Line Items]
Number of ratings above noninvestment | CreditRatings	4	4	4
Banking Subsidiary [Member] | Maximum [Member] | Unsecured Debt [Member]
Credit Derivatives [Line Items]
Payments to terminate contracts	$ 3,000,000	$ 5,000,000	$ 7,000,000

Derivatives and Hedging Activ86

Derivatives and Hedging Activities - Fair Values, Volume of Activity and Gain (Loss) Information Related to Derivative Instruments (Detail) - USD ($)	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Derivatives, Fair Value [Line Items]
Notional Amount	$ 75,475,000,000	$ 71,424,000,000	$ 71,252,000,000
Derivative Assets	1,186,000,000	528,000,000	440,000,000
Derivative Liabilities	534,000,000	428,000,000	344,000,000
Derivative Assets, Netting adjustments	(660,000,000)	(866,000,000)	(834,000,000)
Derivative Liabilities, Netting adjustments	(484,000,000)	(494,000,000)	(486,000,000)
Derivative Assets	(48,000,000)	(91,000,000)	(96,000,000)
Derivative Liabilities	(212,000,000)	(204,000,000)	(216,000,000)
Derivatives Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	23,043,000,000	19,229,000,000	17,657,000,000
Derivative assets	580,000,000	277,000,000	284,000,000
Derivative liabilities	26,000,000	15,000,000	26,000,000
Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	52,432,000,000	52,195,000,000	53,595,000,000
Derivative assets	1,314,000,000	1,208,000,000	1,086,000,000
Derivative liabilities	1,204,000,000	1,111,000,000	1,020,000,000
Interest Rate [Member] | Derivatives Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	22,754,000,000	18,917,000,000	17,324,000,000
Derivative assets	572,000,000	257,000,000	267,000,000
Derivative liabilities	13,000,000	15,000,000	22,000,000
Interest Rate [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	44,498,000,000	43,965,000,000	45,067,000,000
Derivative assets	990,000,000	627,000,000	589,000,000
Derivative liabilities	899,000,000	548,000,000	546,000,000
Foreign Exchange [Member] | Derivatives Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	289,000,000	312,000,000	333,000,000
Derivative assets	8,000,000	20,000,000	17,000,000
Derivative liabilities	13,000,000		4,000,000
Foreign Exchange [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	6,148,000,000	6,454,000,000	6,486,000,000
Derivative assets	107,000,000	131,000,000	114,000,000
Derivative liabilities	100,000,000	124,000,000	104,000,000
Commodity [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	1,319,000,000	1,144,000,000	1,537,000,000
Derivative assets	213,000,000	444,000,000	379,000,000
Derivative liabilities	201,000,000	433,000,000	365,000,000
Credit [Member] | Derivatives Not Designated as Hedging Instruments [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	467,000,000	632,000,000	505,000,000
Derivative assets	4,000,000	6,000,000	4,000,000
Derivative liabilities	4,000,000	6,000,000	5,000,000
Net Derivatives [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	75,475,000,000	71,424,000,000	71,252,000,000
Derivative Assets	1,234,000,000	619,000,000	536,000,000
Derivative Liabilities	746,000,000	632,000,000	560,000,000
Counterparty and Cash Collateral Netting [Member]
Derivatives, Fair Value [Line Items]
Derivative Assets	(48,000,000)	(91,000,000)	(96,000,000)
Derivative Liabilities	$ (212,000,000)	$ (204,000,000)	$ (216,000,000)

Derivatives and Hedging Activ87

Derivatives and Hedging Activities - Pre-Tax Net Gains (Losses) on Fair Value Hedges (Detail) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Derivatives, Fair Value [Line Items]
Net Gains (Losses) on Derivative	$ 214	$ 43
Net Gains (Losses) on Hedged Item	(165)	17
Other Income [Member] | Interest Rate [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) on Derivative	164	(17)
Net Gains (Losses) on Hedged Item	(165)	17
Interest Expense [Member] | Interest Rate [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) on Derivative	$ 50	$ 60

Derivatives and Hedging Activ88

Derivatives and Hedging Activities - Derivative Instrument Cash Flow Hedge Earning Recognized by Income Statement Location (Detail) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI (Effective Portion)	$ 192	$ 67
Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion)	43	43
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)	(5)	17
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)	204	48
Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion)	45	45
Interest Expense [Member] | Interest Rate [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Net Gains (Losses) Recognized in OCI (Effective Portion)	(6)	1
Net Gains (Losses) Reclassified From OCI Into Income (Effective Portion)	(2)	(2)
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)	$ 1

Derivatives and Hedging Activ89

Derivatives and Hedging Activities - After-Tax Change in AOCI Resulting from Cash Flow Hedges (Detail) $ in Millions	6 Months Ended
	Jun. 30, 2016USD ($)
Derivative Instruments and Hedging Activities Disclosure [Abstract]
December 31, 2015	$ 20
2016 Hedging Activity	121
Reclassification of Gains to Net Income	(27)
June 30, 2016	$ 114

Derivatives and Hedging Activ90

Derivatives and Hedging Activities - Pre-Tax Net Gains (Losses) on Derivatives Not Designated as Hedging Instruments (Detail) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	$ 27	$ 23
Interest Rate [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	11	9
Foreign Exchange [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	19	18
Commodity [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	2	3
Credit [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	(5)	(7)
Corporate Services Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	35	30
Corporate Services Income [Member] | Interest Rate [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	13	9
Corporate Services Income [Member] | Foreign Exchange [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	19	18
Corporate Services Income [Member] | Commodity [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	2	3
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	(8)	(7)
Other Income [Member] | Interest Rate [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	(2)
Other Income [Member] | Credit [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gains (Losses), Net	$ (6)	$ (7)

Derivatives and Hedging Activ91

Derivatives and Hedging Activities - Largest Exposure to Individual Counterparty (Detail) - Largest Individual Counterparty [Member] - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Derivative [Line Items]
Largest gross exposure (derivative asset) to an individual counterparty	$ 135	$ 158	$ 105
Collateral posted by this counterparty	58	85	44
Derivative liability with this counterparty	122	74	90
Collateral pledged to this counterparty	57		37
Net exposure after netting adjustments and collateral	$ 12	$ (1)	$ 8

Derivatives and Hedging Activ92

Derivatives and Hedging Activities - Fair Value of Derivative Assets by Type (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Credit Derivatives [Line Items]
Derivative assets before collateral	$ 1,475	$ 996	$ 900
Less: Related collateral	241	377	364
Total derivative assets	1,234	619	536
Interest Rate [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	1,342	628	606
Foreign Exchange [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	39	66	50
Commodity [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	91	298	243
Credit [Member]
Credit Derivatives [Line Items]
Derivative assets before collateral	$ 3	$ 4	$ 1

Derivatives and Hedging Activ93

Derivatives and Hedging Activities - Fair Value of Credit Derivatives Purchased and Sold (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Credit Derivatives [Line Items]
Purchased		$ 1
Sold		(1)	$ (1)
Credit derivatives, net			(1)
Single Name Credit Default Swaps [Member]
Credit Derivatives [Line Items]
Purchased	$ (2)	(3)	(2)
Credit derivatives, net	(2)	(3)	(2)
Traded Credit Default Swap Indices [Member]
Credit Derivatives [Line Items]
Purchased	2	4	2
Credit derivatives, net	$ 2	4	2
Other [Member]
Credit Derivatives [Line Items]
Sold		(1)	(1)
Credit derivatives, net		$ (1)	$ (1)

Derivatives and Hedging Activ94

Derivatives and Hedging Activities - Fair Value of Credit Derivatives Purchased and Sold (Parenthetical) (Detail) - USD ($)	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 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 ($)	6 Months Ended		12 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Credit Derivatives [Line Items]
Notional Amount	$ 25,000,000	$ 11,000,000	$ 5,000,000
Single Name Credit Default Swaps [Member]
Credit Derivatives [Line Items]
Notional Amount		$ 5,000,000
Average Term (Years)		2 months 19 days
Payment / Performance Risk		0.87%
Other [Member]
Credit Derivatives [Line Items]
Notional Amount	$ 25,000,000	$ 6,000,000	$ 5,000,000
Average Term (Years)	16 years 7 months 6 days	2 years 6 months 4 days	2 years 8 months 1 day
Payment / Performance Risk	8.95%	8.36%	14.46%

Derivatives and Hedging Activ96

Derivatives and Hedging Activities - Credit Risk Contingent Feature (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	$ 65
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 Downgrade [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	2	2	4
Standard & Poor's, A- Rating [Member] | Three Rating Downgrade [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	2	4	6
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 Downgrade [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	2	2	4
Moody's, A3 Rating [Member] | Three Rating Downgrade [Member]
Credit Derivatives [Line Items]
Additional collateral aggregate fair value	$ 2	$ 4	$ 6

Mortgage Servicing Assets - Cha

Mortgage Servicing Assets - Changes in Carrying Amount of Mortgage Servicing Assets (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Servicing Asset [Abstract]
Balance at beginning of period	$ 318	$ 324	$ 321	$ 323
Servicing retained from loan sales	15	18	22	28
Purchases		10	12	25
Amortization	(10)	(23)	(32)	(47)
Balance at end of period	323	329	323	329
Fair value at end of period	$ 404	$ 423	$ 404	$ 423

Mortgage Servicing Assets - Sch

Mortgage Servicing Assets - Schedule of Range and Weighted-Average of Significant Unobservable Inputs (Detail) - Discounted Cash Flow [Member] - USD ($)	6 Months Ended		12 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Weighted Average [Member]
Servicing Assets at Fair Value [Line Items]
Prepayment speed	4.20%	4.70%	4.60%
Expected defaults	1.60%	1.80%	1.70%
Residual cash flows discount rate	7.90%	7.80%	7.80%
Escrow earn rate	2.10%	2.00%	2.30%
Servicing cost	$ 1,136,000,000	$ 1,088,000,000	$ 1,215,000,000
Loan assumption rate	1.27%	1.41%	1.34%
Percentage late	0.34%	0.32%	0.33%
Minimum [Member]
Servicing Assets at Fair Value [Line Items]
Prepayment speed	1.50%	1.70%	1.90%
Expected defaults	1.00%	1.00%	1.00%
Residual cash flows discount rate	7.00%	7.00%	7.00%
Escrow earn rate	0.90%	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	17.50%	14.90%	17.20%
Expected defaults	3.00%	3.00%	3.00%
Residual cash flows discount rate	15.00%	15.00%	15.00%
Escrow earn rate	3.00%	3.30%	3.50%
Servicing cost	$ 2,700,000,000	$ 2,750,000,000	$ 2,700,000,000
Loan assumption rate	3.00%	3.00%	3.00%
Percentage late	2.10%	2.00%	2.00%

Mortgage Servicing Assets - Add

Mortgage Servicing Assets - Additional Information (Detail) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Servicing Asset [Abstract]
Contractual fee income from servicing commercial mortgage loans	$ 66	$ 69
Amortization of servicing commercial mortgage loans	$ 44	$ 47

Variable Interest Entities - Ad

Variable Interest Entities - Additional Information (Detail) - USD ($)	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Variable Interest Entity [Line Items]
Variable Interest Entity, Carrying Amount of Assets, Unconsolidated VIEs	$ 142,000,000	$ 194,000,000	$ 176,000,000
Variable Interest Entity, Carrying Amount of Liabilities, Unconsolidated VIEs	0	1,000,000	1,000,000
Recurring [Member]
Variable Interest Entity [Line Items]
Fair value of indirect principal investments	232,000,000	365,000,000	312,000,000
Recurring [Member] | Principal Investments Indirect [Member]
Variable Interest Entity [Line Items]
Fair value of indirect principal investments	184,000,000	282,000,000	235,000,000
Other Investments [Member] | Recurring [Member] | Principal Investments Indirect [Member]
Variable Interest Entity [Line Items]
Fair value of indirect principal investments	184,000,000	282,000,000	235,000,000
LIHTC Investments [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Carrying Amount of Assets, Unconsolidated VIEs	4,650,000,000	3,338,000,000	4,914,000,000
Variable Interest Entity, Carrying Amount of Liabilities, Unconsolidated VIEs	1,909,000,000	552,000,000	1,368,000,000
Tax credit of investment	67,000,000	64,000,000
LIHTC Investments [Member] | Qualified affordable housing projects investment [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Carrying Amount of Liabilities, Unconsolidated VIEs	383,000,000	333,000,000	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	1,000,000,000	996,000,000	1,100,000,000
LIHTC Investments [Member] | Investments [Member]
Variable Interest Entity [Line Items]
Amortization of investment	64,000,000	56,000,000
Guaranteed Funds [Member] | Investments [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Carrying Amount of Assets, Consolidated VIEs	7,000,000	6,000,000	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	6 Months Ended		12 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Variable Interest Entity [Line Items]
Variable Interest Entity, Carrying Amount of Assets, Unconsolidated VIEs	$ 142	$ 194	$ 176
Variable Interest Entity, Carrying Amount of Liabilities, Unconsolidated VIEs	0	1	1
LIHTC Investments [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Carrying Amount of Assets, Unconsolidated VIEs	4,650	3,338	4,914
Variable Interest Entity, Carrying Amount of Liabilities, Unconsolidated VIEs	1,909	552	1,368
Maximum Exposure to Loss, Unconsolidated VIEs	1,232	$ 1,175	$ 1,332
KCC Indirect Investments [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Carrying Amount of Assets, Unconsolidated VIEs	32,861
Variable Interest Entity, Carrying Amount of Liabilities, Unconsolidated VIEs	203
Maximum Exposure to Loss, Unconsolidated VIEs	$ 228

Income Taxes - Additional Infor

Income Taxes - Additional Information (Detail) - USD ($)	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Income Taxes [Line Items]
Total income tax expense (benefit), rate	25.60%	26.30%
Combined federal and state statutory tax rate			37.20%
Federal deferred tax asset	$ 75,000,000	$ 195,000,000	$ 75,000,000	$ 195,000,000	$ 269,000,000
Reduction in deferred tax assets			2,700,000		2,700,000
Maximum [Member]
Income Taxes [Line Items]
Valuation allowance	1,000,000	1,000,000	1,000,000	1,000,000	1,000,000
Reduction in deferred tax assets				1,000,000
State [Member]
Income Taxes [Line Items]
State deferred tax asset	$ 12,000,000	$ 24,000,000	$ 12,000,000	$ 24,000,000	$ 30,000,000

Acquisitions and Discontinue103

Acquisitions and Discontinued Operations - Additional Information (Detail)	Aug. 01, 2016USD ($)$ / sharesshares	Dec. 08, 2015USD ($)	Oct. 30, 2015$ / sharesshares	Oct. 29, 2015USD ($)	Jun. 30, 2016USD ($)Branches	Jun. 30, 2015USD ($)	Jun. 30, 2016USD ($)BranchesSecurityLoanTDRs	Jun. 30, 2015USD ($)SecurityLoanTDRs	Sep. 30, 2014USD ($)Trust	Dec. 31, 2015USD ($)TrustSecurityLoanTDRs	Apr. 28, 2016Branches	Dec. 31, 2009Trust
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Total assets					$ 101,150,000,000	$ 94,604,000,000	$ 101,150,000,000	$ 94,604,000,000		$ 95,131,000,000
Total deposits					75,325,000,000	70,669,000,000	75,325,000,000	70,669,000,000		71,046,000,000
Trust assets removed					1,717,000,000	2,169,000,000	$ 1,717,000,000	$ 2,169,000,000		$ 1,846,000,000
Number of TDRs | SecurityLoan							4,627	4,684		4,622
Allowance for loan held as investment					854,000,000	796,000,000	$ 854,000,000	$ 796,000,000		$ 796,000,000
Loans at fair value					3,000,000		3,000,000			$ 4,000,000
Number of outstanding securitizations trusts | Trust										3
Loans held for sale at fair value					0	0	0	0		$ 0
Proceeds from loans sold							2,940,000,000	3,726,000,000
Gain on sales of loans							31,000,000	55,000,000
Sale of loan										$ 162,000,000
Income (loss) from discontinued operations, net of taxes					$ 3,000,000	3,000,000	$ 4,000,000	$ 8,000,000
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
Number of branches | Branches					390		390
Number of branches sold | Branches											18
Total assets					$ 40,000,000,000		$ 40,000,000,000
Total deposits					29,000,000,000		$ 29,000,000,000
First Niagara Financial Group, Inc. [Member] | Subsequent Event [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Acquiree shares equivalent of acquirer common stock | shares	0.680
Cash payable per acquiree common stock | $ / shares	$ 2.30
Total consideration	$ 4,000,000,000
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
Education Loans [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Number of TDRs | TDRs							2,077	1,767		1,901
Investment recorded					22,000,000	19,000,000	$ 22,000,000	$ 19,000,000		$ 21,000,000
Allowance for loan held as investment					2,000,000	1,000,000	2,000,000	1,000,000		2,000,000
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
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		179,000,000
Trust [Member] | Pacific Crest Securities [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Trust assets removed									$ 1,700,000,000
Trust liabilities removed									$ 1,600,000,000
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Number of outstanding securitization trusts | Trust												10
Trust assets removed					1,717,000,000	2,169,000,000	1,717,000,000	2,169,000,000		1,846,000,000
Income (loss) from discontinued operations, net of taxes					3,000,000	3,000,000	4,000,000	8,000,000
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	15,000,000		$ 15,000,000
Income (loss) from discontinued operations, net of taxes					$ 0	$ 0	$ 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		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Income taxes	$ 2	$ 2	$ 2	$ 5
Income (loss) from discontinued operations, net of taxes	3	3	4	8
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Net interest income	7	10	14	20
Provision for credit losses			2	2
Net interest income after provision for credit losses	7	10	12	18
Noninterest income	2	(1)	3	3
Noninterest expense	4	4	9	8
Income (loss) before income taxes	5	5	6	13
Income taxes	2	2	2	5
Income (loss) from discontinued operations, net of taxes	3	3	4	8
Education Lending [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Income (loss) before income taxes	5	5	6	13
Income taxes	2	2	2	5
Income (loss) from discontinued operations, net of taxes	3	3	4	8
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	14	20
Provision for credit losses			2	2
Net interest income after provision for credit losses	7	10	12	18
Noninterest income	2	(1)	3	3
Noninterest expense	$ 4	$ 4	$ 9	$ 8

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		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 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	$ 5	$ 12	$ 11
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	$ 5	$ 12	$ 11

Acquisitions and Discontinue106

Acquisitions and Discontinued Operations - Components of Assets of Education Lending Business (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 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	62,098	59,876	$ 58,264
Loans held for sale at fair value	0	0	0
Total assets	1,717	1,846	2,169
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Loans, net of unearned income	1,689	1,824	1,962
Less: Allowance for loan and lease losses	20	28	22
Net loans	1,672	1,800	1,940
Accrued income and other assets	29	30	34
Total assets	1,717	1,846	2,169
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
Loans held for sale at fair value			179
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	1,689	1,824	1,962
Less: Allowance for loan and lease losses	20	28	22
Net loans	1,672	1,800	1,940
Accrued income and other assets	29	30	34
Total assets	1,702	1,831	2,154
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
Loans held for sale at fair value			$ 179

Acquisitions and Discontinue107

Acquisitions and Discontinued Operations - Components of Assets of Education Lending Business (Parenthetical) (Detail) - USD ($)	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Unearned income on loans	$ 615,000,000	$ 646,000,000	$ 657,000,000
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	6 Months Ended
	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Fair Value, Option, Quantitative Disclosures [Line Items]
Portfolio loans accounted for at fair value	$ 3	$ 4	$ 179
Portfolio Loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Valuation Techniques	Market approach
Minimum [Member] | Portfolio Loan Indicative Bids [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	84.50%	84.50%	88.24%
Maximum [Member] | Portfolio Loan Indicative Bids [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Percentage of significant unobservable inputs	104.00%	104.00%	105.55%

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	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 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	$ 66
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
Accruing loans past due 90 days or more			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	21	26	26
Loans placed on nonaccrual status	5	8	6
Loans placed on nonaccrual status	$ 5	8	6
Accruing loans past due 90 days or more		$ 1
Portfolio [Member] | Loans Held For Sale 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			$ 5

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	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Portfolio contractual amount of loans	$ 3	$ 4
Portfolio contractual amount of loans held for sale			$ 179
Portfolio fair value of loans	$ 3	$ 4
Portfolio fair value of loans held for sale			$ 179

Acquisitions and Discontinue111

Acquisitions and Discontinued Operations - Consolidated Assets at Fair Value on Recurring Basis (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
ASSETS MEASURED ON A RECURRING BASIS
Total assets at fair value	$ 12	$ 7	$ 13
Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total assets at fair value	16,988	15,938	15,821
Recurring [Member] | Trust [Member] | Education Lending [Member]
ASSETS MEASURED ON A RECURRING BASIS
Portfolio loans	3	4
Portfolio loans held for sale			179
Total assets at fair value	3	4	179
Level 3 [Member]
ASSETS MEASURED ON A RECURRING BASIS
Portfolio loans	3	4	179
Total assets at fair value	12	7	13
Level 3 [Member] | Recurring [Member]
ASSETS MEASURED ON A RECURRING BASIS
Total assets at fair value	58	85	99
Level 3 [Member] | Recurring [Member] | Trust [Member] | Education Lending [Member]
ASSETS MEASURED ON A RECURRING BASIS
Portfolio loans	3	4
Portfolio loans held for sale			179
Total assets at fair value	$ 3	$ 4	$ 179

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] - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Portfolio Student Loans Held For Sale [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Loans held for sale		$ 179		$ 179
Ending Balance		179		179
Portfolio Student Loans [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Beginning Balance	$ 3	187	$ 4	191
Gains (losses) recognized in earnings		(2)		1
Settlements	0	(6)	(1)	(13)
Loans held for sale		$ (179)		$ (179)
Ending Balance	$ 3		$ 3

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) - USD ($)	Jun. 30, 2016	Jun. 30, 2015
Education Lending [Member] | Discontinued Operations [Member]
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

Acquisitions and Discontinue114

Acquisitions and Discontinued Operations - Components of Assets and Liabilities from Discontinued Operations (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015	Dec. 31, 2014
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Cash and due from banks	$ 496	$ 607	$ 693	$ 653
Total assets	1,717	1,846	2,169
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	1,717	1,846	2,169
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		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Income taxes	$ 2	$ 2	$ 2	$ 5
Income (loss) from discontinued operations, net of taxes	3	3	4	8
Discontinued Operations [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Net interest income	7	10	14	20
Provision for credit losses			2	2
Net interest income after provision for credit losses	7	10	12	18
Noninterest income	2	(1)	3	3
Noninterest expense	4	4	9	8
Income (loss) before income taxes	5	5	6	13
Income taxes	2	2	2	5
Income (loss) from discontinued operations, net of taxes	$ 3	$ 3	$ 4	$ 8

Acquisitions and Discontinue116

Acquisitions and Discontinued Operations - Combined Results of Discontinued Operations (Parenthetical) (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 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	$ 5	$ 12	$ 11

Acquisitions and Discontinue117

Acquisitions and Discontinued Operations - Combined Assets and Liabilities of Discontinued Operations (Detail) - USD ($) $ in Millions	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015	Dec. 31, 2014
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Cash and due from banks	$ 496	$ 607	$ 693	$ 653
Held-to-maturity securities	4,832	4,897	5,022
Portfolio loans at fair value	3	4
Loans, net of unearned income	62,098	59,876	58,264
Portfolio loans held for sale at fair value	0	0	0
Total assets	1,717	1,846	2,169
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	1,689	1,824	1,962
Less: Allowance for loan and lease losses	20	28	22
Net loans	1,672	1,800	1,940
Accrued income and other assets	29	30	34
Total assets	1,717	1,846	2,169
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
Portfolio loans held for sale at fair value			$ 179

Acquisitions and Discontinue118

Acquisitions and Discontinued Operations - Combined Assets and Liabilities of Discontinued Operations (Parenthetical) (Detail) - USD ($)	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Unearned income on loans	$ 615,000,000	$ 646,000,000	$ 657,000,000
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	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Counterparty and Cash Collateral Netting [Member]
Securities Financing Transaction [Line Items]
Reverse repurchase agreements		$ (1)
Total offsetting of financial assets		(1)
Repurchase agreements			$ (1)
Total offsetting of financial liabilities			(1)
Gross Amount Presented in Balance Sheet [Member]
Securities Financing Transaction [Line Items]
Reverse repurchase agreements	$ 1	1	3
Total offsetting of financial assets	1	$ 1	3
Repurchase agreements	1		4
Total offsetting of financial liabilities	1		4
Netting Adjustments [Member]
Securities Financing Transaction [Line Items]
Reverse repurchase agreements	(1)		(3)
Total offsetting of financial assets	(1)		(3)
Repurchase agreements	(1)		(3)
Total offsetting of financial liabilities	$ (1)		$ (3)

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		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Defined Benefit Plan Disclosure [Line Items]
Interest cost on PBO	$ 11	$ 10	$ 21	$ 20
Expected return on plan assets	(13)	(14)	(26)	(28)
Amortization of losses	4	5	8	9
Net pension cost	$ 2	$ 1	$ 3	$ 1

Employee Benefits - Additional

Employee Benefits - Additional Information (Detail) - Other Postretirement Benefit Plans [Member]	6 Months Ended
	Jun. 30, 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		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Defined Benefit Plan Disclosure [Line Items]
Interest cost on APBO	$ 1	$ 1	$ 2	$ 2
Expected return on plan assets	(1)		(2)	(1)
Amortization of unrecognized prior service credit		(1)		(1)
Net postretirement benefit cost	$ 0	$ 0	$ 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	6 Months Ended
	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 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	1.365%
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	$ 117
Common Stock	4
Principal Amount of of Debentures, Net of Discount	$ 121
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	$ 151
Common Stock	4
Principal Amount of of Debentures, Net of Discount	$ 155
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	$ 424	408	402
Common Stock	14	14	14
Principal Amount of of Debentures, Net of Discount	$ 438	$ 422	$ 416
Interest Rate of Trust Preferred Securities and Debentures	5.159%	4.961%	4.903%

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	6 Months Ended		12 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Trust preferred securities adjustments related to fair value hedges	$ 84	$ 62	$ 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	$ 84	$ 62	$ 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	Jun. 30, 2016USD ($)
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	$ 15,760
Liability Recorded	121
Written Put Options [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	2,661
Liability Recorded	47
Standby Letters of Credit [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	11,140
Liability Recorded	67
Recourse Agreement with FNMA [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	1,956
Liability Recorded	4
Return Guarantee Agreement with LIHTC Investors [Member]
Guarantor Obligations [Line Items]
Maximum Potential Undiscounted Future Payments	3
Liability Recorded	$ 3

Contingent Liabilities and G126

Contingent Liabilities and Guarantees - Additional Information (Detail) $ in Millions	6 Months Ended
	Jun. 30, 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	$ 6,700
Potential undiscounted future payments maximum limit	30% of the principal balance of loans outstanding
Default guarantees, value	$ 121
Written Put Options [Member]
Commitments Contingencies And Guarantees [Line Items]
Default guarantees, value	$ 47
Weighted average life of written put options	2 years
Return Guarantee Agreement with LIHTC Investors [Member]
Commitments Contingencies And Guarantees [Line Items]
Compliance period of property	15 years
Default guarantees, value	$ 3
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 10 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		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance	$ (213)	$ (279)	$ (405)	$ (356)
Other comprehensive income before reclassification, net of income taxes	110	(56)	313	31
Amounts reclassified from accumulated other comprehensive income, net of income taxes	(11)	(10)	(22)	(20)
Total other comprehensive income (loss), net of tax	99	(66)	291	11
Ending balance	(114)	(345)	(114)	(345)
Unrealized Gains (Losses) on Securities Available for Sale [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance	70	51	(58)	(4)
Other comprehensive income before reclassification, net of income taxes	59	(52)	187	3
Amounts reclassified from accumulated other comprehensive income, net of income taxes		1		1
Total other comprehensive income (loss), net of tax	59	(51)	187	4
Ending balance	129		129
Unrealized Gains (Losses) on Derivative Financial Instruments [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance	78	24	20	(8)
Other comprehensive income before reclassification, net of income taxes	49	(3)	121	42
Amounts reclassified from accumulated other comprehensive income, net of income taxes	(13)	(14)	(27)	(27)
Total other comprehensive income (loss), net of tax	36	(17)	94	15
Ending balance	114	7	114	7
Foreign Currency Translation Adjustment [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance	3	9	(2)	22
Other comprehensive income before reclassification, net of income taxes	2	(1)	7	(14)
Amounts reclassified from accumulated other comprehensive income, net of income taxes		1		1
Total other comprehensive income (loss), net of tax	2		7	(13)
Ending balance	5	9	5	9
Net Pension and Postretirement Benefit Costs [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance	(364)	(363)	(365)	(366)
Other comprehensive income before reclassification, net of income taxes			(2)
Amounts reclassified from accumulated other comprehensive income, net of income taxes	2	2	5	5
Total other comprehensive income (loss), net of tax	2	2	3	5
Ending balance	$ (362)	$ (361)	$ (362)	$ (361)

Accumulated Other Comprehens128

Accumulated Other Comprehensive Income - Reclassifications Out of AOCI (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Interest income - Loans	$ 567	$ 532	$ 1,129	$ 1,055
Interest expense - Long term debt	(50)	(40)	(96)	(77)
Income taxes	69	84	125	158
INCOME (LOSS) FROM CONTINUING OPERATIONS	198	236	385	466
Personnel expense	427	408	831	797
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Securities Available for Sale [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Income (loss) from continuing operations before income taxes		(1)		(1)
INCOME (LOSS) FROM CONTINUING OPERATIONS		(1)		(1)
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Securities Available for Sale [Member] | Realized Losses [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Other income		(1)		(1)
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	21	22	43	43
Income taxes	8	8	16	16
INCOME (LOSS) FROM CONTINUING OPERATIONS	13	14	27	27
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	22	23	45	45
Interest expense - Long term debt	(1)	(1)	(2)	(2)
Reclassification out of Accumulated Other Comprehensive Income [Member] | Foreign Currency Translation Adjustment [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Corporate services income		(1)		(1)
Income (loss) from continuing operations before income taxes		(1)		(1)
INCOME (LOSS) FROM CONTINUING OPERATIONS		(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)	(8)	(8)
Income taxes	(2)	(2)	(3)	(3)
INCOME (LOSS) FROM CONTINUING OPERATIONS	(2)	(2)	(5)	(5)
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	5	$ 8	9
Reclassification out of Accumulated Other Comprehensive Income [Member] | Net Pension and Postretirement Benefit Costs [Member] | Amortization of Prior Service Credit [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Personnel expense		$ 1		$ 1

Shareholders' Equity - Addition

Shareholders' Equity - Additional Information (Detail) - USD ($)	Aug. 01, 2016	Jun. 29, 2016	Oct. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Cash dividends declared on common shares, per share				$ 0.085	$ 0.075	$ 0.160	$ 0.140
Dividend payable						$ 146,000,000	$ 130,000,000
First Niagara Financial Group, Inc. [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Acquiree shares equivalent of acquirer common stock			0.680
Cash payable per acquiree common stock			$ 2.30
First Niagara Financial Group, Inc. [Member] | Subsequent Event [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Acquiree shares equivalent of acquirer common stock	0.680
Cash payable per acquiree common stock	$ 2.30
Series A Preferred Stock [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Dividend payable per share				$ 1.9375		$ 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		$ 725,000,000
Common shares repurchased, value		$ 350,000,000
2015 Capital Plan [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Cash dividends declared on common shares, per share				$ 0.085
2016 [Member] | 2015 Capital Plan [Member] | Minimum [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Proposed increase in cash dividends declared on common shares, per share						$ 0.075
2016 [Member] | 2015 Capital Plan [Member] | Maximum [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Proposed increase in cash dividends declared on common shares, per share						0.085
2017 [Member] | 2016 Capital Plan [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Proposed increase in cash dividends declared on common shares, per share						$ 0.095

Line of Business Results - Addi

Line of Business Results - Additional Information (Detail)	6 Months Ended
	Jun. 30, 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		6 Months Ended
	Jun. 30, 2016USD ($)Employees	Jun. 30, 2015USD ($)Employees	Jun. 30, 2016USD ($)Employees	Jun. 30, 2015USD ($)Employees
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 597	$ 584	$ 1,201	$ 1,155
Noninterest income	473	488	904	925
Provision for credit losses			149	67
Other noninterest expense	106	86	196	170
Allocated income taxes and TE adjustments	69	84	125	158
INCOME (LOSS) FROM CONTINUING OPERATIONS	198	236	385	466
Income (loss) from discontinued operations, net of taxes	3	3	4	8
Net income (loss)	201	239	389	474
Less: Net income (loss) attributable to noncontrolling interests	(1)	1	(1)	3
Net income (loss) attributable to Key	202	238	390	471
Operating Segments [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	602	589	1,210	1,165
Noninterest income	479	492	912	932
Total revenue (TE)	1,081	1,081	2,122	2,097
Provision for credit losses	52	42	141	75
Depreciation and amortization expense	26	27	54	54
Other noninterest expense	688	688	1,344	1,332
Income (loss) from continuing operations before income taxes	315	324	583	636
Allocated income taxes and TE adjustments	75	92	138	181
INCOME (LOSS) FROM CONTINUING OPERATIONS	240	232	445	455
Net income (loss)	240	232	445	455
Less: Net income (loss) attributable to noncontrolling interests		1	(1)	3
Net income (loss) attributable to Key	240	231	446	452
AVERAGE BALANCES
Loans and leases	61,062	57,908	60,588	57,669
Total assets	96,993	91,007	95,496	89,984
Deposits	73,895	70,916	72,765	70,187
OTHER FINANCIAL DATA
Net loan charge-offs	$ 44	$ 35	$ 90	$ 64
Return on average allocated equity	19.48%	19.74%	18.18%	19.14%
Return on average allocated equity	19.47%	19.72%	18.16%	19.12%
Operating Segments [Member] | Weighted Average [Member]
OTHER FINANCIAL DATA
Average full-time equivalent employees | Employees	9,473	9,646	9,491	9,680
Operating Segments [Member] | Key Community Bank [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 391	$ 362	$ 790	$ 720
Noninterest income	207	198	403	388
Total revenue (TE)	598	560	1,193	1,108
Provision for credit losses	25	3	66	32
Depreciation and amortization expense	12	14	25	29
Other noninterest expense	432	433	856	855
Income (loss) from continuing operations before income taxes	129	110	246	192
Allocated income taxes and TE adjustments	48	41	92	72
INCOME (LOSS) FROM CONTINUING OPERATIONS	81	69	154	120
Net income (loss)	81	69	154	120
Net income (loss) attributable to Key	81	69	154	120
AVERAGE BALANCES
Loans and leases	30,936	30,707	30,863	30,684
Total assets	32,963	32,809	32,910	32,789
Deposits	53,794	50,765	53,299	50,591
OTHER FINANCIAL DATA
Net loan charge-offs	$ 17	$ 20	$ 40	$ 49
Return on average allocated equity	11.99%	10.34%	11.47%	8.94%
Return on average allocated equity	11.99%	10.34%	11.47%	8.94%
Operating Segments [Member] | Key Community Bank [Member] | Weighted Average [Member]
OTHER FINANCIAL DATA
Average full-time equivalent employees | Employees	7,331	7,574	7,353	7,608
Operating Segments [Member] | Key Corporate Bank [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 222	$ 228	$ 440	$ 442
Noninterest income	230	250	437	438
Total revenue (TE)	452	478	877	880
Provision for credit losses	30	41	73	47
Depreciation and amortization expense	13	11	26	20
Other noninterest expense	246	245	469	455
Income (loss) from continuing operations before income taxes	163	181	309	358
Allocated income taxes and TE adjustments	29	50	57	99
INCOME (LOSS) FROM CONTINUING OPERATIONS	134	131	252	259
Net income (loss)	134	131	252	259
Less: Net income (loss) attributable to noncontrolling interests	(1)		(2)	1
Net income (loss) attributable to Key	135	131	254	258
AVERAGE BALANCES
Loans and leases	28,607	25,298	28,164	25,012
Total assets	33,909	31,173	33,661	30,709
Deposits	19,129	19,709	18,602	19,142
OTHER FINANCIAL DATA
Net loan charge-offs	$ 27	$ 12	$ 45	$ 8
Return on average allocated equity	26.23%	29.24%	24.80%	28.45%
Return on average allocated equity	26.24%	29.24%	24.78%	28.45%
Operating Segments [Member] | Key Corporate Bank [Member] | Weighted Average [Member]
OTHER FINANCIAL DATA
Average full-time equivalent employees | Employees	2,138	2,058	2,132	2,057
Operating Segments [Member] | Other Segments [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ (11)	$ (1)	$ (20)	$ 3
Noninterest income	42	44	72	106
Total revenue (TE)	31	43	52	109
Provision for credit losses	(3)	(2)	2	(4)
Depreciation and amortization expense	1	2	3	5
Other noninterest expense	10	10	19	22
Income (loss) from continuing operations before income taxes	23	33	28	86
Allocated income taxes and TE adjustments	(2)	1	(11)	10
INCOME (LOSS) FROM CONTINUING OPERATIONS	25	32	39	76
Net income (loss)	25	32	39	76
Less: Net income (loss) attributable to noncontrolling interests	1	1	1	2
Net income (loss) attributable to Key	24	31	38	74
AVERAGE BALANCES
Loans and leases	1,519	1,903	1,561	1,973
Total assets	30,121	27,025	28,925	26,486
Deposits	$ 972	442	864	454
OTHER FINANCIAL DATA
Net loan charge-offs		$ 3	$ 5	$ 7
Return on average allocated equity	57.46%	56.52%	43.92%	66.03%
Return on average allocated equity	56.12%	55.51%	42.69%	64.88%
Operating Segments [Member] | Other Segments [Member] | Weighted Average [Member]
OTHER FINANCIAL DATA
Average full-time equivalent employees | Employees	4	14	6	15
Segment Reconciling Items [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 3	$ 2	$ 7	$ 3
Noninterest income	(6)	(4)	(8)	(7)
Total revenue (TE)	(3)	(2)	(1)	(4)
Provision for credit losses		(1)		1
Depreciation and amortization expense	36	38	72	75
Other noninterest expense	1	(42)	(16)	(81)
Income (loss) from continuing operations before income taxes	(40)	3	(57)	1
Allocated income taxes and TE adjustments	2	(1)	3	(10)
INCOME (LOSS) FROM CONTINUING OPERATIONS	(42)	4	(60)	11
Income (loss) from discontinued operations, net of taxes	3	3	4	8
Net income (loss)	(39)	7	(56)	19
Less: Net income (loss) attributable to noncontrolling interests	(1)
Net income (loss) attributable to Key	(38)	7	(56)	19
AVERAGE BALANCES
Loans and leases	86	70	64	77
Total assets	420	651	449	664
Deposits	9	(78)	(14)	$ (80)
OTHER FINANCIAL DATA
Net loan charge-offs	$ (1)	$ 1	$ (1)
Return on average allocated equity	(2.66%)	0.27%	(1.97%)	0.38%
Return on average allocated equity	(2.47%)	0.48%	(1.84%)	0.66%
Segment Reconciling Items [Member] | Weighted Average [Member]
OTHER FINANCIAL DATA
Average full-time equivalent employees | Employees	3,946	3,809	3,920	3,832
Operating Segments and Reconciling Items [Member]
Segment Reporting Information [Line Items]
Net interest income (TE)	$ 605	$ 591	$ 1,217	$ 1,168
Noninterest income	473	488	904	925
Total revenue (TE)	1,078	1,079	2,121	2,093
Provision for credit losses	52	41	141	76
Depreciation and amortization expense	62	65	126	129
Other noninterest expense	689	646	1,328	1,251
Income (loss) from continuing operations before income taxes	275	327	526	637
Allocated income taxes and TE adjustments	77	91	141	171
INCOME (LOSS) FROM CONTINUING OPERATIONS	198	236	385	466
Income (loss) from discontinued operations, net of taxes	3	3	4	8
Net income (loss)	201	239	389	474
Less: Net income (loss) attributable to noncontrolling interests	(1)	1	(1)	3
Net income (loss) attributable to Key	202	238	390	471
AVERAGE BALANCES
Loans and leases	61,148	57,978	60,652	57,746
Total assets	97,413	91,658	95,945	90,648
Deposits	73,904	70,838	72,751	70,107
OTHER FINANCIAL DATA
Net loan charge-offs	$ 43	$ 36	$ 89	$ 64
Return on average allocated equity	7.18%	8.90%	7.02%	8.82%
Return on average allocated equity	7.29%	9.01%	7.09%	8.97%
Operating Segments and Reconciling Items [Member] | Weighted Average [Member]
OTHER FINANCIAL DATA
Average full-time equivalent employees | Employees	13,419	13,455	13,411	13,512