Capital One Financial (COF) 10-Q 3 Nov 14 2014 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	9 Months Ended
	Sep. 30, 2014	Oct. 31, 2014
Document And Entity Information [Abstract]	'	'
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	30-Sep-14	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q3	'
Trading Symbol	'COF	'
Entity Registrant Name	'CAPITAL ONE FINANCIAL CORP	'
Entity Central Index Key	'0000927628	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Large Accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	555,970,573

Consolidated_Statements_of_Inc

Consolidated Statements of Income (Unaudited) (USD $)	3 Months Ended		9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Interest income:	'	'	'	'
Loans, including loans held for sale	$4,463	$4,579	$13,049	$13,824
Investment securities	398	396	1,223	1,161
Other	26	23	80	74
Total interest income	4,887	4,998	14,352	15,059
Interest expense:	'	'	'	'
Deposits	271	309	819	953
Securitized debt obligations	32	42	109	143
Senior and subordinated notes	71	76	226	240
Other borrowings	16	11	36	40
Total interest expense	390	438	1,190	1,376
Net interest income	4,497	4,560	13,162	13,683
Provision for credit losses	993	849	2,432	2,496
Net interest income after provision for credit losses	3,504	3,711	10,730	11,187
Non-interest income:	'	'	'	'
Service charges and other customer-related fees	471	530	1,405	1,614
Interchange fees, net	523	476	1,498	1,407
Total other-than-temporary impairment	-10	-16	-16	-34
Less: Portion of other-than-temporary impairment recorded in AOCI	1	5	1	-6
Net other-than-temporary impairment recognized in earnings	-9	-11	-15	-40
Other	157	96	427	176
Total non-interest income	1,142	1,091	3,315	3,157
Non-interest expense:	'	'	'	'
Salaries and associate benefits	1,128	1,152	3,414	3,365
Occupancy and equipment	419	376	1,271	1,104
Marketing	392	299	1,052	946
Professional services	304	328	887	990
Communications and data processing	196	225	595	677
Amortization of intangibles	130	161	409	505
Other	416	568	1,268	1,531
Total non-interest expense	2,985	3,109	8,896	9,118
Income from continuing operations before income taxes	1,661	1,693	5,149	5,226
Income tax provision	536	575	1,696	1,747
Income from continuing operations, net of tax	1,125	1,118	3,453	3,479
Loss from discontinued operations, net of tax	-44	-13	-24	-210
Net income	1,081	1,105	3,429	3,269
Dividends and undistributed earnings allocated to participating securities	-5	-5	-14	-14
Preferred stock dividends	-20	-13	-46	-39
Net income available to common stockholders	$1,056	$1,087	$3,369	$3,216
Basic earnings per common share:	'	'	'	'
Net income from continuing operations (in dollars per share)	$1.97	$1.89	$5.99	$5.89
Loss from discontinued operations (in dollars per share)	($0.08)	($0.02)	($0.04)	($0.36)
Net income per basic common share (in dollars per share)	$1.89	$1.87	$5.95	$5.53
Diluted earnings per common share:	'	'	'	'
Net income from continuing operations (in dollars per share)	$1.94	$1.86	$5.90	$5.82
Loss from discontinued operations (in dollars per share)	($0.08)	($0.02)	($0.04)	($0.36)
Net income per diluted common share (in dollars per share)	$1.86	$1.84	$5.86	$5.46
Dividends paid per common share (in dollars per share)	$0.30	$0.30	$0.90	$0.65

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (Unaudited) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Statement of Comprehensive Income [Abstract]	'	'	'	'
Net income	$1,081	$1,105	$3,429	$3,269
Other comprehensive income (loss) before taxes:	'	'	'	'
Net unrealized gains (losses) on securities available for sale	-104	1,107	394	-849
Net unrealized gains (losses) on securities held to maturity	35	-1,465	96	-1,465
Net unrealized gains (losses) on cash flow hedges	-107	84	37	-195
Foreign currency translation adjustments	-41	124	25	-19
Other	6	-1	2	6
Other comprehensive income (loss) before taxes	-211	-151	554	-2,522
Income tax provision (benefit) related to other comprehensive income	-23	-104	241	-944
Other comprehensive income (loss), net of tax	-188	-47	313	-1,578
Comprehensive income	$893	$1,058	$3,742	$1,691

Consolidated_Balance_Sheets_Un

Consolidated Balance Sheets (Unaudited) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Cash and cash equivalents:	'	'
Cash and due from banks	$2,652	$2,821
Interest-bearing deposits with banks	3,212	3,131
Federal funds sold and securities purchased under agreements to resell	284	339
Total cash and cash equivalents	6,148	6,291
Restricted cash for securitization investors	405	874
Securities available for sale, at fair value	39,665	41,800
Securities held to maturity, at carrying value	22,182	19,132
Loans held for investment:	'	'
Total loans held for investment	201,592	197,199
Allowance for loan and lease losses	-4,212	-4,315
Net loans held for investment	197,380	192,884
Loans held for sale, at lower of cost or fair value	427	218
Premises and equipment, net	3,752	3,839
Interest receivable	1,268	1,418
Goodwill	13,970	13,978
Other assets	15,005	16,499
Total assets	300,202	296,933
Liabilities:	'	'
Interest payable	249	307
Deposits:	'	'
Non-interest bearing deposits	25,388	22,643
Interest-bearing deposits	178,876	181,880
Total deposits	204,264	204,523
Securitized debt obligations	10,508	10,289
Other debt:	'	'
Federal funds purchased and securities loaned or sold under agreements to repurchase	2,330	915
Senior and subordinated notes	18,534	13,134
Other borrowings	10,871	16,316
Total other debt	31,735	30,365
Other liabilities	9,428	9,817
Total liabilities	256,184	255,301
Commitments, contingencies and guarantees (see Note 14)	'	'
Stockholders’ equity:	'	'
Preferred stock (par value $.01 per share; 50,000,000 shares authorized; 1,375,000 and 875,000 shares issued and outstanding as of September 30, 2014, and December 31, 2013, respectively)	0	0
Common stock (par value $.01 per share; 1,000,000,000 shares authorized; 642,517,260 and 637,151,800 shares issued as of September 30, 2014, and December 31, 2013, respectively, and 558,526,922 and 572,675,375 shares outstanding as of September 30, 2014, and December 31, 2013, respectively)	6	6
Additional paid-in capital, net	27,272	26,526
Retained earnings	23,162	20,292
Accumulated other comprehensive income	-559	-872
Treasury stock at cost (par value $.01 per share; 83,990,338 and 64,476,425 shares as of September 30, 2014, and December 31, 2013, respectively)	-5,863	-4,320
Total stockholders’ equity	44,018	41,632
Total liabilities and stockholders’ equity	300,202	296,933
Unsecuritized loans held for investment	'	'
Loans held for investment:	'	'
Total loans held for investment	165,021	157,651
Restricted loans for securitization investors	'	'
Loans held for investment:	'	'
Total loans held for investment	$36,571	$39,548

Consolidated_Balance_Sheets_Un1

Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $)	Sep. 30, 2014	Dec. 31, 2013
Statement of Financial Position [Abstract]	'	'
Preferred stock, par value	$0.01	$0.01
Preferred stock, shares authorized	50,000,000	50,000,000
Preferred stock, shares issued	1,375,000	875,000
Preferred stock, shares outstanding	1,375,000	875,000
Common stock, par value	$0.01	$0.01
Common stock, shares authorized	1,000,000,000	1,000,000,000
Common stock, shares issued	642,517,260	637,151,800
Common stock, shares outstanding	558,526,922	572,675,375
Treasury stock, at cost; shares	83,990,338	64,476,425

Consolidated_Statements_of_Cha

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (USD $)	Total	Series C Preferred Stock	Preferred Stock	Preferred Stock	Common Stock	Additional Paid-In Capital	Additional Paid-In Capital	Retained Earnings		Accumulated Other Comprehensive Income (Loss)	Treasury Stock
In Millions, except Share data, unless otherwise specified				Series C Preferred Stock			Series C Preferred Stock
Beginning balance at Dec. 31, 2013	$41,632	'	$0	'	$6	$26,526	'	$20,292	[1]	($872)	($4,320)
Beginning balance (shares) at Dec. 31, 2013	'	'	875,000	'	637,151,800	'	'	'		'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'	'	'		'	'
Comprehensive income	3,742	'	'	'	'	'	'	3,429	[1]	313	'
Cash dividends—common stock $0.90 per share	-513	'	'	'	'	'	'	-513	[1]	'	'
Cash dividends - preferred series B stock 6%, series C stock 6.25% per annum	-46	'	'	'	'	'	'	-46	[1]	'	'
Purchases of treasury stock	-1,543	'	'	'	'	'	'	'		'	-1,543
Issuances of common stock and restricted stock, net of forfeitures	73	'	'	'	0	73	'	'		'	'
Issuances of common stock and restricted stock, net of forfeitures (in shares)	'	'	'	'	1,078,458	'	'	'		'	'
Exercise of stock options and warrants, tax benefits of exercises and restricted stock vesting	89	'	'	'	0	89	'	'		'	'
Exercise of stock options and warrants, tax benefits of exercises and restricted stock vesting (in shares)	'	'	'	'	4,287,002	'	'	'		'	'
Issuances of preferred stock (Series C)	'	484	'	0	'	'	484	'		'	'
Issuances of preferred stock (Series C) (in shares)	'	'	'	500,000	'	'	'	'		'	'
Compensation expense for restricted stock awards and stock options	100	'	'	'	'	100	'	'		'	'
Ending balance at Sep. 30, 2014	$44,018	'	$0	'	$6	$27,272	'	$23,162	[1]	($559)	($5,863)
Ending balance (shares) at Sep. 30, 2014	'	'	1,375,000	'	642,517,260	'	'	'		'	'
[1]	Retained earnings as of December 31, 2013 includes the cumulative impact of $112 million resulting from the adoption of ASU 2014-01 “Accounting For Investments in Qualified Affordable Housing Projects.” See “Note 1—Summary of Significant Accounting Policies” for additional information.

Consolidated_Statements_of_Cha1

Consolidated Statements of Changes in Stockholders' Equity (Parenthetical) (USD $)	9 Months Ended
	Sep. 30, 2014
Cash dividends-common stock (in dollars per share)	$0.90
Series B Preferred Stock	'
Percentage of cash dividends per annum-preferred stock	6.00%
Series C Preferred Stock	'
Percentage of cash dividends per annum-preferred stock	6.25%

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (Unaudited) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013
Operating activities:	'	'
Income from continuing operations, net of tax	$3,453	$3,479
Loss from discontinued operations, net of tax	-24	-210
Net income	3,429	3,269
Adjustments to reconcile net income to cash provided by operating activities:	'	'
Provision for credit losses	2,432	2,496
Depreciation and amortization, net	1,532	1,647
Net gain on sales of securities available for sale	-18	-3
Impairment losses on securities available for sale	15	40
Loans held for sale:	'	'
Originations and purchases	-3,355	-972
Gain on sales	-35	-23
Proceeds from sales and paydowns	3,171	995
Stock plan compensation expense	167	172
Changes in operating assets and liabilities:	'	'
Decrease in interest receivable	150	390
Decrease in other assets	607	1,191
Decrease in interest payable	-58	-174
Decrease in other liabilities	-375	-298
Net cash provided (used) by discontinued operations	39	-291
Net cash provided by operating activities	7,701	8,439
Investing activities:	'	'
Purchases of securities	-14,078	-13,084
Proceeds from paydowns and maturities of securities	6,717	11,785
Proceeds from sales of securities	6,827	1,355
Net (increase) decrease in loans held for investment	-8,351	9,119
Principal recoveries of loans previously charged off	1,203	1,204
Purchases of premises and equipment	-405	-622
Net cash provided (used) by investing activities	-8,087	9,757
Financing activities:	'	'
Decrease in restricted cash for securitization investors	469	38
Net decrease in deposits	-265	-5,662
Issuance of securitized debt obligations	2,995	1,450
Maturities and paydowns of securitized debt obligations	-2,808	-3,304
Issuance of senior and subordinated notes and junior subordinated debentures	7,713	934
Redemption of junior subordinated debentures	0	-3,641
Maturities and redemptions of senior and subordinate notes	-2,375	-500
Net decrease in other borrowings	-4,030	-12,279
Net proceeds from issuances of common stock	73	64
Net proceeds from issuances of preferred stock	484	0
Proceeds from share-based payment activities	89	73
Dividends paid on common stock	-513	-383
Dividends paid on preferred stock	-46	-39
Purchases of treasury stock	-1,543	-287
Net cash provided (used) by financing activities	243	-23,536
Decrease in cash and cash equivalents	-143	-5,340
Cash and cash equivalents at beginning of the period	6,291	11,058
Cash and cash equivalents at end of the period	6,148	5,718
Non-cash items:	'	'
Net transfers from loans held for investment to loans held for sale	38	6,808
Net debt exchange of senior and subordinated notes	0	1,968
Interest paid	1,248	1,550
Income tax paid	$1,109	$1,250

Summary_of_Significant_Account

Summary of Significant Accounting Policies	9 Months Ended
	Sep. 30, 2014
Accounting Policies [Abstract]	'
Summary of Significant Accounting Policies	'
	NOTE 1—SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
	The Company
	Capital One Financial Corporation, a Delaware Corporation established in 1994 and headquartered in McLean, Virginia, is a diversified financial services holding company with banking and non-banking subsidiaries. Capital One Financial Corporation and its subsidiaries (the “Company”) offers a broad array of financial products and services to consumers, small businesses and commercial clients through branches, the internet and other distribution channels. As of September 30, 2014, our principal subsidiaries included:
	•	Capital One Bank (USA), National Association (“COBNA”), which offers credit and debit card products, other lending products and deposit products; and
	•	Capital One, National Association (“CONA”), which offers a broad spectrum of banking products and financial services to consumers, small businesses and commercial clients.
	The Company and its subsidiaries are hereafter collectively referred to as “we,” “us” or “our.” COBNA and CONA are collectively referred to as the “Banks.”
	We also offer products outside of the United States principally through Capital One (Europe) plc (“COEP”), an indirect subsidiary of COBNA organized and located in the U.K., and through a branch of COBNA in Canada. COEP has authority, among other things, to provide credit card loans. Our branch of COBNA in Canada also has the authority to provide credit card loans.
	Our principal operations are currently organized for management reporting purposes into three primary business segments, which are defined primarily based on the products and services provided or the type of customer served: Credit Card, Consumer Banking and Commercial Banking. We provide details on our business segments, the integration of recent acquisitions into our business segments, and the allocation methodologies and accounting policies used to derive our business segment results in “Note 13—Business Segments.”
	Basis of Presentation and Use of Estimates
	The accompanying consolidated financial statements have been prepared in accordance with generally accepted accounting principles in the U.S. (“U.S. GAAP” ). The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the amounts reported on the consolidated financial statements and related disclosures. These estimates are based on information available as of the date of the consolidated financial statements. While management makes its best judgment, actual amounts or results could differ from these estimates. Certain prior period amounts have been reclassified to conform to the current period presentation.
	Principles of Consolidation
	The consolidated financial statements include the accounts of Capital One Financial Corporation and all other entities in which we have a controlling financial interest. We determine whether we have a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a Variable Interest Entity (“VIE” ). All significant intercompany account balances and transactions have been eliminated.
	New Accounting Standards Adopted
	Accounting for Investments in Qualified Affordable Housing Projects
	In January 2014, the Financial Accounting Standard Board (“FASB”) issued guidance permitting an entity to account for Investments in Qualified Affordable Housing Projects using the proportional amortization method if certain criteria are met. The proportional amortization method amortizes the cost of the investment over the period in which the investor expects to receive tax credits and other tax benefits, and the resulting amortization is recognized as a component of income tax expense attributable to continuing operations. Historically, these investments were under the equity method of accounting and the passive losses related to the investments were recognized within non-interest expense. We adopted this guidance in the first quarter of 2014 with retrospective application. As a result, total assets, total liabilities, and retained earnings were reduced by $115 million, $3 million and $112 million from $297.0 billion, $255.3 billion and $20.4 billion, respectively, as of December 31, 2013. In addition, net income was reduced by $12 million from $1.1 billion for the three months ended September 30, 2013, and by $31 million from $3.3 billion for the first nine months ended September 30, 2013.
	During the third quarter and first nine months of 2014, we recognized amortization of $87 million and $231 million, respectively, and tax credits of $90 million and $268 million, respectively, associated with these investments within income taxes. The carrying value of our investments in these qualified affordable housing projects was $3.0 billion and $2.8 billion as of September 30, 2014 and December 31, 2013, respectively. We are periodically required to provide additional financial or other support during the period of the investments. We recorded a liability of $1.2 billion for the unfunded commitments as of September 30, 2014, which is expected to be paid from 2014 to 2017.
	Obligations Resulting from Joint and Several Liability Arrangements
	In February 2013, the FASB issued guidance for the recognition, measurement, and disclosure of obligations resulting from joint and several liability arrangements for which the total amount of the obligation, within the scope of this guidance, is fixed at the reporting date, except for obligations addressed within existing guidance in U.S. GAAP. The guidance clarifies that an entity shall measure the obligations as the sum of the amount the reporting entity agreed to pay on the basis of its arrangement among its co-obligors and any additional amount the reporting entity expects to pay on behalf of its co-obligors. The guidance also requires an entity to disclose the nature and amounts of the obligations as well as other information about those obligations. The guidance is effective for annual and interim periods beginning after December 15, 2013. The adoption of this guidance in the first quarter of 2014 did not have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice.
	Recently Issued but Not Yet Adopted Accounting Standards
	Accounting for Share-Based Payments When the Terms of an Award Provide That a Performance Target Could Be Achieved after the Requisite Service Period
	In June 2014, the FASB issued guidance clarifying that a performance target contained within a share-based payment award that affects vesting and can be achieved after the requisite service period has been completed is to be accounted for as a performance condition. Accordingly, the grantor of such awards would recognize compensation cost in the period in which it becomes probable that the performance target will be achieved. The amount of the compensation cost recognized should represent the cost attributable to the requisite service period fulfilled. The guidance is effective for annual and interim periods beginning after December 15, 2015, with early adoption permitted. Entities may elect to adopt the guidance on either a prospective or modified retrospective basis. We do not expect our adoption of this guidance in the first quarter of 2015 to have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice.
	Accounting for Repurchase Transactions
	In June 2014, the FASB issued guidance that requires repurchase-to-maturity transactions to be accounted for as secured borrowings rather than sales. New disclosures will also be required for certain transactions accounted for as secured borrowings and transfers accounted for as sales when the transferor retains substantially all of the exposure to the economic return on the transferred financial assets. We do not expect our adoption of the accounting guidance in the first quarter of 2015 to have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice. The new disclosures will be provided beginning in the second quarter of 2015.
	Revenue from Contracts with Customers
	In May 2014, the FASB issued revised guidance for the recognition, measurement, and disclosure of revenue from contracts with customers. The guidance is applicable to all entities and, once effective, will replace significant portions of existing industry and transaction-specific revenue recognition rules with a more principles-based recognition model. Most revenue associated with financial instruments, including interest and loan origination fees, is outside the scope of the guidance. Gains and losses on investment securities, derivatives and sales of financial instruments are similarly excluded from the scope. The guidance is effective for annual and interim periods beginning after December 15, 2016, with early adoption prohibited. Entities can elect to adopt the guidance either on a full or modified retrospective basis. Full retrospective adoption will require a cumulative effect adjustment to retained earnings as of the beginning of the earliest comparative period presented. Modified retrospective adoption will require a cumulative effect adjustment to retained earnings as of the beginning of the reporting period in which the entity first applies the new guidance. We are currently evaluating the guidance to identify which of our revenue streams are within its scope and determine which transition method we plan to elect. Accordingly, we cannot yet quantify the impact our adoption of this guidance will have in the first quarter of 2017.
	Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity
	In April 2014, the FASB issued guidance changing the criteria for reporting discontinued operations. As a result of the change, only those disposals of components of an entity that represent a strategic shift that have, or will have, a major effect on an entity’s operations and financial results will be reported as discontinued operations. Expanded disclosures will be required of discontinued operations and disposals of individually significant components of an entity that do not currently qualify for discontinued operations reporting. The guidance is effective for disposals or classifications as held for sale of components of an entity that occur within annual and interim periods beginning after December 15, 2014, with early adoption permitted in certain circumstances. Our adoption of this guidance in the first quarter of 2015 will not impact what we currently report as discontinued operations due to the prospective transition provisions.
	Reclassification of Collateralized Mortgage Loans Upon Foreclosure
	In January 2014, the FASB issued guidance clarifying when an entity should reclassify a consumer mortgage loan collateralized by residential real estate to foreclosed property. Reclassification should occur when the creditor obtains legal title to the residential real estate property or when the borrower conveys all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed in lieu of foreclosure or through a similar legal agreement. An entity should not wait until a redemption period, if any, has expired to reclassify a consumer mortgage loan to foreclosed property. The guidance is effective for annual and interim periods beginning after December 15, 2014, with early adoption permitted. We do not expect our adoption of this guidance in the first quarter of 2015 to have a significant impact on our financial condition, results of operations or liquidity as the guidance is materially consistent with our current practice.

Discontinued_Operations

Discontinued Operations	9 Months Ended
	Sep. 30, 2014
Discontinued Operations and Disposal Groups [Abstract]	'
Discontinued Operations	'
	NOTE 2—DISCONTINUED OPERATIONS
	Shutdown of Mortgage Origination Operations of our Wholesale Mortgage Banking Unit
	In the third quarter of 2007, we closed the mortgage origination operations of our wholesale mortgage banking unit, GreenPoint Mortgage Funding Inc. (“GreenPoint”), which we acquired in December 2006 as part of the North Fork acquisition. The results of the wholesale banking unit have been accounted for as a discontinued operation and are therefore not included in our results from continuing operations for the three and nine months ended September 30, 2014 and 2013. We have no significant continuing involvement in these operations.
	The following table summarizes the results from discontinued operations related to the closure of the mortgage origination operations of our wholesale mortgage banking unit:
	Table 2.1: Results of Discontinued Operations
		Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars in millions)	2014			2013			2014			2013
	Non-interest expense, net	$	(70	)	$	(20	)	$	(38	)	$	(335	)
	Loss from discontinued operations before income taxes	(70		)	(20		)	(38		)	(335		)
	Income tax benefit	(26		)	(7		)	(14		)	(125		)
	Loss from discontinued operations	$	(44	)	$	(13	)	$	(24	)	$	(210	)
	The discontinued mortgage origination operations of our wholesale mortgage banking unit has remaining assets of $353 million and $370 million as of September 30, 2014 and December 31, 2013, respectively, which primarily consisted of the deferred tax asset related to the reserve for representations and warranties. Liabilities, which primarily consisted of reserves for representations and warranties repurchases on loans previously sold to third parties, totaled $982 million and $960 million as of September 30, 2014 and December 31, 2013, respectively.

Investment_Securities

Investment Securities	9 Months Ended
	Sep. 30, 2014
Investments, Debt and Equity Securities [Abstract]	'
Investment Securities	'
	NOTE 3—INVESTMENT SECURITIES
	Our investment portfolio consists primarily of the following: U.S. Treasury debt; U.S. agency debt and corporate debt securities guaranteed by U.S. government agencies; U.S. government sponsored enterprise or agency (“Agency”) and non-agency residential mortgage-backed securities (“RMBS”) and commercial mortgage-backed securities (“CMBS”); other asset-backed securities (“ABS”); and other investments. The carrying value of our investments in U.S. Treasury, Agency securities and other securities guaranteed by the U.S. government or U.S. government agencies represents 85% and 77% of our total investment securities as of September 30, 2014 and December 31, 2013, respectively.
	Our investment portfolio includes securities available for sale and securities held to maturity. We classify securities as available for sale or held to maturity based on our investment strategy and management’s assessment of our intent and ability to hold the securities until maturity.
	The table below presents the overview of our investment portfolio at September 30, 2014 and December 31, 2013.
	Table 3.1: Overview of Investment Portfolio
	(Dollars in millions)		September 30, 2014			December 31, 2013
	Securities available for sale, at fair value		$	39,665		$	41,800
	Securities held to maturity, at carrying value		22,182			19,132
	Total investments		$	61,847		$	60,932
	The table below presents the amortized cost, gross unrealized gains and losses, and fair value of securities available for sale at September 30, 2014 and December 31, 2013.
	Table 3.2: Investment Securities Available for Sale
			September 30, 2014
	(Dollars in millions)		Amortized			Gross			Gross			Fair
			Cost			Unrealized			Unrealized			Value
						Gains			Losses(1)
	Investment securities available for sale:
	U.S. Treasury debt obligations		$	4,261		$	2		$	(2	)	$	4,261
	U.S. agency debt obligations		1			0			0			1
	Corporate debt securities guaranteed by U.S. government agencies		1,001			1			(23		)	979
	Residential mortgage-backed securities (“RMBS”):
	Agency(2)		20,853			274			(141		)	20,986
	Non-agency		3,024			486			(13		)	3,497
	Total RMBS		23,877			760			(154		)	24,483
	Commercial mortgage-backed securities (“CMBS”):
	Agency(2)		4,029			25			(71		)	3,983
	Non-agency		1,809			22			(28		)	1,803
	Total CMBS		5,838			47			(99		)	5,786
	Other asset-backed securities (“ABS”)(3)		3,038			58			(13		)	3,083
	Other securities(4)		1,087			6			(21		)	1,072
	Total investment securities available for sale		$	39,103		$	874		$	(312	)	$	39,665
			December 31, 2013
	(Dollars in millions)		Amortized			Gross			Gross			Fair
			Cost			Unrealized			Unrealized			Value
						Gains			Losses(1)
	Investment securities available for sale:
	U.S. Treasury debt obligations		$	831		$	2		$	0		$	833
	U.S. agency debt obligations		1			0			0			1
	Corporate debt securities guaranteed by U.S. government agencies		1,282			1			(49		)	1,234
	RMBS:
	Agency(2)		21,572			239			(332		)	21,479
	Non-agency		3,165			450			(15		)	3,600
	Total RMBS		24,737			689			(347		)	25,079
	CMBS:
	Agency(2)		4,262			20			(84		)	4,198
	Non-agency		1,854			14			(60		)	1,808
	Total CMBS		6,116			34			(144		)	6,006
	Other ABS(3)		7,123			49			(36		)	7,136
	Other securities(4)		1,542			24			(55		)	1,511
	Total investment securities available for sale		$	41,632		$	799		$	(631	)	$	41,800
	__________
	(1)	Includes non-credit related OTTI that remains in Accumulated Other Comprehensive Income (“AOCI”) of $8 million and $12 million as of September 30, 2014 and December 31, 2013, respectively. Substantially all of this amount is related to non-agency RMBS.
	(2)	The Agency includes Federal National Mortgage Association (“Fannie Mae”), Federal Home Loan Mortgage Corporation (“Freddie Mac”), and Government National Mortgage Association (“Ginnie Mae”).
	(3)	ABS collateralized by credit card loans constituted approximately 55% and 65% of the other ABS portfolio as of September 30, 2014, and December 31, 2013, respectively, and ABS collateralized by auto dealer floor plan inventory loans and leases constituted approximately 16% and 15% of the other ABS portfolio as of September 30, 2014 and December 31, 2013, respectively. Approximately 89% of the securities in our other ABS portfolio were rated AAA or its equivalent as of September 30, 2014, compared with 87% as of December 31, 2013.
	(4)	Includes foreign government/agency bonds, covered bonds, corporate securities, municipal securities and equity investments primarily related to activities under the Community Reinvestment Act (“CRA”).
	The table below presents the carrying value, gross unrealized gains and losses, and fair value of securities held to maturity at September 30, 2014 and December 31, 2013.
	Table 3.3: Investment Securities Held to Maturity
			30-Sep-14
	(Dollars in millions)		Amortized			Unrealized			Carrying Value			Gross			Gross			Fair
			Cost			Losses Recorded in AOCI(1)						Unrealized			Unrealized			Value
												Gains			Losses
	Agency RMBS		$	21,565		$	(1,216	)	$	20,349		$	694		$	(5	)	$	21,038
	Agency CMBS		1,956			(123		)	1,833			65			(8		)	1,890
	Total investment securities held to maturity		$	23,521		$	(1,339	)	$	22,182		$	759		$	(13	)	$	22,928
		31-Dec-13
(Dollars in millions)		Amortized			Unrealized			Carrying Value			Gross			Gross			Fair
		Cost			Losses Recorded in AOCI(1)						Unrealized			Unrealized			Value
											Gains			Losses
Agency RMBS		$	18,746		$	(1,303	)	$	17,443		$	72		$	(30	)	$	17,485
Agency CMBS		1,821			(132		)	1,689			16			(5		)	1,700
Total investment securities held to maturity		$	20,567		$	(1,435	)	$	19,132		$	88		$	(35	)	$	19,185
__________
(1)	Represents the unrealized holding gain or loss at the date of transfer from available for sale to held to maturity, net of any accretion.
Investment Securities in a Gross Unrealized Loss Position
The table below provides, by major security type, information about our securities available for sale in a gross unrealized loss position and the length of time that individual securities have been in a continuous unrealized loss position as of September 30, 2014 and December 31, 2013.
Table 3.4: Securities in Unrealized Loss Position
		September 30, 2014
		Less than 12 Months						12 Months or Longer						Total
(Dollars in millions)		Fair Value			Gross			Fair Value			Gross			Fair Value			Gross
					Unrealized						Unrealized						Unrealized
					Losses						Losses						Losses
Investment securities available for sale:
U.S. Treasury debt obligations(1)		$	2,340		$	(2	)	$	0		$	0		$	2,340		$	(2	)
Corporate debt securities guaranteed by U.S. government agencies		187			(3		)	554			(20		)	741			(23		)
RMBS:
Agency		3,071			(17		)	4,787			(124		)	7,858			(141		)
Non-agency		363			(8		)	104			(5		)	467			(13		)
Total RMBS		3,434			(25		)	4,891			(129		)	8,325			(154		)
CMBS:
Agency		688			(9		)	1,867			(62		)	2,555			(71		)
Non-agency		264			(1		)	749			(27		)	1,013			(28		)
Total CMBS		952			(10		)	2,616			(89		)	3,568			(99		)
Other ABS		282			0			732			(13		)	1,014			(13		)
Other securities		144			(1		)	559			(20		)	703			(21		)
Total investment securities available for sale in a gross unrealized loss position		$	7,339		$	(41	)	$	9,352		$	(271	)	$	16,691		$	(312	)
		December 31, 2013
		Less than 12 Months						12 Months or Longer						Total
(Dollars in millions)		Fair Value			Gross			Fair Value			Gross			Fair Value			Gross
					Unrealized						Unrealized						Unrealized
					Losses						Losses						Losses
Investment securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		1,143			(47		)	46			(2		)	1,189			(49		)
RMBS:
Agency		9,769			(263		)	1,770			(69		)	11,539			(332		)
Non-agency		454			(10		)	56			(5		)	510			(15		)
Total RMBS		10,223			(273		)	1,826			(74		)	12,049			(347		)
CMBS:
Agency		2,842			(74		)	256			(10		)	3,098			(84		)
Non-agency		952			(43		)	183			(17		)	1,135			(60		)
Total CMBS		3,794			(117		)	439			(27		)	4,233			(144		)
Other ABS		2,528			(34		)	392			(2		)	2,920			(36		)
Other securities		1,149			(51		)	57			(4		)	1,206			(55		)
Total investment securities available for sale in a gross unrealized loss position		$	18,837		$	(522	)	$	2,760		$	(109	)	$	21,597		$	(631	)
__________
(1)	None of our investments in U.S. Treasury debt obligations were in an unrealized loss position as of December 31, 2013.
As of September 30, 2014, the amortized cost of approximately 550 securities available for sale exceeded their fair value by $312 million, of which $271 million related to investment securities that had been in a loss position for 12 months or longer. Our investments in non-agency RMBS and CMBS, other ABS, and other securities accounted for $76 million, or 24%, of total gross unrealized losses on securities available for sale as of September 30, 2014. As of September 30, 2014, the carrying value of approximately 30 securities held to maturity exceeded their fair value by $13 million. Substantially all of these unrecognized losses relate to securities held to maturity that have been in a loss position for less than 12 months as of September 30, 2014.
Gross unrealized losses on our investment securities have generally decreased since December 31, 2013. The unrealized losses related to investment securities for which we have not recognized credit impairment are primarily attributable to changes in market interest rates. We have recognized in earnings the unrealized losses related to the investment securities that we intend to sell. As of September 30, 2014, we do not intend to sell any securities with unrealized losses recorded in AOCI nor believe that we will be required to sell prior to recovery of their amortized cost. As discussed in more detail below, we conduct periodic reviews of all investment securities with unrealized losses to assess whether impairment is other-than-temporary. We believe the securities with an unrealized loss in AOCI are not other-than-temporarily impaired as of September 30, 2014.
Maturities and Yields of Investment Securities
The following tables summarize the remaining scheduled contractual maturities, assuming no prepayments, of our investment securities as of September 30, 2014:
Table 3.5: Contractual Maturities of Securities Available for Sale
		September 30, 2014
(Dollars in millions)		Amortized Cost			Fair Value
Due in 1 year or less		$	1,345		$	1,348
Due after 1 year through 5 years		6,580			6,587
Due after 5 years through 10 years		3,112			3,094
Due after 10 years(1)		28,066			28,636
Total		$	39,103		$	39,665
__________
(1)	Investments with no stated maturities, which consist of equity securities, are included with contractual maturities due after 10 years.
Table 3.6: Contractual Maturities of Securities Held to Maturity
		September 30, 2014
(Dollars in millions)		Carrying Value			Fair Value
Due after 5 years through 10 years		$	1,142		$	1,200
Due after 10 years		21,040			21,728
Total		$	22,182		$	22,928
Because borrowers may have the right to call or prepay certain obligations, the expected maturities of our securities are likely to differ from the scheduled contractual maturities presented above. The table below summarizes, by major security type, the expected maturities and weighted average yields of our investment securities as of September 30, 2014.
Table 3.7: Expected Maturities and Weighted Average Yields of Securities
		September 30, 2014
(Dollars in millions)		Due in 1 Year			Due > 1 Year			Due > 5 Years			Due > 10 Years			Total
		or Less			through			through
					5 Years			10 Years
Fair value of securities available for sale:
U.S. Treasury debt obligations		$	653		$	3,608		$	0		$	0		$	4,261
U.S. agency debt obligations		1			0			0			0			1
Corporate debt securities guaranteed by U.S. government agencies		0			392			573			14			979
RMBS:
Agency		158			9,998			10,830			0			20,986
Non-agency		17			944			1,898			638			3,497
Total RMBS		175			10,942			12,728			638			24,483
CMBS:
Agency		364			2,672			947			0			3,983
Non-agency		83			502			1,198			20			1,803
Total CMBS		447			3,174			2,145			20			5,786
Other ABS		1,019			1,705			256			103			3,083
Other securities		55			316			614			87			1,072
Total securities available for sale		2,350			20,137			16,316			862			39,665
Amortized cost of securities available for sale		$	2,349		$	19,945		$	16,065		$	744		$	39,103
Weighted average yield for securities available for sale(1)		1.16		%	2.14		%	3.01		%	7.9		%	2.55		%
		30-Sep-14
(Dollars in millions)		Due in 1 Year			Due > 1 Year			Due > 5 Years			Due > 10 Years			Total
		or Less			through			through
					5 Years			10 Years
Carrying value of securities held to maturity:
Agency RMBS		$	0		$	193		$	17,421		$	2,735		$	20,349
Agency CMBS		0			425			1,339			69			1,833
Total securities held for maturity		0			618			18,760			2,804			22,182
Fair value of securities held to maturity		$	0		$	616		$	19,348		$	2,964		$	22,928
Weighted average yield for securities held to maturity(1)		0		%	2.38		%	2.7		%	3.32		%	2.76		%
__________
-1	Average yield is calculated based on the amortized cost of each security. Effective in the second quarter of 2014, we began reporting the effective yield for the investment securities. Prior to the second quarter of 2014, we reported the purchase yield for the investment securities. The impact of this change on prior periods is not material.
Other-Than-Temporary Impairment
We evaluate all securities in an unrealized loss position at least on a quarterly basis, and more often as market conditions require, to assess whether the impairment is other-than-temporary. Our other-than-temporary impairment (“OTTI”) assessment is based on a discounted cash flow analysis which requires careful use of judgments and assumptions. A number of qualitative and quantitative criteria may be considered in our assessment as applicable, including the size and the nature of the portfolio; historical and projected performance such as prepayment, default and loss severity for the RMBS portfolio; recent credit events specific to the issuer and/or industry to which the issuer belongs; the payment structure of the security; external credit ratings of the issuer and any failure or delay of the issuer to make scheduled interest or principal payments; the value of underlying collateral; our intent and ability to hold the security for the long term; and current and projected market and macro-economic conditions.
For a debt security that has experienced a decline in the fair value below its amortized cost basis, we recognize OTTI in earnings if we have the intent to sell the security or if we believe it is more likely than not that we will be required to sell the security in the near term. For those securities that we do not intend to sell nor expect to be required to sell, an analysis is performed to determine if any of the impairment is due to credit-related factors or whether it is due to other factors, such as interest rates. Credit-related impairment is recognized in earnings, with the remaining unrealized non-credit related impairment recorded in AOCI. We determine the credit component based on the difference between the security’s amortized cost basis and the present value of its expected cash flows, discounted based on the effective yield.
The table below presents a rollforward of the credit related OTTI recognized in earnings for the three and nine months ended September 30, 2014 and 2013 on investment securities that we do not intend to sell:
Table 3.8: Credit Impairment Rollforward
		Three Months Ended September 30,						Nine Months Ended September 30,
(Dollars in millions)		2014			2013			2014			2013
Credit loss component, beginning of period		$	165		$	149		$	160		$	120
Additions:
Initial credit impairment		1			3			2			14
Subsequent credit impairment		2			8			6			26
Total additions		3			11			8			40
Reduction due to payoffs, disposals, transfers & other		(2		)	0			(2		)	0
Credit loss component, end of period		$	166		$	160		$	166		$	160
Realized Gains and Losses on Securities and OTTI Recognized in Earnings
The following table presents the gross realized gains and losses on the sale and redemption of securities available for sale, and the OTTI losses recognized in earnings for the three and nine months ended September 30, 2014 and 2013. We also present the proceeds from the sale of securities available for sale for the periods presented. We did not sell any investment securities that are held to maturity.
Table 3.9: Realized Gains and Losses and OTTI Recognized in Earnings
		Three Months Ended September 30,						Nine Months Ended September 30,
(Dollars in millions)		2014			2013			2014			2013
Realized gains (losses):
Gross realized gains		$	16		$	0		$	50		$	6
Gross realized losses		(10		)	0			(32		)	(3		)
Net realized gains (losses)		$	6		$	0		$	18		$	3
OTTI recognized in earnings:
Credit-related OTTI		$	(3	)	$	(11	)	$	(8	)	$	(40	)
Intent-to-sell OTTI		(6		)	0			(7		)	0
Total OTTI recognized in earnings		$	(9	)	$	(11	)	$	(15	)	$	(40	)
Net securities gains (losses)		$	(3	)	$	(11	)	$	3		$	(37	)
Total proceeds from sales		$	3,268		$	35		$	6,827		$	1,355
Securities Pledged and Received
As part of our liquidity management strategy, we pledge securities to secure borrowings from counterparties including the Federal Home Loan Banks (“FHLB”) and the Federal Reserve Bank. We also pledge securities to secure trust and public deposits and for other purposes as required or permitted by law. We pledged securities available for sale with a fair value of $5.8 billion and $10.7 billion as of September 30, 2014 and December 31, 2013, respectively. We pledged securities held to maturity with a carrying value of $13.7 billion and $8.2 billion as of September 30, 2014 and December 31, 2013, respectively. Of the total securities pledged as collateral, we have encumbered $11.3 billion and $17.3 billion as of September 30, 2014 and December 31, 2013, respectively, primarily related to FHLB transactions and Public Fund deposits. We accepted pledges of securities with a fair value of $63 million and $53 million as of September 30, 2014 and December 31, 2013, respectively, primarily related to our derivative transactions.
Securities Acquired
Our investment portfolio includes certain acquired debt securities that were deemed to be credit impaired at acquisition date. These securities are accounted for in accordance with accounting guidance for purchased credit-impaired debt securities.
Outstanding Balance and Carrying Value of Acquired Securities
The table below presents the outstanding contractual balance and the carrying value of the acquired credit-impaired debt securities as of September 30, 2014 and December 31, 2013.
Table 3.10: Outstanding Balance and Carrying Value of Acquired Securities
(Dollars in millions)		September 30, 2014			December 31, 2013
Contractual principal and interest		$	4,366		$	4,700
Carrying value		2,923			2,896
Amortized cost		2,413			2,432
Changes in Accretable Yield of Acquired Securities
The following table presents changes in the accretable yield related to the acquired credit-impaired debt securities:
Table 3.11: Changes in Accretable Yield of Acquired Securities
(Dollars in millions)		Acquired
		Credit-Impaired
		Securities
Accretable yield as of December 31, 2012		$	1,512
Additions from new acquisitions		88
Accretion recognized in earnings		(247		)
Reduction due to payoffs, disposals, transfers & other		(2		)
Net reclassifications (to) from nonaccretable difference		72
Accretable yield as of December 31, 2013		$	1,423
Additions from new acquisitions		34
Accretion recognized in earnings		(182		)
Reduction due to payoffs, disposals, transfers & other		(3		)
Net reclassifications (to) from nonaccretable difference		81
Accretable yield as of September 30, 2014		$	1,353

Loans

Loans	9 Months Ended
	Sep. 30, 2014
Receivables [Abstract]	'
Loans	'
	NOTE 4—LOANS
	Loan Portfolio Composition
	Our loan portfolio consists of loans held for investment, including restricted loans underlying our consolidated securitization trusts, and loans held for sale, and is divided into three portfolio segments: credit card, consumer banking and commercial banking loans. Credit card loans consist of domestic and international credit card loans. Consumer banking loans consist of auto, home and retail banking loans. Commercial banking loans consist of commercial and multifamily real estate, commercial and industrial and small-ticket commercial real estate loans.
	Loans Acquired in Business Acquisitions
	Acquired Loans Accounted for Based on Expected Cash Flows
	Our portfolio of loans held for investment includes loans acquired in the Chevy Chase Bank (“CCB”), ING Direct and 2012 U.S. card acquisitions. These loans were recorded at fair value at the date of each acquisition.
	Acquired Loans accounted for based on expected cash flows to be collected was $24.7 billion as of September 30, 2014, compared with $28.6 billion as of December 31, 2013.
	We regularly update our estimate of expected principal and interest to be collected from these loans and evaluate the results for each accounting pool that was established at acquisition based on loans with common risk characteristics. Probable decreases in expected cash flows would trigger the recognition of a loan loss through our provision for credit losses. Probable and significant increases in expected cash flows would first reverse any previously recorded allowance for loan and lease losses established subsequent to acquisition, with any remaining increase in expected cash flows recognized prospectively in interest income over the remaining estimated life of the underlying loans.
	Loans Purchased and Accounted for Based on Contractual Cash Flows
	The substantial majority of the loans purchased in the 2012 U.S. card acquisition had existing revolving privileges, therefore they were excluded from the Acquired Loans above and accounted for based on contractual cash flows at acquisition. After the acquisition date, these loans were accounted for using the same methodology utilized for our existing credit card portfolio prior to the 2012 U.S. card acquisition. See “Note 1—Summary of Significant Accounting Policies” in our 2013 Form 10-K for additional information on accounting guidance for these loans.
	Credit Quality
	We closely monitor economic conditions and loan performance trends to manage and evaluate our exposure to credit risk. Trends in delinquency ratios are an indicator, among other considerations, of credit risk within our loan portfolio. The level of nonperforming loans represents another indicator of the potential for future credit losses. Accordingly, key metrics we track and use in evaluating the credit quality of our loan portfolio include delinquency and nonperforming loan rates, as well as net charge-off rates and our internal risk ratings of larger balance commercial loans.
	Table 4.1 below presents the composition and an aging analysis of our loans held for investment portfolio, which includes restricted loans for securitization investors, as of September 30, 2014 and December 31, 2013. The delinquency aging includes all past due loans, both performing and nonperforming.
	Table 4.1: Loan Portfolio Composition and Aging Analysis
			September 30, 2014
	(Dollars in millions)		Current				30-59				60-89				> 90				Total				Acquired			Total
							Days				Days				Days				Delinquent				Loans			Loans
																			Loans
	Credit Card:
	Domestic credit card(1)		$	70,768			$	781			$	533			$	1,033			$	2,347			$	28		$	73,143
	International credit card		7,182				118				74				114				306				0			7,488
	Total credit card		77,950				899				607				1,147				2,653				28			80,631
	Consumer Banking:
	Auto		33,849				1,557				670				177				2,404				1			36,254
	Home loan		6,527				48				25				204				277				24,399			31,203
	Retail banking		3,526				15				7				9				31				47			3,604
	Total consumer banking		43,902				1,620				702				390				2,712				24,447			71,061
	Commercial Banking:(2)
	Commercial and multifamily real estate		22,769				11				12				40				63				63			22,895
	Commercial and industrial		25,818				44				12				50				106				147			26,071
	Total commercial lending		48,587				55				24				90				169				210			48,966
	Small-ticket commercial real estate		814				5				2				1				8				0			822
	Total commercial banking		49,401				60				26				91				177				210			49,788
	Other:
	Other loans		98				3				2				9				14				0			112
	Total loans		$	171,351			$	2,582			$	1,337			$	1,637			$	5,556			$	24,685		$	201,592
	% of Total loans		85		%		1.28		%		0.67		%		0.81		%		2.76		%		12.24		%	100		%
			December 31, 2013
	(Dollars in millions)		Current				30-59				60-89				> 90				Total				Acquired			Total
							Days				Days				Days				Delinquent				Loans			Loans
																			Loans
	Credit Card:
	Domestic credit card(1)		$	70,678			$	778			$	549			$	1,187			$	2,514			$	63		$	73,255
	International credit card		7,683				141				85				141				367				0			8,050
	Total credit card		78,361				919				634				1,328				2,881				63			81,305
	Consumer Banking:
	Auto		29,477				1,519				662				194				2,375				5			31,857
	Home loan		6,775				60				24				239				323				28,184			35,282
	Retail banking		3,535				21				8				23				52				36			3,623
	Total consumer banking		39,787				1,600				694				456				2,750				28,225			70,762
	Commercial Banking:(2)
	Commercial and multifamily real estate		20,602				17				11				36				64				84			20,750
	Commercial and industrial		23,023				69				1				38				108				178			23,309
	Total commercial lending		43,625				86				12				74				172				262			44,059
	Small-ticket commercial real estate		941				8				2				1				11				0			952
	Total commercial banking		44,566				94				14				75				183				262			45,011
	Other:
	Other loans		102				4				2				13				19				0			121
	Total loans		$	162,816			$	2,617			$	1,344			$	1,872			$	5,833			$	28,550		$	197,199
	% of Total loans		82.56		%		1.33		%		0.68		%		0.95		%		2.96		%		14.48		%	100		%
	__________
	(1)	Includes installment loans of $171 million and $323 million as of September 30, 2014 and December 31, 2013, respectively.
	(2)	Includes construction loans and land development loans totaling $2.2 billion and $2.0 billion as of September 30, 2014 and December 31, 2013, respectively.
We had total loans held for sale of $427 million and $218 million as of September 30, 2014 and December 31, 2013, respectively.
Table 4.2 presents loans 90 days or more past due that continue to accrue interest and loans classified as nonperforming as of September 30, 2014 and December 31, 2013.
Table 4.2: 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans(1)
		September 30, 2014								December 31, 2013
(Dollars in millions)		> 90 Days and Accruing				Nonperforming				> 90 Days and Accruing				Nonperforming
						Loans								Loans
Credit Card:
Domestic credit card		$	1,033			$	0			$	1,187			$	0
International credit card		76				74				96				88
Total credit card		1,109				74				1,283				88
Consumer Banking:
Auto		0				177				0				194
Home loan		0				325				0				376
Retail banking		1				19				2				41
Total consumer banking		1				521				2				611
Commercial Banking:
Commercial and multifamily real estate		4				60				2				52
Commercial and industrial		2				97				4				93
Total commercial lending		6				157				6				145
Small-ticket commercial real estate		0				4				0				4
Total commercial banking		6				161				6				149
Other:
Other loans		0				16				0				19
Total		$	1,116			$	772			$	1,291			$	867
% of Total loans		0.55		%		0.38		%		0.65		%		0.44		%
__________
(1)	Nonperforming loans generally include loans that have been placed on nonaccrual status. Acquired Loans are excluded from loans reported as 90 days and accruing interest as well as nonperforming loans.
Credit Card
Our credit card loan portfolio is generally highly diversified across millions of accounts and numerous geographies without significant individual exposure. We therefore generally manage credit risk on a portfolio basis. The risk in our credit card portfolio correlates to broad economic trends, such as unemployment rates, gross domestic product (“GDP”), and home values, as well as customer liquidity, which can have a material effect on credit performance. The primary factors we assess in monitoring the credit quality and risk of our credit card portfolio are delinquency and charge-off trends, including an analysis of the migration of loans between delinquency categories over time.
The table below displays the geographic profile of our credit card loan portfolio and delinquency statistics as of September 30, 2014 and December 31, 2013. We also present the delinquency rates of our credit card loan portfolio and comparative net charge-offs for the three and nine months ended September 30, 2014 and 2013.
Table 4.3: Credit Card: Risk Profile by Geographic Region and Delinquency Status
		September 30, 2014
(Dollars in millions)		Loans				% of			Acquired				% of			Total				% of
						Total(1)			Loans				Total(1)							Total(1)
Domestic credit card:
California		$	8,039			10	%		$	3			0	%		$	8,042			10	%
New York		5,292				6.6			3				0			5,295				6.6
Texas		5,059				6.3			2				0			5,061				6.3
Florida		4,443				5.5			2				0			4,445				5.5
Illinois		3,536				4.4			1				0			3,537				4.4
Pennsylvania		3,338				4.1			2				0			3,340				4.1
Ohio		2,879				3.6			1				0			2,880				3.6
New Jersey		2,696				3.3			1				0			2,697				3.3
Michigan		2,538				3.1			1				0			2,539				3.1
Other		35,295				43.8			12				0			35,307				43.8
Total domestic credit card		73,115				90.7			28				0			73,143				90.7
International credit card:
Canada		4,039				5			0				0			4,039				5
United Kingdom		3,449				4.3			0				0			3,449				4.3
Total international credit card		7,488				9.3			0				0			7,488				9.3
Total credit card		$	80,603			100	%		$	28			0	%		$	80,631			100	%
		December 31, 2013
(Dollars in millions)		Loans				% of			Acquired				% of			Total				% of
						Total(1)			Loans				Total(1)							Total(1)
Domestic credit card:
California		$	7,934			9.8	%		$	6			0	%		$	7,940			9.8	%
New York		5,271				6.5			6				0			5,277				6.5
Texas		4,989				6.1			4				0			4,993				6.1
Florida		4,321				5.3			4				0			4,325				5.3
Illinois		3,600				4.4			3				0			3,603				4.4
Pennsylvania		3,439				4.2			3				0			3,442				4.2
Ohio		2,963				3.6			2				0			2,965				3.6
New Jersey		2,734				3.4			2				0			2,736				3.4
Michigan		2,593				3.2			2				0			2,595				3.2
Other		35,348				43.5			31				0.1			35,379				43.6
Total domestic credit card		73,192				90			63				0.1			73,255				90.1
International credit card:
Canada		4,503				5.5			0				0			4,503				5.5
United Kingdom		3,547				4.4			0				0			3,547				4.4
Total international credit card		8,050				9.9			0				0			8,050				9.9
Total credit card		$	81,242			99.9	%		$	63			0.1	%		$	81,305			100	%
		September 30, 2014							December 31, 2013
(Dollars in millions)		Total				% of Total(2)			Total				% of Total(2)
Selected credit metrics:
30+ day delinquencies		$	2,653			3.29	%		$	2,881			3.54	%
90+ day delinquencies		1,147				1.42			1,328				1.63
__________
(1)	Percentages by geographic region within the domestic and international credit card portfolios are calculated based on the total held for investment credit card loans as of the end of the reported period.
(2)	Calculated by dividing delinquent credit card loans by the total balance of credit card loans held for investment as of the end of the reported period.
Table 4.4: Credit Card: Net Charge-offs
		Three Months Ended September 30,														Nine Months Ended September 30,
		2014							2013							2014							2013
(Dollars in millions)		Amount				Rate(1)			Amount				Rate(1)			Amount				Rate(1)			Amount			Rate(1)
Net charge-offs:
Domestic credit card		$	508			2.83	%		$	642			3.67	%		$	1,818			3.45	%		$	2,218		4.14	%
International credit card		64				3.32			92				4.71			219				3.81			288			4.79
Total credit card		$	572			2.88			$	734			3.78			$	2,037			3.48			$	2,506		4.2
__________
(1)	Calculated for each loan category by dividing annualized net charge-offs for the period by average loans held for investment during the period.
Consumer Banking
Our consumer banking loan portfolio consists of auto, home loan and retail banking loans. Similar to our credit card loan portfolio, the risk in our consumer banking loan portfolio correlates to broad economic trends, such as unemployment rates, GDP, and home values, as well as customer liquidity, all of which can have a material effect on credit performance. Delinquency, nonperforming loans and charge-off trends are key factors we assess in monitoring the credit quality and risk of our consumer banking loan portfolio.
The table below displays the geographic profile of our consumer banking loan portfolio. We also present the delinquency and nonperforming loan rates of our consumer banking loan portfolio, excluding Acquired Loans’ impact, as of September 30, 2014 and December 31, 2013, and net charge-offs for the three and nine months ended September 30, 2014 and 2013.
Table 4.5: Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status
		September 30, 2014
		Loans							Acquired Loans							Total
(Dollars in millions)		Loans				% of			Loans				% of			Loans				% of
						Total(1)							Total(1)							Total(1)
Auto:
Texas		$	5,119			7.2	%		$	0			0	%		$	5,119			7.2	%
California		3,902				5.5			0				0			3,902				5.5
Florida		2,532				3.6			0				0			2,532				3.6
Georgia		1,977				2.8			0				0			1,977				2.8
Louisiana		1,735				2.4			0				0			1,735				2.4
Illinois		1,574				2.2			0				0			1,574				2.2
Ohio		1,505				2.1			0				0			1,505				2.1
Other		17,909				25.2			1				0			17,910				25.2
Total auto		36,253				51			1				0			36,254				51
Home loan:
California		945				1.4			6,270				8.8			7,215				10.2
New York		1,389				1.9			1,117				1.6			2,506				3.5
Illinois		89				0.2			1,873				2.6			1,962				2.8
Maryland		438				0.6			1,324				1.9			1,762				2.5
New Jersey		344				0.5			1,250				1.7			1,594				2.2
Virginia		373				0.5			1,205				1.7			1,578				2.2
Florida		165				0.2			1,276				1.8			1,441				2
Other		3,061				4.3			10,084				14.2			13,145				18.5
Total home loan		6,804				9.6			24,399				34.3			31,203				43.9
Retail banking:
Louisiana		1,161				1.6			0				0			1,161				1.6
New York		868				1.2			0				0			868				1.2
Texas		761				1.1			0				0			761				1.1
New Jersey		252				0.4			0				0			252				0.4
Maryland		142				0.2			22				0			164				0.2
Virginia		114				0.2			19				0			133				0.2
California		50				0.1			0				0			50				0.1
Other		209				0.3			6				0			215				0.3
Total retail banking		3,557				5.1			47				0			3,604				5.1
Total consumer banking		$	46,614			65.7	%		$	24,447			34.3	%		$	71,061			100	%
		September 30, 2014
		Auto							Home Loan							Retail Banking							Total Consumer
																							Banking
(Dollars in millions)		Amount				Adjusted Rate(2)			Amount				Adjusted Rate(2)			Amount				Adjusted Rate(2)			Amount			Adjusted Rate(2)
Credit performance:
30+ day delinquencies		$	2,404			6.63	%		$	277			4.07	%		$	31			0.86	%		$	2,712		5.82	%
90+ day delinquencies		177				0.49			204				3.01			9				0.24			390			0.84
Nonperforming loans		177				0.49			325				4.77			19				0.55			521			1.12
		December 31, 2013
		Loans							Acquired Loans							Total
(Dollars in millions)		Loans				% of			Loans				% of			Loans				% of
						Total(1)							Total(1)							Total(1)
Auto:
Texas		$	4,736			6.7	%		$	0			0	%		$	4,736			6.7	%
California		3,297				4.7			0				0			3,297				4.7
Florida		2,076				2.9			0				0			2,076				2.9
Georgia		1,709				2.4			0				0			1,709				2.4
Louisiana		1,677				2.4			0				0			1,677				2.4
Illinois		1,291				1.8			0				0			1,291				1.8
Ohio		1,267				1.8			0				0			1,267				1.8
Other		15,799				22.3			5				0			15,804				22.3
Total auto		31,852				45			5				0			31,857				45
Home loan:
California		1,010				1.5			7,153				10.1			8,163				11.6
New York		1,502				2.1			1,265				1.8			2,767				3.9
Illinois		88				0.1			2,183				3.1			2,271				3.2
Maryland		418				0.6			1,495				2.1			1,913				2.7
New Jersey		362				0.5			1,409				2			1,771				2.5
Virginia		351				0.5			1,367				1.9			1,718				2.4
Florida		177				0.3			1,477				2.1			1,654				2.4
Other		3,190				4.5			11,835				16.7			15,025				21.2
Total home loan		7,098				10.1			28,184				39.8			35,282				49.9
Retail banking:
Louisiana		1,234				1.7			0				0			1,234				1.7
New York		859				1.2			0				0			859				1.2
Texas		772				1.1			0				0			772				1.1
New Jersey		280				0.4			0				0			280				0.4
Maryland		125				0.1			17				0.1			142				0.2
Virginia		96				0.1			12				0			108				0.1
California		37				0.1			0				0			37				0.1
Other		184				0.3			7				0			191				0.3
Total retail banking		3,587				5			36				0.1			3,623				5.1
Total consumer banking		$	42,537			60.1	%		$	28,225			39.9	%		$	70,762			100	%
		December 31, 2013
		Auto							Home Loan							Retail Banking							Total Consumer
																							Banking
(Dollars in millions)		Amount				Adjusted Rate(2)			Amount				Adjusted Rate(2)			Amount				Adjusted Rate(2)			Amount			Adjusted Rate(2)
Credit performance:
30+ day delinquencies		$	2,375			7.46	%		$	323			4.55	%		$	52			1.46	%		$	2,750		6.47	%
90+ day delinquencies		194				0.61			239				3.37			23				0.66			456			1.07
Nonperforming loans		194				0.61			376				5.29			41				1.15			611			1.44
__________
(1)	Percentages by geographic region are calculated based on the total held-for-investment consumer banking loans as of the end of the reported period.
(2)	Credit performance statistics exclude Acquired Loans, which were recorded at fair value at acquisition.
Table 4.6: Consumer Banking: Net Charge-offs
		Three Months Ended September 30,														Nine Months Ended September 30,
		2014							2013							2014							2013
(Dollars in millions)		Amount				Rate(1)			Amount				Rate(1)			Amount				Rate(1)			Amount			Rate(1)
Net charge-offs:
Auto		$	176			1.98	%		$	152			2.01	%		$	421			1.65	%		$	366		1.69	%
Home loan		2				0.02			5				0.06			12				0.05			13			0.04
Retail banking		12				1.36			13				1.38			27				1			44			1.58
Total consumer banking		$	190			1.07			$	170			0.95			$	460			0.87			$	423		0.77
__________
(1)Calculated for each loan category by dividing annualized net charge-offs for the period by average loans held for investment during the period.
Home Loan
Our home loan portfolio consists of both first-lien and second-lien residential mortgage loans. In evaluating the credit quality and risk of our home loan portfolio, we continually monitor a variety of mortgage loan characteristics that may affect the default experience on our overall home loan portfolio, such as vintage, geographic concentrations, lien priority and product type. Certain loan concentrations have experienced higher delinquency rates as a result of the significant decline in home prices since the peak in 2006 and the rise in unemployment. These loan concentrations include loans originated between 2006 and 2008 in an environment of decreasing home sales, broadly declining home prices and more relaxed underwriting standards.
The following table presents the distribution of our home loan portfolio as of September 30, 2014 and December 31, 2013, based on selected key risk characteristics.
Table 4.7: Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type
		September 30, 2014
		Loans							Acquired Loans							Total Home Loans
(Dollars in millions)		Amount				% of			Amount				% of			Amount				% of
						Total(1)							Total(1)							Total(1)
Origination year:(2)
< =005		$	2,475			7.9	%		$	3,615			11.6	%		$	6,090			19.5	%
2006		465				1.5			2,317				7.4			2,782				8.9
2007		329				1.1			4,889				15.6			5,218				16.7
2008		191				0.6			3,655				11.7			3,846				12.3
2009		109				0.3			2,139				6.9			2,248				7.2
2010		123				0.4			3,355				10.8			3,478				11.2
2011		230				0.7			3,745				12			3,975				12.7
2012		1,689				5.4			570				1.8			2,259				7.2
2013		676				2.2			87				0.3			763				2.5
2014		517				1.7			27				0.1			544				1.8
Total		$	6,804			21.8	%		$	24,399			78.2	%		$	31,203			100	%
Geographic concentration:(3)
California		$	945			3	%		$	6,270			20.1	%		$	7,215			23.1	%
New York		1,389				4.5			1,117				3.6			2,506				8.1
Illinois		89				0.3			1,873				6			1,962				6.3
Maryland		438				1.4			1,324				4.2			1,762				5.6
New Jersey		344				1.1			1,250				4			1,594				5.1
Virginia		373				1.2			1,205				3.9			1,578				5.1
Florida		165				0.5			1,276				4.1			1,441				4.6
Arizona		90				0.3			1,265				4.1			1,355				4.4
Louisiana		1,203				3.8			40				0.1			1,243				3.9
Washington		101				0.4			1,102				3.5			1,203				3.9
Other		1,667				5.3			7,677				24.6			9,344				29.9
Total		$	6,804			21.8	%		$	24,399			78.2	%		$	31,203			100	%
Lien type:
1st lien		$	5,762			18.5	%		$	24,026			77	%		$	29,788			95.5	%
2nd lien		1,042				3.3			373				1.2			1,415				4.5
Total		$	6,804			21.8	%		$	24,399			78.2	%		$	31,203			100	%
Interest rate type:
Fixed rate		$	2,440			7.8	%		$	2,994			9.6	%		$	5,434			17.4	%
Adjustable rate		4,364				14			21,405				68.6			25,769				82.6
Total		$	6,804			21.8	%		$	24,399			78.2	%		$	31,203			100	%
		December 31, 2013
		Loans							Acquired Loans							Total Home Loans
(Dollars in millions)		Amount				% of			Amount				% of			Amount				% of
						Total(1)							Total(1)							Total(1)
Origination year:(2)
< =005		$	2,868			8.1	%		$	4,025			11.4	%		$	6,893			19.5	%
2006		521				1.5			2,465				7			2,986				8.5
2007		363				1			5,276				14.9			5,639				15.9
2008		212				0.6			4,084				11.6			4,296				12.2
2009		129				0.4			2,531				7.2			2,660				7.6
2010		142				0.4			4,251				12.1			4,393				12.5
2011		259				0.7			4,655				13.2			4,914				13.9
2012		1,918				5.4			805				2.3			2,723				7.7
2013		686				2			92				0.2			778				2.2
Total		$	7,098			20.1	%		$	28,184			79.9	%		$	35,282			100	%
Geographic concentration:(3)
California		$	1,010			2.9	%		$	7,153			20.3	%		$	8,163			23.2	%
New York		1,502				4.2			1,265				3.6			2,767				7.8
Illinois		88				0.2			2,183				6.2			2,271				6.4
Maryland		418				1.2			1,495				4.2			1,913				5.4
New Jersey		362				1			1,409				4			1,771				5
Virginia		351				1			1,367				3.9			1,718				4.9
Florida		177				0.5			1,477				4.2			1,654				4.7
Arizona		91				0.3			1,439				4.1			1,530				4.4
Washington		100				0.3			1,302				3.7			1,402				4
Louisiana		1,282				3.6			47				0.1			1,329				3.7
Other		1,717				4.9			9,047				25.6			10,764				30.5
Total		$	7,098			20.1	%		$	28,184			79.9	%		$	35,282			100	%
Lien type:
1st lien		$	6,020			17.1	%		$	27,768			78.7	%		$	33,788			95.8	%
2nd lien		1,078				3			416				1.2			1,494				4.2
Total		$	7,098			20.1	%		$	28,184			79.9	%		$	35,282			100	%
Interest rate type:
Fixed rate		$	2,478			7	%		$	3,434			9.7	%		$	5,912			16.7	%
Adjustable rate		4,620				13.1			24,750				70.2			29,370				83.3
Total		$	7,098			20.1	%		$	28,184			79.9	%		$	35,282			100	%
__________
(1)	Percentages within each risk category are calculated based on total home loans held for investment.
(2)	The Acquired Loans origination balances in the years subsequent to 2012 are related to refinancing of previously acquired home loans.
(3)	Represents the ten states in which we have the highest concentration of home loans.
Commercial Banking
We evaluate the credit risk of commercial loans individually and use a risk-rating system to determine the credit quality of our commercial loans. We assign internal risk ratings to loans based on relevant information about the ability of borrowers to service their debt. In determining the risk rating of a particular loan, among the factors considered are the borrower’s current financial condition, historical credit performance, projected future credit performance, prospects for support from financially responsible guarantors, the estimated realizable value of any collateral and current economic trends. The ratings scale based on our internal risk-rating system is as follows:
•	Noncriticized: Loans that have not been designated as criticized, frequently referred to as “pass” loans.
•	Criticized performing: Loans in which the financial condition of the obligor is stressed, affecting earnings, cash flows or collateral values. The borrower currently has adequate capacity to meet near-term obligations; however, the stress, left unabated, may result in deterioration of the repayment prospects at some future date.
•	Criticized nonperforming: Loans that are not adequately protected by the current net worth and paying capacity of the obligor or the collateral pledged, if any. Loans classified as criticized nonperforming have a well-defined weakness, or weaknesses, which jeopardize the repayment of the debt. These loans are characterized by the distinct possibility that we will sustain a credit loss if the deficiencies are not corrected and are generally placed on nonaccrual status.
We use our internal risk-rating system for regulatory reporting, determining the frequency of credit exposure reviews, and evaluating and determining the allowance for loan and lease losses for commercial loans. Loans of $1 million or more designated as criticized performing and criticized nonperforming are reviewed quarterly by management for further deterioration or improvement to determine if they are appropriately classified/graded and whether impairment exists. Noncriticized loans greater than $1 million are specifically reviewed, at least annually, to determine the appropriate loan grading. In addition, we evaluate the risk rating during the renewal process of any loan or if a loan becomes past due.
The following table presents the geographic distribution and internal risk ratings of our commercial loan portfolio as of September 30, 2014 and December 31, 2013.
Table 4.8: Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating
		September 30, 2014
(Dollars in millions)		Commercial				% of			Commercial				% of			Small-ticket				% of			Total			% of
		and				Total(1)			and				Total(1)			Commercial				Total(1)			Commercial Banking			Total(1)
		Multifamily							Industrial							Real Estate
		Real Estate
Geographic concentration:(2)
Loans:
Northeast		$	15,188			66.3	%		$	6,458			24.8	%		$	506			61.5	%		$	22,152		44.5	%
Mid-Atlantic		2,356				10.3			1,793				6.9			30				3.6			4,179			8.4
South		3,266				14.3			11,855				45.4			50				6.1			15,171			30.5
Other		2,022				8.8			5,818				22.3			236				28.8			8,076			16.2
Total loans excluding Acquired Loans		22,832				99.7			25,924				99.4			822				100			49,578			99.6
Acquired Loans		63				0.3			147				0.6			0				0			210			0.4
Total		$	22,895			100	%		$	26,071			100	%		$	822			100	%		$	49,788		100	%
Internal risk rating:(3)
Loans:
Noncriticized		$	22,442			98	%		$	24,963			95.8	%		$	814			99	%		$	48,219		96.9	%
Criticized performing		330				1.4			864				3.3			4				0.6			1,198			2.4
Criticized nonperforming		60				0.3			97				0.3			4				0.4			161			0.3
Total loans excluding acquired loans		22,832				99.7			25,924				99.4			822				100			49,578			99.6
Acquired Loans:
Noncriticized		60				0.3			129				0.5			0				0			189			0.4
Criticized performing		3				0			18				0.1			0				0			21			0
Acquired Loans		63				0.3			147				0.6			0				0			210			0.4
Total		$	22,895			100	%		$	26,071			100	%		$	822			100	%		$	49,788		100	%
		December 31, 2013
(Dollars in millions)		Commercial				% of			Commercial				% of			Small-ticket				% of			Total			% of
		and				Total(1)			and				Total(1)			Commercial				Total(1)			Commercial Banking			Total(1)
		Multifamily							Industrial							Real Estate
		Real Estate
Geographic concentration:(2)
Loans:
Northeast		$	14,543			70.1	%		$	5,800			24.9	%		$	582			61.3	%		$	20,925		46.4	%
Mid-Atlantic		2,130				10.3			1,432				6.1			33				3.4			3,595			8
South		2,539				12.2			10,940				46.9			58				6			13,537			30.1
Other		1,454				7			4,959				21.3			279				29.3			6,692			14.9
Total loans excluding Acquired Loans		20,666				99.6			23,131				99.2			952				100			44,749			99.4
Acquired Loans		84				0.4			178				0.8			0				0			262			0.6
Total		$	20,750			100	%		$	23,309			100	%		$	952			100	%		$	45,011		100	%
Internal risk rating:(3)
Loans:
Noncriticized		$	20,204			97.4	%		$	22,448			96.3	%		$	941			98.9	%		$	43,593		96.9	%
Criticized performing		409				2			590				2.5			8				0.8			1,007			2.2
Criticized nonperforming		53				0.2			93				0.4			3				0.3			149			0.3
Total loans excluding acquired loans		20,666				99.6			23,131				99.2			952				100			44,749			99.4
Acquired Loans:
Noncriticized		72				0.3			158				0.7			0				0			230			0.5
Criticized performing		12				0.1			20				0.1			0				0			32			0.1
Acquired Loans		84				0.4			178				0.8			0				0			262			0.6
Total		$	20,750			100	%		$	23,309			100	%		$	952			100	%		$	45,011		100	%
__________
(1)	Percentages calculated based on total held-for-investment commercial loans in each respective loan category as of the end of the reported period.
(2)	Northeast consists of CT, ME, MA, NH, NJ, NY, PA and VT. Mid-Atlantic consists of DE, DC, MD, VA and WV. South consists of AL, AR, FL, GA, KY, LA, MS, MO, NC, SC, TN and TX.
(3)	Criticized exposures correspond to the “Special Mention,” “Substandard” and “Doubtful” asset categories defined by banking regulatory authorities.
Impaired Loans
The following table presents information about our impaired loans, excluding the impact of Acquired Loans, which is reported separately as of September 30, 2014 and December 31, 2013, and for the three and nine months ended September 30, 2014 and 2013:
Table 4.9: Impaired Loans(1)
		September 30, 2014
(Dollars in millions)		With an				Without				Total				Related				Net				Unpaid
		Allowance				an				Recorded				Allowance				Recorded				Principal
						Allowance				Investment								Investment				Balance
Credit Card:
Domestic credit card		$	553			$	0			$	553			$	142			$	411			$	538
International credit card		153				0				153				80				73				147
Total credit card(2)		706				0				706				222				484				685
Consumer Banking:
Auto(3)		204				195				399				18				381				648
Home loan		220				140				360				16				344				469
Retail banking		46				5				51				6				45				54
Total consumer banking		470				340				810				40				770				1,171
Commercial Banking:
Commercial and multifamily real estate		166				25				191				21				170				211
Commercial and industrial		119				50				169				11				158				190
Total commercial lending		285				75				360				32				328				401
Small-ticket commercial real estate		1				4				5				0				5				5
Total commercial banking		286				79				365				32				333				406
Total		$	1,462			$	419			$	1,881			$	294			$	1,587			$	2,262
		Three Months Ended September 30, 2014								Nine Months Ended September 30, 2014
(Dollars in millions)		Average				Interest				Average				Interest
		Recorded				Income				Recorded				Income
		Investment				Recognized				Investment				Recognized
Credit Card:
Domestic credit card		$	558			$	14			$	577			$	44
International credit card		159				3				164				9
Total credit card(2)		717				17				741				53
Consumer Banking:
Auto(3)		387				18				375				52
Home loan		382				1				392				4
Retail banking		60				1				74				2
Total consumer banking		829				20				841				58
Commercial Banking:
Commercial and multifamily real estate		196				2				183				5
Commercial and industrial		175				1				177				3
Total commercial lending		371				3				360				8
Small-ticket commercial real estate		9				0				8				0
Total commercial banking		380				3				368				8
Total		$	1,926			$	40			$	1,950			$	119
		December 31, 2013
(Dollars in millions)		With an				Without				Total				Related				Net				Unpaid
		Allowance				an				Recorded				Allowance				Recorded				Principal
						Allowance				Investment								Investment				Balance
Credit Card:
Domestic credit card		$	609			$	0			$	609			$	154			$	455			$	593
International credit card		171				0				171				107				64				164
Total credit card(2)		780				0				780				261				519				757
Consumer Banking:
Auto(3)		169				186				355				16				339				590
Home loan		244				150				394				18				376				561
Retail banking		46				40				86				10				76				105
Total consumer banking		459				376				835				44				791				1,256
Commercial Banking:
Commercial and multifamily real estate		89				49				138				13				125				162
Commercial and industrial		94				91				185				12				173				220
Total commercial lending		183				140				323				25				298				382
Small-ticket commercial real estate		2				4				6				0				6				7
Total commercial banking		185				144				329				25				304				389
Total		$	1,424			$	520			$	1,944			$	330			$	1,614			$	2,402
		Three Months Ended September 30, 2013								Nine Months Ended September 30, 2013
(Dollars in millions)		Average				Interest				Average				Interest
		Recorded				Income				Recorded				Income
		Investment				Recognized				Investment				Recognized
Credit Card:
Domestic credit card		$	627			$	16			$	656			$	50
International credit card		168				3				169				8
Total credit card(2)		795				19				825				58
Consumer Banking:
Auto(3)		332				16				330				46
Home loan		211				2				184				5
Retail banking		92				1				94				2
Total consumer banking		635				19				608				53
Commercial Banking:
Commercial and multifamily real estate		195				0				237				0
Commercial and industrial		216				1				227				1
Total commercial lending		411				1				464				1
Small-ticket commercial real estate		14				0				19				0
Total commercial banking		425				1				483				1
Total		$	1,855			$	39			$	1,916			$	112
__________
(1)	Impaired loans include troubled debt restructurings (“TDRs”), all commercial NPLs, and home loans NPLs with a specific impairment.
(2)	Credit card loans include finance charges and fees.
(3)	Although auto loans from loan recovery inventory are not reported in our loans held for investment, they are included as impaired loans above since they are reported as TDRs.
TDRs accounted for $1.6 billion and $1.7 billion of impaired loans as of September 30, 2014 and December 31, 2013, respectively. Consumer TDRs classified as performing totaled $995 million and $1.1 billion as of September 30, 2014 and December 31, 2013, respectively. Commercial TDRs classified as performing totaled $204 million and $180 million as of September 30, 2014 and December 31, 2013, respectively.
As part of our loan modifications to borrowers experiencing financial difficulty, we may provide multiple concessions to minimize our economic loss and improve long-term loan performance and collectability. The following tables present the types, amounts and financial effects of loans modified and accounted for as TDRs during the period:
Table 4.10: Troubled Debt Restructurings
		Total				Three Months Ended September 30, 2014
		Loans				Reduced Interest Rate						Term Extension					Balance Reduction
(Dollars in millions)		Modified(1)				%  of			Average			%  of			Average		%  of			Gross
						TDR			Rate			TDR			Term		TDR			Balance
						Activity(2)(3)			Reduction(4)			Activity(3)(5)			Extension		Activity(3)(7)			Reduction(8)
															(Months)(6)
Credit Card:
Domestic credit card		$	68			100	%		11.52	%		0	%		0		0	%		$	0
International credit card		35				100			25.41			0			0		0			0
Total credit card		103				100			16.12			0			0		0			0
Consumer Banking:
Auto		88				40			1.7			64			9		35			28
Home loan		10				41			3.33			52			150		2			0
Retail banking		1				17			6.42			88			3		0			0
Total consumer banking		99				40			1.88			63			21		31			28
Commercial Banking:
Commercial and multifamily real estate		1				0			0			0			0		0			0
Commercial and industrial		3				96			0.85			100			7		11			0
Total commercial lending		4				71			0.85			74			7		8			0
Small-ticket commercial real estate		0				0			0			0			0		0			0
Total commercial banking		4				71			0.85			74			7		8			0
Total		$	206			70			11.94			32			20		15			$	28
		Total				Nine Months Ended September 30, 2014
		Loans				Reduced Interest Rate						Term Extension					Balance Reduction
(Dollars in millions)		Modified(1)				%  of			Average			%  of			Average		%  of			Gross
						TDR			Rate			TDR			Term		TDR			Balance
						Activity(2)(3)			Reduction(4)			Activity(3)(5)			Extension		Activity(3)(7)			Reduction(8)
															(Months)(6)
Credit Card:
Domestic credit card		$	199			100	%		11.52	%		0	%		0		0	%		$	0
International credit card		116				100			25.35			0			0		0			0
Total credit card		315				100			16.6			0			0		0			0
Consumer Banking:
Auto		234				37			1.24			63			9		36			75
Home loan		29				34			2.64			39			154		6			1
Retail banking		9				8			5.17			72			7		0			0
Total consumer banking		272				36			1.41			61			19		31			76
Commercial Banking:
Commercial and multifamily real estate		67				31			1.26			92			7		6			2
Commercial and industrial		16				20			0.18			67			10		2			0
Total commercial lending		83				29			1.11			87			8		5			2
Small-ticket commercial real estate		1				0			0			0			0		0			0
Total commercial banking		84				28			1.11			86			8		5			2
Total		$	671			65			12.34			36			16		13			$	78
		Total				Three Months Ended September 30, 2013
		Loans				Reduced Interest Rate						Term Extension					Balance Reduction
(Dollars in millions)		Modified(1)				% of			Average			%  of			Average		%  of			Gross
						TDR			Rate			TDR			Term		TDR			Balance
						Activity(2)(3)			Reduction(4)			Activity(3)(5)			Extension		Activity(3)(7)			Reduction(8)
															(Months)(6)
Credit Card:
Domestic credit card		$	80			100	%		11.24	%		0	%		0		0	%		$	0
International credit card		46				100			25.26			0			0		0			0
Total credit card		126				100			16.34			0			0		0			0
Consumer Banking:
Auto		73				32			1.04			54			9		45			30
Home loan		10				45			3.33			58			25		13			0
Retail banking		6				9			3.89			60			6		0			0
Total consumer banking		89				31			1.45			55			11		38			30
Commercial Banking:
Commercial and multifamily real estate		18				67			1.74			54			43		0			0
Commercial and industrial		15				0			0			100			7		0			0
Total commercial lending		33				36			1.74			75			21		0			0
Small-ticket commercial real estate		4				0			0			0			0		0			0
Total commercial banking		37				32			1.74			67			21		0			0
Total		$	252			66			12.79			29			14		14			$	30
		Total				Nine Months Ended September 30, 2013
		Loans				Reduced Interest Rate						Term Extension					Balance Reduction
(Dollars in millions)		Modified(1)				% of			Average			%  of			Average		%  of			Gross
						TDR			Rate			TDR			Term		TDR			Balance
						Activity(2)(3)			Reduction(4)			Activity(3)(5)			Extension		Activity(3)(7)			Reduction(8)
															(Months)(6)
Credit Card:
Domestic credit card		$	234			100	%		11.9	%		0	%		0		0	%		$	0
International credit card		144				100			24.89			0			0		0			0
Total credit card		378				100			16.85			0			0		0			0
Consumer Banking:
Auto		196				31			1.53			54			9		45			79
Home loan		78				23			2.95			18			99		22			3
Retail banking		25				6			3.61			61			8		0			0
Total consumer banking		299				27			1.89			45			18		35			82
Commercial Banking:
Commercial and multifamily real estate		50				24			1.74			76			16		0			0
Commercial and industrial		31				0			0			68			7		1			0
Total commercial lending		81				15			1.74			73			13		0			0
Small-ticket commercial real estate		5				0			0			0			0		0			0
Total commercial banking		86				14			1.74			69			13		0			0
Total		$	763			62			13.93			25			16		14			$	82
__________
(1)	Represents total loans modified and accounted for as TDRs during the period. Paydowns, net charge-offs and any other changes in the loan carrying value subsequent to the loan entering TDR status are not reflected.
(2)	Represents percentage of loans modified and accounted for as TDRs during the period that were granted a reduced interest rate.
(3)	Due to multiple concessions granted to some troubled borrowers, percentages may total more than 100% for certain loan types.
(4)	Represents weighted average interest rate reduction for those loans that received an interest rate concession.
(5)	Represents percentage of loans modified and accounted for as TDRs during the period that were granted a maturity date extension.
(6)	Represents weighted average change in maturity date for those loans that received a maturity date extension.
(7)	Represents percentage of loans modified and accounted for as TDRs during the period that were granted forgiveness or forbearance of a portion of their balance.
(8)	Total amount represents the gross balance forgiven. For loans modified in bankruptcy, the gross balance reduction represents collateral value write downs associated with the discharge of the borrower’s obligations.
TDR—Subsequent Defaults of Completed TDR Modifications
The following table presents the type, number and amount of loans accounted for as TDRs that experienced a default during the period and had completed a modification event in the twelve months prior to the default. A default occurs if the loan is either 90 days or more delinquent, has been charged-off as of the end of the period presented, or has been reclassified from accrual to nonaccrual status.
Table 4.11: TDR - Subsequent Defaults
		Three Months Ended September 30, 2014							Nine Months Ended September 30, 2014
(Dollars in millions)		Number of			Total				Number of		Total
		Contracts			Loans				Contracts		Loans
Credit Card:
Domestic credit card		9,882			$	16			30,502		$	47
International credit card(1)		9,109			24				29,513		84
Total credit card		18,991			40				60,015		131
Consumer Banking:
Auto		1,674			18				4,672		49
Home loan		2			1				12		3
Retail banking		13			0				53		9
Total consumer banking		1,689			19				4,737		61
Commercial Banking:
Commercial and multifamily real estate		0			0				4		6
Commercial and industrial		0			0				2		1
Total commercial lending		0			0				6		7
Small-ticket commercial real estate		18			0				26		3
Total commercial banking		18			0				32		10
Total		20,698			$	59			64,784		$	202
		Three Months Ended September 30, 2013						Nine Months Ended September 30, 2013
(Dollars in millions)		Number of		Total				Number of		Total
		Contracts		Loans				Contracts		Loans
Credit Card:
Domestic credit card		10,114		$	16			28,957		$	53
International credit card(1)		12,641		36				35,769		104
Total credit card		22,755		52				64,726		157
Consumer Banking:
Auto		2,321		17				7,178		49
Home loan		7		1				25		2
Retail banking		41		3				99		5
Total consumer banking		2,369		21				7,302		56
Commercial Banking:
Commercial and multifamily real estate		3		4				10		15
Commercial and industrial		13		11				20		19
Total commercial lending		16		15				30		34
Small-ticket commercial real estate		0		0				1		0
Total commercial banking		16		15				31		34
Total		25,140		$	88			72,059		$	247
__________
(1)	The regulatory regime in the U.K. requires U.K. credit card businesses to accept payment plan proposals even when the proposed payments are less than the contractual minimum amount. As a result, loans entering long-term TDR payment programs in the U.K. typically continue to age and ultimately charge-off even when fully in compliance with the TDR program terms.
Acquired Loans Accounted for Based on Expected Cash Flows
Outstanding Balance and Carrying Value of Acquired Loans
The table below presents the outstanding contractual balance and the carrying value of loans from the CCB, ING Direct and 2012 U.S. card acquisitions accounted for based on expected cash flows as of September 30, 2014 and December 31, 2013. The table separately displays loans considered credit-impaired at acquisition and loans not considered credit-impaired at acquisition.
Table 4.12: Acquired Loans Accounted for Based on Expected Cash Flows
		September 30, 2014												December 31, 2013
(Dollars in millions)		Total				Impaired				Non-Impaired				Total				Impaired				Non-Impaired
						Loans				Loans								Loans				Loans
Contractual balance		$	26,472			$	4,434			$	22,038			$	30,565			$	5,016			$	25,549
Carrying value(1)		24,712				2,961				21,751				28,580				3,285				25,295
__________
(1)	Includes $23 million and $38 million of allowance for loan and lease losses for these loans as of September 30, 2014 and December 31, 2013, respectively.
Changes in Accretable Yield
The following table presents changes in the accretable yield on loans related to the CCB, ING Direct, and 2012 U.S. card acquisitions:
Table 4.13: Changes in Accretable Yield on Acquired Loans
(Dollars in millions)		Total				Impaired				Non-Impaired
		Loans				Loans				Loans
Accretable yield as of December 31, 2012		$	6,208			$	1,899			$	4,309
Accretion recognized in earnings		(1,182		)		(427		)		(755		)
Reclassifications from nonaccretable difference for loans with improving cash flows(1)		1,005				629				376
Increases in accretable yield for non-credit related changes in expected cash flows(2)		389				13				376
Accretable yield as of December 31, 2013		$	6,420			$	2,114			$	4,306
Accretion recognized in earnings		(799		)		(295		)		(504		)
Reclassifications from nonaccretable difference for loans with improving cash flows(1)		105				89				16
(Reductions) increases in accretable yield for non-credit related changes in expected cash flows(2)		(192		)		(299		)		107
Accretable yield as of September 30, 2014		$	5,534			$	1,609			$	3,925
__________
(1)	Represents increases in accretable yields for those pools that are driven primarily by improved credit performance.
(2)	Represents changes in accretable yields for those pools that are driven primarily by changes in actual and estimated prepayments.
Unfunded Lending Commitments
We manage the potential risk in credit commitments by limiting the total amount of arrangements, both by individual customer and in total, by monitoring the size and maturity structure of these portfolios and by applying the same credit standards for all of our credit activities. Unused credit card lines available to our customers totaled $289.1 billion and $276.7 billion as of September 30, 2014 and December 31, 2013, respectively. While these amounts represented the total available unused credit card lines, we have not experienced and do not anticipate that all of our customers will access their entire available line at any given point in time.
In addition to available unused credit card lines, we enter into commitments to extend credit that are legally binding conditional agreements having fixed expirations or termination dates and specified interest rates and purposes. These commitments generally require customers to maintain certain credit standards. Collateral requirements and loan-to-value (“LTV”) ratios are the same as those for funded transactions and are established based on management’s credit assessment of the customer. These commitments may expire without being drawn upon; therefore, the total commitment amount does not necessarily represent future funding requirements. The outstanding unfunded commitments to extend credit, other than credit card lines, were approximately $23.5 billion and $20.9 billion as of September 30, 2014 and December 31, 2013, respectively.

Allowance_for_Loan_and_Lease_L

Allowance for Loan and Lease Losses	9 Months Ended
	Sep. 30, 2014
Loans and Leases Receivable, Allowance [Abstract]	'
Allowance for Loans and Lease Losses	'
	NOTE 5—ALLOWANCE FOR LOAN AND LEASE LOSSES
	Our allowance for loan and lease losses represents management’s best estimate of incurred loan and lease losses inherent in our loans held for investment portfolio as of each balance sheet date. In addition to the allowance for loan and lease losses, we also estimate probable losses related to unfunded lending commitments, such as letters of credit, financial guarantees, and binding unfunded loan commitments. The provision for unfunded lending commitments is included in the provision for credit losses on our consolidated statements of income and the related reserve for unfunded lending commitments is included in other liabilities on our consolidated balance sheets.
	See “Note 1—Summary of Significant Accounting Policies” of our 2013 Form 10-K for further discussion on the methodology and policy for determining our allowance for loan and lease losses for each of our loan portfolio segments.
	Allowance for Loan and Lease Losses Activity
	The allowance for loan and lease losses is increased through the provision for credit losses and reduced by net charge-offs. The provision for credit losses, which is charged to earnings, reflects credit losses we believe have been incurred and will eventually be reflected over time in our net charge-offs. Charge-offs of uncollectible amounts are deducted from the allowance for loan and lease losses and subsequent recoveries are included. The table below summarizes changes in the allowance for loan and lease losses, by portfolio segment, for the three and nine months ended September 30, 2014 and 2013:
	Table 5.1: Allowance for Loan and Lease Losses
			Three Months Ended September 30, 2014
			Credit			Consumer Banking												Commercial Banking			Other(1)			Total			Unfunded		Combined
			Card																					Allowance			Lending		Allowance
																											Commitments		&
																											Reserve		Unfunded
	(Dollars in millions)					Auto			Home			Retail			Total														Reserve
									Loan			Banking			Consumer
															Banking
	Balance as of June 30, 2014		$	2,858		$	642		$	67		$	56		$	765		$	368		$	7		$	3,998		$	102	$	4,100
	Provision for credit losses		787			194			(9		)	13			198			4			(1		)	988			5		993
	Charge-offs		(885		)	(245		)	(4		)	(15		)	(264		)	(4		)	(2		)	(1,155		)	0		(1,155		)
	Recoveries		313			69			2			3			74			10			2			399			0		399
	Net charge-offs		(572		)	(176		)	(2		)	(12		)	(190		)	6			0			(756		)	0		(756		)
	Other changes(2)		(16		)	0			(1		)	0			(1		)	0			(1		)	(18		)	0		(18		)
	Balance as of September 30, 2014		$	3,057		$	660		$	55		$	57		$	772		$	378		$	5		$	4,212		$	107	$	4,319
			Nine Months Ended September 30, 2014
			Credit			Consumer Banking												Commercial Banking			Other(1)			Total			Unfunded		Combined
			Card																					Allowance			Lending		Allowance
																											Commitments		&
																											Reserve		Unfunded
	(Dollars in millions)					Auto			Home			Retail			Total														Reserve
									Loan			Banking			Consumer
															Banking
	Balance as of December 31, 2013		$	3,214		$	606		$	83		$	63		$	752		$	338		$	11		$	4,315		$	87	$	4,402
	Provision for credit losses		1,894			475			(15		)	21			481			41			(4		)	2,412			20		2,432
	Charge-offs		(2,975		)	(633		)	(23		)	(44		)	(700		)	(19		)	(8		)	(3,702		)	0		(3,702		)
	Recoveries		938			212			11			17			240			18			7			1,203			0		1,203
	Net charge-offs		(2,037		)	(421		)	(12		)	(27		)	(460		)	(1		)	(1		)	(2,499		)	0		(2,499		)
	Other changes(2)		(14		)	0			(1		)	0			(1		)	0			(1		)	(16		)	0		(16		)
	Balance as of September 30, 2014		$	3,057		$	660		$	55		$	57		$	772		$	378		$	5		$	4,212		$	107	$	4,319
			Three Months Ended September 30, 2013
			Credit			Consumer Banking												Commercial Banking			Other(1)			Total			Unfunded		Combined
			Card																					Allowance			Lending		Allowance
																											Commitments		&
																											Reserve		Unfunded
	(Dollars in millions)					Auto			Home			Retail			Total														Reserve
									Loan			Banking			Consumer Banking
	Balance as of June 30, 2013		$	3,349		$	537		$	79		$	86		$	702		$	338		$	18		$	4,407		$	69	$	4,476
	Provision for credit losses		617			200			5			(3		)	202			11			(1		)	829			20		849
	Charge-offs		(1,036		)	(210		)	(6		)	(18		)	(234		)	(17		)	(7		)	(1,294		)	0		(1,294		)
	Recoveries		302			58			1			5			64			9			2			377			0		377
	Net charge-offs		(734		)	(152		)	(5		)	(13		)	(170		)	(8		)	(5		)	(917		)	0		(917		)
	Other change(2)		13			0			(1		)	0			(1		)	0			2			14			0		14
	Balance as of September 30, 2013		$	3,245		$	585		$	78		$	70		$	733		$	341		$	14		$	4,333		$	89	$	4,422
			Nine Months Ended September 30, 2013
			Credit			Consumer Banking												Commercial Banking			Other(1)			Total			Unfunded		Combined
			Card																					Allowance			Lending		Allowance
																											Commitments		&
																											Reserve		Unfunded
	(Dollars in millions)					Auto			Home			Retail			Total														Reserve
									Loan			Banking			Consumer Banking
	Balance as of December 31, 2012		$	3,979		$	486		$	113		$	112		$	711		$	433		$	33		$	5,156		$	35	$	5,191
	Provision for credit losses		2,073			464			(22		)	2			444			(73		)	(2		)	2,442			54		2,496
	Charge-offs		(3,479		)	(545		)	(18		)	(62		)	(625		)	(43		)	(22		)	(4,169		)	0		(4,169		)
	Recoveries		973			179			5			18			202			24			5			1,204			0		1,204
	Net charge-offs		(2,506		)	(366		)	(13		)	(44		)	(423		)	(19		)	(17		)	(2,965		)	0		(2,965		)
	Other changes(2)		(301		)	1			0			0			1			0			0			(300		)	0		(300		)
Balance as of September 30, 2013		$	3,245		$	585		$	78		$	70		$	733		$	341		$	14		$	4,333		$	89	$	4,422
__________
(1)	Other consists of our discontinued GreenPoint mortgage operations loan portfolio and our community redevelopment loan portfolio.
(2)	Primarily represents foreign currency translation adjustments and the net impact of loan transfers and sales. In the first quarter of 2013, the allowance for loan and lease losses was reduced by $289 million attributable to the transfer of the Best Buy loan portfolio from loans held for investment to loans held for sale, which was subsequently sold in the third quarter of 2013.
Components of Allowance for Loan and Lease Losses by Impairment Methodology
The table below presents the components of our allowance for loan and lease losses, by portfolio segment and impairment methodology, and the recorded investment of the related loans as of September 30, 2014 and December 31, 2013:
Table 5.2: Components of Allowance for Loan and Lease Losses by Impairment Methodology
		September 30, 2014
					Consumer Banking
(Dollars in millions)		Credit			Auto			Home			Retail			Total			Commercial Banking			Other			Total
		Card						Loan			Banking			Consumer Banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated(1)		$	2,835		$	642		$	17		$	50		$	709		$	346		$	5		$	3,895
Asset-specific(2)		222			18			16			6			40			32			0			294
Acquired Loans(3)		0			0			22			1			23			0			0			23
Total allowance for loan and lease losses		$	3,057		$	660		$	55		$	57		$	772		$	378		$	5		$	4,212
Loans held for investment by impairment methodology:
Collectively evaluated(1)		$	79,897		$	36,049		$	6,444		$	3,506		$	45,999		$	49,213		$	112		$	175,221
Asset-specific(2)		706			204			360			51			615			365			0			1,686
Acquired Loans(3)		28			1			24,399			47			24,447			210			0			24,685
Total loans held for investment		$	80,631		$	36,254		$	31,203		$	3,604		$	71,061		$	49,788		$	112		$	201,592
Allowance as a percentage of period-end loans held for investment		3.79		%	1.82		%	0.18		%	1.57		%	1.09		%	0.76		%	5		%	2.09		%
		December 31, 2013
					Consumer Banking
(Dollars in millions)		Credit			Auto			Home			Retail			Total			Commercial Banking			Other			Total
		Card						Loan			Banking			Consumer Banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated(1)		$	2,953		$	590		$	27		$	53		$	670		$	313		$	11		$	3,947
Asset-specific(2)		261			16			18			10			44			25			0			330
Acquired Loans(3)		0			0			38			0			38			0			0			38
Total allowance for loan and lease losses		$	3,214		$	606		$	83		$	63		$	752		$	338		$	11		$	4,315
Loans held for investment by impairment methodology:
Collectively evaluated(1)		$	80,462		$	31,683		$	6,704		$	3,501		$	41,888		$	44,420		$	121		$	166,891
Asset-specific(2)		780			169			394			86			649			329			0			1,758
Acquired Loans(3)		63			5			28,184			36			28,225			262			0			28,550
Total loans held for investment		$	81,305		$	31,857		$	35,282		$	3,623		$	70,762		$	45,011		$	121		$	197,199
Allowance as a percentage of period-end loans held for investment		3.95		%	1.9		%	0.24		%	1.74		%	1.06		%	0.75		%	9.09		%	2.19		%
__________
(1)	The component of the allowance for loan and lease losses for credit card and other consumer loans that we collectively evaluate for impairment is based on a statistical calculation supplemented by management judgment and interpretation. The component of the allowance for loan and lease losses for commercial loans, which we collectively evaluate for impairment, is based on historical loss experience for loans with similar characteristics and consideration of credit quality supplemented by management judgment and interpretation.
(2)	The asset-specific component of the allowance for loan and lease losses for smaller-balance impaired loans is calculated on a pool basis using historical loss experience for the respective class of assets. The asset-specific component of the allowance for loan and lease losses for larger-balance commercial loans is individually calculated for each loan.
(3)	The Acquired Loans component of the allowance for loan and lease losses is accounted for based on expected cash flows. See “Note 4—Loans” for details on these loans.

Variable_Interest_Entities_and

Variable Interest Entities and Securitizations	9 Months Ended
	Sep. 30, 2014
Variable Interest Entities and Securitization [Abstract]	'
Variable Interest Entities and Securitizations	'
	NOTE 6—VARIABLE INTEREST ENTITIES AND SECURITIZATIONS
	In the normal course of business, we enter into various types of transactions with entities that are considered to be VIEs. Our primary involvement with VIEs has been related to our securitization transactions in which we transferred assets from our balance sheet to securitization trusts. We have primarily securitized credit card loans and home loans, which have provided a source of funding for us and enabled us to transfer a certain portion of the economic risk of the loans or debt securities to third parties.
	The entity that has a controlling financial interest in a VIE is referred to as the primary beneficiary and is required to consolidate the VIE. The majority of the VIEs in which we are involved have been consolidated in our financial statements.
	Summary of Consolidated and Unconsolidated VIEs
	The table below presents a summary of VIEs, aggregated based on VIEs with similar characteristics, in which we had continuing involvement or held a variable interest as of September 30, 2014 and December 31, 2013. We separately present information for consolidated and unconsolidated VIEs.
	For consolidated VIEs, we present the carrying amount of assets and liabilities reflected on our consolidated balance sheets. The assets of consolidated VIEs primarily consist of cash and loans, which we report on our consolidated balance sheets under restricted cash and restricted loans, respectively, for securitization investors. The assets of a particular VIE are the primary source of funds to settle its obligations. The creditors of the VIEs typically do not have recourse to the general credit of the Company. The liabilities primarily consist of debt securities issued by the VIEs, which we report under securitized debt obligations. For unconsolidated VIEs, we present the carrying amount of assets and liabilities reflected on our consolidated balance sheets and our maximum exposure to loss. Our maximum exposure to loss is estimated based on the unlikely event that all of the assets in the VIEs become worthless and we are required to meet our maximum remaining funding obligations.
	Table 6.1: Carrying Amount of Consolidated and Unconsolidated VIEs(1)
			September 30, 2014
			Consolidated					Unconsolidated
	(Dollars in millions)		Carrying		Carrying			Carrying			Carrying			Maximum
			Amount		Amount of			Amount			Amount of			Exposure to
			of Assets		Liabilities			of Assets			Liabilities			Loss
	Securitization-related VIEs:
	Credit card loan securitizations(2)		$	36,976	$	11,239		$	0		$	0		$	0
	Home loan securitizations(3)		0		0			203			33			858
	Total securitization-related VIEs		36,976		11,239			203			33			858
	Other VIEs:
	Affordable housing entities		0		0			3,250			443			3,250
	Entities that provide capital to low-income and rural communities		391		99			1			0			1
	Other		6		0			80			0			80
	Total other VIEs		397		99			3,331			443			3,331
	Total VIEs		$	37,373	$	11,338		$	3,534		$	476		$	4,189
			December 31, 2013
			Consolidated					Unconsolidated
	(Dollars in millions)		Carrying		Carrying			Carrying			Carrying			Maximum
			Amount		Amount of			Amount			Amount of			Exposure to
			of Assets		Liabilities			of Assets			Liabilities			Loss
	Securitization-related VIEs:
	Credit card loan securitizations(2)		$	40,422	$	12,671		$	0		$	0		$	0
	Home loan securitizations(3)		0		0			199			15			702
	Total securitization-related VIEs		40,422		12,671			199			15			702
	Other VIEs:
	Affordable housing entities		0		0			2,969			463			2,969
	Entities that provide capital to low-income and rural communities		389		98			1			0			1
	Other		1		1			95			0			95
	Total other VIEs		390		99			3,065			463			3,065
	Total VIEs		$	40,812	$	12,770		$	3,264		$	478		$	3,767
	__________
	(1)	In the first quarter of 2014, we adopted the proportional amortization method of accounting for Investments in Qualified Affordable Housing Projects. See “Note 1—Summary of Significant Accounting Policies” for additional information. Prior periods have been recast to conform to this presentation.
	(2)	Represents the gross assets and liabilities owned by the VIE, which includes seller’s interest and retained and repurchased notes held by other related parties.
	(3)	The carrying amount of assets of unconsolidated securitization-related VIEs consists of retained interests associated with the securitization of option-adjustable rate mortgage loans (“option-ARM”) and letters of credit related to manufactured housing securitizations. These are reported on our consolidated balance sheets under other assets. The carrying amount of liabilities of unconsolidated securitization-related VIEs is comprised of obligations on certain swap agreements associated with the securitization of manufactured housing loans and other obligations. These are reported on our consolidated balance sheets under other liabilities.
	Securitization-Related VIEs
	In a securitization transaction, assets from our balance sheet are transferred to a trust we establish, which typically meets the definition of a VIE. Our continuing involvement in the majority of our securitization transactions consists primarily of holding certain retained interests and acting as the primary servicer. We have the option to repurchase receivables from the trust if the outstanding balance of the receivables falls to a level where the cost exceeds the benefits of servicing such receivables. In some cases, we are contractually required to exercise the repurchase option if the primary servicer fails to do so. We also may have exposure associated with contractual obligations to repurchase previously transferred loans due to breaches of representations and warranties. See “Note 14—Commitments, Contingencies, Guarantees, and Others” for information related to reserves we have established for our mortgage representation and warranty exposure.
	The table below presents the securitization-related VIEs in which we had continuing involvement as of September 30, 2014 and December 31, 2013:
	Table 6.2: Continuing Involvement in Securitization-Related VIEs
			Non-Mortgage		Mortgage
	(Dollars in millions)		Credit		Option			GreenPoint			GreenPoint
			Card		ARM			HELOCs			Manufactured
											Housing
	September 30, 2014:
	Securities held by third-party investors		$	10,508	$	2,094		$	102		$	912
	Receivables in the trust		36,571		2,165			97			918
	Cash balance of spread or reserve accounts		0		8			0			143
	Retained interests		Yes		Yes			Yes			Yes
	Servicing retained		Yes		Yes		(1)	No			No		(2)
	Amortization event(3)		No		No			No			No
	December 31, 2013:
	Securities held by third-party investors		$	10,289	$	2,320		$	122		$	994
	Receivables in the trust		39,548		2,399			116			1,000
	Cash balance of spread or reserve accounts		3		8			N/A			144
	Retained interests		Yes		Yes			Yes			Yes
	Servicing retained		Yes		Yes		(1)	Yes		(1)	No		(2)
	Amortization event(3)		No		No			No			No
__________
(1)	We retained servicing of the outstanding balance for a portion of securitized mortgage receivables.
(2)	The core servicing activities for the manufactured housing securitizations are completed by a third party.
(3)	Amortization events vary according to each specific trust agreement but generally are triggered by declines in performance or credit metrics such as net charge-off rates or delinquency rates below certain predetermined thresholds. Generally, the occurrence of an amortization event changes the sequencing and amount of trust-related cash flows to the benefit of senior noteholders.
Non-Mortgage Securitizations
As of September 30, 2014 and December 31, 2013, we were deemed to be the primary beneficiary of all of our non-mortgage securitization trusts. Accordingly, all of these trusts have been consolidated in our financial statements.
Mortgage Securitizations
Option-ARM Loans
We had previously securitized option-ARM mortgage loans by transferring the mortgage loans to securitization trusts that had issued mortgage-backed securities to investors. The outstanding balance of debt securities held by third-party investors related to our mortgage loan securitization trusts was $2.1 billion and $2.3 billion as of September 30, 2014 and December 31, 2013, respectively.
We continue to service a portion of the outstanding balance of securitized mortgage receivables. We also retain rights to future cash flows arising from the receivables, the most significant being certificated interest-only bonds issued by the trusts. We generally estimate the fair value of these retained interests based on the estimated present value of expected future cash flows from securitized and sold receivables, using our best estimates of the key assumptions which include credit losses, prepayment speeds and discount rates commensurate with the risks involved. For the trusts that we continue to service, we do not consolidate these entities because we do not have the right to receive benefits that could potentially be significant nor the obligation to absorb losses that could potentially be significant to the trusts. For the remaining trusts, for which we no longer service the underlying mortgage loans, we do not consolidate these entities because we do not have the power to direct the activities that most significantly impact the economic performance of the trusts.
In connection with the securitization of certain option-ARM loans, a third party is obligated to advance a portion of any “negative amortization” resulting from monthly payments that are less than the interest accrued for that payment period. We have an agreement in place with the third party that mirrors this advance requirement. The amount advanced is tracked through mortgage-backed securities retained as part of the securitization transaction. As advances occur, we record an asset in the form of negative amortization bonds, which are held at fair value in other assets on our consolidated balance sheets. Our maximum exposure is affected by rate caps and monthly payment change caps, but the funding obligation cannot exceed the difference between the original loan balance multiplied by a preset negative amortization cap and the current unpaid principal balance. We have also entered into certain derivative contracts related to the securitization activities. These are classified as free-standing derivatives, with fair value adjustments recorded in non-interest income. See “Note 9—Derivative Instruments and Hedging Activities” for further details on these derivatives.
GreenPoint Mortgage Home Equity Lines of Credit (“HELOCs”)
Our discontinued wholesale mortgage banking unit, GreenPoint, previously sold home equity lines of credit in whole loan sales and subsequently acquired residual interests in certain trusts which securitized some of those loans. As the residual interest holder, GreenPoint is required to fund advances on the home equity lines of credit when certain performance triggers are met due to deterioration in asset performance. We have funded cumulative advances of $30 million and $29 million as of September 30, 2014 and December 31, 2013, respectively. These advances are generally expensed as funded due to the low likelihood of recovery. We also have unfunded commitments of $7 million related to those interests for our non-consolidated VIEs as of both September 30, 2014 and December 31, 2013.
GreenPoint Credit Manufactured Housing
We retain the primary obligation for certain provisions of corporate guarantees, recourse sales and clean-up calls related to the discontinued manufactured housing operations of GreenPoint Credit, LLC, which was a subsidiary of GreenPoint and was sold to a third party in 2004. Although we are the primary obligor, recourse obligations related to aforementioned whole loan sales, commitments to exercise mandatory clean-up calls on certain securitization transactions and servicing were transferred to a third party in the sale transaction. We do not consolidate the trusts used for the securitization of manufactured housing loans because we do not have the power to direct the activities that most significantly impact the economic performance of the trusts since we no longer service the loans.
We were required to fund letters of credit in 2004 to cover losses and are obligated to fund future amounts under swap agreements for certain transactions. We have the right to receive any funds remaining in the letters of credit after the securities are released.
The unpaid principal balance of manufactured housing securitization transactions where we are the residual interest holder was $918 million and $1.0 billion as of September 30, 2014 and December 31, 2013, respectively. In the event the third-party servicer does not fulfill on its obligation to exercise the clean-up calls on certain transactions, the obligation reverts to us and we would assume approximately $420 million of loans receivable upon our execution of the clean-up call with the requirement to absorb any losses on the loans receivable.
We monitor the underlying assets for trends in delinquencies and related losses and review the purchaser’s financial strength as well as servicing performance. These factors are considered in assessing the adequacy of the liabilities established for these obligations and the valuations of the assets.
Other VIEs
Affordable Housing Entities
As part of our community reinvestment initiatives, we invest in private investment funds that make equity investments in multi-family affordable housing properties. We receive affordable housing tax credits for these investments. The activities of these entities are financed with a combination of invested equity capital and debt. For those investment funds considered to be VIEs, we are not required to consolidate them if we do not have the power to direct the activities that most significantly impact the economic performance of those entities. We record our interests in these unconsolidated VIEs in loans held for investment, other assets and other liabilities on our consolidated balance sheets. Our interests consisted of assets of approximately $3.3 billion and $3.0 billion as of September 30, 2014 and December 31, 2013, respectively. Our maximum exposure to these entities is limited to our variable interests in the entities and was $3.3 billion and $3.0 billion as of September 30, 2014 and December 31, 2013, respectively. The creditors of the VIEs have no recourse to our general credit and we do not provide additional financial or other support other than during the period that we are contractually required to provide. The total assets of the unconsolidated VIE investment funds were $10.0 billion and $9.8 billion as of September 30, 2014 and December 31, 2013, respectively.
Entities that Provide Capital to Low-Income and Rural Communities
We hold variable interests in entities (“Investor Entities”) that invest in community development entities (“CDEs”) that provide debt financing to businesses and non-profit entities in low-income and rural communities. Variable interests in the CDEs held by the consolidated Investor Entities are also our variable interests. The activities of the Investor Entities are financed with a combination of invested equity capital and debt. The activities of the CDEs are financed solely with invested equity capital. We receive federal and state tax credits for these investments. We consolidate the VIEs in which we have the power to direct the activities that most significantly impact the VIE’s economic performance and the obligation to absorb losses or right to receive benefits that could be potentially significant to the VIE. We have also consolidated other investments and CDEs that we do not consider VIEs. The assets of the VIEs that we consolidated, which totaled approximately $391 million and $389 million as of September 30, 2014 and December 31, 2013, respectively, are reflected on our consolidated balance sheets in cash, loans held for investment, interest receivable and other assets. The liabilities are reflected in other liabilities. The creditors of the VIEs have no recourse to our general credit. We have not provided additional financial or other support other than during the period that we are contractually required to provide.
Other
Other VIEs primarily includes a variable interest that we hold in a trust that has a royalty interest in certain oil and gas properties. The activities of the trust are financed solely with debt. The total assets of the trust were $172 million and $204 million as of September 30, 2014 and December 31, 2013, respectively. We were not required to consolidate the trust because we do not have the power to direct the activities of the trust that most significantly impact the trust’s economic performance. Our retained interest in the trust, which totaled approximately $80 million and $93 million as of September 30, 2014 and December 31, 2013, respectively, is reflected on our consolidated balance sheets under loans held for investment. Our maximum exposure to this entity is limited to our variable interest of $80 million and $93 million as of September 30, 2014 and December 31, 2013, respectively. The creditors of the trust have no recourse to our general credit. We have not provided additional financial or other support other than during the period that we are contractually required to provide.

Goodwill_and_Other_Intangible_

Goodwill and Other Intangible Assets	9 Months Ended
	Sep. 30, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Goodwill and Other Intangible Assets	'
	NOTE 7—GOODWILL AND OTHER INTANGIBLE ASSETS
	The table below displays the components of goodwill, other intangible assets and mortgage serving rights (“MSRs”) as of September 30, 2014 and December 31, 2013. Goodwill is presented separately on our consolidated balance sheets. Other intangible assets and MSRs are included in other assets on our consolidated balance sheets.
	Table 7.1: Components of Goodwill, Other Intangible Assets and MSRs
			30-Sep-14									December 31, 2013
	(Dollars in millions)		Carrying			Accumulated Amortization(1)			Net			Carrying			Accumulated Amortization(1)			Net
			Amount of						Carrying			Amount of						Carrying
			Assets(1)						Amount			Assets(1)						Amount
	Goodwill		$	13,970		N/A			$	13,970		$	13,978		N/A			$	13,978
	Other intangible assets:
	Purchased credit card relationship intangibles (“PCCR”)		2,125			$	(1,066	)	1,059			2,125			$	(784	)	1,341
	Core deposit intangibles		1,771			(1,540		)	231			1,771			(1,440		)	331
	Other(2)		301			(151		)	150			316			(139		)	177
	Total other intangible assets		4,197			(2,757		)	1,440			4,212			(2,363		)	1,849
	Total goodwill and other intangible assets		$	18,167		$	(2,757	)	$	15,410		$	18,190		$	(2,363	)	$	15,827
	MSRs:
	Consumer MSRs(3)		$	58		N/A			$	58		$	73		N/A			$	73
	Commercial MSRs(4)		153			$	(18	)	135			135			$	(3	)	132
	Total MSRs		$	211		$	(18	)	$	193		$	208		$	(3	)	$	205
	__________
	(1)	Certain intangible assets that were fully amortized in prior periods were removed from our balance sheet.
	(2)	Primarily consists of brokerage relationship intangibles, partnership and other contract intangibles and trademark/name intangibles. Also includes certain indefinite-lived intangibles of $4 million as of September 30, 2014 and December 31, 2013, respectively.
	(3)	Represent MSRs related to our consumer business that are carried at fair value on our consolidated financial statements.
	(4)	Represent MSRs related to our commercial business that are subsequently measured under the amortization method and periodically assessed for impairment. None of these MSRs were impaired during the nine months ended September 30, 2014 and no valuation allowance was recorded as of September 30, 2014 and December 31, 2013.
	Amortization expense for amortizable intangible assets, which is presented separately on our consolidated statements of income, totaled $130 million and $409 million for the three and nine months ended September 30, 2014, respectively, and $161 million and $505 million for the three and nine months ended September 30, 2013, respectively.
	Goodwill
	The following table presents goodwill attributable to each of our business segments as of September 30, 2014 and December 31, 2013.
	Table 7.2: Goodwill Attributable to Business Segments
	(Dollars in millions)		Credit			Consumer Banking			Commercial Banking			Total
			Card
	Balance as of December 31, 2013		$	5,005		$	4,585		$	4,388		$	13,978
	Acquisitions		0			0			0			0
	Other adjustments		(2		)	(1		)	(5		)	(8		)
	Balance as of September 30, 2014		$	5,003		$	4,584		$	4,383		$	13,970

Deposits_and_Borrowings

Deposits and Borrowings	9 Months Ended
	Sep. 30, 2014
Deposits and Borrowings [Abstract]	'
Deposits and Borrowings	'
	NOTE 8—DEPOSITS AND BORROWINGS
	Deposits
	Our deposits, which are our largest source of funding for our operations and asset growth, consist of non-interest bearing and interest-bearing deposits, including demand, money market, certificates of deposits, negotiable order of withdrawal (“NOW”) and savings accounts.
	Securitized and Unsecured Debt Obligations
	We use a variety of funding sources other than deposits, including short-term borrowings, the issuance of senior and subordinated notes and other borrowings, and securitization transactions. In addition, we utilize FHLB advances, which are secured by certain portions of our loan and investment securities portfolios, for our funding needs. The securitization debt obligations are separately presented on our consolidated balance sheets, while federal funds purchased and securities loaned or sold under agreements to repurchase, senior and subordinated notes and other borrowings, including FHLB advances, are included in other debt on our consolidated balance sheets.
	Securitized Debt Obligations
	Our outstanding borrowings due to securitization investors were $10.5 billion and $10.3 billion of September 30, 2014 and December 31, 2013, respectively. During the first nine months of 2014, $3.0 billion of new debt was issued to third-party investors from the loan securitization trusts, offset by $2.8 billion of debt maturities.
	Senior and Subordinated Notes
	As of September 30, 2014, we had $18.5 billion of senior and subordinated notes outstanding, net of fair value hedging losses of $33 million. As of December 31, 2013, we had $13.1 billion of senior and subordinated notes outstanding, net of fair value hedging losses of $8 million. During the first nine months of 2014, we issued $7.8 billion of long-term senior unsecured debt, comprised of $250 million of floating rate notes and $7.5 billion of fixed rate notes. During the first nine months of 2014, $2.4 billion of outstanding unsecured notes matured. See “Note 9—Derivative Instruments and Hedging Activities” for information about our fair value hedging activities.
	FHLB Advances and Other
	In addition to the issuance capacity under the registration statement, we also have access to funding through the FHLB system and the Federal Reserve Discount Window. Our FHLB and Federal Reserve memberships require us to hold FHLB and Federal Reserve stock which totaled $1.7 billion and $1.9 billion as of September 30, 2014 and December 31, 2013, respectively, and are included in other assets on our consolidated balance sheets.
	We had outstanding FHLB advances and lines of credit, which were secured by our investment securities, residential home loans, multifamily real estate loans, commercial real estate loans and home equity lines of credit, totaling $10.9 billion and $16.3 billion as of September 30, 2014 and December 31, 2013, respectively. We did not access the Federal Reserve Discount Window for funding during 2014 or 2013.
	Composition of Deposits, Short-term Borrowings and Long-term Debt
	The table below summarizes the components of our deposits, short-term borrowings and long-term debt as of September 30, 2014 and December 31, 2013. Our total short-term borrowings consist of federal funds purchased and securities loaned or sold under agreements to repurchase and other short-term borrowings with an original contractual maturity of one year or less. Our long-term debt consists of borrowings with an original contractual maturity of greater than one year. The amounts presented for outstanding borrowings include unamortized debt premiums and discounts, net of fair value hedge accounting adjustments.
	Table 8.1: Components of Deposits, Short-term Borrowings and Long-term Debt
	(Dollars in millions)		September 30,			December 31,
			2014			2013
	Deposits:
	Non-interest bearing deposits		$	25,388		$	22,643
	Interest-bearing deposits		178,876			181,880
	Total deposits		$	204,264		$	204,523
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase		$	2,330		$	915
	FHLB advances		9,800			15,300
	Total short-term borrowings		$	12,130		$	16,215
			September 30, 2014
	(Dollars in millions)		Maturity		Interest Rate	Weighted		Outstanding Amount			December 31,
			Date			Average					2013
						Interest Rate
	Long-term debt:
	Securitized debt obligations(1)		2014 - 2025		0.20 - 5.75%	1.35	%	$	10,508		$	10,289
	Senior and subordinated notes:
	Fixed unsecured senior debt(1)		2015 - 2024		1.00 - 6.75%	2.77	%	15,055			9,612
	Floating unsecured senior debt		2015 - 2017		0.68 - 0.88%	0.77	%	880			852
	Total unsecured senior debt					2.66	%	15,935			10,464
	Fixed unsecured subordinated debt(1)		2016 - 2023		3.38 - 8.80%	4.97	%	2,599			2,670
	Total senior and subordinated notes							18,534			13,134
	Other long-term borrowings:
	FHLB advances		2014 - 2023		0.26 - 6.88%	0.56	%	1,071			1,016
	Total long-term debt							30,113			24,439
	Total short-term borrowings and long-term debt							$	42,243		$	40,654
	___________
	(1)	Outstanding amount includes the impact from hedge accounting.
	Components of Interest Expense
	The following table displays interest expense attributable to short-term borrowings and long-term debt for the three and nine months ended September 30, 2014 and 2013:
	Table 8.2: Components of Interest Expense on Short-term Borrowings and Long-term Debt
			Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars in millions)		2014			2013			2014			2013
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase		$	0		$	0		$	1		$	1
	FHLB advances		6			6			15			22
	Total short-term borrowings		6			6			16			23
	Long-term debt:
	Securitized debt obligations(1)		32			42			109			143
	Senior and subordinated notes(1)		71			76			226			240
	Other long-term borrowings		10			5			20			17
	Total long-term debt		113			123			355			400
	Total interest expense		$	119		$	129		$	371		$	423
	__________
	(1)	Interest expense includes the impact from hedge accounting.

Derivative_Instruments_and_Hed

Derivative Instruments and Hedging Activities	9 Months Ended
	Sep. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative Instruments and Hedging Activities	'
	NOTE 9—DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES
	Use of Derivatives
	We manage our asset and liability position and market risk exposure in accordance with prescribed risk management policies and limits established by our Market and Liquidity Risk Policy which is approved by our Board of Directors. Our primary market risk stems from the impact on our earnings and economic value of equity from changes in interest rates and, to a lesser extent, changes in foreign exchange rates. We employ several techniques to manage our interest rate sensitivity, which include changing the duration and re-pricing characteristics of various assets and liabilities by using interest rate derivatives. Our current asset and liability management policy also includes the use of derivatives to hedge foreign currency denominated transactions to limit our earnings and capital ratio exposure to foreign exchange risk. We execute our derivative contracts in both the over-the-counter (“OTC”) and exchange-traded derivative markets. The majority of our derivatives are interest rate swaps. In addition, we may use a variety of other derivative instruments, including caps, floors, options, futures and forward contracts, to manage our interest rate and foreign exchange risk. We also offer various derivatives to our customers as part of our Commercial Banking business but usually offset our exposure through derivative transactions with other counterparties.
	Accounting for Derivatives
	Our derivatives are designated as either qualifying accounting hedges or free-standing derivatives. Free-standing derivatives consist of customer-accommodation derivatives and economic hedges that do not qualify for hedge accounting. Qualifying accounting hedges are designated as fair value hedges, cash flow hedges or net investment hedges.
	•	Fair Value Hedges: We designate derivatives as fair value hedges to manage our exposure to changes in the fair value of certain financial assets and liabilities, which fluctuate in value as a result of movements in interest rates. Changes in the fair value of derivatives designated as fair value hedges are recorded in earnings together with offsetting changes in the fair value of the hedged item and any resulting ineffectiveness. Our fair value hedges consist of interest rate swaps that are intended to modify our exposure to interest rate risk on various fixed-rate assets and liabilities.
	•	Cash Flow Hedges: We designate derivatives as cash flow hedges to manage our exposure to variability in cash flows related to forecasted transactions. Changes in the fair value of derivatives designated as cash flow hedges are recorded as a component of AOCI, to the extent that the hedge relationships are effective, and amounts are reclassified from AOCI to earnings as the forecasted transactions occur. To the extent that any ineffectiveness exists in the hedge relationships, the amounts are recorded in current period earnings. Our cash flow hedges consist of interest rate swaps that are intended to hedge the variability in interest payments on some of our variable-rate assets through 2019. These hedges have the effect of converting some of our variable-rate assets to a fixed rate. We also have entered into forward foreign currency derivative contracts to hedge our exposure to variability in cash flows related to foreign currency denominated intercompany borrowings.
	•	Net Investment Hedges: We use net investment hedges to manage the foreign currency exposure related to our non-dollar net investments in foreign operations that have functional currencies other than the U.S. dollar. Changes in the fair value of net investment hedges are recorded in the translation adjustment component of AOCI, effectively offsetting the translation gain or loss from consolidating the foreign subsidiaries onto the parent’s balance sheet. During the third quarter of 2014, we executed net investment hedges using foreign exchange forward contracts to hedge the translation exposure of the non-dollar equity invested in our foreign operations.
	•	Free-Standing Derivatives: We use free-standing derivatives to hedge the risk of changes in the fair value of residential MSRs, mortgage loan origination and purchase commitments and other interests held. We also categorize our customer accommodation derivatives and the related offsetting contracts as free-standing derivatives. Changes in the fair value of free-standing derivatives are recorded in earnings as a component of other non-interest income.
	Balance Sheet Presentation
	The following table summarizes the notional and fair values of our derivative instruments reported on our consolidated balance sheets as of September 30, 2014 and December 31, 2013. The fair value amounts are segregated by derivatives that are designated as accounting hedges and those that are not, and are further segregated by type of contract within those two categories.
	Table 9.1: Derivative Assets and Liabilities at Fair Value
			September 30, 2014									December 31, 2013
			Notional or			Derivative						Notional or			Derivative
			Contractual									Contractual
	(Dollars in millions)		Amount			Assets			Liabilities			Amount			Assets				Liabilities
	Derivatives designated as accounting hedges:
	Interest rate contracts:
	Fair value hedges		$	23,008		$	214		$	105		$	15,695		$	289			$	223
	Cash flow hedges		20,100			4			65			12,825			0				149
	Total interest rate contracts		43,108			218			170			28,520			289				372
	Foreign exchange contracts:
	Cash flow hedges		4,860			129			0			4,806			49				53
	Net investment hedges		2,419			113			0			0			0				0
	Total foreign exchange contracts		7,279			242			0			4,806			49				53
	Total derivatives designated as accounting hedges		50,387			460			170			33,326			338				425
	Derivatives not designated as accounting hedges:
	Interest rate contracts covering:
	MSRs(1)		483			2			1			353			0				7
	Customer accommodation		27,208			338			168			25,365			405				209
	Other interest rate exposures(2)		2,657			31			17			1,864			29				17
	Total interest rate contracts		30,348			371			186			27,582			434				233
	Foreign exchange contracts		190			5			0			1,422			184				37
	Other contracts		526			0			13			1,094			3				15
	Total derivatives not designated as accounting hedges		31,064			376			199			30,098			621				285
	Total derivatives		$	81,451		$	836		$	369		$	63,424		$	959			$	710
	__________
	(1)	Includes interest rate swaps and To Be Announced (“TBA”) contracts used to hedge our MSR portfolio.
	(2)	Other interest rate exposures include mortgage related derivatives.
	Offsetting of Financial Assets and Liabilities
	We execute the majority of our derivative transactions and repurchase agreements under master netting arrangements. Under our existing enforceable master netting arrangements, we generally have the right to offset exposure with the same counterparty. In addition, either counterparty can generally request the net settlement of all contracts through a single payment upon default on, or termination of, any one contract.
	We present all of our derivative assets and liabilities and repurchase agreements on a gross basis on our consolidated balance sheets. The following table presents as of September 30, 2014 and December 31, 2013, the gross and net fair values of our derivative assets and liabilities and repurchase agreements, as well as the related offsetting amount permitted under the accounting standards for offsetting assets and liabilities. Under the accounting standard, gross positive fair values could be offset against gross negative fair values by counterparty pursuant to legally enforceable master netting agreements, if the netting presentation method is elected. The table also includes cash and non-cash collateral received or pledged associated with such arrangements. The collateral amounts related to derivative assets, derivative liabilities and repurchase agreements are limited to the extent of the related net derivative fair values or outstanding balances, thus instances of overcollateralization are not shown.
	Table 9.2: Offsetting of Financial Assets and Financial Liabilities
			Gross			Offsetting Amounts			Net Amounts as Recognized			Offsetting Amounts Not Netted
	(Dollars in millions)		Amounts									Financial			Collateral				Net
												Instruments			Received (1)				Exposure(2)
	As of September 30, 2014
	Derivatives assets		$	836		$	0		$	836		$	(141	)	$	(425	)		$	270
	As of December 31, 2013
	Derivatives assets		$	959		$	0		$	959		$	(262	)	$	(450	)		$	247
			Gross			Offsetting Amounts			Net Amounts as Recognized			Offsetting Amounts Not Netted
	(Dollars in millions)		Amounts									Financial			Collateral				Net
												Instruments			Pledged				Exposure
	As of September 30, 2014
	Derivatives liabilities		$	369		$	0		$	369		$	(141	)	$	(170	)	(1)	$	58
	Repurchase agreements		940			0			940			0			(940		)		0
	As of December 31, 2013
	Derivatives liabilities		$	710		$	0		$	710		(262		)	$	(371	)	(1)	$	77
	Repurchase agreements		907			0			907			0			(907		)		0
	__________
	(1)	When we receive or pledge collateral, we factor in accrued interest when calculating net positions with counterparties.
	(2)	The majority of the net position relates to customer-accommodation derivatives. Customer-accommodation derivatives are cross-collateralized by the associated commercial loans and we do not require additional collateral on these transactions.
	Credit Risk-Related Contingency Features and Collateral
Certain of our derivative contracts include provisions requiring that our debt maintain a credit rating of investment grade or above by each of the major credit rating agencies. In the event of a downgrade of our debt credit rating below investment grade, some of our derivative counterparties would have the right to terminate the derivative contract and close out the existing positions, or demand immediate and ongoing full overnight collateralization on derivative instruments in a net liability position. Certain of our derivative contracts may also allow, in the event of a downgrade of our debt credit rating of any kind, our derivative counterparties to demand additional collateralization on such derivative instruments in a net liability position. Of the $170 million of collateral pledged as of September 30, 2014, we have posted $118 million in cash collateral. We posted $371 million of cash collateral as of December 31, 2013. If our debt credit rating had fallen below investment grade, we would have been required to post an additional variation margin, which represents the impact of daily position mark-to-market calculations, of less than $1 million as of both September 30, 2014 and December 31, 2013. In addition, we would have been required to post independent margin of $56 million and $58 million as of September 30, 2014 and December 31, 2013, respectively, in compliance with the terms of certain of our swap agreements. The fair value of derivative instruments with credit-risk-related contingent features in a net liability position was less than $1 million and $1 million as of September 30, 2014 and December 31, 2013, respectively.
Derivative Counterparty Credit Risk
Derivative instruments contain an element of credit risk that arises from the potential failure of a counterparty to perform according to the contractual terms of the contract. Our exposure to derivative counterparty credit risk, at any point in time, is represented by the fair value of derivatives in a gain position, or derivative assets, assuming no recoveries of underlying collateral. To mitigate the risk of counterparty default, we maintain collateral agreements with certain derivative counterparties. These agreements typically require both parties to maintain collateral in the event the fair values of derivative financial instruments exceed established thresholds. We received cash collateral from derivatives counterparties totaling $362 million and $397 million as of September 30, 2014 and December 31, 2013, respectively. We also received securities from derivatives counterparties totaling $63 million and $53 million as of September 30, 2014 and December 31, 2013, respectively, which we have the ability to re-pledge.
We record counterparty credit risk valuation adjustments on our derivative assets to properly reflect the credit quality of the counterparty. We consider collateral and legally enforceable master netting agreements that mitigate our credit exposure to each counterparty in determining the counterparty credit risk valuation adjustment, which may be adjusted in future periods due to changes in the fair value of the derivative contract, collateral and creditworthiness of the counterparty. The cumulative counterparty credit risk valuation adjustment recorded on our consolidated balance sheets as a reduction in the derivative asset balance was $5 million and $7 million as of September 30, 2014 and December 31, 2013, respectively. We also adjust the fair value of our derivative liabilities to reflect the impact of our credit quality. We calculate this adjustment by comparing the spreads on our credit default swaps to the discount benchmark curve. The cumulative credit risk valuation adjustment related to our credit quality recorded on our consolidated balance sheets as a reduction in the derivative liability balance was $2 million and $6 million as of September 30, 2014 and December 31, 2013, respectively.
Income Statement Presentation and AOCI
The following tables summarize the impact of derivatives and the related hedged items on our consolidated statements of income and AOCI.
Fair Value Hedges and Free-Standing Derivatives
The net gains (losses) recognized in earnings related to derivatives in fair value hedging relationships and free-standing derivatives are presented below for the three and nine months ended September 30, 2014 and 2013:
Table 9.3: Gains and Losses on Fair Value Hedges and Free-Standing Derivatives
		Three Months Ended September 30,						Nine Months Ended September 30,
(Dollars in millions)		2014			2013			2014			2013
Derivatives designated as accounting hedges(1):
Fair value interest rate contracts:
(Losses) gains recognized in earnings on derivatives		$	(94	)	$	3		$	42		$	(409	)
Gains (losses) recognized in earnings on hedged items		110			(10		)	(5		)	380
Net fair value hedge ineffectiveness gains (losses)		16			(7		)	37			(29		)
Derivatives not designated as accounting hedges(1):
Interest rate contracts covering:
MSRs		1			0			14			(8		)
Customer accommodation		7			6			15			31
Other interest rate exposures		5			4			8			(5		)
Total interest rate contracts		13			10			37			18
Foreign exchange contracts		0			0			1			(4		)
Other contracts		(2		)	(18		)	(1		)	(25		)
Total gains (losses) on derivatives not designated as accounting hedges		11			(8		)	37			(11		)
Net derivative gains (losses) recognized in earnings		$	27		$	(15	)	$	74		$	(40	)
__________
(1)	Amounts are recorded on our consolidated statements of income in other non-interest income.
Cash Flow and Net Investment Hedges
The table below shows the net gains (losses) related to derivatives designated as cash flow hedges and net investment hedges for the three and nine months ended September 30, 2014 and 2013:
Table 9.4: Gains and Losses on Derivatives Designated as Cash Flow Hedges and Net Investment Hedges
		Three Months Ended September 30,						Nine Months Ended September 30,
(Dollars in millions)		2014			2013			2014			2013
Gains (losses) recorded in AOCI:
Cash flow hedges:
Interest rate contracts		$	(34	)	$	65		$	112		$	(82	)
Foreign exchange contracts		(5		)	(6		)	(16		)	(16		)
Subtotal		(39		)	59			96			(98		)
Net investment hedges:
Foreign exchange contracts		71			0			71			0
Net derivatives gains (losses) recognized in AOCI		$	32		$	59		$	167		$	(98	)
Gains (losses) recorded in earnings:
Cash flow hedges:
Gains (losses) reclassified from AOCI into earnings:
Interest rate contracts(1)		$	34		$	14		$	90		$	40
Foreign exchange contracts(2)		(5		)	(8		)	(16		)	(17		)
Subtotal		29			6			74			23
Gains (losses) recognized in earnings due to ineffectiveness:
Interest rate contracts(2)		(1		)	1			0			0
Net derivative gains recognized in earnings		$	28		$	7		$	74		$	23
__________
(1)	Amounts reclassified are recorded on our consolidated statements of income in interest income or interest expense.
(2)	Amounts reclassified are recorded on our consolidated statements of income in other non-interest income.
We expect to reclassify net after-tax losses of $22 million recorded in AOCI as of September 30, 2014, related to derivatives designated as cash flow hedges to earnings over the next 12 months, which we expect to offset against the cash flows associated with the hedged forecasted transactions. The maximum length of time over which forecasted transactions were hedged was five years as of September 30, 2014. The amount we expect to reclassify into earnings may change as a result of changes in market conditions and ongoing actions taken as part of our overall risk management strategy.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income	9 Months Ended
	Sep. 30, 2014
Equity [Abstract]	'
Accumulated Other Comprehensive Income	'
	NOTE 10—ACCUMULATED OTHER COMPREHENSIVE INCOME
	The following tables present the components of accumulated other comprehensive income as of September 30, 2014 and December 31, 2013, as well as the current period activities related to other comprehensive income. AOCI is presented net of deferred tax of $304 million and $544 million as of September 30, 2014 and December 31, 2013, respectively.
	Table 10.1: Accumulated Other Comprehensive Income
			Three Months Ended September 30, 2014
	(Dollars in millions)		Securities				Securities Held to Maturity(1)				Cash Flow				Foreign				Other			Total
			Available								Hedges				Currency
			for Sale												Translation
															Adjustments (2)
	AOCI as of June 30, 2014		$	419			$	(863	)		$	(20	)		$	106			$	(13	)	$	(371	)
	Other comprehensive income (loss) before reclassifications		(62		)		0				(39		)		(82		)		3			(180		)
	Net realized (gains) losses reclassified from AOCI into earnings		(3		)		22				(29		)		0				2			(8		)
	Net other comprehensive income (loss)		(65		)		22				(68		)		(82		)		5			(188		)
	AOCI as of September 30, 2014		$	354			$	(841	)		$	(88	)		$	24			$	(8	)	$	(559	)
			Nine Months Ended September 30, 2014
	(Dollars in millions)		Securities				Securities Held to Maturity(1)				Cash Flow				Foreign				Other			Total
			Available								Hedges				Currency
			for Sale												Translation
															Adjustments (2)
	AOCI as of December 31, 2013		$	106			$	(897	)		$	(110	)		$	40			$	(11	)	$	(872	)
	Other comprehensive income (loss) before reclassifications		259				0				96				(16		)		6			345
	Net realized (gains) losses reclassified from AOCI into earnings		(11		)		56				(74		)		0				(3		)	(32		)
	Net other comprehensive income (loss)		248				56				22				(16		)		3			313
	AOCI as of September 30, 2014		$	354			$	(841	)		$	(88	)		$	24			$	(8	)	$	(559	)
			Three Months Ended September 30, 2013
	(Dollars in millions)		Securities				Securities Held to Maturity(1)				Cash Flow				Foreign				Other			Total
			Available								Hedges				Currency
			for Sale												Translation
															Adjustments (2)
	AOCI as of June 30, 2013		$	(517	)		$	0			$	(129	)		$	(111	)		$	(35	)	$	(792	)
	Other comprehensive income (loss) before reclassifications		692				(916		)		59				124				(1		)	(42		)
	Net realized (gains) losses reclassified from AOCI into earnings		0				1				(6		)		0				0			(5		)
	Net other comprehensive income (loss)		692				(915		)		53				124				(1		)	(47		)
	AOCI as of September 30, 2013		$	175			$	(915	)		$	(76	)		$	13			$	(36	)	$	(839	)
			Nine Months Ended September 30, 2013
	(Dollars in millions)		Securities				Securities Held to Maturity(1)				Cash Flow				Foreign				Other			Total
			Available								Hedges				Currency
			for Sale												Translation
															Adjustments (2)
	AOCI as of December 31, 2012		$	703			$	0			$	45			$	32			$	(41	)	$	739
	Other comprehensive income (loss) before reclassifications		(526		)		(916		)		(98		)		(19		)		4			(1,555		)
	Net realized (gains) losses reclassified from AOCI into earnings		(2		)		1				(23		)		0				1			(23		)
	Net other comprehensive income (loss)		(528		)		(915		)		(121		)		(19		)		5			(1,578		)
	AOCI as of September 30, 2013		$	175			$	(915	)		$	(76	)		$	13			$	(36	)	$	(839	)
	__________
	(1)	In the third quarter of 2013, we transferred securities with a fair value of $18.3 billion on the date of transfer, from securities available for sale to securities held to maturity. The securities included net pre-tax unrealized losses of $1.5 billion at the date of transfer. The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of the premium or discount created from the transfer into securities held to maturity, which occurred at fair value. These unrealized gains or losses will be recorded over the remaining life of the security with no impact on future net income.
	(2)	Include impact from foreign currency transactions that are designated as net investment hedges.
	Table 10.2: Reclassifications from AOCI
					Amount Reclassified from AOCI
	(Dollars in millions)				Three Months Ended September 30,								Nine Months Ended September 30,
	AOCI Components		Affected Income Statement Line Item		2014				2013				2014				2013
	Securities available for sale:
			Non-interest income - Other		$	6			$	0			$	18			$	3
			Income tax provision		3				0				7				1
			Net income		3				0				11				2
	Securities held to maturity:(1)
			Non-interest income - Other		(35		)		(2		)		(96		)		(2		)
			Income tax benefit		(13		)		(1		)		(40		)		(1		)
			Net income		(22		)		(1		)		(56		)		(1		)
	Cash flow hedges:
	Interest rate contracts:
			Interest income - Other		54				23				144				65
	Foreign exchange contracts:
			Non-interest income - Other		(7		)		(13		)		(25		)		(27		)
				47				10				119				38
		Income tax provision		18				4				45				15
		Net income		29				6				74				23
Other:
		Various		2				0				10				(1		)
		Income tax provision		4				0				7				0
		Net income		(2		)		0				3				(1		)
Total reclassifications				$	8			$	5			$	32			$	23
__________
(1)	The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of the premium or discount created from the transfer into securities held to maturity, which occurred at fair value.
The table below summarizes other comprehensive income activity and the related tax impact for the three and nine months ended September 30, 2014 and 2013:
Table 10.3: Other Comprehensive Income (Loss)
		Three Months Ended September 30,
		2014												2013
(Dollars in millions)		Before				Provision				After				Before				Provision			After
		Tax				(Benefit)				Tax				Tax				(Benefit)			Tax
Other comprehensive income (loss):
Net unrealized gains (losses) on securities available for sale		$	(104	)		$	(39	)		$	(65	)		$	1,107			$	415		$	692
Net unrealized gains (losses) on securities transferred to held to maturity		35				13				22				(1,465		)		(550		)	(915		)
Net unrealized gains (losses) on cash flow hedges		(107		)		(39		)		(68		)		84				31			53
Foreign currency translation adjustments(1)		(41		)		41				(82		)		124				0			124
Other		6				1				5				(1		)		0			(1		)
Other comprehensive loss		$	(211	)		$	(23	)		$	(188	)		$	(151	)		$	(104	)	$	(47	)
		Nine Months Ended September 30,
		2014												2013
(Dollars in millions)		Before				Provision				After				Before				Provision			After
		Tax				(Benefit)				Tax				Tax				(Benefit)			Tax
Other comprehensive income (loss):
Net unrealized gains (losses) on securities available for sale		$	394			$	146			$	248			$	(849	)		$	(321	)	$	(528	)
Net unrealized gains (losses) on securities transferred to held to maturity		96				40				56				(1,465		)		(550		)	(915		)
Net unrealized gains (losses) on cash flow hedges		37				15				22				(195		)		(74		)	(121		)
Foreign currency translation adjustments(1)		25				41				(16		)		(19		)		0			(19		)
Other		2				(1		)		3				6				1			5
Other comprehensive income (loss)		$	554			$	241			$	313			$	(2,522	)		$	(944	)	$	(1,578	)
__________
(1)	Includes the impact from foreign currency transactions that are designated as net investment hedges.

Earnings_Per_Common_Share

Earnings Per Common Share	9 Months Ended
	Sep. 30, 2014
Earnings Per Share [Abstract]	'
Earnings Per Common Share	'
	NOTE 11—EARNINGS PER COMMON SHARE
	The following table sets forth the computation of basic and diluted earnings per common share:
	Table 11.1: Computation of Basic and Diluted Earnings per Common Share
			Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars and shares in millions, except per share data)		2014			2013			2014			2013
	Basic earnings
	Income from continuing operations, net of tax		$	1,125		$	1,118		$	3,453		$	3,479
	Loss from discontinued operations, net of tax		(44		)	(13		)	(24		)	(210		)
	Net income		1,081			1,105			3,429			3,269
	Dividends and undistributed earnings allocated to participating securities(1)		(5		)	(5		)	(14		)	(14		)
	Preferred stock dividends		(20		)	(13		)	(46		)	(39		)
	Net income available to common stockholders		$	1,056		$	1,087		$	3,369		$	3,216
	Net income from continuing operations per share		$	1.97		$	1.89		$	5.99		$	5.89
	Loss from discontinued operations per share		(0.08		)	(0.02		)	(0.04		)	(0.36		)
	Net income per share		$	1.89		$	1.87		$	5.95		$	5.53
	Total weighted-average basic shares outstanding		559.9			582.3			566.1			581.4
	Diluted earnings(2)
	Net income available to common stockholders		$	1,056		$	1,087		$	3,369		$	3,216
	Net income from continuing operations per share		$	1.94		$	1.86		$	5.9		$	5.82
	Loss from discontinued operations per share		(0.08		)	(0.02		)	(0.04		)	(0.36		)
	Net income per share		$	1.86		$	1.84		$	5.86		$	5.46
	Total weighted-average basic shares outstanding		559.9			582.3			566.1			581.4
	Effect of dilutive securities:
	Stock options		2.8			2.4			2.7			2.1
	Other contingently issuable shares		1.6			1.7			1.5			1.6
	Warrants (3)		3.6			4.7			4.9			3.9
	Total effect of dilutive securities		8			8.8			9.1			7.6
	Total weighted-average diluted shares outstanding		567.9			591.1			575.2			589
	__________
	(1)	Includes undistributed earnings allocated to participating securities using the two-class method under the accounting guidance for computing earnings per share.
	(2)	Excluded from the computation of diluted earnings per share were 2.3 million shares related to options with exercise prices ranging from $70.96 to $88.81 and 3.2 million shares related to options with exercise prices ranging from $70.96 to $88.81, for the three and nine months ended September 30, 2014, respectively, and 4.8 million shares related to options with exercise prices ranging from $67.37 to $88.81 and 5.5 million shares related to options with exercise prices ranging from $56.28 to $88.81, for the three and nine months ended September 30, 2013, respectively, because their inclusion would be anti-dilutive.
	(3)	Represents warrants issued as part of the U.S. Department of Treasury’s Troubled Assets Relief Program (“TARP”). As of September 30, 2014, there were 6.4 million warrants to purchase common stock outstanding, which represents approximately half of the warrants issued in the initial offering.

Fair_Value_of_Financial_Instru

Fair Value of Financial Instruments	9 Months Ended
	Sep. 30, 2014
Fair Value Disclosures [Abstract]	'
Fair Value of Financial Instruments	'
	NOTE 12—FAIR VALUE OF FINANCIAL INSTRUMENTS
	Fair value is defined as the price that would be received for an asset or paid to transfer a liability in an orderly transaction between market participants on the measurement date (also referred to as an exit price). The fair value accounting guidance provides a three-level fair value hierarchy for classifying financial instruments. This hierarchy is based on whether the inputs to the valuation techniques used to measure fair value are observable or unobservable. The fair value measurement of a financial asset or liability is assigned to a level based on the lowest level of any input that is significant to the fair value measurement in its entirety. The three levels of the fair value hierarchy are described below:
	Level 1:		Valuation is based on quoted prices (unadjusted) in active markets for identical assets or liabilities.
	Level 2:		Valuation is based on observable market-based inputs, other than quoted prices in active markets for identical assets or liabilities, quoted prices in markets that are not active, or models using inputs that are observable or can be corroborated by observable market data of substantially the full term of the assets or liabilities.
	Level 3:		Valuation is generated from techniques that use significant assumptions not observable in the market. Valuation techniques include pricing models, discounted cash flow methodologies or similar techniques.
	The accounting guidance for fair value measurements requires that we maximize the use of observable inputs and minimize the use of unobservable inputs in determining fair value. The accounting guidance provides for the irrevocable option to elect, on a contract-by-contract basis, to measure certain financial assets and liabilities at fair value at inception of the contract and record any subsequent changes in fair value in earnings. We have not made any material fair value option elections as of or for the periods disclosed herein.
	Fair Value Governance and Control
	We have a governance framework and a number of key controls that are intended to ensure that our fair value measurements are appropriate and reliable. Our governance framework provides for independent oversight and segregation of duties. Our control processes include review and approval of new transaction types, price verification and review of valuation judgments, methods, models, process controls and results. Groups independent from our trading and investing functions, including our Corporate Valuations Group (“CVG”), Fair Value Committee (“FVC”) and Model Validation Group (“MVG”), participate in the review and validation process. The fair valuation governance process is set up in a manner that allows the Chairperson of the FVC to escalate valuation disputes that cannot be resolved at the FVC to a more senior committee called the Valuations Advisory Committee (“VAC”) for resolution. The VAC is chaired by the Chief Financial Officer and includes other members of senior management.
	The CVG performs periodic independent verification of fair value measurements to determine if assigned fair values are reasonable. For example, in cases where we rely on third-party pricing services to obtain fair value measures, we analyze pricing variances among different pricing sources and validate the final price used by comparing the information to additional sources, including dealer pricing indications in transaction results and other internal sources, where necessary. Additional validation procedures performed by the CVG include reviewing (either directly or indirectly through the reasonableness of assigned fair values) valuation inputs and assumptions and monitoring acceptable variances between recommended prices and validation prices. The CVG and the Trade Analytics and Valuation (“TAV”) team perform due diligence reviews of the third-party pricing services by comparing their prices to those from other sources and reviewing other control documentation. Additionally, when necessary, the CVG and TAV challenge prices from third-party vendors to ensure reasonableness of prices through a pricing challenge process. This may include a request for transparency of the assumptions used by the third party.
	The FVC, which includes representation from our Risk Management and Finance divisions, is a forum for discussing fair market valuations, inputs, assumptions, methodologies, variance thresholds, valuation control environments and material risks or concerns related to fair market valuations. Additionally, the FVC is empowered to resolve valuation disputes between the primary valuation providers and the CVG, and provides guidance and oversight to ensure an appropriate valuation control environment. The FVC regularly reviews and approves our valuation methodologies to ensure that our methodologies and practices are consistent with industry standards and adhere to regulatory and accounting guidance. The Chief Financial Officer determines when material issues or concerns regarding valuations shall be raised to the Audit Committee or other delegated committee of the Board of Directors.
	We have a model policy, established by an independent Model Risk Office, which governs the validation of models and related supporting documentation to ensure the appropriate use of models for pricing. The MVG is part of the Model Risk Office and validates all models and provides ongoing monitoring of their performance, including the validation and monitoring of the performance of all valuation models.
	Assets and Liabilities Measured at Fair Value on a Recurring Basis
	The following table displays our assets and liabilities measured on our consolidated balance sheets at fair value on a recurring basis as of September 30, 2014 and December 31, 2013:
	Table 12.1: Assets and Liabilities Measured at Fair Value on a Recurring Basis
			September 30, 2014
			Fair Value Measurements Using
	(Dollars in millions)		Level 1			Level 2			Level 3			Total
	Assets
	Securities available for sale:
	U.S. Treasury debt obligations		$	4,261		$	0		$	0		$	4,261
	U.S. agency debt obligations		0			1			0			1
	Corporate debt securities guaranteed by U.S. government agencies		0			595			384			979
	RMBS		0			23,826			657			24,483
	CMBS		0			5,483			303			5,786
	Other ABS		0			2,973			110			3,083
	Other securities		112			948			12			1,072
	Total securities available for sale		4,373			33,826			1,466			39,665
	Other assets:
	Consumer MSRs		0			0			58			58
	Derivative assets(1)		0			785			51			836
	Retained interests in securitizations		0			0			203			203
	Total assets		$	4,373		$	34,611		$	1,778		$	40,762
	Liabilities
	Other liabilities:
	Derivative liabilities(1)		$	1		$	329		$	39		$	369
	Total liabilities		$	1		$	329		$	39		$	369
			December 31, 2013
			Fair Value Measurements Using
	(Dollars in millions)		Level 1			Level 2			Level 3			Total
	Assets
	Securities available for sale:
	U.S. Treasury debt obligations		$	833		$	0		$	0		$	833
	U.S. agency debt obligations		0			1			0			1
	Corporate debt securities guaranteed by U.S. government agencies		0			307			927			1,234
	RMBS		0			23,775			1,304			25,079
	CMBS		0			5,267			739			6,006
	Other ABS		0			6,793			343			7,136
	Other securities		127			1,367			17			1,511
	Total securities available for sale		960			37,510			3,330			41,800
	Other assets:
	Consumer MSRs		0			4			69			73
	Derivative assets(1)		3			906			50			959
	Retained interests in securitizations		0			0			199			199
	Total assets		$	963		$	38,420		$	3,648		$	43,031
	Liabilities
	Other liabilities:
	Derivative liabilities(1)		$	4		$	668		$	38		$	710
	Total liabilities		$	4		$	668		$	38		$	710
	__________
	(1)	Does not reflect $3 million and $1 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of September 30, 2014 and December 31, 2013, respectively. Non-performance risk is reflected in other assets/liabilities on the balance sheet and offset through the income statement in other income.
	The determination of the classification of financial instruments in the fair value hierarchy is performed at the end of each reporting period. We consider all available information, including observable market data, indications of market liquidity and orderliness, and our understanding of the valuation techniques and significant inputs. Based upon the specific facts and circumstances of each instrument or instrument category, judgments are made regarding the significance of the unobservable inputs to the instruments’ fair value measurement in its entirety. If unobservable inputs are considered significant, the instrument is classified as Level 3. The process for determining fair value using unobservable inputs is generally more subjective and involves a high degree of management judgment and assumptions. During the three and nine months ended September 30, 2014 we had minimal movements between Levels 1 and 2.
	Level 3 Recurring Fair Value Rollforward
	The tables below present a reconciliation for all assets and liabilities measured and recognized at fair value on a recurring basis using significant unobservable inputs (Level 3). When assets and liabilities are transferred between levels, we recognize the transfer as of the end of the period.
Table 12.2: Level 3 Recurring Fair Value Rollforward
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Three Months Ended September 30, 2014
																												Net Unrealized
																												Gains (Losses)
																												Included in Net
																												Income Related to
					Total Gains (Losses)																							Assets and Liabilities
					(Realized/Unrealized)																							Still Held as of September 30, 2014(3)
(Dollars in millions)		Balance,			Included			Included			Purchases		Sales			Issuances		Settlements			Transfers		Transfers			Balance,
		July 1,			in Net			in OCI													Into		Out of			30-Sep-14
		2014			Income(1)																Level 3(2)		Level 3(2)
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	739		$	(5	)	$	3		$	0	$	(91	)	$	0	$	(16	)	$	0	$	(246	)	$	384	$	(1	)
RMBS		836			16			3			42		0			0		(24		)	79		(295		)	657		16
CMBS		449			0			(2		)	158		0			0		(34		)	0		(268		)	303		0
Other ABS		175			1			3			0		0			0		0			9		(78		)	110		1
Other securities		20			(1		)	0			0		0			0		(7		)	0		0			12		(1		)
Total securities available for sale		2,219			11			7			200		(91		)	0		(81		)	88		(887		)	1,466		15
Other assets:
Consumer MSRs		57			(2		)	0			0		0			4		(1		)	0		0			58		(2		)
Derivative assets		50			2			0			0		0			6		(8		)	0		1			51		2
Retained interest in securitizations		195			8			0			0		0			0		0			0		0			203		8
Liabilities:
Other liabilities:
Derivative liabilities		37			4			0			0		0			4		(6		)	0		0			39		4
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Three Months Ended September 30, 2013
					Total Gains (Losses)																							Net Unrealized
					(Realized/Unrealized)																							Gains (Losses)
																												Included in Net
																												Income Related to
																												Assets and Liabilities
																												Still Held as of
(Dollars in millions)		Balance,			Included			Included in OCI			Purchases		Sales			Issuances		Settlements			Transfers		Transfers			Balance,		September 30, 2013(3)
		July 1,			in  Net																Into		Out of			30-Sep-13
		2013			Income(1)																Level 3(2)		Level 3(2)
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	832		$	0		$	4		$	61	$	0		$	0	$	(19	)	$	47	$	1		$	926	$	0
RMBS		1,535			(6		)	57			85		0			0		(72		)	152		(430		)	1,321		(5		)
CMBS		461			0			(2		)	96		0			0		(4		)	48		(295		)	304		0
Other ABS		109			0			6			129		0			0		0			84		(15		)	313		0
Other securities		16			0			0			30		0			0		(6		)	0		(2		)	38		0
Total securities available for sale		2,953			(6		)	65			401		0			0		(101		)	331		(741		)	2,902		(5		)
Other assets:
Consumer MSRs		61			(5		)	0			0		0			4		(2		)	0		0			58		(5		)
Derivative assets		72			(13		)	0			0		0			4		(3		)	0		(6		)	54		(13		)
Retained interest in securitizations		198			3			0			0		0			0		0			0		0			201		3
Liabilities:
Other liabilities:
Derivative liabilities		42			4			0			0		0			3		(9		)	0		(1		)	39		4
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Nine Months Ended September 30, 2014
					Total Gains (Losses)																							Net Unrealized
					(Realized/Unrealized)																							Gains (Losses)
																												Included in Net
																												Income Related to Assets and
																												Liabilities Still Held as of
(Dollars in millions)		Balance,			Included			Included in			Purchases		Sales			Issuances		Settlements			Transfers		Transfers			Balance,		September 30, 2014(3)
		January 1,			in  Net			OCI													Into		Out of			30-Sep-14
		2014			Income(1)																Level 3(2)		Level 3(2)
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	927		$	(5	)	$	18		$	0	$	(203	)	$	0	$	(55	)	$	64	$	(362	)	$	384	$	(1	)
RMBS		1,304			53			39			1,022		0			0		(156		)	199		(1,804		)	657		53
CMBS		739			0			3			192		0			0		(64		)	66		(633		)	303		0
Other ABS		343			4			13			0		0			0		(2		)	52		(300		)	110		4
Other securities		17			(1		)	0			0		0			0		(7		)	3		0			12		(1		)
Total securities available for sale		3,330			51			73			1,214		(203		)	0		(284		)	384		(3,099		)	1,466		55
Other assets:
Consumer MSRs		69			(19		)	0			0		0			11		(3		)	0		0			58		(19		)
Derivative assets		50			5			0			0		0			13		(14		)	0		(3		)	51		5
Retained interest in securitizations		199			4			0			0		0			0		0			0		0			203		4
Liabilities:
Other liabilities:
Derivative liabilities		38			8			0			0		0			8		(14		)	0		(1		)	39		8
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Nine Months Ended September 30, 2013
					Total Gains (Losses)																							Net Unrealized
					(Realized/Unrealized)																							Gains (Losses)
																												Included in Net
(Dollars in millions)		Balance,			Included			Included in			Purchases		Sales			Issuances		Settlements			Transfers		Transfers			Balance,		Income Related to Assets and Liabilities Still Held as of September 30, 2013(3)
		January 1,			in  Net			OCI													Into		Out of			30-Sep-13
		2013			Income(1)																Level 3(2)		Level 3(2)
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	650		$	0		$	(31	)	$	272	$	0		$	0	$	(47	)	$	125	$	(43	)	$	926	$	0
RMBS		1,335			(16		)	141			277		0			0		(217		)	681		(880		)	1,321		(21		)
CMBS		587			0			(49		)	643		(10		)	0		(31		)	168		(1,004		)	304		0
Other ABS		102			(1		)	12			169		(41		)	0		(2		)	98		(24		)	313		(1		)
Other securities		15			0			0			30		0			0		(6		)	1		(2		)	38		0
Total securities available for sale		2,689			(17		)	73			1,391		(51		)	0		(303		)	1,073		(1,953		)	2,902		(22		)
Other assets:
Consumer MSRs		55			25			0			0		0			9		(5		)	0		(26		)	58		25
Derivative assets		90			(20		)	0			0		0			8		(15		)	0		(9		)	54		(20		)
Retained interest in securitization		204			(3		)	0			0		0			0		0			0		0			201		(3		)
Liabilities:
Other liabilities:
Derivative liabilities		38			15			0			0		0			13		(25		)	0		(2		)	39		15
__________
(1)	Gains (losses) related to Level 3 Consumer MSRs, derivative assets and derivative liabilities, and retained interests in securitizations are reported in other non-interest income, which is a component of non-interest income.
(2)	The transfers out of Level 3 for the three and nine months ended September 30, 2014 and 2013 were primarily driven by greater consistency among multiple pricing sources. The transfers into Level 3 were primarily driven by less consistency among vendor pricing on individual securities.
(3)	The amount presented for unrealized gains (losses) for assets still held as of the reporting date primarily represents impairments for securities available for sale, accretion on certain fixed maturity securities, change in fair value of derivative instruments and mortgage servicing rights transaction. Impairment is reported in total other-than-temporary impairment as a component of non-interest income.
Significant Level 3 Fair Value Asset and Liability Input Sensitivity
Changes in unobservable inputs may have a significant impact on fair value. Certain of these unobservable inputs will, in isolation, have a directionally consistent impact on the fair value of the instrument for a given change in that input. Alternatively, the fair value of the instrument may move in an opposite direction for a given change in another input. In general, an increase in the discount rate, default rates, loss severity and credit spreads, in isolation, would result in a decrease in the fair value measurement. In addition, an increase in default rates would generally be accompanied by a decrease in recovery rates, slower prepayment rates and an increase in liquidity spreads.
Techniques and Inputs for Level 3 Fair Value Measurements
The following table presents the significant unobservable inputs relied upon to determine the fair values of our recurring Level 3 financial instruments. We utilize multiple third-party pricing services to obtain fair value measures for our securities. Several of our third-party pricing services are only able to provide unobservable input information for a limited number of securities due to software licensing restrictions. Other third-party pricing services are able to provide unobservable input information for all securities for which they provide a valuation. As a result, the unobservable input information for the securities available for sale presented below represents a composite summary of all information we are able to obtain for a majority of our securities. The unobservable input information for all other Level 3 financial instruments is based on the assumptions used in our internal valuation models.
Table 12.3: Quantitative Information about Level 3 Fair Value Measurements
Quantitative Information about Level 3 Fair Value Measurements
(Dollars in millions)		Fair Value at September 30,			Significant		Significant	Range		Weighted
		2014			Valuation		Unobservable			Average
					Techniques		Inputs
Assets:
Securities available for sale:
RMBS		$	657		Discounted cash flows (3rd party pricing)		Yield	0-23%		6%
							Constant prepayment rate	0-23%		3%
							Default rate	0-11%		5%
							Loss severity	0-80%		49%
CMBS		303			Discounted cash flows (3rd party pricing)		Yield	0-4%		1%
							Constant prepayment rate	0-100%		4%
Other ABS		110			Discounted cash flows (3rd party pricing)		Yield	5-7%		6%
							Constant prepayment rate	0-4%		3%
							Default rate	3-10%		6%
							Loss severity	49-88%		75%
U.S. government guaranteed debt and other securities		396			Discounted cash flows (3rd party pricing)		Yield	1-3%		2%
Other assets:
Consumer MSRs		58			Discounted cash flows		Total prepayment rate	10-27%		16%
							Discount rate	10-21%		13%
							Servicing cost ($ per loan)	$62.07-$185.22		$75.95
Derivative assets		51			Discounted cash flows		Swap rates	3%		3%
Retained interests in securitization(1)		203			Discounted cash flows		Life of receivables (months) Constant prepayment rate	28-82		N/A
							Discount rate	1-11%
							Default rate	4-12%
							Loss severity	2-7%
								17-111%
Liabilities:
Other liabilities:
Derivative liabilities		39			Discounted cash flows		Swap rates	3%		3%
Quantitative Information about Level 3 Fair Value Measurements
(Dollars in millions)		Fair Value at December 31,			Significant		Significant	Range		Weighted
		2013			Valuation		Unobservable			Average
					Techniques		Inputs
Assets:
Securities available for sale:
RMBS		$	1,304		Discounted cash flows (3rd party pricing)		Yield	0-23%		5%
							Constant prepayment rate	0-21%		5%
							Default rate	0-18%		8%
							Loss severity	0-95%		49%
CMBS		739			Discounted cash flows (3rd party pricing)		Yield	1-4%		2%
							Constant prepayment rate	0-20%		3%
Other ABS		343			Discounted cash flows (3rd party pricing)		Yield	1-8%		3%
							Constant prepayment rate	1-6%		2%
							Default rate	1-19%		12%
							Loss severity	44-80%		69%
U.S. government guaranteed debt and other securities		944			Discounted cash flows (3rd party pricing)		Yield	0-3%		2%
Other assets:
Consumer MSRs		69			Discounted cash flows		Total prepayment rate	9-32%		14%
							Discount rate	10-17%		11%
							Servicing cost ($ per loan)	$81.39-$393.52		$89.32
Derivative assets		50			Discounted cash flows		Swap rates	3-4%		4%
Retained interests in securitization(1)		199			Discounted cash flows		Life of receivables (months) Constant prepayment rate	34-101		N/A
							Discount rate	2-7%
							Default rate	5-14%
							Loss severity	2-7%
								15-89%
Liabilities:
Other liabilities:
Derivative liabilities		38			Discounted cash flows		Swap rates	3-4%		4%
__________
(1)	Due to the nature of the various mortgage securitization structures in which we have retained interests, it is not meaningful to present a consolidated weighted average for the significant unobservable inputs.
Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis
We are required to measure and recognize certain other assets at fair value on a nonrecurring basis in the consolidated balance sheets. These assets are not measured at fair value on an ongoing basis but are subject to fair value adjustments in certain circumstances (for example, from the application of LOCOM accounting or when we evaluate for impairment). The following table presents the carrying amount of the assets measured at fair value on a nonrecurring basis and still held as of September 30, 2014 and December 31, 2013, and for which a nonrecurring fair value measurement was recorded during the nine and twelve months then ended:
Table 12.4: Nonrecurring Fair Value Measurements Related to Assets Still Held at Period End
		September 30, 2014
		Estimated Fair Value Hierarchy									Total
(Dollars in millions)		Level 1			Level 2			Level 3
Assets:
Loans held for investment		$	0		$	0		$	120		$	120
Loans held for sale		0			98			0			98
Other assets(1)		0			0			63			63
Total		$	0		$	98		$	183		$	281
		December 31, 2013
		Estimated Fair Value Hierarchy									Total
(Dollars in millions)		Level 1			Level 2			Level 3
Assets:
Loans held for investment		$	0		$	0		$	84		$	84
Loans held for sale		0			145			0			145
Other assets(1)		0			0			64			64
Total		$	0		$	145		$	148		$	293
__________
(1)	Includes foreclosed property and repossessed assets of $51 million and long-lived assets held for sale of $12 million as of September 30, 2014. Comparatively, includes foreclosed property and repossessed assets of $42 million and long-lived assets held for sale of $22 million as of December 31, 2013.
In the above table, loans held for investment primarily include nonperforming loans for which specific reserves or charge-offs have been recognized. These loans are classified as Level 3 as they are valued based in part on the estimated fair value of the underlying collateral and the non-recoverable rate, which is considered to be a significant unobservable input. Collateral fair value sources include the appraisal value obtained from independent appraisers, broker pricing opinions, or other available market information. The non-recoverable rate ranged from 0% to 100%, with a weighted average of 28%, and from 0% to 42%, with a weighted average of 13% as of September 30, 2014 and December 31, 2013, respectively. The fair value of the other assets classified as Level 3 is determined based on appraisal value or listing price which involves significant judgment; the significant unobservable inputs and related quantitative information are not meaningful to disclose as they vary significantly across properties and collateral.
The following table presents total nonrecurring fair value measurements for the period, included in earnings, attributable to the change in fair value relating to assets that are still held at September 30, 2014 and 2013.
Table 12.5: Nonrecurring Fair Value Measurements Included in Earnings Related to Assets Still Held at Period End
		Total Gains (Losses)
		Nine Months Ended September 30,
(Dollars in millions)		2014			2013
Assets:
Loans held for investment		$	(19	)	$	(27	)
Loans held for sale		0			0
Other assets(1)		(6		)	(16		)
Total		$	(25	)	$	(43	)
__________
(1)	Includes the gains and losses related to foreclosed property and repossessed assets and long-lived assets held for sale.
Fair Value of Financial Instruments
The following reflects the fair value of financial instruments, whether or not recognized on the consolidated balance sheets at fair value, as of September 30, 2014 and December 31, 2013:
Table 12.6: Fair Value of Financial Instruments
		September 30, 2014						Estimated Fair Value Hierarchy
(Dollars in millions)		Carrying			Estimated			Level 1			Level 2		Level 3
		Amount			Fair Value
Financial assets:
Cash and cash equivalents		$	6,148		$	6,148		$	6,148		$	0	$	0
Restricted cash for securitization investors		405			405			405			0		0
Securities available for sale		39,665			39,665			4,373			33,826		1,466
Securities held to maturity		22,182			22,928			0			22,770		158
Net loans held for investment		197,380			201,441			0			0		201,441
Loans held for sale		427			431			0			431		0
Interest receivable		1,268			1,268			0			1,268		0
Derivative assets		836			836			0			785		51
Retained interests in securitizations		203			203			0			0		203
Financial liabilities:
Non-interest bearing deposits		$	25,388		$	25,388		$	25,388		$	0	$	0
Interest-bearing deposits		178,876			172,688			0			11,341		161,347
Securitized debt obligations		10,508			10,654			0			10,654		0
Senior and subordinated notes		18,534			19,075			0			19,075		0
Federal funds purchased and securities loaned or sold under agreements to repurchase		2,330			2,330			2,330			0		0
Other borrowings		10,871			10,876			0			10,876		0
Interest payable		249			249			0			249		0
Derivative liabilities		369			369			1			329		39
		December 31, 2013						Estimated Fair Value Hierarchy
(Dollars in millions)		Carrying			Estimated			Level 1			Level 2		Level 3
		Amount			Fair Value
Financial assets:
Cash and cash equivalents		$	6,291		$	6,291		$	6,291		$	0	$	0
Restricted cash for securitization investors		874			874			874			0		0
Securities available for sale		41,800			41,800			960			37,510		3,330
Securities held to maturity		19,132			19,185			0			18,895		290
Net loans held for investment		192,884			198,138			0			0		198,138
Loans held for sale		218			219			0			219		0
Interest receivable		1,418			1,418			0			1,418		0
Derivatives assets		959			959			3			906		50
Retained interests in securitizations		199			199			0			0		199
Financial liabilities:
Non-interest bearing deposits		$	22,643		$	22,643		$	22,643		$	0	$	0
Interest-bearing deposits		181,880			175,516			0			14,346		161,170
Securitized debt obligations		10,289			11,081			0			10,835		246
Senior and subordinated notes		13,134			13,715			0			13,715		0
Federal funds purchased and securities loaned or sold under agreements to repurchase		915			915			915			0		0
Other borrowings		16,316			16,324			0			16,324		0
Interest payable		307			307			0			307		0
Derivatives liabilities		710			710			4			668		38
The following describes the valuation techniques used in estimating the fair value of our financial instruments as of September 30, 2014 and December 31, 2013. We applied the fair value provisions to the financial instruments not recognized on the consolidated balance sheets at fair value, which include securities held to maturity, loans held for investment, loans held for sale, interest receivable, interest-bearing deposits, securitized debt obligations, other borrowings and senior and subordinated notes. The provisions requiring us to maximize the use of observable inputs and to measure fair value using a notion of exit price were factored into our selection of inputs for our established valuation techniques.
Cash and Cash Equivalents
The carrying amounts of cash and due from banks, federal funds sold and securities purchased under agreements to resell and interest-bearing deposits with banks approximate fair value.
Restricted Cash for Securitization Investors
The carrying amounts of restricted cash for securitization investors approximate their fair value due to their relatively short-term nature.
Investment Securities
Quoted prices in active markets are used to measure the fair value of U.S. Treasury debt obligations. For other investment categories, we utilize multiple third-party pricing services to obtain fair value measurements for the large majority of our securities. A pricing service may be considered as the primary pricing provider for certain types of securities, and the designation of the primary pricing provider may vary depending on the type of securities. The determination of the primary pricing provider is based on our experience and validation benchmark of the pricing service’s performance in terms of providing fair value measurements for the various types of securities.
Certain securities are classified as Level 2 and 3, the majority of which are collateralized mortgage obligations and mortgage-backed securities. Level 2 and 3 classifications indicate that significant valuation assumptions are not consistently observable in the market. When significant assumptions are not consistently observable, fair values are derived using the best available data. Such data may include quotes provided by a dealer, the use of external pricing services, independent pricing models, or other model-based valuation techniques such as calculation of the present values of future cash flows incorporating assumptions such as benchmark yields, spreads, prepayment speeds, credit ratings, and losses. The techniques used by the pricing services utilize observable market data to the extent available. Pricing models may be used, which can vary by asset class and may incorporate available trade, bid and other market information. Across asset classes, information such as trader/dealer input, credit spreads, forward curves, and prepayment speeds are used to help determine appropriate valuations. Because many fixed income securities do not trade on a daily basis, the evaluated pricing applications may apply available information through processes such as benchmarking curves, like securities, sector groupings, and matrix pricing to prepare valuations. In addition, model processes are used by the pricing services to develop prepayment and interest rate scenarios.
We validate the pricing obtained from the primary pricing providers through comparison of pricing to additional sources, including other pricing services, dealer pricing indications in transaction results, and other internal sources. Pricing variances among different pricing sources are analyzed and validated. Additionally, on an on-going basis, we may select a sample of securities and test the third-party valuation by obtaining more detailed information about the pricing methodology, sources of information, and assumptions used to value the securities.
The significant unobservable inputs used in the fair value measurement of our residential, asset-backed and commercial securities include yield, prepayment rate, default rate and loss severity in the event of default. Significant increases or decreases in any of those inputs in isolation or combination would result in a significant change in fair value measurement. Generally, an increase in the yield assumption will result in a decrease in fair value measurement, however, an increase or decrease in prepayment rate, default rate or loss severity may have a different impact on the fair value given various characteristics of the security including the capital structure of the deal, credit enhancement for the security or other factors.
Net Loans Held For Investment
Loans held for investment that are individually impaired are carried at the lower of cost or fair value of the underlying collateral, less the estimated cost to sell. The fair values of credit card loans, installment loans, auto loans, home loans and commercial loans are estimated using a discounted cash flow method, which is a form of the income approach. Discount rates are determined considering rates at which similar portfolios of loans would be made under current conditions and considering liquidity spreads applicable to each loan portfolio based on the secondary market. The fair value of credit card loans excludes any value related to customer account relationships. For those loans held for investment that are recorded at fair value within our consolidated balance sheets on a nonrecurring basis, the fair value is determined using appraisal values that are obtained from independent appraisers, broker pricing opinions or other available market information, adjusted for the estimated costs to transact the sale.
Due to the use of significant unobservable inputs, loans held for investment are classified as Level 3 under the fair value hierarchy. Fair value adjustments for individually impaired collateralized loans held for investment are recorded in provision for credit losses on the consolidated statements of income.
Loans Held For Sale
Loans held for sale are carried at the lower of aggregate cost, net of deferred fees and deferred origination costs, or fair value. We originate loans with the intent to sell to government sponsored enterprises as part of a delegated underwriting and servicing (“DUS”) program. For DUS commercial loans, we believe the fair value approximates par value as this is the contractual price we receive from the purchaser. For all other loans classified as held for sale, the fair value is determined using a discounted cash flow model or current secondary market prices for loan pools with similar characteristics. Loans held for sale that are valued at par or using a discounted cash flow model are classified as Level 2. Fair value adjustments to loans held for sale are recorded in other non-interest income on our consolidated statements of income.
Interest Receivable
The carrying amount of interest receivable approximates the fair value of this asset due to its relatively short-term nature.
Derivative Assets and Liabilities
We use both exchange-traded derivatives and OTC derivatives to manage our interest rate and foreign currency risk exposure. Quoted market prices are available and used for our exchange-traded derivatives, which we classify as Level 1. However, substantially all of our derivatives are traded in OTC markets where quoted market prices are not always readily available. Therefore, we value most OTC derivatives using valuation techniques, which include internally-developed models. We primarily rely on market observable inputs for our models, such as interest rate yield curves, credit curves, option volatility and currency rates, that vary depending on the type of derivative and nature of the underlying rate, price or index upon which the derivative’s value is based. Where model inputs can be observed in a liquid market and the model does not require significant judgment, such derivatives are typically classified as Level 2 of the fair value hierarchy. When instruments are traded in less liquid markets and significant inputs are unobservable, such as interest rate swaps whose remaining terms do not correlate with market observable interest rate yield curves, the derivatives are classified as Level 3.
The impact of counterparty non-performance risk is considered when measuring the fair value of derivative assets. These derivatives are included in other assets on the balance sheet.
We validate the pricing obtained from the internal models through comparison of pricing to additional sources, including external valuation agents and other internal sources. Pricing variances among different pricing sources are analyzed and validated.
Mortgage Servicing Rights
We record consumer MSRs at fair value on a recurring basis, while commercial MSRs are subsequently measured at amortized cost with impairment recognized as a reduction in other non-interest income. MSRs do not trade in an active market with readily observable prices. Accordingly, we determine the fair value of MSRs using a valuation model that calculates the present value of estimated future net servicing income. The model incorporates assumptions that market participants use in estimating future net servicing income, including estimates of prepayment speeds, discount rate, cost to service, contractual servicing fee income, ancillary income and late fees. Fair value measurements of MSRs use significant unobservable inputs and, accordingly, are classified as Level 3.
Retained Interests in Securitizations
We have retained interests in various mortgage securitization deals from previous acquisitions. Our retained interest includes rights to future cash flows arising from the receivables, the most significant being certificated interest-only bonds issued by the trust. We record our interest in these deals at fair value using valuation models to calculate the present value of future income. The model incorporates various assumptions that market participants use in estimating future income including weighted-average life, constant prepayment rate, discount rate, default rate and severity.
Other Assets
Included in other assets are foreclosed property, other repossessed assets and long-lived assets held for sale. Foreclosed property and other repossessed assets are carried at the lower of the carrying amount or fair value less costs to sell. The fair value is determined based on the appraisal value or listing price of the property or collateral provided by independent appraisers, and is adjusted for the estimated costs to transact the sale. Due to the use of significant unobservable inputs, foreclosed property is classified as Level 3 under the fair value hierarchy. Fair value adjustments for foreclosed property are recorded in other non-interest expense on the consolidated statements of income. Foreclosed property and repossessed assets, which we report on our consolidated balance sheets under other assets, totaled $129 million and $167 million, respectively, as of September 30, 2014, compared with $113 million and $160 million, respectively, as of December 31, 2013.
Long-lived assets held for sale are also subject to fair value measurement on a nonrecurring basis, and carried at the lower of their carrying amount or fair value less costs to sell. The fair value is determined based on the appraisal value or listing price of the property or collateral provided by independent appraisers, and is adjusted for the estimated costs to transact the sale. Due to the use of significant unobservable inputs, long-lived assets held for sale are classified as Level 3 under the fair value hierarchy. Fair value adjustments for long-lived assets are recorded in other non-interest expense on the consolidated statements of income.
Non-Interest Bearing Deposits
The carrying amount of non-interest bearing deposits approximates fair value.
Interest-bearing Deposits
The fair value of interest-bearing deposits is determined based on discounted expected cash flows using discount rates consistent with current market rates for similar products with similar remaining terms.
Securitized Debt Obligations
We utilized multiple third-party pricing services to obtain fair value measurements for the large majority of our securitized debt obligations. The techniques used by the pricing services utilize observable market data to the extent available; and pricing models may be used which incorporate available trade, bid and other market information as described in the above section. We used internal pricing models, discounted cash flow models or similar techniques to estimate the fair value of certain securitization trusts where third-party pricing was not available.
Senior and Subordinated Notes
We engage multiple third-party pricing services in order to estimate the fair value of senior and subordinated notes. The pricing service utilizes a pricing model that incorporates available trade, bid and other market information. It also incorporates spread assumptions, volatility assumptions and relevant credit information into the pricing models.
Federal Funds Purchased and Securities Loaned or Sold under Agreements to Repurchase and Other Borrowings
The carrying amount of federal funds purchased and repurchase agreements approximates fair value. The fair value of FHLB advances is determined based on discounted expected cash flows using discount rates consistent with current market rates for FHLB advances with similar remaining terms.
Interest Payable
The carrying amount of interest payable approximates the fair value of this liability due to its relatively short-term nature.

Business_Segments

Business Segments	9 Months Ended
	Sep. 30, 2014
Segment Reporting [Abstract]	'
Business Segments	'
	NOTE 13—BUSINESS SEGMENTS
	Our principal operations are currently organized into three major business segments, which are defined based on the products and services provided or the type of customer served: Credit Card, Consumer Banking and Commercial Banking. The operations of acquired businesses have been integrated into our existing business segments. Certain activities that are not part of a segment, such as management of our corporate investment portfolio and asset/liability management by our centralized Corporate Treasury group, are included in the Other category.
	Basis of Presentation
	We report the results of each of our business segments on a continuing operations basis. See “Note 2—Discontinued Operations” for a discussion of discontinued operations. The results of our individual businesses reflect the manner in which management evaluates performance and makes decisions about funding our operations and allocating resources.
	Business Segment Reporting Methodology
	The results of our business segments are intended to reflect each segment as if it were a stand-alone business. Our internal management and reporting process used to derive our segment results employs various allocation methodologies, including funds transfer pricing, to assign certain balance sheet assets, deposits and other liabilities and their related revenue and expenses directly or indirectly attributable to each business segment. Our funds transfer pricing process provides a funds credit for sources of funds, such as deposits generated by our Consumer Banking and Commercial Banking businesses, and a funds charge for the use of funds by each segment. Due to the integrated nature of our business segments, estimates and judgments have been made in allocating certain revenue and expense items. Transactions between segments are based on specific criteria or approximate third-party rates. We regularly assess the assumptions, methodologies and reporting classifications used for segment reporting, which may result in the implementation of refinements or changes in future periods. We provide additional information on the allocation methodologies used to derive our business segment results in “Note 19—Business Segments” in our 2013 Form 10-K.
	Segment Results and Reconciliation
	We may periodically change our business segments or reclassify business segment results based on modifications to our management reporting methodologies and changes in organizational alignment.
	The following tables present our business segment results for the three and nine months ended September 30, 2014 and 2013, selected balance sheet data as of September 30, 2014 and 2013, and a reconciliation of our total business segment results to our reported consolidated income from continuing operations, assets and deposits. Prior period amounts have been recast to conform to the current period.
	Table 13.1: Segment Results and Reconciliation
			Three Months Ended September 30, 2014
	(Dollars in millions)		Credit		Consumer		Commercial			Other(1)			Consolidated
			Card		Banking		Banking(1)						Total(1)
	Net interest income		$	2,627	$	1,425	$	439		$	6		$	4,497
	Non-interest income		846		179		122			(5		)	1,142
	Total net revenue		3,473		1,604		561			1			5,639
	Provision (benefit) for credit losses		787		198		9			(1		)	993
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization		90		0		0			0			90
	Core deposit intangible amortization		0		26		5			0			31
	Total PCCR and core deposit intangible amortization		90		26		5			0			121
	Other non-interest expense		1,640		930		263			31			2,864
	Total non-interest expense		1,730		956		268			31			2,985
	Income (loss) from continuing operations before income taxes		956		450		284			(29		)	1,661
	Income tax provision (benefit)		332		161		102			(59		)	536
	Income from continuing operations, net of tax		$	624	$	289	$	182		$	30		$	1,125
	Period-end total loans held for investment		$	80,631	$	71,061	$	49,788		$	112		$	201,592
	Period-end total deposits		0		167,624		31,918			4,722			204,264
			Three Months Ended September 30, 2013
	(Dollars in millions)		Credit		Consumer		Commercial			Other(1)			Consolidated
			Card		Banking		Banking(1)						Total(1)
	Net interest income (expense)		$	2,757	$	1,481	$	424		$	(102	)	$	4,560
	Non-interest income		834		184		87			(14		)	1,091
	Total net revenue (loss)		3,591		1,665		511			(116		)	5,651
	Provision (benefit) for credit losses		617		202		31			(1		)	849
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization		106		0		0			0			106
	Core deposit intangible amortization		0		34		6			0			40
	Total PCCR and core deposit intangible amortization		106		34		6			0			146
	Other non-interest expense		1,798		893		222			50			2,963
	Total non-interest expense		1,904		927		228			50			3,109
	Income (loss) from continuing operations before income taxes		1,070		536		252			(165		)	1,693
	Income tax provision (benefit)		376		191		90			(82		)	575
	Income (loss) from continuing operations, net of tax		$	694	$	345	$	162		$	(83	)	$	1,118
	Period-end total loans held for investment		$	77,967	$	71,285	$	42,399		$	163		$	191,814
	Period-end total deposits		0		168,437		30,592			7,805			206,834
			Nine Months Ended September 30, 2014
	(Dollars in millions)		Credit		Consumer		Commercial			Other(1)			Consolidated
			Card		Banking		Banking(1)						Total(1)
	Net interest income (expense)		$	7,613	$	4,289	$	1,296		$	(36	)	$	13,162
	Non-interest income		2,470		499		318			28			3,315
	Total net revenue (loss)		10,083		4,788		1,614			(8		)	16,477
	Provision (benefit) for credit losses		1,894		481		61			(4		)	2,432
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization		282		0		0			0			282
	Core deposit intangible amortization		0		84		16			0			100
	Total PCCR and core deposit intangible amortization		282		84		16			0			382
	Other non-interest expense		4,893		2,740		774			107			8,514
	Total non-interest expense		5,175		2,824		790			107			8,896
	Income (loss) from continuing operations before income taxes		3,014		1,483		763			(111		)	5,149
Income tax provision (benefit)		1,054		530		273			(161		)	1,696
Income from continuing operations, net of tax		$	1,960	$	953	$	490		$	50		$	3,453
Period-end total loans held for investment		$	80,631	$	71,061	$	49,788		$	112		$	201,592
Period-end total deposits		0		167,624		31,918			4,722			204,264
		Nine Months Ended September 30, 2013
(Dollars in millions)		Credit		Consumer		Commercial			Other(1)			Consolidated
		Card		Banking		Banking(1)						Total(1)
Net interest income (expense)		$	8,391	$	4,437	$	1,227		$	(372	)	$	13,683
Non-interest income		2,487		554		264			(148		)	3,157
Total net revenue (loss)		10,878		4,991		1,491			(520		)	16,840
Provision (benefit) for credit losses		2,073		444		(18		)	(3		)	2,496
Non-interest expense:
Amortization of intangibles:
PCCR intangible amortization		332		0		0			0			332
Core deposit intangible amortization		0		106		21			0			127
Total PCCR and core deposit intangible amortization		332		106		21			0			459
Other non-interest expense		5,239		2,621		656			143			8,659
Total non-interest expense		5,571		2,727		677			143			9,118
Income (loss) from continuing operations before income taxes		3,234		1,820		832			(660		)	5,226
Income tax provision (benefit)		1,135		648		296			(332		)	1,747
Income (loss) from continuing operations, net of tax		$	2,099	$	1,172	$	536		$	(328	)	$	3,479
Period-end total loans held for investment		$	77,967	$	71,285	$	42,399		$	163		$	191,814
Period-end total deposits		0		168,437		30,592			7,805			206,834
__________
(1)	In the first quarter of 2014, we adopted the proportional amortization method of accounting for Investments in Qualified Affordable Housing Projects. See “Note 1—Summary of Significant Accounting Policies” for expanded discussion. Prior periods have been recast to conform to this presentation.

Commitments_Contingencies_Guar

Commitments, Contingencies, Guarantees, and Others	9 Months Ended
	Sep. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Commitments, Contingencies, Guarantees, and Others	'
	NOTE 14—COMMITMENTS, CONTINGENCIES, GUARANTEES, AND OTHERS
	Guarantees
	We have credit exposure on agreements that we entered into to absorb a portion of the risk of loss on certain manufactured housing securitizations issued by GreenPoint Credit, LLC in 2000. Our maximum credit exposure related to these agreements totaled $14 million and $16 million as of September 30, 2014 and December 31, 2013, respectively. These agreements are recorded on our consolidated balance sheets as a component of other liabilities. The value of our obligations under these agreements was $14 million and $15 million as of September 30, 2014 and December 31, 2013, respectively.
	See “Note 6—Variable Interest Entities and Securitizations” for additional information about our manufactured housing securitization transactions.
	Letters of Credit and Loss Sharing Agreements
	We issue letters of credit (financial standby, performance standby and commercial) to meet the financing needs of our customers. Standby letters of credit are conditional commitments issued by us to guarantee the performance of a customer to a third party in a borrowing arrangement. Commercial letters of credit are short-term commitments issued primarily to facilitate trade finance activities for customers and are generally collateralized by the goods being shipped to the client. Collateral requirements are similar to those for funded transactions and are established based on management’s credit assessment of the customer. Management conducts regular reviews of all outstanding letters of credit and customer acceptances, and the results of these reviews are considered in assessing the adequacy of our allowance for loan and lease losses.
	On November 1, 2013, we acquired Beech Street Capital, a privately-held, DUS lender that originates multifamily commercial real estate loans with the intent to sell them to a government-sponsored enterprise (“GSE”). We enter into loss sharing agreements with Fannie Mae upon the sale of the DUS commercial loans. Under these agreements, we share losses on the covered loans with Fannie Mae on a pari passu basis over the life of the loans. At inception, we record a liability representing the fair value of our obligation which is subsequently amortized as we are released from risk of payment under the loss sharing agreement. If payment under the loss sharing agreement becomes probable and estimable, an additional liability may be recorded on the consolidated balance sheets and a non-interest expense may be recognized on the consolidated statements of income. The associated MSRs will also be reviewed for impairment annually.
	We had standby letters of credit and commercial letters of credit with contractual amounts of $2.1 billion and $2.0 billion as of September 30, 2014 and December 31, 2013. The carrying value of outstanding letters of credit, which we include in other liabilities on our consolidated balance sheets, was $3 million and $4 million as of September 30, 2014 and December 31, 2013, respectively. These financial guarantees had expiration dates ranging from 2014 to 2025 as of September 30, 2014. The amount of liability recognized on our balance sheet for Fannie Mae and other loss sharing agreements was $34 million and $14 million as of September 30, 2014 and December 31, 2013, respectively. No additional collateral or recourse provisions exist to reduce this exposure.
	U.K. Cross Sell
	In the U.K., we previously sold payment protection insurance (“PPI”) and other ancillary cross sell products. In response to an elevated level of customer complaints across the industry, heightened media coverage and pressure from consumer advocacy groups, the U.K. Financial Conduct Authority (“FCA”) investigated and raised concerns about the way some companies have handled complaints related to the sale of these insurance policies. In connection with this matter, we have established a reserve related to U.K. cross sell products, including PPI, which totaled $167 million and $169 million as of September 30, 2014 and December 31, 2013, respectively. Capital One continues to learn from interactions with the relevant stakeholders and engages with them as appropriate regarding our approach to determining the amount of customer refunds, where appropriate. As such, we have updated our calculation used to determine PPI customer refunds, which resulted in a $23 million addition to the reserve in the three months ended September 30, 2014. The addition to the reserve this quarter has been more than offset by a combination of utilization of the reserve through customer refund payments and foreign exchange movements.
	Mortgage Representation and Warranty Liabilities
	We acquired three subsidiaries that originated residential mortgage loans and sold these loans to various purchasers, including purchasers who created securitization trusts. These subsidiaries are Capital One Home Loans, LLC, which was acquired in February 2005; GreenPoint, which was acquired in December 2006 as part of the North Fork acquisition; and CCB, which was acquired in February 2009 and subsequently merged into CONA (collectively, “the subsidiaries”).
	In connection with their sales of mortgage loans, the subsidiaries entered into agreements containing varying representations and warranties about, among other things, the ownership of the loan, the validity of the lien securing the loan, the loan’s compliance with any applicable loan criteria established by the purchaser, including underwriting guidelines and the existence of mortgage insurance, and the loan’s compliance with applicable federal, state and local laws. The representations and warranties do not address the credit performance of the mortgage loans, but mortgage loan performance often influences whether a claim for breach of representation and warranty will be asserted and has an effect on the amount of any loss in the event of a breach of a representation or warranty.
	Each of these subsidiaries may be required to repurchase mortgage loans in the event of certain breaches of these representations and warranties. In the event of a repurchase, the subsidiary is typically required to pay the unpaid principal balance of the loan together with interest and certain expenses (including, in certain cases, legal costs incurred by the purchaser and/or others). The subsidiary then recovers the loan or, if the loan has been foreclosed, the underlying collateral. The subsidiary is exposed to any losses on the repurchased loans after giving effect to any recoveries on the collateral. In some instances, rather than repurchase the loans, a subsidiary may agree to make cash payments to make an investor whole on losses or to settle repurchase claims, possibly including claims for attorneys’ fees and interest. In addition, our subsidiaries may be required to indemnify certain purchasers and others against losses they incur as a result of certain breaches of representations and warranties.
	These subsidiaries, in total, originated and sold to non-affiliates approximately $111 billion original principal balance of mortgage loans between 2005 and 2008, which are the years (or “vintages”) with respect to which our subsidiaries have received the vast majority of the repurchase requests and other related claims.
	The following table presents the original principal balance of mortgage loan originations, by vintage for 2005 through 2008, for the three general categories of purchasers of mortgage loans and the estimated unpaid principal balance as of September 30, 2014 and December 31, 2013:
	Table 14.1: Unpaid Principal Balance of Mortgage Loans Originated and Sold to Third Parties Based on Category of Purchaser
			Estimated Unpaid Principal Balance						Original Principal Balance
	(Dollars in billions)		September 30, 2014			December 31, 2013			Total			2008			2007		2006		2005
	Government-sponsored enterprises (“GSEs”)		$	3		$	3		$	11		$	1		$	4	$	3	$	3
	Insured Securitizations		4			5			20			0			2		8		10
	Uninsured Securitizations and Other		17			18			80			3			15		30		32
	Total		$	24		$	26		$	111		$	4		$	21	$	41	$	45
	Between 2005 and 2008, our subsidiaries sold an aggregate amount of $11 billion in original principal balance mortgage loans to the GSEs.
	Of the $20 billion in original principal balance of mortgage loans sold directly by our subsidiaries to private-label purchasers who placed the loans into securitizations supported by bond insurance (“Insured Securitizations”), approximately 48% of the original principal balance was covered by bond insurance. Further, approximately $16 billion original principal balance was placed in securitizations as to which the monoline bond insurers have made repurchase requests or loan file requests to one of our subsidiaries (“Active Insured Securitizations”) and the remaining approximately $4 billion original principal balance was placed in securitizations as to which the monoline bond insurers have not made repurchase requests or loan file requests to one of our subsidiaries (“Inactive Insured Securitizations”). Insured Securitizations often allow the monoline bond insurer to act independently of the investors. Bond insurers typically have indemnity agreements directly with both the mortgage originators and the securitizers, and they often have super-majority rights within the trust documentation that allow them to direct trustees to pursue mortgage repurchase requests without coordination with other investors.
	Because we do not service most of the loans our subsidiaries sold to others, we do not have complete information about the current ownership of a portion of the $80 billion in original principal balance of mortgage loans not sold directly to GSEs or placed in Insured Securitizations. We have determined based on information obtained from third-party databases that about $48 billion original principal balance of these mortgage loans is currently held by private-label publicly issued securitizations not supported by bond insurance (“Uninsured Securitizations”). An additional approximately $22 billion original principal balance of mortgage loans were initially sold to private investors as whole loans. Various known and unknown investors purchased the remaining $10 billion original principal balance of mortgage loans.
	With respect to the $111 billion in original principal balance of mortgage loans originated and sold to others between 2005 and 2008, we estimate that approximately $24 billion in unpaid principal balance remains outstanding as of September 30, 2014, of which approximately $5 billion in unpaid principal balance is at least 90 days delinquent. Approximately $21 billion in losses have been realized by third parties. Because we do not service most of the loans we sold to others, we do not have complete information about the underlying credit performance levels for some of these mortgage loans. These amounts reflect our best estimates, including extrapolations of underlying credit performance where necessary. These estimates could change as we get additional data or refine our analysis.
	The subsidiaries had open repurchase requests relating to approximately $2.7 billion original principal balance of mortgage loans as of September 30, 2014, compared with $2.8 billion as of December 31, 2013. Currently, repurchase demands predominantly relate to the 2006 and 2007 vintages. We have received relatively few repurchase demands from the 2008 and 2009 vintages, mostly because GreenPoint ceased originating mortgages in August 2007.
	The following table presents information on pending repurchase requests by counterparty category and timing of initial repurchase request. The amounts presented are based on original loan principal balances.
	Table 14.2: Open Pipeline All Vintages (all entities)(1)
	(Dollars in millions) (All amounts are Original Principal Balance)		GSEs			Insured			Uninsured			Total
						Securitizations			Securitizations
									and Other
	Open claims as of December 31, 2012		$	59		$	1,579		$	781		$	2,419
	Gross new demands received		203			40			391			634
	Loans repurchased/made whole		(49		)	(5		)	(27		)	(81		)
	Demands rescinded		(124		)	0			(23		)	(147		)
	Open claims as of December 31, 2013		89			1,614			1,122			2,825
	Gross new demands received		19			1			740			760
	Loans repurchased/made whole		(28		)	0			(3		)	(31		)
	Demands rescinded		(61		)	(745		)	(12		)	(818		)
	Open claims as of September 30, 2014		$	19		$	870		$	1,847		$	2,736
	__________
	(1)	The open pipeline includes all repurchase requests ever received by our subsidiaries where either the requesting party has not formally rescinded the repurchase request and where our subsidiary has not agreed to either repurchase the loan at issue or make the requesting party whole with respect to its losses. Accordingly, repurchase requests denied by our subsidiaries and not pursued by the counterparty remain in the open pipeline, with the exception of certain aged repurchase requests submitted by parties without contractual standing to pursue such requests, which may be removed from the pipeline. Finally, the amounts reflected in this chart are the original principal balance amounts of the mortgage loans at issue and do not correspond to the losses our subsidiary would incur upon the repurchase of these loans.
	The following table summarizes changes in our representation and warranty reserves for the three and nine months ended September 30, 2014 and 2013:
	Table 14.3: Changes in Representation and Warranty Reserve
			Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars in millions)		2014			2013			2014			2013
	Representation and warranty repurchase reserve, beginning of period(1)		$	1,012		$	1,156		$	1,172		$	899
	Provision (benefit) for mortgage representation and warranty losses:
	Recorded in continuing operations		0			(13		)	(15		)	(27		)
	Recorded in discontinued operations		70			9			34			303
	Total provision (benefit) for mortgage representation and warranty losses		70			(4		)	19			276
	Net realized losses		(2		)	(7		)	(111		)	(30		)
	Representation and warranty repurchase reserve, end of period(1)		$	1,080		$	1,145		$	1,080		$	1,145
	__________
	(1)	Reported on our consolidated balance sheets as a component of other liabilities.
	As indicated in the table below, most of the reserves relate to the $27 billion in original principal balance of mortgage loans sold directly to the GSEs or to the Active Insured Securitizations.
	Table 14.4: Allocation of Representation and Warranty Reserve
			Reserve Liability						Loans Sold
	(Dollars in millions, except for loans sold)		September 30, 2014			December 31, 2013			2005 to 2008(1)
	Selected period-end data:
	GSEs and Active Insured Securitizations		$	797		$	965		$	27
Inactive Insured Securitizations and Others		283			207			84
Total		$	1,080		$	1,172		$	111
___________
(1)	Reflects, in billions, the total original principal balance of mortgage loans originated by our subsidiaries and sold to third-party investors between 2005 and 2008.
In establishing reserves for the $11 billion original principal balance of GSE loans, we rely on the historical relationship between GSE loan losses and repurchase outcomes for each GSE, adjusted for any settlements, to estimate: (1) the percentage of current and future GSE loan defaults that we anticipate will result in repurchase requests from the GSEs over the lifetime of the GSE loans; and (2) the percentage of those repurchase requests that we anticipate will result in actual repurchases. We rely on estimated collateral valuations and loss forecast models to estimate our lifetime liability on GSE loans. This reserving approach to the GSE loans reflects the historical interaction with the GSEs around repurchase requests and also includes anticipated repurchases resulting from mortgage insurance rescissions. Although our assumed future claims rate considers the most recent claims experience and actual repurchases, an increase in GSE claims and/or repurchases could result in an increase in our reserve. We have entered into and completed repurchase or settlement agreements with respect to the majority of our repurchase exposure within this category.
Our reserves also could be impacted by any claims which may be brought by governmental agencies under the Financial Institutions Reform, Recovery, and Enforcement Act (“FIRREA”), the False Claims Act, or other federal or state statutes. For example, GreenPoint and Capital One have received requests for information and/or subpoenas from various governmental regulators and law enforcement authorities, including members of the RMBS Working Group, relating to the origination of loans for sale to the GSEs and to RMBS participants. We are cooperating with these regulators and other authorities in responding to such requests.
For the $16 billion original principal balance in Active Insured Securitizations, our reserving approach is based upon the expected resolution of litigation with the monoline bond insurers. Accordingly, our representation and warranty reserves for this category are litigation reserves. In establishing litigation reserves for this category, we consider the current and future monoline insurer losses inherent within the securitization and apply legal judgment to the developing factual and legal record to estimate the liability for each securitization. We consider as factors within the analysis our own past monoline settlements in addition to publicly available industry monoline settlements. Our reserves with respect to the U.S. Bank Litigation, and the DBSP Litigation, in each case as referenced below, are contained within the Active Insured Securitization reserve category. Further, to the extent we have litigation reserves with respect to indemnification risks from certain representation and warranty lawsuits brought by monoline bond insurers against third-party securitizations sponsors, where one of our subsidiaries provided some or all of the mortgage collateral within the securitization but is not a defendant in the litigation, such reserves are also contained within this category.
For the $4 billion original principal balance of mortgage loans in the Inactive Insured Securitizations category and the $48 billion original principal balance of mortgage loans in the Uninsured Securitizations category, we establish reserves based on an assessment of probable and estimable legal liability, if any, utilizing both our own experience and publicly available industry settlement information to estimate lifetime liability. In contrast with the bond insurers in the Insured Securitizations, investors in Uninsured Securitizations often face a number of legal and logistical hurdles before they can force a securitization trustee to pursue mortgage repurchases, including the need to coordinate with a certain percentage of investors holding the securities and to indemnify the trustee for any litigation it undertakes. Accordingly, we only reserve for such exposures when a trustee or investor with standing brings claims and it is probable we have incurred a loss. Some Uninsured Securitization investors from this category are currently suing investment banks and securitization sponsors under federal and/or state securities laws. Although we face some indirect indemnity risks from these litigations, we generally have not established reserves with respect to these indemnity risks because we do not consider them to be both probable and reasonably estimable liabilities. In addition, to the extent we have litigation reserves with respect to indemnification risks from certain representation and warranty lawsuits brought by parties who purchased loans from our subsidiaries and subsequently re-sold the loans into securitizations, such reserves are also contained within this category.
For the $22 billion original principal balance of mortgage loans sold to private investors as whole loans, we establish reserves by relying on our historical and anticipated claims and repurchase rates to estimate lifetime liability.
The aggregate reserve for all three subsidiaries totaled $1.1 billion as of September 30, 2014, compared with $1.2 billion as of December 31, 2013. We recorded a net provision for mortgage representation and warranty losses of $19 million in the nine months ended September 30, 2014. During the nine months ended September 30, 2014, we had settlements totaling $111 million that were charged against the reserves. The decrease in the representation and warranty reserve was primarily driven by claims paid and legal developments.
As part of our business planning processes, we have considered various outcomes relating to the future representation and warranty liabilities of our subsidiaries that are possible but do not rise to the level of being both probable and reasonably estimable outcomes justifying an incremental accrual under applicable accounting standards. Our current best estimate of reasonably possible future losses from representation and warranty claims beyond what was in our reserve as of September 30, 2014 is approximately $2.3 billion, a decline from our estimate of $2.6 billion at December 31, 2013. The estimate as of September 30, 2014 covers all reasonably possible losses relating to representation and warranty claim activity, including those relating to the U.S. Bank Litigation, the DBSP Litigation, the FHFA Litigation, and the LXS Trust Litigation.
In estimating reasonably possible future losses in excess of our current reserves, we assume a portion of the inactive securitizations become active and for all Insured Securitizations, we assume loss rates on the high end of those observed in monoline settlements or court rulings. For our remaining GSE exposures, Uninsured Securitizations and whole loan exposures, our reasonably possible risk estimates assume lifetime loss rates and claims rates at the highest levels of our past experience and also consider the limited instances of observed settlements. We do not assume claim rates or loss rates for these risk categories will be as high as those assumed for the Active Insured Securitizations, however, based on industry precedent. Should the number of claims or the loss rates on these claims increase significantly, our estimate of reasonably possible risk would increase materially. We also assume that we will resolve any loan repurchase requests relating to loans originated more than six years ago at a discount as compared to those originated within six years of a repurchase claim because of the pending legal arguments in various matters concerning the applicable statute of limitations.
Notwithstanding our ongoing attempts to estimate a reasonably possible amount of future losses beyond our current accrual levels based on current information, it is possible that actual future losses will exceed both the current accrual level and our current estimate of the amount of reasonably possible losses. Our reserve and reasonably possible estimates involve considerable judgment and reflect that there is still significant uncertainty regarding numerous factors that may impact the ultimate loss levels, including, but not limited to: litigation outcomes; court rulings; governmental enforcement decisions; future repurchase and indemnification claim levels; securitization trustees pursuing mortgage repurchase litigation unilaterally or in coordination with investors; investors successfully pursuing repurchase litigation independently and without the involvement of the trustee as a party; ultimate repurchase and indemnification rates; future mortgage loan performance levels; actual recoveries on the collateral; and macroeconomic conditions (including unemployment levels and housing prices). In light of the significant uncertainty as to the ultimate liability our subsidiaries may incur from these matters, an adverse outcome in one or more of these matters could be material to our results of operations or cash flows for any particular reporting period.
Litigation
In accordance with the current accounting standards for loss contingencies, we establish reserves for litigation related matters when it is probable that a loss associated with a claim or proceeding has been incurred and the amount of the loss can be reasonably estimated. Litigation claims and proceedings of all types are subject to many uncertain factors that generally cannot be predicted with assurance. Below we provide a description of potentially material legal proceedings and claims.
For some of the matters disclosed below, we are able to determine estimates of potential future outcomes that are not probable and reasonably estimable outcomes justifying either the establishment of a reserve or an incremental reserve build, but which are reasonably possible outcomes. For other disclosed matters, such an estimate is not possible at this time. For those matters below where an estimate is possible (excluding the reasonably possible future losses relating to the U.S. Bank Litigation, the DBSP Litigation, the FHFA Litigation, and the LXS Trust Litigation, because reasonably possible losses with respect to those litigations are included within the reasonably possible representation and warranty liabilities discussed above) management currently estimates the reasonably possible future losses could be approximately $250 million. Notwithstanding our attempt to estimate a reasonably possible range of loss beyond our current accrual levels for some litigation matters based on current information, it is possible that actual future losses will exceed both the current accrual level and the range of reasonably possible losses disclosed here. Given the inherent uncertainties involved in these matters, and the very large or indeterminate damages sought in some of these matters, there is significant uncertainty as to the ultimate liability we may incur from these litigation matters and an adverse outcome in one or more of these matters could be material to our results of operations or cash flows for any particular reporting period.
Interchange Litigation
In 2005, a number of entities, each purporting to represent a class of retail merchants, filed antitrust lawsuits (the “Interchange Lawsuits”) against MasterCard and Visa and several member banks, including our subsidiaries and us, alleging among other things, that the defendants conspired to fix the level of interchange fees. The complaints seek injunctive relief and civil monetary damages, which could be trebled. Separately, a number of large merchants have asserted similar claims against Visa and MasterCard only. In October 2005, the class and merchant Interchange Lawsuits were consolidated before the U.S. District Court for the Eastern District of New York for certain purposes, including discovery. In July 2012, the parties executed and filed with the court a Memorandum of Understanding agreeing to resolve the litigation on certain terms set forth in a settlement agreement attached to the Memorandum. The class settlement provides for, among other things, (i) payments by defendants to the class and individual plaintiffs totaling approximately $6.6 billion; (ii) a distribution to the class merchants of an amount equal to 10 basis points of certain interchange transactions for a period of eight months; and (iii) modifications to certain Visa and MasterCard rules regarding point of sale practices. This agreement is contingent on final court approval of the class settlement. In November 2012, the court granted preliminary approval of the class settlement. In December 2013, the court granted final approval of the proposed class settlement, which was appealed to the Second Circuit Court of Appeals in January 2014. Several merchant plaintiffs have also opted out of the class settlement, some of which have sued MasterCard, Visa and various member banks, including Capital One (collectively “the Opt-Out Plaintiffs”). Relatedly, in December 2013, individual consumer plaintiffs also filed a proposed national class action against a number of banks, including Capital One, alleging that because the banks conspired to fix interchange fees, consumers were forced to pay more for the fees than appropriate. The consumer case and virtually all of the opt-out cases were consolidated before the U.S. District Court for the Eastern District of New York for certain purposes, including discovery. The consolidated cases are in their preliminary stages, and Visa and MasterCard have settled a number of individual opt-out cases, requiring non-material payments from all banks, including Capital One.
As members of Visa, our subsidiary banks have indemnification obligations to Visa with respect to final judgments and settlements, including the Interchange Lawsuits. In the first quarter of 2008, Visa completed an IPO of its stock. With IPO proceeds, Visa established an escrow account for the benefit of member banks to fund certain litigation settlements and claims, including the Interchange Lawsuits. As a result, in the first quarter of 2008, we reduced our Visa-related indemnification liabilities of $91 million recorded in other liabilities with a corresponding reduction of other non-interest expense. We made an election in accordance with the accounting guidance for fair value option for financial assets and liabilities on the indemnification guarantee to Visa, and the fair value of the guarantee as of September 30, 2014 was zero. Separately, in January 2011, we entered into a MasterCard Settlement and Judgment Sharing Agreement, along with other defendant banks, which apportions between MasterCard and its member banks the costs and liabilities of any judgment or settlement arising from the Interchange Lawsuits.
In March 2011, a furniture store owner named Mary Watson filed a proposed class action in the Supreme Court of British Columbia against Visa, MasterCard, and several banks, including Capital One (the “Watson Litigation”). The lawsuit asserts, among other things, that the defendants conspired to fix the merchant discount fees that merchants pay on credit card transactions in violation of Section 45 of the Competition Act and seeks unspecified damages and injunctive relief. In addition, Capital One has been named as a defendant in similar proposed class action claims filed in other jurisdictions in Canada. In March 2014, the court granted a partial motion for class certification. Both parties appealed the decision to the Court of Appeal for British Columbia, which set oral argument on the appeal in December 2014.
Credit Card Interest Rate Litigation
The Capital One Bank Credit Card Interest Rate Multi-district Litigation matter was created as a result of a June 2010 transfer order issued by the United States Judicial Panel on Multi-district Litigation (“MDL”), which consolidated for pretrial proceedings in the U.S. District Court for the Northern District of Georgia two pending putative class actions against COBNA-Nancy Mancuso, et al. v. Capital One Bank (USA), N.A., et al., (E.D. Virginia); and Kevin S. Barker, et al. v. Capital One Bank (USA), N.A., (N.D. Georgia), A third action, Jennifer L. Kolkowski v. Capital One Bank (USA), N.A., (C.D. California) was subsequently transferred into the MDL. In August 2010, the plaintiffs in the MDL filed a Consolidated Amended Complaint. The Consolidated Amended Complaint alleges in a putative class action that COBNA breached its contractual obligations, and violated the Truth in Lending Act (“TILA”), the California Consumers Legal Remedies Act, the UCL, the California False Advertising Act, the New Jersey Consumer Fraud Act, and the Kansas Consumer Protection Act when it raised interest rates on certain credit card accounts. As a result of a settlement in another matter, the California-based UCL and TILA claims in the MDL are extinguished. The MDL plaintiffs seek statutory damages, restitution, attorney’s fees and an injunction against future rate increases. In August 2011, after the completion of fact discovery, Capital One filed a motion for summary judgment, which was granted in September 2014. Plaintiffs filed a Notice of Appeal to the Eleventh Circuit Court of Appeals in October 2014.
Mortgage Repurchase Litigation
In February 2009, GreenPoint was named as a defendant in a lawsuit commenced in the New York County Supreme Court, by U.S. Bank, N. A., Syncora Guarantee Inc. and CIFG Assurance North America, Inc. (the “U.S. Bank Litigation”). Plaintiffs allege, among other things, that GreenPoint breached certain representations and warranties in two contracts pursuant to which GreenPoint sold approximately 30,000 mortgage loans having an aggregate original principal balance of approximately $1.8 billion to a purchaser that ultimately transferred most of these mortgage loans to a securitization trust. Some of the securities issued by the trust were insured by two of the plaintiffs: Syncora and CIFG. Plaintiffs seek unspecified damages and an order compelling GreenPoint to repurchase the entire portfolio of 30,000 mortgage loans based on alleged breaches of representations and warranties relating to a limited sampling of loans in the portfolio, or, alternatively, the repurchase of specific mortgage loans to which the alleged breaches of representations and warranties relate. In March 2010, the court granted GreenPoint’s motion to dismiss with respect to plaintiffs Syncora and CIFG and denied the motion with respect to U.S. Bank. GreenPoint subsequently answered the complaint with respect to U.S. Bank, denying the allegations, and filed a counterclaim against U.S. Bank alleging breach of covenant of good faith and fair dealing. In February 2012, the court denied plaintiffs’ motion for leave to file an amended complaint and dismissed Syncora and CIFG from the case. Syncora and CIFG appealed their dismissal to the New York Supreme Court, Appellate Division, First Department (the “First Department”), which affirmed the dismissal in April 2013. The New York Court of Appeals denied Syncora’s and CIFG’s motion for leave to appeal the First Department’s decision in February 2014.
In September 2010, DB Structured Products, Inc. (“DBSP”) named GreenPoint in a third-party complaint, filed in the New York County Supreme Court, alleging breach of contract and seeking indemnification (the “DBSP Litigation”). In the underlying suit, Assured Guaranty Municipal Corp. (“AGM”) sued DBSP for alleged breaches of representations and warranties made by DBSP with respect to certain residential mortgage loans that collateralize a securitization insured by AGM and sponsored by DBSP. DBSP purchased the HELOC loans from GreenPoint in 2006. The entire securitization, almost all of which is insured by AGM, is comprised of loans with an aggregate original principal balance of approximately $353 million. DBSP asserts that any liability it faces lies with GreenPoint, alleging that DBSP’s representations and warranties to AGM are substantially similar to the representations and warranties made by GreenPoint to DBSP. GreenPoint filed a motion to dismiss the complaint in October 2010, which the court denied in July 2011.
In May, June, and July 2012, FHFA (acting as conservator for Freddie Mac) filed three summons with notice in the New York state court against GreenPoint, on behalf of the trustees for three RMBS trusts backed by loans originated by GreenPoint with an aggregate original principal balance of $3.4 billion. In January 2013, the plaintiffs filed an amended consolidated complaint in the name of the three trusts, acting by the respective trustees, alleging breaches of contractual representations and warranties regarding compliance with GreenPoint underwriting guidelines relating to certain loans (the “FHFA Litigation”). Plaintiffs seek specific performance of the repurchase obligations with respect to the loans for which they have provided notice of alleged breaches as well as all other allegedly breaching loans, rescissory damages, indemnification, costs and interest. The court denied GreenPoint’s motion to dismiss in March 2014.
In July 2013, Lehman XS Trust, Series 2006-4N, by its trustee U.S. Bank, N.A. filed a lawsuit in the Southern District of New York against GreenPoint alleging breaches of representations and warranties made in certain loan sale agreements, pursuant to which GreenPoint sold mortgage loans with an original principal balance of $915 million to Lehman Brothers for securitization and sale to investors. The lawsuit (“the LXS Trust Litigation”) seeks specific performance of GreenPoint’s obligation to repurchase certain allegedly breaching loans, or in the alternative, the repurchase of all loans in the trust, the award of rescissory damages, costs, fees and interest. In January 2014, the court granted GreenPoint’s motion to dismiss based on the statute of limitations, ruling that New York’s six-year statute of limitations began running no later than the time of the mortgage securitization. The plaintiff has appealed the dismissal of the complaint.
As noted above in the section entitled Mortgage Representation and Warranty Liabilities, the Company’s subsidiaries establish reserves with respect to representation and warranty litigation matters, where appropriate, within the Company’s overall representation and warranty reserves. Please see above for more details.
New York District Attorney’s Office Check Cashing/Anti-Money Laundering Investigation
Capital One has received subpoenas and testimony requests from the New York District Attorney’s Office with respect to certain check casher clients of the Commercial Banking business and Capital One’s anti-money laundering program. Capital One is cooperating with the investigation.
New York District Attorney’s Office Subprime Auto Loan Investigation
Capital One has received a subpoena from the New York District Attorney’s Office seeking information regarding the Company’s subprime auto finance business. Capital One is cooperating with the investigation.
Checking Account Overdraft Litigation
In May 2010, Capital One Financial Corporation and COBNA were named as defendants in a putative class action named Steen v. Capital One Financial Corporation, et al., filed in the U.S. District Court for the Eastern District of Louisiana. Plaintiff challenges practices relating to fees for overdraft and non-sufficient funds fees on consumer checking accounts. Plaintiff alleges that our methodology for posting transactions to customer accounts was designed to maximize the generation of overdraft fees, supporting claims for breach of contract, breach of the covenant of good faith and fair dealing, unconscionability, conversion, unjust enrichment and violations of state unfair trade practices laws. Plaintiff seeks a range of remedies, including restitution, disgorgement, injunctive relief, punitive damages and attorneys’ fees. In May 2010, the case was transferred to the Southern District of Florida for coordinated pre-trial proceedings as part of a multi-district litigation (MDL) involving numerous defendant banks, captioned In re Checking Account Overdraft Litigation. In January 2011, plaintiffs filed a second amended complaint against CONA in the MDL court. In February 2011, CONA filed a motion to dismiss the second amended complaint. In March 2011, the MDL court granted CONA’s motion to dismiss claims of breach of the covenant of good faith and fair dealing under Texas law, but denied the motion to dismiss in all other respects. In June 2012, the MDL court granted plaintiff’s motion for class certification. The parties reached an agreement to resolve the class claims in October 2014 and are proceeding with the court approval process.
Hawaii, Mississippi, Missouri and New Mexico State Attorney General Payment Protection Matters
In April 2012, the Attorney General of Hawaii filed a lawsuit in First Circuit Court in Hawaii against Capital One Bank (USA) N.A., and Capital One Services, LLC. The case is one of several similar lawsuits filed by the Attorney General of Hawaii against various banks challenging the marketing and sale of payment protection and credit monitoring products. In June 2012, the Attorney General of Mississippi filed substantially similar suits against Capital One and several other banks. In April 2013, the Attorney General of New Mexico also filed substantially similar suits against Capital One and several other banks. All three state attorney general complaints allege that Capital One enrolls customers in such programs without their consent and that Capital One enrolls customers in such programs in circumstances in which the customer is not eligible to receive benefits for the product in question. All suits allege unjust enrichment and violation of Unfair and Deceptive Practices Act statutes. The remedies sought in the lawsuits include an injunction prohibiting the Company from engaging in the alleged violations, restitution for all persons allegedly injured by the complained of practices, civil penalties and costs.
Relatedly, Capital One has provided information to the Attorney General of Missouri as part of an industry-wide informal inquiry initiated in August 2011, relating to the marketing of payment protection products. Capital One and the Attorney General of Missouri resolved the inquiry and filed a joint final judgment with the Circuit Court of Missouri in October 2014.
Intellectual Ventures Corp., et al.
In June 2013, Intellectual Ventures I, LLC and Intellectual Ventures II, LLC (collectively “IV”) sued Capital One Financial Corp., Capital One Bank (USA), N.A. and Capital One, N.A. (collectively “Capital One”) for patent infringement in the United States District Court for the Eastern District of Virginia. In the Complaint, IV alleges infringement of patents related to various business processes across the Capital One enterprise. IV simultaneously filed patent infringement actions against numerous other financial institutions on the same and other patents in several other federal courts. Capital One’s motion to dismiss was denied without prejudice in August 2013. Capital One filed an answer and counterclaim alleging antitrust violations. In December 2013, the court dismissed Capital One’s counterclaim and decided the parties’ arguments on claim construction. IV agreed to dismiss two patents in suit, and following claim construction, asked for a stipulation of non-infringement for one patent with an opportunity to appeal the court’s decision regarding claim construction. In April 2014, the court granted Capital One’s motion for summary judgment and found that the two remaining patents were either unpatentable or indefinite. In May 2014, IV appealed to the Federal Circuit and Capital One cross-appealed the dismissal of its antitrust claims.
In January 2014, IV filed a second suit against Capital One for patent infringement in the U.S. District Court for the District of Maryland. In the complaint, IV again alleges infringement of patents related to various business practices across the Capital One enterprise. IV has voluntarily dismissed one of the patents against Capital One.
Telephone Consumer Protection Act Litigation
In December 2012, the Capital One Telephone Consumer Protection Act (“TCPA”) Litigation Multi-district Litigation matter was created as a result of a transfer order issued by the United States Judicial Panel on Multi-district Litigation (“TCPA MDL”), which consolidated for pretrial proceedings in the U.S. District Court for the Northern District of Illinois three pending putative class actions-Bridgett Amadeck, et al. v. Capital One Financial Corporation, et al. (W.D. Washington); Nicholas Martin, et al. v. Capital One Bank (USA), N.A., et al. (N.D. Illinois); and Charles C. Patterson v. Capital One Bank (USA), N.A., et al. (N.D. Illinois) and several individual lawsuits. In February 2013, the putative class action plaintiffs in the TCPA MDL filed a Consolidated Master Class Action Complaint. The Consolidated Master Class Action Complaint and individual lawsuits allege that COBNA and/or entities acting on its behalf violated the TCPA by contacting consumers on their cellular telephones using an automatic telephone dialing system and/or artificial or prerecorded voice without first obtaining prior express consent to do so. The plaintiffs seek statutory damages for alleged negligent and willful violations of the TCPA, attorneys' fees, costs, and injunctive relief. In June 2014, the parties executed and filed with the court a settlement agreement agreeing to resolve the litigation for an amount within previously established reserves. The court granted preliminary approval of the class settlement in July 2014, and is scheduled to consider final approval of the class settlement in the fourth quarter of 2014.
Other Pending and Threatened Litigation
In addition, we are commonly subject to various pending and threatened legal actions relating to the conduct of our normal business activities. In the opinion of management, the ultimate aggregate liability, if any, arising out of all such other pending or threatened legal actions will not be material to our consolidated financial position or our results of operations.

Summary_of_Significant_Account1

Summary of Significant Accounting Policies (Policies)	9 Months Ended
	Sep. 30, 2014
Accounting Policies [Abstract]	'
Basis of Presentation	'
	The accompanying consolidated financial statements have been prepared in accordance with generally accepted accounting principles in the U.S. (“U.S. GAAP” ).
Use of Estimates	'
	The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the amounts reported on the consolidated financial statements and related disclosures. These estimates are based on information available as of the date of the consolidated financial statements. While management makes its best judgment, actual amounts or results could differ from these estimates.
Reclassifications	'
	Certain prior period amounts have been reclassified to conform to the current period presentation.
Principles of Consolidation	'
	Principles of Consolidation
	The consolidated financial statements include the accounts of Capital One Financial Corporation and all other entities in which we have a controlling financial interest. We determine whether we have a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a Variable Interest Entity (“VIE” ). All significant intercompany account balances and transactions have been eliminated.
New Accounting Standards	'
	New Accounting Standards Adopted
	Accounting for Investments in Qualified Affordable Housing Projects
	In January 2014, the Financial Accounting Standard Board (“FASB”) issued guidance permitting an entity to account for Investments in Qualified Affordable Housing Projects using the proportional amortization method if certain criteria are met. The proportional amortization method amortizes the cost of the investment over the period in which the investor expects to receive tax credits and other tax benefits, and the resulting amortization is recognized as a component of income tax expense attributable to continuing operations. Historically, these investments were under the equity method of accounting and the passive losses related to the investments were recognized within non-interest expense. We adopted this guidance in the first quarter of 2014 with retrospective application. As a result, total assets, total liabilities, and retained earnings were reduced by $115 million, $3 million and $112 million from $297.0 billion, $255.3 billion and $20.4 billion, respectively, as of December 31, 2013. In addition, net income was reduced by $12 million from $1.1 billion for the three months ended September 30, 2013, and by $31 million from $3.3 billion for the first nine months ended September 30, 2013.
	During the third quarter and first nine months of 2014, we recognized amortization of $87 million and $231 million, respectively, and tax credits of $90 million and $268 million, respectively, associated with these investments within income taxes. The carrying value of our investments in these qualified affordable housing projects was $3.0 billion and $2.8 billion as of September 30, 2014 and December 31, 2013, respectively. We are periodically required to provide additional financial or other support during the period of the investments. We recorded a liability of $1.2 billion for the unfunded commitments as of September 30, 2014, which is expected to be paid from 2014 to 2017.
	Obligations Resulting from Joint and Several Liability Arrangements
	In February 2013, the FASB issued guidance for the recognition, measurement, and disclosure of obligations resulting from joint and several liability arrangements for which the total amount of the obligation, within the scope of this guidance, is fixed at the reporting date, except for obligations addressed within existing guidance in U.S. GAAP. The guidance clarifies that an entity shall measure the obligations as the sum of the amount the reporting entity agreed to pay on the basis of its arrangement among its co-obligors and any additional amount the reporting entity expects to pay on behalf of its co-obligors. The guidance also requires an entity to disclose the nature and amounts of the obligations as well as other information about those obligations. The guidance is effective for annual and interim periods beginning after December 15, 2013. The adoption of this guidance in the first quarter of 2014 did not have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice.
	Recently Issued but Not Yet Adopted Accounting Standards
	Accounting for Share-Based Payments When the Terms of an Award Provide That a Performance Target Could Be Achieved after the Requisite Service Period
	In June 2014, the FASB issued guidance clarifying that a performance target contained within a share-based payment award that affects vesting and can be achieved after the requisite service period has been completed is to be accounted for as a performance condition. Accordingly, the grantor of such awards would recognize compensation cost in the period in which it becomes probable that the performance target will be achieved. The amount of the compensation cost recognized should represent the cost attributable to the requisite service period fulfilled. The guidance is effective for annual and interim periods beginning after December 15, 2015, with early adoption permitted. Entities may elect to adopt the guidance on either a prospective or modified retrospective basis. We do not expect our adoption of this guidance in the first quarter of 2015 to have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice.
	Accounting for Repurchase Transactions
	In June 2014, the FASB issued guidance that requires repurchase-to-maturity transactions to be accounted for as secured borrowings rather than sales. New disclosures will also be required for certain transactions accounted for as secured borrowings and transfers accounted for as sales when the transferor retains substantially all of the exposure to the economic return on the transferred financial assets. We do not expect our adoption of the accounting guidance in the first quarter of 2015 to have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice. The new disclosures will be provided beginning in the second quarter of 2015.
	Revenue from Contracts with Customers
	In May 2014, the FASB issued revised guidance for the recognition, measurement, and disclosure of revenue from contracts with customers. The guidance is applicable to all entities and, once effective, will replace significant portions of existing industry and transaction-specific revenue recognition rules with a more principles-based recognition model. Most revenue associated with financial instruments, including interest and loan origination fees, is outside the scope of the guidance. Gains and losses on investment securities, derivatives and sales of financial instruments are similarly excluded from the scope. The guidance is effective for annual and interim periods beginning after December 15, 2016, with early adoption prohibited. Entities can elect to adopt the guidance either on a full or modified retrospective basis. Full retrospective adoption will require a cumulative effect adjustment to retained earnings as of the beginning of the earliest comparative period presented. Modified retrospective adoption will require a cumulative effect adjustment to retained earnings as of the beginning of the reporting period in which the entity first applies the new guidance. We are currently evaluating the guidance to identify which of our revenue streams are within its scope and determine which transition method we plan to elect. Accordingly, we cannot yet quantify the impact our adoption of this guidance will have in the first quarter of 2017.
	Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity
	In April 2014, the FASB issued guidance changing the criteria for reporting discontinued operations. As a result of the change, only those disposals of components of an entity that represent a strategic shift that have, or will have, a major effect on an entity’s operations and financial results will be reported as discontinued operations. Expanded disclosures will be required of discontinued operations and disposals of individually significant components of an entity that do not currently qualify for discontinued operations reporting. The guidance is effective for disposals or classifications as held for sale of components of an entity that occur within annual and interim periods beginning after December 15, 2014, with early adoption permitted in certain circumstances. Our adoption of this guidance in the first quarter of 2015 will not impact what we currently report as discontinued operations due to the prospective transition provisions.
	Reclassification of Collateralized Mortgage Loans Upon Foreclosure
	In January 2014, the FASB issued guidance clarifying when an entity should reclassify a consumer mortgage loan collateralized by residential real estate to foreclosed property. Reclassification should occur when the creditor obtains legal title to the residential real estate property or when the borrower conveys all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed in lieu of foreclosure or through a similar legal agreement. An entity should not wait until a redemption period, if any, has expired to reclassify a consumer mortgage loan to foreclosed property. The guidance is effective for annual and interim periods beginning after December 15, 2014, with early adoption permitted. We do not expect our adoption of this guidance in the first quarter of 2015 to have a significant impact on our financial condition, results of operations or liquidity as the guidance is materially consistent with our current practice.
Use of Derivatives and Accounting for Derivatives	'
	Use of Derivatives
	We manage our asset and liability position and market risk exposure in accordance with prescribed risk management policies and limits established by our Market and Liquidity Risk Policy which is approved by our Board of Directors. Our primary market risk stems from the impact on our earnings and economic value of equity from changes in interest rates and, to a lesser extent, changes in foreign exchange rates. We employ several techniques to manage our interest rate sensitivity, which include changing the duration and re-pricing characteristics of various assets and liabilities by using interest rate derivatives. Our current asset and liability management policy also includes the use of derivatives to hedge foreign currency denominated transactions to limit our earnings and capital ratio exposure to foreign exchange risk. We execute our derivative contracts in both the over-the-counter (“OTC”) and exchange-traded derivative markets. The majority of our derivatives are interest rate swaps. In addition, we may use a variety of other derivative instruments, including caps, floors, options, futures and forward contracts, to manage our interest rate and foreign exchange risk. We also offer various derivatives to our customers as part of our Commercial Banking business but usually offset our exposure through derivative transactions with other counterparties.
	Accounting for Derivatives
	Our derivatives are designated as either qualifying accounting hedges or free-standing derivatives. Free-standing derivatives consist of customer-accommodation derivatives and economic hedges that do not qualify for hedge accounting. Qualifying accounting hedges are designated as fair value hedges, cash flow hedges or net investment hedges.
	•	Fair Value Hedges: We designate derivatives as fair value hedges to manage our exposure to changes in the fair value of certain financial assets and liabilities, which fluctuate in value as a result of movements in interest rates. Changes in the fair value of derivatives designated as fair value hedges are recorded in earnings together with offsetting changes in the fair value of the hedged item and any resulting ineffectiveness. Our fair value hedges consist of interest rate swaps that are intended to modify our exposure to interest rate risk on various fixed-rate assets and liabilities.
	•	Cash Flow Hedges: We designate derivatives as cash flow hedges to manage our exposure to variability in cash flows related to forecasted transactions. Changes in the fair value of derivatives designated as cash flow hedges are recorded as a component of AOCI, to the extent that the hedge relationships are effective, and amounts are reclassified from AOCI to earnings as the forecasted transactions occur. To the extent that any ineffectiveness exists in the hedge relationships, the amounts are recorded in current period earnings. Our cash flow hedges consist of interest rate swaps that are intended to hedge the variability in interest payments on some of our variable-rate assets through 2019. These hedges have the effect of converting some of our variable-rate assets to a fixed rate. We also have entered into forward foreign currency derivative contracts to hedge our exposure to variability in cash flows related to foreign currency denominated intercompany borrowings.
	•	Net Investment Hedges: We use net investment hedges to manage the foreign currency exposure related to our non-dollar net investments in foreign operations that have functional currencies other than the U.S. dollar. Changes in the fair value of net investment hedges are recorded in the translation adjustment component of AOCI, effectively offsetting the translation gain or loss from consolidating the foreign subsidiaries onto the parent’s balance sheet. During the third quarter of 2014, we executed net investment hedges using foreign exchange forward contracts to hedge the translation exposure of the non-dollar equity invested in our foreign operations.
	•	Free-Standing Derivatives: We use free-standing derivatives to hedge the risk of changes in the fair value of residential MSRs, mortgage loan origination and purchase commitments and other interests held. We also categorize our customer accommodation derivatives and the related offsetting contracts as free-standing derivatives. Changes in the fair value of free-standing derivatives are recorded in earnings as a component of other non-interest income.
Offsetting of Financial Assets and Liabilities	'
	Offsetting of Financial Assets and Liabilities
	We execute the majority of our derivative transactions and repurchase agreements under master netting arrangements. Under our existing enforceable master netting arrangements, we generally have the right to offset exposure with the same counterparty. In addition, either counterparty can generally request the net settlement of all contracts through a single payment upon default on, or termination of, any one contract.
	We present all of our derivative assets and liabilities and repurchase agreements on a gross basis on our consolidated balance sheets. The following table presents as of September 30, 2014 and December 31, 2013, the gross and net fair values of our derivative assets and liabilities and repurchase agreements, as well as the related offsetting amount permitted under the accounting standards for offsetting assets and liabilities. Under the accounting standard, gross positive fair values could be offset against gross negative fair values by counterparty pursuant to legally enforceable master netting agreements, if the netting presentation method is elected. The table also includes cash and non-cash collateral received or pledged associated with such arrangements. The collateral amounts related to derivative assets, derivative liabilities and repurchase agreements are limited to the extent of the related net derivative fair values or outstanding balances, thus instances of overcollateralization are not shown.
Fair Value Measurement	'
	Fair value is defined as the price that would be received for an asset or paid to transfer a liability in an orderly transaction between market participants on the measurement date (also referred to as an exit price). The fair value accounting guidance provides a three-level fair value hierarchy for classifying financial instruments. This hierarchy is based on whether the inputs to the valuation techniques used to measure fair value are observable or unobservable. The fair value measurement of a financial asset or liability is assigned to a level based on the lowest level of any input that is significant to the fair value measurement in its entirety. The three levels of the fair value hierarchy are described below:
	Level 1:		Valuation is based on quoted prices (unadjusted) in active markets for identical assets or liabilities.
	Level 2:		Valuation is based on observable market-based inputs, other than quoted prices in active markets for identical assets or liabilities, quoted prices in markets that are not active, or models using inputs that are observable or can be corroborated by observable market data of substantially the full term of the assets or liabilities.
	Level 3:		Valuation is generated from techniques that use significant assumptions not observable in the market. Valuation techniques include pricing models, discounted cash flow methodologies or similar techniques.
	The accounting guidance for fair value measurements requires that we maximize the use of observable inputs and minimize the use of unobservable inputs in determining fair value. The accounting guidance provides for the irrevocable option to elect, on a contract-by-contract basis, to measure certain financial assets and liabilities at fair value at inception of the contract and record any subsequent changes in fair value in earnings. We have not made any material fair value option elections as of or for the periods disclosed herein.

Discontinued_Operations_Tables

Discontinued Operations (Tables)	9 Months Ended
	Sep. 30, 2014
Discontinued Operations and Disposal Groups [Abstract]	'
Summary of Results from Discontinued Operations	'
	The following table summarizes the results from discontinued operations related to the closure of the mortgage origination operations of our wholesale mortgage banking unit:
	Table 2.1: Results of Discontinued Operations
		Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars in millions)	2014			2013			2014			2013
	Non-interest expense, net	$	(70	)	$	(20	)	$	(38	)	$	(335	)
	Loss from discontinued operations before income taxes	(70		)	(20		)	(38		)	(335		)
	Income tax benefit	(26		)	(7		)	(14		)	(125		)
	Loss from discontinued operations	$	(44	)	$	(13	)	$	(24	)	$	(210	)

Investment_Securities_Tables

Investment Securities (Tables)	9 Months Ended
	Sep. 30, 2014
Investments, Debt and Equity Securities [Abstract]	'
Schedule of Investment Portfolio	'
	The table below presents the overview of our investment portfolio at September 30, 2014 and December 31, 2013.
	Table 3.1: Overview of Investment Portfolio
	(Dollars in millions)		September 30, 2014			December 31, 2013
	Securities available for sale, at fair value		$	39,665		$	41,800
	Securities held to maturity, at carrying value		22,182			19,132
	Total investments		$	61,847		$	60,932
Schedule of Available-for-Sale Securities	'
	The table below presents the amortized cost, gross unrealized gains and losses, and fair value of securities available for sale at September 30, 2014 and December 31, 2013.
	Table 3.2: Investment Securities Available for Sale
			September 30, 2014
	(Dollars in millions)		Amortized			Gross			Gross			Fair
			Cost			Unrealized			Unrealized			Value
						Gains			Losses(1)
	Investment securities available for sale:
	U.S. Treasury debt obligations		$	4,261		$	2		$	(2	)	$	4,261
	U.S. agency debt obligations		1			0			0			1
	Corporate debt securities guaranteed by U.S. government agencies		1,001			1			(23		)	979
	Residential mortgage-backed securities (“RMBS”):
	Agency(2)		20,853			274			(141		)	20,986
	Non-agency		3,024			486			(13		)	3,497
	Total RMBS		23,877			760			(154		)	24,483
	Commercial mortgage-backed securities (“CMBS”):
	Agency(2)		4,029			25			(71		)	3,983
	Non-agency		1,809			22			(28		)	1,803
	Total CMBS		5,838			47			(99		)	5,786
	Other asset-backed securities (“ABS”)(3)		3,038			58			(13		)	3,083
	Other securities(4)		1,087			6			(21		)	1,072
	Total investment securities available for sale		$	39,103		$	874		$	(312	)	$	39,665
			December 31, 2013
	(Dollars in millions)		Amortized			Gross			Gross			Fair
			Cost			Unrealized			Unrealized			Value
						Gains			Losses(1)
	Investment securities available for sale:
	U.S. Treasury debt obligations		$	831		$	2		$	0		$	833
	U.S. agency debt obligations		1			0			0			1
	Corporate debt securities guaranteed by U.S. government agencies		1,282			1			(49		)	1,234
	RMBS:
	Agency(2)		21,572			239			(332		)	21,479
	Non-agency		3,165			450			(15		)	3,600
	Total RMBS		24,737			689			(347		)	25,079
	CMBS:
	Agency(2)		4,262			20			(84		)	4,198
	Non-agency		1,854			14			(60		)	1,808
	Total CMBS		6,116			34			(144		)	6,006
	Other ABS(3)		7,123			49			(36		)	7,136
	Other securities(4)		1,542			24			(55		)	1,511
	Total investment securities available for sale		$	41,632		$	799		$	(631	)	$	41,800
	__________
	(1)	Includes non-credit related OTTI that remains in Accumulated Other Comprehensive Income (“AOCI”) of $8 million and $12 million as of September 30, 2014 and December 31, 2013, respectively. Substantially all of this amount is related to non-agency RMBS.
	(2)	The Agency includes Federal National Mortgage Association (“Fannie Mae”), Federal Home Loan Mortgage Corporation (“Freddie Mac”), and Government National Mortgage Association (“Ginnie Mae”).
	(3)	ABS collateralized by credit card loans constituted approximately 55% and 65% of the other ABS portfolio as of September 30, 2014, and December 31, 2013, respectively, and ABS collateralized by auto dealer floor plan inventory loans and leases constituted approximately 16% and 15% of the other ABS portfolio as of September 30, 2014 and December 31, 2013, respectively. Approximately 89% of the securities in our other ABS portfolio were rated AAA or its equivalent as of September 30, 2014, compared with 87% as of December 31, 2013.
	(4)	Includes foreign government/agency bonds, covered bonds, corporate securities, municipal securities and equity investments primarily related to activities under the Community Reinvestment Act (“CRA”).
Investment Securities Held to Maturity	'
	The table below presents the carrying value, gross unrealized gains and losses, and fair value of securities held to maturity at September 30, 2014 and December 31, 2013.
	Table 3.3: Investment Securities Held to Maturity
			30-Sep-14
	(Dollars in millions)		Amortized			Unrealized			Carrying Value			Gross			Gross			Fair
			Cost			Losses Recorded in AOCI(1)						Unrealized			Unrealized			Value
												Gains			Losses
	Agency RMBS		$	21,565		$	(1,216	)	$	20,349		$	694		$	(5	)	$	21,038
	Agency CMBS		1,956			(123		)	1,833			65			(8		)	1,890
	Total investment securities held to maturity		$	23,521		$	(1,339	)	$	22,182		$	759		$	(13	)	$	22,928
			31-Dec-13
	(Dollars in millions)		Amortized			Unrealized			Carrying Value			Gross			Gross			Fair
			Cost			Losses Recorded in AOCI(1)						Unrealized			Unrealized			Value
												Gains			Losses
	Agency RMBS		$	18,746		$	(1,303	)	$	17,443		$	72		$	(30	)	$	17,485
	Agency CMBS		1,821			(132		)	1,689			16			(5		)	1,700
	Total investment securities held to maturity		$	20,567		$	(1,435	)	$	19,132		$	88		$	(35	)	$	19,185
	__________
	(1)	Represents the unrealized holding gain or loss at the date of transfer from available for sale to held to maturity, net of any accretion.
Schedule of Available-for-Sale Securities in Gross Unrealized Loss Position	'
	The table below provides, by major security type, information about our securities available for sale in a gross unrealized loss position and the length of time that individual securities have been in a continuous unrealized loss position as of September 30, 2014 and December 31, 2013.
	Table 3.4: Securities in Unrealized Loss Position
			September 30, 2014
			Less than 12 Months						12 Months or Longer						Total
	(Dollars in millions)		Fair Value			Gross			Fair Value			Gross			Fair Value			Gross
						Unrealized						Unrealized						Unrealized
						Losses						Losses						Losses
	Investment securities available for sale:
	U.S. Treasury debt obligations(1)		$	2,340		$	(2	)	$	0		$	0		$	2,340		$	(2	)
	Corporate debt securities guaranteed by U.S. government agencies		187			(3		)	554			(20		)	741			(23		)
	RMBS:
	Agency		3,071			(17		)	4,787			(124		)	7,858			(141		)
	Non-agency		363			(8		)	104			(5		)	467			(13		)
	Total RMBS		3,434			(25		)	4,891			(129		)	8,325			(154		)
	CMBS:
	Agency		688			(9		)	1,867			(62		)	2,555			(71		)
	Non-agency		264			(1		)	749			(27		)	1,013			(28		)
	Total CMBS		952			(10		)	2,616			(89		)	3,568			(99		)
	Other ABS		282			0			732			(13		)	1,014			(13		)
	Other securities		144			(1		)	559			(20		)	703			(21		)
	Total investment securities available for sale in a gross unrealized loss position		$	7,339		$	(41	)	$	9,352		$	(271	)	$	16,691		$	(312	)
			December 31, 2013
			Less than 12 Months						12 Months or Longer						Total
	(Dollars in millions)		Fair Value			Gross			Fair Value			Gross			Fair Value			Gross
						Unrealized						Unrealized						Unrealized
						Losses						Losses						Losses
	Investment securities available for sale:
	Corporate debt securities guaranteed by U.S. government agencies		1,143			(47		)	46			(2		)	1,189			(49		)
	RMBS:
	Agency		9,769			(263		)	1,770			(69		)	11,539			(332		)
	Non-agency		454			(10		)	56			(5		)	510			(15		)
	Total RMBS		10,223			(273		)	1,826			(74		)	12,049			(347		)
	CMBS:
	Agency		2,842			(74		)	256			(10		)	3,098			(84		)
	Non-agency		952			(43		)	183			(17		)	1,135			(60		)
	Total CMBS		3,794			(117		)	439			(27		)	4,233			(144		)
	Other ABS		2,528			(34		)	392			(2		)	2,920			(36		)
	Other securities		1,149			(51		)	57			(4		)	1,206			(55		)
	Total investment securities available for sale in a gross unrealized loss position		$	18,837		$	(522	)	$	2,760		$	(109	)	$	21,597		$	(631	)
	__________
	(1)	None of our investments in U.S. Treasury debt obligations were in an unrealized loss position as of December 31, 2013.
Schedule of Contractual Maturities for Securities	'
	Table 3.6: Contractual Maturities of Securities Held to Maturity
			September 30, 2014
	(Dollars in millions)		Carrying Value			Fair Value
	Due after 5 years through 10 years		$	1,142		$	1,200
	Due after 10 years		21,040			21,728
	Total		$	22,182		$	22,928
	The following tables summarize the remaining scheduled contractual maturities, assuming no prepayments, of our investment securities as of September 30, 2014:
	Table 3.5: Contractual Maturities of Securities Available for Sale
			September 30, 2014
	(Dollars in millions)		Amortized Cost			Fair Value
	Due in 1 year or less		$	1,345		$	1,348
	Due after 1 year through 5 years		6,580			6,587
	Due after 5 years through 10 years		3,112			3,094
	Due after 10 years(1)		28,066			28,636
	Total		$	39,103		$	39,665
	__________
	(1)	Investments with no stated maturities, which consist of equity securities, are included with contractual maturities due after 10 years.
Schedule of Expected Maturities and Weighted Average Yields of Investment Securities by Major Security Type	'
	The table below summarizes, by major security type, the expected maturities and weighted average yields of our investment securities as of September 30, 2014.
	Table 3.7: Expected Maturities and Weighted Average Yields of Securities
			September 30, 2014
	(Dollars in millions)		Due in 1 Year			Due > 1 Year			Due > 5 Years			Due > 10 Years			Total
			or Less			through			through
						5 Years			10 Years
	Fair value of securities available for sale:
	U.S. Treasury debt obligations		$	653		$	3,608		$	0		$	0		$	4,261
	U.S. agency debt obligations		1			0			0			0			1
	Corporate debt securities guaranteed by U.S. government agencies		0			392			573			14			979
	RMBS:
	Agency		158			9,998			10,830			0			20,986
	Non-agency		17			944			1,898			638			3,497
	Total RMBS		175			10,942			12,728			638			24,483
	CMBS:
	Agency		364			2,672			947			0			3,983
	Non-agency		83			502			1,198			20			1,803
	Total CMBS		447			3,174			2,145			20			5,786
	Other ABS		1,019			1,705			256			103			3,083
	Other securities		55			316			614			87			1,072
	Total securities available for sale		2,350			20,137			16,316			862			39,665
	Amortized cost of securities available for sale		$	2,349		$	19,945		$	16,065		$	744		$	39,103
	Weighted average yield for securities available for sale(1)		1.16		%	2.14		%	3.01		%	7.9		%	2.55		%
			30-Sep-14
	(Dollars in millions)		Due in 1 Year			Due > 1 Year			Due > 5 Years			Due > 10 Years			Total
			or Less			through			through
						5 Years			10 Years
	Carrying value of securities held to maturity:
	Agency RMBS		$	0		$	193		$	17,421		$	2,735		$	20,349
	Agency CMBS		0			425			1,339			69			1,833
	Total securities held for maturity		0			618			18,760			2,804			22,182
	Fair value of securities held to maturity		$	0		$	616		$	19,348		$	2,964		$	22,928
	Weighted average yield for securities held to maturity(1)		0		%	2.38		%	2.7		%	3.32		%	2.76		%
	__________
	-1	Average yield is calculated based on the amortized cost of each security. Effective in the second quarter of 2014, we began reporting the effective yield for the investment securities. Prior to the second quarter of 2014, we reported the purchase yield for the investment securities. The impact of this change on prior periods is not material.
Schedule of Credit Losses Related to Debt Securities Recognized in Earnings	'
	The table below presents a rollforward of the credit related OTTI recognized in earnings for the three and nine months ended September 30, 2014 and 2013 on investment securities that we do not intend to sell:
	Table 3.8: Credit Impairment Rollforward
			Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars in millions)		2014			2013			2014			2013
	Credit loss component, beginning of period		$	165		$	149		$	160		$	120
	Additions:
	Initial credit impairment		1			3			2			14
	Subsequent credit impairment		2			8			6			26
	Total additions		3			11			8			40
	Reduction due to payoffs, disposals, transfers & other		(2		)	0			(2		)	0
	Credit loss component, end of period		$	166		$	160		$	166		$	160
Schedule of Gross Realized Gains and Losses on Sale and Redemption of Available-for-Sale Securities Recognized in Earnings	'
	The following table presents the gross realized gains and losses on the sale and redemption of securities available for sale, and the OTTI losses recognized in earnings for the three and nine months ended September 30, 2014 and 2013. We also present the proceeds from the sale of securities available for sale for the periods presented. We did not sell any investment securities that are held to maturity.
	Table 3.9: Realized Gains and Losses and OTTI Recognized in Earnings
			Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars in millions)		2014			2013			2014			2013
	Realized gains (losses):
	Gross realized gains		$	16		$	0		$	50		$	6
	Gross realized losses		(10		)	0			(32		)	(3		)
	Net realized gains (losses)		$	6		$	0		$	18		$	3
	OTTI recognized in earnings:
	Credit-related OTTI		$	(3	)	$	(11	)	$	(8	)	$	(40	)
	Intent-to-sell OTTI		(6		)	0			(7		)	0
	Total OTTI recognized in earnings		$	(9	)	$	(11	)	$	(15	)	$	(40	)
	Net securities gains (losses)		$	(3	)	$	(11	)	$	3		$	(37	)
	Total proceeds from sales		$	3,268		$	35		$	6,827		$	1,355
Schedule of Outstanding Contractual Balance and Carrying Value of Credit-Impaired ING Direct Debt Securities	'
	The table below presents the outstanding contractual balance and the carrying value of the acquired credit-impaired debt securities as of September 30, 2014 and December 31, 2013.
	Table 3.10: Outstanding Balance and Carrying Value of Acquired Securities
	(Dollars in millions)		September 30, 2014			December 31, 2013
	Contractual principal and interest		$	4,366		$	4,700
	Carrying value		2,923			2,896
	Amortized cost		2,413			2,432
Schedule of Changes in Accretable Yield of Acquired Securities	'
	The following table presents changes in the accretable yield related to the acquired credit-impaired debt securities:
	Table 3.11: Changes in Accretable Yield of Acquired Securities
	(Dollars in millions)		Acquired
			Credit-Impaired
			Securities
	Accretable yield as of December 31, 2012		$	1,512
	Additions from new acquisitions		88
	Accretion recognized in earnings		(247		)
	Reduction due to payoffs, disposals, transfers & other		(2		)
	Net reclassifications (to) from nonaccretable difference		72
	Accretable yield as of December 31, 2013		$	1,423
	Additions from new acquisitions		34
	Accretion recognized in earnings		(182		)
	Reduction due to payoffs, disposals, transfers & other		(3		)
	Net reclassifications (to) from nonaccretable difference		81
	Accretable yield as of September 30, 2014		$	1,353

Loans_Tables

Loans (Tables)	9 Months Ended
	Sep. 30, 2014
Receivables [Abstract]	'
Loan Portfolio Composition and Aging Analysis	'
	Table 4.1 below presents the composition and an aging analysis of our loans held for investment portfolio, which includes restricted loans for securitization investors, as of September 30, 2014 and December 31, 2013. The delinquency aging includes all past due loans, both performing and nonperforming.
	Table 4.1: Loan Portfolio Composition and Aging Analysis
			September 30, 2014
	(Dollars in millions)		Current				30-59				60-89				> 90				Total				Acquired			Total
							Days				Days				Days				Delinquent				Loans			Loans
																			Loans
	Credit Card:
	Domestic credit card(1)		$	70,768			$	781			$	533			$	1,033			$	2,347			$	28		$	73,143
	International credit card		7,182				118				74				114				306				0			7,488
	Total credit card		77,950				899				607				1,147				2,653				28			80,631
	Consumer Banking:
	Auto		33,849				1,557				670				177				2,404				1			36,254
	Home loan		6,527				48				25				204				277				24,399			31,203
	Retail banking		3,526				15				7				9				31				47			3,604
	Total consumer banking		43,902				1,620				702				390				2,712				24,447			71,061
	Commercial Banking:(2)
	Commercial and multifamily real estate		22,769				11				12				40				63				63			22,895
	Commercial and industrial		25,818				44				12				50				106				147			26,071
	Total commercial lending		48,587				55				24				90				169				210			48,966
	Small-ticket commercial real estate		814				5				2				1				8				0			822
	Total commercial banking		49,401				60				26				91				177				210			49,788
	Other:
	Other loans		98				3				2				9				14				0			112
	Total loans		$	171,351			$	2,582			$	1,337			$	1,637			$	5,556			$	24,685		$	201,592
	% of Total loans		85		%		1.28		%		0.67		%		0.81		%		2.76		%		12.24		%	100		%
			December 31, 2013
	(Dollars in millions)		Current				30-59				60-89				> 90				Total				Acquired			Total
							Days				Days				Days				Delinquent				Loans			Loans
																			Loans
	Credit Card:
	Domestic credit card(1)		$	70,678			$	778			$	549			$	1,187			$	2,514			$	63		$	73,255
	International credit card		7,683				141				85				141				367				0			8,050
	Total credit card		78,361				919				634				1,328				2,881				63			81,305
	Consumer Banking:
	Auto		29,477				1,519				662				194				2,375				5			31,857
	Home loan		6,775				60				24				239				323				28,184			35,282
	Retail banking		3,535				21				8				23				52				36			3,623
	Total consumer banking		39,787				1,600				694				456				2,750				28,225			70,762
	Commercial Banking:(2)
	Commercial and multifamily real estate		20,602				17				11				36				64				84			20,750
	Commercial and industrial		23,023				69				1				38				108				178			23,309
	Total commercial lending		43,625				86				12				74				172				262			44,059
	Small-ticket commercial real estate		941				8				2				1				11				0			952
	Total commercial banking		44,566				94				14				75				183				262			45,011
	Other:
	Other loans		102				4				2				13				19				0			121
	Total loans		$	162,816			$	2,617			$	1,344			$	1,872			$	5,833			$	28,550		$	197,199
	% of Total loans		82.56		%		1.33		%		0.68		%		0.95		%		2.96		%		14.48		%	100		%
	__________
	(1)	Includes installment loans of $171 million and $323 million as of September 30, 2014 and December 31, 2013, respectively.
	(2)	Includes construction loans and land development loans totaling $2.2 billion and $2.0 billion as of September 30, 2014 and December 31, 2013, respectively.
90 Plus Day Delinquent Loans Accruing Interest and Nonperforming Loans	'
	Table 4.2 presents loans 90 days or more past due that continue to accrue interest and loans classified as nonperforming as of September 30, 2014 and December 31, 2013.
	Table 4.2: 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans(1)
			September 30, 2014								December 31, 2013
	(Dollars in millions)		> 90 Days and Accruing				Nonperforming				> 90 Days and Accruing				Nonperforming
							Loans								Loans
	Credit Card:
	Domestic credit card		$	1,033			$	0			$	1,187			$	0
	International credit card		76				74				96				88
	Total credit card		1,109				74				1,283				88
	Consumer Banking:
	Auto		0				177				0				194
	Home loan		0				325				0				376
	Retail banking		1				19				2				41
	Total consumer banking		1				521				2				611
	Commercial Banking:
	Commercial and multifamily real estate		4				60				2				52
	Commercial and industrial		2				97				4				93
	Total commercial lending		6				157				6				145
	Small-ticket commercial real estate		0				4				0				4
	Total commercial banking		6				161				6				149
	Other:
	Other loans		0				16				0				19
	Total		$	1,116			$	772			$	1,291			$	867
	% of Total loans		0.55		%		0.38		%		0.65		%		0.44		%
	__________
	(1)	Nonperforming loans generally include loans that have been placed on nonaccrual status. Acquired Loans are excluded from loans reported as 90 days and accruing interest as well as nonperforming loans.
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Individually Impaired Loans, Excluding Acquired Loans	'
	The following table presents information about our impaired loans, excluding the impact of Acquired Loans, which is reported separately as of September 30, 2014 and December 31, 2013, and for the three and nine months ended September 30, 2014 and 2013:
	Table 4.9: Impaired Loans(1)
			September 30, 2014
	(Dollars in millions)		With an				Without				Total				Related				Net				Unpaid
			Allowance				an				Recorded				Allowance				Recorded				Principal
							Allowance				Investment								Investment				Balance
	Credit Card:
	Domestic credit card		$	553			$	0			$	553			$	142			$	411			$	538
	International credit card		153				0				153				80				73				147
	Total credit card(2)		706				0				706				222				484				685
	Consumer Banking:
	Auto(3)		204				195				399				18				381				648
	Home loan		220				140				360				16				344				469
	Retail banking		46				5				51				6				45				54
	Total consumer banking		470				340				810				40				770				1,171
	Commercial Banking:
	Commercial and multifamily real estate		166				25				191				21				170				211
	Commercial and industrial		119				50				169				11				158				190
	Total commercial lending		285				75				360				32				328				401
	Small-ticket commercial real estate		1				4				5				0				5				5
	Total commercial banking		286				79				365				32				333				406
	Total		$	1,462			$	419			$	1,881			$	294			$	1,587			$	2,262
			Three Months Ended September 30, 2014								Nine Months Ended September 30, 2014
	(Dollars in millions)		Average				Interest				Average				Interest
			Recorded				Income				Recorded				Income
			Investment				Recognized				Investment				Recognized
	Credit Card:
	Domestic credit card		$	558			$	14			$	577			$	44
	International credit card		159				3				164				9
	Total credit card(2)		717				17				741				53
	Consumer Banking:
	Auto(3)		387				18				375				52
	Home loan		382				1				392				4
	Retail banking		60				1				74				2
	Total consumer banking		829				20				841				58
	Commercial Banking:
	Commercial and multifamily real estate		196				2				183				5
	Commercial and industrial		175				1				177				3
	Total commercial lending		371				3				360				8
	Small-ticket commercial real estate		9				0				8				0
	Total commercial banking		380				3				368				8
	Total		$	1,926			$	40			$	1,950			$	119
			December 31, 2013
	(Dollars in millions)		With an				Without				Total				Related				Net				Unpaid
			Allowance				an				Recorded				Allowance				Recorded				Principal
							Allowance				Investment								Investment				Balance
	Credit Card:
	Domestic credit card		$	609			$	0			$	609			$	154			$	455			$	593
	International credit card		171				0				171				107				64				164
	Total credit card(2)		780				0				780				261				519				757
	Consumer Banking:
	Auto(3)		169				186				355				16				339				590
	Home loan		244				150				394				18				376				561
	Retail banking		46				40				86				10				76				105
	Total consumer banking		459				376				835				44				791				1,256
	Commercial Banking:
	Commercial and multifamily real estate		89				49				138				13				125				162
	Commercial and industrial		94				91				185				12				173				220
	Total commercial lending		183				140				323				25				298				382
	Small-ticket commercial real estate		2				4				6				0				6				7
	Total commercial banking		185				144				329				25				304				389
	Total		$	1,424			$	520			$	1,944			$	330			$	1,614			$	2,402
			Three Months Ended September 30, 2013								Nine Months Ended September 30, 2013
(Dollars in millions)		Average				Interest				Average				Interest
		Recorded				Income				Recorded				Income
		Investment				Recognized				Investment				Recognized
Credit Card:
Domestic credit card		$	627			$	16			$	656			$	50
International credit card		168				3				169				8
Total credit card(2)		795				19				825				58
Consumer Banking:
Auto(3)		332				16				330				46
Home loan		211				2				184				5
Retail banking		92				1				94				2
Total consumer banking		635				19				608				53
Commercial Banking:
Commercial and multifamily real estate		195				0				237				0
Commercial and industrial		216				1				227				1
Total commercial lending		411				1				464				1
Small-ticket commercial real estate		14				0				19				0
Total commercial banking		425				1				483				1
Total		$	1,855			$	39			$	1,916			$	112
__________
(1)	Impaired loans include troubled debt restructurings (“TDRs”), all commercial NPLs, and home loans NPLs with a specific impairment.
(2)	Credit card loans include finance charges and fees.
(3)	Although auto loans from loan recovery inventory are not reported in our loans held for investment, they are included as impaired loans above since they are reported as TDRs.
TDR Disclosures in Progress Financial Impact of Modification	'
	The following table presents the type, number and amount of loans accounted for as TDRs that experienced a default during the period and had completed a modification event in the twelve months prior to the default. A default occurs if the loan is either 90 days or more delinquent, has been charged-off as of the end of the period presented, or has been reclassified from accrual to nonaccrual status.
	Table 4.11: TDR - Subsequent Defaults
			Three Months Ended September 30, 2014							Nine Months Ended September 30, 2014
	(Dollars in millions)		Number of			Total				Number of		Total
			Contracts			Loans				Contracts		Loans
	Credit Card:
	Domestic credit card		9,882			$	16			30,502		$	47
	International credit card(1)		9,109			24				29,513		84
	Total credit card		18,991			40				60,015		131
	Consumer Banking:
	Auto		1,674			18				4,672		49
	Home loan		2			1				12		3
	Retail banking		13			0				53		9
	Total consumer banking		1,689			19				4,737		61
	Commercial Banking:
	Commercial and multifamily real estate		0			0				4		6
	Commercial and industrial		0			0				2		1
	Total commercial lending		0			0				6		7
	Small-ticket commercial real estate		18			0				26		3
	Total commercial banking		18			0				32		10
	Total		20,698			$	59			64,784		$	202
			Three Months Ended September 30, 2013						Nine Months Ended September 30, 2013
	(Dollars in millions)		Number of		Total				Number of		Total
			Contracts		Loans				Contracts		Loans
	Credit Card:
	Domestic credit card		10,114		$	16			28,957		$	53
	International credit card(1)		12,641		36				35,769		104
	Total credit card		22,755		52				64,726		157
	Consumer Banking:
	Auto		2,321		17				7,178		49
	Home loan		7		1				25		2
	Retail banking		41		3				99		5
	Total consumer banking		2,369		21				7,302		56
	Commercial Banking:
	Commercial and multifamily real estate		3		4				10		15
	Commercial and industrial		13		11				20		19
	Total commercial lending		16		15				30		34
	Small-ticket commercial real estate		0		0				1		0
	Total commercial banking		16		15				31		34
	Total		25,140		$	88			72,059		$	247
	__________
	(1)	The regulatory regime in the U.K. requires U.K. credit card businesses to accept payment plan proposals even when the proposed payments are less than the contractual minimum amount. As a result, loans entering long-term TDR payment programs in the U.K. typically continue to age and ultimately charge-off even when fully in compliance with the TDR program terms.
	The following tables present the types, amounts and financial effects of loans modified and accounted for as TDRs during the period:
	Table 4.10: Troubled Debt Restructurings
			Total				Three Months Ended September 30, 2014
			Loans				Reduced Interest Rate						Term Extension					Balance Reduction
	(Dollars in millions)		Modified(1)				%  of			Average			%  of			Average		%  of			Gross
							TDR			Rate			TDR			Term		TDR			Balance
							Activity(2)(3)			Reduction(4)			Activity(3)(5)			Extension		Activity(3)(7)			Reduction(8)
																(Months)(6)
	Credit Card:
	Domestic credit card		$	68			100	%		11.52	%		0	%		0		0	%		$	0
	International credit card		35				100			25.41			0			0		0			0
	Total credit card		103				100			16.12			0			0		0			0
	Consumer Banking:
	Auto		88				40			1.7			64			9		35			28
	Home loan		10				41			3.33			52			150		2			0
	Retail banking		1				17			6.42			88			3		0			0
	Total consumer banking		99				40			1.88			63			21		31			28
	Commercial Banking:
	Commercial and multifamily real estate		1				0			0			0			0		0			0
	Commercial and industrial		3				96			0.85			100			7		11			0
	Total commercial lending		4				71			0.85			74			7		8			0
Small-ticket commercial real estate		0				0			0			0			0		0			0
Total commercial banking		4				71			0.85			74			7		8			0
Total		$	206			70			11.94			32			20		15			$	28
		Total				Nine Months Ended September 30, 2014
		Loans				Reduced Interest Rate						Term Extension					Balance Reduction
(Dollars in millions)		Modified(1)				%  of			Average			%  of			Average		%  of			Gross
						TDR			Rate			TDR			Term		TDR			Balance
						Activity(2)(3)			Reduction(4)			Activity(3)(5)			Extension		Activity(3)(7)			Reduction(8)
															(Months)(6)
Credit Card:
Domestic credit card		$	199			100	%		11.52	%		0	%		0		0	%		$	0
International credit card		116				100			25.35			0			0		0			0
Total credit card		315				100			16.6			0			0		0			0
Consumer Banking:
Auto		234				37			1.24			63			9		36			75
Home loan		29				34			2.64			39			154		6			1
Retail banking		9				8			5.17			72			7		0			0
Total consumer banking		272				36			1.41			61			19		31			76
Commercial Banking:
Commercial and multifamily real estate		67				31			1.26			92			7		6			2
Commercial and industrial		16				20			0.18			67			10		2			0
Total commercial lending		83				29			1.11			87			8		5			2
Small-ticket commercial real estate		1				0			0			0			0		0			0
Total commercial banking		84				28			1.11			86			8		5			2
Total		$	671			65			12.34			36			16		13			$	78
		Total				Three Months Ended September 30, 2013
		Loans				Reduced Interest Rate						Term Extension					Balance Reduction
(Dollars in millions)		Modified(1)				% of			Average			%  of			Average		%  of			Gross
						TDR			Rate			TDR			Term		TDR			Balance
						Activity(2)(3)			Reduction(4)			Activity(3)(5)			Extension		Activity(3)(7)			Reduction(8)
															(Months)(6)
Credit Card:
Domestic credit card		$	80			100	%		11.24	%		0	%		0		0	%		$	0
International credit card		46				100			25.26			0			0		0			0
Total credit card		126				100			16.34			0			0		0			0
Consumer Banking:
Auto		73				32			1.04			54			9		45			30
Home loan		10				45			3.33			58			25		13			0
Retail banking		6				9			3.89			60			6		0			0
Total consumer banking		89				31			1.45			55			11		38			30
Commercial Banking:
Commercial and multifamily real estate		18				67			1.74			54			43		0			0
Commercial and industrial		15				0			0			100			7		0			0
Total commercial lending		33				36			1.74			75			21		0			0
Small-ticket commercial real estate		4				0			0			0			0		0			0
Total commercial banking		37				32			1.74			67			21		0			0
Total		$	252			66			12.79			29			14		14			$	30
		Total				Nine Months Ended September 30, 2013
		Loans				Reduced Interest Rate						Term Extension					Balance Reduction
(Dollars in millions)		Modified(1)				% of			Average			%  of			Average		%  of			Gross
						TDR			Rate			TDR			Term		TDR			Balance
						Activity(2)(3)			Reduction(4)			Activity(3)(5)			Extension		Activity(3)(7)			Reduction(8)
															(Months)(6)
Credit Card:
Domestic credit card		$	234			100	%		11.9	%		0	%		0		0	%		$	0
International credit card		144				100			24.89			0			0		0			0
Total credit card		378				100			16.85			0			0		0			0
Consumer Banking:
Auto		196				31			1.53			54			9		45			79
Home loan		78				23			2.95			18			99		22			3
Retail banking		25				6			3.61			61			8		0			0
Total consumer banking		299				27			1.89			45			18		35			82
Commercial Banking:
Commercial and multifamily real estate		50				24			1.74			76			16		0			0
Commercial and industrial		31				0			0			68			7		1			0
Total commercial lending		81				15			1.74			73			13		0			0
Small-ticket commercial real estate		5				0			0			0			0		0			0
Total commercial banking		86				14			1.74			69			13		0			0
Total		$	763			62			13.93			25			16		14			$	82
__________
(1)	Represents total loans modified and accounted for as TDRs during the period. Paydowns, net charge-offs and any other changes in the loan carrying value subsequent to the loan entering TDR status are not reflected.
(2)	Represents percentage of loans modified and accounted for as TDRs during the period that were granted a reduced interest rate.
(3)	Due to multiple concessions granted to some troubled borrowers, percentages may total more than 100% for certain loan types.
(4)	Represents weighted average interest rate reduction for those loans that received an interest rate concession.
(5)	Represents percentage of loans modified and accounted for as TDRs during the period that were granted a maturity date extension.
(6)	Represents weighted average change in maturity date for those loans that received a maturity date extension.
(7)	Represents percentage of loans modified and accounted for as TDRs during the period that were granted forgiveness or forbearance of a portion of their balance.
(8)	Total amount represents the gross balance forgiven. For loans modified in bankruptcy, the gross balance reduction represents collateral value write downs associated with the discharge of the borrower’s obligations.
Outstanding Balance and Carrying Value of Acquired Loans	'
	The table below presents the outstanding contractual balance and the carrying value of loans from the CCB, ING Direct and 2012 U.S. card acquisitions accounted for based on expected cash flows as of September 30, 2014 and December 31, 2013. The table separately displays loans considered credit-impaired at acquisition and loans not considered credit-impaired at acquisition.
	Table 4.12: Acquired Loans Accounted for Based on Expected Cash Flows
			September 30, 2014												December 31, 2013
	(Dollars in millions)		Total				Impaired				Non-Impaired				Total				Impaired				Non-Impaired
							Loans				Loans								Loans				Loans
	Contractual balance		$	26,472			$	4,434			$	22,038			$	30,565			$	5,016			$	25,549
	Carrying value(1)		24,712				2,961				21,751				28,580				3,285				25,295
	__________
	(1)	Includes $23 million and $38 million of allowance for loan and lease losses for these loans as of September 30, 2014 and December 31, 2013, respectively.
Changes in Accretable Yield on Acquired Loans	'
	The following table presents changes in the accretable yield on loans related to the CCB, ING Direct, and 2012 U.S. card acquisitions:
	Table 4.13: Changes in Accretable Yield on Acquired Loans
	(Dollars in millions)		Total				Impaired				Non-Impaired
			Loans				Loans				Loans
	Accretable yield as of December 31, 2012		$	6,208			$	1,899			$	4,309
	Accretion recognized in earnings		(1,182		)		(427		)		(755		)
	Reclassifications from nonaccretable difference for loans with improving cash flows(1)		1,005				629				376
	Increases in accretable yield for non-credit related changes in expected cash flows(2)		389				13				376
	Accretable yield as of December 31, 2013		$	6,420			$	2,114			$	4,306
	Accretion recognized in earnings		(799		)		(295		)		(504		)
	Reclassifications from nonaccretable difference for loans with improving cash flows(1)		105				89				16
	(Reductions) increases in accretable yield for non-credit related changes in expected cash flows(2)		(192		)		(299		)		107
	Accretable yield as of September 30, 2014		$	5,534			$	1,609			$	3,925
	__________
	(1)	Represents increases in accretable yields for those pools that are driven primarily by improved credit performance.
	(2)	Represents changes in accretable yields for those pools that are driven primarily by changes in actual and estimated prepayments.
Credit Card	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Schedule of Concentration Risk, by Risk Factor, Including Delinquency and Performing Status	'
	The table below displays the geographic profile of our credit card loan portfolio and delinquency statistics as of September 30, 2014 and December 31, 2013. We also present the delinquency rates of our credit card loan portfolio and comparative net charge-offs for the three and nine months ended September 30, 2014 and 2013.
	Table 4.3: Credit Card: Risk Profile by Geographic Region and Delinquency Status
			September 30, 2014
	(Dollars in millions)		Loans				% of			Acquired				% of			Total				% of
							Total(1)			Loans				Total(1)							Total(1)
	Domestic credit card:
	California		$	8,039			10	%		$	3			0	%		$	8,042			10	%
	New York		5,292				6.6			3				0			5,295				6.6
	Texas		5,059				6.3			2				0			5,061				6.3
	Florida		4,443				5.5			2				0			4,445				5.5
	Illinois		3,536				4.4			1				0			3,537				4.4
	Pennsylvania		3,338				4.1			2				0			3,340				4.1
	Ohio		2,879				3.6			1				0			2,880				3.6
	New Jersey		2,696				3.3			1				0			2,697				3.3
	Michigan		2,538				3.1			1				0			2,539				3.1
	Other		35,295				43.8			12				0			35,307				43.8
	Total domestic credit card		73,115				90.7			28				0			73,143				90.7
	International credit card:
	Canada		4,039				5			0				0			4,039				5
	United Kingdom		3,449				4.3			0				0			3,449				4.3
	Total international credit card		7,488				9.3			0				0			7,488				9.3
	Total credit card		$	80,603			100	%		$	28			0	%		$	80,631			100	%
			December 31, 2013
	(Dollars in millions)		Loans				% of			Acquired				% of			Total				% of
							Total(1)			Loans				Total(1)							Total(1)
	Domestic credit card:
	California		$	7,934			9.8	%		$	6			0	%		$	7,940			9.8	%
	New York		5,271				6.5			6				0			5,277				6.5
	Texas		4,989				6.1			4				0			4,993				6.1
	Florida		4,321				5.3			4				0			4,325				5.3
	Illinois		3,600				4.4			3				0			3,603				4.4
	Pennsylvania		3,439				4.2			3				0			3,442				4.2
	Ohio		2,963				3.6			2				0			2,965				3.6
	New Jersey		2,734				3.4			2				0			2,736				3.4
	Michigan		2,593				3.2			2				0			2,595				3.2
	Other		35,348				43.5			31				0.1			35,379				43.6
	Total domestic credit card		73,192				90			63				0.1			73,255				90.1
	International credit card:
	Canada		4,503				5.5			0				0			4,503				5.5
	United Kingdom		3,547				4.4			0				0			3,547				4.4
	Total international credit card		8,050				9.9			0				0			8,050				9.9
	Total credit card		$	81,242			99.9	%		$	63			0.1	%		$	81,305			100	%
			September 30, 2014							December 31, 2013
	(Dollars in millions)		Total				% of Total(2)			Total				% of Total(2)
	Selected credit metrics:
	30+ day delinquencies		$	2,653			3.29	%		$	2,881			3.54	%
	90+ day delinquencies		1,147				1.42			1,328				1.63
	__________
	(1)	Percentages by geographic region within the domestic and international credit card portfolios are calculated based on the total held for investment credit card loans as of the end of the reported period.
	(2)	Calculated by dividing delinquent credit card loans by the total balance of credit card loans held for investment as of the end of the reported period.
Schedule of Net Charge-Offs	'
	Table 4.4: Credit Card: Net Charge-offs
			Three Months Ended September 30,														Nine Months Ended September 30,
			2014							2013							2014							2013
	(Dollars in millions)		Amount				Rate(1)			Amount				Rate(1)			Amount				Rate(1)			Amount			Rate(1)
	Net charge-offs:
	Domestic credit card		$	508			2.83	%		$	642			3.67	%		$	1,818			3.45	%		$	2,218		4.14	%
	International credit card		64				3.32			92				4.71			219				3.81			288			4.79
	Total credit card		$	572			2.88			$	734			3.78			$	2,037			3.48			$	2,506		4.2
	__________
	(1)	Calculated for each loan category by dividing annualized net charge-offs for the period by average loans held for investment during the period.
Consumer Banking	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Schedule of Concentration Risk, by Risk Factor, Including Delinquency and Performing Status	'
	The table below displays the geographic profile of our consumer banking loan portfolio. We also present the delinquency and nonperforming loan rates of our consumer banking loan portfolio, excluding Acquired Loans’ impact, as of September 30, 2014 and December 31, 2013, and net charge-offs for the three and nine months ended September 30, 2014 and 2013.
	Table 4.5: Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status
			September 30, 2014
			Loans							Acquired Loans							Total
	(Dollars in millions)		Loans				% of			Loans				% of			Loans				% of
							Total(1)							Total(1)							Total(1)
	Auto:
	Texas		$	5,119			7.2	%		$	0			0	%		$	5,119			7.2	%
	California		3,902				5.5			0				0			3,902				5.5
	Florida		2,532				3.6			0				0			2,532				3.6
	Georgia		1,977				2.8			0				0			1,977				2.8
	Louisiana		1,735				2.4			0				0			1,735				2.4
	Illinois		1,574				2.2			0				0			1,574				2.2
	Ohio		1,505				2.1			0				0			1,505				2.1
	Other		17,909				25.2			1				0			17,910				25.2
	Total auto		36,253				51			1				0			36,254				51
	Home loan:
	California		945				1.4			6,270				8.8			7,215				10.2
	New York		1,389				1.9			1,117				1.6			2,506				3.5
	Illinois		89				0.2			1,873				2.6			1,962				2.8
	Maryland		438				0.6			1,324				1.9			1,762				2.5
	New Jersey		344				0.5			1,250				1.7			1,594				2.2
	Virginia		373				0.5			1,205				1.7			1,578				2.2
	Florida		165				0.2			1,276				1.8			1,441				2
	Other		3,061				4.3			10,084				14.2			13,145				18.5
	Total home loan		6,804				9.6			24,399				34.3			31,203				43.9
	Retail banking:
	Louisiana		1,161				1.6			0				0			1,161				1.6
	New York		868				1.2			0				0			868				1.2
	Texas		761				1.1			0				0			761				1.1
	New Jersey		252				0.4			0				0			252				0.4
	Maryland		142				0.2			22				0			164				0.2
	Virginia		114				0.2			19				0			133				0.2
	California		50				0.1			0				0			50				0.1
	Other		209				0.3			6				0			215				0.3
	Total retail banking		3,557				5.1			47				0			3,604				5.1
	Total consumer banking		$	46,614			65.7	%		$	24,447			34.3	%		$	71,061			100	%
			September 30, 2014
			Auto							Home Loan							Retail Banking							Total Consumer
																								Banking
	(Dollars in millions)		Amount				Adjusted Rate(2)			Amount				Adjusted Rate(2)			Amount				Adjusted Rate(2)			Amount			Adjusted Rate(2)
	Credit performance:
	30+ day delinquencies		$	2,404			6.63	%		$	277			4.07	%		$	31			0.86	%		$	2,712		5.82	%
	90+ day delinquencies		177				0.49			204				3.01			9				0.24			390			0.84
	Nonperforming loans		177				0.49			325				4.77			19				0.55			521			1.12
			December 31, 2013
			Loans							Acquired Loans							Total
	(Dollars in millions)		Loans				% of			Loans				% of			Loans				% of
							Total(1)							Total(1)							Total(1)
	Auto:
	Texas		$	4,736			6.7	%		$	0			0	%		$	4,736			6.7	%
	California		3,297				4.7			0				0			3,297				4.7
	Florida		2,076				2.9			0				0			2,076				2.9
	Georgia		1,709				2.4			0				0			1,709				2.4
	Louisiana		1,677				2.4			0				0			1,677				2.4
	Illinois		1,291				1.8			0				0			1,291				1.8
	Ohio		1,267				1.8			0				0			1,267				1.8
	Other		15,799				22.3			5				0			15,804				22.3
	Total auto		31,852				45			5				0			31,857				45
	Home loan:
	California		1,010				1.5			7,153				10.1			8,163				11.6
	New York		1,502				2.1			1,265				1.8			2,767				3.9
	Illinois		88				0.1			2,183				3.1			2,271				3.2
Maryland		418				0.6			1,495				2.1			1,913				2.7
New Jersey		362				0.5			1,409				2			1,771				2.5
Virginia		351				0.5			1,367				1.9			1,718				2.4
Florida		177				0.3			1,477				2.1			1,654				2.4
Other		3,190				4.5			11,835				16.7			15,025				21.2
Total home loan		7,098				10.1			28,184				39.8			35,282				49.9
Retail banking:
Louisiana		1,234				1.7			0				0			1,234				1.7
New York		859				1.2			0				0			859				1.2
Texas		772				1.1			0				0			772				1.1
New Jersey		280				0.4			0				0			280				0.4
Maryland		125				0.1			17				0.1			142				0.2
Virginia		96				0.1			12				0			108				0.1
California		37				0.1			0				0			37				0.1
Other		184				0.3			7				0			191				0.3
Total retail banking		3,587				5			36				0.1			3,623				5.1
Total consumer banking		$	42,537			60.1	%		$	28,225			39.9	%		$	70,762			100	%
		December 31, 2013
		Auto							Home Loan							Retail Banking							Total Consumer
																							Banking
(Dollars in millions)		Amount				Adjusted Rate(2)			Amount				Adjusted Rate(2)			Amount				Adjusted Rate(2)			Amount			Adjusted Rate(2)
Credit performance:
30+ day delinquencies		$	2,375			7.46	%		$	323			4.55	%		$	52			1.46	%		$	2,750		6.47	%
90+ day delinquencies		194				0.61			239				3.37			23				0.66			456			1.07
Nonperforming loans		194				0.61			376				5.29			41				1.15			611			1.44
__________
(1)	Percentages by geographic region are calculated based on the total held-for-investment consumer banking loans as of the end of the reported period.
(2)	Credit performance statistics exclude Acquired Loans, which were recorded at fair value at acquisition.
Schedule of Net Charge-Offs	'
	Table 4.6: Consumer Banking: Net Charge-offs
			Three Months Ended September 30,														Nine Months Ended September 30,
			2014							2013							2014							2013
	(Dollars in millions)		Amount				Rate(1)			Amount				Rate(1)			Amount				Rate(1)			Amount			Rate(1)
	Net charge-offs:
	Auto		$	176			1.98	%		$	152			2.01	%		$	421			1.65	%		$	366		1.69	%
	Home loan		2				0.02			5				0.06			12				0.05			13			0.04
	Retail banking		12				1.36			13				1.38			27				1			44			1.58
	Total consumer banking		$	190			1.07			$	170			0.95			$	460			0.87			$	423		0.77
	__________
	(1)Calculated for each loan category by dividing annualized net charge-offs for the period by average loans held for investment during the period.
Consumer Banking | Home loan	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Schedule of Concentration of Risk, by Risk Factor	'
	The following table presents the distribution of our home loan portfolio as of September 30, 2014 and December 31, 2013, based on selected key risk characteristics.
	Table 4.7: Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type
			September 30, 2014
			Loans							Acquired Loans							Total Home Loans
	(Dollars in millions)		Amount				% of			Amount				% of			Amount				% of
							Total(1)							Total(1)							Total(1)
	Origination year:(2)
	< =005		$	2,475			7.9	%		$	3,615			11.6	%		$	6,090			19.5	%
	2006		465				1.5			2,317				7.4			2,782				8.9
	2007		329				1.1			4,889				15.6			5,218				16.7
	2008		191				0.6			3,655				11.7			3,846				12.3
	2009		109				0.3			2,139				6.9			2,248				7.2
	2010		123				0.4			3,355				10.8			3,478				11.2
	2011		230				0.7			3,745				12			3,975				12.7
	2012		1,689				5.4			570				1.8			2,259				7.2
	2013		676				2.2			87				0.3			763				2.5
	2014		517				1.7			27				0.1			544				1.8
	Total		$	6,804			21.8	%		$	24,399			78.2	%		$	31,203			100	%
	Geographic concentration:(3)
	California		$	945			3	%		$	6,270			20.1	%		$	7,215			23.1	%
	New York		1,389				4.5			1,117				3.6			2,506				8.1
	Illinois		89				0.3			1,873				6			1,962				6.3
	Maryland		438				1.4			1,324				4.2			1,762				5.6
	New Jersey		344				1.1			1,250				4			1,594				5.1
	Virginia		373				1.2			1,205				3.9			1,578				5.1
	Florida		165				0.5			1,276				4.1			1,441				4.6
	Arizona		90				0.3			1,265				4.1			1,355				4.4
	Louisiana		1,203				3.8			40				0.1			1,243				3.9
	Washington		101				0.4			1,102				3.5			1,203				3.9
	Other		1,667				5.3			7,677				24.6			9,344				29.9
	Total		$	6,804			21.8	%		$	24,399			78.2	%		$	31,203			100	%
	Lien type:
	1st lien		$	5,762			18.5	%		$	24,026			77	%		$	29,788			95.5	%
	2nd lien		1,042				3.3			373				1.2			1,415				4.5
	Total		$	6,804			21.8	%		$	24,399			78.2	%		$	31,203			100	%
	Interest rate type:
	Fixed rate		$	2,440			7.8	%		$	2,994			9.6	%		$	5,434			17.4	%
	Adjustable rate		4,364				14			21,405				68.6			25,769				82.6
	Total		$	6,804			21.8	%		$	24,399			78.2	%		$	31,203			100	%
			December 31, 2013
			Loans							Acquired Loans							Total Home Loans
	(Dollars in millions)		Amount				% of			Amount				% of			Amount				% of
							Total(1)							Total(1)							Total(1)
	Origination year:(2)
	< =005		$	2,868			8.1	%		$	4,025			11.4	%		$	6,893			19.5	%
	2006		521				1.5			2,465				7			2,986				8.5
	2007		363				1			5,276				14.9			5,639				15.9
	2008		212				0.6			4,084				11.6			4,296				12.2
	2009		129				0.4			2,531				7.2			2,660				7.6
	2010		142				0.4			4,251				12.1			4,393				12.5
	2011		259				0.7			4,655				13.2			4,914				13.9
	2012		1,918				5.4			805				2.3			2,723				7.7
	2013		686				2			92				0.2			778				2.2
	Total		$	7,098			20.1	%		$	28,184			79.9	%		$	35,282			100	%
	Geographic concentration:(3)
	California		$	1,010			2.9	%		$	7,153			20.3	%		$	8,163			23.2	%
	New York		1,502				4.2			1,265				3.6			2,767				7.8
	Illinois		88				0.2			2,183				6.2			2,271				6.4
	Maryland		418				1.2			1,495				4.2			1,913				5.4
	New Jersey		362				1			1,409				4			1,771				5
	Virginia		351				1			1,367				3.9			1,718				4.9
	Florida		177				0.5			1,477				4.2			1,654				4.7
	Arizona		91				0.3			1,439				4.1			1,530				4.4
Washington		100				0.3			1,302				3.7			1,402				4
Louisiana		1,282				3.6			47				0.1			1,329				3.7
Other		1,717				4.9			9,047				25.6			10,764				30.5
Total		$	7,098			20.1	%		$	28,184			79.9	%		$	35,282			100	%
Lien type:
1st lien		$	6,020			17.1	%		$	27,768			78.7	%		$	33,788			95.8	%
2nd lien		1,078				3			416				1.2			1,494				4.2
Total		$	7,098			20.1	%		$	28,184			79.9	%		$	35,282			100	%
Interest rate type:
Fixed rate		$	2,478			7	%		$	3,434			9.7	%		$	5,912			16.7	%
Adjustable rate		4,620				13.1			24,750				70.2			29,370				83.3
Total		$	7,098			20.1	%		$	28,184			79.9	%		$	35,282			100	%
__________
(1)	Percentages within each risk category are calculated based on total home loans held for investment.
(2)	The Acquired Loans origination balances in the years subsequent to 2012 are related to refinancing of previously acquired home loans.
(3)	Represents the ten states in which we have the highest concentration of home loans.
Commercial Banking	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Schedule of Concentration of Risk, by Risk Factor	'
	The following table presents the geographic distribution and internal risk ratings of our commercial loan portfolio as of September 30, 2014 and December 31, 2013.
	Table 4.8: Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating
			September 30, 2014
	(Dollars in millions)		Commercial				% of			Commercial				% of			Small-ticket				% of			Total			% of
			and				Total(1)			and				Total(1)			Commercial				Total(1)			Commercial Banking			Total(1)
			Multifamily							Industrial							Real Estate
			Real Estate
	Geographic concentration:(2)
	Loans:
	Northeast		$	15,188			66.3	%		$	6,458			24.8	%		$	506			61.5	%		$	22,152		44.5	%
	Mid-Atlantic		2,356				10.3			1,793				6.9			30				3.6			4,179			8.4
	South		3,266				14.3			11,855				45.4			50				6.1			15,171			30.5
	Other		2,022				8.8			5,818				22.3			236				28.8			8,076			16.2
	Total loans excluding Acquired Loans		22,832				99.7			25,924				99.4			822				100			49,578			99.6
	Acquired Loans		63				0.3			147				0.6			0				0			210			0.4
	Total		$	22,895			100	%		$	26,071			100	%		$	822			100	%		$	49,788		100	%
	Internal risk rating:(3)
	Loans:
	Noncriticized		$	22,442			98	%		$	24,963			95.8	%		$	814			99	%		$	48,219		96.9	%
	Criticized performing		330				1.4			864				3.3			4				0.6			1,198			2.4
	Criticized nonperforming		60				0.3			97				0.3			4				0.4			161			0.3
	Total loans excluding acquired loans		22,832				99.7			25,924				99.4			822				100			49,578			99.6
	Acquired Loans:
	Noncriticized		60				0.3			129				0.5			0				0			189			0.4
	Criticized performing		3				0			18				0.1			0				0			21			0
	Acquired Loans		63				0.3			147				0.6			0				0			210			0.4
	Total		$	22,895			100	%		$	26,071			100	%		$	822			100	%		$	49,788		100	%
			December 31, 2013
	(Dollars in millions)		Commercial				% of			Commercial				% of			Small-ticket				% of			Total			% of
			and				Total(1)			and				Total(1)			Commercial				Total(1)			Commercial Banking			Total(1)
			Multifamily							Industrial							Real Estate
			Real Estate
	Geographic concentration:(2)
	Loans:
	Northeast		$	14,543			70.1	%		$	5,800			24.9	%		$	582			61.3	%		$	20,925		46.4	%
	Mid-Atlantic		2,130				10.3			1,432				6.1			33				3.4			3,595			8
	South		2,539				12.2			10,940				46.9			58				6			13,537			30.1
	Other		1,454				7			4,959				21.3			279				29.3			6,692			14.9
	Total loans excluding Acquired Loans		20,666				99.6			23,131				99.2			952				100			44,749			99.4
	Acquired Loans		84				0.4			178				0.8			0				0			262			0.6
	Total		$	20,750			100	%		$	23,309			100	%		$	952			100	%		$	45,011		100	%
	Internal risk rating:(3)
	Loans:
	Noncriticized		$	20,204			97.4	%		$	22,448			96.3	%		$	941			98.9	%		$	43,593		96.9	%
	Criticized performing		409				2			590				2.5			8				0.8			1,007			2.2
	Criticized nonperforming		53				0.2			93				0.4			3				0.3			149			0.3
	Total loans excluding acquired loans		20,666				99.6			23,131				99.2			952				100			44,749			99.4
	Acquired Loans:
	Noncriticized		72				0.3			158				0.7			0				0			230			0.5
	Criticized performing		12				0.1			20				0.1			0				0			32			0.1
	Acquired Loans		84				0.4			178				0.8			0				0			262			0.6
	Total		$	20,750			100	%		$	23,309			100	%		$	952			100	%		$	45,011		100	%
	__________
	(1)	Percentages calculated based on total held-for-investment commercial loans in each respective loan category as of the end of the reported period.
	(2)	Northeast consists of CT, ME, MA, NH, NJ, NY, PA and VT. Mid-Atlantic consists of DE, DC, MD, VA and WV. South consists of AL, AR, FL, GA, KY, LA, MS, MO, NC, SC, TN and TX.
	(3)	Criticized exposures correspond to the “Special Mention,” “Substandard” and “Doubtful” asset categories defined by banking regulatory authorities.

Allowance_for_Loan_and_Lease_L1

Allowance for Loan and Lease Losses (Tables)	9 Months Ended
	Sep. 30, 2014
Loans and Leases Receivable, Allowance [Abstract]	'
Allowance for Credit Losses on Financing Receivables	'
	The table below presents the components of our allowance for loan and lease losses, by portfolio segment and impairment methodology, and the recorded investment of the related loans as of September 30, 2014 and December 31, 2013:
	Table 5.2: Components of Allowance for Loan and Lease Losses by Impairment Methodology
			September 30, 2014
						Consumer Banking
	(Dollars in millions)		Credit			Auto			Home			Retail			Total			Commercial Banking			Other			Total
			Card						Loan			Banking			Consumer Banking
	Allowance for loan and lease losses by impairment methodology:
	Collectively evaluated(1)		$	2,835		$	642		$	17		$	50		$	709		$	346		$	5		$	3,895
	Asset-specific(2)		222			18			16			6			40			32			0			294
	Acquired Loans(3)		0			0			22			1			23			0			0			23
	Total allowance for loan and lease losses		$	3,057		$	660		$	55		$	57		$	772		$	378		$	5		$	4,212
	Loans held for investment by impairment methodology:
	Collectively evaluated(1)		$	79,897		$	36,049		$	6,444		$	3,506		$	45,999		$	49,213		$	112		$	175,221
	Asset-specific(2)		706			204			360			51			615			365			0			1,686
	Acquired Loans(3)		28			1			24,399			47			24,447			210			0			24,685
	Total loans held for investment		$	80,631		$	36,254		$	31,203		$	3,604		$	71,061		$	49,788		$	112		$	201,592
	Allowance as a percentage of period-end loans held for investment		3.79		%	1.82		%	0.18		%	1.57		%	1.09		%	0.76		%	5		%	2.09		%
			December 31, 2013
						Consumer Banking
	(Dollars in millions)		Credit			Auto			Home			Retail			Total			Commercial Banking			Other			Total
			Card						Loan			Banking			Consumer Banking
	Allowance for loan and lease losses by impairment methodology:
	Collectively evaluated(1)		$	2,953		$	590		$	27		$	53		$	670		$	313		$	11		$	3,947
	Asset-specific(2)		261			16			18			10			44			25			0			330
	Acquired Loans(3)		0			0			38			0			38			0			0			38
	Total allowance for loan and lease losses		$	3,214		$	606		$	83		$	63		$	752		$	338		$	11		$	4,315
	Loans held for investment by impairment methodology:
	Collectively evaluated(1)		$	80,462		$	31,683		$	6,704		$	3,501		$	41,888		$	44,420		$	121		$	166,891
	Asset-specific(2)		780			169			394			86			649			329			0			1,758
	Acquired Loans(3)		63			5			28,184			36			28,225			262			0			28,550
	Total loans held for investment		$	81,305		$	31,857		$	35,282		$	3,623		$	70,762		$	45,011		$	121		$	197,199
	Allowance as a percentage of period-end loans held for investment		3.95		%	1.9		%	0.24		%	1.74		%	1.06		%	0.75		%	9.09		%	2.19		%
	__________
	(1)	The component of the allowance for loan and lease losses for credit card and other consumer loans that we collectively evaluate for impairment is based on a statistical calculation supplemented by management judgment and interpretation. The component of the allowance for loan and lease losses for commercial loans, which we collectively evaluate for impairment, is based on historical loss experience for loans with similar characteristics and consideration of credit quality supplemented by management judgment and interpretation.
	(2)	The asset-specific component of the allowance for loan and lease losses for smaller-balance impaired loans is calculated on a pool basis using historical loss experience for the respective class of assets. The asset-specific component of the allowance for loan and lease losses for larger-balance commercial loans is individually calculated for each loan.
	(3)	The Acquired Loans component of the allowance for loan and lease losses is accounted for based on expected cash flows. See “Note 4—Loans” for details on these loans.
	The table below summarizes changes in the allowance for loan and lease losses, by portfolio segment, for the three and nine months ended September 30, 2014 and 2013:
	Table 5.1: Allowance for Loan and Lease Losses
			Three Months Ended September 30, 2014
			Credit			Consumer Banking												Commercial Banking			Other(1)			Total			Unfunded		Combined
			Card																					Allowance			Lending		Allowance
																											Commitments		&
																											Reserve		Unfunded
	(Dollars in millions)					Auto			Home			Retail			Total														Reserve
									Loan			Banking			Consumer
															Banking
	Balance as of June 30, 2014		$	2,858		$	642		$	67		$	56		$	765		$	368		$	7		$	3,998		$	102	$	4,100
	Provision for credit losses		787			194			(9		)	13			198			4			(1		)	988			5		993
	Charge-offs		(885		)	(245		)	(4		)	(15		)	(264		)	(4		)	(2		)	(1,155		)	0		(1,155		)
	Recoveries		313			69			2			3			74			10			2			399			0		399
	Net charge-offs		(572		)	(176		)	(2		)	(12		)	(190		)	6			0			(756		)	0		(756		)
	Other changes(2)		(16		)	0			(1		)	0			(1		)	0			(1		)	(18		)	0		(18		)
	Balance as of September 30, 2014		$	3,057		$	660		$	55		$	57		$	772		$	378		$	5		$	4,212		$	107	$	4,319
			Nine Months Ended September 30, 2014
			Credit			Consumer Banking												Commercial Banking			Other(1)			Total			Unfunded		Combined
			Card																					Allowance			Lending		Allowance
																											Commitments		&
																											Reserve		Unfunded
	(Dollars in millions)					Auto			Home			Retail			Total														Reserve
									Loan			Banking			Consumer
															Banking
	Balance as of December 31, 2013		$	3,214		$	606		$	83		$	63		$	752		$	338		$	11		$	4,315		$	87	$	4,402
	Provision for credit losses		1,894			475			(15		)	21			481			41			(4		)	2,412			20		2,432
Charge-offs		(2,975		)	(633		)	(23		)	(44		)	(700		)	(19		)	(8		)	(3,702		)	0		(3,702		)
Recoveries		938			212			11			17			240			18			7			1,203			0		1,203
Net charge-offs		(2,037		)	(421		)	(12		)	(27		)	(460		)	(1		)	(1		)	(2,499		)	0		(2,499		)
Other changes(2)		(14		)	0			(1		)	0			(1		)	0			(1		)	(16		)	0		(16		)
Balance as of September 30, 2014		$	3,057		$	660		$	55		$	57		$	772		$	378		$	5		$	4,212		$	107	$	4,319
		Three Months Ended September 30, 2013
		Credit			Consumer Banking												Commercial Banking			Other(1)			Total			Unfunded		Combined
		Card																					Allowance			Lending		Allowance
																										Commitments		&
																										Reserve		Unfunded
(Dollars in millions)					Auto			Home			Retail			Total														Reserve
								Loan			Banking			Consumer Banking
Balance as of June 30, 2013		$	3,349		$	537		$	79		$	86		$	702		$	338		$	18		$	4,407		$	69	$	4,476
Provision for credit losses		617			200			5			(3		)	202			11			(1		)	829			20		849
Charge-offs		(1,036		)	(210		)	(6		)	(18		)	(234		)	(17		)	(7		)	(1,294		)	0		(1,294		)
Recoveries		302			58			1			5			64			9			2			377			0		377
Net charge-offs		(734		)	(152		)	(5		)	(13		)	(170		)	(8		)	(5		)	(917		)	0		(917		)
Other change(2)		13			0			(1		)	0			(1		)	0			2			14			0		14
Balance as of September 30, 2013		$	3,245		$	585		$	78		$	70		$	733		$	341		$	14		$	4,333		$	89	$	4,422
		Nine Months Ended September 30, 2013
		Credit			Consumer Banking												Commercial Banking			Other(1)			Total			Unfunded		Combined
		Card																					Allowance			Lending		Allowance
																										Commitments		&
																										Reserve		Unfunded
(Dollars in millions)					Auto			Home			Retail			Total														Reserve
								Loan			Banking			Consumer Banking
Balance as of December 31, 2012		$	3,979		$	486		$	113		$	112		$	711		$	433		$	33		$	5,156		$	35	$	5,191
Provision for credit losses		2,073			464			(22		)	2			444			(73		)	(2		)	2,442			54		2,496
Charge-offs		(3,479		)	(545		)	(18		)	(62		)	(625		)	(43		)	(22		)	(4,169		)	0		(4,169		)
Recoveries		973			179			5			18			202			24			5			1,204			0		1,204
Net charge-offs		(2,506		)	(366		)	(13		)	(44		)	(423		)	(19		)	(17		)	(2,965		)	0		(2,965		)
Other changes(2)		(301		)	1			0			0			1			0			0			(300		)	0		(300		)
Balance as of September 30, 2013		$	3,245		$	585		$	78		$	70		$	733		$	341		$	14		$	4,333		$	89	$	4,422
__________
(1)	Other consists of our discontinued GreenPoint mortgage operations loan portfolio and our community redevelopment loan portfolio.
(2)	Primarily represents foreign currency translation adjustments and the net impact of loan transfers and sales. In the first quarter of 2013, the allowance for loan and lease losses was reduced by $289 million attributable to the transfer of the Best Buy loan portfolio from loans held for investment to loans held for sale, which was subsequently sold in the third quarter of 2013.

Variable_Interest_Entities_and1

Variable Interest Entities and Securitizations (Tables)	9 Months Ended
	Sep. 30, 2014
Variable Interest Entities and Securitization [Abstract]	'
Carrying Amount of Assets and Liabilities of Variable Interest Entities	'
	The table below presents a summary of VIEs, aggregated based on VIEs with similar characteristics, in which we had continuing involvement or held a variable interest as of September 30, 2014 and December 31, 2013. We separately present information for consolidated and unconsolidated VIEs.
	For consolidated VIEs, we present the carrying amount of assets and liabilities reflected on our consolidated balance sheets. The assets of consolidated VIEs primarily consist of cash and loans, which we report on our consolidated balance sheets under restricted cash and restricted loans, respectively, for securitization investors. The assets of a particular VIE are the primary source of funds to settle its obligations. The creditors of the VIEs typically do not have recourse to the general credit of the Company. The liabilities primarily consist of debt securities issued by the VIEs, which we report under securitized debt obligations. For unconsolidated VIEs, we present the carrying amount of assets and liabilities reflected on our consolidated balance sheets and our maximum exposure to loss. Our maximum exposure to loss is estimated based on the unlikely event that all of the assets in the VIEs become worthless and we are required to meet our maximum remaining funding obligations.
	Table 6.1: Carrying Amount of Consolidated and Unconsolidated VIEs(1)
			September 30, 2014
			Consolidated					Unconsolidated
	(Dollars in millions)		Carrying		Carrying			Carrying			Carrying			Maximum
			Amount		Amount of			Amount			Amount of			Exposure to
			of Assets		Liabilities			of Assets			Liabilities			Loss
	Securitization-related VIEs:
	Credit card loan securitizations(2)		$	36,976	$	11,239		$	0		$	0		$	0
	Home loan securitizations(3)		0		0			203			33			858
	Total securitization-related VIEs		36,976		11,239			203			33			858
	Other VIEs:
	Affordable housing entities		0		0			3,250			443			3,250
	Entities that provide capital to low-income and rural communities		391		99			1			0			1
	Other		6		0			80			0			80
	Total other VIEs		397		99			3,331			443			3,331
	Total VIEs		$	37,373	$	11,338		$	3,534		$	476		$	4,189
			December 31, 2013
			Consolidated					Unconsolidated
	(Dollars in millions)		Carrying		Carrying			Carrying			Carrying			Maximum
			Amount		Amount of			Amount			Amount of			Exposure to
			of Assets		Liabilities			of Assets			Liabilities			Loss
	Securitization-related VIEs:
	Credit card loan securitizations(2)		$	40,422	$	12,671		$	0		$	0		$	0
	Home loan securitizations(3)		0		0			199			15			702
	Total securitization-related VIEs		40,422		12,671			199			15			702
	Other VIEs:
	Affordable housing entities		0		0			2,969			463			2,969
	Entities that provide capital to low-income and rural communities		389		98			1			0			1
	Other		1		1			95			0			95
	Total other VIEs		390		99			3,065			463			3,065
	Total VIEs		$	40,812	$	12,770		$	3,264		$	478		$	3,767
	__________
	(1)	In the first quarter of 2014, we adopted the proportional amortization method of accounting for Investments in Qualified Affordable Housing Projects. See “Note 1—Summary of Significant Accounting Policies” for additional information. Prior periods have been recast to conform to this presentation.
	(2)	Represents the gross assets and liabilities owned by the VIE, which includes seller’s interest and retained and repurchased notes held by other related parties.
	(3)	The carrying amount of assets of unconsolidated securitization-related VIEs consists of retained interests associated with the securitization of option-adjustable rate mortgage loans (“option-ARM”) and letters of credit related to manufactured housing securitizations. These are reported on our consolidated balance sheets under other assets. The carrying amount of liabilities of unconsolidated securitization-related VIEs is comprised of obligations on certain swap agreements associated with the securitization of manufactured housing loans and other obligations. These are reported on our consolidated balance sheets under other liabilities.
External Debt and Receivable Balances of Securitization Programs	'
	The table below presents the securitization-related VIEs in which we had continuing involvement as of September 30, 2014 and December 31, 2013:
	Table 6.2: Continuing Involvement in Securitization-Related VIEs
			Non-Mortgage		Mortgage
	(Dollars in millions)		Credit		Option			GreenPoint			GreenPoint
			Card		ARM			HELOCs			Manufactured
											Housing
	September 30, 2014:
	Securities held by third-party investors		$	10,508	$	2,094		$	102		$	912
	Receivables in the trust		36,571		2,165			97			918
	Cash balance of spread or reserve accounts		0		8			0			143
	Retained interests		Yes		Yes			Yes			Yes
	Servicing retained		Yes		Yes		(1)	No			No		(2)
	Amortization event(3)		No		No			No			No
	December 31, 2013:
	Securities held by third-party investors		$	10,289	$	2,320		$	122		$	994
	Receivables in the trust		39,548		2,399			116			1,000
	Cash balance of spread or reserve accounts		3		8			N/A			144
	Retained interests		Yes		Yes			Yes			Yes
	Servicing retained		Yes		Yes		(1)	Yes		(1)	No		(2)
	Amortization event(3)		No		No			No			No
	__________
	(1)	We retained servicing of the outstanding balance for a portion of securitized mortgage receivables.
	(2)	The core servicing activities for the manufactured housing securitizations are completed by a third party.
	(3)	Amortization events vary according to each specific trust agreement but generally are triggered by declines in performance or credit metrics such as net charge-off rates or delinquency rates below certain predetermined thresholds. Generally, the occurrence of an amortization event changes the sequencing and amount of trust-related cash flows to the benefit of senior noteholders.

Goodwill_and_Other_Intangible_1

Goodwill and Other Intangible Assets (Tables)	9 Months Ended
	Sep. 30, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Components of Goodwill and Other Intangible Assets	'
	The table below displays the components of goodwill, other intangible assets and mortgage serving rights (“MSRs”) as of September 30, 2014 and December 31, 2013. Goodwill is presented separately on our consolidated balance sheets. Other intangible assets and MSRs are included in other assets on our consolidated balance sheets.
	Table 7.1: Components of Goodwill, Other Intangible Assets and MSRs
			30-Sep-14									December 31, 2013
	(Dollars in millions)		Carrying			Accumulated Amortization(1)			Net			Carrying			Accumulated Amortization(1)			Net
			Amount of						Carrying			Amount of						Carrying
			Assets(1)						Amount			Assets(1)						Amount
	Goodwill		$	13,970		N/A			$	13,970		$	13,978		N/A			$	13,978
	Other intangible assets:
	Purchased credit card relationship intangibles (“PCCR”)		2,125			$	(1,066	)	1,059			2,125			$	(784	)	1,341
	Core deposit intangibles		1,771			(1,540		)	231			1,771			(1,440		)	331
	Other(2)		301			(151		)	150			316			(139		)	177
	Total other intangible assets		4,197			(2,757		)	1,440			4,212			(2,363		)	1,849
	Total goodwill and other intangible assets		$	18,167		$	(2,757	)	$	15,410		$	18,190		$	(2,363	)	$	15,827
	MSRs:
	Consumer MSRs(3)		$	58		N/A			$	58		$	73		N/A			$	73
	Commercial MSRs(4)		153			$	(18	)	135			135			$	(3	)	132
	Total MSRs		$	211		$	(18	)	$	193		$	208		$	(3	)	$	205
	__________
	(1)	Certain intangible assets that were fully amortized in prior periods were removed from our balance sheet.
	(2)	Primarily consists of brokerage relationship intangibles, partnership and other contract intangibles and trademark/name intangibles. Also includes certain indefinite-lived intangibles of $4 million as of September 30, 2014 and December 31, 2013, respectively.
	(3)	Represent MSRs related to our consumer business that are carried at fair value on our consolidated financial statements.
	(4)	Represent MSRs related to our commercial business that are subsequently measured under the amortization method and periodically assessed for impairment. None of these MSRs were impaired during the nine months ended September 30, 2014 and no valuation allowance was recorded as of September 30, 2014 and December 31, 2013.
Goodwill Attributable to Each Business Segments	'
	The following table presents goodwill attributable to each of our business segments as of September 30, 2014 and December 31, 2013.
	Table 7.2: Goodwill Attributable to Business Segments
	(Dollars in millions)		Credit			Consumer Banking			Commercial Banking			Total
			Card
	Balance as of December 31, 2013		$	5,005		$	4,585		$	4,388		$	13,978
	Acquisitions		0			0			0			0
	Other adjustments		(2		)	(1		)	(5		)	(8		)
	Balance as of September 30, 2014		$	5,003		$	4,584		$	4,383		$	13,970

Deposits_and_Borrowings_Tables

Deposits and Borrowings (Tables)	9 Months Ended
	Sep. 30, 2014
Deposits and Borrowings [Abstract]	'
Components of Deposits, Short-term Borrowings and Long-term Debt	'
	The table below summarizes the components of our deposits, short-term borrowings and long-term debt as of September 30, 2014 and December 31, 2013. Our total short-term borrowings consist of federal funds purchased and securities loaned or sold under agreements to repurchase and other short-term borrowings with an original contractual maturity of one year or less. Our long-term debt consists of borrowings with an original contractual maturity of greater than one year. The amounts presented for outstanding borrowings include unamortized debt premiums and discounts, net of fair value hedge accounting adjustments.
	Table 8.1: Components of Deposits, Short-term Borrowings and Long-term Debt
	(Dollars in millions)		September 30,			December 31,
			2014			2013
	Deposits:
	Non-interest bearing deposits		$	25,388		$	22,643
	Interest-bearing deposits		178,876			181,880
	Total deposits		$	204,264		$	204,523
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase		$	2,330		$	915
	FHLB advances		9,800			15,300
	Total short-term borrowings		$	12,130		$	16,215
			September 30, 2014
	(Dollars in millions)		Maturity		Interest Rate	Weighted		Outstanding Amount			December 31,
			Date			Average					2013
						Interest Rate
	Long-term debt:
	Securitized debt obligations(1)		2014 - 2025		0.20 - 5.75%	1.35	%	$	10,508		$	10,289
	Senior and subordinated notes:
	Fixed unsecured senior debt(1)		2015 - 2024		1.00 - 6.75%	2.77	%	15,055			9,612
	Floating unsecured senior debt		2015 - 2017		0.68 - 0.88%	0.77	%	880			852
	Total unsecured senior debt					2.66	%	15,935			10,464
	Fixed unsecured subordinated debt(1)		2016 - 2023		3.38 - 8.80%	4.97	%	2,599			2,670
	Total senior and subordinated notes							18,534			13,134
	Other long-term borrowings:
	FHLB advances		2014 - 2023		0.26 - 6.88%	0.56	%	1,071			1,016
	Total long-term debt							30,113			24,439
	Total short-term borrowings and long-term debt							$	42,243		$	40,654
	___________
	(1)	Outstanding amount includes the impact from hedge accounting.
Schedule of Components of Interest Expense on Short-Term Borrowings and Long-Term Debt	'
	The following table displays interest expense attributable to short-term borrowings and long-term debt for the three and nine months ended September 30, 2014 and 2013:
	Table 8.2: Components of Interest Expense on Short-term Borrowings and Long-term Debt
			Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars in millions)		2014			2013			2014			2013
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase		$	0		$	0		$	1		$	1
	FHLB advances		6			6			15			22
	Total short-term borrowings		6			6			16			23
	Long-term debt:
	Securitized debt obligations(1)		32			42			109			143
	Senior and subordinated notes(1)		71			76			226			240
	Other long-term borrowings		10			5			20			17
	Total long-term debt		113			123			355			400
	Total interest expense		$	119		$	129		$	371		$	423
	__________
	(1)	Interest expense includes the impact from hedge accounting.

Derivative_Instruments_and_Hed1

Derivative Instruments and Hedging Activities (Tables)	9 Months Ended
	Sep. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Notional and Fair Values of Derivative Instruments	'
	The following table summarizes the notional and fair values of our derivative instruments reported on our consolidated balance sheets as of September 30, 2014 and December 31, 2013. The fair value amounts are segregated by derivatives that are designated as accounting hedges and those that are not, and are further segregated by type of contract within those two categories.
	Table 9.1: Derivative Assets and Liabilities at Fair Value
			September 30, 2014									December 31, 2013
			Notional or			Derivative						Notional or			Derivative
			Contractual									Contractual
	(Dollars in millions)		Amount			Assets			Liabilities			Amount			Assets				Liabilities
	Derivatives designated as accounting hedges:
	Interest rate contracts:
	Fair value hedges		$	23,008		$	214		$	105		$	15,695		$	289			$	223
	Cash flow hedges		20,100			4			65			12,825			0				149
	Total interest rate contracts		43,108			218			170			28,520			289				372
	Foreign exchange contracts:
	Cash flow hedges		4,860			129			0			4,806			49				53
	Net investment hedges		2,419			113			0			0			0				0
	Total foreign exchange contracts		7,279			242			0			4,806			49				53
	Total derivatives designated as accounting hedges		50,387			460			170			33,326			338				425
	Derivatives not designated as accounting hedges:
	Interest rate contracts covering:
	MSRs(1)		483			2			1			353			0				7
	Customer accommodation		27,208			338			168			25,365			405				209
	Other interest rate exposures(2)		2,657			31			17			1,864			29				17
	Total interest rate contracts		30,348			371			186			27,582			434				233
	Foreign exchange contracts		190			5			0			1,422			184				37
	Other contracts		526			0			13			1,094			3				15
	Total derivatives not designated as accounting hedges		31,064			376			199			30,098			621				285
	Total derivatives		$	81,451		$	836		$	369		$	63,424		$	959			$	710
	__________
	(1)	Includes interest rate swaps and To Be Announced (“TBA”) contracts used to hedge our MSR portfolio.
	(2)	Other interest rate exposures include mortgage related derivatives.
Offsetting Assets	'
	The following table presents as of September 30, 2014 and December 31, 2013, the gross and net fair values of our derivative assets and liabilities and repurchase agreements, as well as the related offsetting amount permitted under the accounting standards for offsetting assets and liabilities. Under the accounting standard, gross positive fair values could be offset against gross negative fair values by counterparty pursuant to legally enforceable master netting agreements, if the netting presentation method is elected. The table also includes cash and non-cash collateral received or pledged associated with such arrangements. The collateral amounts related to derivative assets, derivative liabilities and repurchase agreements are limited to the extent of the related net derivative fair values or outstanding balances, thus instances of overcollateralization are not shown.
	Table 9.2: Offsetting of Financial Assets and Financial Liabilities
			Gross			Offsetting Amounts			Net Amounts as Recognized			Offsetting Amounts Not Netted
	(Dollars in millions)		Amounts									Financial			Collateral				Net
												Instruments			Received (1)				Exposure(2)
	As of September 30, 2014
	Derivatives assets		$	836		$	0		$	836		$	(141	)	$	(425	)		$	270
	As of December 31, 2013
	Derivatives assets		$	959		$	0		$	959		$	(262	)	$	(450	)		$	247
Offsetting Liabilities	'
			Gross			Offsetting Amounts			Net Amounts as Recognized			Offsetting Amounts Not Netted
	(Dollars in millions)		Amounts									Financial			Collateral				Net
												Instruments			Pledged				Exposure
	As of September 30, 2014
	Derivatives liabilities		$	369		$	0		$	369		$	(141	)	$	(170	)	(1)	$	58
	Repurchase agreements		940			0			940			0			(940		)		0
	As of December 31, 2013
	Derivatives liabilities		$	710		$	0		$	710		(262		)	$	(371	)	(1)	$	77
	Repurchase agreements		907			0			907			0			(907		)		0
	__________
	(1)	When we receive or pledge collateral, we factor in accrued interest when calculating net positions with counterparties.
	(2)	The majority of the net position relates to customer-accommodation derivatives. Customer-accommodation derivatives are cross-collateralized by the associated commercial loans and we do not require additional collateral on these transactions.
Fair Value Hedging and Free-Standing Derivatives	'
Derivative Instruments, Gain (Loss) [Line Items]	'
Gains and Losses on Derivatives	'
	The net gains (losses) recognized in earnings related to derivatives in fair value hedging relationships and free-standing derivatives are presented below for the three and nine months ended September 30, 2014 and 2013:
	Table 9.3: Gains and Losses on Fair Value Hedges and Free-Standing Derivatives
			Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars in millions)		2014			2013			2014			2013
	Derivatives designated as accounting hedges(1):
	Fair value interest rate contracts:
	(Losses) gains recognized in earnings on derivatives		$	(94	)	$	3		$	42		$	(409	)
	Gains (losses) recognized in earnings on hedged items		110			(10		)	(5		)	380
	Net fair value hedge ineffectiveness gains (losses)		16			(7		)	37			(29		)
	Derivatives not designated as accounting hedges(1):
	Interest rate contracts covering:
	MSRs		1			0			14			(8		)
	Customer accommodation		7			6			15			31
	Other interest rate exposures		5			4			8			(5		)
	Total interest rate contracts		13			10			37			18
	Foreign exchange contracts		0			0			1			(4		)
	Other contracts		(2		)	(18		)	(1		)	(25		)
	Total gains (losses) on derivatives not designated as accounting hedges		11			(8		)	37			(11		)
	Net derivative gains (losses) recognized in earnings		$	27		$	(15	)	$	74		$	(40	)
	__________
	(1)	Amounts are recorded on our consolidated statements of income in other non-interest income.
Cash Flow Hedging and Net Investment Hedging	'
Derivative Instruments, Gain (Loss) [Line Items]	'
Gains and Losses on Derivatives	'
	The table below shows the net gains (losses) related to derivatives designated as cash flow hedges and net investment hedges for the three and nine months ended September 30, 2014 and 2013:
	Table 9.4: Gains and Losses on Derivatives Designated as Cash Flow Hedges and Net Investment Hedges
			Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars in millions)		2014			2013			2014			2013
	Gains (losses) recorded in AOCI:
	Cash flow hedges:
	Interest rate contracts		$	(34	)	$	65		$	112		$	(82	)
	Foreign exchange contracts		(5		)	(6		)	(16		)	(16		)
	Subtotal		(39		)	59			96			(98		)
	Net investment hedges:
	Foreign exchange contracts		71			0			71			0
	Net derivatives gains (losses) recognized in AOCI		$	32		$	59		$	167		$	(98	)
	Gains (losses) recorded in earnings:
	Cash flow hedges:
	Gains (losses) reclassified from AOCI into earnings:
	Interest rate contracts(1)		$	34		$	14		$	90		$	40
	Foreign exchange contracts(2)		(5		)	(8		)	(16		)	(17		)
	Subtotal		29			6			74			23
	Gains (losses) recognized in earnings due to ineffectiveness:
	Interest rate contracts(2)		(1		)	1			0			0
	Net derivative gains recognized in earnings		$	28		$	7		$	74		$	23
	__________
	(1)	Amounts reclassified are recorded on our consolidated statements of income in interest income or interest expense.
	(2)	Amounts reclassified are recorded on our consolidated statements of income in other non-interest income.

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Tables)	9 Months Ended
	Sep. 30, 2014
Equity [Abstract]	'
Change in AOCI Gain (Loss) by Component (Net of Tax)	'
	The following tables present the components of accumulated other comprehensive income as of September 30, 2014 and December 31, 2013, as well as the current period activities related to other comprehensive income. AOCI is presented net of deferred tax of $304 million and $544 million as of September 30, 2014 and December 31, 2013, respectively.
	Table 10.1: Accumulated Other Comprehensive Income
			Three Months Ended September 30, 2014
	(Dollars in millions)		Securities				Securities Held to Maturity(1)				Cash Flow				Foreign				Other			Total
			Available								Hedges				Currency
			for Sale												Translation
															Adjustments (2)
	AOCI as of June 30, 2014		$	419			$	(863	)		$	(20	)		$	106			$	(13	)	$	(371	)
	Other comprehensive income (loss) before reclassifications		(62		)		0				(39		)		(82		)		3			(180		)
	Net realized (gains) losses reclassified from AOCI into earnings		(3		)		22				(29		)		0				2			(8		)
	Net other comprehensive income (loss)		(65		)		22				(68		)		(82		)		5			(188		)
	AOCI as of September 30, 2014		$	354			$	(841	)		$	(88	)		$	24			$	(8	)	$	(559	)
			Nine Months Ended September 30, 2014
	(Dollars in millions)		Securities				Securities Held to Maturity(1)				Cash Flow				Foreign				Other			Total
			Available								Hedges				Currency
			for Sale												Translation
															Adjustments (2)
	AOCI as of December 31, 2013		$	106			$	(897	)		$	(110	)		$	40			$	(11	)	$	(872	)
	Other comprehensive income (loss) before reclassifications		259				0				96				(16		)		6			345
	Net realized (gains) losses reclassified from AOCI into earnings		(11		)		56				(74		)		0				(3		)	(32		)
	Net other comprehensive income (loss)		248				56				22				(16		)		3			313
	AOCI as of September 30, 2014		$	354			$	(841	)		$	(88	)		$	24			$	(8	)	$	(559	)
			Three Months Ended September 30, 2013
	(Dollars in millions)		Securities				Securities Held to Maturity(1)				Cash Flow				Foreign				Other			Total
			Available								Hedges				Currency
			for Sale												Translation
															Adjustments (2)
	AOCI as of June 30, 2013		$	(517	)		$	0			$	(129	)		$	(111	)		$	(35	)	$	(792	)
	Other comprehensive income (loss) before reclassifications		692				(916		)		59				124				(1		)	(42		)
	Net realized (gains) losses reclassified from AOCI into earnings		0				1				(6		)		0				0			(5		)
	Net other comprehensive income (loss)		692				(915		)		53				124				(1		)	(47		)
	AOCI as of September 30, 2013		$	175			$	(915	)		$	(76	)		$	13			$	(36	)	$	(839	)
			Nine Months Ended September 30, 2013
	(Dollars in millions)		Securities				Securities Held to Maturity(1)				Cash Flow				Foreign				Other			Total
			Available								Hedges				Currency
			for Sale												Translation
															Adjustments (2)
	AOCI as of December 31, 2012		$	703			$	0			$	45			$	32			$	(41	)	$	739
	Other comprehensive income (loss) before reclassifications		(526		)		(916		)		(98		)		(19		)		4			(1,555		)
	Net realized (gains) losses reclassified from AOCI into earnings		(2		)		1				(23		)		0				1			(23		)
	Net other comprehensive income (loss)		(528		)		(915		)		(121		)		(19		)		5			(1,578		)
	AOCI as of September 30, 2013		$	175			$	(915	)		$	(76	)		$	13			$	(36	)	$	(839	)
	__________
	(1)	In the third quarter of 2013, we transferred securities with a fair value of $18.3 billion on the date of transfer, from securities available for sale to securities held to maturity. The securities included net pre-tax unrealized losses of $1.5 billion at the date of transfer. The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of the premium or discount created from the transfer into securities held to maturity, which occurred at fair value. These unrealized gains or losses will be recorded over the remaining life of the security with no impact on future net income.
	(2)	Include impact from foreign currency transactions that are designated as net investment hedges
Reclassifications from AOCI	'
	Table 10.2: Reclassifications from AOCI
					Amount Reclassified from AOCI
	(Dollars in millions)				Three Months Ended September 30,								Nine Months Ended September 30,
	AOCI Components		Affected Income Statement Line Item		2014				2013				2014				2013
	Securities available for sale:
			Non-interest income - Other		$	6			$	0			$	18			$	3
			Income tax provision		3				0				7				1
			Net income		3				0				11				2
	Securities held to maturity:(1)
			Non-interest income - Other		(35		)		(2		)		(96		)		(2		)
			Income tax benefit		(13		)		(1		)		(40		)		(1		)
			Net income		(22		)		(1		)		(56		)		(1		)
	Cash flow hedges:
	Interest rate contracts:
			Interest income - Other		54				23				144				65
	Foreign exchange contracts:
			Non-interest income - Other		(7		)		(13		)		(25		)		(27		)
					47				10				119				38
			Income tax provision		18				4				45				15
			Net income		29				6				74				23
	Other:
			Various		2				0				10				(1		)
			Income tax provision		4				0				7				0
			Net income		(2		)		0				3				(1		)
	Total reclassifications				$	8			$	5			$	32			$	23
	__________
	(1)	The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of the premium or discount created from the transfer into securities held to maturity, which occurred at fair value.
Components of Other Comprehensive Income (Loss) and Related Tax Impact	'
	The table below summarizes other comprehensive income activity and the related tax impact for the three and nine months ended September 30, 2014 and 2013:
	Table 10.3: Other Comprehensive Income (Loss)
			Three Months Ended September 30,
			2014												2013
	(Dollars in millions)		Before				Provision				After				Before				Provision			After
			Tax				(Benefit)				Tax				Tax				(Benefit)			Tax
	Other comprehensive income (loss):
	Net unrealized gains (losses) on securities available for sale		$	(104	)		$	(39	)		$	(65	)		$	1,107			$	415		$	692
	Net unrealized gains (losses) on securities transferred to held to maturity		35				13				22				(1,465		)		(550		)	(915		)
	Net unrealized gains (losses) on cash flow hedges		(107		)		(39		)		(68		)		84				31			53
	Foreign currency translation adjustments(1)		(41		)		41				(82		)		124				0			124
	Other		6				1				5				(1		)		0			(1		)
	Other comprehensive loss		$	(211	)		$	(23	)		$	(188	)		$	(151	)		$	(104	)	$	(47	)
			Nine Months Ended September 30,
			2014												2013
	(Dollars in millions)		Before				Provision				After				Before				Provision			After
			Tax				(Benefit)				Tax				Tax				(Benefit)			Tax
	Other comprehensive income (loss):
	Net unrealized gains (losses) on securities available for sale		$	394			$	146			$	248			$	(849	)		$	(321	)	$	(528	)
	Net unrealized gains (losses) on securities transferred to held to maturity		96				40				56				(1,465		)		(550		)	(915		)
	Net unrealized gains (losses) on cash flow hedges		37				15				22				(195		)		(74		)	(121		)
	Foreign currency translation adjustments(1)		25				41				(16		)		(19		)		0			(19		)
	Other		2				(1		)		3				6				1			5
	Other comprehensive income (loss)		$	554			$	241			$	313			$	(2,522	)		$	(944	)	$	(1,578	)
	__________
	(1)	Includes the impact from foreign currency transactions that are designated as net investment hedges.

Earnings_Per_Common_Share_Tabl

Earnings Per Common Share (Tables)	9 Months Ended
	Sep. 30, 2014
Earnings Per Share [Abstract]	'
Schedule of Computation of Basic and Diluted Earnings Per Common Share	'
	The following table sets forth the computation of basic and diluted earnings per common share:
	Table 11.1: Computation of Basic and Diluted Earnings per Common Share
			Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars and shares in millions, except per share data)		2014			2013			2014			2013
	Basic earnings
	Income from continuing operations, net of tax		$	1,125		$	1,118		$	3,453		$	3,479
	Loss from discontinued operations, net of tax		(44		)	(13		)	(24		)	(210		)
	Net income		1,081			1,105			3,429			3,269
	Dividends and undistributed earnings allocated to participating securities(1)		(5		)	(5		)	(14		)	(14		)
	Preferred stock dividends		(20		)	(13		)	(46		)	(39		)
	Net income available to common stockholders		$	1,056		$	1,087		$	3,369		$	3,216
	Net income from continuing operations per share		$	1.97		$	1.89		$	5.99		$	5.89
	Loss from discontinued operations per share		(0.08		)	(0.02		)	(0.04		)	(0.36		)
	Net income per share		$	1.89		$	1.87		$	5.95		$	5.53
	Total weighted-average basic shares outstanding		559.9			582.3			566.1			581.4
	Diluted earnings(2)
	Net income available to common stockholders		$	1,056		$	1,087		$	3,369		$	3,216
	Net income from continuing operations per share		$	1.94		$	1.86		$	5.9		$	5.82
	Loss from discontinued operations per share		(0.08		)	(0.02		)	(0.04		)	(0.36		)
	Net income per share		$	1.86		$	1.84		$	5.86		$	5.46
	Total weighted-average basic shares outstanding		559.9			582.3			566.1			581.4
	Effect of dilutive securities:
	Stock options		2.8			2.4			2.7			2.1
	Other contingently issuable shares		1.6			1.7			1.5			1.6
	Warrants (3)		3.6			4.7			4.9			3.9
	Total effect of dilutive securities		8			8.8			9.1			7.6
	Total weighted-average diluted shares outstanding		567.9			591.1			575.2			589
	__________
	(1)	Includes undistributed earnings allocated to participating securities using the two-class method under the accounting guidance for computing earnings per share.
	(2)	Excluded from the computation of diluted earnings per share were 2.3 million shares related to options with exercise prices ranging from $70.96 to $88.81 and 3.2 million shares related to options with exercise prices ranging from $70.96 to $88.81, for the three and nine months ended September 30, 2014, respectively, and 4.8 million shares related to options with exercise prices ranging from $67.37 to $88.81 and 5.5 million shares related to options with exercise prices ranging from $56.28 to $88.81, for the three and nine months ended September 30, 2013, respectively, because their inclusion would be anti-dilutive.
	(3)	Represents warrants issued as part of the U.S. Department of Treasury’s Troubled Assets Relief Program (“TARP”). As of September 30, 2014, there were 6.4 million warrants to purchase common stock outstanding, which represents approximately half of the warrants issued in the initial offering.

Fair_Value_of_Financial_Instru1

Fair Value of Financial Instruments (Tables)	9 Months Ended
	Sep. 30, 2014
Fair Value Disclosures [Abstract]	'
Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis	'
	The following table displays our assets and liabilities measured on our consolidated balance sheets at fair value on a recurring basis as of September 30, 2014 and December 31, 2013:
	Table 12.1: Assets and Liabilities Measured at Fair Value on a Recurring Basis
			September 30, 2014
			Fair Value Measurements Using
	(Dollars in millions)		Level 1			Level 2			Level 3			Total
	Assets
	Securities available for sale:
	U.S. Treasury debt obligations		$	4,261		$	0		$	0		$	4,261
	U.S. agency debt obligations		0			1			0			1
	Corporate debt securities guaranteed by U.S. government agencies		0			595			384			979
	RMBS		0			23,826			657			24,483
	CMBS		0			5,483			303			5,786
	Other ABS		0			2,973			110			3,083
	Other securities		112			948			12			1,072
	Total securities available for sale		4,373			33,826			1,466			39,665
	Other assets:
	Consumer MSRs		0			0			58			58
	Derivative assets(1)		0			785			51			836
	Retained interests in securitizations		0			0			203			203
	Total assets		$	4,373		$	34,611		$	1,778		$	40,762
	Liabilities
	Other liabilities:
	Derivative liabilities(1)		$	1		$	329		$	39		$	369
	Total liabilities		$	1		$	329		$	39		$	369
			December 31, 2013
			Fair Value Measurements Using
	(Dollars in millions)		Level 1			Level 2			Level 3			Total
	Assets
	Securities available for sale:
	U.S. Treasury debt obligations		$	833		$	0		$	0		$	833
	U.S. agency debt obligations		0			1			0			1
	Corporate debt securities guaranteed by U.S. government agencies		0			307			927			1,234
	RMBS		0			23,775			1,304			25,079
	CMBS		0			5,267			739			6,006
	Other ABS		0			6,793			343			7,136
	Other securities		127			1,367			17			1,511
	Total securities available for sale		960			37,510			3,330			41,800
	Other assets:
	Consumer MSRs		0			4			69			73
	Derivative assets(1)		3			906			50			959
	Retained interests in securitizations		0			0			199			199
	Total assets		$	963		$	38,420		$	3,648		$	43,031
	Liabilities
	Other liabilities:
	Derivative liabilities(1)		$	4		$	668		$	38		$	710
	Total liabilities		$	4		$	668		$	38		$	710
	__________
	(1)	Does not reflect $3 million and $1 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of September 30, 2014 and December 31, 2013, respectively. Non-performance risk is reflected in other assets/liabilities on the balance sheet and offset through the income statement in other income.
Schedule of Level 3 Inputs Reconciliation for Assets	'
	Table 12.2: Level 3 Recurring Fair Value Rollforward
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Three Months Ended September 30, 2014
																													Net Unrealized
																													Gains (Losses)
																													Included in Net
																													Income Related to
						Total Gains (Losses)																							Assets and Liabilities
						(Realized/Unrealized)																							Still Held as of September 30, 2014(3)
	(Dollars in millions)		Balance,			Included			Included			Purchases		Sales			Issuances		Settlements			Transfers		Transfers			Balance,
			July 1,			in Net			in OCI													Into		Out of			30-Sep-14
			2014			Income(1)																Level 3(2)		Level 3(2)
	Assets:
	Securities available for sale:
	Corporate debt securities guaranteed by U.S. government agencies		$	739		$	(5	)	$	3		$	0	$	(91	)	$	0	$	(16	)	$	0	$	(246	)	$	384	$	(1	)
	RMBS		836			16			3			42		0			0		(24		)	79		(295		)	657		16
	CMBS		449			0			(2		)	158		0			0		(34		)	0		(268		)	303		0
	Other ABS		175			1			3			0		0			0		0			9		(78		)	110		1
	Other securities		20			(1		)	0			0		0			0		(7		)	0		0			12		(1		)
	Total securities available for sale		2,219			11			7			200		(91		)	0		(81		)	88		(887		)	1,466		15
	Other assets:
	Consumer MSRs		57			(2		)	0			0		0			4		(1		)	0		0			58		(2		)
	Derivative assets		50			2			0			0		0			6		(8		)	0		1			51		2
	Retained interest in securitizations		195			8			0			0		0			0		0			0		0			203		8
	Liabilities:
	Other liabilities:
	Derivative liabilities		37			4			0			0		0			4		(6		)	0		0			39		4
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Three Months Ended September 30, 2013
						Total Gains (Losses)																							Net Unrealized
						(Realized/Unrealized)																							Gains (Losses)
																													Included in Net
																													Income Related to
																													Assets and Liabilities
																													Still Held as of
	(Dollars in millions)		Balance,			Included			Included in OCI			Purchases		Sales			Issuances		Settlements			Transfers		Transfers			Balance,		September 30, 2013(3)
			July 1,			in  Net																Into		Out of			30-Sep-13
			2013			Income(1)																Level 3(2)		Level 3(2)
	Assets:
	Securities available for sale:
	Corporate debt securities guaranteed by U.S. government agencies		$	832		$	0		$	4		$	61	$	0		$	0	$	(19	)	$	47	$	1		$	926	$	0
	RMBS		1,535			(6		)	57			85		0			0		(72		)	152		(430		)	1,321		(5		)
	CMBS		461			0			(2		)	96		0			0		(4		)	48		(295		)	304		0
	Other ABS		109			0			6			129		0			0		0			84		(15		)	313		0
	Other securities		16			0			0			30		0			0		(6		)	0		(2		)	38		0
	Total securities available for sale		2,953			(6		)	65			401		0			0		(101		)	331		(741		)	2,902		(5		)
	Other assets:
	Consumer MSRs		61			(5		)	0			0		0			4		(2		)	0		0			58		(5		)
	Derivative assets		72			(13		)	0			0		0			4		(3		)	0		(6		)	54		(13		)
	Retained interest in securitizations		198			3			0			0		0			0		0			0		0			201		3
	Liabilities:
	Other liabilities:
	Derivative liabilities		42			4			0			0		0			3		(9		)	0		(1		)	39		4
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Nine Months Ended September 30, 2014
						Total Gains (Losses)																							Net Unrealized
						(Realized/Unrealized)																							Gains (Losses)
																													Included in Net
																													Income Related to Assets and
																													Liabilities Still Held as of
	(Dollars in millions)		Balance,			Included			Included in			Purchases		Sales			Issuances		Settlements			Transfers		Transfers			Balance,		September 30, 2014(3)
			January 1,			in  Net			OCI													Into		Out of			30-Sep-14
			2014			Income(1)																Level 3(2)		Level 3(2)
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	927		$	(5	)	$	18		$	0	$	(203	)	$	0	$	(55	)	$	64	$	(362	)	$	384	$	(1	)
RMBS		1,304			53			39			1,022		0			0		(156		)	199		(1,804		)	657		53
CMBS		739			0			3			192		0			0		(64		)	66		(633		)	303		0
Other ABS		343			4			13			0		0			0		(2		)	52		(300		)	110		4
Other securities		17			(1		)	0			0		0			0		(7		)	3		0			12		(1		)
Total securities available for sale		3,330			51			73			1,214		(203		)	0		(284		)	384		(3,099		)	1,466		55
Other assets:
Consumer MSRs		69			(19		)	0			0		0			11		(3		)	0		0			58		(19		)
Derivative assets		50			5			0			0		0			13		(14		)	0		(3		)	51		5
Retained interest in securitizations		199			4			0			0		0			0		0			0		0			203		4
Liabilities:
Other liabilities:
Derivative liabilities		38			8			0			0		0			8		(14		)	0		(1		)	39		8
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Nine Months Ended September 30, 2013
					Total Gains (Losses)																							Net Unrealized
					(Realized/Unrealized)																							Gains (Losses)
																												Included in Net
(Dollars in millions)		Balance,			Included			Included in			Purchases		Sales			Issuances		Settlements			Transfers		Transfers			Balance,		Income Related to Assets and Liabilities Still Held as of September 30, 2013(3)
		January 1,			in  Net			OCI													Into		Out of			30-Sep-13
		2013			Income(1)																Level 3(2)		Level 3(2)
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	650		$	0		$	(31	)	$	272	$	0		$	0	$	(47	)	$	125	$	(43	)	$	926	$	0
RMBS		1,335			(16		)	141			277		0			0		(217		)	681		(880		)	1,321		(21		)
CMBS		587			0			(49		)	643		(10		)	0		(31		)	168		(1,004		)	304		0
Other ABS		102			(1		)	12			169		(41		)	0		(2		)	98		(24		)	313		(1		)
Other securities		15			0			0			30		0			0		(6		)	1		(2		)	38		0
Total securities available for sale		2,689			(17		)	73			1,391		(51		)	0		(303		)	1,073		(1,953		)	2,902		(22		)
Other assets:
Consumer MSRs		55			25			0			0		0			9		(5		)	0		(26		)	58		25
Derivative assets		90			(20		)	0			0		0			8		(15		)	0		(9		)	54		(20		)
Retained interest in securitization		204			(3		)	0			0		0			0		0			0		0			201		(3		)
Liabilities:
Other liabilities:
Derivative liabilities		38			15			0			0		0			13		(25		)	0		(2		)	39		15
__________
(1)	Gains (losses) related to Level 3 Consumer MSRs, derivative assets and derivative liabilities, and retained interests in securitizations are reported in other non-interest income, which is a component of non-interest income.
(2)	The transfers out of Level 3 for the three and nine months ended September 30, 2014 and 2013 were primarily driven by greater consistency among multiple pricing sources. The transfers into Level 3 were primarily driven by less consistency among vendor pricing on individual securities.
(3)	The amount presented for unrealized gains (losses) for assets still held as of the reporting date primarily represents impairments for securities available for sale, accretion on certain fixed maturity securities, change in fair value of derivative instruments and mortgage servicing rights transaction. Impairment is reported in total other-than-temporary impairment as a component of non-interest income.
Schedule of Level 3 Inputs Reconciliation for Liabilities	'
	The tables below present a reconciliation for all assets and liabilities measured and recognized at fair value on a recurring basis using significant unobservable inputs (Level 3). When assets and liabilities are transferred between levels, we recognize the transfer as of the end of the period.
	Table 12.2: Level 3 Recurring Fair Value Rollforward
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Three Months Ended September 30, 2014
																													Net Unrealized
																													Gains (Losses)
																													Included in Net
																													Income Related to
						Total Gains (Losses)																							Assets and Liabilities
						(Realized/Unrealized)																							Still Held as of September 30, 2014(3)
	(Dollars in millions)		Balance,			Included			Included			Purchases		Sales			Issuances		Settlements			Transfers		Transfers			Balance,
			July 1,			in Net			in OCI													Into		Out of			30-Sep-14
			2014			Income(1)																Level 3(2)		Level 3(2)
	Assets:
	Securities available for sale:
	Corporate debt securities guaranteed by U.S. government agencies		$	739		$	(5	)	$	3		$	0	$	(91	)	$	0	$	(16	)	$	0	$	(246	)	$	384	$	(1	)
	RMBS		836			16			3			42		0			0		(24		)	79		(295		)	657		16
	CMBS		449			0			(2		)	158		0			0		(34		)	0		(268		)	303		0
	Other ABS		175			1			3			0		0			0		0			9		(78		)	110		1
	Other securities		20			(1		)	0			0		0			0		(7		)	0		0			12		(1		)
	Total securities available for sale		2,219			11			7			200		(91		)	0		(81		)	88		(887		)	1,466		15
	Other assets:
	Consumer MSRs		57			(2		)	0			0		0			4		(1		)	0		0			58		(2		)
	Derivative assets		50			2			0			0		0			6		(8		)	0		1			51		2
	Retained interest in securitizations		195			8			0			0		0			0		0			0		0			203		8
	Liabilities:
	Other liabilities:
	Derivative liabilities		37			4			0			0		0			4		(6		)	0		0			39		4
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Three Months Ended September 30, 2013
						Total Gains (Losses)																							Net Unrealized
						(Realized/Unrealized)																							Gains (Losses)
																													Included in Net
																													Income Related to
																													Assets and Liabilities
																													Still Held as of
	(Dollars in millions)		Balance,			Included			Included in OCI			Purchases		Sales			Issuances		Settlements			Transfers		Transfers			Balance,		September 30, 2013(3)
			July 1,			in  Net																Into		Out of			30-Sep-13
			2013			Income(1)																Level 3(2)		Level 3(2)
	Assets:
	Securities available for sale:
	Corporate debt securities guaranteed by U.S. government agencies		$	832		$	0		$	4		$	61	$	0		$	0	$	(19	)	$	47	$	1		$	926	$	0
	RMBS		1,535			(6		)	57			85		0			0		(72		)	152		(430		)	1,321		(5		)
	CMBS		461			0			(2		)	96		0			0		(4		)	48		(295		)	304		0
	Other ABS		109			0			6			129		0			0		0			84		(15		)	313		0
	Other securities		16			0			0			30		0			0		(6		)	0		(2		)	38		0
	Total securities available for sale		2,953			(6		)	65			401		0			0		(101		)	331		(741		)	2,902		(5		)
	Other assets:
	Consumer MSRs		61			(5		)	0			0		0			4		(2		)	0		0			58		(5		)
	Derivative assets		72			(13		)	0			0		0			4		(3		)	0		(6		)	54		(13		)
	Retained interest in securitizations		198			3			0			0		0			0		0			0		0			201		3
	Liabilities:
	Other liabilities:
	Derivative liabilities		42			4			0			0		0			3		(9		)	0		(1		)	39		4
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Nine Months Ended September 30, 2014
						Total Gains (Losses)																							Net Unrealized
						(Realized/Unrealized)																							Gains (Losses)
																													Included in Net
																													Income Related to Assets and
																													Liabilities Still Held as of
	(Dollars in millions)		Balance,			Included			Included in			Purchases		Sales			Issuances		Settlements			Transfers		Transfers			Balance,		September 30, 2014(3)
			January 1,			in  Net			OCI													Into		Out of			30-Sep-14
2014			Income(1)						Level 3(2)		Level 3(2)
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	927		$	(5	)	$	18		$	0	$	(203	)	$	0	$	(55	)	$	64	$	(362	)	$	384	$	(1	)
RMBS		1,304			53			39			1,022		0			0		(156		)	199		(1,804		)	657		53
CMBS		739			0			3			192		0			0		(64		)	66		(633		)	303		0
Other ABS		343			4			13			0		0			0		(2		)	52		(300		)	110		4
Other securities		17			(1		)	0			0		0			0		(7		)	3		0			12		(1		)
Total securities available for sale		3,330			51			73			1,214		(203		)	0		(284		)	384		(3,099		)	1,466		55
Other assets:
Consumer MSRs		69			(19		)	0			0		0			11		(3		)	0		0			58		(19		)
Derivative assets		50			5			0			0		0			13		(14		)	0		(3		)	51		5
Retained interest in securitizations		199			4			0			0		0			0		0			0		0			203		4
Liabilities:
Other liabilities:
Derivative liabilities		38			8			0			0		0			8		(14		)	0		(1		)	39		8
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Nine Months Ended September 30, 2013
					Total Gains (Losses)																							Net Unrealized
					(Realized/Unrealized)																							Gains (Losses)
																												Included in Net
(Dollars in millions)		Balance,			Included			Included in			Purchases		Sales			Issuances		Settlements			Transfers		Transfers			Balance,		Income Related to Assets and Liabilities Still Held as of September 30, 2013(3)
		January 1,			in  Net			OCI													Into		Out of			30-Sep-13
		2013			Income(1)																Level 3(2)		Level 3(2)
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	650		$	0		$	(31	)	$	272	$	0		$	0	$	(47	)	$	125	$	(43	)	$	926	$	0
RMBS		1,335			(16		)	141			277		0			0		(217		)	681		(880		)	1,321		(21		)
CMBS		587			0			(49		)	643		(10		)	0		(31		)	168		(1,004		)	304		0
Other ABS		102			(1		)	12			169		(41		)	0		(2		)	98		(24		)	313		(1		)
Other securities		15			0			0			30		0			0		(6		)	1		(2		)	38		0
Total securities available for sale		2,689			(17		)	73			1,391		(51		)	0		(303		)	1,073		(1,953		)	2,902		(22		)
Other assets:
Consumer MSRs		55			25			0			0		0			9		(5		)	0		(26		)	58		25
Derivative assets		90			(20		)	0			0		0			8		(15		)	0		(9		)	54		(20		)
Retained interest in securitization		204			(3		)	0			0		0			0		0			0		0			201		(3		)
Liabilities:
Other liabilities:
Derivative liabilities		38			15			0			0		0			13		(25		)	0		(2		)	39		15
__________
(1)	Gains (losses) related to Level 3 Consumer MSRs, derivative assets and derivative liabilities, and retained interests in securitizations are reported in other non-interest income, which is a component of non-interest income.
(2)	The transfers out of Level 3 for the three and nine months ended September 30, 2014 and 2013 were primarily driven by greater consistency among multiple pricing sources. The transfers into Level 3 were primarily driven by less consistency among vendor pricing on individual securities.
(3)	The amount presented for unrealized gains (losses) for assets still held as of the reporting date primarily represents impairments for securities available for sale, accretion on certain fixed maturity securities, change in fair value of derivative instruments and mortgage servicing rights transaction. Impairment is reported in total other-than-temporary impairment as a component of non-interest income.
Schedule of Assets Measured at Fair Value on Recurring Basis Quantitative Information	'
	Table 12.3: Quantitative Information about Level 3 Fair Value Measurements
	Quantitative Information about Level 3 Fair Value Measurements
	(Dollars in millions)		Fair Value at September 30,			Significant		Significant	Range		Weighted
			2014			Valuation		Unobservable			Average
						Techniques		Inputs
	Assets:
	Securities available for sale:
	RMBS		$	657		Discounted cash flows (3rd party pricing)		Yield	0-23%		6%
								Constant prepayment rate	0-23%		3%
								Default rate	0-11%		5%
								Loss severity	0-80%		49%
	CMBS		303			Discounted cash flows (3rd party pricing)		Yield	0-4%		1%
								Constant prepayment rate	0-100%		4%
	Other ABS		110			Discounted cash flows (3rd party pricing)		Yield	5-7%		6%
								Constant prepayment rate	0-4%		3%
								Default rate	3-10%		6%
								Loss severity	49-88%		75%
	U.S. government guaranteed debt and other securities		396			Discounted cash flows (3rd party pricing)		Yield	1-3%		2%
	Other assets:
	Consumer MSRs		58			Discounted cash flows		Total prepayment rate	10-27%		16%
								Discount rate	10-21%		13%
								Servicing cost ($ per loan)	$62.07-$185.22		$75.95
	Derivative assets		51			Discounted cash flows		Swap rates	3%		3%
	Retained interests in securitization(1)		203			Discounted cash flows		Life of receivables (months) Constant prepayment rate	28-82		N/A
								Discount rate	1-11%
								Default rate	4-12%
								Loss severity	2-7%
									17-111%
	Liabilities:
	Other liabilities:
	Derivative liabilities		39			Discounted cash flows		Swap rates	3%		3%
	Quantitative Information about Level 3 Fair Value Measurements
	(Dollars in millions)		Fair Value at December 31,			Significant		Significant	Range		Weighted
			2013			Valuation		Unobservable			Average
						Techniques		Inputs
	Assets:
	Securities available for sale:
	RMBS		$	1,304		Discounted cash flows (3rd party pricing)		Yield	0-23%		5%
								Constant prepayment rate	0-21%		5%
								Default rate	0-18%		8%
								Loss severity	0-95%		49%
	CMBS		739			Discounted cash flows (3rd party pricing)		Yield	1-4%		2%
								Constant prepayment rate	0-20%		3%
	Other ABS		343			Discounted cash flows (3rd party pricing)		Yield	1-8%		3%
								Constant prepayment rate	1-6%		2%
								Default rate	1-19%		12%
								Loss severity	44-80%		69%
	U.S. government guaranteed debt and other securities		944			Discounted cash flows (3rd party pricing)		Yield	0-3%		2%
	Other assets:
	Consumer MSRs		69			Discounted cash flows		Total prepayment rate	9-32%		14%
								Discount rate	10-17%		11%
								Servicing cost ($ per loan)	$81.39-$393.52		$89.32
	Derivative assets		50			Discounted cash flows		Swap rates	3-4%		4%
	Retained interests in securitization(1)		199			Discounted cash flows		Life of receivables (months) Constant prepayment rate	34-101		N/A
								Discount rate	2-7%
								Default rate	5-14%
								Loss severity	2-7%
									15-89%
	Liabilities:
	Other liabilities:
	Derivative liabilities		38			Discounted cash flows		Swap rates	3-4%		4%
	__________
	(1)	Due to the nature of the various mortgage securitization structures in which we have retained interests, it is not meaningful to present a consolidated weighted average for the significant unobservable inputs.
Schedule of Liabilities Measured at Fair Value on Recurring Basis Quantitative Information	'
	Table 12.3: Quantitative Information about Level 3 Fair Value Measurements
	Quantitative Information about Level 3 Fair Value Measurements
	(Dollars in millions)		Fair Value at September 30,			Significant		Significant	Range		Weighted
			2014			Valuation		Unobservable			Average
						Techniques		Inputs
	Assets:
	Securities available for sale:
	RMBS		$	657		Discounted cash flows (3rd party pricing)		Yield	0-23%		6%
								Constant prepayment rate	0-23%		3%
								Default rate	0-11%		5%
								Loss severity	0-80%		49%
	CMBS		303			Discounted cash flows (3rd party pricing)		Yield	0-4%		1%
								Constant prepayment rate	0-100%		4%
	Other ABS		110			Discounted cash flows (3rd party pricing)		Yield	5-7%		6%
								Constant prepayment rate	0-4%		3%
								Default rate	3-10%		6%
								Loss severity	49-88%		75%
	U.S. government guaranteed debt and other securities		396			Discounted cash flows (3rd party pricing)		Yield	1-3%		2%
	Other assets:
	Consumer MSRs		58			Discounted cash flows		Total prepayment rate	10-27%		16%
								Discount rate	10-21%		13%
								Servicing cost ($ per loan)	$62.07-$185.22		$75.95
	Derivative assets		51			Discounted cash flows		Swap rates	3%		3%
	Retained interests in securitization(1)		203			Discounted cash flows		Life of receivables (months) Constant prepayment rate	28-82		N/A
								Discount rate	1-11%
								Default rate	4-12%
								Loss severity	2-7%
									17-111%
	Liabilities:
	Other liabilities:
	Derivative liabilities		39			Discounted cash flows		Swap rates	3%		3%
	Quantitative Information about Level 3 Fair Value Measurements
	(Dollars in millions)		Fair Value at December 31,			Significant		Significant	Range		Weighted
			2013			Valuation		Unobservable			Average
						Techniques		Inputs
	Assets:
	Securities available for sale:
	RMBS		$	1,304		Discounted cash flows (3rd party pricing)		Yield	0-23%		5%
								Constant prepayment rate	0-21%		5%
								Default rate	0-18%		8%
								Loss severity	0-95%		49%
	CMBS		739			Discounted cash flows (3rd party pricing)		Yield	1-4%		2%
								Constant prepayment rate	0-20%		3%
	Other ABS		343			Discounted cash flows (3rd party pricing)		Yield	1-8%		3%
								Constant prepayment rate	1-6%		2%
								Default rate	1-19%		12%
								Loss severity	44-80%		69%
	U.S. government guaranteed debt and other securities		944			Discounted cash flows (3rd party pricing)		Yield	0-3%		2%
	Other assets:
	Consumer MSRs		69			Discounted cash flows		Total prepayment rate	9-32%		14%
								Discount rate	10-17%		11%
								Servicing cost ($ per loan)	$81.39-$393.52		$89.32
	Derivative assets		50			Discounted cash flows		Swap rates	3-4%		4%
	Retained interests in securitization(1)		199			Discounted cash flows		Life of receivables (months) Constant prepayment rate	34-101		N/A
								Discount rate	2-7%
								Default rate	5-14%
								Loss severity	2-7%
									15-89%
	Liabilities:
	Other liabilities:
	Derivative liabilities		38			Discounted cash flows		Swap rates	3-4%		4%
	__________
	(1)	Due to the nature of the various mortgage securitization structures in which we have retained interests, it is not meaningful to present a consolidated weighted average for the significant unobservable inputs.
Schedule of Assets Measured at Fair Value on Nonrecurring Basis	'
	The following table presents the carrying amount of the assets measured at fair value on a nonrecurring basis and still held as of September 30, 2014 and December 31, 2013, and for which a nonrecurring fair value measurement was recorded during the nine and twelve months then ended:
	Table 12.4: Nonrecurring Fair Value Measurements Related to Assets Still Held at Period End
			September 30, 2014
			Estimated Fair Value Hierarchy									Total
	(Dollars in millions)		Level 1			Level 2			Level 3
	Assets:
	Loans held for investment		$	0		$	0		$	120		$	120
	Loans held for sale		0			98			0			98
	Other assets(1)		0			0			63			63
	Total		$	0		$	98		$	183		$	281
			December 31, 2013
			Estimated Fair Value Hierarchy									Total
	(Dollars in millions)		Level 1			Level 2			Level 3
	Assets:
	Loans held for investment		$	0		$	0		$	84		$	84
	Loans held for sale		0			145			0			145
	Other assets(1)		0			0			64			64
	Total		$	0		$	145		$	148		$	293
	__________
	(1)	Includes foreclosed property and repossessed assets of $51 million and long-lived assets held for sale of $12 million as of September 30, 2014. Comparatively, includes foreclosed property and repossessed assets of $42 million and long-lived assets held for sale of $22 million as of December 31, 2013.
Schedule of Earnings Related to Assets Measured at Fair Value on Nonrecurring Basis	'
	The following table presents total nonrecurring fair value measurements for the period, included in earnings, attributable to the change in fair value relating to assets that are still held at September 30, 2014 and 2013.
	Table 12.5: Nonrecurring Fair Value Measurements Included in Earnings Related to Assets Still Held at Period End
			Total Gains (Losses)
			Nine Months Ended September 30,
	(Dollars in millions)		2014			2013
	Assets:
	Loans held for investment		$	(19	)	$	(27	)
	Loans held for sale		0			0
	Other assets(1)		(6		)	(16		)
	Total		$	(25	)	$	(43	)
	__________
	(1)	Includes the gains and losses related to foreclosed property and repossessed assets and long-lived assets held for sale.
Schedule of Fair Value of Financial Instruments	'
	The following reflects the fair value of financial instruments, whether or not recognized on the consolidated balance sheets at fair value, as of September 30, 2014 and December 31, 2013:
	Table 12.6: Fair Value of Financial Instruments
			September 30, 2014						Estimated Fair Value Hierarchy
	(Dollars in millions)		Carrying			Estimated			Level 1			Level 2		Level 3
			Amount			Fair Value
	Financial assets:
	Cash and cash equivalents		$	6,148		$	6,148		$	6,148		$	0	$	0
	Restricted cash for securitization investors		405			405			405			0		0
	Securities available for sale		39,665			39,665			4,373			33,826		1,466
	Securities held to maturity		22,182			22,928			0			22,770		158
	Net loans held for investment		197,380			201,441			0			0		201,441
	Loans held for sale		427			431			0			431		0
	Interest receivable		1,268			1,268			0			1,268		0
	Derivative assets		836			836			0			785		51
	Retained interests in securitizations		203			203			0			0		203
	Financial liabilities:
	Non-interest bearing deposits		$	25,388		$	25,388		$	25,388		$	0	$	0
	Interest-bearing deposits		178,876			172,688			0			11,341		161,347
	Securitized debt obligations		10,508			10,654			0			10,654		0
	Senior and subordinated notes		18,534			19,075			0			19,075		0
	Federal funds purchased and securities loaned or sold under agreements to repurchase		2,330			2,330			2,330			0		0
	Other borrowings		10,871			10,876			0			10,876		0
	Interest payable		249			249			0			249		0
	Derivative liabilities		369			369			1			329		39
			December 31, 2013						Estimated Fair Value Hierarchy
	(Dollars in millions)		Carrying			Estimated			Level 1			Level 2		Level 3
			Amount			Fair Value
	Financial assets:
	Cash and cash equivalents		$	6,291		$	6,291		$	6,291		$	0	$	0
	Restricted cash for securitization investors		874			874			874			0		0
	Securities available for sale		41,800			41,800			960			37,510		3,330
	Securities held to maturity		19,132			19,185			0			18,895		290
	Net loans held for investment		192,884			198,138			0			0		198,138
	Loans held for sale		218			219			0			219		0
	Interest receivable		1,418			1,418			0			1,418		0
	Derivatives assets		959			959			3			906		50
	Retained interests in securitizations		199			199			0			0		199
	Financial liabilities:
	Non-interest bearing deposits		$	22,643		$	22,643		$	22,643		$	0	$	0
	Interest-bearing deposits		181,880			175,516			0			14,346		161,170
	Securitized debt obligations		10,289			11,081			0			10,835		246
	Senior and subordinated notes		13,134			13,715			0			13,715		0
	Federal funds purchased and securities loaned or sold under agreements to repurchase		915			915			915			0		0
	Other borrowings		16,316			16,324			0			16,324		0
	Interest payable		307			307			0			307		0
	Derivatives liabilities		710			710			4			668		38

Business_Segments_Tables

Business Segments (Tables)	9 Months Ended
	Sep. 30, 2014
Segment Reporting [Abstract]	'
Schedule of Segment Results and Reconciliation	'
	The following tables present our business segment results for the three and nine months ended September 30, 2014 and 2013, selected balance sheet data as of September 30, 2014 and 2013, and a reconciliation of our total business segment results to our reported consolidated income from continuing operations, assets and deposits. Prior period amounts have been recast to conform to the current period.
	Table 13.1: Segment Results and Reconciliation
			Three Months Ended September 30, 2014
	(Dollars in millions)		Credit		Consumer		Commercial			Other(1)			Consolidated
			Card		Banking		Banking(1)						Total(1)
	Net interest income		$	2,627	$	1,425	$	439		$	6		$	4,497
	Non-interest income		846		179		122			(5		)	1,142
	Total net revenue		3,473		1,604		561			1			5,639
	Provision (benefit) for credit losses		787		198		9			(1		)	993
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization		90		0		0			0			90
	Core deposit intangible amortization		0		26		5			0			31
	Total PCCR and core deposit intangible amortization		90		26		5			0			121
	Other non-interest expense		1,640		930		263			31			2,864
	Total non-interest expense		1,730		956		268			31			2,985
	Income (loss) from continuing operations before income taxes		956		450		284			(29		)	1,661
	Income tax provision (benefit)		332		161		102			(59		)	536
	Income from continuing operations, net of tax		$	624	$	289	$	182		$	30		$	1,125
	Period-end total loans held for investment		$	80,631	$	71,061	$	49,788		$	112		$	201,592
	Period-end total deposits		0		167,624		31,918			4,722			204,264
			Three Months Ended September 30, 2013
	(Dollars in millions)		Credit		Consumer		Commercial			Other(1)			Consolidated
			Card		Banking		Banking(1)						Total(1)
	Net interest income (expense)		$	2,757	$	1,481	$	424		$	(102	)	$	4,560
	Non-interest income		834		184		87			(14		)	1,091
	Total net revenue (loss)		3,591		1,665		511			(116		)	5,651
	Provision (benefit) for credit losses		617		202		31			(1		)	849
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization		106		0		0			0			106
	Core deposit intangible amortization		0		34		6			0			40
	Total PCCR and core deposit intangible amortization		106		34		6			0			146
	Other non-interest expense		1,798		893		222			50			2,963
	Total non-interest expense		1,904		927		228			50			3,109
	Income (loss) from continuing operations before income taxes		1,070		536		252			(165		)	1,693
	Income tax provision (benefit)		376		191		90			(82		)	575
	Income (loss) from continuing operations, net of tax		$	694	$	345	$	162		$	(83	)	$	1,118
	Period-end total loans held for investment		$	77,967	$	71,285	$	42,399		$	163		$	191,814
	Period-end total deposits		0		168,437		30,592			7,805			206,834
			Nine Months Ended September 30, 2014
	(Dollars in millions)		Credit		Consumer		Commercial			Other(1)			Consolidated
			Card		Banking		Banking(1)						Total(1)
	Net interest income (expense)		$	7,613	$	4,289	$	1,296		$	(36	)	$	13,162
	Non-interest income		2,470		499		318			28			3,315
	Total net revenue (loss)		10,083		4,788		1,614			(8		)	16,477
	Provision (benefit) for credit losses		1,894		481		61			(4		)	2,432
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization		282		0		0			0			282
	Core deposit intangible amortization		0		84		16			0			100
	Total PCCR and core deposit intangible amortization		282		84		16			0			382
	Other non-interest expense		4,893		2,740		774			107			8,514
	Total non-interest expense		5,175		2,824		790			107			8,896
	Income (loss) from continuing operations before income taxes		3,014		1,483		763			(111		)	5,149
	Income tax provision (benefit)		1,054		530		273			(161		)	1,696
	Income from continuing operations, net of tax		$	1,960	$	953	$	490		$	50		$	3,453
	Period-end total loans held for investment		$	80,631	$	71,061	$	49,788		$	112		$	201,592
	Period-end total deposits		0		167,624		31,918			4,722			204,264
			Nine Months Ended September 30, 2013
	(Dollars in millions)		Credit		Consumer		Commercial			Other(1)			Consolidated
			Card		Banking		Banking(1)						Total(1)
	Net interest income (expense)		$	8,391	$	4,437	$	1,227		$	(372	)	$	13,683
Non-interest income		2,487		554		264			(148		)	3,157
Total net revenue (loss)		10,878		4,991		1,491			(520		)	16,840
Provision (benefit) for credit losses		2,073		444		(18		)	(3		)	2,496
Non-interest expense:
Amortization of intangibles:
PCCR intangible amortization		332		0		0			0			332
Core deposit intangible amortization		0		106		21			0			127
Total PCCR and core deposit intangible amortization		332		106		21			0			459
Other non-interest expense		5,239		2,621		656			143			8,659
Total non-interest expense		5,571		2,727		677			143			9,118
Income (loss) from continuing operations before income taxes		3,234		1,820		832			(660		)	5,226
Income tax provision (benefit)		1,135		648		296			(332		)	1,747
Income (loss) from continuing operations, net of tax		$	2,099	$	1,172	$	536		$	(328	)	$	3,479
Period-end total loans held for investment		$	77,967	$	71,285	$	42,399		$	163		$	191,814
Period-end total deposits		0		168,437		30,592			7,805			206,834
__________
(1)	In the first quarter of 2014, we adopted the proportional amortization method of accounting for Investments in Qualified Affordable Housing Projects. See “Note 1—Summary of Significant Accounting Policies” for expanded discussion. Prior periods have been recast to conform to this presentation.

Commitments_Contingencies_Guar1

Commitments, Contingencies, Guarantees, and Others (Tables)	9 Months Ended
	Sep. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Schedule of Unpaid Principal Balance of Mortgage Loans Originated and Sold to Third Parties Based on Category of Purchaser	'
	The following table presents the original principal balance of mortgage loan originations, by vintage for 2005 through 2008, for the three general categories of purchasers of mortgage loans and the estimated unpaid principal balance as of September 30, 2014 and December 31, 2013:
	Table 14.1: Unpaid Principal Balance of Mortgage Loans Originated and Sold to Third Parties Based on Category of Purchaser
			Estimated Unpaid Principal Balance						Original Principal Balance
	(Dollars in billions)		September 30, 2014			December 31, 2013			Total			2008			2007		2006		2005
	Government-sponsored enterprises (“GSEs”)		$	3		$	3		$	11		$	1		$	4	$	3	$	3
	Insured Securitizations		4			5			20			0			2		8		10
	Uninsured Securitizations and Other		17			18			80			3			15		30		32
	Total		$	24		$	26		$	111		$	4		$	21	$	41	$	45
Schedule of Open Claims in Pipeline	'
	The following table presents information on pending repurchase requests by counterparty category and timing of initial repurchase request. The amounts presented are based on original loan principal balances.
	Table 14.2: Open Pipeline All Vintages (all entities)(1)
	(Dollars in millions) (All amounts are Original Principal Balance)		GSEs			Insured			Uninsured			Total
						Securitizations			Securitizations
									and Other
	Open claims as of December 31, 2012		$	59		$	1,579		$	781		$	2,419
	Gross new demands received		203			40			391			634
	Loans repurchased/made whole		(49		)	(5		)	(27		)	(81		)
	Demands rescinded		(124		)	0			(23		)	(147		)
	Open claims as of December 31, 2013		89			1,614			1,122			2,825
	Gross new demands received		19			1			740			760
	Loans repurchased/made whole		(28		)	0			(3		)	(31		)
	Demands rescinded		(61		)	(745		)	(12		)	(818		)
	Open claims as of September 30, 2014		$	19		$	870		$	1,847		$	2,736
	__________
	(1)	The open pipeline includes all repurchase requests ever received by our subsidiaries where either the requesting party has not formally rescinded the repurchase request and where our subsidiary has not agreed to either repurchase the loan at issue or make the requesting party whole with respect to its losses. Accordingly, repurchase requests denied by our subsidiaries and not pursued by the counterparty remain in the open pipeline, with the exception of certain aged repurchase requests submitted by parties without contractual standing to pursue such requests, which may be removed from the pipeline. Finally, the amounts reflected in this chart are the original principal balance amounts of the mortgage loans at issue and do not correspond to the losses our subsidiary would incur upon the repurchase of these loans.
Schedule of Changes in Representation and Warranty Reserve	'
	The following table summarizes changes in our representation and warranty reserves for the three and nine months ended September 30, 2014 and 2013:
	Table 14.3: Changes in Representation and Warranty Reserve
			Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars in millions)		2014			2013			2014			2013
	Representation and warranty repurchase reserve, beginning of period(1)		$	1,012		$	1,156		$	1,172		$	899
	Provision (benefit) for mortgage representation and warranty losses:
	Recorded in continuing operations		0			(13		)	(15		)	(27		)
	Recorded in discontinued operations		70			9			34			303
	Total provision (benefit) for mortgage representation and warranty losses		70			(4		)	19			276
	Net realized losses		(2		)	(7		)	(111		)	(30		)
	Representation and warranty repurchase reserve, end of period(1)		$	1,080		$	1,145		$	1,080		$	1,145
	__________
	(1)	Reported on our consolidated balance sheets as a component of other liabilities.
Schedule of Allocation of Representation and Warranty Reserves	'
	As indicated in the table below, most of the reserves relate to the $27 billion in original principal balance of mortgage loans sold directly to the GSEs or to the Active Insured Securitizations.
	Table 14.4: Allocation of Representation and Warranty Reserve
			Reserve Liability						Loans Sold
	(Dollars in millions, except for loans sold)		September 30, 2014			December 31, 2013			2005 to 2008(1)
	Selected period-end data:
	GSEs and Active Insured Securitizations		$	797		$	965		$	27
	Inactive Insured Securitizations and Others		283			207			84
	Total		$	1,080		$	1,172		$	111
	___________
	(1)	Reflects, in billions, the total original principal balance of mortgage loans originated by our subsidiaries and sold to third-party investors between 2005 and 2008.

Summary_of_Significant_Account2

Summary of Significant Accounting Policies (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
			Segment
Accounting Policies [Abstract]	'	'	'	'	'
Number of operating segments	'	'	3	'	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'	'	'	'
Assets	$300,202,000,000	'	$300,202,000,000	'	$296,933,000,000
Liabilities	256,184,000,000	'	256,184,000,000	'	255,301,000,000
Retained earnings	23,162,000,000	'	23,162,000,000	'	20,292,000,000
Net income	1,081,000,000	1,105,000,000	3,429,000,000	3,269,000,000	'
Investment recognized, amortization	87,000,000	'	231,000,000	'	'
Investment, tax credits	90,000,000	'	268,000,000	'	'
Carrying value of investments in qualified affordable housing projects	3,000,000,000	'	3,000,000,000	'	2,800,000,000
Unfunded commitment liability	1,200,000,000	'	1,200,000,000	'	'
Accounting Standards Update 2014-01	'	'	'	'	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'	'	'	'
Reduction in net income	'	12,000,000	'	31,000,000	'
Restatement adjustment | Accounting Standards Update 2014-01	'	'	'	'	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'	'	'	'
Reduction of total assets	'	'	'	'	115,000,000
Reduction of total liabilities	'	'	'	'	3,000,000
Reduction of retained interests	'	'	'	'	112,000,000
Previously reported	'	'	'	'	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'	'	'	'
Net income	'	1,100,000,000	'	3,300,000,000	'
Previously reported | Accounting Standards Update 2014-01	'	'	'	'	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'	'	'	'
Assets	'	'	'	'	297,000,000,000
Liabilities	'	'	'	'	255,300,000,000
Retained earnings	'	'	'	'	$20,400,000,000

Discontinued_Operations_Summar

Discontinued Operations - Summary of Results from Discontinued Operations (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'	'
Loss from discontinued operations	($44)	($13)	($24)	($210)
Wholesale Mortgage Banking Unit	'	'	'	'
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'	'
Non-interest expense, net	-70	-20	-38	-335
Loss from discontinued operations before income taxes	-70	-20	-38	-335
Income tax benefit	-26	-7	-14	-125
Loss from discontinued operations	($44)	($13)	($24)	($210)

Discontinued_Operations_Additi

Discontinued Operations - Additional Information (Details) (Wholesale Mortgage Banking Unit, USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Wholesale Mortgage Banking Unit	'	'
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'
Remaining assets of discontinued operations	$353	$370
Remaining liabilities of discontinued operations	$982	$960

Investment_Securities_Addition

Investment Securities - Additional Information (Details) (USD $)	9 Months Ended	12 Months Ended
	Sep. 30, 2014	Dec. 31, 2013
Schedule of Available-for-sale Securities [Line Items]	'	'
Number of sale securities exceeding amortized cost over fair value	550	'
Amortized cost exceeding fair value	312,000,000	631,000,000
Difference in amortized cost and fair value of securities that had been in a loss position for 12 months or longer	271,000,000	109,000,000
Securities held to maturity	30	'
Difference in carrying value and fair value	13,000,000	'
Fair value of securities pledged	5,800,000,000	10,700,000,000
Carrying value of securities pledged	13,700,000,000	8,200,000,000
Encumbered amount of securities pledged as collateral	11,300,000,000	17,300,000,000
Fair value of securities pledged, accepted	63,000,000	53,000,000
US Treasury and Government [Member] | Investment Securities Portfolio	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage of portfolio	85.00%	77.00%
Non-agency RMBS and CMBS, Non-agency ABS and Other Securities | Gross Unrealized Losses on Available-for-sale Securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage of portfolio	24.00%	'
Non-agency RMBS and CMBS, Non-agency ABS and Other Securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized cost exceeding fair value	76,000,000	'

Investment_Securities_Schedule

Investment Securities - Schedule of Investment Portfolio (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]	'	'
Securities available for sale, at fair value	$39,665	$41,800
Securities held to maturity, at carrying value	22,182	19,132
Total investments	$61,847	$60,932

Investment_Securities_Schedule1

Investment Securities - Schedule of Available-for-Sale Securities (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investment securities available for sale:	'	'
Total Amortized Cost	$39,103	$41,632
Gross Unrealized Gains	874	799
Gross Unrealized Losses	-312	-631
Securities available for sale, at fair value	39,665	41,800
U.S. Treasury debt obligations	'	'
Investment securities available for sale:	'	'
Total Amortized Cost	4,261	831
Gross Unrealized Gains	2	2
Gross Unrealized Losses	-2	0
Securities available for sale, at fair value	4,261	833
U.S. agency debt obligations	'	'
Investment securities available for sale:	'	'
Total Amortized Cost	1	1
Gross Unrealized Gains	0	0
Gross Unrealized Losses	0	0
Securities available for sale, at fair value	1	1
Corporate debt securities guaranteed by U.S. government agencies	'	'
Investment securities available for sale:	'	'
Total Amortized Cost	1,001	1,282
Gross Unrealized Gains	1	1
Gross Unrealized Losses	-23	-49
Securities available for sale, at fair value	979	1,234
RMBS	'	'
Investment securities available for sale:	'	'
Total Amortized Cost	23,877	24,737
Gross Unrealized Gains	760	689
Gross Unrealized Losses	-154	-347
Securities available for sale, at fair value	24,483	25,079
RMBS | Agency	'	'
Investment securities available for sale:	'	'
Total Amortized Cost	20,853	21,572
Gross Unrealized Gains	274	239
Gross Unrealized Losses	-141	-332
Securities available for sale, at fair value	20,986	21,479
RMBS | Non-Agency	'	'
Investment securities available for sale:	'	'
Total Amortized Cost	3,024	3,165
Gross Unrealized Gains	486	450
Gross Unrealized Losses	-13	-15
Securities available for sale, at fair value	3,497	3,600
CMBS	'	'
Investment securities available for sale:	'	'
Total Amortized Cost	5,838	6,116
Gross Unrealized Gains	47	34
Gross Unrealized Losses	-99	-144
Securities available for sale, at fair value	5,786	6,006
CMBS | Agency	'	'
Investment securities available for sale:	'	'
Total Amortized Cost	4,029	4,262
Gross Unrealized Gains	25	20
Gross Unrealized Losses	-71	-84
Securities available for sale, at fair value	3,983	4,198
CMBS | Non-Agency	'	'
Investment securities available for sale:	'	'
Total Amortized Cost	1,809	1,854
Gross Unrealized Gains	22	14
Gross Unrealized Losses	-28	-60
Securities available for sale, at fair value	1,803	1,808
Other ABS	'	'
Investment securities available for sale:	'	'
Total Amortized Cost	3,038	7,123
Gross Unrealized Gains	58	49
Gross Unrealized Losses	-13	-36
Securities available for sale, at fair value	3,083	7,136
Other securities	'	'
Investment securities available for sale:	'	'
Total Amortized Cost	1,087	1,542
Gross Unrealized Gains	6	24
Gross Unrealized Losses	-21	-55
Securities available for sale, at fair value	$1,072	$1,511

Investment_Securities_Schedule2

Investment Securities - Schedule of Available-for-Sale Securities (Parenthetical) (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
Non-Agency | RMBS	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Non-credit OTTI losses related to non-agency RMBS	$8	$12
Other Asset-backed Securities Portfolio | Collateralized by Credit Card Loans	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage of portfolio	55.00%	65.00%
Other Asset-backed Securities Portfolio | Auto Dealer Floor Plan Inventory Loans and Leases	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage of portfolio	16.00%	15.00%
Other Asset-backed Securities Portfolio | Securities Rated AAA or Equivalent	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage of portfolio	89.00%	87.00%

Investment_Securities_Investme

Investment Securities - Investment Securities Held to Maturity (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost	$23,521	$20,567
Unrealized Losses Recorded in AOCI	-1,339	-1,435
Carrying Value	22,182	19,132
Gross Unrealized Gains	759	88
Gross Unrealized Losses	-13	-35
Fair Value	22,928	19,185
Agency | RMBS	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost	21,565	18,746
Unrealized Losses Recorded in AOCI	-1,216	-1,303
Carrying Value	20,349	17,443
Gross Unrealized Gains	694	72
Gross Unrealized Losses	-5	-30
Fair Value	21,038	17,485
Agency | CMBS	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost	1,956	1,821
Unrealized Losses Recorded in AOCI	-123	-132
Carrying Value	1,833	1,689
Gross Unrealized Gains	65	16
Gross Unrealized Losses	-8	-5
Fair Value	$1,890	$1,700

Investment_Securities_Schedule3

Investment Securities - Schedule of Available-for-Sale Securities in Gross Unrealized Loss Position (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	$7,339	$18,837
Less than 12 Months, Gross Unrealized Losses	-41	-522
12 Months or Longer, Fair Value	9,352	2,760
12 Months or Longer, Gross Unrealized Losses	-271	-109
Total Fair Value	16,691	21,597
Total Gross Unrealized Losses	-312	-631
U.S. Treasury debt obligations	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	2,340	'
Less than 12 Months, Gross Unrealized Losses	-2	'
12 Months or Longer, Fair Value	0	'
12 Months or Longer, Gross Unrealized Losses	0	'
Total Fair Value	2,340	'
Total Gross Unrealized Losses	-2	'
Corporate debt securities guaranteed by U.S. government agencies	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	187	1,143
Less than 12 Months, Gross Unrealized Losses	-3	-47
12 Months or Longer, Fair Value	554	46
12 Months or Longer, Gross Unrealized Losses	-20	-2
Total Fair Value	741	1,189
Total Gross Unrealized Losses	-23	-49
RMBS	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	3,434	10,223
Less than 12 Months, Gross Unrealized Losses	-25	-273
12 Months or Longer, Fair Value	4,891	1,826
12 Months or Longer, Gross Unrealized Losses	-129	-74
Total Fair Value	8,325	12,049
Total Gross Unrealized Losses	-154	-347
RMBS | Agency	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	3,071	9,769
Less than 12 Months, Gross Unrealized Losses	-17	-263
12 Months or Longer, Fair Value	4,787	1,770
12 Months or Longer, Gross Unrealized Losses	-124	-69
Total Fair Value	7,858	11,539
Total Gross Unrealized Losses	-141	-332
RMBS | Non-Agency	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	363	454
Less than 12 Months, Gross Unrealized Losses	-8	-10
12 Months or Longer, Fair Value	104	56
12 Months or Longer, Gross Unrealized Losses	-5	-5
Total Fair Value	467	510
Total Gross Unrealized Losses	-13	-15
CMBS	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	952	3,794
Less than 12 Months, Gross Unrealized Losses	-10	-117
12 Months or Longer, Fair Value	2,616	439
12 Months or Longer, Gross Unrealized Losses	-89	-27
Total Fair Value	3,568	4,233
Total Gross Unrealized Losses	-99	-144
CMBS | Agency	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	688	2,842
Less than 12 Months, Gross Unrealized Losses	-9	-74
12 Months or Longer, Fair Value	1,867	256
12 Months or Longer, Gross Unrealized Losses	-62	-10
Total Fair Value	2,555	3,098
Total Gross Unrealized Losses	-71	-84
CMBS | Non-Agency	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	264	952
Less than 12 Months, Gross Unrealized Losses	-1	-43
12 Months or Longer, Fair Value	749	183
12 Months or Longer, Gross Unrealized Losses	-27	-17
Total Fair Value	1,013	1,135
Total Gross Unrealized Losses	-28	-60
Other ABS	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	282	2,528
Less than 12 Months, Gross Unrealized Losses	0	-34
12 Months or Longer, Fair Value	732	392
12 Months or Longer, Gross Unrealized Losses	-13	-2
Total Fair Value	1,014	2,920
Total Gross Unrealized Losses	-13	-36
Other securities	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	144	1,149
Less than 12 Months, Gross Unrealized Losses	-1	-51
12 Months or Longer, Fair Value	559	57
12 Months or Longer, Gross Unrealized Losses	-20	-4
Total Fair Value	703	1,206
Total Gross Unrealized Losses	($21)	($55)

Investment_Securities_Schedule4

Investment Securities - Schedule of Contractual Maturities for Available for Sale Securities (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Amortized Cost	'	'
Due in 1 year or less	$1,345	'
Due after 1 year through 5 years	6,580	'
Due after 5 years through 10 years	3,112	'
Due after 10 years	28,066	'
Total Amortized Cost	39,103	41,632
Fair Value	'	'
Due in 1 year or less	1,348	'
Due after 1 year through 5 years	6,587	'
Due after 5 years through 10 years	3,094	'
Due after 10 years	28,636	'
Total Fair Value	$39,665	'

Investment_Securities_Schedule5

Investment Securities - Schedule of Contractual Maturities of Securities Held to Maturity (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Carrying Value	'	'
Due after 5 years through 10 years	$1,142	'
Due after 10 years	21,040	'
Carrying Value	22,182	19,132
Fair Value	'	'
Due after 5 years through 10 years	1,200	'
Due after 10 years	21,728	'
Fair Value	$22,928	$19,185

Investment_Securities_Schedule6

Investment Securities - Schedule of Expected Maturities and Weighted Average Yields of Investment Securities by Major Security Type (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Securities available for sale	'	'
Due in 1 Year or Less	$2,350	'
Due 1 Year through 5 Years	20,137	'
Due 5 Years through 10 Years	16,316	'
Due 10 Years	862	'
Securities available for sale	39,665	41,800
Amortized cost of securities available for sale	'	'
Due in 1 Year or Less	2,349	'
Due 1 Year through 5 Years	19,945	'
Due 5 Years through 10 Years	16,065	'
Due 10 Years	744	'
Total Amortized Cost	39,103	41,632
Weighted average yield for securities available for sale	'	'
Due in 1 Year or Less	1.16%	'
Due 1 Year through 5 Years	2.14%	'
Due 5 Years through 10 Years	3.01%	'
Due 10 Years	7.90%	'
Total weighted average yield	2.55%	'
Carrying value of securities held to maturity	'	'
Due in 1 Year or Less	0	'
Due 1 Year through 5 Years	618	'
Due 5 Years through 10 Years	18,760	'
Due 10 Years	2,804	'
Carrying Value	22,182	19,132
Fair value of securities held to maturity	'	'
Due in 1 Year or Less	0	'
Due 1 Year through 5 Years	616	'
Due 5 Years through 10 Years	19,348	'
Due 10 Years	2,964	'
Fair Value	22,928	19,185
Weighted average yield for securities held to maturity	'	'
Due in 1 Year or Less	0.00%	'
Due 1 Year through 5 Years	2.38%	'
Due 5 Years through 10 Years	2.70%	'
Due 10 Years	3.32%	'
Total weighted average yield	2.76%	'
U.S. Treasury debt obligations	'	'
Securities available for sale	'	'
Due in 1 Year or Less	653	'
Due 1 Year through 5 Years	3,608	'
Due 5 Years through 10 Years	0	'
Due 10 Years	0	'
Securities available for sale	4,261	833
Amortized cost of securities available for sale	'	'
Total Amortized Cost	4,261	831
U.S. agency debt obligations	'	'
Securities available for sale	'	'
Due in 1 Year or Less	1	'
Due 1 Year through 5 Years	0	'
Due 5 Years through 10 Years	0	'
Due 10 Years	0	'
Securities available for sale	1	1
Amortized cost of securities available for sale	'	'
Total Amortized Cost	1	1
Corporate debt securities guaranteed by U.S. government agencies	'	'
Securities available for sale	'	'
Due in 1 Year or Less	0	'
Due 1 Year through 5 Years	392	'
Due 5 Years through 10 Years	573	'
Due 10 Years	14	'
Securities available for sale	979	1,234
Amortized cost of securities available for sale	'	'
Total Amortized Cost	1,001	1,282
RMBS	'	'
Securities available for sale	'	'
Due in 1 Year or Less	175	'
Due 1 Year through 5 Years	10,942	'
Due 5 Years through 10 Years	12,728	'
Due 10 Years	638	'
Securities available for sale	24,483	25,079
Amortized cost of securities available for sale	'	'
Total Amortized Cost	23,877	24,737
RMBS | Agency	'	'
Securities available for sale	'	'
Due in 1 Year or Less	158	'
Due 1 Year through 5 Years	9,998	'
Due 5 Years through 10 Years	10,830	'
Due 10 Years	0	'
Securities available for sale	20,986	21,479
Amortized cost of securities available for sale	'	'
Total Amortized Cost	20,853	21,572
Carrying value of securities held to maturity	'	'
Due in 1 Year or Less	0	'
Due 1 Year through 5 Years	193	'
Due 5 Years through 10 Years	17,421	'
Due 10 Years	2,735	'
Carrying Value	20,349	17,443
Fair value of securities held to maturity	'	'
Fair Value	21,038	17,485
RMBS | Non-Agency	'	'
Securities available for sale	'	'
Due in 1 Year or Less	17	'
Due 1 Year through 5 Years	944	'
Due 5 Years through 10 Years	1,898	'
Due 10 Years	638	'
Securities available for sale	3,497	3,600
Amortized cost of securities available for sale	'	'
Total Amortized Cost	3,024	3,165
CMBS	'	'
Securities available for sale	'	'
Due in 1 Year or Less	447	'
Due 1 Year through 5 Years	3,174	'
Due 5 Years through 10 Years	2,145	'
Due 10 Years	20	'
Securities available for sale	5,786	6,006
Amortized cost of securities available for sale	'	'
Total Amortized Cost	5,838	6,116
CMBS | Agency	'	'
Securities available for sale	'	'
Due in 1 Year or Less	364	'
Due 1 Year through 5 Years	2,672	'
Due 5 Years through 10 Years	947	'
Due 10 Years	0	'
Securities available for sale	3,983	4,198
Amortized cost of securities available for sale	'	'
Total Amortized Cost	4,029	4,262
Carrying value of securities held to maturity	'	'
Due in 1 Year or Less	0	'
Due 1 Year through 5 Years	425	'
Due 5 Years through 10 Years	1,339	'
Due 10 Years	69	'
Carrying Value	1,833	1,689
Fair value of securities held to maturity	'	'
Fair Value	1,890	1,700
CMBS | Non-Agency	'	'
Securities available for sale	'	'
Due in 1 Year or Less	83	'
Due 1 Year through 5 Years	502	'
Due 5 Years through 10 Years	1,198	'
Due 10 Years	20	'
Securities available for sale	1,803	1,808
Amortized cost of securities available for sale	'	'
Total Amortized Cost	1,809	1,854
Other ABS	'	'
Securities available for sale	'	'
Due in 1 Year or Less	1,019	'
Due 1 Year through 5 Years	1,705	'
Due 5 Years through 10 Years	256	'
Due 10 Years	103	'
Securities available for sale	3,083	7,136
Amortized cost of securities available for sale	'	'
Total Amortized Cost	3,038	7,123
Other securities	'	'
Securities available for sale	'	'
Due in 1 Year or Less	55	'
Due 1 Year through 5 Years	316	'
Due 5 Years through 10 Years	614	'
Due 10 Years	87	'
Securities available for sale	1,072	1,511
Amortized cost of securities available for sale	'	'
Total Amortized Cost	$1,087	$1,542

Investment_Securities_Schedule7

Investment Securities - Schedule of Credit Losses Related to Debt Securities Recognized in Earnings (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]	'	'	'	'
Credit loss component, beginning of period	$165	$149	$160	$120
Additions:	'	'	'	'
Initial credit impairment	1	3	2	14
Subsequent credit impairment	2	8	6	26
Total additions	3	11	8	40
Reduction due to payoffs, disposals, transfers & other	-2	0	-2	0
Credit loss component, end of period	$166	$160	$166	$160

Investment_Securities_Schedule8

Investment Securities - Schedule of Gross Realized Gains and Losses on Available-for-Sale Securities and OTTI Recognized in Earnings (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Realized gains (losses):	'	'	'	'
Gross realized gains	$16	$0	$50	$6
Gross realized losses	-10	0	-32	-3
Net realized gains (losses)	6	0	18	3
OTTI recognized in earnings:	'	'	'	'
Credit-related OTTI	-3	-11	-8	-40
Intent-to-sell OTTI	-6	0	-7	0
Total OTTI recognized in earnings	-9	-11	-15	-40
Net securities gains (losses)	-3	-11	3	-37
Proceeds from sales	$3,268	$35	$6,827	$1,355

Investment_Securities_Schedule9

Investment Securities - Schedule of Outstanding Contractual Balance and Carrying Value of Acquired Credit-Impaired Debt Securities (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Outstanding Balance and Carrying Value of Acquired Securities	'	'
Contractual principal and interest	$4,366	$4,700
Carrying value	2,923	2,896
Amortized cost	$2,413	$2,432

Recovered_Sheet1

Investment Securities - Schedule of Changes in Accretable Yield of Acquired Securities (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
Changes in Accretable Yield of Acquired Securities	'	'
Accretable yield beginning balance	$1,423	$1,512
Additions from new acquisitions	34	88
Accretion recognized in earnings	-182	-247
Reduction due to payoffs, disposals, transfers & other	-3	-2
Net reclassifications (to) from nonaccretable difference	81	72
Accretable yield ending balance	$1,353	$1,423

Loans_Additional_Information_D

Loans - Additional Information (Detail) (USD $)

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Consumer Banking

Consumer Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Credit Card

Credit Card

Other Portfolio Segments, Excluding Credit Card

Other Portfolio Segments, Excluding Credit Card

Performing

Performing

Performing

Performing

Criticized

Noncriticized

Accounts, Notes, Loans and Financing Receivable [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Acquired loans accounted for based on expected cash flows

$24,685,000,000

$28,550,000,000

'

'

'

'

$210,000,000

$262,000,000

'

'

$28,000,000

$63,000,000

'

'

Loans held for sale

427,000,000

218,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Minimum loan amount reviewed quarterly by management for further deterioration

'

'

'

'

'

'

'

'

1,000,000

'

'

'

'

'

Minimum loan amount requiring annual review

'

'

'

'

'

'

'

'

'

1,000,000

'

'

'

'

Troubled debt restructurings included in impaired loans

1,600,000,000

1,700,000,000

995,000,000

1,100,000,000

204,000,000

180,000,000

'

'

'

'

'

'

'

'

Unused credit card lines available to customers

'

'

'

'

'

'

'

'

'

'

$289,100,000,000

$276,700,000,000

$23,500,000,000

$20,900,000,000

Loans_Loan_Portfolio_Compositi

Loans - Loan Portfolio Composition and Aging Analysis (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2013
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Current	$171,351	$162,816	'
30-59 Days	2,582	2,617	'
60-89 Days	1,337	1,344	'
Greater than 90 Days	1,637	1,872	'
Total Delinquent Loans	5,556	5,833	'
Acquired Loans	24,685	28,550	'
Total loans held for investment	201,592	197,199	191,814
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]	'	'	'
Current (as percent)	85.00%	82.56%	'
30-59 Days (as percent)	1.28%	1.33%	'
60-89 Days (as percent)	0.67%	0.68%	'
Greater than 90 Days (as percent)	0.81%	0.95%	'
Financing Receivable, Percent Past Due	2.76%	2.96%	'
Acquired Loans (as percent)	12.24%	14.48%	'
Total Loans (as percent)	100.00%	100.00%	'
Credit Card	'	'	'
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Current	77,950	78,361	'
30-59 Days	899	919	'
60-89 Days	607	634	'
Greater than 90 Days	1,147	1,328	'
Total Delinquent Loans	2,653	2,881	'
Acquired Loans	28	63	'
Total loans held for investment	80,631	81,305	'
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]	'	'	'
Greater than 90 Days (as percent)	1.42%	1.63%	'
Financing Receivable, Percent Past Due	3.29%	3.54%	'
Credit Card | Domestic	'	'	'
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Current	70,768	70,678	'
30-59 Days	781	778	'
60-89 Days	533	549	'
Greater than 90 Days	1,033	1,187	'
Total Delinquent Loans	2,347	2,514	'
Acquired Loans	28	63	'
Total loans held for investment	73,143	73,255	'
Credit Card | International	'	'	'
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Current	7,182	7,683	'
30-59 Days	118	141	'
60-89 Days	74	85	'
Greater than 90 Days	114	141	'
Total Delinquent Loans	306	367	'
Acquired Loans	0	0	'
Total loans held for investment	7,488	8,050	'
Credit Card | Installment loans | Domestic	'	'	'
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Total loans held for investment	171	323	'
Consumer Banking	'	'	'
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Current	43,902	39,787	'
30-59 Days	1,620	1,600	'
60-89 Days	702	694	'
Greater than 90 Days	390	456	'
Total Delinquent Loans	2,712	2,750	'
Acquired Loans	24,447	28,225	'
Total loans held for investment	71,061	70,762	'
Consumer Banking | Auto	'	'	'
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Current	33,849	29,477	'
30-59 Days	1,557	1,519	'
60-89 Days	670	662	'
Greater than 90 Days	177	194	'
Total Delinquent Loans	2,404	2,375	'
Acquired Loans	1	5	'
Total loans held for investment	36,254	31,857	'
Consumer Banking | Home loan	'	'	'
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Current	6,527	6,775	'
30-59 Days	48	60	'
60-89 Days	25	24	'
Greater than 90 Days	204	239	'
Total Delinquent Loans	277	323	'
Acquired Loans	24,399	28,184	'
Total loans held for investment	31,203	35,282	'
Consumer Banking | Retail banking	'	'	'
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Current	3,526	3,535	'
30-59 Days	15	21	'
60-89 Days	7	8	'
Greater than 90 Days	9	23	'
Total Delinquent Loans	31	52	'
Acquired Loans	47	36	'
Total loans held for investment	3,604	3,623	'
Commercial Banking	'	'	'
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Current	49,401	44,566	'
30-59 Days	60	94	'
60-89 Days	26	14	'
Greater than 90 Days	91	75	'
Total Delinquent Loans	177	183	'
Acquired Loans	210	262	'
Total loans held for investment	49,788	45,011	'
Commercial Banking | Total commercial lending	'	'	'
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Current	48,587	43,625	'
30-59 Days	55	86	'
60-89 Days	24	12	'
Greater than 90 Days	90	74	'
Total Delinquent Loans	169	172	'
Acquired Loans	210	262	'
Total loans held for investment	48,966	44,059	'
Commercial Banking | Commercial and multifamily real estate	'	'	'
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Current	22,769	20,602	'
30-59 Days	11	17	'
60-89 Days	12	11	'
Greater than 90 Days	40	36	'
Total Delinquent Loans	63	64	'
Acquired Loans	63	84	'
Total loans held for investment	22,895	20,750	'
Commercial Banking | Commercial and industrial	'	'	'
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Current	25,818	23,023	'
30-59 Days	44	69	'
60-89 Days	12	1	'
Greater than 90 Days	50	38	'
Total Delinquent Loans	106	108	'
Acquired Loans	147	178	'
Total loans held for investment	26,071	23,309	'
Commercial Banking | Construction loans	'	'	'
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Total loans held for investment	2,200	2,000	'
Commercial Banking | Small-ticket commercial real estate	'	'	'
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Current	814	941	'
30-59 Days	5	8	'
60-89 Days	2	2	'
Greater than 90 Days	1	1	'
Total Delinquent Loans	8	11	'
Acquired Loans	0	0	'
Total loans held for investment	822	952	'
Other	'	'	'
Financing Receivable, Recorded Investment, Aging [Abstract]	'	'	'
Current	98	102	'
30-59 Days	3	4	'
60-89 Days	2	2	'
Greater than 90 Days	9	13	'
Total Delinquent Loans	14	19	'
Acquired Loans	0	0	'
Total loans held for investment	$112	$121	'

Loans_90_Day_Delinquent_Loans_

Loans - 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
90 Days Past Due and Accruing	$1,116	$1,291
Nonperforming Loans	772	867
Percent 90 days past due and still accruing	0.55%	0.65%
Percent nonperforming loans	0.38%	0.44%
Credit Card	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
90 Days Past Due and Accruing	1,109	1,283
Nonperforming Loans	74	88
Credit Card | Domestic	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
90 Days Past Due and Accruing	1,033	1,187
Nonperforming Loans	0	0
Credit Card | International	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
90 Days Past Due and Accruing	76	96
Nonperforming Loans	74	88
Consumer Banking	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
90 Days Past Due and Accruing	1	2
Nonperforming Loans	521	611
Consumer Banking | Auto	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
90 Days Past Due and Accruing	0	0
Nonperforming Loans	177	194
Consumer Banking | Home loan	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
90 Days Past Due and Accruing	0	0
Nonperforming Loans	325	376
Consumer Banking | Retail banking	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
90 Days Past Due and Accruing	1	2
Nonperforming Loans	19	41
Commercial Banking	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
90 Days Past Due and Accruing	6	6
Nonperforming Loans	161	149
Commercial Banking | Total commercial lending	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
90 Days Past Due and Accruing	6	6
Nonperforming Loans	157	145
Commercial Banking | Commercial and multifamily real estate	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
90 Days Past Due and Accruing	4	2
Nonperforming Loans	60	52
Commercial Banking | Commercial and industrial	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
90 Days Past Due and Accruing	2	4
Nonperforming Loans	97	93
Commercial Banking | Small-ticket commercial real estate	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
90 Days Past Due and Accruing	0	0
Nonperforming Loans	4	4
Other	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
90 Days Past Due and Accruing	0	0
Nonperforming Loans	$16	$19

Loans_Credit_Card_Risk_Profile

Loans - Credit Card: Risk Profile by Geographic Region and Delinquency Status (Detail) (USD $)

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

In Millions, unless otherwise specified

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

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Credit Card

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Credit Card

Credit Card

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Credit Card

Credit Card

Credit Card

Credit Card

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Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

Credit Card

California

California

California

California

New York

New York

New York

New York

Texas

Texas

Texas

Texas

Florida

Florida

Florida

Florida

Illinois

Illinois

Illinois

Illinois

Pennsylvania

Pennsylvania

Pennsylvania

Pennsylvania

Ohio

Ohio

Ohio

Ohio

New Jersey

New Jersey

New Jersey

New Jersey

Michigan

Michigan

Michigan

Michigan

Other

Other

Other

Other

Domestic

Domestic

Domestic

Domestic

Canada

Canada

Canada

Canada

United Kingdom

United Kingdom

United Kingdom

United Kingdom

International

International

International

International

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

California

California

California

California

New York

New York

New York

New York

Texas

Texas

Texas

Texas

Florida

Florida

Florida

Florida

Illinois

Illinois

Illinois

Illinois

Pennsylvania

Pennsylvania

Pennsylvania

Pennsylvania

Ohio

Ohio

Ohio

Ohio

New Jersey

New Jersey

New Jersey

New Jersey

Michigan

Michigan

Michigan

Michigan

Other

Other

Other

Other

Domestic

Domestic

Domestic

Domestic

Canada

Canada

Canada

Canada

United Kingdom

United Kingdom

United Kingdom

United Kingdom

International

International

International

International

California

California

California

California

New York

New York

New York

New York

Texas

Texas

Texas

Texas

Florida

Florida

Florida

Florida

Illinois

Illinois

Illinois

Illinois

Pennsylvania

Pennsylvania

Pennsylvania

Pennsylvania

Ohio

Ohio

Ohio

Ohio

New Jersey

New Jersey

New Jersey

New Jersey

Michigan

Michigan

Michigan

Michigan

Other

Other

Other

Other

Domestic

Domestic

Domestic

Domestic

Canada

Canada

Canada

Canada

United Kingdom

United Kingdom

United Kingdom

United Kingdom

International

International

International

International

Accounts, Notes, Loans and Financing Receivable [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

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'

'

'

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'

'

'

'

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'

'

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'

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'

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'

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'

'

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'

'

'

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'

'

'

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'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment

$201,592

$197,199

$191,814

'

'

$80,631

$81,305

'

'

$8,042

$7,940

'

'

$5,295

$5,277

'

'

$5,061

$4,993

'

'

$4,445

$4,325

'

'

$3,537

$3,603

'

'

$3,340

$3,442

'

'

$2,880

$2,965

'

'

$2,697

$2,736

'

'

$2,539

$2,595

'

'

$35,307

$35,379

'

'

$73,143

$73,255

'

'

$4,039

$4,503

'

'

$3,449

$3,547

'

'

$7,488

$8,050

'

'

$80,603

$81,242

'

'

$8,039

$7,934

'

'

$5,292

$5,271

'

'

$5,059

$4,989

'

'

$4,443

$4,321

'

'

$3,536

$3,600

'

'

$3,338

$3,439

'

'

$2,879

$2,963

'

'

$2,696

$2,734

'

'

$2,538

$2,593

'

'

$35,295

$35,348

'

'

$73,115

$73,192

'

'

$4,039

$4,503

'

'

$3,449

$3,547

'

'

$7,488

$8,050

'

'

$28

$63

'

'

$3

$6

'

'

$3

$6

'

'

$2

$4

'

'

$2

$4

'

'

$1

$3

'

'

$2

$3

'

'

$1

$2

'

'

$1

$2

'

'

$1

$2

'

'

$12

$31

'

'

$28

$63

'

'

$0

$0

'

'

$0

$0

'

'

$0

$0

Percentage of portfolio

'

'

'

100.00%

100.00%

'

'

10.00%

9.80%

'

'

6.60%

6.50%

'

'

6.30%

6.10%

'

'

5.50%

5.30%

'

'

4.40%

4.40%

'

'

4.10%

4.20%

'

'

3.60%

3.60%

'

'

3.30%

3.40%

'

'

3.10%

3.20%

'

'

43.80%

43.60%

'

'

90.70%

90.10%

'

'

5.00%

5.50%

'

'

4.30%

4.40%

'

'

9.30%

9.90%

'

'

100.00%

99.90%

'

'

10.00%

9.80%

'

'

6.60%

6.50%

'

'

6.30%

6.10%

'

'

5.50%

5.30%

'

'

4.40%

4.40%

'

'

4.10%

4.20%

'

'

3.60%

3.60%

'

'

3.30%

3.40%

'

'

3.10%

3.20%

'

'

43.80%

43.50%

'

'

90.70%

90.00%

'

'

5.00%

5.50%

'

'

4.30%

4.40%

'

'

9.30%

9.90%

'

'

0.00%

0.10%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.10%

'

'

0.00%

0.10%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

30 plus day delinquencies

5,556

5,833

'

'

'

2,653

2,881

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2,347

2,514

'

'

'

'

'

'

'

'

'

'

306

367

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

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'

'

'

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'

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'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

90 plus day delinquencies

$1,637

$1,872

'

'

'

$1,147

$1,328

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$1,033

$1,187

'

'

'

'

'

'

'

'

'

'

$114

$141

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

Financing Receivable, Percent Past Due

2.76%

2.96%

'

'

'

3.29%

3.54%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

Greater than 90 Days (as percent)

0.81%

0.95%

'

'

'

1.42%

1.63%

'

'

'

'

'

'

'

'

'

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Loans_Credit_Card_Net_ChargeOf

Loans - Credit Card: Net Charge-Offs (Detail) (Credit Card, USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Net charge-offs	$572	$734	$2,037	$2,506
Percentage annualized net charge-off by average loans held for investment	2.88%	3.78%	3.48%	4.20%
Domestic	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Net charge-offs	508	642	1,818	2,218
Percentage annualized net charge-off by average loans held for investment	2.83%	3.67%	3.45%	4.14%
International	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Net charge-offs	$64	$92	$219	$288
Percentage annualized net charge-off by average loans held for investment	3.32%	4.71%	3.81%	4.79%

Loans_Consumer_Banking_Risk_Pr

Loans - Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status (Detail) (USD $)

Sep. 30, 2014

Dec. 31, 2013

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Dec. 31, 2013

Sep. 30, 2014

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Sep. 30, 2014

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Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

In Millions, unless otherwise specified

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Loans

Loans

Loans

Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Auto

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Retail banking

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

California

California

California

California

Louisiana

Louisiana

Louisiana

Louisiana

Illinois

Illinois

Illinois

Illinois

Texas

Texas

Texas

Texas

Florida

Florida

Florida

Florida

Georgia

Georgia

Georgia

Georgia

Ohio

Ohio

Ohio

Ohio

Other

Other

Other

Other

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

California

California

California

California

New York

New York

New York

New York

Illinois

Illinois

Illinois

Illinois

Maryland

Maryland

Maryland

Maryland

New Jersey

New Jersey

New Jersey

New Jersey

Virginia

Virginia

Virginia

Virginia

Florida

Florida

Florida

Florida

Other

Other

Other

Other

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

California

California

California

California

Louisiana

Louisiana

Louisiana

Louisiana

New York

New York

New York

New York

Texas

Texas

Texas

Texas

Maryland

Maryland

Maryland

Maryland

New Jersey

New Jersey

New Jersey

New Jersey

Virginia

Virginia

Virginia

Virginia

Other

Other

Other

Other

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

California

California

California

California

Louisiana

Louisiana

Louisiana

Louisiana

Illinois

Illinois

Illinois

Illinois

Texas

Texas

Texas

Texas

Florida

Florida

Florida

Florida

Georgia

Georgia

Georgia

Georgia

Ohio

Ohio

Ohio

Ohio

Other

Other

Other

Other

California

California

California

California

Louisiana

Louisiana

Louisiana

Louisiana

Illinois

Illinois

Illinois

Illinois

Texas

Texas

Texas

Texas

Florida

Florida

Florida

Florida

Georgia

Georgia

Georgia

Georgia

Ohio

Ohio

Ohio

Ohio

Other

Other

Other

Other

California

California

California

California

New York

New York

New York

New York

Illinois

Illinois

Illinois

Illinois

Maryland

Maryland

Maryland

Maryland

New Jersey

New Jersey

New Jersey

New Jersey

Virginia

Virginia

Virginia

Virginia

Florida

Florida

Florida

Florida

Other

Other

Other

Other

California

California

California

California

New York

New York

New York

New York

Illinois

Illinois

Illinois

Illinois

Maryland

Maryland

Maryland

Maryland

New Jersey

New Jersey

New Jersey

New Jersey

Virginia

Virginia

Virginia

Virginia

Florida

Florida

Florida

Florida

Other

Other

Other

Other

California

California

California

California

Louisiana

Louisiana

Louisiana

Louisiana

New York

New York

New York

New York

Texas

Texas

Texas

Texas

Maryland

Maryland

Maryland

Maryland

New Jersey

New Jersey

New Jersey

New Jersey

Virginia

Virginia

Virginia

Virginia

Other

Other

Other

Other

California

California

California

California

Louisiana

Louisiana

Louisiana

Louisiana

New York

New York

New York

New York

Texas

Texas

Texas

Texas

Maryland

Maryland

Maryland

Maryland

New Jersey

New Jersey

New Jersey

New Jersey

Virginia

Virginia

Virginia

Virginia

Other

Other

Other

Other

Accounts, Notes, Loans and Financing Receivable [Line Items]

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'

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'

Loans held-for-investment

$201,592

$197,199

$191,814

'

'

$71,061

$70,762

'

'

$46,614

$42,537

'

'

$24,447

$28,225

$36,254

$31,857

'

'

$36,254

$31,857

'

'

$3,902

$3,297

'

'

$1,735

$1,677

'

'

$1,574

$1,291

'

'

$5,119

$4,736

'

'

$2,532

$2,076

'

'

$1,977

$1,709

'

'

$1,505

$1,267

'

'

$17,910

$15,804

'

'

$36,253

$31,852

'

'

$3,902

$3,297

'

'

$1,735

$1,677

'

'

$1,574

$1,291

'

'

$5,119

$4,736

'

'

$2,532

$2,076

'

'

$1,977

$1,709

'

'

$1,505

$1,267

'

'

$17,909

$15,799

'

'

$1

$5

'

'

$0

$0

'

'

$0

$0

'

'

$0

$0

'

'

$0

$0

'

'

$0

$0

'

'

$0

$0

'

'

$0

$0

'

'

$1

$5

$31,203

$35,282

'

'

$31,203

$35,282

'

'

$7,215

$8,163

'

'

$2,506

$2,767

'

'

$1,962

$2,271

'

'

$1,762

$1,913

'

'

$1,594

$1,771

'

'

$1,578

$1,718

'

'

$1,441

$1,654

'

'

$13,145

$15,025

'

'

$6,804

$7,098

'

'

$945

$1,010

'

'

$1,389

$1,502

'

'

$89

$88

'

'

$438

$418

'

'

$344

$362

'

'

$373

$351

'

'

$165

$177

'

'

$3,061

$3,190

'

'

$24,399

$28,184

'

'

$6,270

$7,153

'

'

$1,117

$1,265

'

'

$1,873

$2,183

'

'

$1,324

$1,495

'

'

$1,250

$1,409

'

'

$1,205

$1,367

'

'

$1,276

$1,477

'

'

$10,084

$11,835

$3,604

$3,623

'

'

$3,604

$3,623

'

'

$50

$37

'

'

$1,161

$1,234

'

'

$868

$859

'

'

$761

$772

'

'

$164

$142

'

'

$252

$280

'

'

$133

$108

'

'

$215

$191

'

'

$3,557

$3,587

'

'

$50

$37

'

'

$1,161

$1,234

'

'

$868

$859

'

'

$761

$772

'

'

$142

$125

'

'

$252

$280

'

'

$114

$96

'

'

$209

$184

'

'

$47

$36

'

'

$0

$0

'

'

$0

$0

'

'

$0

$0

'

'

$0

$0

'

'

$22

$17

'

'

$0

$0

'

'

$19

$12

'

'

$6

$7

Percentage of portfolio

'

'

'

100.00%

100.00%

'

'

65.70%

60.10%

'

'

34.30%

39.90%

'

'

'

'

51.00%

45.00%

'

'

5.50%

4.70%

'

'

2.40%

2.40%

'

'

2.20%

1.80%

'

'

7.20%

6.70%

'

'

3.60%

2.90%

'

'

2.80%

2.40%

'

'

2.10%

1.80%

'

'

25.20%

22.30%

'

'

51.00%

45.00%

'

'

5.50%

4.70%

'

'

2.40%

2.40%

'

'

2.20%

1.80%

'

'

7.20%

6.70%

'

'

3.60%

2.90%

'

'

2.80%

2.40%

'

'

2.10%

1.80%

'

'

25.20%

22.30%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

'

'

43.90%

49.90%

'

'

10.20%

11.60%

'

'

3.50%

3.90%

'

'

2.80%

3.20%

'

'

2.50%

2.70%

'

'

2.20%

2.50%

'

'

2.20%

2.40%

'

'

2.00%

2.40%

'

'

18.50%

21.20%

'

'

9.60%

10.10%

'

'

1.40%

1.50%

'

'

1.90%

2.10%

'

'

0.20%

0.10%

'

'

0.60%

0.60%

'

'

0.50%

0.50%

'

'

0.50%

0.50%

'

'

0.20%

0.30%

'

'

4.30%

4.50%

'

'

34.30%

39.80%

'

'

8.80%

10.10%

'

'

1.60%

1.80%

'

'

2.60%

3.10%

'

'

1.90%

2.10%

'

'

1.70%

2.00%

'

'

1.70%

1.90%

'

'

1.80%

2.10%

'

'

14.20%

16.70%

'

'

'

'

5.10%

5.10%

'

'

0.10%

0.10%

'

'

1.60%

1.70%

'

'

1.20%

1.20%

'

'

1.10%

1.10%

'

'

0.20%

0.20%

'

'

0.40%

0.40%

'

'

0.20%

0.10%

'

'

0.30%

0.30%

'

'

5.10%

5.00%

'

'

0.10%

0.10%

'

'

1.60%

1.70%

'

'

1.20%

1.20%

'

'

1.10%

1.10%

'

'

0.20%

0.10%

'

'

0.40%

0.40%

'

'

0.20%

0.10%

'

'

0.30%

0.30%

'

'

0.00%

0.10%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.10%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

0.00%

0.00%

'

'

Amount, 30+ day delinquencies

5,556

5,833

'

'

'

2,712

2,750

'

'

'

'

'

'

'

'

2,404

2,375

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

277

323

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

31

52

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

90 plus day delinquencies

1,637

1,872

'

'

'

390

456

'

'

'

'

'

'

'

'

177

194

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

204

239

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

9

23

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Nonperforming Loans

$772

$867

'

'

'

$521

$611

'

'

'

'

'

'

'

'

$177

$194

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$325

$376

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$19

$41

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

30 plus day adjusted delinquencies (as percent)

'

'

'

'

'

5.82%

6.47%

'

'

'

'

'

'

'

'

6.63%

7.46%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4.07%

4.55%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.86%

1.46%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

90 plus day adjusted delinquencies (as percent)

'

'

'

'

'

0.84%

1.07%

'

'

'

'

'

'

'

'

0.49%

0.61%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3.01%

3.37%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.24%

0.66%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Non accrual loans adjusted delinquencies (as percent)

'

'

'

'

'

1.12%

1.44%

'

'

'

'

'

'

'

'

0.49%

0.61%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4.77%

5.29%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.55%

1.15%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans_Consumer_Banking_Net_Cha

Loans - Consumer Banking: Net Charge-Offs (Detail) (Consumer Banking, USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Net charge-offs	$190	$170	$460	$423
Percentage annualized net charge-off by average loans held for investment	1.07%	0.95%	0.87%	0.77%
Auto	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Net charge-offs	176	152	421	366
Percentage annualized net charge-off by average loans held for investment	1.98%	2.01%	1.65%	1.69%
Home loan	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Net charge-offs	2	5	12	13
Percentage annualized net charge-off by average loans held for investment	0.02%	0.06%	0.05%	0.04%
Retail banking	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Net charge-offs	$12	$13	$27	$44
Percentage annualized net charge-off by average loans held for investment	1.36%	1.38%	1.00%	1.58%

Loans_Home_Loan_Risk_Profile_b

Loans - Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type (Detail) (USD $)

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

In Millions, unless otherwise specified

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Consumer Banking

Loans

Loans

Loans

Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Home loan

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Origination Year Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Lien Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Interest Rate Type Concentration Risk

Before or During 2005

Before or During 2005

Before or During 2005

Before or During 2005

2006

2006

2006

2006

2007

2007

2007

2007

2008

2008

2008

2008

2009

2009

2009

2009

2010

2010

2010

2010

2011

2011

2011

2011

2012

2012

2012

2012

2013

2013

2013

2013

2014

2014

California

California

California

California

New York

New York

New York

New York

Illinois

Illinois

Illinois

Illinois

Maryland

Maryland

Maryland

Maryland

New Jersey

New Jersey

New Jersey

New Jersey

Virginia

Virginia

Virginia

Virginia

Florida

Florida

Florida

Florida

Arizona

Arizona

Arizona

Arizona

Washington

Washington

Washington

Washington

Louisiana

Louisiana

Louisiana

Louisiana

Other

Other

Other

Other

1st lien

1st lien

1st lien

1st lien

2nd lien

2nd lien

2nd lien

2nd lien

Fixed rate

Fixed rate

Fixed rate

Fixed rate

Adjustable rate

Adjustable rate

Adjustable rate

Adjustable rate

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Home Loans Receivable

Before or During 2005

Before or During 2005

Before or During 2005

Before or During 2005

2006

2006

2006

2006

2007

2007

2007

2007

2008

2008

2008

2008

2009

2009

2009

2009

2010

2010

2010

2010

2011

2011

2011

2011

2012

2012

2012

2012

2013

2013

2013

2013

2014

2014

California

California

California

California

New York

New York

New York

New York

Illinois

Illinois

Illinois

Illinois

Maryland

Maryland

Maryland

Maryland

New Jersey

New Jersey

New Jersey

New Jersey

Virginia

Virginia

Virginia

Virginia

Florida

Florida

Florida

Florida

Arizona

Arizona

Arizona

Arizona

Washington

Washington

Washington

Washington

Louisiana

Louisiana

Louisiana

Louisiana

Other

Other

Other

Other

1st lien

1st lien

1st lien

1st lien

2nd lien

2nd lien

2nd lien

2nd lien

Fixed rate

Fixed rate

Fixed rate

Fixed rate

Adjustable rate

Adjustable rate

Adjustable rate

Adjustable rate

Before or During 2005

Before or During 2005

Before or During 2005

Before or During 2005

2006

2006

2006

2006

2007

2007

2007

2007

2008

2008

2008

2008

2009

2009

2009

2009

2010

2010

2010

2010

2011

2011

2011

2011

2012

2012

2012

2012

2013

2013

2013

2013

2014

2014

California

California

California

California

New York

New York

New York

New York

Illinois

Illinois

Illinois

Illinois

Maryland

Maryland

Maryland

Maryland

New Jersey

New Jersey

New Jersey

New Jersey

Virginia

Virginia

Virginia

Virginia

Florida

Florida

Florida

Florida

Arizona

Arizona

Arizona

Arizona

Washington

Washington

Washington

Washington

Louisiana

Louisiana

Louisiana

Louisiana

Other

Other

Other

Other

1st lien

1st lien

1st lien

1st lien

2nd lien

2nd lien

2nd lien

2nd lien

Fixed rate

Fixed rate

Fixed rate

Fixed rate

Adjustable rate

Adjustable rate

Adjustable rate

Adjustable rate

Accounts, Notes, Loans and Financing Receivable [Line Items]

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Loans held-for-investment

$201,592

$197,199

$191,814

'

'

$71,061

$70,762

'

'

$46,614

$42,537

'

'

$24,447

$28,225

$31,203

$35,282

'

'

$31,203

$35,282

'

'

$6,090

$6,893

'

'

$2,782

$2,986

'

'

$5,218

$5,639

'

'

$3,846

$4,296

'

'

$2,248

$2,660

'

'

$3,478

$4,393

'

'

$3,975

$4,914

'

'

$2,259

$2,723

'

'

$763

$778

'

$544

'

'

$31,203

$35,282

'

'

$7,215

$8,163

'

'

$2,506

$2,767

'

'

$1,962

$2,271

'

'

$1,762

$1,913

'

'

$1,594

$1,771

'

'

$1,578

$1,718

'

'

$1,441

$1,654

'

'

$1,355

$1,530

'

'

$1,203

$1,402

'

'

$1,243

$1,329

'

'

$9,344

$10,764

'

'

$31,203

$35,282

'

'

$29,788

$33,788

'

'

$1,415

$1,494

'

'

$31,203

$35,282

'

'

$5,434

$5,912

'

'

$25,769

$29,370

'

'

$6,804

$7,098

'

'

$2,475

$2,868

'

'

$465

$521

'

'

$329

$363

'

'

$191

$212

'

'

$109

$129

'

'

$123

$142

'

'

$230

$259

'

'

$1,689

$1,918

'

'

$676

$686

'

$517

'

'

$6,804

$7,098

'

'

$945

$1,010

'

'

$1,389

$1,502

'

'

$89

$88

'

'

$438

$418

'

'

$344

$362

'

'

$373

$351

'

'

$165

$177

'

'

$90

$91

'

'

$101

$100

'

'

$1,203

$1,282

'

'

$1,667

$1,717

'

'

$6,804

$7,098

'

'

$5,762

$6,020

'

'

$1,042

$1,078

'

'

$6,804

$7,098

'

'

$2,440

$2,478

'

'

$4,364

$4,620

'

'

$24,399

$28,184

'

'

$3,615

$4,025

'

'

$2,317

$2,465

'

'

$4,889

$5,276

'

'

$3,655

$4,084

'

'

$2,139

$2,531

'

'

$3,355

$4,251

'

'

$3,745

$4,655

'

'

$570

$805

'

'

$87

$92

'

$27

'

'

$24,399

$28,184

'

'

$6,270

$7,153

'

'

$1,117

$1,265

'

'

$1,873

$2,183

'

'

$1,324

$1,495

'

'

$1,250

$1,409

'

'

$1,205

$1,367

'

'

$1,276

$1,477

'

'

$1,265

$1,439

'

'

$1,102

$1,302

'

'

$40

$47

'

'

$7,677

$9,047

'

'

$24,399

$28,184

'

'

$24,026

$27,768

'

'

$373

$416

'

'

$24,399

$28,184

'

'

$2,994

$3,434

'

'

$21,405

$24,750

Percentage of portfolio

'

'

'

100.00%

100.00%

'

'

65.70%

60.10%

'

'

34.30%

39.90%

'

'

'

'

100.00%

100.00%

'

'

19.50%

19.50%

'

'

8.90%

8.50%

'

'

16.70%

15.90%

'

'

12.30%

12.20%

'

'

7.20%

7.60%

'

'

11.20%

12.50%

'

'

12.70%

13.90%

'

'

7.20%

7.70%

'

'

2.50%

2.20%

'

'

1.80%

'

100.00%

100.00%

'

'

23.10%

23.20%

'

'

8.10%

7.80%

'

'

6.30%

6.40%

'

'

5.60%

5.40%

'

'

5.10%

5.00%

'

'

5.10%

4.90%

'

'

4.60%

4.70%

'

'

4.40%

4.40%

'

'

3.90%

4.00%

'

'

3.90%

3.70%

'

'

29.90%

30.50%

'

'

100.00%

100.00%

'

'

95.50%

95.80%

'

'

4.50%

4.20%

'

'

100.00%

100.00%

'

'

17.40%

16.70%

'

'

82.60%

83.30%

'

'

21.80%

20.10%

'

'

7.90%

8.10%

'

'

1.50%

1.50%

'

'

1.10%

1.00%

'

'

0.60%

0.60%

'

'

0.30%

0.40%

'

'

0.40%

0.40%

'

'

0.70%

0.70%

'

'

5.40%

5.40%

'

'

2.20%

2.00%

'

'

1.70%

'

21.80%

20.10%

'

'

3.00%

2.90%

'

'

4.50%

4.20%

'

'

0.30%

0.20%

'

'

1.40%

1.20%

'

'

1.10%

1.00%

'

'

1.20%

1.00%

'

'

0.50%

0.50%

'

'

0.30%

0.30%

'

'

0.40%

0.30%

'

'

3.80%

3.60%

'

'

5.30%

4.90%

'

'

21.80%

20.10%

'

'

18.50%

17.10%

'

'

3.30%

3.00%

'

'

21.80%

20.10%

'

'

7.80%

7.00%

'

'

14.00%

13.10%

'

'

78.20%

79.90%

'

'

11.60%

11.40%

'

'

7.40%

7.00%

'

'

15.60%

14.90%

'

'

11.70%

11.60%

'

'

6.90%

7.20%

'

'

10.80%

12.10%

'

'

12.00%

13.20%

'

'

1.80%

2.30%

'

'

0.30%

0.20%

'

'

0.10%

'

78.20%

79.90%

'

'

20.10%

20.30%

'

'

3.60%

3.60%

'

'

6.00%

6.20%

'

'

4.20%

4.20%

'

'

4.00%

4.00%

'

'

3.90%

3.90%

'

'

4.10%

4.20%

'

'

4.10%

4.10%

'

'

3.50%

3.70%

'

'

0.10%

0.10%

'

'

24.60%

25.60%

'

'

78.20%

79.90%

'

'

77.00%

78.70%

'

'

1.20%

1.20%

'

'

78.20%

79.90%

'

'

9.60%

9.70%

'

'

68.60%

70.20%

'

'

Loans_Commercial_Banking_Risk_

Loans - Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating (Detail) (USD $)

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

In Millions, unless otherwise specified

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial Banking

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Acquired Loans

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and multifamily real estate

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Commercial and industrial

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Small-ticket commercial real estate

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Geographic Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Internal Risk Rating Concentration Risk

Northeast

Northeast

Northeast

Northeast

Mid-Atlantic

Mid-Atlantic

Mid-Atlantic

Mid-Atlantic

South

South

South

South

Other

Other

Other

Other

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Criticized

Criticized

Criticized

Criticized

Criticized

Criticized

Criticized

Criticized

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Criticized

Criticized

Criticized

Criticized

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Loans Receivable

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized nonperforming

Criticized nonperforming

Criticized nonperforming

Criticized nonperforming

Northeast

Northeast

Northeast

Northeast

Mid-Atlantic

Mid-Atlantic

Mid-Atlantic

Mid-Atlantic

South

South

South

South

Other

Other

Other

Other

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Criticized

Criticized

Criticized

Criticized

Criticized

Criticized

Criticized

Criticized

Northeast

Northeast

Northeast

Northeast

Mid-Atlantic

Mid-Atlantic

Mid-Atlantic

Mid-Atlantic

South

South

South

South

Other

Other

Other

Other

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Criticized

Criticized

Criticized

Criticized

Criticized

Criticized

Criticized

Criticized

Northeast

Northeast

Northeast

Northeast

Mid-Atlantic

Mid-Atlantic

Mid-Atlantic

Mid-Atlantic

South

South

South

South

Other

Other

Other

Other

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Criticized

Criticized

Criticized

Criticized

Criticized

Criticized

Criticized

Criticized

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Criticized

Criticized

Criticized

Criticized

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Criticized

Criticized

Criticized

Criticized

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Criticized

Criticized

Criticized

Criticized

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized nonperforming

Criticized nonperforming

Criticized nonperforming

Criticized nonperforming

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized nonperforming

Criticized nonperforming

Criticized nonperforming

Criticized nonperforming

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized nonperforming

Criticized nonperforming

Criticized nonperforming

Criticized nonperforming

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Accounts, Notes, Loans and Financing Receivable [Line Items]

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Loans held-for-investment

$201,592

$197,199

$191,814

'

'

$49,788

$45,011

'

'

$22,895

$20,750

'

'

$26,071

$23,309

'

'

$822

$952

'

'

$49,578

$44,749

'

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$22,152

$20,925

'

'

$4,179

$3,595

'

'

$15,171

$13,537

'

'

$8,076

$6,692

'

'

$49,578

$44,749

'

'

$48,219

$43,593

'

'

$1,198

$1,007

'

'

$161

$149

'

'

$22,832

$20,666

'

'

$15,188

$14,543

'

'

$2,356

$2,130

'

'

$3,266

$2,539

'

'

$2,022

$1,454

'

'

$22,832

$20,666

'

'

$22,442

$20,204

'

'

$330

$409

'

'

$60

$53

'

'

$25,924

$23,131

'

'

$6,458

$5,800

'

'

$1,793

$1,432

'

'

$11,855

$10,940

'

'

$5,818

$4,959

'

'

$25,924

$23,131

'

'

$24,963

$22,448

'

'

$864

$590

'

'

$97

$93

'

'

$822

$952

'

'

$506

$582

'

'

$30

$33

'

'

$50

$58

'

'

$236

$279

'

'

$822

$952

'

'

$814

$941

'

'

$4

$8

'

'

$4

$3

'

'

$210

$262

'

'

$210

$262

'

'

$189

$230

'

'

$21

$32

'

'

$63

$84

'

'

$63

$84

'

'

$60

$72

'

'

$3

$12

'

'

$147

$178

'

'

$147

$178

'

'

$129

$158

'

'

$18

$20

'

'

$0

$0

'

'

$0

$0

'

'

$0

$0

'

'

$0

$0

Percentage of portfolio

'

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100.00%

100.00%

'

'

100.00%

100.00%

'

'

100.00%

100.00%

'

'

100.00%

100.00%

'

'

99.60%

99.40%

'

'

44.50%

46.40%

'

'

8.40%

8.00%

'

'

30.50%

30.10%

'

'

16.20%

14.90%

'

'

99.60%

99.40%

'

'

96.90%

96.90%

'

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2.40%

2.20%

'

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0.30%

0.30%

'

'

99.70%

99.60%

'

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66.30%

70.10%

'

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10.30%

10.30%

'

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14.30%

12.20%

'

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8.80%

7.00%

'

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99.70%

99.60%

'

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98.00%

97.40%

'

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1.40%

2.00%

'

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0.30%

0.20%

'

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99.40%

99.20%

'

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24.80%

24.90%

'

'

6.90%

6.10%

'

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45.40%

46.90%

'

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22.30%

21.30%

'

'

99.40%

99.20%

'

'

95.80%

96.30%

'

'

3.30%

2.50%

'

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0.30%

0.40%

'

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100.00%

100.00%

'

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61.50%

61.30%

'

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3.60%

3.40%

'

'

6.10%

6.00%

'

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28.80%

29.30%

'

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100.00%

100.00%

'

'

99.00%

98.90%

'

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0.60%

0.80%

'

'

0.40%

0.30%

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0.40%

0.60%

'

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0.40%

0.60%

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0.40%

0.50%

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0.00%

0.10%

'

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0.30%

0.40%

'

'

0.30%

0.40%

'

'

0.30%

0.30%

'

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0.00%

0.10%

'

'

0.60%

0.80%

'

'

0.60%

0.80%

'

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0.50%

0.70%

'

'

0.10%

0.10%

'

'

0.00%

0.00%

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0.00%

0.00%

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0.00%

0.00%

'

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0.00%

0.00%

'

'

Acquired Loans

$24,685

$28,550

'

'

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$210

$262

'

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$63

$84

'

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$147

$178

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$0

$0

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Loans_Individually_Impaired_Lo

Loans - Individually Impaired Loans, Excluding Acquired Loans (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Impaired Financing Receivable:	'	'	'	'	'
With an Allowance	$1,462	'	$1,462	'	$1,424
Without an Allowance	419	'	419	'	520
Total Recorded Investment	1,881	'	1,881	'	1,944
Related Allowance	294	'	294	'	330
Net Recorded Investment	1,587	'	1,587	'	1,614
Unpaid Principal Balance	2,262	'	2,262	'	2,402
Average Recorded Investment	1,926	1,855	1,950	1,916	'
Interest Income Recognized	40	39	119	112	'
Credit Card	'	'	'	'	'
Impaired Financing Receivable:	'	'	'	'	'
With an Allowance	706	'	706	'	780
Without an Allowance	0	'	0	'	0
Total Recorded Investment	706	'	706	'	780
Related Allowance	222	'	222	'	261
Net Recorded Investment	484	'	484	'	519
Unpaid Principal Balance	685	'	685	'	757
Average Recorded Investment	717	795	741	825	'
Interest Income Recognized	17	19	53	58	'
Credit Card | Domestic	'	'	'	'	'
Impaired Financing Receivable:	'	'	'	'	'
With an Allowance	553	'	553	'	609
Without an Allowance	0	'	0	'	0
Total Recorded Investment	553	'	553	'	609
Related Allowance	142	'	142	'	154
Net Recorded Investment	411	'	411	'	455
Unpaid Principal Balance	538	'	538	'	593
Average Recorded Investment	558	627	577	656	'
Interest Income Recognized	14	16	44	50	'
Credit Card | International	'	'	'	'	'
Impaired Financing Receivable:	'	'	'	'	'
With an Allowance	153	'	153	'	171
Without an Allowance	0	'	0	'	0
Total Recorded Investment	153	'	153	'	171
Related Allowance	80	'	80	'	107
Net Recorded Investment	73	'	73	'	64
Unpaid Principal Balance	147	'	147	'	164
Average Recorded Investment	159	168	164	169	'
Interest Income Recognized	3	3	9	8	'
Consumer Banking	'	'	'	'	'
Impaired Financing Receivable:	'	'	'	'	'
With an Allowance	470	'	470	'	459
Without an Allowance	340	'	340	'	376
Total Recorded Investment	810	'	810	'	835
Related Allowance	40	'	40	'	44
Net Recorded Investment	770	'	770	'	791
Unpaid Principal Balance	1,171	'	1,171	'	1,256
Average Recorded Investment	829	635	841	608	'
Interest Income Recognized	20	19	58	53	'
Consumer Banking | Auto	'	'	'	'	'
Impaired Financing Receivable:	'	'	'	'	'
With an Allowance	204	'	204	'	169
Without an Allowance	195	'	195	'	186
Total Recorded Investment	399	'	399	'	355
Related Allowance	18	'	18	'	16
Net Recorded Investment	381	'	381	'	339
Unpaid Principal Balance	648	'	648	'	590
Average Recorded Investment	387	332	375	330	'
Interest Income Recognized	18	16	52	46	'
Consumer Banking | Home loan	'	'	'	'	'
Impaired Financing Receivable:	'	'	'	'	'
With an Allowance	220	'	220	'	244
Without an Allowance	140	'	140	'	150
Total Recorded Investment	360	'	360	'	394
Related Allowance	16	'	16	'	18
Net Recorded Investment	344	'	344	'	376
Unpaid Principal Balance	469	'	469	'	561
Average Recorded Investment	382	211	392	184	'
Interest Income Recognized	1	2	4	5	'
Consumer Banking | Retail banking	'	'	'	'	'
Impaired Financing Receivable:	'	'	'	'	'
With an Allowance	46	'	46	'	46
Without an Allowance	5	'	5	'	40
Total Recorded Investment	51	'	51	'	86
Related Allowance	6	'	6	'	10
Net Recorded Investment	45	'	45	'	76
Unpaid Principal Balance	54	'	54	'	105
Average Recorded Investment	60	92	74	94	'
Interest Income Recognized	1	1	2	2	'
Commercial Banking	'	'	'	'	'
Impaired Financing Receivable:	'	'	'	'	'
With an Allowance	286	'	286	'	185
Without an Allowance	79	'	79	'	144
Total Recorded Investment	365	'	365	'	329
Related Allowance	32	'	32	'	25
Net Recorded Investment	333	'	333	'	304
Unpaid Principal Balance	406	'	406	'	389
Average Recorded Investment	380	425	368	483	'
Interest Income Recognized	3	1	8	1	'
Commercial Banking | Total commercial lending	'	'	'	'	'
Impaired Financing Receivable:	'	'	'	'	'
With an Allowance	285	'	285	'	183
Without an Allowance	75	'	75	'	140
Total Recorded Investment	360	'	360	'	323
Related Allowance	32	'	32	'	25
Net Recorded Investment	328	'	328	'	298
Unpaid Principal Balance	401	'	401	'	382
Average Recorded Investment	371	411	360	464	'
Interest Income Recognized	3	1	8	1	'
Commercial Banking | Commercial and multifamily real estate	'	'	'	'	'
Impaired Financing Receivable:	'	'	'	'	'
With an Allowance	166	'	166	'	89
Without an Allowance	25	'	25	'	49
Total Recorded Investment	191	'	191	'	138
Related Allowance	21	'	21	'	13
Net Recorded Investment	170	'	170	'	125
Unpaid Principal Balance	211	'	211	'	162
Average Recorded Investment	196	195	183	237	'
Interest Income Recognized	2	0	5	0	'
Commercial Banking | Commercial and industrial	'	'	'	'	'
Impaired Financing Receivable:	'	'	'	'	'
With an Allowance	119	'	119	'	94
Without an Allowance	50	'	50	'	91
Total Recorded Investment	169	'	169	'	185
Related Allowance	11	'	11	'	12
Net Recorded Investment	158	'	158	'	173
Unpaid Principal Balance	190	'	190	'	220
Average Recorded Investment	175	216	177	227	'
Interest Income Recognized	1	1	3	1	'
Commercial Banking | Small-ticket commercial real estate	'	'	'	'	'
Impaired Financing Receivable:	'	'	'	'	'
With an Allowance	1	'	1	'	2
Without an Allowance	4	'	4	'	4
Total Recorded Investment	5	'	5	'	6
Related Allowance	0	'	0	'	0
Net Recorded Investment	5	'	5	'	6
Unpaid Principal Balance	5	'	5	'	7
Average Recorded Investment	9	14	8	19	'
Interest Income Recognized	$0	$0	$0	$0	'

Loans_TDR_Disclosures_in_Progr

Loans - TDR Disclosures in Progress Financial Impact of Modification (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	$206	$252	$671	$763
Commercial Banking	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	4	37	84	86
Commercial Banking | Total commercial lending	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	4	33	83	81
Commercial Banking | Commercial and multifamily real estate	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	1	18	67	50
Commercial Banking | Commercial and industrial	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	3	15	16	31
Commercial Banking | Small-ticket commercial real estate	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	0	4	1	5
Credit Card	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	103	126	315	378
Credit Card | Domestic	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	68	80	199	234
Credit Card | International	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	35	46	116	144
Consumer Banking	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	99	89	272	299
Consumer Banking | Auto	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	88	73	234	196
Consumer Banking | Home loan	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	10	10	29	78
Consumer Banking | Retail banking	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	1	6	9	25
Reduced Interest Rate	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	70.00%	66.00%	65.00%	62.00%
Average Rate Reduction	11.94%	12.79%	12.34%	13.93%
Reduced Interest Rate | Commercial Banking	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	71.00%	32.00%	28.00%	14.00%
Average Rate Reduction	0.85%	1.74%	1.11%	1.74%
Reduced Interest Rate | Commercial Banking | Total commercial lending	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	71.00%	36.00%	29.00%	15.00%
Average Rate Reduction	0.85%	1.74%	1.11%	1.74%
Reduced Interest Rate | Commercial Banking | Commercial and multifamily real estate	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	0.00%	67.00%	31.00%	24.00%
Average Rate Reduction	0.00%	1.74%	1.26%	1.74%
Reduced Interest Rate | Commercial Banking | Commercial and industrial	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	96.00%	0.00%	20.00%	0.00%
Average Rate Reduction	0.85%	0.00%	0.18%	0.00%
Reduced Interest Rate | Commercial Banking | Small-ticket commercial real estate	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Rate Reduction	0.00%	0.00%	0.00%	0.00%
Reduced Interest Rate | Credit Card	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	100.00%	100.00%	100.00%	100.00%
Average Rate Reduction	16.12%	16.34%	16.60%	16.85%
Reduced Interest Rate | Credit Card | Domestic	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	100.00%	100.00%	100.00%	100.00%
Average Rate Reduction	11.52%	11.24%	11.52%	11.90%
Reduced Interest Rate | Credit Card | International	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	100.00%	100.00%	100.00%	100.00%
Average Rate Reduction	25.41%	25.26%	25.35%	24.89%
Reduced Interest Rate | Consumer Banking	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	40.00%	31.00%	36.00%	27.00%
Average Rate Reduction	1.88%	1.45%	1.41%	1.89%
Reduced Interest Rate | Consumer Banking | Auto	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	40.00%	32.00%	37.00%	31.00%
Average Rate Reduction	1.70%	1.04%	1.24%	1.53%
Reduced Interest Rate | Consumer Banking | Home loan	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	41.00%	45.00%	34.00%	23.00%
Average Rate Reduction	3.33%	3.33%	2.64%	2.95%
Reduced Interest Rate | Consumer Banking | Retail banking	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	17.00%	9.00%	8.00%	6.00%
Average Rate Reduction	6.42%	3.89%	5.17%	3.61%
Term Extension	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	32.00%	29.00%	36.00%	25.00%
Average Term Extension (Months)	'20 months	'14 months	'16 months	'16 months
Term Extension | Commercial Banking	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	74.00%	67.00%	86.00%	69.00%
Average Term Extension (Months)	'7 months	'21 months	'8 months	'13 months
Term Extension | Commercial Banking | Total commercial lending	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	74.00%	75.00%	87.00%	73.00%
Average Term Extension (Months)	'7 months	'21 months	'8 months	'13 months
Term Extension | Commercial Banking | Commercial and multifamily real estate	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	0.00%	54.00%	92.00%	76.00%
Average Term Extension (Months)	'0 months	'43 months	'7 months	'16 months
Term Extension | Commercial Banking | Commercial and industrial	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	100.00%	100.00%	67.00%	68.00%
Average Term Extension (Months)	'7 months	'7 months	'10 months	'7 months
Term Extension | Commercial Banking | Small-ticket commercial real estate	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Term Extension (Months)	'0 months	'0 months	'0 months	'0 months
Term Extension | Credit Card	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Term Extension (Months)	'0 months	'0 months	'0 months	'0 months
Term Extension | Credit Card | Domestic	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Term Extension (Months)	'0 months	'0 months	'0 months	'0 months
Term Extension | Credit Card | International	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Term Extension (Months)	'0 months	'0 months	'0 months	'0 months
Term Extension | Consumer Banking	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	63.00%	55.00%	61.00%	45.00%
Average Term Extension (Months)	'21 months	'11 months	'19 months	'18 months
Term Extension | Consumer Banking | Auto	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	64.00%	54.00%	63.00%	54.00%
Average Term Extension (Months)	'9 months	'9 months	'9 months	'9 months
Term Extension | Consumer Banking | Home loan	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	52.00%	58.00%	39.00%	18.00%
Average Term Extension (Months)	'150 months	'25 months	'154 months	'99 months
Term Extension | Consumer Banking | Retail banking	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	88.00%	60.00%	72.00%	61.00%
Average Term Extension (Months)	'3 months	'6 months	'7 months	'8 months
Balance Reduction	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	15.00%	14.00%	13.00%	14.00%
Gross Balance Reduction	28	30	78	82
Balance Reduction | Commercial Banking	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	8.00%	0.00%	5.00%	0.00%
Gross Balance Reduction	0	0	2	0
Balance Reduction | Commercial Banking | Total commercial lending	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	8.00%	0.00%	5.00%	0.00%
Gross Balance Reduction	0	0	2	0
Balance Reduction | Commercial Banking | Commercial and multifamily real estate	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	0.00%	0.00%	6.00%	0.00%
Gross Balance Reduction	0	0	2	0
Balance Reduction | Commercial Banking | Commercial and industrial	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	11.00%	0.00%	2.00%	1.00%
Gross Balance Reduction	0	0	0	0
Balance Reduction | Commercial Banking | Small-ticket commercial real estate	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	0	0	0	0
Balance Reduction | Credit Card	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	0	0	0	0
Balance Reduction | Credit Card | Domestic	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	0	0	0	0
Balance Reduction | Credit Card | International	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	0	0	0	0
Balance Reduction | Consumer Banking	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	31.00%	38.00%	31.00%	35.00%
Gross Balance Reduction	28	30	76	82
Balance Reduction | Consumer Banking | Auto	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	35.00%	45.00%	36.00%	45.00%
Gross Balance Reduction	28	30	75	79
Balance Reduction | Consumer Banking | Home loan	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	2.00%	13.00%	6.00%	22.00%
Gross Balance Reduction	0	0	1	3
Balance Reduction | Consumer Banking | Retail banking	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$0	$0	$0	$0

Loans_TDR_Subsequent_Defaults_

Loans - TDR - Subsequent Defaults of Completed TDR Modifications (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
	Contract	Contract	Contract	Contract
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	20,698	25,140	64,784	72,059
Total Loans	$59	$88	$202	$247
Credit Card	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	18,991	22,755	60,015	64,726
Total Loans	40	52	131	157
Credit Card | Domestic	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	9,882	10,114	30,502	28,957
Total Loans	16	16	47	53
Credit Card | International	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	9,109	12,641	29,513	35,769
Total Loans	24	36	84	104
Consumer Banking	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	1,689	2,369	4,737	7,302
Total Loans	19	21	61	56
Consumer Banking | Auto	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	1,674	2,321	4,672	7,178
Total Loans	18	17	49	49
Consumer Banking | Home loan	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	2	7	12	25
Total Loans	1	1	3	2
Consumer Banking | Retail banking	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	13	41	53	99
Total Loans	0	3	9	5
Commercial Banking	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	18	16	32	31
Total Loans	0	15	10	34
Commercial Banking | Total commercial lending	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	0	16	6	30
Total Loans	0	15	7	34
Commercial Banking | Commercial and multifamily real estate	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	0	3	4	10
Total Loans	0	4	6	15
Commercial Banking | Commercial and industrial	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	0	13	2	20
Total Loans	0	11	1	19
Commercial Banking | Small-ticket commercial real estate	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	18	0	26	1
Total Loans	$0	$0	$3	$0

Loans_Outstanding_Balance_and_

Loans - Outstanding Balance and Carrying Value of Acquired Loans (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]	'	'
Contractual balance	$26,472	$30,565
Carrying value	24,712	28,580
Allowance for loan and lease losses	23	38
Impaired Loans	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]	'	'
Contractual balance	4,434	5,016
Carrying value	2,961	3,285
Non-Impaired Loans	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]	'	'
Contractual balance	22,038	25,549
Carrying value	$21,751	$25,295

Loans_Changes_in_Accretable_Yi

Loans - Changes in Accretable Yield on Acquired Loans (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]	'	'
Accretable yield, beginning balance	$6,420	$6,208
Accretion recognized in earnings	-799	-1,182
Reclassifications from nonaccretable difference for loans with improving cash flows	105	1,005
Increases (reductions) in accretable yield for non-credit related changes in expected cash flows	-192	389
Accretable yield, ending balance	5,534	6,420
Impaired Loans	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]	'	'
Accretable yield, beginning balance	2,114	1,899
Accretion recognized in earnings	-295	-427
Reclassifications from nonaccretable difference for loans with improving cash flows	89	629
Increases (reductions) in accretable yield for non-credit related changes in expected cash flows	-299	13
Accretable yield, ending balance	1,609	2,114
Non-Impaired Loans	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]	'	'
Accretable yield, beginning balance	4,306	4,309
Accretion recognized in earnings	-504	-755
Reclassifications from nonaccretable difference for loans with improving cash flows	16	376
Increases (reductions) in accretable yield for non-credit related changes in expected cash flows	107	376
Accretable yield, ending balance	$3,925	$4,306

Allowance_for_Loan_and_Lease_L2

Allowance for Loan and Lease Losses - Summary of Changes in Allowance for Loan and Lease Losses (Detail) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Mar. 31, 2013	Sep. 30, 2014	Sep. 30, 2013
Allowance for Loan and Lease Losses	'	'	'	'	'
Balance as beginning of the period	'	'	'	$4,315	'
Provision for credit losses	993	849	'	2,432	2,496
Balance at end of the period	4,212	'	'	4,212	'
Reduction in allowance for loan and lease losses	'	'	289	'	'
Total Allowance	'	'	'	'	'
Allowance for Loan and Lease Losses	'	'	'	'	'
Balance as beginning of the period	3,998	4,407	5,156	4,315	5,156
Provision for credit losses	988	829	'	2,412	2,442
Charge-offs	-1,155	-1,294	'	-3,702	-4,169
Recoveries	399	377	'	1,203	1,204
Net charge-offs	-756	-917	'	-2,499	-2,965
Other changes	-18	14	'	-16	-300
Balance at end of the period	4,212	4,333	'	4,212	4,333
Unfunded Lending Commitments Reserve	'	'	'	'	'
Allowance for Loan and Lease Losses	'	'	'	'	'
Balance as beginning of the period	102	69	35	87	35
Provision for credit losses	5	20	'	20	54
Charge-offs	0	0	'	0	0
Recoveries	0	0	'	0	0
Net charge-offs	0	0	'	0	0
Other changes	0	0	'	0	0
Balance at end of the period	107	89	'	107	89
Combined Allowance & Unfunded Reserve	'	'	'	'	'
Allowance for Loan and Lease Losses	'	'	'	'	'
Balance as beginning of the period	4,100	4,476	5,191	4,402	5,191
Provision for credit losses	993	849	'	2,432	2,496
Charge-offs	-1,155	-1,294	'	-3,702	-4,169
Recoveries	399	377	'	1,203	1,204
Net charge-offs	-756	-917	'	-2,499	-2,965
Other changes	-18	14	'	-16	-300
Balance at end of the period	4,319	4,422	'	4,319	4,422
Credit Card	'	'	'	'	'
Allowance for Loan and Lease Losses	'	'	'	'	'
Balance as beginning of the period	2,858	3,349	3,979	3,214	3,979
Provision for credit losses	787	617	'	1,894	2,073
Charge-offs	-885	-1,036	'	-2,975	-3,479
Recoveries	313	302	'	938	973
Net charge-offs	-572	-734	'	-2,037	-2,506
Other changes	-16	13	'	-14	-301
Balance at end of the period	3,057	3,245	'	3,057	3,245
Consumer Banking	'	'	'	'	'
Allowance for Loan and Lease Losses	'	'	'	'	'
Balance as beginning of the period	765	702	711	752	711
Provision for credit losses	198	202	'	481	444
Charge-offs	-264	-234	'	-700	-625
Recoveries	74	64	'	240	202
Net charge-offs	-190	-170	'	-460	-423
Other changes	-1	-1	'	-1	1
Balance at end of the period	772	733	'	772	733
Consumer Banking | Auto	'	'	'	'	'
Allowance for Loan and Lease Losses	'	'	'	'	'
Balance as beginning of the period	642	537	486	606	486
Provision for credit losses	194	200	'	475	464
Charge-offs	-245	-210	'	-633	-545
Recoveries	69	58	'	212	179
Net charge-offs	-176	-152	'	-421	-366
Other changes	0	0	'	0	1
Balance at end of the period	660	585	'	660	585
Consumer Banking | Home loan	'	'	'	'	'
Allowance for Loan and Lease Losses	'	'	'	'	'
Balance as beginning of the period	67	79	113	83	113
Provision for credit losses	-9	5	'	-15	-22
Charge-offs	-4	-6	'	-23	-18
Recoveries	2	1	'	11	5
Net charge-offs	-2	-5	'	-12	-13
Other changes	-1	-1	'	-1	0
Balance at end of the period	55	78	'	55	78
Consumer Banking | Retail banking	'	'	'	'	'
Allowance for Loan and Lease Losses	'	'	'	'	'
Balance as beginning of the period	56	86	112	63	112
Provision for credit losses	13	-3	'	21	2
Charge-offs	-15	-18	'	-44	-62
Recoveries	3	5	'	17	18
Net charge-offs	-12	-13	'	-27	-44
Other changes	0	0	'	0	0
Balance at end of the period	57	70	'	57	70
Commercial Banking	'	'	'	'	'
Allowance for Loan and Lease Losses	'	'	'	'	'
Balance as beginning of the period	368	338	433	338	433
Provision for credit losses	4	11	'	41	-73
Charge-offs	-4	-17	'	-19	-43
Recoveries	10	9	'	18	24
Net charge-offs	6	-8	'	-1	-19
Other changes	0	0	'	0	0
Balance at end of the period	378	341	'	378	341
Other	'	'	'	'	'
Allowance for Loan and Lease Losses	'	'	'	'	'
Balance as beginning of the period	7	18	33	11	33
Provision for credit losses	-1	-1	'	-4	-2
Charge-offs	-2	-7	'	-8	-22
Recoveries	2	2	'	7	5
Net charge-offs	0	-5	'	-1	-17
Other changes	-1	2	'	-1	0
Balance at end of the period	$5	$14	'	$5	$14

Allowance_for_Loan_and_Lease_L3

Allowance for Loan and Lease Losses - Components of Allowance for Loan and Lease Losses by Impairment Methodology (Detail) (USD $)	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	$3,895	'	$3,947	'	'	'
Asset-specific	294	'	330	'	'	'
Acquired Loans	23	'	38	'	'	'
Total allowance for loan and lease losses	4,212	'	4,315	'	'	'
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	175,221	'	166,891	'	'	'
Asset-specific	1,686	'	1,758	'	'	'
Acquired Loans	24,685	'	28,550	'	'	'
Total loans held for investment	201,592	'	197,199	191,814	'	'
Allowance as a percentage of period-end loans held for investment	2.09%	'	2.19%	'	'	'
Credit Card	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	2,835	'	2,953	'	'	'
Asset-specific	222	'	261	'	'	'
Acquired Loans	0	'	0	'	'	'
Total allowance for loan and lease losses	3,057	2,858	3,214	3,245	3,349	3,979
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	79,897	'	80,462	'	'	'
Asset-specific	706	'	780	'	'	'
Acquired Loans	28	'	63	'	'	'
Total loans held for investment	80,631	'	81,305	'	'	'
Allowance as a percentage of period-end loans held for investment	3.79%	'	3.95%	'	'	'
Consumer Banking	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	709	'	670	'	'	'
Asset-specific	40	'	44	'	'	'
Acquired Loans	23	'	38	'	'	'
Total allowance for loan and lease losses	772	765	752	733	702	711
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	45,999	'	41,888	'	'	'
Asset-specific	615	'	649	'	'	'
Acquired Loans	24,447	'	28,225	'	'	'
Total loans held for investment	71,061	'	70,762	'	'	'
Allowance as a percentage of period-end loans held for investment	1.09%	'	1.06%	'	'	'
Consumer Banking | Auto	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	642	'	590	'	'	'
Asset-specific	18	'	16	'	'	'
Acquired Loans	0	'	0	'	'	'
Total allowance for loan and lease losses	660	642	606	585	537	486
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	36,049	'	31,683	'	'	'
Asset-specific	204	'	169	'	'	'
Acquired Loans	1	'	5	'	'	'
Total loans held for investment	36,254	'	31,857	'	'	'
Allowance as a percentage of period-end loans held for investment	1.82%	'	1.90%	'	'	'
Consumer Banking | Home loan	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	17	'	27	'	'	'
Asset-specific	16	'	18	'	'	'
Acquired Loans	22	'	38	'	'	'
Total allowance for loan and lease losses	55	67	83	78	79	113
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	6,444	'	6,704	'	'	'
Asset-specific	360	'	394	'	'	'
Acquired Loans	24,399	'	28,184	'	'	'
Total loans held for investment	31,203	'	35,282	'	'	'
Allowance as a percentage of period-end loans held for investment	0.18%	'	0.24%	'	'	'
Consumer Banking | Retail banking	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	50	'	53	'	'	'
Asset-specific	6	'	10	'	'	'
Acquired Loans	1	'	0	'	'	'
Total allowance for loan and lease losses	57	56	63	70	86	112
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	3,506	'	3,501	'	'	'
Asset-specific	51	'	86	'	'	'
Acquired Loans	47	'	36	'	'	'
Total loans held for investment	3,604	'	3,623	'	'	'
Allowance as a percentage of period-end loans held for investment	1.57%	'	1.74%	'	'	'
Commercial Banking	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	346	'	313	'	'	'
Asset-specific	32	'	25	'	'	'
Acquired Loans	0	'	0	'	'	'
Total allowance for loan and lease losses	378	368	338	341	338	433
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	49,213	'	44,420	'	'	'
Asset-specific	365	'	329	'	'	'
Acquired Loans	210	'	262	'	'	'
Total loans held for investment	49,788	'	45,011	'	'	'
Allowance as a percentage of period-end loans held for investment	0.76%	'	0.75%	'	'	'
Other	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	5	'	11	'	'	'
Asset-specific	0	'	0	'	'	'
Acquired Loans	0	'	0	'	'	'
Total allowance for loan and lease losses	5	7	11	14	18	33
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	112	'	121	'	'	'
Asset-specific	0	'	0	'	'	'
Acquired Loans	0	'	0	'	'	'
Total loans held for investment	$112	'	$121	'	'	'
Allowance as a percentage of period-end loans held for investment	5.00%	'	9.09%	'	'	'

Variable_Interest_Entities_and2

Variable Interest Entities and Securitizations - Carrying Amount of Assets and Liabilities of Variable Interest Entities (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	$37,373	$40,812
Carrying Amount of Liabilities, Consolidated	11,338	12,770
Carrying Amount of Assets, Unconsolidated	3,534	3,264
Carrying Amount of Liabilities, Unconsolidated	476	478
Maximum exposure to loss	4,189	3,767
Affordable housing entities	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	0	0
Carrying Amount of Liabilities, Consolidated	0	0
Carrying Amount of Assets, Unconsolidated	3,250	2,969
Carrying Amount of Liabilities, Unconsolidated	443	463
Maximum exposure to loss	3,250	2,969
Entities that provide capital to low-income and rural communities	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	391	389
Carrying Amount of Liabilities, Consolidated	99	98
Carrying Amount of Assets, Unconsolidated	1	1
Carrying Amount of Liabilities, Unconsolidated	0	0
Maximum exposure to loss	1	1
Other	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	6	1
Carrying Amount of Liabilities, Consolidated	0	1
Carrying Amount of Assets, Unconsolidated	80	95
Carrying Amount of Liabilities, Unconsolidated	0	0
Maximum exposure to loss	80	95
Other VIEs	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	397	390
Carrying Amount of Liabilities, Consolidated	99	99
Carrying Amount of Assets, Unconsolidated	3,331	3,065
Carrying Amount of Liabilities, Unconsolidated	443	463
Maximum exposure to loss	3,331	3,065
Credit card loan securitizations	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	36,976	40,422
Carrying Amount of Liabilities, Consolidated	11,239	12,671
Carrying Amount of Assets, Unconsolidated	0	0
Carrying Amount of Liabilities, Unconsolidated	0	0
Maximum exposure to loss	0	0
Home loan securitizations	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	0	0
Carrying Amount of Liabilities, Consolidated	0	0
Carrying Amount of Assets, Unconsolidated	203	199
Carrying Amount of Liabilities, Unconsolidated	33	15
Maximum exposure to loss	858	702
Securitization-related VIEs	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	36,976	40,422
Carrying Amount of Liabilities, Consolidated	11,239	12,671
Carrying Amount of Assets, Unconsolidated	203	199
Carrying Amount of Liabilities, Unconsolidated	33	15
Maximum exposure to loss	$858	$702

Variable_Interest_Entities_and3

Variable Interest Entities and Securitizations - External Debt and Receivable Balances of Securitization Programs (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity, Primary Beneficiary	'	'
Qualitative and Quantitative Information, Transferor's Continuing Involvement [Line Items]	'	'
Securities held by third-party investors, non-mortgage	$10,508	$10,289
Receivables in the trust, non-mortgage	36,571	39,548
Cash balance of spread or reserve accounts, non-mortgage	0	3
Variable Interest Entity, Not Primary Beneficiary | Option ARM	'	'
Qualitative and Quantitative Information, Transferor's Continuing Involvement [Line Items]	'	'
Securities held by third-party investors, mortgage	2,094	2,320
Receivables in the trust, mortgage	2,165	2,399
Cash balance of spread or reserve accounts, mortgage	8	8
Variable Interest Entity, Not Primary Beneficiary | GreenPoint HELOCs	'	'
Qualitative and Quantitative Information, Transferor's Continuing Involvement [Line Items]	'	'
Securities held by third-party investors, mortgage	102	122
Receivables in the trust, mortgage	97	116
Cash balance of spread or reserve accounts, mortgage	0	'
Variable Interest Entity, Not Primary Beneficiary | GreenPoint Manufactured Housing	'	'
Qualitative and Quantitative Information, Transferor's Continuing Involvement [Line Items]	'	'
Securities held by third-party investors, mortgage	912	994
Receivables in the trust, mortgage	918	1,000
Cash balance of spread or reserve accounts, mortgage	$143	$144

Variable_Interest_Entities_and4

Variable Interest Entities and Securitizations - Additional Information (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
Variable Interest Entity [Line Items]	'	'
Funded HELOCs advances	$30,000,000	$29,000,000
Unfunded commitment on residual interests on trusts	7,000,000	7,000,000
Carrying Amount of Assets, Unconsolidated	3,534,000,000	3,264,000,000
Maximum exposure to loss	4,189,000,000	3,767,000,000
VIEs consolidated assets	37,373,000,000	40,812,000,000
Carrying amount of other VIE assets and liabilities	172,000,000	204,000,000
Affordable housing entities	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Unconsolidated	3,250,000,000	2,969,000,000
Maximum exposure to loss	3,250,000,000	2,969,000,000
Total assets of the unconsolidated VIE investment funds	10,000,000,000	9,800,000,000
VIEs consolidated assets	0	0
Entities that provide capital to low-income and rural communities	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Unconsolidated	1,000,000	1,000,000
Maximum exposure to loss	1,000,000	1,000,000
VIEs consolidated assets	391,000,000	389,000,000
Other	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Unconsolidated	80,000,000	95,000,000
Maximum exposure to loss	80,000,000	95,000,000
VIEs consolidated assets	6,000,000	1,000,000
Retained interest in the trust	80,000,000	93,000,000
Maximum loss exposure to royalty payment	80,000,000	93,000,000
Variable Interest Entity, Not Primary Beneficiary | Option ARM	'	'
Variable Interest Entity [Line Items]	'	'
Securities held by third-party investors, mortgage	2,094,000,000	2,320,000,000
Unpaid principal balance of securitization trusts	2,165,000,000	2,399,000,000
Variable Interest Entity, Not Primary Beneficiary | GreenPoint HELOCs	'	'
Variable Interest Entity [Line Items]	'	'
Securities held by third-party investors, mortgage	102,000,000	122,000,000
Unpaid principal balance of securitization trusts	97,000,000	116,000,000
Variable Interest Entity, Not Primary Beneficiary | GreenPoint Manufactured Housing	'	'
Variable Interest Entity [Line Items]	'	'
Securities held by third-party investors, mortgage	912,000,000	994,000,000
Unpaid principal balance of securitization trusts	918,000,000	1,000,000,000
Maximum exposure to loss	$420,000,000	'

Goodwill_and_Other_Intangible_2

Goodwill and Other Intangible Assets - Components of Goodwill and Other Intangible Assets (Detail) (USD $)	9 Months Ended
	Sep. 30, 2014	Dec. 31, 2013
Schedule of Intangible Assets by Major Class [Line Items]	'	'
Goodwill, Gross Carrying Value	$13,970,000,000	$13,978,000,000
Goodwill, Net Carrying Value	13,970,000,000	13,978,000,000
Amortized intangible assets, Carrying Amount of Assets	4,197,000,000	4,212,000,000
Amortized intangible assets, Accumulated Amortization	-2,757,000,000	-2,363,000,000
Amortized intangible assets, Net Carrying Value	1,440,000,000	1,849,000,000
Total goodwill and other intangible assets, Carrying Amount of Assets	18,167,000,000	18,190,000,000
Total goodwill and other intangible assets, Net Carrying Value	15,410,000,000	15,827,000,000
Consumer MSRs	58,000,000	73,000,000
Commercial MSRs, Carrying Amount of Assets	153,000,000	135,000,000
MSRs, Accumulated Amortization	-18,000,000	-3,000,000
Commercial MSRs, Net Carrying Amount	135,000,000	132,000,000
Servicing Asset, Carrying Amount of Assets	211,000,000	208,000,000
Servicing Asset, Net Carrying Amount	193,000,000	205,000,000
Indefinite lived assets	4,000,000	4,000,000
MSRs impaired	0	'
Valuation allowance recorded	0	0
Purchased credit card relationship intangibles (“PCCR”)	'	'
Schedule of Intangible Assets by Major Class [Line Items]	'	'
Amortized intangible assets, Carrying Amount of Assets	2,125,000,000	2,125,000,000
Amortized intangible assets, Accumulated Amortization	-1,066,000,000	-784,000,000
Amortized intangible assets, Net Carrying Value	1,059,000,000	1,341,000,000
Core deposit intangibles	'	'
Schedule of Intangible Assets by Major Class [Line Items]	'	'
Amortized intangible assets, Carrying Amount of Assets	1,771,000,000	1,771,000,000
Amortized intangible assets, Accumulated Amortization	-1,540,000,000	-1,440,000,000
Amortized intangible assets, Net Carrying Value	231,000,000	331,000,000
Other	'	'
Schedule of Intangible Assets by Major Class [Line Items]	'	'
Amortized intangible assets, Carrying Amount of Assets	301,000,000	316,000,000
Amortized intangible assets, Accumulated Amortization	-151,000,000	-139,000,000
Amortized intangible assets, Net Carrying Value	$150,000,000	$177,000,000

Goodwill_and_Other_Intangible_3

Goodwill and Other Intangible Assets - Additional Information (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Goodwill and Intangible Assets Disclosure [Abstract]	'	'	'	'
Amortization expense for amortized intangible assets	$130	$161	$409	$505

Goodwill_and_Other_Intangible_4

Goodwill and Other Intangible Assets - Goodwill Attributable to Each Business Segments (Detail) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014
Goodwill [Roll Forward]	'
Goodwill, Beginning Balance	$13,978
Acquisitions	0
Other adjustments	-8
Goodwill, Ending Balance	13,970
Credit Card	'
Goodwill [Roll Forward]	'
Goodwill, Beginning Balance	5,005
Acquisitions	0
Other adjustments	-2
Goodwill, Ending Balance	5,003
Consumer Banking	'
Goodwill [Roll Forward]	'
Goodwill, Beginning Balance	4,585
Acquisitions	0
Other adjustments	-1
Goodwill, Ending Balance	4,584
Commercial Banking	'
Goodwill [Roll Forward]	'
Goodwill, Beginning Balance	4,388
Acquisitions	0
Other adjustments	-5
Goodwill, Ending Balance	$4,383

Deposits_and_Borrowings_Additi

Deposits and Borrowings - Additional Information (Detail) (USD $)	9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Deposits And Borrowings [Line Items]	'	'	'
Securitized debt obligations	$10,508,000,000	'	$10,289,000,000
Issuance of securitized debt obligations	3,000,000,000	'	'
Maturities of Secured Debt	2,800,000,000	'	'
Debt maturities from credit card securitization trusts	2,808,000,000	3,304,000,000	'
Senior and subordinated notes	18,534,000,000	'	13,134,000,000
Fair value hedging losses	33,000,000	'	8,000,000
Repayments of unsecured debt	2,375,000,000	500,000,000	'
Advances from Federal Home Loan Banks	10,900,000,000	'	16,300,000,000
Other Assets [Member]	'	'	'
Deposits And Borrowings [Line Items]	'	'	'
Investment in FHLB stock	1,700,000,000	'	1,900,000,000
Senior notes | Total unsecured senior debt	'	'	'
Deposits And Borrowings [Line Items]	'	'	'
Proceeds from issuance of unsecured debt	7,800,000,000	'	'
Senior notes | Floating unsecured senior debt	'	'	'
Deposits And Borrowings [Line Items]	'	'	'
Proceeds from issuance of unsecured debt	250,000,000	'	'
Senior notes | Fixed unsecured senior debt	'	'	'
Deposits And Borrowings [Line Items]	'	'	'
Proceeds from issuance of unsecured debt	$7,500,000,000	'	'

Deposits_and_Borrowings_Deposi

Deposits and Borrowings - Deposits and Short-term Borrowings (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2013
In Millions, unless otherwise specified
Deposits:	'	'	'
Non-interest bearing deposits	$25,388	$22,643	'
Interest-bearing deposits	178,876	181,880	'
Total deposits	204,264	204,523	206,834
Short-term Debt [Line Items]	'	'	'
Short-term borrowings	12,130	16,215	'
Federal funds purchased and securities loaned or sold under agreements to repurchase	'	'	'
Short-term Debt [Line Items]	'	'	'
Short-term borrowings	2,330	915	'
FHLB advances	'	'	'
Short-term Debt [Line Items]	'	'	'
Short-term borrowings	$9,800	$15,300	'

Deposits_and_Borrowings_LongTe

Deposits and Borrowings - Long-Term Debt (Detail) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
Debt Instrument [Line Items]	'	'
Long-term debt	$30,113	$24,439
Total short-term borrowings and long-term debt	42,243	40,654
Securitized debt obligations	'	'
Debt Instrument [Line Items]	'	'
Interest rate, minimum	0.20%	'
Interest rate, maximum	5.75%	'
Weighted average interest rate	1.35%	'
Long-term debt	10,508	10,289
Total senior and subordinated notes	'	'
Debt Instrument [Line Items]	'	'
Long-term debt	18,534	13,134
Senior notes | Total unsecured senior debt	'	'
Debt Instrument [Line Items]	'	'
Weighted average interest rate	2.66%	'
Long-term debt	15,935	10,464
Senior notes | Fixed unsecured senior debt	'	'
Debt Instrument [Line Items]	'	'
Interest rate, minimum	1.00%	'
Interest rate, maximum	6.75%	'
Weighted average interest rate	2.77%	'
Long-term debt	15,055	9,612
Senior notes | Floating unsecured senior debt	'	'
Debt Instrument [Line Items]	'	'
Interest rate, minimum	0.68%	'
Interest rate, maximum	0.88%	'
Weighted average interest rate	0.77%	'
Long-term debt	880	852
Subordinated notes | Fixed unsecured subordinated debt	'	'
Debt Instrument [Line Items]	'	'
Interest rate, minimum	3.38%	'
Interest rate, maximum	8.80%	'
Weighted average interest rate	4.97%	'
Long-term debt	2,599	2,670
FHLB advances	'	'
Debt Instrument [Line Items]	'	'
Interest rate, minimum	0.26%	'
Interest rate, maximum	6.88%	'
Weighted average interest rate	0.56%	'
Long-term debt	$1,071	$1,016

Deposits_and_Borrowings_Schedu

Deposits and Borrowings - Schedule of Components of Interest Expense on Short-Term Borrowings and Long-Term Debt (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Short-term borrowings:	'	'	'	'
Federal funds purchased and securities loaned or sold under agreements to repurchase	$0	$0	$1	$1
FHLB advances	6	6	15	22
Total short-term borrowings	6	6	16	23
Long-term debt:	'	'	'	'
Securitized debt obligations	32	42	109	143
Senior and subordinated notes	71	76	226	240
Other long-term borrowings	10	5	20	17
Total long-term debt	113	123	355	400
Total interest expense	$119	$129	$371	$423

Derivative_Instruments_and_Hed2

Derivative Instruments and Hedging Activities - Additional Information (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
Derivatives, Fair Value [Line Items]	'	'
Collateral pledged	$170	$371
Collateral posted for exposure	118	'
Additional collateral, variation margin (less than $1 million both periods)	1	1
Additional collateral, independent margin	56	58
Derivative net liability position (less than $1 million at Sept 30)	1	1
Cash collateral from derivatives counterparties	362	397
Securities received from derivatives counterparties, ability to re-pledge	63	53
Cumulative counterparty credit risk valuation adjustment	5	7
Cumulative credit risk valuation adjustment related to our credit quality	2	6
Gain (net after-tax) recorded in AOCI related to derivatives designated as cash flow hedges expected to be reclassified to earnings over the next 12 months	($22)	'
Maximum length of time over which forecasted transactions were hedged, years	'5 years	'
Cash flow hedges	'	'
Derivatives, Fair Value [Line Items]	'	'
Derivative Maturity Year	'2019	'

Derivative_Instruments_and_Hed3

Derivative Instruments and Hedging Activities - Notional and Fair Values of Derivative Instruments (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'	'
Notional or Contractual Amount	$81,451	$63,424
Derivative Assets	836	959
Derivative Liabilities	369	710
Derivatives designated as accounting hedges	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional or Contractual Amount	50,387	33,326
Derivative Assets	460	338
Derivative Liabilities	170	425
Derivatives designated as accounting hedges | Interest rate contracts	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional or Contractual Amount	43,108	28,520
Derivative Assets	218	289
Derivative Liabilities	170	372
Derivatives designated as accounting hedges | Interest rate contracts | Fair value hedges	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional or Contractual Amount	23,008	15,695
Derivative Assets	214	289
Derivative Liabilities	105	223
Derivatives designated as accounting hedges | Interest rate contracts | Cash flow hedges	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional or Contractual Amount	20,100	12,825
Derivative Assets	4	0
Derivative Liabilities	65	149
Derivatives designated as accounting hedges | Foreign exchange contracts	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional or Contractual Amount	7,279	4,806
Derivative Assets	242	49
Derivative Liabilities	0	53
Derivatives designated as accounting hedges | Foreign exchange contracts | Cash flow hedges	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional or Contractual Amount	4,860	4,806
Derivative Assets	129	49
Derivative Liabilities	0	53
Derivatives designated as accounting hedges | Foreign exchange contracts | Net investment hedges	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional or Contractual Amount	2,419	0
Derivative Assets	113	0
Derivative Liabilities	0	0
Derivatives not designated as accounting hedges	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional or Contractual Amount	31,064	30,098
Derivative Assets	376	621
Derivative Liabilities	199	285
Derivatives not designated as accounting hedges | Interest rate contracts	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional or Contractual Amount	30,348	27,582
Derivative Assets	371	434
Derivative Liabilities	186	233
Derivatives not designated as accounting hedges | Interest rate contracts | MSRs	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional or Contractual Amount	483	353
Derivative Assets	2	0
Derivative Liabilities	1	7
Derivatives not designated as accounting hedges | Interest rate contracts | Customer accommodation	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional or Contractual Amount	27,208	25,365
Derivative Assets	338	405
Derivative Liabilities	168	209
Derivatives not designated as accounting hedges | Interest rate contracts | Other interest rate exposures	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional or Contractual Amount	2,657	1,864
Derivative Assets	31	29
Derivative Liabilities	17	17
Derivatives not designated as accounting hedges | Foreign exchange contracts	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional or Contractual Amount	190	1,422
Derivative Assets	5	184
Derivative Liabilities	0	37
Derivatives not designated as accounting hedges | Other contracts	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional or Contractual Amount	526	1,094
Derivative Assets	0	3
Derivative Liabilities	$13	$15

Derivative_Instruments_and_Hed4

Derivative Instruments and Hedging Activities - Offsetting Assets (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives assets	'	'
Gross Amounts	$836	$959
Offsetting Amounts	0	0
Net Amounts as Recognized	836	959
Offsetting Amounts Not Netted, Financial Instruments	-141	-262
Offsetting Amounts Not Netted, Collateral Received	-425	-450
Net Exposure	$270	$247

Derivative_Instruments_and_Hed5

Derivative Instruments and Hedging Activities - Offsetting Liabilities (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives liabilities	'	'
Gross Amounts	$369	$710
Offsetting Amounts	0	0
Net Amounts as Recognized	369	710
Offsetting Amounts Not Netted, Financial Instruments	-141	-262
Collateral pledged	-170	-371
Net Exposure	58	77
Repurchase agreements	'	'
Gross Amounts	940	907
Repurchase Agreement, amount offset in balance sheet	0	0
Net Amounts as Recognized	940	907
Repurchase Agreement, amount not offset	0	0
Offsetting Amounts Not Netted, Collateral Pledged	-940	-907
Net Exposure	$0	$0

Derivative_Instruments_and_Hed6

Derivative Instruments and Hedging Activities - Net Gains (Losses) Recognized in Earnings Related to Derivatives in Fair Value Hedging Relationships and Free-Standing Derivatives (Details) (Other Non-Interest Income, USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Net derivative gains (losses) recognized in earnings	$27	($15)	$74	($40)
Derivatives designated as accounting hedges | Fair value hedges | Interest rate contracts	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
(Losses) gains recognized in earnings on derivatives	-94	3	42	-409
Gains (losses) recognized in earnings on hedged items	110	-10	-5	380
Net fair value hedge ineffectiveness gains (losses)	16	-7	37	-29
Derivatives not designated as accounting hedges	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	11	-8	37	-11
Derivatives not designated as accounting hedges | Interest rate contracts	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	13	10	37	18
Derivatives not designated as accounting hedges | Interest rate contracts | MSRs	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	1	0	14	-8
Derivatives not designated as accounting hedges | Interest rate contracts | Customer accommodation	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	7	6	15	31
Derivatives not designated as accounting hedges | Interest rate contracts | Other interest rate exposures	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	5	4	8	-5
Derivatives not designated as accounting hedges | Foreign exchange contracts	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	0	0	1	-4
Derivatives not designated as accounting hedges | Other contracts	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	($2)	($18)	($1)	($25)

Derivative_Instruments_and_Hed7

Derivative Instruments and Hedging Activities - Net Gains (Losses) Related to Derivatives Designated as Cash Flow Hedges and Net Investment Hedges (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net [Abstract]	'	'	'	'
Gains (losses) recorded in AOCI	$32	$59	$167	($98)
Other Non-Interest Income	'	'	'	'
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net [Abstract]	'	'	'	'
Net derivative gains (losses) recognized in earnings	27	-15	74	-40
Cash flow hedges	'	'	'	'
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net [Abstract]	'	'	'	'
Gains (losses) recorded in AOCI	-39	59	96	-98
Gains (losses) reclassified from AOCI into earnings	29	6	74	23
Net derivative gains (losses) recognized in earnings	28	7	74	23
Cash flow hedges | Interest rate contracts	'	'	'	'
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net [Abstract]	'	'	'	'
Gains (losses) recorded in AOCI	-34	65	112	-82
Cash flow hedges | Interest rate contracts | Interest Income (Expense)	'	'	'	'
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net [Abstract]	'	'	'	'
Gains (losses) reclassified from AOCI into earnings	34	14	90	40
Cash flow hedges | Interest rate contracts | Other Non-Interest Income	'	'	'	'
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net [Abstract]	'	'	'	'
Gains (losses) recognized in earnings due to ineffectiveness	-1	1	0	0
Cash flow hedges | Foreign exchange contracts	'	'	'	'
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net [Abstract]	'	'	'	'
Gains (losses) recorded in AOCI	-5	-6	-16	-16
Cash flow hedges | Foreign exchange contracts | Other Non-Interest Income	'	'	'	'
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net [Abstract]	'	'	'	'
Gains (losses) reclassified from AOCI into earnings	-5	-8	-16	-17
Net investment hedges | Foreign exchange contracts	'	'	'	'
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net [Abstract]	'	'	'	'
Gains (losses) recorded in AOCI	$71	$0	$71	$0

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income - Additional Information (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Equity [Abstract]	'	'
Deferred tax, AOCI	$304	$544

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income - Change in AOCI Gain (Loss) by Component (Net of Tax) (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]	'	'	'	'
AOCI beginning balance	($371)	($792)	($872)	$739
Other comprehensive income (loss) before reclassifications	-180	-42	345	-1,555
Net realized (gains) losses reclassified from AOCI into earnings	-8	-5	-32	-23
Other comprehensive income (loss), net of tax	-188	-47	313	-1,578
AOCI ending balance	-559	-839	-559	-839
Accumulated Net Unrealized Investment Gain (Loss) | Securities Available for Sale	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]	'	'	'	'
AOCI beginning balance	419	-517	106	703
Other comprehensive income (loss) before reclassifications	-62	692	259	-526
Net realized (gains) losses reclassified from AOCI into earnings	-3	0	-11	-2
Other comprehensive income (loss), net of tax	-65	692	248	-528
AOCI ending balance	354	175	354	175
Accumulated Net Unrealized Investment Gain (Loss) | Securities Held to Maturity	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]	'	'	'	'
AOCI beginning balance	-863	0	-897	0
Other comprehensive income (loss) before reclassifications	0	-916	0	-916
Net realized (gains) losses reclassified from AOCI into earnings	22	1	56	1
Other comprehensive income (loss), net of tax	22	-915	56	-915
AOCI ending balance	-841	-915	-841	-915
Cash Flow Hedges	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]	'	'	'	'
AOCI beginning balance	-20	-129	-110	45
Other comprehensive income (loss) before reclassifications	-39	59	96	-98
Net realized (gains) losses reclassified from AOCI into earnings	-29	-6	-74	-23
Other comprehensive income (loss), net of tax	-68	53	22	-121
AOCI ending balance	-88	-76	-88	-76
Foreign Currency Translation Adjustments	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]	'	'	'	'
AOCI beginning balance	106	-111	40	32
Other comprehensive income (loss) before reclassifications	-82	124	-16	-19
Net realized (gains) losses reclassified from AOCI into earnings	0	0	0	0
Other comprehensive income (loss), net of tax	-82	124	-16	-19
AOCI ending balance	24	13	24	13
Other	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]	'	'	'	'
AOCI beginning balance	-13	-35	-11	-41
Other comprehensive income (loss) before reclassifications	3	-1	6	4
Net realized (gains) losses reclassified from AOCI into earnings	2	0	-3	1
Other comprehensive income (loss), net of tax	5	-1	3	5
AOCI ending balance	($8)	($36)	($8)	($36)

Accumulated_Other_Comprehensiv4

Accumulated Other Comprehensive Income - Change in AOCI Gain (Loss) by Component (Net of Tax) (Parenthetical) (Detail) (USD $)	Sep. 30, 2013
In Billions, unless otherwise specified
Equity [Abstract]	'
Held to maturity securities fair value	$18.30
Net pre-tax unrealized losses	$1.50

Accumulated_Other_Comprehensiv5

Accumulated Other Comprehensive Income - Reclassifications from AOCI (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Non-interest income-other	$157	$96	$427	$176
Various	1,661	1,693	5,149	5,226
Interest income - Other	4,497	4,560	13,162	13,683
Income tax provision (benefit)	536	575	1,696	1,747
Net income	1,081	1,105	3,429	3,269
Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net income	8	5	32	23
Accumulated Net Unrealized Investment Gain (Loss) | Reclassification out of Accumulated Other Comprehensive Income [Member] | Securities Available for Sale	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Non-interest income-other	6	0	18	3
Income tax provision (benefit)	3	0	7	1
Net income	3	0	11	2
Accumulated Net Unrealized Investment Gain (Loss) | Reclassification out of Accumulated Other Comprehensive Income [Member] | Securities Held to Maturity	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Non-interest income-other	-35	-2	-96	-2
Income tax provision (benefit)	-13	-1	-40	-1
Net income	-22	-1	-56	-1
Cash Flow Hedges | Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Interest income and non-interest income, other	47	10	119	38
Income tax provision (benefit)	18	4	45	15
Net income	29	6	74	23
Cash Flow Hedges | Reclassification out of Accumulated Other Comprehensive Income [Member] | Interest rate contracts	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Interest income - Other	54	23	144	65
Cash Flow Hedges | Reclassification out of Accumulated Other Comprehensive Income [Member] | Foreign exchange contracts	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Non-interest income-other	-7	-13	-25	-27
Other | Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Various	2	0	10	-1
Income tax provision (benefit)	4	0	7	0
Net income	($2)	$0	$3	($1)

Accumulated_Other_Comprehensiv6

Accumulated Other Comprehensive Income - Components of Other Comprehensive Income Loss and Related Tax Impact (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Before Tax	'	'	'	'
Net unrealized gains (losses) on securities available for sale	($104)	$1,107	$394	($849)
Net unrealized gains (losses) on securities held to maturity	35	-1,465	96	-1,465
Net unrealized gains (losses) on cash flow hedges	-107	84	37	-195
Foreign currency translation adjustments	-41	124	25	-19
Other	6	-1	2	6
Other comprehensive income (loss) before taxes	-211	-151	554	-2,522
Provision (Benefit)	'	'	'	'
Net unrealized gains (losses) on securities available for sale	-39	415	146	-321
Net unrealized gains (losses) on securities transferred to held to maturity	13	-550	40	-550
Net unrealized gains (losses) on cash flow hedges	-39	31	15	-74
Foreign currency translation adjustments	41	0	41	0
Other	1	0	-1	1
Other comprehensive income (loss), provision (benefit)	-23	-104	241	-944
After Tax	'	'	'	'
Net unrealized gains (losses) on securities available for sale	-65	692	248	-528
Net unrealized gains (losses) on securities transferred to held to maturity	22	-915	56	-915
Net unrealized gains (losses) on cash flow hedges	-68	53	22	-121
Foreign currency translation adjustments	-82	124	-16	-19
Other	5	-1	3	5
Other comprehensive income (loss), net of tax	($188)	($47)	$313	($1,578)

Earnings_Per_Common_Share_Sche

Earnings Per Common Share - Schedule of Computation of Basic and Diluted Earnings Per Common Share (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Basic earnings	'	'	'	'
Income from continuing operations, net of tax	$1,125	$1,118	$3,453	$3,479
Loss from discontinued operations, net of tax	-44	-13	-24	-210
Net income	1,081	1,105	3,429	3,269
Dividends and undistributed earnings allocated to participating securities	-5	-5	-14	-14
Preferred stock dividends	-20	-13	-46	-39
Net income available to common stockholders	$1,056	$1,087	$3,369	$3,216
Net income from continuing operations (in dollars per share)	$1.97	$1.89	$5.99	$5.89
Income (loss) from discontinued operations (in dollars per share)	($0.08)	($0.02)	($0.04)	($0.36)
Net income per basic common share (in dollars per share)	$1.89	$1.87	$5.95	$5.53
Total weighted-average basic shares outstanding	559.9	582.3	566.1	581.4
Diluted earnings	'	'	'	'
Net income from continuing operations (in dollars per share)	$1.94	$1.86	$5.90	$5.82
Income (loss) from discontinued operations (in dollars per share)	($0.08)	($0.02)	($0.04)	($0.36)
Net income per diluted common share (in dollars per share)	$1.86	$1.84	$5.86	$5.46
Effect of dilutive securities:	'	'	'	'
Stock options	2.8	2.4	2.7	2.1
Other contingently issuable shares	1.6	1.7	1.5	1.6
Warrants	3.6	4.7	4.9	3.9
Total effect of dilutive securities	8	8.8	9.1	7.6
Total weighted-average diluted shares outstanding	567.9	591.1	575.2	589

Earnings_Per_Common_Share_Sche1

Earnings Per Common Share - Schedule of Computation of Basic and Diluted Earnings Per Common Share (Parenthetical) (Detail) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Employee Stock Option	'	'	'	'
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]	'	'	'	'
Anti-dilutive options excluded from the computation of diluted earnings per share (in shares)	2,300,000	4,800,000	3,200,000	5,500,000
Minimum exercise price range	$70.96	$67.37	$70.96	$56.28
Maximum exercise price range	$88.81	$88.81	$88.81	$88.81
Warrant	'	'	'	'
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]	'	'	'	'
Warrants outstanding	6,400,000	'	6,400,000	'

Fair_Value_of_Financial_Instru2

Fair Value of Financial Instruments - Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Securities available for sale:	'	'
Securities available for sale	$39,665	$41,800
Other assets:	'	'
Consumer MSRs	58	73
Derivative assets	836	959
Liabilities	'	'
Derivative liabilities	369	710
Cumulative credit risk valuation adjustment related to derivative positions	3	1
U.S. Treasury debt obligations	'	'
Securities available for sale:	'	'
Securities available for sale	4,261	833
U.S. agency debt obligations	'	'
Securities available for sale:	'	'
Securities available for sale	1	1
Corporate debt securities guaranteed by U.S. government agencies	'	'
Securities available for sale:	'	'
Securities available for sale	979	1,234
RMBS	'	'
Securities available for sale:	'	'
Securities available for sale	24,483	25,079
CMBS	'	'
Securities available for sale:	'	'
Securities available for sale	5,786	6,006
Other ABS	'	'
Securities available for sale:	'	'
Securities available for sale	3,083	7,136
Other securities	'	'
Securities available for sale:	'	'
Securities available for sale	1,072	1,511
Level 1	'	'
Securities available for sale:	'	'
Securities available for sale	4,373	960
Other assets:	'	'
Derivative assets	0	3
Retained interests in securitizations	0	0
Liabilities	'	'
Derivative liabilities	1	4
Level 2	'	'
Securities available for sale:	'	'
Securities available for sale	33,826	37,510
Other assets:	'	'
Derivative assets	785	906
Retained interests in securitizations	0	0
Liabilities	'	'
Derivative liabilities	329	668
Level 3	'	'
Securities available for sale:	'	'
Securities available for sale	1,466	3,330
Other assets:	'	'
Derivative assets	51	50
Retained interests in securitizations	203	199
Liabilities	'	'
Derivative liabilities	39	38
Recurring	'	'
Securities available for sale:	'	'
Securities available for sale	39,665	41,800
Other assets:	'	'
Consumer MSRs	58	73
Derivative assets	836	959
Retained interests in securitizations	203	199
Total assets	40,762	43,031
Liabilities	'	'
Derivative liabilities	369	710
Total liabilities	369	710
Recurring | U.S. Treasury debt obligations	'	'
Securities available for sale:	'	'
Securities available for sale	4,261	833
Recurring | U.S. agency debt obligations	'	'
Securities available for sale:	'	'
Securities available for sale	1	1
Recurring | Corporate debt securities guaranteed by U.S. government agencies	'	'
Securities available for sale:	'	'
Securities available for sale	979	1,234
Recurring | RMBS	'	'
Securities available for sale:	'	'
Securities available for sale	24,483	25,079
Recurring | CMBS	'	'
Securities available for sale:	'	'
Securities available for sale	5,786	6,006
Recurring | Other ABS	'	'
Securities available for sale:	'	'
Securities available for sale	3,083	7,136
Recurring | Other securities	'	'
Securities available for sale:	'	'
Securities available for sale	1,072	1,511
Recurring | Level 1	'	'
Securities available for sale:	'	'
Securities available for sale	4,373	960
Other assets:	'	'
Consumer MSRs	0	0
Derivative assets	0	3
Retained interests in securitizations	0	0
Total assets	4,373	963
Liabilities	'	'
Derivative liabilities	1	4
Total liabilities	1	4
Recurring | Level 1 | U.S. Treasury debt obligations	'	'
Securities available for sale:	'	'
Securities available for sale	4,261	833
Recurring | Level 1 | U.S. agency debt obligations	'	'
Securities available for sale:	'	'
Securities available for sale	0	0
Recurring | Level 1 | Corporate debt securities guaranteed by U.S. government agencies	'	'
Securities available for sale:	'	'
Securities available for sale	0	0
Recurring | Level 1 | RMBS	'	'
Securities available for sale:	'	'
Securities available for sale	0	0
Recurring | Level 1 | CMBS	'	'
Securities available for sale:	'	'
Securities available for sale	0	0
Recurring | Level 1 | Other ABS	'	'
Securities available for sale:	'	'
Securities available for sale	0	0
Recurring | Level 1 | Other securities	'	'
Securities available for sale:	'	'
Securities available for sale	112	127
Recurring | Level 2	'	'
Securities available for sale:	'	'
Securities available for sale	33,826	37,510
Other assets:	'	'
Consumer MSRs	0	4
Derivative assets	785	906
Retained interests in securitizations	0	0
Total assets	34,611	38,420
Liabilities	'	'
Derivative liabilities	329	668
Total liabilities	329	668
Recurring | Level 2 | U.S. Treasury debt obligations	'	'
Securities available for sale:	'	'
Securities available for sale	0	0
Recurring | Level 2 | U.S. agency debt obligations	'	'
Securities available for sale:	'	'
Securities available for sale	1	1
Recurring | Level 2 | Corporate debt securities guaranteed by U.S. government agencies	'	'
Securities available for sale:	'	'
Securities available for sale	595	307
Recurring | Level 2 | RMBS	'	'
Securities available for sale:	'	'
Securities available for sale	23,826	23,775
Recurring | Level 2 | CMBS	'	'
Securities available for sale:	'	'
Securities available for sale	5,483	5,267
Recurring | Level 2 | Other ABS	'	'
Securities available for sale:	'	'
Securities available for sale	2,973	6,793
Recurring | Level 2 | Other securities	'	'
Securities available for sale:	'	'
Securities available for sale	948	1,367
Recurring | Level 3	'	'
Securities available for sale:	'	'
Securities available for sale	1,466	3,330
Other assets:	'	'
Consumer MSRs	58	69
Derivative assets	51	50
Retained interests in securitizations	203	199
Total assets	1,778	3,648
Liabilities	'	'
Derivative liabilities	39	38
Total liabilities	39	38
Recurring | Level 3 | U.S. Treasury debt obligations	'	'
Securities available for sale:	'	'
Securities available for sale	0	0
Recurring | Level 3 | U.S. agency debt obligations	'	'
Securities available for sale:	'	'
Securities available for sale	0	0
Recurring | Level 3 | Corporate debt securities guaranteed by U.S. government agencies	'	'
Securities available for sale:	'	'
Securities available for sale	384	927
Recurring | Level 3 | RMBS	'	'
Securities available for sale:	'	'
Securities available for sale	657	1,304
Recurring | Level 3 | CMBS	'	'
Securities available for sale:	'	'
Securities available for sale	303	739
Recurring | Level 3 | Other ABS	'	'
Securities available for sale:	'	'
Securities available for sale	110	343
Recurring | Level 3 | Other securities	'	'
Securities available for sale:	'	'
Securities available for sale	$12	$17

Fair_Value_of_Financial_Instru3

Fair Value of Financial Instruments Fair Value of Financial Instruments - Schedule of Level 3 Inputs Reconciliation for Assets (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Available-for-sale Securities	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Beginning balance	$2,219	$2,953	$3,330	$2,689
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	11	-6	51	-17
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	7	65	73	73
Purchases	200	401	1,214	1,391
Sales	-91	0	-203	-51
Issuances	0	0	0	0
Settlements	-81	-101	-284	-303
Transfers Into Level 3	88	331	384	1,073
Transfers Out of Level 3	-887	-741	-3,099	-1,953
Ending balance	1,466	2,902	1,466	2,902
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	15	-5	55	-22
Corporate debt securities guaranteed by U.S. government agencies	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Beginning balance	739	832	927	650
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	-5	0	-5	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	3	4	18	-31
Purchases	0	61	0	272
Sales	-91	0	-203	0
Issuances	0	0	0	0
Settlements	-16	-19	-55	-47
Transfers Into Level 3	0	47	64	125
Transfers Out of Level 3	-246	1	-362	-43
Ending balance	384	926	384	926
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	-1	0	-1	0
RMBS	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Beginning balance	836	1,535	1,304	1,335
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	16	-6	53	-16
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	3	57	39	141
Purchases	42	85	1,022	277
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	-24	-72	-156	-217
Transfers Into Level 3	79	152	199	681
Transfers Out of Level 3	-295	-430	-1,804	-880
Ending balance	657	1,321	657	1,321
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	16	-5	53	-21
CMBS	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Beginning balance	449	461	739	587
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0	0	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	-2	-2	3	-49
Purchases	158	96	192	643
Sales	0	0	0	-10
Issuances	0	0	0	0
Settlements	-34	-4	-64	-31
Transfers Into Level 3	0	48	66	168
Transfers Out of Level 3	-268	-295	-633	-1,004
Ending balance	303	304	303	304
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0	0	0
Other ABS	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Beginning balance	175	109	343	102
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	1	0	4	-1
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	3	6	13	12
Purchases	0	129	0	169
Sales	0	0	0	-41
Issuances	0	0	0	0
Settlements	0	0	-2	-2
Transfers Into Level 3	9	84	52	98
Transfers Out of Level 3	-78	-15	-300	-24
Ending balance	110	313	110	313
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	1	0	4	-1
Other securities	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Beginning balance	20	16	17	15
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	-1	0	-1	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	30	0	30
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	-7	-6	-7	-6
Transfers Into Level 3	0	0	3	1
Transfers Out of Level 3	0	-2	0	-2
Ending balance	12	38	12	38
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	-1	0	-1	0
Consumer MSRs	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Beginning balance	57	61	69	55
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	-2	-5	-19	25
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	4	4	11	9
Settlements	-1	-2	-3	-5
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	0	0	-26
Ending balance	58	58	58	58
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	-2	-5	-19	25
Derivative assets	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Beginning balance	50	72	50	90
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	2	-13	5	-20
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	6	4	13	8
Settlements	-8	-3	-14	-15
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	1	-6	-3	-9
Ending balance	51	54	51	54
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	2	-13	5	-20
Retained interest in securitizations	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Beginning balance	195	198	199	204
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	8	3	4	-3
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	0	0	0
Ending balance	203	201	203	201
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	$8	$3	$4	($3)

Fair_Value_of_Financial_Instru4

Fair Value of Financial Instruments Fair Value of Financial Instruments - Schedule of Level 3 Inputs Reconciliation for Liabilities (Details) (Derivative liabilities, USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Derivative liabilities	'	'	'	'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'	'	'
Beginning balance	$37	$42	$38	$38
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	4	4	8	15
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	4	3	8	13
Settlements	-6	-9	-14	-25
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	-1	-1	-2
Ending balance	39	39	39	39
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	$4	$4	$8	$15

Fair_Value_of_Financial_Instru5

Fair Value of Financial Instruments - Schedule of Assets Measured at Fair Value on Recurring Basis Quantitative Information about Level 3 Fair Value Measurements (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Securities available for sale	39,665	41,800
Consumer MSRs	58	73
Derivative assets	836	959
Level 3	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Securities available for sale	1,466	3,330
Derivative assets	51	50
Retained interests in securitizations	203	199
Recurring	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Securities available for sale	39,665	41,800
Consumer MSRs	58	73
Derivative assets	836	959
Retained interests in securitizations	203	199
Recurring | Level 3	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Securities available for sale	1,466	3,330
Consumer MSRs	58	69
Derivative assets	51	50
Retained interests in securitizations	203	199
Recurring | Level 3 | RMBS	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Securities available for sale	657	1,304
Recurring | Level 3 | RMBS | Discounted cash flows | Minimum	'	'
Fair Value Inputs [Abstract]	'	'
Yield (percent)	0.00%	0.00%
Constant prepayment rate (percent)	0.00%	0.00%
Default rate (percent)	0.00%	0.00%
Loss severity (percent)	0.00%	0.00%
Recurring | Level 3 | RMBS | Discounted cash flows | Maximum	'	'
Fair Value Inputs [Abstract]	'	'
Yield (percent)	23.00%	23.00%
Constant prepayment rate (percent)	23.00%	21.00%
Default rate (percent)	11.00%	18.00%
Loss severity (percent)	80.00%	95.00%
Recurring | Level 3 | RMBS | Discounted cash flows | Weighted Average	'	'
Fair Value Inputs [Abstract]	'	'
Yield (percent)	6.00%	5.00%
Constant prepayment rate (percent)	3.00%	5.00%
Default rate (percent)	5.00%	8.00%
Loss severity (percent)	49.00%	49.00%
Recurring | Level 3 | CMBS	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Securities available for sale	303	739
Recurring | Level 3 | CMBS | Discounted cash flows | Minimum	'	'
Fair Value Inputs [Abstract]	'	'
Yield (percent)	0.00%	1.00%
Constant prepayment rate (percent)	0.00%	0.00%
Recurring | Level 3 | CMBS | Discounted cash flows | Maximum	'	'
Fair Value Inputs [Abstract]	'	'
Yield (percent)	4.00%	4.00%
Constant prepayment rate (percent)	100.00%	20.00%
Recurring | Level 3 | CMBS | Discounted cash flows | Weighted Average	'	'
Fair Value Inputs [Abstract]	'	'
Yield (percent)	1.00%	2.00%
Constant prepayment rate (percent)	4.00%	3.00%
Recurring | Level 3 | Other ABS	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Securities available for sale	110	343
Recurring | Level 3 | Other ABS | Discounted cash flows | Minimum	'	'
Fair Value Inputs [Abstract]	'	'
Yield (percent)	5.00%	1.00%
Constant prepayment rate (percent)	0.00%	1.00%
Default rate (percent)	3.00%	1.00%
Loss severity (percent)	49.00%	44.00%
Recurring | Level 3 | Other ABS | Discounted cash flows | Maximum	'	'
Fair Value Inputs [Abstract]	'	'
Yield (percent)	7.00%	8.00%
Constant prepayment rate (percent)	4.00%	6.00%
Default rate (percent)	10.00%	19.00%
Loss severity (percent)	88.00%	80.00%
Recurring | Level 3 | Other ABS | Discounted cash flows | Weighted Average	'	'
Fair Value Inputs [Abstract]	'	'
Yield (percent)	6.00%	3.00%
Constant prepayment rate (percent)	3.00%	2.00%
Default rate (percent)	6.00%	12.00%
Loss severity (percent)	75.00%	69.00%
Recurring | Level 3 | U.S. government guaranteed debt and other securities	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Securities available for sale	396	944
Recurring | Level 3 | U.S. government guaranteed debt and other securities | Discounted cash flows | Minimum	'	'
Fair Value Inputs [Abstract]	'	'
Yield (percent)	1.00%	0.00%
Recurring | Level 3 | U.S. government guaranteed debt and other securities | Discounted cash flows | Maximum	'	'
Fair Value Inputs [Abstract]	'	'
Yield (percent)	3.00%	3.00%
Recurring | Level 3 | U.S. government guaranteed debt and other securities | Discounted cash flows | Weighted Average	'	'
Fair Value Inputs [Abstract]	'	'
Yield (percent)	2.00%	2.00%
Recurring | Level 3 | Consumer MSRs | Discounted cash flows | Minimum	'	'
Fair Value Inputs [Abstract]	'	'
Total prepayment rate (percent)	10.00%	9.00%
Discount rate (percent)	10.00%	10.00%
Servicing cost ($ per loan)	62.07	81.39
Recurring | Level 3 | Consumer MSRs | Discounted cash flows | Maximum	'	'
Fair Value Inputs [Abstract]	'	'
Total prepayment rate (percent)	27.00%	32.00%
Discount rate (percent)	21.00%	17.00%
Servicing cost ($ per loan)	185.22	393.52
Recurring | Level 3 | Consumer MSRs | Discounted cash flows | Weighted Average	'	'
Fair Value Inputs [Abstract]	'	'
Total prepayment rate (percent)	16.00%	14.00%
Discount rate (percent)	13.00%	11.00%
Servicing cost ($ per loan)	75.95	89.32
Recurring | Level 3 | Derivative assets | Discounted cash flows | Minimum	'	'
Fair Value Inputs [Abstract]	'	'
Swap rates (percent)	3.00%	3.00%
Recurring | Level 3 | Derivative assets | Discounted cash flows | Maximum	'	'
Fair Value Inputs [Abstract]	'	'
Swap rates (percent)	3.00%	4.00%
Recurring | Level 3 | Derivative assets | Discounted cash flows | Weighted Average	'	'
Fair Value Inputs [Abstract]	'	'
Swap rates (percent)	3.00%	4.00%
Recurring | Level 3 | Retained interest in securitizations | Discounted cash flows | Minimum	'	'
Fair Value Inputs [Abstract]	'	'
Constant prepayment rate (percent)	1.00%	2.00%
Default rate (percent)	2.00%	2.00%
Loss severity (percent)	17.00%	15.00%
Discount rate (percent)	4.00%	5.00%
Life of receivables (months)	'28 months	'34 months
Recurring | Level 3 | Retained interest in securitizations | Discounted cash flows | Maximum	'	'
Fair Value Inputs [Abstract]	'	'
Constant prepayment rate (percent)	11.00%	7.00%
Default rate (percent)	7.00%	7.00%
Loss severity (percent)	111.00%	89.00%
Discount rate (percent)	12.00%	14.00%
Life of receivables (months)	'82 months	'101 months

Fair_Value_of_Financial_Instru6

Fair Value of Financial Instruments Fair Value of Financial Instruments - Schedule of Liabilities Measured at Fair Value on Recurring Basis Quantitative Information about Level 3 Fair Value Measurements (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'	'
Derivative liabilities	369	710
Level 3	'	'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'	'
Derivative liabilities	39	38
Recurring	'	'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'	'
Derivative liabilities	369	710
Recurring | Level 3	'	'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'	'
Derivative liabilities	39	38
Recurring | Level 3 | Derivative liabilities	'	'
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]	'	'
Derivative liabilities	39	38
Recurring | Level 3 | Derivative liabilities | Minimum | Discounted cash flows	'	'
Fair Value Inputs [Abstract]	'	'
Swap rates (percent)	3.00%	3.00%
Recurring | Level 3 | Derivative liabilities | Maximum | Discounted cash flows	'	'
Fair Value Inputs [Abstract]	'	'
Swap rates (percent)	3.00%	4.00%
Recurring | Level 3 | Derivative liabilities | Weighted Average | Discounted cash flows	'	'
Fair Value Inputs [Abstract]	'	'
Swap rates (percent)	3.00%	4.00%

Fair_Value_of_Financial_Instru7

Fair Value of Financial Instruments - Schedule of Assets Measured at Fair Value on Nonrecurring Basis (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Net loans held for investment	$0	$0
Loans held for sale	0	0
Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Net loans held for investment	0	0
Loans held for sale	431	219
Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Net loans held for investment	201,441	198,138
Loans held for sale	0	0
Nonrecurring	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Net loans held for investment	120	84
Loans held for sale	98	145
Other assets	63	64
Total	281	293
Nonrecurring | Foreclosed and repossessed assets	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Other assets	51	42
Nonrecurring | Long-lived assets held-for-sale	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Other assets	12	22
Nonrecurring | Level 1	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Net loans held for investment	0	0
Loans held for sale	0	0
Other assets	0	0
Total	0	0
Nonrecurring | Level 2	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Net loans held for investment	0	0
Loans held for sale	98	145
Other assets	0	0
Total	98	145
Nonrecurring | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Net loans held for investment	120	84
Loans held for sale	0	0
Other assets	63	64
Total	$183	$148

Fair_Value_of_Financial_Instru8

Fair Value of Financial Instruments - Additional Information (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Minimum | Loans Held for Investment | Appraisal Value	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Non-recoverable rate	0.00%	0.00%
Maximum | Loans Held for Investment | Appraisal Value	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Non-recoverable rate	100.00%	42.00%
Weighted Average | Loans Held for Investment | Appraisal Value	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Non-recoverable rate	28.00%	13.00%
Other Assets [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Foreclosed property	129	113
Repossess assets	167	160

Fair_Value_of_Financial_Instru9

Fair Value of Financial Instruments - Schedule of Earnings Related to Assets Measured at Fair Value on Nonrecurring Basis (Detail) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013
Assets	'	'
Loans held for investment	($19)	($27)
Loans held for sale	0	0
Other assets	-6	-16
Total	($25)	($43)

Recovered_Sheet2

Fair Value of Financial Instruments - Schedule of Fair Value of Financial Instruments (Detail) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Financial assets:	'	'
Securities available for sale	$39,665	$41,800
Securities held to maturity	22,928	19,185
Derivative assets	836	959
Financial liabilities:	'	'
Derivative liabilities	369	710
Level 1	'	'
Financial assets:	'	'
Cash and cash equivalents	6,148	6,291
Restricted cash for securitization investors	405	874
Securities available for sale	4,373	960
Securities held to maturity	0	0
Net loans held for investment	0	0
Loans held for sale	0	0
Interest receivable	0	0
Derivative assets	0	3
Retained interests in securitizations	0	0
Financial liabilities:	'	'
Non-interest bearing deposits	25,388	22,643
Interest-bearing deposits	0	0
Securitized debt obligations	0	0
Senior and subordinated notes	0	0
Federal funds purchased and securities loaned or sold under agreements to repurchase	2,330	915
Other borrowings	0	0
Interest payable	0	0
Derivative liabilities	1	4
Level 2	'	'
Financial assets:	'	'
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities available for sale	33,826	37,510
Securities held to maturity	22,770	18,895
Net loans held for investment	0	0
Loans held for sale	431	219
Interest receivable	1,268	1,418
Derivative assets	785	906
Retained interests in securitizations	0	0
Financial liabilities:	'	'
Non-interest bearing deposits	0	0
Interest-bearing deposits	11,341	14,346
Securitized debt obligations	10,654	10,835
Senior and subordinated notes	19,075	13,715
Federal funds purchased and securities loaned or sold under agreements to repurchase	0	0
Other borrowings	10,876	16,324
Interest payable	249	307
Derivative liabilities	329	668
Level 3	'	'
Financial assets:	'	'
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities available for sale	1,466	3,330
Securities held to maturity	158	290
Net loans held for investment	201,441	198,138
Loans held for sale	0	0
Interest receivable	0	0
Derivative assets	51	50
Retained interests in securitizations	203	199
Financial liabilities:	'	'
Non-interest bearing deposits	0	0
Interest-bearing deposits	161,347	161,170
Securitized debt obligations	0	246
Senior and subordinated notes	0	0
Federal funds purchased and securities loaned or sold under agreements to repurchase	0	0
Other borrowings	0	0
Interest payable	0	0
Derivative liabilities	39	38
Carrying Amount	'	'
Financial assets:	'	'
Cash and cash equivalents	6,148	6,291
Restricted cash for securitization investors	405	874
Securities available for sale	39,665	41,800
Securities held to maturity	22,182	19,132
Net loans held for investment	197,380	192,884
Loans held for sale	427	218
Interest receivable	1,268	1,418
Derivative assets	836	959
Retained interests in securitizations	203	199
Financial liabilities:	'	'
Non-interest bearing deposits	25,388	22,643
Interest-bearing deposits	178,876	181,880
Securitized debt obligations	10,508	10,289
Senior and subordinated notes	18,534	13,134
Federal funds purchased and securities loaned or sold under agreements to repurchase	2,330	915
Other borrowings	10,871	16,316
Interest payable	249	307
Derivative liabilities	369	710
Estimated Fair Value	'	'
Financial assets:	'	'
Cash and cash equivalents	6,148	6,291
Restricted cash for securitization investors	405	874
Securities available for sale	39,665	41,800
Securities held to maturity	22,928	19,185
Net loans held for investment	201,441	198,138
Loans held for sale	431	219
Interest receivable	1,268	1,418
Derivative assets	836	959
Retained interests in securitizations	203	199
Financial liabilities:	'	'
Non-interest bearing deposits	25,388	22,643
Interest-bearing deposits	172,688	175,516
Securitized debt obligations	10,654	11,081
Senior and subordinated notes	19,075	13,715
Federal funds purchased and securities loaned or sold under agreements to repurchase	2,330	915
Other borrowings	10,876	16,324
Interest payable	249	307
Derivative liabilities	$369	$710

Business_Segments_Additional_I

Business Segments - Additional Information (Detail)	9 Months Ended
	Sep. 30, 2014
	Segment
Segment Reporting [Abstract]	'
Number of operating segments	3

Business_Segments_Schedule_of_

Business Segments - Schedule of Segment Results and Reconciliation (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Segment Reporting Information [Line Items]	'	'	'	'	'
Net interest income	$4,497	$4,560	$13,162	$13,683	'
Non-interest income	1,142	1,091	3,315	3,157	'
Total net revenue	5,639	5,651	16,477	16,840	'
Provision (benefit) for credit losses	993	849	2,432	2,496	'
Amortization of intangibles	130	161	409	505	'
Other non-interest expense	2,864	2,963	8,514	8,659	'
Total non-interest expense	2,985	3,109	8,896	9,118	'
Income from continuing operations before income taxes	1,661	1,693	5,149	5,226	'
Income tax provision (benefit)	536	575	1,696	1,747	'
Income from continuing operations, net of tax	1,125	1,118	3,453	3,479	'
Loans held-for-investment	201,592	191,814	201,592	191,814	197,199
Period-end total deposits	204,264	206,834	204,264	206,834	204,523
Operating Segments | Credit Card	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net interest income	2,627	2,757	7,613	8,391	'
Non-interest income	846	834	2,470	2,487	'
Total net revenue	3,473	3,591	10,083	10,878	'
Provision (benefit) for credit losses	787	617	1,894	2,073	'
Other non-interest expense	1,640	1,798	4,893	5,239	'
Total non-interest expense	1,730	1,904	5,175	5,571	'
Income from continuing operations before income taxes	956	1,070	3,014	3,234	'
Income tax provision (benefit)	332	376	1,054	1,135	'
Income from continuing operations, net of tax	624	694	1,960	2,099	'
Loans held-for-investment	80,631	77,967	80,631	77,967	'
Period-end total deposits	0	0	0	0	'
Operating Segments | Consumer Banking	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net interest income	1,425	1,481	4,289	4,437	'
Non-interest income	179	184	499	554	'
Total net revenue	1,604	1,665	4,788	4,991	'
Provision (benefit) for credit losses	198	202	481	444	'
Other non-interest expense	930	893	2,740	2,621	'
Total non-interest expense	956	927	2,824	2,727	'
Income from continuing operations before income taxes	450	536	1,483	1,820	'
Income tax provision (benefit)	161	191	530	648	'
Income from continuing operations, net of tax	289	345	953	1,172	'
Loans held-for-investment	71,061	71,285	71,061	71,285	'
Period-end total deposits	167,624	168,437	167,624	168,437	'
Operating Segments | Commercial Banking	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net interest income	439	424	1,296	1,227	'
Non-interest income	122	87	318	264	'
Total net revenue	561	511	1,614	1,491	'
Provision (benefit) for credit losses	9	31	61	-18	'
Other non-interest expense	263	222	774	656	'
Total non-interest expense	268	228	790	677	'
Income from continuing operations before income taxes	284	252	763	832	'
Income tax provision (benefit)	102	90	273	296	'
Income from continuing operations, net of tax	182	162	490	536	'
Loans held-for-investment	49,788	42,399	49,788	42,399	'
Period-end total deposits	31,918	30,592	31,918	30,592	'
Other	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net interest income	6	-102	-36	-372	'
Non-interest income	-5	-14	28	-148	'
Total net revenue	1	-116	-8	-520	'
Provision (benefit) for credit losses	-1	-1	-4	-3	'
Other non-interest expense	31	50	107	143	'
Total non-interest expense	31	50	107	143	'
Income from continuing operations before income taxes	-29	-165	-111	-660	'
Income tax provision (benefit)	-59	-82	-161	-332	'
Income from continuing operations, net of tax	30	-83	50	-328	'
Loans held-for-investment	112	163	112	163	'
Period-end total deposits	4,722	7,805	4,722	7,805	'
Purchased credit card relationship intangibles (“PCCR”)	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Amortization of intangibles	90	106	282	332	'
Purchased credit card relationship intangibles (“PCCR”) | Operating Segments | Credit Card	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Amortization of intangibles	90	106	282	332	'
Purchased credit card relationship intangibles (“PCCR”) | Operating Segments | Consumer Banking	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Amortization of intangibles	0	0	0	0	'
Purchased credit card relationship intangibles (“PCCR”) | Operating Segments | Commercial Banking	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Amortization of intangibles	0	0	0	0	'
Purchased credit card relationship intangibles (“PCCR”) | Other	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Amortization of intangibles	0	0	0	0	'
Core deposit intangibles	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Amortization of intangibles	31	40	100	127	'
Core deposit intangibles | Operating Segments | Credit Card	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Amortization of intangibles	0	0	0	0	'
Core deposit intangibles | Operating Segments | Consumer Banking	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Amortization of intangibles	26	34	84	106	'
Core deposit intangibles | Operating Segments | Commercial Banking	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Amortization of intangibles	5	6	16	21	'
Core deposit intangibles | Other	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Amortization of intangibles	0	0	0	0	'
PCCR and core deposits	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Amortization of intangibles	121	146	382	459	'
PCCR and core deposits | Operating Segments | Credit Card	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Amortization of intangibles	90	106	282	332	'
PCCR and core deposits | Operating Segments | Consumer Banking	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Amortization of intangibles	26	34	84	106	'
PCCR and core deposits | Operating Segments | Commercial Banking	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Amortization of intangibles	5	6	16	21	'
PCCR and core deposits | Other	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Amortization of intangibles	$0	$0	$0	$0	'

Commitments_Contingencies_Guar2

Commitments, Contingencies, Guarantees, and Others - Guarantees, LOC and Loss Sharing, U.K Cross Sell (Detail) (USD $)	3 Months Ended
	Sep. 30, 2014	Dec. 31, 2013
Payment Protection Insurance	'	'
Loss Contingencies [Line Items]	'	'
Loss contingency accrual	$167,000,000	$169,000,000
Loss accrual increase (decrease)	23,000,000	'
Letter of Credit	'	'
Loss Contingencies [Line Items]	'	'
Contractual amounts of standby letters of credit and commercial letters of credit	2,100,000,000	2,000,000,000
Other Liabilities | Letter of Credit	'	'
Loss Contingencies [Line Items]	'	'
Letters of credit outstanding	3,000,000	4,000,000
Financial Standby Letter of Credit	'	'
Loss Contingencies [Line Items]	'	'
Guarantees, maximum exposure	14,000,000	16,000,000
Financial Standby Letter of Credit | Other Liabilities	'	'
Loss Contingencies [Line Items]	'	'
Guarantee obligation	14,000,000	15,000,000
Loss Sharing Agreement	'	'
Loss Contingencies [Line Items]	'	'
Guarantee obligation	$34,000,000	$14,000,000

Commitments_Contingencies_Guar3

Commitments, Contingencies, Guarantees, and Others - Schedule of Unpaid Principal Balance of Mortgage Loans Originated and Sold to Third Parties Based on Category of Purchaser (Details) (USD $)

49 Months Ended

In Billions, unless otherwise specified

Feb. 28, 2009

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Subsidiary

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

2005 to 2008 Year

2008

2007

2006

2005

Government-sponsored enterprises (“GSEs”)

Government-sponsored enterprises (“GSEs”)

Government-sponsored enterprises (“GSEs”)

Government-sponsored enterprises (“GSEs”)

Government-sponsored enterprises (“GSEs”)

Government-sponsored enterprises (“GSEs”)

Government-sponsored enterprises (“GSEs”)

Insured Securitizations

Insured Securitizations

Insured Securitizations

Insured Securitizations

Insured Securitizations

Insured Securitizations

Insured Securitizations

Uninsured Securitizations and Other

Uninsured Securitizations and Other

Uninsured Securitizations and Other

Uninsured Securitizations and Other

Uninsured Securitizations and Other

Uninsured Securitizations and Other

Uninsured Securitizations and Other

Uninsured Securitizations

Private Investors

Various Known and Unknown Investors

2005 to 2008 Year

2008

2007

2006

2005

2005 to 2008 Year

2008

2007

2006

2005

2005 to 2008 Year

2008

2007

2006

2005

2005 to 2008 Year

2005 to 2008 Year

2005 to 2008 Year

Loss Contingencies [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of subsidiaries acquired that originated residential mortgage loans

3

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Mortgage Loans on Real Estate, Sold to Third Party [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Estimated Unpaid Principal Balance

'

'

$24

$26

'

'

'

'

'

$3

$3

'

'

'

'

'

$4

$5

'

'

'

'

'

$17

$18

'

'

'

'

'

'

'

'

Original Principal Balance

'

'

111

'

111

4

21

41

45

'

'

11

1

4

3

3

'

'

20

0

2

8

10

'

'

80

3

15

30

32

48

22

10

Percent covered by bond insurance

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

48.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Original principal balance, sold to third party with repurchase requests

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

16

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Original principal balance, sold to third party without repurchase requests

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unpaid principal balance, delinquent 90 days or greater

'

'

5

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Losses realized by third party

'

$21

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Commitments_Contingencies_Guar4

Commitments, Contingencies, Guarantees, and Others - Schedule of Open Claims in Pipeline (Details) (Subsidiaries, USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
Unresolved Repurchase Claims [Roll Forward]	'	'
Open claims, beginning balance	$2,825	$2,419
Gross new demands received	760	634
Loans repurchased/made whole	-31	-81
Demands rescinded	-818	-147
Open claims, ending balance	2,736	2,825
Government-sponsored enterprises (“GSEs”)	'	'
Unresolved Repurchase Claims [Roll Forward]	'	'
Open claims, beginning balance	89	59
Gross new demands received	19	203
Loans repurchased/made whole	-28	-49
Demands rescinded	-61	-124
Open claims, ending balance	19	89
Insured Securitizations	'	'
Unresolved Repurchase Claims [Roll Forward]	'	'
Open claims, beginning balance	1,614	1,579
Gross new demands received	1	40
Loans repurchased/made whole	0	-5
Demands rescinded	-745	0
Open claims, ending balance	870	1,614
Uninsured Securitizations and Other	'	'
Unresolved Repurchase Claims [Roll Forward]	'	'
Open claims, beginning balance	1,122	781
Gross new demands received	740	391
Loans repurchased/made whole	-3	-27
Demands rescinded	-12	-23
Open claims, ending balance	$1,847	$1,122

Commitments_Contingencies_Guar5

Commitments, Contingencies, Guarantees, and Others - Schedule of Changes in Representation and Warranty Reserve (Details) (Subsidiaries, Representation and Warranty Liability, USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Loss Contingency Accrual [Roll Forward]	'	'	'	'
Representation and warranty repurchase reserve, beginning of period	$1,012	$1,156	$1,172	$899
Provision (benefit) for mortgage representation and warranty losses	70	-4	19	276
Net realized losses	-2	-7	-111	-30
Representation and warranty repurchase reserve, end of period	1,080	1,145	1,080	1,145
Continuing Operations	'	'	'	'
Loss Contingency Accrual [Roll Forward]	'	'	'	'
Provision (benefit) for mortgage representation and warranty losses	0	-13	-15	-27
Discontinued Operations	'	'	'	'
Loss Contingency Accrual [Roll Forward]	'	'	'	'
Provision (benefit) for mortgage representation and warranty losses	$70	$9	$34	$303

Commitments_Contingencies_Guar6

Commitments, Contingencies, Guarantees, and Others - Schedule of Allocation of Representation and Warranty Reserves (Details) (USD $)

49 Months Ended

Feb. 28, 2009

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Subsidiary

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

Subsidiaries

2005 to 2008 Year

GSEs and Active Insured Securitizations

Inactive Insured Securitizations and Others

Government-sponsored enterprises (“GSEs”)

Insured Securitizations

Uninsured Securitizations

Private Investors

Representation and Warranty Liability

Representation and Warranty Liability

Representation and Warranty Liability

Representation and Warranty Liability

Representation and Warranty Liability

Representation and Warranty Liability

Representation and Warranty Liability

Representation and Warranty Liability

Representation and Warranty Liability

Representation and Warranty Liability

2005 to 2008 Year

2005 to 2008 Year

2005 to 2008 Year

2005 to 2008 Year

GSEs and Active Insured Securitizations

GSEs and Active Insured Securitizations

Inactive Insured Securitizations and Others

Inactive Insured Securitizations and Others

Loss Contingencies [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans sold 2005 to 2008

'

$111,000,000,000

$111,000,000,000

$27,000,000,000

$84,000,000,000

$11,000,000,000

$20,000,000,000

$48,000,000,000

$22,000,000,000

'

'

'

'

'

'

'

'

'

'

Reserve liability

'

'

'

'

'

'

'

'

'

1,080,000,000

1,012,000,000

1,172,000,000

1,145,000,000

1,156,000,000

899,000,000

797,000,000

965,000,000

283,000,000

207,000,000

Original principal balance, sold to third party with repurchase requests

'

'

'

'

'

'

16,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Original principal balance, sold to third party without repurchase requests

'

'

'

'

'

'

4,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Number of subsidiaries acquired that originated residential mortgage loans

3

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss contingency, range of loss, portion not accrued

'

'

'

'

'

'

'

'

'

$2,300,000,000

'

$2,600,000,000

'

'

'

'

'

'

'

Commitments_Contingencies_Guar7

Commitments, Contingencies, Guarantees, and Others - Litigation (Details) (USD $)

Sep. 30, 2014

Sep. 30, 2014

Jan. 31, 2014

Dec. 31, 2013

Jul. 31, 2012

Mar. 31, 2008

Apr. 30, 2014

Dec. 31, 2013

Feb. 28, 2009

Sep. 30, 2010

Jul. 31, 2012

Jul. 31, 2013

Interchange Litigation

Intellectual Ventures Corp

Intellectual Ventures Corp

Pending Litigation

Pending Litigation

Pending Litigation

Pending Litigation

GreenPoint Subsidiary

GreenPoint Subsidiary

GreenPoint Subsidiary

GreenPoint Subsidiary

claim

claim

Interchange Litigation

Interchange Litigation

Intellectual Ventures Corp

Intellectual Ventures Corp

Pending Litigation

Pending Litigation

Pending Litigation

Pending Litigation

patent

patent

U.S. Bank Litigation

DBSP Litigation

FHFA Litigation

LXS Trust Litigation

Plaintiff

summon

MortgageLoan

trust

Contract

Loss Contingencies [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

Loss contingency, estimate of possible loss

$250,000,000

'

'

'

'

'

'

'

'

'

'

'

Litigation settlement, attributable to reporting entity and third party

'

'

'

'

6,600,000,000

'

'

'

'

'

'

'

Litigation settlement, attributable to reporting entity and third party, percent of transactions

'

'

'

'

0.10%

'

'

'

'

'

'

'

Litigation settlement, attributable to reporting entity and third party, period of payment of settlement

'

'

'

'

'8 months

'

'

'

'

'

'

'

Loss accrual increase (decrease)

'

'

'

'

'

-91,000,000

'

'

'

'

'

'

Indemnification guarantees fair value

'

0

'

'

'

'

'

'

'

'

'

'

Number of contracts breached

'

'

'

'

'

'

'

'

2

'

'

'

Number of mortgage loans sold to third party under litigation

'

'

'

'

'

'

'

'

30,000

'

'

'

Mortgage loans sold to third party, face amount under litigation

'

'

'

'

'

'

'

'

$1,800,000,000

$353,000,000

$3,400,000,000

$915,000,000

Number of plaintiffs

'

'

'

'

'

'

'

'

2

'

'

'

Number of summons filed

'

'

'

'

'

'

'

'

'

'

3

'

Number of residential mortgage backed securities trusts

'

'

'

'

'

'

'

'

'

'

3

'

Number of claims dismissed

'

'

1

2

'

'

'

'

'

'

'

'

Number of patents not infringed

'

'

'

'

'

'

2

1

'

'

'

'