Capital One Financial (COF) 10-Q 5 May 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2015	Apr. 30, 2015
Document And Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	FALSE
Document Period End Date	31-Mar-15
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q1
Trading Symbol	COF
Entity Registrant Name	CAPITAL ONE FINANCIAL CORP
Entity Central Index Key	927628
Current Fiscal Year End Date	-19
Entity Well-known Seasoned Issuer	Yes
Entity Current Reporting Status	Yes
Entity Voluntary Filers	No
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		546,424,370

CONSOLIDATED_STATEMENTS_OF_INC

CONSOLIDATED STATEMENTS OF INCOME(UNAUDITED) (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Interest income:
Loans, including loans held for sale	$4,540	$4,307
Investment securities	406	416
Other	28	30
Total interest income	4,974	4,753
Interest expense:
Deposits	271	276
Securitized debt obligations	33	38
Senior and subordinated notes	79	77
Other borrowings	15	12
Total interest expense	398	403
Net interest income	4,576	4,350
Provision for credit losses	935	735
Net interest income after provision for credit losses	3,641	3,615
Non-interest income:
Service charges and other customer-related fees	437	474
Interchange fees, net	496	440
Total other-than-temporary impairment	-9	-3
Less: Portion of other-than-temporary impairment recorded in AOCI	-6	-2
Net other-than-temporary impairment recognized in earnings	-15	-5
Other	153	111
Total non-interest income	1,071	1,020
Non-interest expense:
Salaries and associate benefits	1,211	1,161
Occupancy and equipment	435	405
Marketing	375	325
Professional services	296	287
Communications and data processing	202	196
Amortization of intangibles	110	143
Other	420	415
Total non-interest expense	3,049	2,932
Income from continuing operations before income taxes	1,663	1,703
Income tax provision	529	579
Income from continuing operations, net of tax	1,134	1,124
Income from discontinued operations, net of tax	19	30
Net income	1,153	1,154
Dividends and undistributed earnings allocated to participating securities	-6	-5
Preferred stock dividends	-32	-13
Net income available to common stockholders	$1,115	$1,136
Basic earnings per common share:
Net income from continuing operations (in dollars per share)	$2	$1.94
Income (loss) from discontinued operations (in dollars per share)	$0.03	$0.05
Net income per basic common share (in dollars per share)	$2.03	$1.99
Diluted earnings per common share:
Net income from continuing operations (in dollars per share)	$1.97	$1.91
Income (loss) from discontinued operations (in dollars per share)	$0.03	$0.05
Net income per diluted common share (in dollars per share)	$2	$1.96
Dividends paid per common share (in dollars per share)	$0.30	$0.30

CONSOLIDATED_STATEMENTS_OF_COM

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Statement of Comprehensive Income [Abstract]
Net income	$1,153	$1,154
Other comprehensive income (loss) before taxes:
Net unrealized gains on securities available for sale	190	229
Net changes in securities held to maturity	33	28
Net unrealized gains on cash flow hedges	258	30
Foreign currency translation adjustments	-41	-13
Other	-4	-1
Other comprehensive income before taxes	436	273
Income tax provision related to other comprehensive income	218	111
Other comprehensive income, net of tax	218	162
Comprehensive income	$1,371	$1,316

CONSOLIDATED_BALANCE_SHEETS

CONSOLIDATED BALANCE SHEETS (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Cash and cash equivalents:
Cash and due from banks	$2,853	$3,147
Interest-bearing deposits with banks	6,038	4,095
Total cash and cash equivalents	8,891	7,242
Restricted cash for securitization investors	234	234
Securities available for sale, at fair value	39,321	39,508
Securities held to maturity, at carrying value	23,241	22,500
Loans held for investment:
Total loans held for investment	203,978	208,316
Allowance for loan and lease losses	-4,405	-4,383
Net loans held for investment	199,573	203,933
Loans held for sale, at lower of cost or fair value	1,331	626
Premises and equipment, net	3,684	3,685
Interest receivable	1,078	1,079
Goodwill	13,978	13,978
Other assets	14,893	15,382
Total assets	306,224	308,167
Liabilities:
Interest payable	195	254
Deposits:
Non-interest bearing deposits	25,232	25,081
Interest-bearing deposits	185,208	180,467
Total deposits	210,440	205,548
Securitized debt obligations	12,717	11,624
Other debt:
Federal funds purchased and securities loaned or sold under agreements to repurchase	933	880
Senior and subordinated notes	20,559	18,684
Other borrowings	6,820	17,269
Total other debt	28,312	36,833
Other liabilities	8,830	8,855
Total liabilities	260,494	263,114
Commitments and Contingencies and Guarantees
Stockholders’ equity:
Preferred stock (par value $.01 per share; 50,000,000 shares authorized; 1,875,000 shares issued and outstanding both as of March 31, 2015 and December 31, 2014)	0	0
Common stock (par value $.01 per share; 1,000,000,000 shares authorized; 645,336,323 and 643,557,048 shares issued as of March 31, 2015 and December 31, 2014, respectively, and 548,003,155 and 553,391,311 shares outstanding as of March 31, 2015 and December 31, 2014, respectively)	6	6
Additional paid-in capital, net	27,939	27,869
Retained earnings	24,925	23,973
Accumulated other comprehensive loss	-212	-430
Treasury stock at cost (par value $.01 per share; 97,333,168 and 90,165,737 shares as of March 31, 2015 and December 31, 2014, respectively)	-6,928	-6,365
Total stockholders’ equity	45,730	45,053
Total liabilities and stockholders’ equity	306,224	308,167
Unsecuritized loans held for investment
Loans held for investment:
Total loans held for investment	170,040	171,771
Restricted loans for securitization investors
Loans held for investment:
Total loans held for investment	$33,938	$36,545

CONSOLIDATED_BALANCE_SHEETS_Pa

CONSOLIDATED BALANCE SHEETS (Parenthetical) (USD $)	Mar. 31, 2015	Mar. 31, 2014
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	1,875,000	1,875,000
Preferred stock, shares outstanding	1,875,000	1,875,000
Common stock, par value	$0.01	$0.01
Common stock, shares authorized	1,000,000,000	1,000,000,000
Common stock, shares issued	645,336,323	643,557,048
Common stock, shares outstanding	548,003,155	553,391,311
Treasury stock, at cost; shares	97,333,168	90,165,737

CONSOLIDATED_STATEMENTS_OF_CHA

CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS' EQUITY (USD $)	Total	Preferred Stock	Common Stock	Additional Paid-In Capital	Retained Earnings	Accumulated Other Comprehensive Income (Loss)	Treasury Stock
In Millions, except Share data, unless otherwise specified
Beginning balance at Dec. 31, 2014	$45,053	$0	$6	$27,869	$23,973	($430)	($6,365)
Beginning balance (shares) at Dec. 31, 2014		1,875,000	643,557,048
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Comprehensive income	1,371				1,153	218
Common Stock Dividends, Shares			29,455
Dividends, Common Stock	-167		0	-2	-169
Cash dividends - preferred series	-32				-32
Purchases of treasury stock	-563						-563
Issuances of common stock and restricted stock, net of forfeitures			1,497,059
Issuances of common stock and restricted stock, net of forfeitures	24		0	24
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting			252,761
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting	10		0	10
Compensation expense for restricted stock awards and stock options	34			34
Ending balance at Mar. 31, 2015	$45,730	$0	$6	$27,939	$24,925	($212)	($6,928)
Ending balance (shares) at Mar. 31, 2015		1,875,000	645,336,323

CONSOLIDATED_STATEMENTS_OF_CHA1

CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS' EQUITY (Parenthetical) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Cash dividends-common stock (in dollars per share)	$0.30	$0.30
Series B Preferred Stock
Non-cumulative Fixed Dividend Rate per Annum (as percent)	6.00%
Series C Preferred Stock
Non-cumulative Fixed Dividend Rate per Annum (as percent)	6.25%

CONSOLIDATED_STATEMENTS_OF_CAS

CONSOLIDATED STATEMENTS OF CASH FLOWS (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Operating activities:
Income from continuing operations, net of tax	$1,134	$1,124
Income from discontinued operations, net of tax	19	30
Net income	1,153	1,154
Adjustments to reconcile net income to cash provided by operating activities:
Provision for credit losses	935	735
Depreciation and amortization, net	483	514
Net gain on sales of securities available for sale	-2	-13
Impairment losses on securities available for sale	15	5
Gain on sales of loans held for sale	-34	-7
Stock plan compensation expense	50	84
Loans held for sale:
Originations and purchases	-1,916	-695
Proceeds from sales and paydowns	1,234	667
Changes in operating assets and liabilities:
Decrease in interest receivable	1	5
Decrease in other assets	187	1,406
Decrease in interest payable	-59	-50
Decrease in other liabilities	-8	-597
Net cash used by discontinued operations	-46	-49
Net cash provided by operating activities	1,993	3,159
Securities available for sale:
Purchases	-2,883	-3,443
Proceeds from paydowns and maturities	1,891	1,776
Proceeds from sales	1,342	2,976
Securities held to maturity:
Purchases	-1,193	-1,269
Proceeds from paydowns and maturities	453	254
Loans:
Net decrease in loans held for investment	3,143	2,817
Principal recoveries of loans previously charged off	403	404
Purchases of premises and equipment	-153	-129
Net cash provided by other investing activities	68	0
Net cash provided by investing activities	3,071	3,386
Financing activities:
Decrease restricted cash for securitization investors	0	324
Net increase in deposits	4,890	3,799
Issuance of securitized debt obligations	1,247	948
Maturities and paydowns of securitized debt obligations	-175	-1,470
Issuance of senior and subordinated notes and junior subordinated debentures	2,988	1,994
Maturities and redemptions of senior and subordinate notes	-1,250	-275
Net decrease in other borrowings	-10,396	-11,787
Common stock:
Net proceeds from issuances	24	27
Dividends paid	-167	-174
Preferred stock:
Dividends paid	-32	-13
Purchases of treasury stock	-563	-39
Proceeds from share-based payment activities	19	12
Net cash used by financing activities	-3,415	-6,654
Increase (decrease) in cash and cash equivalents	1,649	-109
Cash and cash equivalents at beginning of the period	7,242	6,291
Cash and cash equivalents at end of the period	8,891	6,182
Non-cash items:
Net transfers from loans held for investment to loans held for sale	3	8
Interest paid	457	451
Income tax refund	($87)	($19)

Summary_of_Significant_Account

Summary of Significant Accounting Policies	3 Months Ended
	Mar. 31, 2015
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 March 31, 2015, 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 of America (“U.S.”) principally through Capital One (Europe) plc (“COEP”), an indirect subsidiary of COBNA organized and located in the United Kingdom (“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 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. 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 in the consolidated financial statements and in the 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.
	Change in Accounting Principle
	As of January 1, 2015, we changed our accounting principle to move from a gross basis of presentation to a net basis, for presenting qualifying derivative assets and liabilities, as well as the related fair value amounts recognized for the right to reclaim cash collateral (a receivable) or the obligation to return cash collateral (a payable), for instruments executed with the same counterparty where a right of setoff exists. This newly adopted policy is preferable as it more accurately reflects the Company’s counterparty credit risk as well as our contractual rights and obligations under these arrangements. Further, this change will align our presentation with that of the majority of our peer institutions.
	We retrospectively adopted this change in accounting principle and our consolidated balance sheet has been recast for all prior periods presented. As a result, our interest receivable, other assets and total assets as of December 31, 2014 were reduced by $356 million, $331 million and $687 million, respectively. Interest payable, other liabilities and total liabilities decreased as of December 31, 2014 by $63 million, $624 million and $687 million, respectively. There was no impact to operating activities in the consolidated statement of cash flows or any line item within the consolidated statements of income. See “Note 9—Derivative Instruments and Hedging Activities” for additional detail on the accounting for derivative instruments.
	New Accounting Standards Adopted
	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. Our adoption of the accounting guidance in the first quarter of 2015 did not have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice. As required by the new guidance, the new disclosures will be effective and provided beginning in the second quarter of 2015.
	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 should 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. Our adoption of this guidance in the first quarter of 2015 did not have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice.
	Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity
	In April 2014, the FASB issued guidance raising the threshold for a disposal to qualify as a discontinued operation. Under the new guidance, a component of an entity or group of components that has been disposed by sale, disposed of other than by sale or is classified as held for sale and that represents a strategic shift that has, or will have, a major effect on an entity’s operations and financial results should be reported as discontinued operations. The guidance should be applied prospectively 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 did not have a material effect on our consolidated financial statements due to the prospective transition provisions.
	Reclassification of Residential Real Estate Collateralized Consumer 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 was effective for annual and interim periods beginning after December 15, 2014. Our adoption of this guidance in the first quarter of 2015 did not have a significant impact on our financial condition, results of operations or liquidity as the guidance is materially consistent with our current practice.
	Recently Issued but Not Yet Adopted Accounting Standards
	Simplifying the presentation of debt issuance costs
	In April 2015, the FASB issued guidance simplifying the presentation of debt issuance costs. Under the new guidance, the debt issuance costs related to a recognized debt liability will be presented in the balance sheet as a direct deduction from the carrying amount of that debt liability, consistent with debt discounts. The guidance should be applied retrospectively and is effective for annual and interim periods beginning after December 15, 2015, with early adoption permitted. The Company is currently evaluating the potential impact from the new guidance on the consolidated financial statements.

Discontinued_Operations

Discontinued Operations	3 Months Ended
	Mar. 31, 2015
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, which we acquired in December 2006 as part of the North Fork Bancorporation, Inc. (“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 months ended March 31, 2015 and 2014. 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 March 31,
	(Dollars in millions)	2015		2014
	Non-interest income, net	$	30	$	47
	Income from discontinued operations before income taxes	30		47
	Income tax provision	11		17
	Income from discontinued operations, net of tax	$	19	$	30
	The discontinued mortgage origination operations of our wholesale mortgage banking unit had remaining assets which primarily consisted of the deferred tax asset related to the reserve for representations and warranties; and liabilities which primarily consisted of reserves for representations and warranties on loans previously sold to third parties. See “Note 14—Commitments, Contingencies, Guarantees and Others” for information related to reserves we have established for our mortgage representation and warranty exposure.

Investment_Securities

Investment Securities	3 Months Ended
	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Investment Securities
	NOTE 3—INVESTMENT SECURITIES
	Our investment portfolio consists primarily of the following: U.S. Treasury securities; 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 represented 87% and 86% of our total investment securities as of March 31, 2015 and December 31, 2014, 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 March 31, 2015 and December 31, 2014.
	Table 3.1: Overview of Investment Portfolio
	(Dollars in millions)		March 31, 2015			December 31, 2014
	Securities available for sale, at fair value		$	39,321		$	39,508
	Securities held to maturity, at carrying value		23,241			22,500
	Total investments		$	62,562		$	62,008
	The table below presents the amortized cost, gross unrealized gains and losses, and fair value of securities available for sale at March 31, 2015 and December 31, 2014.
	Table 3.2: Investment Securities Available for Sale
			March 31, 2015
	(Dollars in millions)		Amortized			Gross			Gross			Fair
			Cost			Unrealized			Unrealized			Value
						Gains			Losses(1)
	Investment securities available for sale:
	U.S. Treasury securities		$	4,411		$	29		$	0		$	4,440
	Corporate debt securities guaranteed by U.S. government agencies		600			3			(5		)	598
	RMBS:
	Agency(2)		22,344			327			(64		)	22,607
	Non-agency		2,943			503			(5		)	3,441
	Total RMBS		25,287			830			(69		)	26,048
	CMBS:
	Agency(2)		3,672			47			(43		)	3,676
	Non-agency		1,711			46			(4		)	1,753
	Total CMBS		5,383			93			(47		)	5,429
	Other ABS(3)		2,025			6			(3		)	2,028
	Other securities(4)		775			7			(4		)	778
	Total investment securities available for sale		$	38,481		$	968		$	(128	)	$	39,321
			December 31, 2014
	(Dollars in millions)		Amortized			Gross			Gross			Fair
			Cost			Unrealized			Unrealized			Value
						Gains			Losses(1)
	Investment securities available for sale:
	U.S. Treasury securities		$	4,114		$	5		$	(1	)	$	4,118
	Corporate debt securities guaranteed by U.S. government agencies		819			1			(20		)	800
	RMBS:
	Agency(2)		21,804			296			(105		)	21,995
	Non-agency		2,938			461			(13		)	3,386
	Total RMBS		24,742			757			(118		)	25,381
	CMBS:
	Agency(2)		3,751			32			(60		)	3,723
	Non-agency		1,780			31			(15		)	1,796
	Total CMBS		5,531			63			(75		)	5,519
	Other ABS(3)		2,618			54			(10		)	2,662
	Other securities(4)		1,035			6			(13		)	1,028
	Total investment securities available for sale		$	38,859		$	886		$	(237	)	$	39,508
	__________
	(1)	Includes non-credit related other-than-temporary impairment (“OTTI”) that remains in accumulated other comprehensive income (“AOCI”) of $5 million and $8 million as of March 31, 2015 and December 31, 2014, respectively. Substantially all of this entire amount is related to non-agency RMBS.
	(2)	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 59% and 56% of the other ABS portfolio as of March 31, 2015 and December 31, 2014, respectively, and ABS collateralized by auto dealer floor plan inventory loans and leases constituted approximately 18% and 16% of the other ABS portfolio as of March 31, 2015 and December 31, 2014, respectively.
	(4)	Includes foreign government bonds, corporate bonds, 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 March 31, 2015 and December 31, 2014.
	Table 3.3: Investment Securities Held to Maturity
			31-Mar-15
	(Dollars in millions)		Amortized			Unrealized Losses Recorded in AOCI(1)			Carrying Value			Gross			Gross			Fair
			Cost									Unrealized			Unrealized			Value
												Gains			Losses
	U.S. Treasury securities		$	198		$	0		$	198		$	1		$	0		$	199
	Agency RMBS		21,639			$	(1,155	)	20,484			1,282			(3		)	21,763
	Agency CMBS		2,675			(116		)	2,559			132			0			2,691
	Total investment securities held to maturity		$	24,512		$	(1,271	)	$	23,241		$	1,415		$	(3	)	$	24,653
			31-Dec-14
(Dollars in millions)		Amortized			Unrealized			Carrying Value			Gross			Gross			Fair
		Cost			Losses Recorded in AOCI(1)						Unrealized			Unrealized			Value
											Gains			Losses
U.S. Treasury securities		$	0		$	0		$	0		$	0		$	0		$	0
Agency RMBS		21,347			$	(1,184	)	20,163			1,047			0			21,210
Agency CMBS		2,457			(120		)	2,337			93			(6		)	2,424
Total investment securities held to maturity		$	23,804		$	(1,304	)	$	22,500		$	1,140		$	(6	)	$	23,634
__________
(1)	Represents the unrealized holding gain or loss at the date of transfer from available for sale to held to maturity, net of any subsequent accretion. Any bonds purchased into the securities held for maturity portfolio rather than transferred will not have unrealized losses recognized in AOCI.
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 March 31, 2015 and December 31, 2014.
Table 3.4: Securities in Unrealized Loss Position
		March 31, 2015
		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 securities		$	201		$	0		$	0		$	0		$	201		$	0
Corporate debt securities guaranteed by U.S. government agencies		155			(1		)	307			(4		)	462			(5		)
RMBS:
Agency		4,288			(14		)	3,549			(50		)	7,837			(64		)
Non-agency		145			(2		)	62			(3		)	207			(5		)
Total RMBS		4,433			(16		)	3,611			(53		)	8,044			(69		)
CMBS:
Agency		158			0			1,669			(43		)	1,827			(43		)
Non-agency		153			(1		)	312			(3		)	465			(4		)
Total CMBS		311			(1		)	1,981			(46		)	2,292			(47		)
Other ABS		376			0			474			(3		)	850			(3		)
Other securities		160			(2		)	184			(2		)	344			(4		)
Total investment securities available for sale in a gross unrealized loss position		$	5,636		$	(20	)	$	6,557		$	(108	)	$	12,193		$	(128	)
		December 31, 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 securities		$	1,499		$	(1	)	$	0		$	0		$	1,499		$	(1	)
Corporate debt securities guaranteed by U.S. government agencies		113			(2		)	557			(18		)	670			(20		)
RMBS:
Agency		3,917			(15		)	4,413			(90		)	8,330			(105		)
Non-agency		412			(9		)	90			(4		)	502			(13		)
Total RMBS		4,329			(24		)	4,503			(94		)	8,832			(118		)
CMBS:
Agency		294			(2		)	1,993			(58		)	2,287			(60		)
Non-agency		258			(1		)	681			(14		)	939			(15		)
Total CMBS		552			(3		)	2,674			(72		)	3,226			(75		)
Other ABS		783			(1		)	586			(9		)	1,369			(10		)
Other securities		106			0			551			(13		)	657			(13		)
Total investment securities available for sale in a gross unrealized loss position		$	7,382		$	(31	)	$	8,871		$	(206	)	$	16,253		$	(237	)
As of March 31, 2015, the amortized cost of approximately 400 securities available for sale exceeded their fair value by $128 million, of which $108 million related to investment securities that had been in a loss position for 12 months or longer. As of March 31, 2015, our investments in non-agency RMBS and CMBS, other ABS, and other securities accounted for $16 million, or 13%, of total gross unrealized losses on securities available for sale. As of March 31, 2015, the carrying value of approximately 10 securities classified as held to maturity exceeded their fair value by $3 million.
Gross unrealized losses on our investment securities have generally decreased since December 31, 2014. The unrealized losses related to investment securities for which we have not recognized credit impairment are primarily attributable to changes in market interest rates. 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 March 31, 2015.
Maturities and Yields of Investment Securities
The following tables summarize the remaining scheduled contractual maturities, assuming no prepayments, of our investment securities as of March 31, 2015.
Table 3.5: Contractual Maturities of Securities Available for Sale
		March 31, 2015
(Dollars in millions)		Amortized Cost			Fair Value
Due in 1 year or less		$	662		$	662
Due after 1 year through 5 years		6,526			6,571
Due after 5 years through 10 years		2,509			2,554
Due after 10 years(1)		28,784			29,534
Total		$	38,481		$	39,321
__________
(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
		March 31, 2015
(Dollars in millions)		Carrying Value			Fair Value
Due after 1 year through 5 years		$	198		$	199
Due after 5 years through 10 years		1,146			1,244
Due after 10 years		21,897			23,210
Total		$	23,241		$	24,653
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 March 31, 2015.
Table 3.7: Expected Maturities and Weighted Average Yields of Securities
		March 31, 2015
(Dollars in millions)		Due in			Due > 1 Year			Due > 5 Years			Due > 10 Years			Total
		1 Year or Less			through			through
					5 Years			10 Years
Fair value of securities available for sale:
U.S. Treasury securities		$	251		$	4,189		$	0		$	0		$	4,440
Corporate debt securities guaranteed by U.S. government agencies		0			434			151			13			598
RMBS:
Agency		369			15,422			6,816			0			22,607
Non-agency		10			931			1,688			812			3,441
Total RMBS		379			16,353			8,504			812			26,048
CMBS:
Agency		129			2,005			1,523			19			3,676
Non-agency		135			424			1,194			0			1,753
Total CMBS		264			2,429			2,717			19			5,429
Other ABS		656			1,177			195			0			2,028
Other securities		99			188			401			90			778
Total securities available for sale		$	1,649		$	24,770		$	11,968		$	934		$	39,321
Amortized cost of securities available for sale		$	1,651		$	24,431		$	11,581		$	818		$	38,481
Weighted average yield for securities available for sale(1)		0.97		%	2.17		%	3.25		%	9.36		%	2.6		%
Carrying value of securities held to maturity:
U.S. Treasury securities		$	0		$	198		$	0		$	0		$	198
Agency RMBS		29			2,097			16,003			2,355			20,484
Agency CMBS		0			65			2,304			190			2,559
Total securities held for maturity		$	29		$	2,360		$	18,307		$	2,545		$	23,241
Fair value of securities held to maturity		$	29		$	2,446		$	19,385		$	2,793		$	24,653
Weighted average yield for securities held to maturity(1)		4.59		%	2.59		%	2.64		%	3.52		%	2.73		%
__________
-1	Average yield represents the effective yield for the investment securities and is calculated based on the amortized cost of each security.
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 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; and current and projected market and macro-economic conditions.
If we intend to sell a security in an unrealized loss position or it is more likely than not that we will be required to sell the security prior to recovery of its amortized cost basis, the entire difference between the amortized cost basis of the security and its fair value is recognized in earnings. As of March 31, 2015, we do not intend to sell any securities with unrealized losses recorded in AOCI nor believe that we will be required to sell any securities prior to recovery of their amortized cost.
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 months ended March 31, 2015 and 2014 on investment securities for which we had no intent to sell.
Table 3.8: Credit Impairment Rollforward
		Three Months Ended March 31,
(Dollars in millions)		2015			2014
Credit loss component, beginning of period		$	175		$	160
Additions:
Initial credit impairment		5			1
Subsequent credit impairment		10			4
Total additions		15			5
Credit loss component, end of period		$	190		$	165
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 months ended March 31, 2015 and 2014. 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 March 31,
(Dollars in millions)		2015			2014
Realized gains (losses):
Gross realized gains		$	9		$	32
Gross realized losses		(7		)	(19		)
Net realized gains		2			13
Credit-related OTTI recognized in earnings		(15		)	(5		)
Total OTTI recognized in earnings		(15		)	(5		)
Net securities (losses) gains		$	(13	)	$	8
Total proceeds from sales		$	1,342		$	2,976
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 and the Federal Reserve. 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 $3.0 billion and $3.5 billion as of March 31, 2015 and December 31, 2014, respectively. We pledged securities held to maturity with a carrying value of $9.1 billion and $9.0 billion as of March 31, 2015 and December 31, 2014, respectively. Of the total securities pledged as collateral, we have encumbered $11.0 billion and $10.6 billion as of March 31, 2015 and December 31, 2014, respectively, primarily related to Public Fund deposits and our derivative transactions. We accepted pledges of securities with a fair value of $137 million and $91 million as of March 31, 2015 and December 31, 2014, respectively, primarily related to our derivative transactions.
Acquired Securities
The table below presents the outstanding balance, carrying value and amortized cost of the acquired credit-impaired debt securities as of March 31, 2015 and December 31, 2014.
Table 3.10: Outstanding Balance and Carrying Value of Acquired Securities
(Dollars in millions)		March 31, 2015			December 31, 2014
Outstanding balance		$	4,076		$	4,259
Carrying value		2,787			2,839
Amortized cost		2,307			2,354
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, 2014		$	1,250
Accretion recognized in earnings		(61		)
Reduction due to payoffs, disposals, transfers and other		(1		)
Net reclassifications from (to) nonaccretable difference		(17		)
Accretable yield as of March 31, 2015		$	1,171

Loans

Loans	3 Months Ended
	Mar. 31, 2015
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.
	Our portfolio of loans held for investment also includes loans acquired in the ING Direct, CCB and 2012 U.S. card acquisitions. These loans were recorded at fair value at the date of each acquisition and are referred to as Acquired Loans. 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 and accounted for based on contractual cash flows at acquisition. See “Note 1—Summary of Significant Accounting Policies” in our 2014 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. The table below presents the composition and an aging analysis of our loans held for investment portfolio, which includes restricted loans for securitization investors, as of March 31, 2015 and December 31, 2014. The delinquency aging includes all past due loans, both performing and nonperforming.
	Table 4.1: Loan Portfolio Composition and Aging Analysis
			March 31, 2015
	(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)		$	71,947			$	637			$	456			$	1,070			$	2,163			$	21		$	74,131
	International credit card		7,361				102				61				99				262				0			7,623
	Total credit card		79,308				739				517				1,169				2,425				21			81,754
	Consumer Banking:
	Auto		36,788				1,514				515				120				2,149				0			38,937
	Home loan		6,509				49				25				208				282				22,114			28,905
	Retail banking		3,458				17				9				14				40				39			3,537
	Total consumer banking		46,755				1,580				549				342				2,471				22,153			71,379
	Commercial Banking:
	Commercial and multifamily real estate		22,695				43				5				51				99				37			22,831
	Commercial and industrial		26,800				14				120				115				249				123			27,172
	Total commercial lending		49,495				57				125				166				348				160			50,003
	Small-ticket commercial real estate		725				4				4				5				13				0			738
	Total commercial banking		50,220				61				129				171				361				160			50,741
	Other:
	Other loans		91				4				1				8				13				0			104
	Total loans(2)		$	176,374			$	2,384			$	1,196			$	1,690			$	5,270			$	22,334		$	203,978
	% of Total loans		86.47		%		1.17		%		0.58		%		0.83		%		2.58		%		10.95		%	100		%
			December 31, 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)		$	75,143			$	790			$	567			$	1,181			$	2,538			$	23		$	77,704
	International credit card		7,878				114				69				111				294				0			8,172
	Total credit card		83,021				904				636				1,292				2,832				23			85,876
	Consumer Banking:
	Auto		35,142				1,751				734				197				2,682				0			37,824
	Home loan		6,492				57				27				218				302				23,241			30,035
	Retail banking		3,496				17				7				16				40				44			3,580
	Total consumer banking		45,130				1,825				768				431				3,024				23,285			71,439
	Commercial Banking:
	Commercial and multifamily real estate		22,974				74				7				36				117				46			23,137
	Commercial and industrial		26,753				29				10				34				73				146			26,972
	Total commercial lending		49,727				103				17				70				190				192			50,109
	Small-ticket commercial real estate		771				6				1				3				10				0			781
	Total commercial banking		50,498				109				18				73				200				192			50,890
	Other:
	Other loans		97				3				2				9				14				0			111
	Total loans(2)		$	178,746			$	2,841			$	1,424			$	1,805			$	6,070			$	23,500		$	208,316
	% of Total loans		85.81		%		1.36		%		0.68		%		0.87		%		2.91		%		11.28		%	100		%
	__________
	(1)	Includes installment loans of $123 million and $144 million as of March 31, 2015 and December 31, 2014, respectively.
	(2)	Loans as presented are net of unearned income, unamortized premiums and discounts, and net unamortized deferred fees and costs totaling $1.0 billion and $1.1 billion as of March 31, 2015 and December 31, 2014, respectively.
	We had total loans held for sale of $1.3 billion and $626 million as of March 31, 2015 and December 31, 2014, respectively.
	Table 4.2 presents loans 90 days or more past due that continue to accrue interest and loans classified as nonperforming as of March 31, 2015 and December 31, 2014.
	Table 4.2: 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans(1)
			March 31, 2015								December 31, 2014
	(Dollars in millions)		> 90 Days and Accruing				Nonperforming				> 90 Days and Accruing				Nonperforming
							Loans								Loans
	Credit Card:
Domestic credit card		$	1,070			$	0			$	1,181			$	0
International credit card		64				64				73				70
Total credit card		1,134				64				1,254				70
Consumer Banking:
Auto		0				120				0				197
Home loan		0				336				0				330
Retail banking		1				25				1				22
Total consumer banking		1				481				1				549
Commercial Banking:
Commercial and multifamily real estate		24				40				7				62
Commercial and industrial		60				106				1				106
Total commercial lending		84				146				8				168
Small-ticket commercial real estate		0				12				0				7
Total commercial banking		84				158				8				175
Other:
Other loans		0				14				0				15
Total		$	1,219			$	717			$	1,263			$	809
% of Total loans		0.6		%		0.35		%		0.61		%		0.39		%
__________
(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 March 31, 2015 and December 31, 2014. We also present comparative net charge-offs for the three months ended March 31, 2015 and 2014.
Table 4.3: Credit Card: Risk Profile by Geographic Region and Delinquency Status
		March 31, 2015							December 31, 2014
(Dollars in millions)		Amount				% of			Amount				% of
						Total(1)							Total(1)
Domestic credit card:
California		$	8,326			10.2	%		$	8,574			10	%
New York		5,339				6.5			5,610				6.5
Texas		5,190				6.4			5,382				6.3
Florida		4,635				5.7			4,794				5.6
Illinois		3,525				4.3			3,747				4.4
Pennsylvania		3,349				4.1			3,581				4.2
Ohio		2,882				3.5			3,075				3.6
New Jersey		2,714				3.3			2,868				3.3
Michigan		2,516				3.1			2,681				3.1
Other		35,655				43.6			37,392				43.5
Total domestic credit card		74,131				90.7			77,704				90.5
International credit card:
Canada		4,443				5.4			4,747				5.5
United Kingdom		3,180				3.9			3,425				4
Total international credit card		7,623				9.3			8,172				9.5
Total credit card		$	81,754			100	%		$	85,876			100	%
Selected credit metrics(2):
30+ day delinquencies		$	2,425			2.97	%		$	2,832			3.3	%
90+ day delinquencies		1,169				1.43			1,292				1.5
__________
(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 March 31,
		2015							2014
(Dollars in millions)		Amount				Rate(1)			Amount				Rate(1)
Net charge-offs:
Domestic credit card		$	664			3.55	%		$	700			4.01	%
International credit card		55				2.8			80				4.17
Total credit card		$	719			3.48			$	780			4.02
__________
(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, including Acquired Loans. We also present the delinquency and nonperforming loan rates of our consumer banking loan portfolio as of March 31, 2015 and December 31, 2014, and net charge-offs for the three months ended March 31, 2015 and 2014.
Table 4.5: Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status
		March 31, 2015							December 31, 2014
(Dollars in millions)		Amount				% of Total(1)			Amount				% of
													Total(1)
Auto:
Texas		$	5,323			7.4	%		$	5,248			7.4	%
California		4,248				6			4,081				5.7
Florida		2,919				4.1			2,737				3.8
Georgia		2,124				3			2,066				2.9
Louisiana		1,820				2.5			1,773				2.5
Illinois		1,722				2.4			1,676				2.4
Ohio		1,607				2.2			1,566				2.2
Other		19,174				26.9			18,677				26.1
Total auto		38,937				54.5			37,824				53
Home loan:
California		6,696				9.4			6,943				9.7
New York		2,387				3.3			2,452				3.4
Illinois		1,792				2.5			1,873				2.6
Maryland		1,674				2.3			1,720				2.4
Virginia		1,500				2.1			1,538				2.2
New Jersey		1,471				2.1			1,529				2.1
Florida		1,317				1.8			1,375				1.9
Other		12,068				17			12,605				17.7
Total home loan		28,905				40.5			30,035				42
Retail banking:
Louisiana		1,098				1.6			1,120				1.5
New York		873				1.2			881				1.2
Texas		749				1			756				1.1
New Jersey		252				0.4			265				0.4
Maryland		165				0.2			167				0.2
Virginia		142				0.2			132				0.2
California		50				0.1			52				0.1
Other		208				0.3			207				0.3
Total retail banking		3,537				5			3,580				5
Total consumer banking		$	71,379			100	%		$	71,439			100	%
		March 31, 2015
		Auto							Home Loan							Retail Banking							Total Consumer
																							Banking
(Dollars in millions)		Amount				Rate			Amount				Rate(2)			Amount				Rate			Amount			Rate(2)
Credit performance:
30+ day delinquencies		$	2,149			5.52	%		$	282			0.97	%		$	40			1.12	%		$	2,471		3.46	%
90+ day delinquencies		120				0.31			208				0.72			14				0.4			342			0.48
Nonperforming loans		120				0.31			336				1.16			25				0.71			481			0.67
		December 31, 2014
		Auto							Home Loan							Retail Banking							Total Consumer
																							Banking
(Dollars in millions)		Amount				Rate			Amount				Rate(2)			Amount				Rate			Amount			Rate(2)
Credit performance:
30+ day delinquencies		$	2,682			7.09	%		$	302			1.01	%		$	40			1.11	%		$	3,024		4.23	%
90+ day delinquencies		197				0.52			218				0.73			16				0.44			431			0.6
Nonperforming loans		197				0.52			330				1.1			22				0.61			549			0.77
__________
(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)	Excluding the impact of Acquired Loans, the 30+ day delinquency rates, 90+ day delinquency rates, and the nonperforming loans rates for home loan portfolio were 4.15%, 3.06% and 4.94% as of March 31, 2015; and 4.45%, 3.21% and 4.86% as of December 31, 2014; and for total Consumer Banking were 5.02%, 0.70% and 0.98% as of March 31, 2015; and 6.28%, 0.89% and 1.14% as of December 31, 2014.
Table 4.6: Consumer Banking: Net Charge-offs
		Three Months Ended March 31,
		2015							2014
(Dollars in millions)		Amount				Rate(1)			Amount				Rate(1)
Net charge-offs:
Auto		$	148			1.55	%		$	134			1.66	%
Home loan		2				0.03			5				0.06
Retail banking		9				0.96			9				0.95
Total consumer banking		$	159			0.89			$	148			0.84
_________
(1)	Calculated for each loan category by dividing annualized net charge-offs for the period by average loans held for investment during the period. Excluding the impact of Acquired Loans, the net charge-off rates for our home loan portfolio and total consumer banking were 0.11% and 1.30%, respectively, for the three months ended March 31, 2015, compared to 0.29% and 1.37%, respectively, for the three months ended March 31, 2014.
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 subsequent 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 March 31, 2015 and December 31, 2014, based on selected key risk characteristics.
Table 4.7: Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type
		March 31, 2015
		Loans							Acquired Loans							Total Home Loans
(Dollars in millions)		Amount				% of			Amount				% of			Amount				% of
						Total(1)							Total(1)							Total(1)
Origination year:(2)
< =006		$	2,706			9.4	%		$	5,520			19.1	%		$	8,226			28.5	%
2007		309				1.1			4,648				16			4,957				17.1
2008		178				0.6			3,337				11.6			3,515				12.2
2009		104				0.4			1,870				6.4			1,974				6.8
2010		113				0.4			2,864				9.9			2,977				10.3
2011		208				0.7			3,251				11.3			3,459				12
2012		1,536				5.3			500				1.7			2,036				7
2013		633				2.2			81				0.3			714				2.5
2014		734				2.5			35				0.1			769				2.6
2015		270				0.9			8				0.1			278				1
Total		$	6,791			23.5	%		$	22,114			76.5	%		$	28,905			100	%
Geographic concentration:(3)
California		$	931			3.2	%		$	5,765			19.9	%		$	6,696			23.1	%
New York		1,363				4.7			1,024				3.5			2,387				8.2
Illinois		93				0.3			1,699				5.9			1,792				6.2
Maryland		464				1.6			1,210				4.2			1,674				5.8
Virginia		395				1.3			1,105				3.9			1,500				5.2
New Jersey		337				1.2			1,134				3.9			1,471				5.1
Florida		162				0.6			1,155				4			1,317				4.6
Arizona		90				0.3			1,165				4			1,255				4.3
Louisiana		1,171				4.1			36				0.1			1,207				4.2
Washington		105				0.4			985				3.4			1,090				3.8
Other		1,680				5.8			6,836				23.7			8,516				29.5
Total		$	6,791			23.5	%		$	22,114			76.5	%		$	28,905			100	%
Lien type:
1st lien		$	5,776			20	%		$	21,766			75.3	%		$	27,542			95.3	%
2nd lien		1,015				3.5			348				1.2			1,363				4.7
Total		$	6,791			23.5	%		$	22,114			76.5	%		$	28,905			100	%
Interest rate type:
Fixed rate		$	2,513			8.7	%		$	2,702			9.3	%		$	5,215			18	%
Adjustable rate		4,278				14.8			19,412				67.2			23,690				82
Total		$	6,791			23.5	%		$	22,114			76.5	%		$	28,905			100	%
		December 31, 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)
< =006		$	2,827			9.4	%		$	5,715			19.1	%		$	8,542			28.5	%
2007		320				1.1			4,766				15.8			5,086				16.9
2008		187				0.6			3,494				11.7			3,681				12.3
2009		107				0.4			1,999				6.6			2,106				7
2010		120				0.4			3,108				10.3			3,228				10.7
2011		221				0.7			3,507				11.7			3,728				12.4
2012		1,620				5.4			533				1.8			2,153				7.2
2013		661				2.2			85				0.3			746				2.5
2014		731				2.4			34				0.1			765				2.5
Total		$	6,794			22.6	%		$	23,241			77.4	%		$	30,035			100	%
Geographic concentration:(3)
California		$	924			3.1	%		$	6,019			20	%		$	6,943			23.1	%
New York		1,379				4.6			1,073				3.6			2,452				8.2
Illinois		86				0.3			1,787				5.9			1,873				6.2
Maryland		457				1.5			1,263				4.2			1,720				5.7
Virginia		385				1.3			1,153				3.8			1,538				5.1
New Jersey		341				1.1			1,188				4			1,529				5.1
Florida		161				0.5			1,214				4.1			1,375				4.6
Arizona		89				0.3			1,215				4.1			1,304				4.4
Louisiana		1,205				4			38				0.1			1,243				4.1
Washington		109				0.4			1,038				3.4			1,147				3.8
Other		1,658				5.5			7,253				24.2			8,911				29.7
Total		$	6,794			22.6	%		$	23,241			77.4	%		$	30,035			100	%
Lien type:
1st lien		$	5,756			19.2	%		$	22,883			76.2	%		$	28,639			95.4	%
2nd lien		1,038				3.4			358				1.2			1,396				4.6
Total		$	6,794			22.6	%		$	23,241			77.4	%		$	30,035			100	%
Interest rate type:
Fixed rate		$	2,446			8.1	%		$	2,840			9.5	%		$	5,286			17.6	%
Adjustable rate		4,348				14.5			20,401				67.9			24,749				82.4
Total		$	6,794			22.6	%		$	23,241			77.4	%		$	30,035			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.
Our recorded investment in home loans for properties that are in process of foreclosure was $583 million as of March 31, 2015. We commence the foreclosure process on home loans when a borrower becomes at least 120 days delinquent in accordance with Consumer Financial Protection Bureau regulations. Foreclosure procedures and time lines vary according to state law. As of March 31, 2015 and December 31, 2014, the carrying value of the foreclosed residential real estate properties which we hold and report as other assets on our consolidated balance sheet totaled $133 million and $131 million, respectively.
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 March 31, 2015 and December 31, 2014.
Table 4.8: Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating
		March 31, 2015
(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		$	14,677			64.3	%		$	6,448			23.7	%		$	452			61.2	%		$	21,577		42.5	%
Mid-Atlantic		2,578				11.3			2,138				7.9			28				3.8			4,744			9.3
South		3,375				14.8			12,133				44.7			46				6.2			15,554			30.7
Other		2,201				9.6			6,453				23.7			212				28.8			8,866			17.5
Total		$	22,831			100	%		$	27,172			100	%		$	738			100	%		$	50,741		100	%
Internal risk rating:(3)
Loans:
Noncriticized		$	22,283			97.6	%		$	25,933			95.4	%		$	722			97.8	%		$	48,938		96.5	%
Criticized performing		508				2.2			1,133				4.2			4				0.6			1,645			3.2
Criticized nonperforming		40				0.2			106				0.4			12				1.6			158			0.3
Total		$	22,831			100	%		$	27,172			100	%		$	738			100	%		$	50,741		100	%
		December 31, 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		$	15,135			65.4	%		$	6,384			23.7	%		$	478			61.2	%		$	21,997		43.2	%
Mid-Atlantic		2,491				10.8			2,121				7.9			30				3.8			4,642			9.1
South		3,070				13.3			12,310				45.6			48				6.2			15,428			30.3
Other		2,441				10.5			6,157				22.8			225				28.8			8,823			17.4
Total		$	23,137			100	%		$	26,972			100	%		$	781			100	%		$	50,890		100	%
Internal risk rating:(3)
Loans:
Noncriticized		$	22,535			97.4	%		$	25,982			96.3	%		$	767			98.2	%		$	49,284		96.9	%
Criticized performing		540				2.3			884				3.3			7				0.9			1,431			2.8
Criticized nonperforming		62				0.3			106				0.4			7				0.9			175			0.3
Total		$	23,137			100	%		$	26,972			100	%		$	781			100	%		$	50,890		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 March 31, 2015 and December 31, 2014, and for the three months ended March 31, 2015 and 2014:
Table 4.9: Impaired Loans(1)
		March 31, 2015
(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		$	538			$	0			$	538			$	143			$	395			$	523
International credit card		135				0				135				67				68				130
Total credit card(2)		673				0				673				210				463				653
Consumer Banking:
Auto(3)		249				204				453				22				431				717
Home loan		219				146				365				16				349				467
Retail banking		46				8				54				9				45				57
Total consumer banking		514				358				872				47				825				1,241
Commercial Banking:
Commercial and multifamily real estate		107				13				120				19				101				134
Commercial and industrial		144				67				211				13				198				231
Total commercial lending		251				80				331				32				299				365
Small-ticket commercial real estate		4				9				13				0				13				15
Total commercial banking		255				89				344				32				312				380
Total		$	1,442			$	447			$	1,889			$	289			$	1,600			$	2,274
		December 31, 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		$	546			$	0			$	546			$	145			$	401			$	531
International credit card		146				0				146				74				72				141
Total credit card(2)		692				0				692				219				473				672
Consumer Banking:
Auto(3)		230				205				435				19				416				694
Home loan		218				149				367				17				350				472
Retail banking		45				5				50				6				44				52
Total consumer banking		493				359				852				42				810				1,218
Commercial Banking:
Commercial and multifamily real estate		120				26				146				23				123				163
Commercial and industrial		161				55				216				16				200				233
Total commercial lending		281				81				362				39				323				396
Small-ticket commercial real estate		3				5				8				0				8				10
Total commercial banking		284				86				370				39				331				406
Total		$	1,469			$	445			$	1,914			$	300			$	1,614			$	2,296
		Three Months Ended March 31,
		2015								2014
(Dollars in millions)		Average				Interest				Average				Interest
		Recorded				Income				Recorded				Income
		Investment				Recognized				Investment				Recognized
Credit Card:
Domestic credit card		$	542			$	14			$	596			$	15
International credit card		141				2				169				3
Total credit card(2)		683				16				765				18
Consumer Banking:
Auto(3)		444				21				363				17
Home loan		366				1				402				1
Retail banking		52				0				83				1
Total consumer banking		862				22				848				19
Commercial Banking:
Commercial and multifamily real estate		133				1				169				2
Commercial and industrial		213				1				179				1
Total commercial lending		346				2				348				3
Small-ticket commercial real estate		10				0				7				0
Total commercial banking		356				2				355				3
Total		$	1,901			$	40			$	1,968			$	40
__________
(1)	Impaired loans include loans modified in TDRs, all nonperforming commercial loans, and nonperforming home loans 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.
Loans modified in TDRs accounted for $1.6 billion and $1.7 billion of the impaired loans presented above as of March 31, 2015 and December 31, 2014, respectively. Consumer TDRs classified as performing totaled $1.0 billion as of both March 31, 2015 and December 31, 2014. Commercial TDRs classified as performing totaled $186 million and $194 million as of March 31, 2015 and December 31, 2014, 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, recorded investment amounts and financial effects of loans modified in TDRs during for the three months ended March 31, 2015 and 2014:
Table 4.10: Troubled Debt Restructurings
		Total				Three Months Ended March 31, 2015
		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		$	72			100	%		12.13	%		0	%		0		0	%		$	0
International credit card		32				100			25.79			0			0		0			0
Total credit card		104				100			16.39			0			0		0			0
Consumer Banking:
Auto		88				41			1.71			71			9		28			22
Home loan		7				67			2.85			66			171		0			0
Retail banking		5				61			9.36			91			4		0			0
Total consumer banking		100				44			2.36			72			20		24			22
Commercial Banking:
Commercial and multifamily real estate		3				0			0			100			35		77			1
Commercial and industrial		21				0			2.02			3			7		0			0
Total commercial lending		24				0			2.02			13			29		8			1
Small-ticket commercial real estate		0				0			0			0			0		0			0
Total commercial banking		24				0			2.02			13			29		8			1
Total		$	228			65			12.19			33			20		12			$	23
		Total				Three Months Ended March 31, 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		$	67			100	%		11.5	%		0	%		0		0	%		$	0
International credit card		43				100			25.2			0			0		0			0
Total credit card		110				100			16.82			0			0		0			0
Consumer Banking:
Auto		77				40			0.94			67			9		32			22
Home loan		8				19			1.25			30			138		13			1
Retail banking		6				8			4.01			59			6		0			0
Total consumer banking		91				36			1			63			14		29			23
Commercial Banking:
Commercial and multifamily real estate		62				33			1.37			100			8		0			0
Commercial and industrial		1				0			0			64			11		0			0
Total commercial lending		63				33			1.37			99			8		0			0
Small-ticket commercial real estate		0				0			0			0			0		0			0
Total commercial banking		63				33			1.37			99			8		0			0
Total		$	264			62			11.7			46			11		10			$	23
__________
(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 recorded investment amount of loans modified in 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 March 31,
		2015						2014
(Dollars in millions)		Number of		Amount				Number of		Amount
		Contracts						Contracts
Credit Card:
Domestic credit card		9,667		$	16			11,061		$	16
International credit card(1)		8,548		20				10,521		30
Total credit card		18,215		36				21,582		46
Consumer Banking:
Auto		1,747		20				1,322		13
Home loan		5		0				6		2
Retail banking		10		1				25		7
Total consumer banking		1,762		21				1,353		22
Commercial Banking:
Commercial and multifamily real estate		0		0				3		6
Commercial and industrial		0		0				1		0
Total commercial lending		0		0				4		6
Small-ticket commercial real estate		0		0				6		2
Total commercial banking		0		0				10		8
Total		19,977		$	57			22,945		$	76
_______________
(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 balance and the carrying value of loans from the ING Direct, CCB and 2012 U.S. card acquisitions accounted for based on expected cash flows as of March 31, 2015 and December 31, 2014. 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
		March 31, 2015												December 31, 2014
(Dollars in millions)		Total				Impaired				Non-Impaired				Total				Impaired				Non-Impaired
						Loans				Loans								Loans				Loans
Outstanding balance		$	24,037			$	4,184			$	19,853			$	25,201			$	4,279			$	20,922
Carrying value(1)		22,343				2,808				19,535				23,519				2,882				20,637
__________
(1)	Includes $34 million and $27 million of allowance for loan and lease losses for these loans as of March 31, 2015 and December 31, 2014, respectively. We recorded a $7 million provision and $2 million release of allowance for credit losses for the three months ended March 31, 2015 and 2014, respectively, for certain pools of Acquired Loans.
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, 2014		$	4,653			$	1,485			$	3,168
Accretion recognized in earnings		(237		)		(87		)		(150		)
Reclassifications from (to) nonaccretable difference for loans with changing cash flows(1)		35				45				(10		)
Changes in accretable yield for non-credit related changes in expected cash flows(2)		110				84				26
Accretable yield as of March 31, 2015		$	4,561			$	1,527			$	3,034
__________
(1)	Represents changes in accretable yield for those loans in pools that are driven primarily by credit performance.
(2)	Represents changes in accretable yield for those loans in 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 $296.6 billion and $292.9 billion as of March 31, 2015 and December 31, 2014, 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 $22.7 billion and $23.6 billion as of March 31, 2015 and December 31, 2014, respectively.

Allowance_for_Loan_and_Lease_L

Allowance for Loan and Lease Losses	3 Months Ended
	Mar. 31, 2015
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 in 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 2014 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 recorded in 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.
	We have certain credit card partnership arrangements in which our partner agrees to share in a portion of the credit losses associated with the partnership. The loss sharing amounts due from our partners resulted in reductions in reported charge-offs of $44 million and $42 million for the three months ended March 31, 2015 and 2014, respectively, and reductions in the provision for loan and lease losses of $57 million and $35 million for the three months ended March 31, 2015 and 2014, respectively. The expected reimbursement from these partners, which is netted against our allowance for loan and lease losses, was approximately $156 million and $143 million as of March 31, 2015 and December 31, 2014, respectively. See “Note 1—Summary of Significant Accounting Policies” of our 2014 Form 10-K for further discussion on our card partnership agreements.
	The table below summarizes changes in the allowance for loan and lease losses, by portfolio segment, for the three months ended March 31, 2015 and 2014.
	Table 5.1: Allowance for Loan and Lease Losses
			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, 2014		$	3,204		$	661		$	62		$	56		$	779		$	395		$	5		$	4,383		$	113	$	4,496
	Provision for credit losses		669			184			8			14			206			52			0			927			8		935
	Charge-offs		(1,022		)	(233		)	(4		)	(13		)	(250		)	(9		)	(3		)	(1,284		)	0		(1,284		)
	Recoveries		303			85			2			4			91			6			3			403			0		403
	Net charge-offs		(719		)	(148		)	(2		)	(9		)	(159		)	(3		)	0			(881		)	0		(881		)
	Other changes(2)		(24		)	0			0			0			0			0			0			(24		)	0		(24		)
	Balance as of March 31, 2015		$	3,130		$	697		$	68		$	61		$	826		$	444		$	5		$	4,405		$	121	$	4,526
			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 (benefit) for credit losses		558			136			(6		)	10			140			28			(3		)	723			12		735
	Charge-offs		(1,095		)	(205		)	(11		)	(15		)	(231		)	(7		)	(2		)	(1,335		)	0		(1,335		)
	Recoveries		315			71			6			6			83			3			3			404			0		404
	Net charge-offs		(780		)	(134		)	(5		)	(9		)	(148		)	(4		)	1			(931		)	0		(931		)
	Other changes(2)		(8		)	0			0			0			0			0			(1		)	(9		)	0		(9		)
	Balance as of March 31, 2014		$	2,984		$	608		$	72		$	64		$	744		$	362		$	8		$	4,098		$	99	$	4,197
	_________
	(1)	Other consists of our discontinued GreenPoint mortgage operations loan portfolio and our community redevelopment loan portfolio.
	(2)	Represents foreign currency translation adjustments and the net impact of loan transfers and sales.
	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 March 31, 2015 and December 31, 2014.
	Table 5.2: Components of Allowance for Loan and Lease Losses by Impairment Methodology
			March 31, 2015
						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:
	Collectively evaluated(1)		$	2,920		$	675		$	19		$	52		$	746		$	411		$	5		$	4,082
	Asset-specific(2)		210			22			16			9			47			32			0			289
	Acquired Loans(3)		0			0			33			0			33			1			0			34
	Total allowance for loan and lease losses		$	3,130		$	697		$	68		$	61		$	826		$	444		$	5		$	4,405
	Loans held for investment:
	Collectively evaluated(1)		$	81,060		$	38,688		$	6,426		$	3,444		$	48,558		$	50,237		$	104		$	179,959
	Asset-specific(2)		673			249			365			54			668			344			0			1,685
	Acquired Loans(3)		21			0			22,114			39			22,153			160			0			22,334
	Total loans held for investment		$	81,754		$	38,937		$	28,905		$	3,537		$	71,379		$	50,741		$	104		$	203,978
	Allowance as a percentage of period-end loans held for investment		3.83		%	1.79		%	0.23		%	1.74		%	1.16		%	0.87		%	4.48		%	2.16		%
			December 31, 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:
	Collectively evaluated(1)		$	2,985		$	642		$	18		$	50		$	710		$	356		$	5		$	4,056
	Asset-specific(2)		219			19			17			6			42			39			0			300
Acquired Loans(3)		0			0			27			0			27			0			0			27
Total allowance for loan and lease losses		$	3,204		$	661		$	62		$	56		$	779		$	395		$	5		$	4,383
Loans held for investment:
Collectively evaluated(1)		$	85,161		$	37,594		$	6,427		$	3,486		$	47,507		$	50,328		$	111		$	183,107
Asset-specific(2)		692			230			367			50			647			370			0			1,709
Acquired Loans(3)		23			0			23,241			44			23,285			192			0			23,500
Total loans held for investment		$	85,876		$	37,824		$	30,035		$	3,580		$	71,439		$	50,890		$	111		$	208,316
Allowance as a percentage of period-end loans held for investment		3.73		%	1.75		%	0.21		%	1.58		%	1.09		%	0.78		%	4.68		%	2.1		%
__________
(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 1—Summary of Significant Accounting Policies” in our 2014 Form 10-K for details on these loans.

Variable_Interest_Entities_and

Variable Interest Entities and Securitizations	3 Months Ended
	Mar. 31, 2015
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 on 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 March 31, 2015 and December 31, 2014. 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
			March 31, 2015
			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(1)		$	34,172	$	13,425		$	0		$	0		$	0
	Home loan securitizations(2)		0		0			223			28			892
	Total securitization-related VIEs		34,172		13,425			223			28			892
	Other VIEs:
	Affordable housing entities		0		0			3,502			463			3,502
	Entities that provide capital to low-income and rural communities		384		100			0			0			0
	Other		0		0			70			0			70
	Total other VIEs		384		100			3,572			463			3,572
	Total VIEs		$	34,556	$	13,525		$	3,795		$	491		$	4,464
			December 31, 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(1)		$	36,779	$	12,350		$	0		$	0		$	0
	Home loan securitizations(2)		0		0			221			31			876
	Total securitization-related VIEs		36,779		12,350			221			31			876
	Other VIEs:
	Affordable housing entities		0		0			3,500			488			3,500
	Entities that provide capital to low-income and rural communities		374		99			1			0			1
	Other		4		0			74			0			74
	Total other VIEs		378		99			3,575			488			3,575
	Total VIEs		$	37,157	$	12,449		$	3,796		$	519		$	4,451
	__________
	(1)	Represents the gross amount of assets and liabilities owned by the VIE, which includes seller’s interest and retained and repurchased notes held by other related parties.
	(2)	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 March 31, 2015 and December 31, 2014.
	Table 6.2: Continuing Involvement in Securitization-Related VIEs
			Non-Mortgage		Mortgage
	(Dollars in millions)		Credit		Option			GreenPoint			GreenPoint
			Card		ARM			HELOCs			Manufactured
											Housing
	March 31, 2015:
	Securities held by third-party investors		$	12,717	$	1,971		$	90		$	862
	Receivables in the trust		33,938		2,037			84			868
	Cash balance of spread or reserve accounts		0		8			N/A			145
	Retained interests		Yes		Yes			Yes			Yes
	Servicing retained		Yes		Yes		(1)	No			No		(2)
	Amortization event(3)		No		No			No			No
	December 31, 2014:
	Securities held by third-party investors		$	11,624	$	2,026		$	95		$	887
	Receivables in the trust		36,545		2,094			89			893
	Cash balance of spread or reserve accounts		0		8			N/A			143
	Retained interests		Yes		Yes			Yes			Yes
	Servicing retained		Yes		Yes		(1)	No		(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 March 31, 2015 and December 31, 2014, 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 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 $2.0 billion as of both March 31, 2015 and December 31, 2014.
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 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 since 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 in our consolidated statements of 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 HELOCs in whole loan sales and subsequently acquired residual interests in certain trusts which securitized some of those loans. We do not consolidate these trusts because we either lack the power to direct the activities that most significantly impact the economic performance of the trusts or because we do not have the right to receive benefits or the obligation to absorb losses that could potentially be significant to the trusts. As the residual interest holder, GreenPoint is required to fund advances on the HELOCs when certain performance triggers are met due to deterioration in asset performance. On behalf of GreenPoint, we have funded cumulative advances of $30 million as of both March 31, 2015 and December 31, 2014. These advances are generally expensed as funded due to the low likelihood of recovery. We also have unfunded commitments of $6 million related to those interests for our non-consolidated VIEs as of both March 31, 2015 and December 31, 2014.
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 $868 million and $893 million as of March 31, 2015 and December 31, 2014, respectively. In the event the third-party servicer does not fulfill 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.
We account for certain of our 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. For the three months ended March 31, 2015 and 2014, we recognized amortization of $86 million and $74 million, respectively, and tax credits of $102 million and $90 million, respectively, associated with these investments within income taxes. The carrying value of our investments in these qualified affordable housing projects was $3.2 billion as of both March 31, 2015 and December 31, 2014. 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 these unfunded commitments as of March 31, 2015, which is expected to be paid from 2015 to 2018.
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 $3.5 billion as of both March 31, 2015 and December 31, 2014. Our maximum exposure to these entities is limited to our variable interests in the entities was $3.5 billion as of both March 31, 2015 and December 31, 2014. 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 $10.2 billion as of both March 31, 2015 and December 31, 2014.
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 are not considered to be VIEs, but where we hold a controlling financial interest. The assets of the VIEs that we consolidated, which totaled approximately $384 million and $374 million as of March 31, 2015 and December 31, 2014, 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 include 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 $149 million and $159 million as of March 31, 2015 and December 31, 2014, 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 maximum exposure to this entity is limited to our retained interest of $70 million and $74 million as of March 31, 2015 and December 31, 2014, 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	3 Months Ended
	Mar. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and Other Intangible Assets
	NOTE 7—GOODWILL AND INTANGIBLE ASSETS
	The table below displays the components of goodwill, intangible assets and MSRs as of March 31, 2015 and December 31, 2014. Goodwill is presented separately on our consolidated balance sheets. Intangible assets and MSRs are included in other assets on our consolidated balance sheets.
	Table 7.1: Components of Goodwill, Intangible Assets and MSRs
			31-Mar-15								31-Dec-14
	(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		$	13,978		N/A			$	13,978	$	13,978		N/A			$	13,978
	Intangible assets:
	Purchased credit card relationship (“PCCR”) intangibles		2,147			$	(1,235	)	912		2,124			$	(1,152	)	972
	Core deposit intangibles		1,771			(1,596		)	175		1,771			(1,569		)	202
	Other(2)		239			(114		)	125		300			(158		)	142
	Total intangible assets		4,157			(2,945		)	1,212		4,195			(2,879		)	1,316
	Total goodwill and intangible assets		$	18,135		$	(2,945	)	$	15,190	$	18,173		$	(2,879	)	$	15,294
	MSRs:
	Consumer MSRs(3)		$	53		N/A			$	53	$	53		N/A			$	53
	Commercial MSRs(4)		177			$	(30	)	147		171			$	(24	)	147
	Total MSRs		$	230		$	(30	)	$	200	$	224		$	(24	)	$	200
	__________
	(1)	Certain intangible assets that were fully amortized in prior periods were removed from our consolidated balance sheets.
	(2)	Primarily consists of brokerage relationship intangibles, partnership and other contract intangibles and tradename intangibles. Also includes certain indefinite-lived intangibles of $4 million as of both March 31, 2015 and December 31, 2014.
	(3)	Represents MSRs related to our Consumer Banking business that are carried at fair value on our consolidated balance sheets.
	(4)	Represents MSRs related to our Commercial Banking business that are subsequently measured under the amortization method and periodically assessed for impairment. None of these MSRs were impaired during the three months ended March 31, 2015 and 2014 and no valuation allowance was recorded as of March 31, 2015 and December 31, 2014.
	Amortization expense for amortizable intangible assets, which is presented separately in our consolidated statements of income, totaled $110 million and $143 million for the three months ended March 31, 2015 and 2014, respectively.
	Goodwill
	The following table presents goodwill attributable to each of our business segments as of March 31, 2015 and December 31, 2014.
	Table 7.2: Goodwill Attributable to Business Segments
	(Dollars in millions)		Credit			Consumer			Commercial Banking		Total
			Card			Banking
	Balance as of December 31, 2014		$	5,001		$	4,593		$	4,384	$	13,978
	Acquisitions		0			5			0		5
	Other adjustments		(5		)	0			0		(5		)
	Balance as of March 31, 2015		$	4,996		$	4,598		$	4,384	$	13,978

Deposits_and_Borrowings

Deposits and Borrowings	3 Months Ended
	Mar. 31, 2015
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, which include checking accounts, money market deposit accounts, negotiable order of withdrawals, saving deposits, and time deposits.
	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 $12.7 billion and $11.6 billion as of March 31, 2015 and December 31, 2014, respectively. During the first quarter of 2015, $1.3 billion of new debt was issued to third-party investors from our loan securitization trusts, offset by $175 million of debt maturities.
	Senior and Subordinated Notes
	As of March 31, 2015, we had $20.6 billion of senior and subordinated notes outstanding, net of fair value hedging losses of $303 million. As of December 31, 2014, we had $18.7 billion of senior and subordinated notes outstanding, net of fair value hedging losses of $179 million. During the first quarter of 2015, we issued $3.0 billion of long-term senior unsecured debt, comprised of $400 million of floating rate notes and $2.6 billion of fixed rate notes. During the first quarter of 2015, $1.3 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 $1.5 billion and $2.0 billion as of March 31, 2015 and December 31, 2014, 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 HELOCs, totaling $6.8 billion and $17.3 billion as of March 31, 2015 and December 31, 2014, respectively. We did not access the Federal Reserve Discount Window for funding during 2015 or 2014.
	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 March 31, 2015 and December 31, 2014. 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)		March 31,			December 31,
			2015			2014
	Deposits:
	Non-interest bearing deposits		$	25,232		$	25,081
	Interest-bearing deposits		185,208			180,467
	Total deposits		$	210,440		$	205,548
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase		$	933		$	880
	FHLB advances		5,750			16,200
	Total short-term borrowings		$	6,683		$	17,080
			March 31, 2015
	(Dollars in millions)		Maturity		Interest Rate	Weighted		Outstanding Amount		December 31,
			Date			Average				2014
						Interest Rate
	Long-term debt:
	Securitized debt obligations(1)		2015 -2025		0.21 - 5.75%	1.35	%	$	12,717	$	11,624
	Senior and subordinated notes:(1)
	Fixed unsecured senior debt		2015 - 2025		1.00 - 6.75%	2.73		16,624		15,174
	Floating unsecured senior debt		2015 - 2018		0.71 - 0.94%	0.84		1,280		880
	Total unsecured senior debt					2.6		17,904		16,054
	Fixed unsecured subordinated debt		2016 - 2023		3.38 - 8.80%	4.97		2,655		2,630
	Total senior and subordinated notes							20,559		18,684
	Other long-term borrowings:
	FHLB advances		2015 - 2023		0.22 - 6.88%	0.55		1,070		1,069
	Total long-term debt							34,346		31,377
	Total short-term borrowings and long-term debt							$	41,029	$	48,457
	___________
	(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 months ended March 31, 2015 and 2014:
	Table 8.2: Components of Interest Expense on Short-Term Borrowings and Long-Term Debt
			Three Months Ended March 31,
	(Dollars in millions)		2015			2014
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase		$	0		$	0
	FHLB advances		8			6
	Total short-term borrowings		8			6
	Long-term debt:
	Securitized debt obligations(1)		33			38
	Senior and subordinated notes(1)		79			77
	Other long-term borrowings		7			6
	Total long-term debt		119			121
	Total interest expense on short-term borrowings and long-term debt		$	127		$	127
	__________
	(1)	Interest expense includes the impact from hedge accounting.

Derivative_Instruments_and_Hed

Derivative Instruments and Hedging Activities	3 Months Ended
	Mar. 31, 2015
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 exposures 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 offer various derivatives to our customers as part of our Commercial Banking business but usually offset our exposure through derivative transactions with other counterparties. We also enter into interest rate and foreign exchange derivative contracts with our commercial lending customers as a customer accommodation.
	Accounting for Derivatives
	Our derivatives are designated as either qualifying accounting hedges or free-standing derivatives. Free-standing derivatives primarily 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 impact earnings. 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 2020. 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 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, offsetting the translation gain or loss from those foreign operations. During 2014, we executed net investment hedges using foreign exchange forward contracts to hedge the translation exposure of the net investment 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
	As of January 1, 2015, we changed our accounting principle to move from a gross basis of presentation to a net basis, for presenting qualifying derivative assets and liabilities, as well as the related fair value amounts recognized for the right to reclaim cash collateral (a receivable) or the obligation to return cash collateral (a payable), for instruments executed with the same counterparty where a right of setoff exists. See additional information in “Note 1—Summary of Significant Accounting Policies.”
	The following table summarizes the notional and fair values of our derivative instruments on a gross basis as of March 31, 2015 and December 31, 2014, which 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. The total derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of legally enforceable master netting agreements and any associated cash collateral received or paid.
	Table 9.1: Derivative Assets and Liabilities at Fair Value
			March 31, 2015									December 31, 2014
			Notional or			Derivative(1)						Notional or		Derivative(1)
			Contractual									Contractual
	(Dollars in millions)		Amount			Assets			Liabilities			Amount		Assets			Liabilities
	Derivatives designated as accounting hedges:
	Interest rate contracts:
	Fair value hedges		$	26,793		$	577		$	47		$	24,543	$	480		$	39
	Cash flow hedges		25,210			437			13			24,450		222			18
	Total interest rate contracts		52,003			1,014			60			48,993		702			57
	Foreign exchange contracts:
	Cash flow hedges		5,140			340			1			5,546		221			2
	Net investment hedges		2,408			51			0			2,476		73			0
	Total foreign exchange contracts		7,548			391			1			8,022		294			2
	Total derivatives designated as accounting hedges		59,551			1,405			61			57,015		996			59
	Derivatives not designated as accounting hedges:
	Interest rate contracts covering:
	MSRs(2)		1,028			13			5			777		10			3
	Customer accommodation		27,918			485			329			27,646		413			251
	Other interest rate exposures(3)		2,740			36			21			2,614		33			21
	Total interest rate contracts		31,686			534			355			31,037		456			275
	Other contracts		586			0			6			593		0			5
	Total derivatives not designated as accounting hedges		32,272			534			361			31,630		456			280
	Total derivatives		$	91,823		$	1,939		$	422		$	88,645	$	1,452		$	339
	Less: netting adjustment(4)					(666		)	(165		)			(624		)	(164		)
	Total derivative assets/liabilities					$	1,273		$	257				$	828		$	175
	__________
	(1)	Derivative assets and liabilities include interest accruals.
	(2)	Includes interest rate swaps and To Be Announced (“TBA”) contracts.
	(3)	Other interest rate exposures include mortgage related derivatives.
	(4)	Represents balance sheet netting of derivative assets and liabilities, and related receivables, payables, and cash collateral. See Table 9.2 for further information.
	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. As of January 1, 2015, the Company changed its accounting principle to begin offsetting derivative assets and liabilities for purposes of balance sheet presentation where a right of setoff exists. As of March 31, 2015 and December 31, 2014, derivative contracts that are executed bilaterally with a counterparty in the OTC market and then novated to and cleared through a central clearing house, are not subject to offsetting due to current uncertainty about the legal enforceability of our right of setoff with the clearinghouses.
	The following table presents as of March 31, 2015 and December 31, 2014, the gross and net fair values of our derivative assets and liabilities and repurchase agreements, as well as the related offsetting amount permitted under U.S. GAAP. The table also includes cash and non-cash collateral received or pledged associated with such arrangements. The collateral amounts shown are limited to the extent of the related net derivative fair values or outstanding balances, thus instances of over-collateralization are not shown.
	Table 9.2: Offsetting of Financial Assets and Financial Liabilities
			Gross			Gross Amounts Offset in the Balance Sheet						Net Amounts as Recognized		Securities Collateral Held Under Master Netting Agreements
	(Dollars in millions)		Amounts			Financial			Cash Collateral Received								Net
						Instruments											Exposure
	As of March 31, 2015
	Derivatives assets(1)		$	1,939		$	(70	)	$	(596	)	$	1,273	$	(121	)	$	1,152
	As of December 31, 2014
	Derivatives assets(1)		$	1,452		$	(101	)	$	(523	)	$	828	$	(80	)	$	748
			Gross			Gross Amounts Offset in the Balance Sheet						Net Amounts as Recognized		Securities Collateral Pledged Under Master Netting Agreements
	(Dollars in millions)		Amounts			Financial			Cash Collateral Pledged								Net
						Instruments											Exposure
	As of March 31, 2015
	Derivatives liabilities(1)		$	422		$	(70	)	$	(95	)	$	257	$	0		$	257
	Repurchase agreements(2)		924			0			0			924		(924		)	0
	As of December 31, 2014
	Derivatives liabilities(1)		$	339		$	(101	)	$	(63	)	$	175	$	0		$	175
	Repurchase agreements(2)		869			0			0			869		(869		)	0
__________
(1)	The gross balances include derivative assets and derivative liabilities as of March 31, 2015 totaling $650 million and $207 million, respectively, related to the centrally cleared derivative contracts. The comparable amounts as of December 31, 2014 totaled $360 million and $127 million, respectively. These contracts were not subject to offsetting as of March 31, 2015 and December 31, 2014.
(2)	As of March 31, 2015 and December 31, 2014, the Company only had repurchase obligations outstanding and did not have any reverse repurchase receivables.
Credit Risk-Related Contingency Features and Collateral
Certain of our derivatives 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 derivatives 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 derivatives contracts may also allow, in the event of a downgrade of our debt credit rating of any kind, our derivatives counterparties to demand additional collateralization on such derivatives instruments in a net liability position. We posted $171 million and $87 million of cash collateral as of March 31, 2015 and December 31, 2014, respectively. 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 March 31, 2015 and December 31, 2014. In addition, we would have been required to post independent margin of $60 million and $65 million as of March 31, 2015 and December 31, 2014, respectively, in compliance with the terms of certain of our swap agreements. The fair value of derivatives instruments with credit-risk-related contingent features in a net liability position was $1 million and less than $1 million as of March 31, 2015 and December 31, 2014, respectively.
Derivatives Counterparty Credit Risk
Derivatives 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 derivatives counterparty credit risk, at any point in time, is represented by the fair value of derivatives in a gain position, or derivatives assets, assuming no recoveries of underlying collateral. To mitigate the risk of counterparty default, we enter into legally enforceable master netting agreements and maintain collateral agreements with certain derivative counterparties. We generally enter into these agreements on a bilateral basis with our counterparties, however since June 2013 we have begun to clear eligible OTC derivatives through a central clearinghouse in accordance with the requirements of the Dodd-Frank Act. These agreements typically provide for the right to offset exposures and 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 $994 million and $695 million as of March 31, 2015 and December 31, 2014, respectively. We also received securities from derivatives counterparties totaling $137 million and $91 million as of March 31, 2015 and December 31, 2014, 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 derivatives contracts, collateral and creditworthiness of the counterparty. The cumulative counterparty credit risk valuation adjustment recorded on our consolidated balance sheets as a reduction in the derivatives asset balance was $5 million as of both March 31, 2015 and December 31, 2014. We also adjust the fair value of our derivatives liabilities to reflect the impact of our own 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 less than $1 million and $1 million as of March 31, 2015 and December 31, 2014, respectively.
Income Statement Presentation and AOCI
The following tables summarize the impact of derivatives and the related hedged items in 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 months ended March 31, 2015 and 2014:
Table 9.3: Gains and Losses on Fair Value Hedges and Free-Standing Derivatives
		Three Months Ended March 31,
(Dollars in millions)		2015			2014
Derivatives designated as accounting hedges:(1)
Fair value interest rate contracts:
Gains recognized in earnings on derivatives		$	153		$	31
Losses recognized in earnings on hedged items		(148		)	(23		)
Net fair value hedge ineffectiveness gains		5			8
Derivatives not designated as accounting hedges:(1)
Interest rate contracts covering:
MSRs		6			7
Customer accommodation		4			4
Other interest rate exposures		2			5
Total interest rate contracts		12			16
Other contracts		(2		)	(3		)
Total gains on derivatives not designated as accounting hedges		10			13
Net derivative gains recognized in earnings		$	15		$	21
__________
(1)	Amounts are recorded in 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 months ended March 31, 2015 and 2014:
Table 9.4: Gains and Losses on Derivatives Designated as Cash Flow Hedges and Net Investment Hedges
		Three Months Ended March 31,
(Dollars in millions)		2015			2014
Gains (losses) recorded in AOCI:
Cash flow hedges:
Interest rate contracts		$	210		$	45
Foreign exchange contracts		(5		)	(5		)
Subtotal		205			40
Net investment hedges:
Foreign exchange contracts		75			0
Net derivatives gains recognized in AOCI		$	280		$	40
Gains (losses) recorded in earnings:
Cash flow hedges:
Gains (losses) reclassified from AOCI into earnings:
Interest rate contracts(1)		$	47		$	26
Foreign exchange contracts(2)		(4		)	(5		)
Subtotal		43			21
Gains (losses) recognized in earnings due to ineffectiveness:
Interest rate contracts(2)		2			1
Net derivative gains recognized in earnings		$	45		$	22
__________
(1)	Amounts reclassified are recorded in our consolidated statements of income in interest income or interest expense.
(2)	Amounts reclassified are recorded in our consolidated statements of income in other non-interest income.
In the next 12 months, we expect to reclassify to earnings net after-tax gains of $155 million currently recorded in AOCI as of March 31, 2015. These amounts will offset the cash flows associated with the hedged forecasted transactions. The maximum length of time over which forecasted transactions were hedged was approximately five years as of March 31, 2015. 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.

Stockholders_Equity

Stockholders' Equity	3 Months Ended
	Mar. 31, 2015
Equity [Abstract]
Stockholders' Equity
	NOTE 10—STOCKHOLDERS' EQUITY
	Preferred Stock
	The following table summarizes the Company’s preferred stock issued and outstanding as of March 31, 2015 and December 31, 2014.
	Table 10.1: Preferred Stock Issued and Outstanding
																	Carrying Value (in millions)
	Series		Issuance Date		Redeemable by Issuer Beginning		Non-cumulative Fixed Dividend Rate per Annum			Redemption Price per Depositary Share				Number of Depositary Shares(1)			31-Mar-15				31-Dec-14
	Series B		20-Aug-12		1-Sep-17		6	%		$	25			35,000,000			$	853			$	853
	Series C		12-Jun-14		1-Sep-19		6.25			25				20,000,000			484				484
	Series D		31-Oct-14		1-Dec-19		6.7			25				20,000,000			485				485
	Total																$	1,822			$	1,822
	__________
	(1)	Each depositary share represents a 1/40th interest in a share of fixed-rate non-cumulative perpetual preferred stock.
	Accumulated Other Comprehensive Income
	The following table presents the changes in AOCI by component for the three months ended March 31, 2015 and 2014.
	Table 10.2: Accumulated Other Comprehensive Income
	(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, 2014		$	410			$	(821	)		$	10			$	(8	)		$	(21	)		$	(430	)
	Other comprehensive income (loss) before reclassifications		114				0				205				(84		)		(1		)		234
	Amounts reclassified from AOCI into earnings		8				20				(43		)		0				(1		)		(16		)
	Net other comprehensive income (loss)		122				20				162				(84		)		(2		)		218
	AOCI as of March 31, 2015		$	532			$	(801	)		$	172			$	(92	)		$	(23	)		$	(212	)
	(Dollars in millions)		Securities				Securities Held to Maturity(1)				Cash Flow				Foreign				Other				Total
			Available								Hedges				Currency
			for Sale												Translation Adjustments
	AOCI as of December 31, 2013		$	106			$	(897	)		$	(110	)		$	40			$	(11	)		$	(872	)
	Other comprehensive income (loss) before reclassifications		149				0				40				(13		)		0				176
	Amounts reclassified from AOCI into earnings		(5		)		13				(21		)		0				(1		)		(14		)
	Net other comprehensive income (loss)		144				13				19				(13		)		(1		)		162
	AOCI as of March 31, 2014		$	250			$	(884	)		$	(91	)		$	27			$	(12	)		$	(710	)
	__________
	(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 at the date of transfer from the securities available for sale to 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)	Includes the impact from hedging instruments designated as net investment hedges.
	The following table presents the impacts on net income of amounts reclassified from each component of AOCI for the three months ended March 31, 2015 and 2014.
	Table 10.3: Reclassifications from AOCI
					Amount Reclassified from AOCI
	(Dollars in millions)				Three Months Ended March 31,
	AOCI Components		Affected Income Statement Line Item		2015				2014
	Securities available for sale:
			Non-interest income - Other		$	2			$	13
			Non-interest income - OTTI		(15		)		(5		)
			(Loss) income from continuing operations before income taxes		(13		)		8
			Income tax (benefit) provision		(5		)		3
			Net (loss) income		(8		)		5
	Securities held to maturity:(1)
			Non-interest income - Other		(33		)		(28		)
			Income tax benefit		(13		)		(15		)
			Net loss		(20		)		(13		)
	Cash flow hedges:
	Interest rate contracts:		Interest income - Other		75				42
	Foreign exchange contracts:		Non-interest income - Other		(7		)		(8		)
			Income from continuing operations before income taxes		68				34
			Income tax provision		25				13
			Net income		43				21
	Other:
			Various (pension and other)		1				1
			Income tax provision (benefit)		0				0
			Net income		1				1
	Total reclassifications				$	16			$	14
	__________
	(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 months ended March 31, 2015 and 2014:
Table 10.4: Other Comprehensive Income (Loss)
		Three Months Ended March 31,
		2015												2014
(Dollars in millions)		Before				Provision				After				Before				Provision				After
		Tax				(Benefit)				Tax				Tax				(Benefit)				Tax
Other comprehensive income (loss):
Net unrealized gains on securities available for sale		$	190			$	68			$	122			$	229			$	85			$	144
Net changes in securities held to maturity		33				13				20				28				15				13
Net unrealized gains on cash flow hedges		258				96				162				30				11				19
Foreign currency translation adjustments(1)		(41		)		43				(84		)		(13		)		0				(13		)
Other		(4		)		(2		)		(2		)		(1		)		0				(1		)
Other comprehensive income		$	436			$	218			$	218			$	273			$	111			$	162
__________
(1)	Includes the impact from hedging instruments designated as net investment hedges.

Earnings_Per_Common_Share

Earnings Per Common Share	3 Months Ended
	Mar. 31, 2015
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 March 31,
	(Dollars and shares in millions, except per share data)		2015			2014
	Basic earnings
	Income from continuing operations, net of tax		$	1,134		$	1,124
	Income from discontinued operations, net of tax		19			30
	Net income		1,153			1,154
	Dividends and undistributed earnings allocated to participating securities(1)		(6		)	(5		)
	Preferred stock dividends		(32		)	(13		)
	Net income available to common stockholders		$	1,115		$	1,136
	Net income from continuing operations per share		$	2		$	1.94
	Income from discontinued operations per share		0.03			0.05
	Net income per share		$	2.03		$	1.99
	Total weighted-average basic shares outstanding		550.2			571
	Diluted earnings(2)
	Net income available to common stockholders		$	1,115		$	1,136
	Net income from continuing operations per share		$	1.97		$	1.91
	Income from discontinued operations per share		0.03			0.05
	Net income per share		$	2		$	1.96
	Total weighted-average basic shares outstanding		550.2			571
	Effect of dilutive securities:
	Stock options		2.6			2.4
	Other contingently issuable shares		1.5			1.5
	Warrants(3)		2.9			5.4
	Total effect of dilutive securities		7			9.3
	Total weighted-average diluted shares outstanding		557.2			580.3
	__________
	(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 2.0 million shares related to options with exercise prices ranging from $70.96 to $88.81, and 4.6 million shares related to options with exercise prices ranging from $70.96 to $88.81 for the three months ended March 31, 2015 and 2014, 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 March 31, 2015, there were 6.3 million warrants to purchase common stock outstanding, which represents approximately half of the warrants issued in the initial offering.

Fair_Value_Measurement

Fair Value Measurement	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Fair Value Measurement
	NOTE 12—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 the markets in which the assets or liabilities trade and 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 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 by 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 VAC is only required to convene to review escalated valuation disputes and may meet for a general update on the valuation process.
	The CVG performs periodic 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 another 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 March 31, 2015 and December 31, 2014:
	Table 12.1: Assets and Liabilities Measured at Fair Value on a Recurring Basis
			March 31, 2015
			Fair Value Measurements Using
	(Dollars in millions)		Level 1			Level 2			Level 3			Total
	Assets:
	Securities available for sale:
	U.S. Treasury securities		$	4,440		$	0		$	0		$	4,440
	Corporate debt securities guaranteed by U.S. government agencies		0			426			172			598
	RMBS		0			25,493			555			26,048
	CMBS		0			5,255			174			5,429
	Other ABS		0			2,021			7			2,028
	Other securities		112			648			18			778
	Total securities available for sale		4,552			33,843			926			39,321
	Other assets:
	Consumer MSRs		0			0			53			53
	Derivative assets(1)(2)		3			1,863			73			1,939
	Retained interests in securitizations		0			0			223			223
	Total assets		$	4,555		$	35,706		$	1,275		$	41,536
	Liabilities:
	Other liabilities:
	Derivative liabilities(1)(2)		$	3		$	371		$	48		$	422
	Total liabilities		$	3		$	371		$	48		$	422
			December 31, 2014
			Fair Value Measurements Using
	(Dollars in millions)		Level 1			Level 2			Level 3			Total
	Assets:
	Securities available for sale:
	U.S. Treasury securities		$	4,117		$	1		$	0		$	4,118
	Corporate debt securities guaranteed by U.S. government agencies		0			467			333			800
	RMBS		0			24,820			561			25,381
	CMBS		0			5,291			228			5,519
	Other ABS		0			2,597			65			2,662
	Other securities		111			899			18			1,028
	Total securities available for sale		4,228			34,075			1,205			39,508
	Other assets:
	Consumer MSRs		0			0			53			53
	Derivative assets(1)(2)		4			1,382			66			1,452
	Retained interests in securitizations		0			0			221			221
	Total assets		$	4,232		$	35,457		$	1,545		$	41,234
	Liabilities:
	Other liabilities:
	Derivative liabilities(1)(2)		$	3		$	293		$	43		$	339
	Total liabilities		$	3		$	293		$	43		$	339
	__________
	(1)	As of January 1, 2015, we changed our accounting principle to move from a gross basis of presentation to a net basis, for presenting qualifying derivative assets and liabilities, as well as the related right to reclaim cash collateral or obligation to return cash collateral. See “Note 1—Summary of Significant Accounting Policies” for additional information. Prior period results have been recast to conform to this presentation.
	The balances represent gross derivative amounts and are not reduced by the impact of legally enforceable master netting agreements that allow us to net positive and negative positions and cash collateral held or placed with the same counterparty. The net derivative assets were $1.3 billion and $828 million, and the net derivative liabilities were $257 million and $175 million as of March 31, 2015 and December 31, 2014, respectively. See “Note 9—Derivative Instruments and Hedging Activities” for further information.
	(2)	Does not reflect $5 million and $4 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of March 31, 2015 and December 31, 2014, respectively. Non-performance risk is reflected in other assets and liabilities on the consolidated balance sheets and offset through other income in the consolidated statements of 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 months ended March 31, 2015 we had minimal movements between Levels 1 and 2.
	Level 3 Recurring Fair Value Rollforward
	The table below presents a reconciliation for all assets and liabilities measured and recognized at fair value on a recurring basis using significant unobservable inputs (Level 3) for the three months ended March 31, 2015 and 2014. 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 March 31, 2015
					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,		March 31, 2015(3)
		January 1,			in Net			OCI													Into		Out of			31-Mar-15
		2015			Income(1)																Level 3(2)		Level 3(2)
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	333		$	(2	)	$	5		$	0	$	(68	)	$	0	$	(8	)	$	0	$	(88	)	$	172	$	0
RMBS		561			8			8			0		0			0		(13		)	85		(94		)	555		9
CMBS		228			0			1			0		0			0		(21		)	0		(34		)	174		0
Other ABS		65			1			(2		)	0		(20		)	0		0			0		(37		)	7		0
Other securities		18			0			0			0		0			0		0			0		0			18		0
Total securities available for sale		1,205			7			12			0		(88		)	0		(42		)	85		(253		)	926		9
Other assets:
Consumer MSRs		53			(3		)	0			0		0			4		(1		)	0		0			53		(3		)
Derivative assets(4)		66			11			0			0		0			9		(12		)	0		(1		)	73		11
Retained interest in securitizations		221			2			0			0		0			0		0			0		0			223		2
Liabilities:
Other liabilities:
Derivative liabilities(4)		$	43		$	10		$	0		$	0	$	0		$	7	$	(12	)	$	0	$	0		$	48	$	10
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Three Months Ended March 31, 2014
					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 March 31, 2014(3)
		January 1,			in Net			OCI													Into		Out of			31-Mar-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		$	0		$	10		$	0	$	(112	)	$	0	$	(21	)	$	64	$	(116	)	$	752	$	0
RMBS		1,304			20			28			886		0			0		(34		)	57		(534		)	1,727		20
CMBS		739			0			2			34		0			0		(11		)	38		(307		)	495		0
Other ABS		343			2			2			0		0			0		(1		)	43		(163		)	226		2
Other securities		17			0			0			0		0			0		0			0		0			17		0
Total securities available for sale		3,330			22			42			920		(112		)	0		(67		)	202		(1,120		)	3,217		22
Other assets:
Consumer MSRs		69			(11		)	0			0		0			4		(1		)	0		0			61		(11		)
Derivative assets(4)		50			0			0			0		0			2		(3		)	0		(1		)	48		0
Retained interest in securitization		199			(2		)	0			0		0			0		0			0		0			197		(2		)
Liabilities:
Other liabilities:
Derivative liabilities(4)		$	38		$	2		$	0		$	0	$	0		$	1	$	(5	)	$	0	$	0		$	36	$	2
__________
(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, in our consolidated statements of income.
(2)	During the three months ended March 31, 2015 and 2014, the transfers into Level 3 were primarily driven by less consistency among vendor pricing on individual securities, while the transfers out of Level 3 were primarily driven by greater consistency among multiple pricing sources.
(3)	The amount presented for unrealized gains (losses) for assets still held as of the reporting date primarily represents impairments of securities available for sale, accretion on certain fixed maturity securities, changes in fair value of derivative instruments and mortgage servicing rights transactions. Impairment is reported in total other-than-temporary impairment, which is a component of non-interest income, in our consolidated statements of income.
(4)	All level 3 derivative assets and liabilities are presented on a gross basis and are not reduced by the impact of legally enforceable master netting agreements that allow us to net positive and negative positions and cash collateral held or placed with the same counterparty.
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 March 31,			Significant		Significant	Range		Weighted
		2015			Valuation		Unobservable			Average
					Techniques		Inputs
Assets:
Securities available for sale:
RMBS		$	555		Discounted cash flows (3rd party pricing)		Yield	1-22%		6%
							Constant prepayment rate	0-22%		4%
							Default rate	0-15%		5%
							Loss severity	0-85%		59%
CMBS		174			Discounted cash flows (3rd party pricing)		Yield	1-2%		2%
							Constant prepayment rate	0-100%		5%
Other ABS		7			Discounted cash flows (3rd party pricing)		Yield	2%		2%
							Constant prepayment rate	0%		0%
							Default rate	1%		1%
							Loss severity	30%		30%
U.S. government guaranteed debt and other securities		190			Discounted cash flows (3rd party pricing)		Yield	1-4%		3%
Other assets:
Consumer MSRs		53			Discounted cash flows		Total prepayment rate	9-20%		18%
							Discount rate	14%		14%
							Option Adjusted Spread rate	435-1500 bps		489 bps
							Servicing cost ($ per loan)	$93.18-$208.70		$100.45
Derivative assets(1)		73			Discounted cash flows		Swap rates	2%		2%
Retained interests in securitization(2)		223			Discounted cash flows		Life of receivables (months) Constant prepayment rate	24-84		N/A
							Discount rate	2-11%
							Default rate	4-11%
							Loss severity	2-6%
								16-91%
Liabilities:
Derivative liabilities(1)		$	48		Discounted cash flows		Swap rates	2%		2%
		Quantitative Information about Level 3 Fair Value Measurements
(Dollars in millions)		Fair Value at			Significant		Significant	Range		Weighted
		December 31,			Valuation		Unobservable			Average
		2014			Techniques		Inputs
Assets:
Securities available for sale:
RMBS		$	561		Discounted cash flows (3rd party pricing)		Yield	0-18%		6%
							Constant prepayment rate	0-23%		4%
							Default rate	0-15%		5%
							Loss severity	0-85%		55%
CMBS		228			Discounted cash flows (3rd party pricing)		Yield	1-4%		1%
							Constant prepayment rate	0-100%		5%
Other ABS		65			Discounted cash flows (3rd party pricing)		Yield	2-7%		5%
							Constant prepayment rate	0-3%		2%
							Default rate	1-10%		7%
							Loss severity	30-88%		71%
U.S. government guaranteed debt and other securities		351			Discounted cash flows (3rd party pricing)		Yield	1-4%		3%
Other assets:
Consumer MSRs		53			Discounted cash flows		Total prepayment rate	12-27%		18%
							Discount rate	12%		12%
							Option Adjusted Spread rate	435-1,500 bps		478 bps
							Servicing cost ($ per loan)	$93.18-$208.70		$100.63
Derivative assets(1)		66			Discounted cash flows		Swap rates	2-3%		2%
Retained interests in securitization(2)		221			Discounted cash flows		Life of receivables (months) Constant prepayment rate	25-72		N/A
							Discount rate	2-13%
							Default rate	4-9%
							Loss severity	2-8%
								19-95%
Liabilities:
Derivative liabilities(1)		$	43		Discounted cash flows		Swap rates	2-3%		2%
__________
(1)	All level 3 derivative assets and liabilities are presented on a gross basis and are not reduced by the impact of legally enforceable master netting agreements that allow us to net positive and negative positions and cash collateral held or placed with the same counterparty.
(2)	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 on 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 March 31, 2015 and December 31, 2014, and for which a nonrecurring fair value measurement was recorded during the three and twelve months then ended:
Table 12.4: Nonrecurring Fair Value Measurements Related to Assets Still Held at Period End
		March 31, 2015
		Estimated Fair Value Hierarchy									Total
(Dollars in millions)		Level 1			Level 2			Level 3
Assets:
Loans held for investment		$	0		$	0		$	63		$	63
Loans held for sale		0			15			0			15
Other assets(1)		0			0			28			28
Total		$	0		$	15		$	91		$	106
		December 31, 2014
		Estimated Fair Value Hierarchy									Total
(Dollars in millions)		Level 1			Level 2			Level 3
Assets:
Loans held for investment		$	0		$	0		$	121		$	121
Loans held for sale		0			34			0			34
Other assets(1)		0			0			65			65
Total		$	0		$	34		$	186		$	220
__________
(1)	Includes foreclosed property and repossessed assets of $28 million as of March 31, 2015, compared to foreclosed property and repossessed assets of $60 million and long-lived assets held for sale of $5 million as of December 31, 2014.
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 9% to 74%, with a weighted average of 34%, and from 0% to 74%, with a weighted average of 30%, as of March 31, 2015 and December 31, 2014, 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 March 31, 2015 and 2014:
Table 12.5: Nonrecurring Fair Value Measurements Included in Earnings Related to Assets Still Held at Period End
		Total Gains (Losses)
		Three Months Ended March 31,
(Dollars in millions)		2015			2014
Assets:
Loans held for investment		$	(5	)	$	(9	)
Loans held for sale		0			(1		)
Other assets(1)		(4		)	(3		)
Total		$	(9	)	$	(13	)
__________
(1)	Includes losses related to foreclosed property and repossessed assets and long-lived assets held for sale.
Fair Value of Financial Instruments
The following table presents the fair value of financial instruments, whether or not recognized on the consolidated balance sheets at fair value, as of March 31, 2015 and December 31, 2014:
Table 12.6: Fair Value of Financial Instruments
		March 31, 2015						Estimated Fair Value Hierarchy
(Dollars in millions)		Carrying			Estimated			Level 1			Level 2		Level 3
		Amount			Fair Value
Financial assets:
Cash and cash equivalents		$	8,891		$	8,891		$	8,891		$	0	$	0
Restricted cash for securitization investors		234			234			234			0		0
Securities available for sale		39,321			39,321			4,552			33,843		926
Securities held to maturity		23,241			24,653			199			24,197		257
Net loans held for investment		199,573			202,522			0			0		202,522
Loans held for sale		1,331			1,358			0			1,358		0
Interest receivable(1)		1,078			1,078			0			1,078		0
Derivative assets(1)(2)		1,939			1,939			3			1,863		73
Retained interests in securitizations		223			223			0			0		223
Financial liabilities:
Non-interest bearing deposits		$	25,232		$	25,232		$	25,232		$	0	$	0
Interest-bearing deposits		185,208			180,037			0			11,253		168,784
Securitized debt obligations		12,717			12,826			0			12,826		0
Senior and subordinated notes		20,599			20,967			0			20,967		0
Federal funds purchased and securities loaned or sold under agreements to repurchase		933			933			933			0		0
Other borrowings		6,820			6,823			0			6,823		0
Interest payable(1)		195			195			0			195		0
Derivative liabilities(1)(2)		422			422			3			371		48
		December 31, 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		$	7,242		$	7,242		$	7,242		$	0	$	0
Restricted cash for securitization investors		234			234			234			0		0
Securities available for sale		39,508			39,508			4,228			34,075		1,205
Securities held to maturity		22,500			23,634			0			23,503		131
Net loans held for investment		203,933			207,104			0			0		207,104
Loans held for sale		626			650			0			650		0
Interest receivable(1)		1,079			1,079			0			1,079		0
Derivatives assets(1)(2)		1,452			1,452			4			1,382		66
Retained interests in securitizations		221			221			0			0		221
Financial liabilities:
Non-interest bearing deposits		$	25,081		$	25,081		$	25,081		$	0	$	0
Interest-bearing deposits		180,467			174,074			0			11,668		162,406
Securitized debt obligations		11,624			11,745			0			11,745		0
Senior and subordinated notes		18,684			19,083			0			19,083		0
Federal funds purchased and securities loaned or sold under agreements to repurchase		880			880			880			0		0
Other borrowings		17,269			17,275			0			17,275		0
Interest payable(1)		254			254			0			254		0
Derivatives liabilities(1)(2)		339			339			3			293		43
__________
-1	As of January 1, 2015, we changed our accounting principle to move from a gross basis of presentation to a net basis, for presenting qualifying derivative assets and liabilities, as well as the related right to reclaim cash collateral or obligation to return cash collateral. Prior period results have been recast to conform this presentation. See additional information in “Note 1—Summary of Significant Accounting Policies.”
(2)	The balances represent gross derivative amounts and are not reduced by the impact of legally enforceable master netting agreements that allow us to net positive and negative positions and cash collateral held or placed with the same counterparty. See additional information in “Note 9—Derivative Instruments and Hedging Activities” for additional information.
The following describes the valuation techniques used in estimating the fair value of our financial instruments as of March 31, 2015 and December 31, 2014. 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.
Financial Assets and Liabilities
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 amount of restricted cash for securitization investors approximates the fair value due to its 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 on 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 in 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 them. Commercial mortgage loans are sold to government-sponsored enterprises as part of a delegated underwriting and servicing (“DUS”) program. For DUS commercial mortgage loans, the fair value is estimated primarily using contractual prices and other observable market-based inputs. For residential mortgage loans classified as held for sale, the fair value is estimated using observable market prices for loans with similar characteristics as the primary component, with the secondary component derived from typical securitization activities and market conditions. Credit card loans held for sale are valued based on other observable market-based inputs. These assets are therefore classified as Level 2. Fair value adjustments to loans held for sale are recorded in other non-interest income in 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, predominantly 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 consolidated balance sheets.
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 we believe other market participants use in estimating future net servicing income, including estimates of prepayment speeds, discount rate/option-adjusted spreads, 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. In the event we enter into an agreement with a third party to sell the MSRs, the valuation is based on the agreed upon sale price which is considered to be the determined exit price for the assets and the MSRs are classified as Level 2.
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 in the consolidated statements of income.
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 in 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 services utilize pricing models that incorporate 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	3 Months Ended
	Mar. 31, 2015
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 2014 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 months ended March 31, 2015 and 2014, selected balance sheet data as of March 31, 2015 and 2014, 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 March 31, 2015
	(Dollars in millions)	Credit		Consumer		Commercial		Other			Consolidated
		Card		Banking		Banking					Total
	Net interest income	$	2,666	$	1,434	$	461	$	15		$	4,576
	Non-interest income	816		158		114		(17		)	1,071
	Total net revenue (loss)	3,482		1,592		575		(2		)	5,647
	Provision for credit losses	669		206		60		0			935
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization	84		0		0		0			84
	Core deposit intangible amortization	0		22		4		0			26
	Total PCCR and core deposit intangible amortization	84		22		4		0			110
	Other non-interest expense	1,692		948		268		31			2,939
	Total non-interest expense	1,776		970		272		31			3,049
	Income (loss) from continuing operations before income taxes	1,037		416		243		(33		)	1,663
	Income tax provision (benefit)	369		150		88		(78		)	529
	Income from continuing operations, net of tax	$	668	$	266	$	155	$	45		$	1,134
	Loans held for investment	$	81,754	$	71,379	$	50,741	$	104		$	203,978
	Deposits	0		172,502		32,575		5,363			210,440
		Three Months Ended March 31, 2014
	(Dollars in millions)	Credit		Consumer		Commercial		Other			Consolidated
		Card		Banking		Banking					Total
	Net interest income (expense)	$	2,525	$	1,433	$	421	$	(29	)	$	4,350
	Non-interest income	785		150		87		(2		)	1,020
	Total net revenue (loss)	3,310		1,583		508		(31		)	5,370
	Provision (benefit) for credit losses	558		140		40		(3		)	735
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization	98		0		0		0			98
	Core deposit intangible amortization	0		30		6		0			36
	Total PCCR and core deposit intangible amortization	98		30		6		0			134
	Other non-interest expense	1,628		900		249		21			2,798
	Total non-interest expense	1,726		930		255		21			2,932
	Income (loss) from continuing operations before income taxes	1,026		513		213		(49		)	1,703
	Income tax provision (benefit)	358		183		76		(38		)	579
	Income (loss) from continuing operations, net of tax	$	668	$	330	$	137	$	(11	)	$	1,124
	Loans held for investment	$	75,850	$	70,727	$	46,230	$	134		$	192,941
	Deposits	0		171,529		31,485		5,310			208,324

Commitments_Contingencies_Guar

Commitments, Contingencies, Guarantees, and Others	3 Months Ended
	Mar. 31, 2015
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 $13 million and $14 million as of March 31, 2015 and December 31, 2014, respectively. These agreements are recorded on our consolidated balance sheets as a component of other liabilities and our obligations under these agreements was $9 million and $12 million as of March 31, 2015 and December 31, 2014, 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. These 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”). Beech Street Capital was renamed Capital One Multifamily Finance in 2014. 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. 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 in the consolidated statements of income. The associated MSRs are also reviewed for impairment annually.
	We had standby letters of credit and commercial letters of credit with contractual amounts of $2.0 billion and $2.1 billion as of March 31, 2015 and December 31, 2014, respectively. The carrying value of outstanding letters of credit, which we include in other liabilities on our consolidated balance sheets, was $3 million as of both March 31, 2015 and December 31, 2014. These financial guarantees had expiration dates ranging from 2015 to 2025 as of March 31, 2015. The amount of liability recognized on our consolidated balance sheets for Fannie Mae and other loss sharing agreements was $37 million and $36 million as of March 31, 2015 and December 31, 2014, 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. Management’s best estimate of incurred losses related to U.K. cross sell products, including PPI, totaled $92 million and $116 million as of March 31, 2015 and December 31, 2014, respectively. The decrease to the reserve for the three months ended March 31, 2015 was a combination of utilization of the reserve through customer refund payments and foreign exchange movements. Given the inherent uncertainty involved in this matter, it is possible our ultimate liability may differ from our current estimate.
	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, taking into account 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 March 31, 2015 and December 31, 2014:
	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)		March 31, 2015			December 31, 2014			Total			2008			2007		2006		2005
	GSEs		$	2		$	3		$	11		$	1		$	4	$	3	$	3
	Insured Securitizations		4			4			20			0			2		8		10
	Uninsured Securitizations and Other		16			16			80			3			15		30		32
	Total		$	22		$	23		$	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 was placed in 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 $22 billion in unpaid principal balance remains outstanding as of March 31, 2015, of which approximately $4 billion in unpaid principal balance is at least 90 days delinquent. Approximately $22 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 $2.5 billion original principal balance of mortgage loans as of March 31, 2015, unchanged from December 31, 2014. 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)		GSEs			Insured			Uninsured			Total
						Securitizations			Securitizations
									and Other
	Open claims as of December 31, 2013		$	89		$	1,614		$	1,122		$	2,825
	Gross new demands received		22			0			742			764
	Loans repurchased/made whole		(31		)	0			(5		)	(36		)
	Demands rescinded		(64		)	(965		)	(12		)	(1,041		)
	Open claims as of December 31, 2014		$	16		$	649		$	1,847		$	2,512
	Gross new demands received		6			0			1			7
	Loans repurchased/made whole		(3		)	0			(1		)	(4		)
	Demands rescinded		(2		)	(1		)	(8		)	(11		)
	Open claims as of March 31, 2015		$	17		$	648		$	1,839		$	2,504
	__________
	(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 reserve for the three months ended March 31, 2015 and 2014:
	Table 14.3: Changes in Representation and Warranty Reserve(1)
			Three Months Ended March 31,
	(Dollars in millions)		2015			2014
	Representation and warranty reserve, beginning of period		$	731		$	1,172
	Provision (benefit) for mortgage representation and warranty losses:
	Recorded in continuing operations		1			14
	Recorded in discontinued operations		(19		)	(47		)
	Total benefit for mortgage representation and warranty losses		(18		)	(33		)
	Net realized losses		(40		)	(11		)
	Representation and warranty reserve, end of period		$	673		$	1,128
	__________
	(1)	Reported on our consolidated balance sheets as a component of other liabilities.
	The following table summarizes the allocation of our representation and warranty reserve as March 31, 2015 and 2014:
	Table 14.4: Allocation of Representation and Warranty Reserve
			Reserve Liability						Loans Sold
	(Dollars in millions, except for loans sold)		March 31, 2015			December 31, 2014			2005 to 2008(1)
	Selected period-end data:
	GSEs and Active Insured Securitizations		$	492		$	499		$	27
	Inactive Insured Securitizations and Others		181			232			84
Total(2)		$	673		$	731		$	111
__________
(1)	Reflects, in billions, the total original principal balance of loans originated by our subsidiaries and sold to third-party investors between 2005 and 2008.
(2)	The total reserve liability includes an immaterial amount related to loans that were originated after 2008.
We established reserves for the $11 billion original principal balance of GSE loans, based on open claims and historic repurchase rates. 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, 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 $673 million as of March 31, 2015, compared to $731 million as of December 31, 2014. We recorded a net benefit for mortgage representation and warranty losses of $18 million (which includes a provision of $1 million before taxes in continuing operations and a benefit of $19 million before taxes in discontinued operations) in the first quarter of 2015. The decrease in the representation and warranty reserve was primarily driven by claims paid and legal developments including settlements.
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 March 31, 2015 is approximately $2.1 billion, remains unchanged from our estimate at December 31, 2014. The estimate as of March 31, 2015 covers all reasonably possible losses relating to representation and warranty claim activity, including those relating to the U.S. Bank Litigation, the FHFA Litigation, and the LXS Trust Litigation described below.
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 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 beyond what was in our reserve as of March 31, 2015 was approximately $200 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, especially those involving governmental actors, 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. 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. In November 2014, the court dismissed the proposed consumer class action. The remaining 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 March 31, 2015 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 heard oral argument in December 2014. In April 2015, the merchant plaintiffs and Capital One agreed to settle all matters filed in Canada as to Capital One, subject to court approval.
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 U.S. 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 alleging that COBNA breached its contractual obligations, and violated the Truth in Lending Act (“TILA”), the California Consumers Legal Remedies Act, the Unfair Competition Law (“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 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. Therefore, the case is now proceeding with U.S. Bank as the sole plaintiff.
In May, June, and July 2012, FHFA (acting as conservator for Freddie Mac) filed three summonses 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. GreenPoint moved to dismiss the case as untimely under New York’s statute of limitations, and the court denied the motion without prejudice to renew it after the completion of relevant discovery.
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.
Anti-Money Laundering Investigation
Capital One has received requests for subpoenas and testimony from the New York District Attorney’s Office (“NYDA”) with respect to certain check casher clients of the Commercial Banking business and Capital One’s anti-money laundering program. In early 2015, we received similar requests from the U.S. Department of Justice (“DOJ”) and the Financial Crimes Enforcement Network (“FinCEN”) of the U.S. Department of Treasury. Capital One is cooperating with all agencies involved in the investigation.
Subprime Auto Loan Investigations
Capital One has received a subpoena from the NYDA seeking information regarding the Company’s subprime auto finance business. Capital One has also received a subpoena from the DOJ’s New Jersey office requesting information related to subprime auto origination and securitization activities. Capital One is cooperating with both investigations.
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 the court preliminarily approved the proposed settlement in January 2015.
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 U.S. 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, which will hear oral argument in May 2015.
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. The parties are currently engaged in discovery and preparing for claim construction on the remaining patents. In March 2015, the court granted Capital One’s motion for leave to add a counterclaim for antitrust violations by IV.
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 U.S. 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 alleging 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 filed a settlement agreement resolving the litigation. The court granted preliminary approval of the class settlement in July 2014, and granted final approval in February 2015. Some class members filed Notices of Appeal to the Seventh Circuit Court of Appeals in February and March 2015.
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)	3 Months Ended
	Mar. 31, 2015
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 in the consolidated financial statements and in the 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.
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 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. Our adoption of the accounting guidance in the first quarter of 2015 did not have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice. As required by the new guidance, the new disclosures will be effective and provided beginning in the second quarter of 2015.
	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 should 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. Our adoption of this guidance in the first quarter of 2015 did not have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice.
	Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity
	In April 2014, the FASB issued guidance raising the threshold for a disposal to qualify as a discontinued operation. Under the new guidance, a component of an entity or group of components that has been disposed by sale, disposed of other than by sale or is classified as held for sale and that represents a strategic shift that has, or will have, a major effect on an entity’s operations and financial results should be reported as discontinued operations. The guidance should be applied prospectively 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 did not have a material effect on our consolidated financial statements due to the prospective transition provisions.
	Reclassification of Residential Real Estate Collateralized Consumer 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 was effective for annual and interim periods beginning after December 15, 2014. Our adoption of this guidance in the first quarter of 2015 did not have a significant impact on our financial condition, results of operations or liquidity as the guidance is materially consistent with our current practice.
	Recently Issued but Not Yet Adopted Accounting Standards
	Simplifying the presentation of debt issuance costs
	In April 2015, the FASB issued guidance simplifying the presentation of debt issuance costs. Under the new guidance, the debt issuance costs related to a recognized debt liability will be presented in the balance sheet as a direct deduction from the carrying amount of that debt liability, consistent with debt discounts. The guidance should be applied retrospectively and is effective for annual and interim periods beginning after December 15, 2015, with early adoption permitted. The Company is currently evaluating the potential impact from the new guidance on the consolidated financial statements.
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. As of January 1, 2015, the Company changed its accounting principle to begin offsetting derivative assets and liabilities for purposes of balance sheet presentation where a right of setoff exists. As of March 31, 2015 and December 31, 2014, derivative contracts that are executed bilaterally with a counterparty in the OTC market and then novated to and cleared through a central clearing house, are not subject to offsetting due to current uncertainty about the legal enforceability of our right of setoff with the clearinghouses.
	The following table presents as of March 31, 2015 and December 31, 2014, the gross and net fair values of our derivative assets and liabilities and repurchase agreements, as well as the related offsetting amount permitted under U.S. GAAP. The table also includes cash and non-cash collateral received or pledged associated with such arrangements. The collateral amounts shown are limited to the extent of the related net derivative fair values or outstanding balances, thus instances of over-collateralization are not shown

Discontinued_Operations_Tables

Discontinued Operations (Tables)	3 Months Ended
	Mar. 31, 2015
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 March 31,
	(Dollars in millions)	2015		2014
	Non-interest income, net	$	30	$	47
	Income from discontinued operations before income taxes	30		47
	Income tax provision	11		17
	Income from discontinued operations, net of tax	$	19	$	30

Investment_Securities_Tables

Investment Securities (Tables)	3 Months Ended
	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Schedule of Investment Portfolio	The table below presents the overview of our investment portfolio at March 31, 2015 and December 31, 2014.
	Table 3.1: Overview of Investment Portfolio
	(Dollars in millions)		March 31, 2015			December 31, 2014
	Securities available for sale, at fair value		$	39,321		$	39,508
	Securities held to maturity, at carrying value		23,241			22,500
	Total investments		$	62,562		$	62,008
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 March 31, 2015 and December 31, 2014.
	Table 3.2: Investment Securities Available for Sale
			March 31, 2015
	(Dollars in millions)		Amortized			Gross			Gross			Fair
			Cost			Unrealized			Unrealized			Value
						Gains			Losses(1)
	Investment securities available for sale:
	U.S. Treasury securities		$	4,411		$	29		$	0		$	4,440
	Corporate debt securities guaranteed by U.S. government agencies		600			3			(5		)	598
	RMBS:
	Agency(2)		22,344			327			(64		)	22,607
	Non-agency		2,943			503			(5		)	3,441
	Total RMBS		25,287			830			(69		)	26,048
	CMBS:
	Agency(2)		3,672			47			(43		)	3,676
	Non-agency		1,711			46			(4		)	1,753
	Total CMBS		5,383			93			(47		)	5,429
	Other ABS(3)		2,025			6			(3		)	2,028
	Other securities(4)		775			7			(4		)	778
	Total investment securities available for sale		$	38,481		$	968		$	(128	)	$	39,321
			December 31, 2014
	(Dollars in millions)		Amortized			Gross			Gross			Fair
			Cost			Unrealized			Unrealized			Value
						Gains			Losses(1)
	Investment securities available for sale:
	U.S. Treasury securities		$	4,114		$	5		$	(1	)	$	4,118
	Corporate debt securities guaranteed by U.S. government agencies		819			1			(20		)	800
	RMBS:
	Agency(2)		21,804			296			(105		)	21,995
	Non-agency		2,938			461			(13		)	3,386
	Total RMBS		24,742			757			(118		)	25,381
	CMBS:
	Agency(2)		3,751			32			(60		)	3,723
	Non-agency		1,780			31			(15		)	1,796
	Total CMBS		5,531			63			(75		)	5,519
	Other ABS(3)		2,618			54			(10		)	2,662
	Other securities(4)		1,035			6			(13		)	1,028
	Total investment securities available for sale		$	38,859		$	886		$	(237	)	$	39,508
	__________
	(1)	Includes non-credit related other-than-temporary impairment (“OTTI”) that remains in accumulated other comprehensive income (“AOCI”) of $5 million and $8 million as of March 31, 2015 and December 31, 2014, respectively. Substantially all of this entire amount is related to non-agency RMBS.
	(2)	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 59% and 56% of the other ABS portfolio as of March 31, 2015 and December 31, 2014, respectively, and ABS collateralized by auto dealer floor plan inventory loans and leases constituted approximately 18% and 16% of the other ABS portfolio as of March 31, 2015 and December 31, 2014, respectively.
	(4)	Includes foreign government bonds, corporate bonds, 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 March 31, 2015 and December 31, 2014.
	Table 3.3: Investment Securities Held to Maturity
			31-Mar-15
	(Dollars in millions)		Amortized			Unrealized Losses Recorded in AOCI(1)			Carrying Value			Gross			Gross			Fair
			Cost									Unrealized			Unrealized			Value
												Gains			Losses
	U.S. Treasury securities		$	198		$	0		$	198		$	1		$	0		$	199
	Agency RMBS		21,639			$	(1,155	)	20,484			1,282			(3		)	21,763
	Agency CMBS		2,675			(116		)	2,559			132			0			2,691
	Total investment securities held to maturity		$	24,512		$	(1,271	)	$	23,241		$	1,415		$	(3	)	$	24,653
			31-Dec-14
	(Dollars in millions)		Amortized			Unrealized			Carrying Value			Gross			Gross			Fair
			Cost			Losses Recorded in AOCI(1)						Unrealized			Unrealized			Value
												Gains			Losses
	U.S. Treasury securities		$	0		$	0		$	0		$	0		$	0		$	0
	Agency RMBS		21,347			$	(1,184	)	20,163			1,047			0			21,210
	Agency CMBS		2,457			(120		)	2,337			93			(6		)	2,424
	Total investment securities held to maturity		$	23,804		$	(1,304	)	$	22,500		$	1,140		$	(6	)	$	23,634
	__________
	(1)	Represents the unrealized holding gain or loss at the date of transfer from available for sale to held to maturity, net of any subsequent accretion. Any bonds purchased into the securities held for maturity portfolio rather than transferred will not have unrealized losses recognized in AOCI.
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 March 31, 2015 and December 31, 2014.
	Table 3.4: Securities in Unrealized Loss Position
			March 31, 2015
			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 securities		$	201		$	0		$	0		$	0		$	201		$	0
	Corporate debt securities guaranteed by U.S. government agencies		155			(1		)	307			(4		)	462			(5		)
	RMBS:
	Agency		4,288			(14		)	3,549			(50		)	7,837			(64		)
	Non-agency		145			(2		)	62			(3		)	207			(5		)
	Total RMBS		4,433			(16		)	3,611			(53		)	8,044			(69		)
	CMBS:
	Agency		158			0			1,669			(43		)	1,827			(43		)
	Non-agency		153			(1		)	312			(3		)	465			(4		)
	Total CMBS		311			(1		)	1,981			(46		)	2,292			(47		)
	Other ABS		376			0			474			(3		)	850			(3		)
	Other securities		160			(2		)	184			(2		)	344			(4		)
	Total investment securities available for sale in a gross unrealized loss position		$	5,636		$	(20	)	$	6,557		$	(108	)	$	12,193		$	(128	)
			December 31, 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 securities		$	1,499		$	(1	)	$	0		$	0		$	1,499		$	(1	)
	Corporate debt securities guaranteed by U.S. government agencies		113			(2		)	557			(18		)	670			(20		)
	RMBS:
	Agency		3,917			(15		)	4,413			(90		)	8,330			(105		)
	Non-agency		412			(9		)	90			(4		)	502			(13		)
	Total RMBS		4,329			(24		)	4,503			(94		)	8,832			(118		)
	CMBS:
	Agency		294			(2		)	1,993			(58		)	2,287			(60		)
	Non-agency		258			(1		)	681			(14		)	939			(15		)
	Total CMBS		552			(3		)	2,674			(72		)	3,226			(75		)
	Other ABS		783			(1		)	586			(9		)	1,369			(10		)
	Other securities		106			0			551			(13		)	657			(13		)
	Total investment securities available for sale in a gross unrealized loss position		$	7,382		$	(31	)	$	8,871		$	(206	)	$	16,253		$	(237	)
Schedule of Contractual Maturities for Securities	Table 3.6: Contractual Maturities of Securities Held to Maturity
			March 31, 2015
	(Dollars in millions)		Carrying Value			Fair Value
	Due after 1 year through 5 years		$	198		$	199
	Due after 5 years through 10 years		1,146			1,244
	Due after 10 years		21,897			23,210
	Total		$	23,241		$	24,653
	The following tables summarize the remaining scheduled contractual maturities, assuming no prepayments, of our investment securities as of March 31, 2015.
	Table 3.5: Contractual Maturities of Securities Available for Sale
			March 31, 2015
	(Dollars in millions)		Amortized Cost			Fair Value
	Due in 1 year or less		$	662		$	662
	Due after 1 year through 5 years		6,526			6,571
	Due after 5 years through 10 years		2,509			2,554
	Due after 10 years(1)		28,784			29,534
	Total		$	38,481		$	39,321
	__________
	(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 March 31, 2015.
	Table 3.7: Expected Maturities and Weighted Average Yields of Securities
			March 31, 2015
	(Dollars in millions)		Due in			Due > 1 Year			Due > 5 Years			Due > 10 Years			Total
			1 Year or Less			through			through
						5 Years			10 Years
	Fair value of securities available for sale:
	U.S. Treasury securities		$	251		$	4,189		$	0		$	0		$	4,440
	Corporate debt securities guaranteed by U.S. government agencies		0			434			151			13			598
	RMBS:
	Agency		369			15,422			6,816			0			22,607
	Non-agency		10			931			1,688			812			3,441
	Total RMBS		379			16,353			8,504			812			26,048
	CMBS:
	Agency		129			2,005			1,523			19			3,676
	Non-agency		135			424			1,194			0			1,753
	Total CMBS		264			2,429			2,717			19			5,429
	Other ABS		656			1,177			195			0			2,028
	Other securities		99			188			401			90			778
	Total securities available for sale		$	1,649		$	24,770		$	11,968		$	934		$	39,321
	Amortized cost of securities available for sale		$	1,651		$	24,431		$	11,581		$	818		$	38,481
	Weighted average yield for securities available for sale(1)		0.97		%	2.17		%	3.25		%	9.36		%	2.6		%
	Carrying value of securities held to maturity:
	U.S. Treasury securities		$	0		$	198		$	0		$	0		$	198
	Agency RMBS		29			2,097			16,003			2,355			20,484
	Agency CMBS		0			65			2,304			190			2,559
	Total securities held for maturity		$	29		$	2,360		$	18,307		$	2,545		$	23,241
	Fair value of securities held to maturity		$	29		$	2,446		$	19,385		$	2,793		$	24,653
	Weighted average yield for securities held to maturity(1)		4.59		%	2.59		%	2.64		%	3.52		%	2.73		%
	__________
	-1	Average yield represents the effective yield for the investment securities and is calculated based on the amortized cost of each security.
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 months ended March 31, 2015 and 2014 on investment securities for which we had no intent to sell.
	Table 3.8: Credit Impairment Rollforward
			Three Months Ended March 31,
	(Dollars in millions)		2015			2014
	Credit loss component, beginning of period		$	175		$	160
	Additions:
	Initial credit impairment		5			1
	Subsequent credit impairment		10			4
	Total additions		15			5
	Credit loss component, end of period		$	190		$	165
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 months ended March 31, 2015 and 2014. 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 March 31,
	(Dollars in millions)		2015			2014
	Realized gains (losses):
	Gross realized gains		$	9		$	32
	Gross realized losses		(7		)	(19		)
	Net realized gains		2			13
	Credit-related OTTI recognized in earnings		(15		)	(5		)
	Total OTTI recognized in earnings		(15		)	(5		)
	Net securities (losses) gains		$	(13	)	$	8
	Total proceeds from sales		$	1,342		$	2,976
Schedule of Outstanding Contractual Balance and Carrying Value of Credit-Impaired ING Direct Debt Securities	The table below presents the outstanding balance, carrying value and amortized cost of the acquired credit-impaired debt securities as of March 31, 2015 and December 31, 2014.
	Table 3.10: Outstanding Balance and Carrying Value of Acquired Securities
	(Dollars in millions)		March 31, 2015			December 31, 2014
	Outstanding balance		$	4,076		$	4,259
	Carrying value		2,787			2,839
	Amortized cost		2,307			2,354
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, 2014		$	1,250
	Accretion recognized in earnings		(61		)
	Reduction due to payoffs, disposals, transfers and other		(1		)
	Net reclassifications from (to) nonaccretable difference		(17		)
	Accretable yield as of March 31, 2015		$	1,171

Loans_Tables

Loans (Tables)	3 Months Ended
	Mar. 31, 2015
Receivables [Abstract]
Loan Portfolio Composition and Aging Analysis	The table below presents the composition and an aging analysis of our loans held for investment portfolio, which includes restricted loans for securitization investors, as of March 31, 2015 and December 31, 2014. The delinquency aging includes all past due loans, both performing and nonperforming.
	Table 4.1: Loan Portfolio Composition and Aging Analysis
			March 31, 2015
	(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)		$	71,947			$	637			$	456			$	1,070			$	2,163			$	21		$	74,131
	International credit card		7,361				102				61				99				262				0			7,623
	Total credit card		79,308				739				517				1,169				2,425				21			81,754
	Consumer Banking:
	Auto		36,788				1,514				515				120				2,149				0			38,937
	Home loan		6,509				49				25				208				282				22,114			28,905
	Retail banking		3,458				17				9				14				40				39			3,537
	Total consumer banking		46,755				1,580				549				342				2,471				22,153			71,379
	Commercial Banking:
	Commercial and multifamily real estate		22,695				43				5				51				99				37			22,831
	Commercial and industrial		26,800				14				120				115				249				123			27,172
	Total commercial lending		49,495				57				125				166				348				160			50,003
	Small-ticket commercial real estate		725				4				4				5				13				0			738
	Total commercial banking		50,220				61				129				171				361				160			50,741
	Other:
	Other loans		91				4				1				8				13				0			104
	Total loans(2)		$	176,374			$	2,384			$	1,196			$	1,690			$	5,270			$	22,334		$	203,978
	% of Total loans		86.47		%		1.17		%		0.58		%		0.83		%		2.58		%		10.95		%	100		%
			December 31, 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)		$	75,143			$	790			$	567			$	1,181			$	2,538			$	23		$	77,704
	International credit card		7,878				114				69				111				294				0			8,172
	Total credit card		83,021				904				636				1,292				2,832				23			85,876
	Consumer Banking:
	Auto		35,142				1,751				734				197				2,682				0			37,824
	Home loan		6,492				57				27				218				302				23,241			30,035
	Retail banking		3,496				17				7				16				40				44			3,580
	Total consumer banking		45,130				1,825				768				431				3,024				23,285			71,439
	Commercial Banking:
	Commercial and multifamily real estate		22,974				74				7				36				117				46			23,137
	Commercial and industrial		26,753				29				10				34				73				146			26,972
	Total commercial lending		49,727				103				17				70				190				192			50,109
	Small-ticket commercial real estate		771				6				1				3				10				0			781
	Total commercial banking		50,498				109				18				73				200				192			50,890
	Other:
	Other loans		97				3				2				9				14				0			111
	Total loans(2)		$	178,746			$	2,841			$	1,424			$	1,805			$	6,070			$	23,500		$	208,316
	% of Total loans		85.81		%		1.36		%		0.68		%		0.87		%		2.91		%		11.28		%	100		%
	__________
	(1)	Includes installment loans of $123 million and $144 million as of March 31, 2015 and December 31, 2014, respectively.
	(2)	Loans as presented are net of unearned income, unamortized premiums and discounts, and net unamortized deferred fees and costs totaling $1.0 billion and $1.1 billion as of March 31, 2015 and December 31, 2014, 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 March 31, 2015 and December 31, 2014.
	Table 4.2: 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans(1)
			March 31, 2015								December 31, 2014
	(Dollars in millions)		> 90 Days and Accruing				Nonperforming				> 90 Days and Accruing				Nonperforming
							Loans								Loans
	Credit Card:
	Domestic credit card		$	1,070			$	0			$	1,181			$	0
	International credit card		64				64				73				70
	Total credit card		1,134				64				1,254				70
	Consumer Banking:
	Auto		0				120				0				197
	Home loan		0				336				0				330
	Retail banking		1				25				1				22
	Total consumer banking		1				481				1				549
	Commercial Banking:
	Commercial and multifamily real estate		24				40				7				62
	Commercial and industrial		60				106				1				106
	Total commercial lending		84				146				8				168
	Small-ticket commercial real estate		0				12				0				7
	Total commercial banking		84				158				8				175
	Other:
	Other loans		0				14				0				15
	Total		$	1,219			$	717			$	1,263			$	809
	% of Total loans		0.6		%		0.35		%		0.61		%		0.39		%
	__________
	(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 March 31, 2015 and December 31, 2014, and for the three months ended March 31, 2015 and 2014:
	Table 4.9: Impaired Loans(1)
			March 31, 2015
	(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		$	538			$	0			$	538			$	143			$	395			$	523
	International credit card		135				0				135				67				68				130
	Total credit card(2)		673				0				673				210				463				653
	Consumer Banking:
	Auto(3)		249				204				453				22				431				717
	Home loan		219				146				365				16				349				467
	Retail banking		46				8				54				9				45				57
	Total consumer banking		514				358				872				47				825				1,241
	Commercial Banking:
	Commercial and multifamily real estate		107				13				120				19				101				134
	Commercial and industrial		144				67				211				13				198				231
	Total commercial lending		251				80				331				32				299				365
	Small-ticket commercial real estate		4				9				13				0				13				15
	Total commercial banking		255				89				344				32				312				380
	Total		$	1,442			$	447			$	1,889			$	289			$	1,600			$	2,274
			December 31, 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		$	546			$	0			$	546			$	145			$	401			$	531
	International credit card		146				0				146				74				72				141
	Total credit card(2)		692				0				692				219				473				672
	Consumer Banking:
	Auto(3)		230				205				435				19				416				694
	Home loan		218				149				367				17				350				472
	Retail banking		45				5				50				6				44				52
	Total consumer banking		493				359				852				42				810				1,218
	Commercial Banking:
	Commercial and multifamily real estate		120				26				146				23				123				163
	Commercial and industrial		161				55				216				16				200				233
	Total commercial lending		281				81				362				39				323				396
	Small-ticket commercial real estate		3				5				8				0				8				10
	Total commercial banking		284				86				370				39				331				406
	Total		$	1,469			$	445			$	1,914			$	300			$	1,614			$	2,296
			Three Months Ended March 31,
			2015								2014
	(Dollars in millions)		Average				Interest				Average				Interest
			Recorded				Income				Recorded				Income
			Investment				Recognized				Investment				Recognized
	Credit Card:
	Domestic credit card		$	542			$	14			$	596			$	15
	International credit card		141				2				169				3
	Total credit card(2)		683				16				765				18
	Consumer Banking:
	Auto(3)		444				21				363				17
	Home loan		366				1				402				1
	Retail banking		52				0				83				1
	Total consumer banking		862				22				848				19
	Commercial Banking:
	Commercial and multifamily real estate		133				1				169				2
	Commercial and industrial		213				1				179				1
	Total commercial lending		346				2				348				3
	Small-ticket commercial real estate		10				0				7				0
	Total commercial banking		356				2				355				3
	Total		$	1,901			$	40			$	1,968			$	40
	__________
(1)	Impaired loans include loans modified in TDRs, all nonperforming commercial loans, and nonperforming home loans 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 recorded investment amount of loans modified in 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 March 31,
			2015						2014
	(Dollars in millions)		Number of		Amount				Number of		Amount
			Contracts						Contracts
	Credit Card:
	Domestic credit card		9,667		$	16			11,061		$	16
	International credit card(1)		8,548		20				10,521		30
	Total credit card		18,215		36				21,582		46
	Consumer Banking:
	Auto		1,747		20				1,322		13
	Home loan		5		0				6		2
	Retail banking		10		1				25		7
	Total consumer banking		1,762		21				1,353		22
	Commercial Banking:
	Commercial and multifamily real estate		0		0				3		6
	Commercial and industrial		0		0				1		0
	Total commercial lending		0		0				4		6
	Small-ticket commercial real estate		0		0				6		2
	Total commercial banking		0		0				10		8
	Total		19,977		$	57			22,945		$	76
	_______________
	(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, recorded investment amounts and financial effects of loans modified in TDRs during for the three months ended March 31, 2015 and 2014:
	Table 4.10: Troubled Debt Restructurings
			Total				Three Months Ended March 31, 2015
			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		$	72			100	%		12.13	%		0	%		0		0	%		$	0
	International credit card		32				100			25.79			0			0		0			0
	Total credit card		104				100			16.39			0			0		0			0
	Consumer Banking:
	Auto		88				41			1.71			71			9		28			22
	Home loan		7				67			2.85			66			171		0			0
	Retail banking		5				61			9.36			91			4		0			0
	Total consumer banking		100				44			2.36			72			20		24			22
	Commercial Banking:
	Commercial and multifamily real estate		3				0			0			100			35		77			1
	Commercial and industrial		21				0			2.02			3			7		0			0
	Total commercial lending		24				0			2.02			13			29		8			1
	Small-ticket commercial real estate		0				0			0			0			0		0			0
	Total commercial banking		24				0			2.02			13			29		8			1
	Total		$	228			65			12.19			33			20		12			$	23
			Total				Three Months Ended March 31, 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		$	67			100	%		11.5	%		0	%		0		0	%		$	0
	International credit card		43				100			25.2			0			0		0			0
	Total credit card		110				100			16.82			0			0		0			0
	Consumer Banking:
	Auto		77				40			0.94			67			9		32			22
	Home loan		8				19			1.25			30			138		13			1
	Retail banking		6				8			4.01			59			6		0			0
	Total consumer banking		91				36			1			63			14		29			23
	Commercial Banking:
Commercial and multifamily real estate		62				33			1.37			100			8		0			0
Commercial and industrial		1				0			0			64			11		0			0
Total commercial lending		63				33			1.37			99			8		0			0
Small-ticket commercial real estate		0				0			0			0			0		0			0
Total commercial banking		63				33			1.37			99			8		0			0
Total		$	264			62			11.7			46			11		10			$	23
__________
(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 balance and the carrying value of loans from the ING Direct, CCB and 2012 U.S. card acquisitions accounted for based on expected cash flows as of March 31, 2015 and December 31, 2014. 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
			March 31, 2015												December 31, 2014
	(Dollars in millions)		Total				Impaired				Non-Impaired				Total				Impaired				Non-Impaired
							Loans				Loans								Loans				Loans
	Outstanding balance		$	24,037			$	4,184			$	19,853			$	25,201			$	4,279			$	20,922
	Carrying value(1)		22,343				2,808				19,535				23,519				2,882				20,637
	__________
	(1)	Includes $34 million and $27 million of allowance for loan and lease losses for these loans as of March 31, 2015 and December 31, 2014, respectively. We recorded a $7 million provision and $2 million release of allowance for credit losses for the three months ended March 31, 2015 and 2014, respectively, for certain pools of Acquired Loans.
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, 2014		$	4,653			$	1,485			$	3,168
	Accretion recognized in earnings		(237		)		(87		)		(150		)
	Reclassifications from (to) nonaccretable difference for loans with changing cash flows(1)		35				45				(10		)
	Changes in accretable yield for non-credit related changes in expected cash flows(2)		110				84				26
	Accretable yield as of March 31, 2015		$	4,561			$	1,527			$	3,034
	__________
	(1)	Represents changes in accretable yield for those loans in pools that are driven primarily by credit performance.
	(2)	Represents changes in accretable yield for those loans in 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 March 31, 2015 and December 31, 2014. We also present comparative net charge-offs for the three months ended March 31, 2015 and 2014.
	Table 4.3: Credit Card: Risk Profile by Geographic Region and Delinquency Status
			March 31, 2015							December 31, 2014
	(Dollars in millions)		Amount				% of			Amount				% of
							Total(1)							Total(1)
	Domestic credit card:
	California		$	8,326			10.2	%		$	8,574			10	%
	New York		5,339				6.5			5,610				6.5
	Texas		5,190				6.4			5,382				6.3
	Florida		4,635				5.7			4,794				5.6
	Illinois		3,525				4.3			3,747				4.4
	Pennsylvania		3,349				4.1			3,581				4.2
	Ohio		2,882				3.5			3,075				3.6
	New Jersey		2,714				3.3			2,868				3.3
	Michigan		2,516				3.1			2,681				3.1
	Other		35,655				43.6			37,392				43.5
	Total domestic credit card		74,131				90.7			77,704				90.5
	International credit card:
	Canada		4,443				5.4			4,747				5.5
	United Kingdom		3,180				3.9			3,425				4
	Total international credit card		7,623				9.3			8,172				9.5
	Total credit card		$	81,754			100	%		$	85,876			100	%
	Selected credit metrics(2):
	30+ day delinquencies		$	2,425			2.97	%		$	2,832			3.3	%
	90+ day delinquencies		1,169				1.43			1,292				1.5
	__________
	(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 March 31,
			2015							2014
	(Dollars in millions)		Amount				Rate(1)			Amount				Rate(1)
	Net charge-offs:
	Domestic credit card		$	664			3.55	%		$	700			4.01	%
	International credit card		55				2.8			80				4.17
	Total credit card		$	719			3.48			$	780			4.02
	__________
	(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, including Acquired Loans. We also present the delinquency and nonperforming loan rates of our consumer banking loan portfolio as of March 31, 2015 and December 31, 2014, and net charge-offs for the three months ended March 31, 2015 and 2014.
	Table 4.5: Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status
			March 31, 2015							December 31, 2014
	(Dollars in millions)		Amount				% of Total(1)			Amount				% of
														Total(1)
	Auto:
	Texas		$	5,323			7.4	%		$	5,248			7.4	%
	California		4,248				6			4,081				5.7
	Florida		2,919				4.1			2,737				3.8
	Georgia		2,124				3			2,066				2.9
	Louisiana		1,820				2.5			1,773				2.5
	Illinois		1,722				2.4			1,676				2.4
	Ohio		1,607				2.2			1,566				2.2
	Other		19,174				26.9			18,677				26.1
	Total auto		38,937				54.5			37,824				53
	Home loan:
	California		6,696				9.4			6,943				9.7
	New York		2,387				3.3			2,452				3.4
	Illinois		1,792				2.5			1,873				2.6
	Maryland		1,674				2.3			1,720				2.4
	Virginia		1,500				2.1			1,538				2.2
	New Jersey		1,471				2.1			1,529				2.1
	Florida		1,317				1.8			1,375				1.9
	Other		12,068				17			12,605				17.7
	Total home loan		28,905				40.5			30,035				42
	Retail banking:
	Louisiana		1,098				1.6			1,120				1.5
	New York		873				1.2			881				1.2
	Texas		749				1			756				1.1
	New Jersey		252				0.4			265				0.4
	Maryland		165				0.2			167				0.2
	Virginia		142				0.2			132				0.2
	California		50				0.1			52				0.1
	Other		208				0.3			207				0.3
	Total retail banking		3,537				5			3,580				5
	Total consumer banking		$	71,379			100	%		$	71,439			100	%
			March 31, 2015
			Auto							Home Loan							Retail Banking							Total Consumer
																								Banking
	(Dollars in millions)		Amount				Rate			Amount				Rate(2)			Amount				Rate			Amount			Rate(2)
	Credit performance:
	30+ day delinquencies		$	2,149			5.52	%		$	282			0.97	%		$	40			1.12	%		$	2,471		3.46	%
	90+ day delinquencies		120				0.31			208				0.72			14				0.4			342			0.48
	Nonperforming loans		120				0.31			336				1.16			25				0.71			481			0.67
			December 31, 2014
			Auto							Home Loan							Retail Banking							Total Consumer
																								Banking
	(Dollars in millions)		Amount				Rate			Amount				Rate(2)			Amount				Rate			Amount			Rate(2)
	Credit performance:
	30+ day delinquencies		$	2,682			7.09	%		$	302			1.01	%		$	40			1.11	%		$	3,024		4.23	%
	90+ day delinquencies		197				0.52			218				0.73			16				0.44			431			0.6
	Nonperforming loans		197				0.52			330				1.1			22				0.61			549			0.77
	__________
	(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)	Excluding the impact of Acquired Loans, the 30+ day delinquency rates, 90+ day delinquency rates, and the nonperforming loans rates for home loan portfolio were 4.15%, 3.06% and 4.94% as of March 31, 2015; and 4.45%, 3.21% and 4.86% as of December 31, 2014; and for total Consumer Banking were 5.02%, 0.70% and 0.98% as of March 31, 2015; and 6.28%, 0.89% and 1.14% as of December 31, 2014.
Schedule of Net Charge-Offs	Table 4.6: Consumer Banking: Net Charge-offs
			Three Months Ended March 31,
			2015							2014
	(Dollars in millions)		Amount				Rate(1)			Amount				Rate(1)
	Net charge-offs:
	Auto		$	148			1.55	%		$	134			1.66	%
	Home loan		2				0.03			5				0.06
	Retail banking		9				0.96			9				0.95
	Total consumer banking		$	159			0.89			$	148			0.84
	_________
	(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 March 31, 2015 and December 31, 2014, based on selected key risk characteristics.
	Table 4.7: Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type
			March 31, 2015
			Loans							Acquired Loans							Total Home Loans
	(Dollars in millions)		Amount				% of			Amount				% of			Amount				% of
							Total(1)							Total(1)							Total(1)
	Origination year:(2)
	< =006		$	2,706			9.4	%		$	5,520			19.1	%		$	8,226			28.5	%
	2007		309				1.1			4,648				16			4,957				17.1
	2008		178				0.6			3,337				11.6			3,515				12.2
	2009		104				0.4			1,870				6.4			1,974				6.8
	2010		113				0.4			2,864				9.9			2,977				10.3
	2011		208				0.7			3,251				11.3			3,459				12
	2012		1,536				5.3			500				1.7			2,036				7
	2013		633				2.2			81				0.3			714				2.5
	2014		734				2.5			35				0.1			769				2.6
	2015		270				0.9			8				0.1			278				1
	Total		$	6,791			23.5	%		$	22,114			76.5	%		$	28,905			100	%
	Geographic concentration:(3)
	California		$	931			3.2	%		$	5,765			19.9	%		$	6,696			23.1	%
	New York		1,363				4.7			1,024				3.5			2,387				8.2
	Illinois		93				0.3			1,699				5.9			1,792				6.2
	Maryland		464				1.6			1,210				4.2			1,674				5.8
	Virginia		395				1.3			1,105				3.9			1,500				5.2
	New Jersey		337				1.2			1,134				3.9			1,471				5.1
	Florida		162				0.6			1,155				4			1,317				4.6
	Arizona		90				0.3			1,165				4			1,255				4.3
	Louisiana		1,171				4.1			36				0.1			1,207				4.2
	Washington		105				0.4			985				3.4			1,090				3.8
	Other		1,680				5.8			6,836				23.7			8,516				29.5
	Total		$	6,791			23.5	%		$	22,114			76.5	%		$	28,905			100	%
	Lien type:
	1st lien		$	5,776			20	%		$	21,766			75.3	%		$	27,542			95.3	%
	2nd lien		1,015				3.5			348				1.2			1,363				4.7
	Total		$	6,791			23.5	%		$	22,114			76.5	%		$	28,905			100	%
	Interest rate type:
	Fixed rate		$	2,513			8.7	%		$	2,702			9.3	%		$	5,215			18	%
	Adjustable rate		4,278				14.8			19,412				67.2			23,690				82
	Total		$	6,791			23.5	%		$	22,114			76.5	%		$	28,905			100	%
			December 31, 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)
	< =006		$	2,827			9.4	%		$	5,715			19.1	%		$	8,542			28.5	%
	2007		320				1.1			4,766				15.8			5,086				16.9
	2008		187				0.6			3,494				11.7			3,681				12.3
	2009		107				0.4			1,999				6.6			2,106				7
	2010		120				0.4			3,108				10.3			3,228				10.7
	2011		221				0.7			3,507				11.7			3,728				12.4
	2012		1,620				5.4			533				1.8			2,153				7.2
	2013		661				2.2			85				0.3			746				2.5
	2014		731				2.4			34				0.1			765				2.5
	Total		$	6,794			22.6	%		$	23,241			77.4	%		$	30,035			100	%
	Geographic concentration:(3)
	California		$	924			3.1	%		$	6,019			20	%		$	6,943			23.1	%
	New York		1,379				4.6			1,073				3.6			2,452				8.2
	Illinois		86				0.3			1,787				5.9			1,873				6.2
	Maryland		457				1.5			1,263				4.2			1,720				5.7
	Virginia		385				1.3			1,153				3.8			1,538				5.1
	New Jersey		341				1.1			1,188				4			1,529				5.1
	Florida		161				0.5			1,214				4.1			1,375				4.6
	Arizona		89				0.3			1,215				4.1			1,304				4.4
	Louisiana		1,205				4			38				0.1			1,243				4.1
Washington		109				0.4			1,038				3.4			1,147				3.8
Other		1,658				5.5			7,253				24.2			8,911				29.7
Total		$	6,794			22.6	%		$	23,241			77.4	%		$	30,035			100	%
Lien type:
1st lien		$	5,756			19.2	%		$	22,883			76.2	%		$	28,639			95.4	%
2nd lien		1,038				3.4			358				1.2			1,396				4.6
Total		$	6,794			22.6	%		$	23,241			77.4	%		$	30,035			100	%
Interest rate type:
Fixed rate		$	2,446			8.1	%		$	2,840			9.5	%		$	5,286			17.6	%
Adjustable rate		4,348				14.5			20,401				67.9			24,749				82.4
Total		$	6,794			22.6	%		$	23,241			77.4	%		$	30,035			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.
Our recorded investment in home loans for properties that are in process of foreclosure was $583 million as of March 31, 2015. We commence the foreclosure process on home loans when a borrower becomes at least 120 days delinquent in accordance with Consumer Financial Protection Bureau regulations. Foreclosure procedures and time lines vary according to state law. As of March 31, 2015 and December 31, 2014, the carrying value of the foreclosed residential real estate properties which we hold and report as other assets on our consolidated balance sheet totaled $133 million and $131 million, respectively.
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 March 31, 2015 and December 31, 2014.
	Table 4.8: Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating
			March 31, 2015
	(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		$	14,677			64.3	%		$	6,448			23.7	%		$	452			61.2	%		$	21,577		42.5	%
	Mid-Atlantic		2,578				11.3			2,138				7.9			28				3.8			4,744			9.3
	South		3,375				14.8			12,133				44.7			46				6.2			15,554			30.7
	Other		2,201				9.6			6,453				23.7			212				28.8			8,866			17.5
	Total		$	22,831			100	%		$	27,172			100	%		$	738			100	%		$	50,741		100	%
	Internal risk rating:(3)
	Loans:
	Noncriticized		$	22,283			97.6	%		$	25,933			95.4	%		$	722			97.8	%		$	48,938		96.5	%
	Criticized performing		508				2.2			1,133				4.2			4				0.6			1,645			3.2
	Criticized nonperforming		40				0.2			106				0.4			12				1.6			158			0.3
	Total		$	22,831			100	%		$	27,172			100	%		$	738			100	%		$	50,741		100	%
			December 31, 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		$	15,135			65.4	%		$	6,384			23.7	%		$	478			61.2	%		$	21,997		43.2	%
	Mid-Atlantic		2,491				10.8			2,121				7.9			30				3.8			4,642			9.1
	South		3,070				13.3			12,310				45.6			48				6.2			15,428			30.3
	Other		2,441				10.5			6,157				22.8			225				28.8			8,823			17.4
	Total		$	23,137			100	%		$	26,972			100	%		$	781			100	%		$	50,890		100	%
	Internal risk rating:(3)
	Loans:
	Noncriticized		$	22,535			97.4	%		$	25,982			96.3	%		$	767			98.2	%		$	49,284		96.9	%
	Criticized performing		540				2.3			884				3.3			7				0.9			1,431			2.8
	Criticized nonperforming		62				0.3			106				0.4			7				0.9			175			0.3
	Total		$	23,137			100	%		$	26,972			100	%		$	781			100	%		$	50,890		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)	3 Months Ended
	Mar. 31, 2015
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 March 31, 2015 and December 31, 2014.
	Table 5.2: Components of Allowance for Loan and Lease Losses by Impairment Methodology
			March 31, 2015
						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:
	Collectively evaluated(1)		$	2,920		$	675		$	19		$	52		$	746		$	411		$	5		$	4,082
	Asset-specific(2)		210			22			16			9			47			32			0			289
	Acquired Loans(3)		0			0			33			0			33			1			0			34
	Total allowance for loan and lease losses		$	3,130		$	697		$	68		$	61		$	826		$	444		$	5		$	4,405
	Loans held for investment:
	Collectively evaluated(1)		$	81,060		$	38,688		$	6,426		$	3,444		$	48,558		$	50,237		$	104		$	179,959
	Asset-specific(2)		673			249			365			54			668			344			0			1,685
	Acquired Loans(3)		21			0			22,114			39			22,153			160			0			22,334
	Total loans held for investment		$	81,754		$	38,937		$	28,905		$	3,537		$	71,379		$	50,741		$	104		$	203,978
	Allowance as a percentage of period-end loans held for investment		3.83		%	1.79		%	0.23		%	1.74		%	1.16		%	0.87		%	4.48		%	2.16		%
			December 31, 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:
	Collectively evaluated(1)		$	2,985		$	642		$	18		$	50		$	710		$	356		$	5		$	4,056
	Asset-specific(2)		219			19			17			6			42			39			0			300
	Acquired Loans(3)		0			0			27			0			27			0			0			27
	Total allowance for loan and lease losses		$	3,204		$	661		$	62		$	56		$	779		$	395		$	5		$	4,383
	Loans held for investment:
	Collectively evaluated(1)		$	85,161		$	37,594		$	6,427		$	3,486		$	47,507		$	50,328		$	111		$	183,107
	Asset-specific(2)		692			230			367			50			647			370			0			1,709
	Acquired Loans(3)		23			0			23,241			44			23,285			192			0			23,500
	Total loans held for investment		$	85,876		$	37,824		$	30,035		$	3,580		$	71,439		$	50,890		$	111		$	208,316
	Allowance as a percentage of period-end loans held for investment		3.73		%	1.75		%	0.21		%	1.58		%	1.09		%	0.78		%	4.68		%	2.1		%
	__________
	(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 1—Summary of Significant Accounting Policies” in our 2014 Form 10-K for details on these loans.
	The table below summarizes changes in the allowance for loan and lease losses, by portfolio segment, for the three months ended March 31, 2015 and 2014.
	Table 5.1: Allowance for Loan and Lease Losses
			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, 2014		$	3,204		$	661		$	62		$	56		$	779		$	395		$	5		$	4,383		$	113	$	4,496
	Provision for credit losses		669			184			8			14			206			52			0			927			8		935
	Charge-offs		(1,022		)	(233		)	(4		)	(13		)	(250		)	(9		)	(3		)	(1,284		)	0		(1,284		)
	Recoveries		303			85			2			4			91			6			3			403			0		403
	Net charge-offs		(719		)	(148		)	(2		)	(9		)	(159		)	(3		)	0			(881		)	0		(881		)
	Other changes(2)		(24		)	0			0			0			0			0			0			(24		)	0		(24		)
	Balance as of March 31, 2015		$	3,130		$	697		$	68		$	61		$	826		$	444		$	5		$	4,405		$	121	$	4,526
			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 (benefit) for credit losses		558			136			(6		)	10			140			28			(3		)	723			12		735
	Charge-offs		(1,095		)	(205		)	(11		)	(15		)	(231		)	(7		)	(2		)	(1,335		)	0		(1,335		)
	Recoveries		315			71			6			6			83			3			3			404			0		404
	Net charge-offs		(780		)	(134		)	(5		)	(9		)	(148		)	(4		)	1			(931		)	0		(931		)
Other changes(2)		(8		)	0			0			0			0			0			(1		)	(9		)	0		(9		)
Balance as of March 31, 2014		$	2,984		$	608		$	72		$	64		$	744		$	362		$	8		$	4,098		$	99	$	4,197
_________
(1)	Other consists of our discontinued GreenPoint mortgage operations loan portfolio and our community redevelopment loan portfolio.
(2)	Represents foreign currency translation adjustments and the net impact of loan transfers and sales.

Variable_Interest_Entities_and1

Variable Interest Entities and Securitizations (Tables)	3 Months Ended
	Mar. 31, 2015
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 March 31, 2015 and December 31, 2014. 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
			March 31, 2015
			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(1)		$	34,172	$	13,425		$	0		$	0		$	0
	Home loan securitizations(2)		0		0			223			28			892
	Total securitization-related VIEs		34,172		13,425			223			28			892
	Other VIEs:
	Affordable housing entities		0		0			3,502			463			3,502
	Entities that provide capital to low-income and rural communities		384		100			0			0			0
	Other		0		0			70			0			70
	Total other VIEs		384		100			3,572			463			3,572
	Total VIEs		$	34,556	$	13,525		$	3,795		$	491		$	4,464
			December 31, 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(1)		$	36,779	$	12,350		$	0		$	0		$	0
	Home loan securitizations(2)		0		0			221			31			876
	Total securitization-related VIEs		36,779		12,350			221			31			876
	Other VIEs:
	Affordable housing entities		0		0			3,500			488			3,500
	Entities that provide capital to low-income and rural communities		374		99			1			0			1
	Other		4		0			74			0			74
	Total other VIEs		378		99			3,575			488			3,575
	Total VIEs		$	37,157	$	12,449		$	3,796		$	519		$	4,451
	__________
	(1)	Represents the gross amount of assets and liabilities owned by the VIE, which includes seller’s interest and retained and repurchased notes held by other related parties.
	(2)	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 March 31, 2015 and December 31, 2014.
	Table 6.2: Continuing Involvement in Securitization-Related VIEs
			Non-Mortgage		Mortgage
	(Dollars in millions)		Credit		Option			GreenPoint			GreenPoint
			Card		ARM			HELOCs			Manufactured
											Housing
	March 31, 2015:
	Securities held by third-party investors		$	12,717	$	1,971		$	90		$	862
	Receivables in the trust		33,938		2,037			84			868
	Cash balance of spread or reserve accounts		0		8			N/A			145
	Retained interests		Yes		Yes			Yes			Yes
	Servicing retained		Yes		Yes		(1)	No			No		(2)
	Amortization event(3)		No		No			No			No
	December 31, 2014:
	Securities held by third-party investors		$	11,624	$	2,026		$	95		$	887
	Receivables in the trust		36,545		2,094			89			893
	Cash balance of spread or reserve accounts		0		8			N/A			143
	Retained interests		Yes		Yes			Yes			Yes
	Servicing retained		Yes		Yes		(1)	No		(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)	3 Months Ended
	Mar. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Components of Goodwill and Other Intangible Assets	The table below displays the components of goodwill, intangible assets and MSRs as of March 31, 2015 and December 31, 2014. Goodwill is presented separately on our consolidated balance sheets. Intangible assets and MSRs are included in other assets on our consolidated balance sheets.
	Table 7.1: Components of Goodwill, Intangible Assets and MSRs
			31-Mar-15								31-Dec-14
	(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		$	13,978		N/A			$	13,978	$	13,978		N/A			$	13,978
	Intangible assets:
	Purchased credit card relationship (“PCCR”) intangibles		2,147			$	(1,235	)	912		2,124			$	(1,152	)	972
	Core deposit intangibles		1,771			(1,596		)	175		1,771			(1,569		)	202
	Other(2)		239			(114		)	125		300			(158		)	142
	Total intangible assets		4,157			(2,945		)	1,212		4,195			(2,879		)	1,316
	Total goodwill and intangible assets		$	18,135		$	(2,945	)	$	15,190	$	18,173		$	(2,879	)	$	15,294
	MSRs:
	Consumer MSRs(3)		$	53		N/A			$	53	$	53		N/A			$	53
	Commercial MSRs(4)		177			$	(30	)	147		171			$	(24	)	147
	Total MSRs		$	230		$	(30	)	$	200	$	224		$	(24	)	$	200
	__________
	(1)	Certain intangible assets that were fully amortized in prior periods were removed from our consolidated balance sheets.
	(2)	Primarily consists of brokerage relationship intangibles, partnership and other contract intangibles and tradename intangibles. Also includes certain indefinite-lived intangibles of $4 million as of both March 31, 2015 and December 31, 2014.
	(3)	Represents MSRs related to our Consumer Banking business that are carried at fair value on our consolidated balance sheets.
	(4)	Represents MSRs related to our Commercial Banking business that are subsequently measured under the amortization method and periodically assessed for impairment. None of these MSRs were impaired during the three months ended March 31, 2015 and 2014 and no valuation allowance was recorded as of March 31, 2015 and December 31, 2014.
Goodwill Attributable to Each Business Segments	The following table presents goodwill attributable to each of our business segments as of March 31, 2015 and December 31, 2014.
	Table 7.2: Goodwill Attributable to Business Segments
	(Dollars in millions)		Credit			Consumer			Commercial Banking		Total
			Card			Banking
	Balance as of December 31, 2014		$	5,001		$	4,593		$	4,384	$	13,978
	Acquisitions		0			5			0		5
	Other adjustments		(5		)	0			0		(5		)
	Balance as of March 31, 2015		$	4,996		$	4,598		$	4,384	$	13,978

Deposits_and_Borrowings_Tables

Deposits and Borrowings (Tables)	3 Months Ended
	Mar. 31, 2015
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 March 31, 2015 and December 31, 2014. 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)		March 31,			December 31,
			2015			2014
	Deposits:
	Non-interest bearing deposits		$	25,232		$	25,081
	Interest-bearing deposits		185,208			180,467
	Total deposits		$	210,440		$	205,548
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase		$	933		$	880
	FHLB advances		5,750			16,200
	Total short-term borrowings		$	6,683		$	17,080
			March 31, 2015
	(Dollars in millions)		Maturity		Interest Rate	Weighted		Outstanding Amount		December 31,
			Date			Average				2014
						Interest Rate
	Long-term debt:
	Securitized debt obligations(1)		2015 -2025		0.21 - 5.75%	1.35	%	$	12,717	$	11,624
	Senior and subordinated notes:(1)
	Fixed unsecured senior debt		2015 - 2025		1.00 - 6.75%	2.73		16,624		15,174
	Floating unsecured senior debt		2015 - 2018		0.71 - 0.94%	0.84		1,280		880
	Total unsecured senior debt					2.6		17,904		16,054
	Fixed unsecured subordinated debt		2016 - 2023		3.38 - 8.80%	4.97		2,655		2,630
	Total senior and subordinated notes							20,559		18,684
	Other long-term borrowings:
	FHLB advances		2015 - 2023		0.22 - 6.88%	0.55		1,070		1,069
	Total long-term debt							34,346		31,377
	Total short-term borrowings and long-term debt							$	41,029	$	48,457
	___________
	(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 months ended March 31, 2015 and 2014:
	Table 8.2: Components of Interest Expense on Short-Term Borrowings and Long-Term Debt
			Three Months Ended March 31,
	(Dollars in millions)		2015			2014
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase		$	0		$	0
	FHLB advances		8			6
	Total short-term borrowings		8			6
	Long-term debt:
	Securitized debt obligations(1)		33			38
	Senior and subordinated notes(1)		79			77
	Other long-term borrowings		7			6
	Total long-term debt		119			121
	Total interest expense on short-term borrowings and long-term debt		$	127		$	127
	__________
	(1)	Interest expense includes the impact from hedge accounting.

Derivative_Instruments_and_Hed1

Derivative Instruments and Hedging Activities (Tables)	3 Months Ended
	Mar. 31, 2015
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 on a gross basis as of March 31, 2015 and December 31, 2014, which 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. The total derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of legally enforceable master netting agreements and any associated cash collateral received or paid.
	Table 9.1: Derivative Assets and Liabilities at Fair Value
			March 31, 2015									December 31, 2014
			Notional or			Derivative(1)						Notional or		Derivative(1)
			Contractual									Contractual
	(Dollars in millions)		Amount			Assets			Liabilities			Amount		Assets			Liabilities
	Derivatives designated as accounting hedges:
	Interest rate contracts:
	Fair value hedges		$	26,793		$	577		$	47		$	24,543	$	480		$	39
	Cash flow hedges		25,210			437			13			24,450		222			18
	Total interest rate contracts		52,003			1,014			60			48,993		702			57
	Foreign exchange contracts:
	Cash flow hedges		5,140			340			1			5,546		221			2
	Net investment hedges		2,408			51			0			2,476		73			0
	Total foreign exchange contracts		7,548			391			1			8,022		294			2
	Total derivatives designated as accounting hedges		59,551			1,405			61			57,015		996			59
	Derivatives not designated as accounting hedges:
	Interest rate contracts covering:
	MSRs(2)		1,028			13			5			777		10			3
	Customer accommodation		27,918			485			329			27,646		413			251
	Other interest rate exposures(3)		2,740			36			21			2,614		33			21
	Total interest rate contracts		31,686			534			355			31,037		456			275
	Other contracts		586			0			6			593		0			5
	Total derivatives not designated as accounting hedges		32,272			534			361			31,630		456			280
	Total derivatives		$	91,823		$	1,939		$	422		$	88,645	$	1,452		$	339
	Less: netting adjustment(4)					(666		)	(165		)			(624		)	(164		)
	Total derivative assets/liabilities					$	1,273		$	257				$	828		$	175
	__________
	(1)	Derivative assets and liabilities include interest accruals.
	(2)	Includes interest rate swaps and To Be Announced (“TBA”) contracts.
	(3)	Other interest rate exposures include mortgage related derivatives.
	(4)	Represents balance sheet netting of derivative assets and liabilities, and related receivables, payables, and cash collateral. See Table 9.2 for further information.
Offsetting Assets	The following table presents as of March 31, 2015 and December 31, 2014, the gross and net fair values of our derivative assets and liabilities and repurchase agreements, as well as the related offsetting amount permitted under U.S. GAAP. The table also includes cash and non-cash collateral received or pledged associated with such arrangements. The collateral amounts shown are limited to the extent of the related net derivative fair values or outstanding balances, thus instances of over-collateralization are not shown.
	Table 9.2: Offsetting of Financial Assets and Financial Liabilities
			Gross			Gross Amounts Offset in the Balance Sheet						Net Amounts as Recognized		Securities Collateral Held Under Master Netting Agreements
	(Dollars in millions)		Amounts			Financial			Cash Collateral Received								Net
						Instruments											Exposure
	As of March 31, 2015
	Derivatives assets(1)		$	1,939		$	(70	)	$	(596	)	$	1,273	$	(121	)	$	1,152
	As of December 31, 2014
	Derivatives assets(1)		$	1,452		$	(101	)	$	(523	)	$	828	$	(80	)	$	748
Offsetting Liabilities
			Gross			Gross Amounts Offset in the Balance Sheet						Net Amounts as Recognized		Securities Collateral Pledged Under Master Netting Agreements
	(Dollars in millions)		Amounts			Financial			Cash Collateral Pledged								Net
						Instruments											Exposure
	As of March 31, 2015
	Derivatives liabilities(1)		$	422		$	(70	)	$	(95	)	$	257	$	0		$	257
	Repurchase agreements(2)		924			0			0			924		(924		)	0
	As of December 31, 2014
	Derivatives liabilities(1)		$	339		$	(101	)	$	(63	)	$	175	$	0		$	175
	Repurchase agreements(2)		869			0			0			869		(869		)	0
	__________
	(1)	The gross balances include derivative assets and derivative liabilities as of March 31, 2015 totaling $650 million and $207 million, respectively, related to the centrally cleared derivative contracts. The comparable amounts as of December 31, 2014 totaled $360 million and $127 million, respectively. These contracts were not subject to offsetting as of March 31, 2015 and December 31, 2014.
	(2)	As of March 31, 2015 and December 31, 2014, the Company only had repurchase obligations outstanding and did not have any reverse repurchase receivables.
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 months ended March 31, 2015 and 2014:
	Table 9.3: Gains and Losses on Fair Value Hedges and Free-Standing Derivatives
			Three Months Ended March 31,
	(Dollars in millions)		2015			2014
	Derivatives designated as accounting hedges:(1)
	Fair value interest rate contracts:
	Gains recognized in earnings on derivatives		$	153		$	31
	Losses recognized in earnings on hedged items		(148		)	(23		)
	Net fair value hedge ineffectiveness gains		5			8
	Derivatives not designated as accounting hedges:(1)
	Interest rate contracts covering:
	MSRs		6			7
	Customer accommodation		4			4
	Other interest rate exposures		2			5
	Total interest rate contracts		12			16
	Other contracts		(2		)	(3		)
	Total gains on derivatives not designated as accounting hedges		10			13
	Net derivative gains recognized in earnings		$	15		$	21
	__________
	(1)	Amounts are recorded in 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 months ended March 31, 2015 and 2014:
	Table 9.4: Gains and Losses on Derivatives Designated as Cash Flow Hedges and Net Investment Hedges
			Three Months Ended March 31,
	(Dollars in millions)		2015			2014
	Gains (losses) recorded in AOCI:
	Cash flow hedges:
	Interest rate contracts		$	210		$	45
	Foreign exchange contracts		(5		)	(5		)
	Subtotal		205			40
	Net investment hedges:
	Foreign exchange contracts		75			0
	Net derivatives gains recognized in AOCI		$	280		$	40
	Gains (losses) recorded in earnings:
	Cash flow hedges:
	Gains (losses) reclassified from AOCI into earnings:
	Interest rate contracts(1)		$	47		$	26
	Foreign exchange contracts(2)		(4		)	(5		)
	Subtotal		43			21
	Gains (losses) recognized in earnings due to ineffectiveness:
	Interest rate contracts(2)		2			1
	Net derivative gains recognized in earnings		$	45		$	22
	__________
	(1)	Amounts reclassified are recorded in our consolidated statements of income in interest income or interest expense.
	(2)	Amounts reclassified are recorded in our consolidated statements of income in other non-interest income.

Stockholders_Equity_Tables

Stockholders' Equity (Tables)	3 Months Ended
	Mar. 31, 2015
Equity [Abstract]
Schedule of Preferred Stock	The following table summarizes the Company’s preferred stock issued and outstanding as of March 31, 2015 and December 31, 2014.
	Table 10.1: Preferred Stock Issued and Outstanding
																	Carrying Value (in millions)
	Series		Issuance Date		Redeemable by Issuer Beginning		Non-cumulative Fixed Dividend Rate per Annum			Redemption Price per Depositary Share				Number of Depositary Shares(1)			31-Mar-15				31-Dec-14
	Series B		20-Aug-12		1-Sep-17		6	%		$	25			35,000,000			$	853			$	853
	Series C		12-Jun-14		1-Sep-19		6.25			25				20,000,000			484				484
	Series D		31-Oct-14		1-Dec-19		6.7			25				20,000,000			485				485
	Total																$	1,822			$	1,822
	__________
	(1)	Each depositary share represents a 1/40th interest in a share of fixed-rate non-cumulative perpetual preferred stock.
Change in AOCI Gain (Loss) by Component (Net of Tax)	The following table presents the changes in AOCI by component for the three months ended March 31, 2015 and 2014.
	Table 10.2: Accumulated Other Comprehensive Income
	(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, 2014		$	410			$	(821	)		$	10			$	(8	)		$	(21	)		$	(430	)
	Other comprehensive income (loss) before reclassifications		114				0				205				(84		)		(1		)		234
	Amounts reclassified from AOCI into earnings		8				20				(43		)		0				(1		)		(16		)
	Net other comprehensive income (loss)		122				20				162				(84		)		(2		)		218
	AOCI as of March 31, 2015		$	532			$	(801	)		$	172			$	(92	)		$	(23	)		$	(212	)
	(Dollars in millions)		Securities				Securities Held to Maturity(1)				Cash Flow				Foreign				Other				Total
			Available								Hedges				Currency
			for Sale												Translation Adjustments
	AOCI as of December 31, 2013		$	106			$	(897	)		$	(110	)		$	40			$	(11	)		$	(872	)
	Other comprehensive income (loss) before reclassifications		149				0				40				(13		)		0				176
	Amounts reclassified from AOCI into earnings		(5		)		13				(21		)		0				(1		)		(14		)
	Net other comprehensive income (loss)		144				13				19				(13		)		(1		)		162
	AOCI as of March 31, 2014		$	250			$	(884	)		$	(91	)		$	27			$	(12	)		$	(710	)
	__________
	(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 at the date of transfer from the securities available for sale to 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)	Includes the impact from hedging instruments designated as net investment hedges
Reclassifications from AOCI	The following table presents the impacts on net income of amounts reclassified from each component of AOCI for the three months ended March 31, 2015 and 2014.
	Table 10.3: Reclassifications from AOCI
					Amount Reclassified from AOCI
	(Dollars in millions)				Three Months Ended March 31,
	AOCI Components		Affected Income Statement Line Item		2015				2014
	Securities available for sale:
			Non-interest income - Other		$	2			$	13
			Non-interest income - OTTI		(15		)		(5		)
			(Loss) income from continuing operations before income taxes		(13		)		8
			Income tax (benefit) provision		(5		)		3
			Net (loss) income		(8		)		5
	Securities held to maturity:(1)
			Non-interest income - Other		(33		)		(28		)
			Income tax benefit		(13		)		(15		)
			Net loss		(20		)		(13		)
	Cash flow hedges:
	Interest rate contracts:		Interest income - Other		75				42
	Foreign exchange contracts:		Non-interest income - Other		(7		)		(8		)
			Income from continuing operations before income taxes		68				34
			Income tax provision		25				13
			Net income		43				21
	Other:
			Various (pension and other)		1				1
			Income tax provision (benefit)		0				0
			Net income		1				1
	Total reclassifications				$	16			$	14
	__________
	(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 months ended March 31, 2015 and 2014:
	Table 10.4: Other Comprehensive Income (Loss)
			Three Months Ended March 31,
			2015												2014
	(Dollars in millions)		Before				Provision				After				Before				Provision				After
			Tax				(Benefit)				Tax				Tax				(Benefit)				Tax
	Other comprehensive income (loss):
	Net unrealized gains on securities available for sale		$	190			$	68			$	122			$	229			$	85			$	144
	Net changes in securities held to maturity		33				13				20				28				15				13
	Net unrealized gains on cash flow hedges		258				96				162				30				11				19
	Foreign currency translation adjustments(1)		(41		)		43				(84		)		(13		)		0				(13		)
	Other		(4		)		(2		)		(2		)		(1		)		0				(1		)
	Other comprehensive income		$	436			$	218			$	218			$	273			$	111			$	162
	__________
	(1)	Includes the impact from hedging instruments designated as net investment hedges.

Earnings_Per_Common_Share_Tabl

Earnings Per Common Share (Tables)	3 Months Ended
	Mar. 31, 2015
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 March 31,
	(Dollars and shares in millions, except per share data)		2015			2014
	Basic earnings
	Income from continuing operations, net of tax		$	1,134		$	1,124
	Income from discontinued operations, net of tax		19			30
	Net income		1,153			1,154
	Dividends and undistributed earnings allocated to participating securities(1)		(6		)	(5		)
	Preferred stock dividends		(32		)	(13		)
	Net income available to common stockholders		$	1,115		$	1,136
	Net income from continuing operations per share		$	2		$	1.94
	Income from discontinued operations per share		0.03			0.05
	Net income per share		$	2.03		$	1.99
	Total weighted-average basic shares outstanding		550.2			571
	Diluted earnings(2)
	Net income available to common stockholders		$	1,115		$	1,136
	Net income from continuing operations per share		$	1.97		$	1.91
	Income from discontinued operations per share		0.03			0.05
	Net income per share		$	2		$	1.96
	Total weighted-average basic shares outstanding		550.2			571
	Effect of dilutive securities:
	Stock options		2.6			2.4
	Other contingently issuable shares		1.5			1.5
	Warrants(3)		2.9			5.4
	Total effect of dilutive securities		7			9.3
	Total weighted-average diluted shares outstanding		557.2			580.3
	__________
	(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 2.0 million shares related to options with exercise prices ranging from $70.96 to $88.81, and 4.6 million shares related to options with exercise prices ranging from $70.96 to $88.81 for the three months ended March 31, 2015 and 2014, 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 March 31, 2015, there were 6.3 million warrants to purchase common stock outstanding, which represents approximately half of the warrants issued in the initial offering.

Fair_Value_Measurement_Tables

Fair Value Measurement (Tables)	3 Months Ended
	Mar. 31, 2015
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 March 31, 2015 and December 31, 2014:
	Table 12.1: Assets and Liabilities Measured at Fair Value on a Recurring Basis
			March 31, 2015
			Fair Value Measurements Using
	(Dollars in millions)		Level 1			Level 2			Level 3			Total
	Assets:
	Securities available for sale:
	U.S. Treasury securities		$	4,440		$	0		$	0		$	4,440
	Corporate debt securities guaranteed by U.S. government agencies		0			426			172			598
	RMBS		0			25,493			555			26,048
	CMBS		0			5,255			174			5,429
	Other ABS		0			2,021			7			2,028
	Other securities		112			648			18			778
	Total securities available for sale		4,552			33,843			926			39,321
	Other assets:
	Consumer MSRs		0			0			53			53
	Derivative assets(1)(2)		3			1,863			73			1,939
	Retained interests in securitizations		0			0			223			223
	Total assets		$	4,555		$	35,706		$	1,275		$	41,536
	Liabilities:
	Other liabilities:
	Derivative liabilities(1)(2)		$	3		$	371		$	48		$	422
	Total liabilities		$	3		$	371		$	48		$	422
			December 31, 2014
			Fair Value Measurements Using
	(Dollars in millions)		Level 1			Level 2			Level 3			Total
	Assets:
	Securities available for sale:
	U.S. Treasury securities		$	4,117		$	1		$	0		$	4,118
	Corporate debt securities guaranteed by U.S. government agencies		0			467			333			800
	RMBS		0			24,820			561			25,381
	CMBS		0			5,291			228			5,519
	Other ABS		0			2,597			65			2,662
	Other securities		111			899			18			1,028
	Total securities available for sale		4,228			34,075			1,205			39,508
	Other assets:
	Consumer MSRs		0			0			53			53
	Derivative assets(1)(2)		4			1,382			66			1,452
	Retained interests in securitizations		0			0			221			221
	Total assets		$	4,232		$	35,457		$	1,545		$	41,234
	Liabilities:
	Other liabilities:
	Derivative liabilities(1)(2)		$	3		$	293		$	43		$	339
	Total liabilities		$	3		$	293		$	43		$	339
	__________
	(1)	As of January 1, 2015, we changed our accounting principle to move from a gross basis of presentation to a net basis, for presenting qualifying derivative assets and liabilities, as well as the related right to reclaim cash collateral or obligation to return cash collateral. See “Note 1—Summary of Significant Accounting Policies” for additional information. Prior period results have been recast to conform to this presentation.
	The balances represent gross derivative amounts and are not reduced by the impact of legally enforceable master netting agreements that allow us to net positive and negative positions and cash collateral held or placed with the same counterparty. The net derivative assets were $1.3 billion and $828 million, and the net derivative liabilities were $257 million and $175 million as of March 31, 2015 and December 31, 2014, respectively. See “Note 9—Derivative Instruments and Hedging Activities” for further information.
	(2)	Does not reflect $5 million and $4 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of March 31, 2015 and December 31, 2014, respectively. Non-performance risk is reflected in other assets and liabilities on the consolidated balance sheets and offset through other income in the consolidated statements of income.
Schedule of Level 3 Inputs Reconciliation for Assets	The table below presents a reconciliation for all assets and liabilities measured and recognized at fair value on a recurring basis using significant unobservable inputs (Level 3) for the three months ended March 31, 2015 and 2014. 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 March 31, 2015
						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,		March 31, 2015(3)
			January 1,			in Net			OCI													Into		Out of			31-Mar-15
			2015			Income(1)																Level 3(2)		Level 3(2)
	Assets:
	Securities available for sale:
	Corporate debt securities guaranteed by U.S. government agencies		$	333		$	(2	)	$	5		$	0	$	(68	)	$	0	$	(8	)	$	0	$	(88	)	$	172	$	0
	RMBS		561			8			8			0		0			0		(13		)	85		(94		)	555		9
	CMBS		228			0			1			0		0			0		(21		)	0		(34		)	174		0
	Other ABS		65			1			(2		)	0		(20		)	0		0			0		(37		)	7		0
	Other securities		18			0			0			0		0			0		0			0		0			18		0
	Total securities available for sale		1,205			7			12			0		(88		)	0		(42		)	85		(253		)	926		9
	Other assets:
	Consumer MSRs		53			(3		)	0			0		0			4		(1		)	0		0			53		(3		)
	Derivative assets(4)		66			11			0			0		0			9		(12		)	0		(1		)	73		11
	Retained interest in securitizations		221			2			0			0		0			0		0			0		0			223		2
	Liabilities:
	Other liabilities:
	Derivative liabilities(4)		$	43		$	10		$	0		$	0	$	0		$	7	$	(12	)	$	0	$	0		$	48	$	10
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Three Months Ended March 31, 2014
						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 March 31, 2014(3)
			January 1,			in Net			OCI													Into		Out of			31-Mar-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		$	0		$	10		$	0	$	(112	)	$	0	$	(21	)	$	64	$	(116	)	$	752	$	0
	RMBS		1,304			20			28			886		0			0		(34		)	57		(534		)	1,727		20
	CMBS		739			0			2			34		0			0		(11		)	38		(307		)	495		0
	Other ABS		343			2			2			0		0			0		(1		)	43		(163		)	226		2
	Other securities		17			0			0			0		0			0		0			0		0			17		0
	Total securities available for sale		3,330			22			42			920		(112		)	0		(67		)	202		(1,120		)	3,217		22
	Other assets:
	Consumer MSRs		69			(11		)	0			0		0			4		(1		)	0		0			61		(11		)
	Derivative assets(4)		50			0			0			0		0			2		(3		)	0		(1		)	48		0
	Retained interest in securitization		199			(2		)	0			0		0			0		0			0		0			197		(2		)
	Liabilities:
	Other liabilities:
	Derivative liabilities(4)		$	38		$	2		$	0		$	0	$	0		$	1	$	(5	)	$	0	$	0		$	36	$	2
	__________
	(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, in our consolidated statements of income.
	(2)	During the three months ended March 31, 2015 and 2014, the transfers into Level 3 were primarily driven by less consistency among vendor pricing on individual securities, while the transfers out of Level 3 were primarily driven by greater consistency among multiple pricing sources.
	(3)	The amount presented for unrealized gains (losses) for assets still held as of the reporting date primarily represents impairments of securities available for sale, accretion on certain fixed maturity securities, changes in fair value of derivative instruments and mortgage servicing rights transactions. Impairment is reported in total other-than-temporary impairment, which is a component of non-interest income, in our consolidated statements of income.
	(4)	All level 3 derivative assets and liabilities are presented on a gross basis and are not reduced by the impact of legally enforceable master netting agreements that allow us to net positive and negative positions and cash collateral held or placed with the same counterparty.
Schedule of Level 3 Inputs Reconciliation for Liabilities	The table below presents a reconciliation for all assets and liabilities measured and recognized at fair value on a recurring basis using significant unobservable inputs (Level 3) for the three months ended March 31, 2015 and 2014. 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 March 31, 2015
						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,		March 31, 2015(3)
			January 1,			in Net			OCI													Into		Out of			31-Mar-15
			2015			Income(1)																Level 3(2)		Level 3(2)
	Assets:
	Securities available for sale:
	Corporate debt securities guaranteed by U.S. government agencies		$	333		$	(2	)	$	5		$	0	$	(68	)	$	0	$	(8	)	$	0	$	(88	)	$	172	$	0
	RMBS		561			8			8			0		0			0		(13		)	85		(94		)	555		9
	CMBS		228			0			1			0		0			0		(21		)	0		(34		)	174		0
	Other ABS		65			1			(2		)	0		(20		)	0		0			0		(37		)	7		0
	Other securities		18			0			0			0		0			0		0			0		0			18		0
	Total securities available for sale		1,205			7			12			0		(88		)	0		(42		)	85		(253		)	926		9
	Other assets:
	Consumer MSRs		53			(3		)	0			0		0			4		(1		)	0		0			53		(3		)
	Derivative assets(4)		66			11			0			0		0			9		(12		)	0		(1		)	73		11
	Retained interest in securitizations		221			2			0			0		0			0		0			0		0			223		2
	Liabilities:
	Other liabilities:
	Derivative liabilities(4)		$	43		$	10		$	0		$	0	$	0		$	7	$	(12	)	$	0	$	0		$	48	$	10
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Three Months Ended March 31, 2014
						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 March 31, 2014(3)
			January 1,			in Net			OCI													Into		Out of			31-Mar-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		$	0		$	10		$	0	$	(112	)	$	0	$	(21	)	$	64	$	(116	)	$	752	$	0
	RMBS		1,304			20			28			886		0			0		(34		)	57		(534		)	1,727		20
	CMBS		739			0			2			34		0			0		(11		)	38		(307		)	495		0
	Other ABS		343			2			2			0		0			0		(1		)	43		(163		)	226		2
	Other securities		17			0			0			0		0			0		0			0		0			17		0
	Total securities available for sale		3,330			22			42			920		(112		)	0		(67		)	202		(1,120		)	3,217		22
	Other assets:
	Consumer MSRs		69			(11		)	0			0		0			4		(1		)	0		0			61		(11		)
	Derivative assets(4)		50			0			0			0		0			2		(3		)	0		(1		)	48		0
	Retained interest in securitization		199			(2		)	0			0		0			0		0			0		0			197		(2		)
	Liabilities:
	Other liabilities:
	Derivative liabilities(4)		$	38		$	2		$	0		$	0	$	0		$	1	$	(5	)	$	0	$	0		$	36	$	2
	__________
	(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, in our consolidated statements of income.
	(2)	During the three months ended March 31, 2015 and 2014, the transfers into Level 3 were primarily driven by less consistency among vendor pricing on individual securities, while the transfers out of Level 3 were primarily driven by greater consistency among multiple pricing sources.
	(3)	The amount presented for unrealized gains (losses) for assets still held as of the reporting date primarily represents impairments of securities available for sale, accretion on certain fixed maturity securities, changes in fair value of derivative instruments and mortgage servicing rights transactions. Impairment is reported in total other-than-temporary impairment, which is a component of non-interest income, in our consolidated statements of income.
	(4)	All level 3 derivative assets and liabilities are presented on a gross basis and are not reduced by the impact of legally enforceable master netting agreements that allow us to net positive and negative positions and cash collateral held or placed with the same counterparty.
Schedule of Assets Measured at Fair Value on Recurring Basis Quantitative Information	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 March 31,			Significant		Significant	Range		Weighted
			2015			Valuation		Unobservable			Average
						Techniques		Inputs
	Assets:
	Securities available for sale:
	RMBS		$	555		Discounted cash flows (3rd party pricing)		Yield	1-22%		6%
								Constant prepayment rate	0-22%		4%
								Default rate	0-15%		5%
								Loss severity	0-85%		59%
	CMBS		174			Discounted cash flows (3rd party pricing)		Yield	1-2%		2%
								Constant prepayment rate	0-100%		5%
	Other ABS		7			Discounted cash flows (3rd party pricing)		Yield	2%		2%
								Constant prepayment rate	0%		0%
								Default rate	1%		1%
								Loss severity	30%		30%
	U.S. government guaranteed debt and other securities		190			Discounted cash flows (3rd party pricing)		Yield	1-4%		3%
	Other assets:
	Consumer MSRs		53			Discounted cash flows		Total prepayment rate	9-20%		18%
								Discount rate	14%		14%
								Option Adjusted Spread rate	435-1500 bps		489 bps
								Servicing cost ($ per loan)	$93.18-$208.70		$100.45
	Derivative assets(1)		73			Discounted cash flows		Swap rates	2%		2%
	Retained interests in securitization(2)		223			Discounted cash flows		Life of receivables (months) Constant prepayment rate	24-84		N/A
								Discount rate	2-11%
								Default rate	4-11%
								Loss severity	2-6%
									16-91%
	Liabilities:
	Derivative liabilities(1)		$	48		Discounted cash flows		Swap rates	2%		2%
			Quantitative Information about Level 3 Fair Value Measurements
	(Dollars in millions)		Fair Value at			Significant		Significant	Range		Weighted
			December 31,			Valuation		Unobservable			Average
			2014			Techniques		Inputs
	Assets:
	Securities available for sale:
	RMBS		$	561		Discounted cash flows (3rd party pricing)		Yield	0-18%		6%
								Constant prepayment rate	0-23%		4%
								Default rate	0-15%		5%
								Loss severity	0-85%		55%
	CMBS		228			Discounted cash flows (3rd party pricing)		Yield	1-4%		1%
								Constant prepayment rate	0-100%		5%
	Other ABS		65			Discounted cash flows (3rd party pricing)		Yield	2-7%		5%
								Constant prepayment rate	0-3%		2%
								Default rate	1-10%		7%
								Loss severity	30-88%		71%
	U.S. government guaranteed debt and other securities		351			Discounted cash flows (3rd party pricing)		Yield	1-4%		3%
	Other assets:
	Consumer MSRs		53			Discounted cash flows		Total prepayment rate	12-27%		18%
								Discount rate	12%		12%
								Option Adjusted Spread rate	435-1,500 bps		478 bps
								Servicing cost ($ per loan)	$93.18-$208.70		$100.63
	Derivative assets(1)		66			Discounted cash flows		Swap rates	2-3%		2%
	Retained interests in securitization(2)		221			Discounted cash flows		Life of receivables (months) Constant prepayment rate	25-72		N/A
								Discount rate	2-13%
								Default rate	4-9%
								Loss severity	2-8%
									19-95%
	Liabilities:
	Derivative liabilities(1)		$	43		Discounted cash flows		Swap rates	2-3%		2%
	__________
	(1)	All level 3 derivative assets and liabilities are presented on a gross basis and are not reduced by the impact of legally enforceable master netting agreements that allow us to net positive and negative positions and cash collateral held or placed with the same counterparty.
(2)	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	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 March 31,			Significant		Significant	Range		Weighted
			2015			Valuation		Unobservable			Average
						Techniques		Inputs
	Assets:
	Securities available for sale:
	RMBS		$	555		Discounted cash flows (3rd party pricing)		Yield	1-22%		6%
								Constant prepayment rate	0-22%		4%
								Default rate	0-15%		5%
								Loss severity	0-85%		59%
	CMBS		174			Discounted cash flows (3rd party pricing)		Yield	1-2%		2%
								Constant prepayment rate	0-100%		5%
	Other ABS		7			Discounted cash flows (3rd party pricing)		Yield	2%		2%
								Constant prepayment rate	0%		0%
								Default rate	1%		1%
								Loss severity	30%		30%
	U.S. government guaranteed debt and other securities		190			Discounted cash flows (3rd party pricing)		Yield	1-4%		3%
	Other assets:
	Consumer MSRs		53			Discounted cash flows		Total prepayment rate	9-20%		18%
								Discount rate	14%		14%
								Option Adjusted Spread rate	435-1500 bps		489 bps
								Servicing cost ($ per loan)	$93.18-$208.70		$100.45
	Derivative assets(1)		73			Discounted cash flows		Swap rates	2%		2%
	Retained interests in securitization(2)		223			Discounted cash flows		Life of receivables (months) Constant prepayment rate	24-84		N/A
								Discount rate	2-11%
								Default rate	4-11%
								Loss severity	2-6%
									16-91%
	Liabilities:
	Derivative liabilities(1)		$	48		Discounted cash flows		Swap rates	2%		2%
			Quantitative Information about Level 3 Fair Value Measurements
	(Dollars in millions)		Fair Value at			Significant		Significant	Range		Weighted
			December 31,			Valuation		Unobservable			Average
			2014			Techniques		Inputs
	Assets:
	Securities available for sale:
	RMBS		$	561		Discounted cash flows (3rd party pricing)		Yield	0-18%		6%
								Constant prepayment rate	0-23%		4%
								Default rate	0-15%		5%
								Loss severity	0-85%		55%
	CMBS		228			Discounted cash flows (3rd party pricing)		Yield	1-4%		1%
								Constant prepayment rate	0-100%		5%
	Other ABS		65			Discounted cash flows (3rd party pricing)		Yield	2-7%		5%
								Constant prepayment rate	0-3%		2%
								Default rate	1-10%		7%
								Loss severity	30-88%		71%
	U.S. government guaranteed debt and other securities		351			Discounted cash flows (3rd party pricing)		Yield	1-4%		3%
	Other assets:
	Consumer MSRs		53			Discounted cash flows		Total prepayment rate	12-27%		18%
								Discount rate	12%		12%
								Option Adjusted Spread rate	435-1,500 bps		478 bps
								Servicing cost ($ per loan)	$93.18-$208.70		$100.63
	Derivative assets(1)		66			Discounted cash flows		Swap rates	2-3%		2%
	Retained interests in securitization(2)		221			Discounted cash flows		Life of receivables (months) Constant prepayment rate	25-72		N/A
								Discount rate	2-13%
								Default rate	4-9%
								Loss severity	2-8%
									19-95%
	Liabilities:
	Derivative liabilities(1)		$	43		Discounted cash flows		Swap rates	2-3%		2%
	__________
	(1)	All level 3 derivative assets and liabilities are presented on a gross basis and are not reduced by the impact of legally enforceable master netting agreements that allow us to net positive and negative positions and cash collateral held or placed with the same counterparty.
(2)	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 March 31, 2015 and December 31, 2014, and for which a nonrecurring fair value measurement was recorded during the three and twelve months then ended:
	Table 12.4: Nonrecurring Fair Value Measurements Related to Assets Still Held at Period End
			March 31, 2015
			Estimated Fair Value Hierarchy									Total
	(Dollars in millions)		Level 1			Level 2			Level 3
	Assets:
	Loans held for investment		$	0		$	0		$	63		$	63
	Loans held for sale		0			15			0			15
	Other assets(1)		0			0			28			28
	Total		$	0		$	15		$	91		$	106
			December 31, 2014
			Estimated Fair Value Hierarchy									Total
	(Dollars in millions)		Level 1			Level 2			Level 3
	Assets:
	Loans held for investment		$	0		$	0		$	121		$	121
	Loans held for sale		0			34			0			34
	Other assets(1)		0			0			65			65
	Total		$	0		$	34		$	186		$	220
	__________
	(1)	Includes foreclosed property and repossessed assets of $28 million as of March 31, 2015, compared to foreclosed property and repossessed assets of $60 million and long-lived assets held for sale of $5 million as of December 31, 2014.
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 March 31, 2015 and 2014:
	Table 12.5: Nonrecurring Fair Value Measurements Included in Earnings Related to Assets Still Held at Period End
			Total Gains (Losses)
			Three Months Ended March 31,
	(Dollars in millions)		2015			2014
	Assets:
	Loans held for investment		$	(5	)	$	(9	)
	Loans held for sale		0			(1		)
	Other assets(1)		(4		)	(3		)
	Total		$	(9	)	$	(13	)
	__________
	(1)	Includes losses related to foreclosed property and repossessed assets and long-lived assets held for sale.
Schedule of Fair Value of Financial Instruments	The following table presents the fair value of financial instruments, whether or not recognized on the consolidated balance sheets at fair value, as of March 31, 2015 and December 31, 2014:
	Table 12.6: Fair Value of Financial Instruments
			March 31, 2015						Estimated Fair Value Hierarchy
	(Dollars in millions)		Carrying			Estimated			Level 1			Level 2		Level 3
			Amount			Fair Value
	Financial assets:
	Cash and cash equivalents		$	8,891		$	8,891		$	8,891		$	0	$	0
	Restricted cash for securitization investors		234			234			234			0		0
	Securities available for sale		39,321			39,321			4,552			33,843		926
	Securities held to maturity		23,241			24,653			199			24,197		257
	Net loans held for investment		199,573			202,522			0			0		202,522
	Loans held for sale		1,331			1,358			0			1,358		0
	Interest receivable(1)		1,078			1,078			0			1,078		0
	Derivative assets(1)(2)		1,939			1,939			3			1,863		73
	Retained interests in securitizations		223			223			0			0		223
	Financial liabilities:
	Non-interest bearing deposits		$	25,232		$	25,232		$	25,232		$	0	$	0
	Interest-bearing deposits		185,208			180,037			0			11,253		168,784
	Securitized debt obligations		12,717			12,826			0			12,826		0
	Senior and subordinated notes		20,599			20,967			0			20,967		0
	Federal funds purchased and securities loaned or sold under agreements to repurchase		933			933			933			0		0
	Other borrowings		6,820			6,823			0			6,823		0
	Interest payable(1)		195			195			0			195		0
	Derivative liabilities(1)(2)		422			422			3			371		48
			December 31, 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		$	7,242		$	7,242		$	7,242		$	0	$	0
	Restricted cash for securitization investors		234			234			234			0		0
	Securities available for sale		39,508			39,508			4,228			34,075		1,205
	Securities held to maturity		22,500			23,634			0			23,503		131
	Net loans held for investment		203,933			207,104			0			0		207,104
	Loans held for sale		626			650			0			650		0
	Interest receivable(1)		1,079			1,079			0			1,079		0
	Derivatives assets(1)(2)		1,452			1,452			4			1,382		66
	Retained interests in securitizations		221			221			0			0		221
	Financial liabilities:
	Non-interest bearing deposits		$	25,081		$	25,081		$	25,081		$	0	$	0
	Interest-bearing deposits		180,467			174,074			0			11,668		162,406
	Securitized debt obligations		11,624			11,745			0			11,745		0
	Senior and subordinated notes		18,684			19,083			0			19,083		0
	Federal funds purchased and securities loaned or sold under agreements to repurchase		880			880			880			0		0
	Other borrowings		17,269			17,275			0			17,275		0
	Interest payable(1)		254			254			0			254		0
	Derivatives liabilities(1)(2)		339			339			3			293		43
	__________
	-1	As of January 1, 2015, we changed our accounting principle to move from a gross basis of presentation to a net basis, for presenting qualifying derivative assets and liabilities, as well as the related right to reclaim cash collateral or obligation to return cash collateral. Prior period results have been recast to conform this presentation. See additional information in “Note 1—Summary of Significant Accounting Policies.”
	(2)	The balances represent gross derivative amounts and are not reduced by the impact of legally enforceable master netting agreements that allow us to net positive and negative positions and cash collateral held or placed with the same counterparty. See additional information in “Note 9—Derivative Instruments and Hedging Activities” for additional information.

Business_Segments_Tables

Business Segments (Tables)	3 Months Ended
	Mar. 31, 2015
Segment Reporting [Abstract]
Schedule of Segment Results and Reconciliation	The following tables present our business segment results for the three months ended March 31, 2015 and 2014, selected balance sheet data as of March 31, 2015 and 2014, 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 March 31, 2015
	(Dollars in millions)	Credit		Consumer		Commercial		Other			Consolidated
		Card		Banking		Banking					Total
	Net interest income	$	2,666	$	1,434	$	461	$	15		$	4,576
	Non-interest income	816		158		114		(17		)	1,071
	Total net revenue (loss)	3,482		1,592		575		(2		)	5,647
	Provision for credit losses	669		206		60		0			935
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization	84		0		0		0			84
	Core deposit intangible amortization	0		22		4		0			26
	Total PCCR and core deposit intangible amortization	84		22		4		0			110
	Other non-interest expense	1,692		948		268		31			2,939
	Total non-interest expense	1,776		970		272		31			3,049
	Income (loss) from continuing operations before income taxes	1,037		416		243		(33		)	1,663
	Income tax provision (benefit)	369		150		88		(78		)	529
	Income from continuing operations, net of tax	$	668	$	266	$	155	$	45		$	1,134
	Loans held for investment	$	81,754	$	71,379	$	50,741	$	104		$	203,978
	Deposits	0		172,502		32,575		5,363			210,440
		Three Months Ended March 31, 2014
	(Dollars in millions)	Credit		Consumer		Commercial		Other			Consolidated
		Card		Banking		Banking					Total
	Net interest income (expense)	$	2,525	$	1,433	$	421	$	(29	)	$	4,350
	Non-interest income	785		150		87		(2		)	1,020
	Total net revenue (loss)	3,310		1,583		508		(31		)	5,370
	Provision (benefit) for credit losses	558		140		40		(3		)	735
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization	98		0		0		0			98
	Core deposit intangible amortization	0		30		6		0			36
	Total PCCR and core deposit intangible amortization	98		30		6		0			134
	Other non-interest expense	1,628		900		249		21			2,798
	Total non-interest expense	1,726		930		255		21			2,932
	Income (loss) from continuing operations before income taxes	1,026		513		213		(49		)	1,703
	Income tax provision (benefit)	358		183		76		(38		)	579
	Income (loss) from continuing operations, net of tax	$	668	$	330	$	137	$	(11	)	$	1,124
	Loans held for investment	$	75,850	$	70,727	$	46,230	$	134		$	192,941
	Deposits	0		171,529		31,485		5,310			208,324

Commitments_Contingencies_Guar1

Commitments, Contingencies, Guarantees, and Others (Tables)	3 Months Ended
	Mar. 31, 2015
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 March 31, 2015 and December 31, 2014:
	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)		March 31, 2015			December 31, 2014			Total			2008			2007		2006		2005
	GSEs		$	2		$	3		$	11		$	1		$	4	$	3	$	3
	Insured Securitizations		4			4			20			0			2		8		10
	Uninsured Securitizations and Other		16			16			80			3			15		30		32
	Total		$	22		$	23		$	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)		GSEs			Insured			Uninsured			Total
						Securitizations			Securitizations
									and Other
	Open claims as of December 31, 2013		$	89		$	1,614		$	1,122		$	2,825
	Gross new demands received		22			0			742			764
	Loans repurchased/made whole		(31		)	0			(5		)	(36		)
	Demands rescinded		(64		)	(965		)	(12		)	(1,041		)
	Open claims as of December 31, 2014		$	16		$	649		$	1,847		$	2,512
	Gross new demands received		6			0			1			7
	Loans repurchased/made whole		(3		)	0			(1		)	(4		)
	Demands rescinded		(2		)	(1		)	(8		)	(11		)
	Open claims as of March 31, 2015		$	17		$	648		$	1,839		$	2,504
	__________
	(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 reserve for the three months ended March 31, 2015 and 2014:
	Table 14.3: Changes in Representation and Warranty Reserve(1)
			Three Months Ended March 31,
	(Dollars in millions)		2015			2014
	Representation and warranty reserve, beginning of period		$	731		$	1,172
	Provision (benefit) for mortgage representation and warranty losses:
	Recorded in continuing operations		1			14
	Recorded in discontinued operations		(19		)	(47		)
	Total benefit for mortgage representation and warranty losses		(18		)	(33		)
	Net realized losses		(40		)	(11		)
	Representation and warranty reserve, end of period		$	673		$	1,128
	__________
	(1)	Reported on our consolidated balance sheets as a component of other liabilities.
Schedule of Allocation of Representation and Warranty Reserves	The following table summarizes the allocation of our representation and warranty reserve as March 31, 2015 and 2014:
	Table 14.4: Allocation of Representation and Warranty Reserve
			Reserve Liability						Loans Sold
	(Dollars in millions, except for loans sold)		March 31, 2015			December 31, 2014			2005 to 2008(1)
	Selected period-end data:
	GSEs and Active Insured Securitizations		$	492		$	499		$	27
	Inactive Insured Securitizations and Others		181			232			84
	Total(2)		$	673		$	731		$	111
	__________
	(1)	Reflects, in billions, the total original principal balance of loans originated by our subsidiaries and sold to third-party investors between 2005 and 2008.
	(2)	The total reserve liability includes an immaterial amount related to loans that were originated after 2008.

Summary_of_Significant_Account2

Summary of Significant Accounting Policies Summary of Significant Accounting Policieis - Change in Accounting Principle (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Interest receivable	($1,078)	($1,079)
Other assets	-14,893	-15,382
Total Assets	-306,224	-308,167
Interest payable	-195	-254
Other liabilities	-8,830	-8,855
Total liabilities	260,494	263,114
Restatement Adjustment [Member] | Derivative Presentation Changed from Gross Basis to Net Basis [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Interest receivable		356
Other assets		331
Total Assets		687
Interest payable		63
Other liabilities		624
Total liabilities		($687)

Discontinued_Operations_Summar

Discontinued Operations - Summary of Results from Discontinued Operations (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Income from discontinued operations, net of tax	$19	$30
Wholesale Mortgage Banking Unit
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Non-interest income, net	30	47
Income from discontinued operations before income taxes	30	47
Income tax provision	11	17
Income from discontinued operations, net of tax	$19	$30

Investment_Securities_Addition

Investment Securities - Additional Information (Details) (USD $)	0 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Schedule of Available-for-sale Securities [Line Items]
Number of sale securities exceeding amortized cost over fair value	400
Amortized cost exceeding fair value	128,000,000	237,000,000
Difference in amortized cost and fair value of securities that had been in a loss position for 12 months or longer	108,000,000	206,000,000
Securities held to maturity	10
Fair value of securities pledged	3,000,000,000	3,500,000,000
Carrying value of securities pledged	9,100,000,000	9,000,000,000
Encumbered amount of securities pledged as collateral	11,000,000,000	10,600,000,000
Fair value of securities pledged, accepted	137,000,000	91,000,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	3,000,000	6,000,000
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	13.00%
Investment Securities Portfolio | US Treasury and Government
Schedule of Available-for-sale Securities [Line Items]
Percentage of portfolio	87.00%	86.00%
Non-agency RMBS and CMBS, Non-agency ABS and Other Securities
Schedule of Available-for-sale Securities [Line Items]
Amortized cost exceeding fair value	16,000,000

Investment_Securities_Schedule

Investment Securities - Schedule of Investment Portfolio (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]
Securities available for sale, at fair value	$39,321	$39,508
Securities held to maturity, at carrying value	23,241	22,500
Total investments	$62,562	$62,008

Investment_Securities_Schedule1

Investment Securities - Schedule of Available-for-Sale Securities (Details) (USD $)	0 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Investment securities available for sale:
Total Amortized Cost	38,481	38,859
Gross Unrealized Gains	968	886
Gross Unrealized Losses	-128	-237
Securities available for sale, at fair value	39,321	39,508
Collateralized by Credit Card Loans | Other Asset-backed Securities Portfolio
Investment securities available for sale:
Percentage of portfolio	59.00%	56.00%
Auto Dealer Floor Plan Inventory Loans and Leases | Other Asset-backed Securities Portfolio
Investment securities available for sale:
Percentage of portfolio	18.00%	16.00%
U.S. Treasury securities
Investment securities available for sale:
Total Amortized Cost	4,411	4,114
Gross Unrealized Gains	29	5
Gross Unrealized Losses	0	-1
Securities available for sale, at fair value	4,440	4,118
Corporate debt securities guaranteed by U.S. government agencies
Investment securities available for sale:
Total Amortized Cost	600	819
Gross Unrealized Gains	3	1
Gross Unrealized Losses	-5	-20
Securities available for sale, at fair value	598	800
RMBS
Investment securities available for sale:
Total Amortized Cost	25,287	24,742
Gross Unrealized Gains	830	757
Gross Unrealized Losses	-69	-118
Securities available for sale, at fair value	26,048	25,381
RMBS | Agency
Investment securities available for sale:
Total Amortized Cost	22,344	21,804
Gross Unrealized Gains	327	296
Gross Unrealized Losses	-64	-105
Securities available for sale, at fair value	22,607	21,995
RMBS | Non-Agency
Investment securities available for sale:
Total Amortized Cost	2,943	2,938
Gross Unrealized Gains	503	461
Gross Unrealized Losses	-5	-13
Securities available for sale, at fair value	3,441	3,386
Non-credit OTTI losses related to non-agency RMBS	5	8
CMBS
Investment securities available for sale:
Total Amortized Cost	5,383	5,531
Gross Unrealized Gains	93	63
Gross Unrealized Losses	-47	-75
Securities available for sale, at fair value	5,429	5,519
CMBS | Agency
Investment securities available for sale:
Total Amortized Cost	3,672	3,751
Gross Unrealized Gains	47	32
Gross Unrealized Losses	-43	-60
Securities available for sale, at fair value	3,676	3,723
CMBS | Non-Agency
Investment securities available for sale:
Total Amortized Cost	1,711	1,780
Gross Unrealized Gains	46	31
Gross Unrealized Losses	-4	-15
Securities available for sale, at fair value	1,753	1,796
Other ABS
Investment securities available for sale:
Total Amortized Cost	2,025	2,618
Gross Unrealized Gains	6	54
Gross Unrealized Losses	-3	-10
Securities available for sale, at fair value	2,028	2,662
Other securities
Investment securities available for sale:
Total Amortized Cost	775	1,035
Gross Unrealized Gains	7	6
Gross Unrealized Losses	-4	-13
Securities available for sale, at fair value	778	1,028

Investment_Securities_Investme

Investment Securities - Investment Securities Held to Maturity (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$24,512	$23,804
Unrealized Losses Recorded in AOCI	-1,271	-1,304
Carrying Value	23,241	22,500
Gross Unrealized Gains	1,415	1,140
Gross Unrealized Losses	-3	-6
Fair Value	24,653	23,634
U.S. Treasury securities
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	198	0
Unrealized Losses Recorded in AOCI	0	0
Carrying Value	198	0
Gross Unrealized Gains	1	0
Gross Unrealized Losses	0	0
Fair Value	199	0
Agency | RMBS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	21,639	21,347
Unrealized Losses Recorded in AOCI	-1,155	-1,184
Carrying Value	20,484	20,163
Gross Unrealized Gains	1,282	1,047
Gross Unrealized Losses	-3	0
Fair Value	21,763	21,210
Agency | CMBS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	2,675	2,457
Unrealized Losses Recorded in AOCI	-116	-120
Carrying Value	2,559	2,337
Gross Unrealized Gains	132	93
Gross Unrealized Losses	0	-6
Fair Value	$2,691	$2,424

Investment_Securities_Schedule2

Investment Securities - Schedule of Available-for-Sale Securities in Gross Unrealized Loss Position (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	$5,636	$7,382
Less than 12 Months, Gross Unrealized Losses	-20	-31
12 Months or Longer, Fair Value	6,557	8,871
12 Months or Longer, Gross Unrealized Losses	-108	-206
Total Fair Value	12,193	16,253
Total Gross Unrealized Losses	-128	-237
U.S. Treasury securities
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	201	1,499
Less than 12 Months, Gross Unrealized Losses	0	-1
12 Months or Longer, Fair Value	0	0
12 Months or Longer, Gross Unrealized Losses	0	0
Total Fair Value	201	1,499
Total Gross Unrealized Losses	0	-1
Corporate debt securities guaranteed by U.S. government agencies
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	155	113
Less than 12 Months, Gross Unrealized Losses	-1	-2
12 Months or Longer, Fair Value	307	557
12 Months or Longer, Gross Unrealized Losses	-4	-18
Total Fair Value	462	670
Total Gross Unrealized Losses	-5	-20
RMBS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	4,433	4,329
Less than 12 Months, Gross Unrealized Losses	-16	-24
12 Months or Longer, Fair Value	3,611	4,503
12 Months or Longer, Gross Unrealized Losses	-53	-94
Total Fair Value	8,044	8,832
Total Gross Unrealized Losses	-69	-118
RMBS | Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	4,288	3,917
Less than 12 Months, Gross Unrealized Losses	-14	-15
12 Months or Longer, Fair Value	3,549	4,413
12 Months or Longer, Gross Unrealized Losses	-50	-90
Total Fair Value	7,837	8,330
Total Gross Unrealized Losses	-64	-105
RMBS | Non-Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	145	412
Less than 12 Months, Gross Unrealized Losses	-2	-9
12 Months or Longer, Fair Value	62	90
12 Months or Longer, Gross Unrealized Losses	-3	-4
Total Fair Value	207	502
Total Gross Unrealized Losses	-5	-13
CMBS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	311	552
Less than 12 Months, Gross Unrealized Losses	-1	-3
12 Months or Longer, Fair Value	1,981	2,674
12 Months or Longer, Gross Unrealized Losses	-46	-72
Total Fair Value	2,292	3,226
Total Gross Unrealized Losses	-47	-75
CMBS | Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	158	294
Less than 12 Months, Gross Unrealized Losses	0	-2
12 Months or Longer, Fair Value	1,669	1,993
12 Months or Longer, Gross Unrealized Losses	-43	-58
Total Fair Value	1,827	2,287
Total Gross Unrealized Losses	-43	-60
CMBS | Non-Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	153	258
Less than 12 Months, Gross Unrealized Losses	-1	-1
12 Months or Longer, Fair Value	312	681
12 Months or Longer, Gross Unrealized Losses	-3	-14
Total Fair Value	465	939
Total Gross Unrealized Losses	-4	-15
Other ABS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	376	783
Less than 12 Months, Gross Unrealized Losses	0	-1
12 Months or Longer, Fair Value	474	586
12 Months or Longer, Gross Unrealized Losses	-3	-9
Total Fair Value	850	1,369
Total Gross Unrealized Losses	-3	-10
Other securities
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	160	106
Less than 12 Months, Gross Unrealized Losses	-2	0
12 Months or Longer, Fair Value	184	551
12 Months or Longer, Gross Unrealized Losses	-2	-13
Total Fair Value	344	657
Total Gross Unrealized Losses	($4)	($13)

Investment_Securities_Schedule3

Investment Securities - Schedule of Contractual Maturities for Available for Sale Securities (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Amortized Cost
Due in 1 year or less	$662
Due after 1 year through 5 years	6,526
Due after 5 years through 10 years	2,509
Due after 10 years	28,784
Total Amortized Cost	38,481	38,859
Fair Value
Due in 1 year or less	662
Due after 1 year through 5 years	6,571
Due after 5 years through 10 years	2,554
Due after 10 years	29,534
Total Fair Value	$39,321

Investment_Securities_Schedule4

Investment Securities - Schedule of Contractual Maturities of Securities Held to Maturity (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]
Held-to-maturity Securities, Debt Maturities, after One Through Five Years, Net Carrying Amount	$198
Held-to-maturity Securities, Debt Maturities, Year Two Through Five, Fair Value	199
Carrying Value
Due after 5 years through 10 years	1,146
Due after 10 years	21,897
Carrying Value	23,241	22,500
Fair Value
Due after 5 years through 10 years	1,244
Due after 10 years	23,210
Fair Value	$24,653	$23,634

Investment_Securities_Schedule5

Investment Securities - Schedule of Expected Maturities and Weighted Average Yields of Investment Securities by Major Security Type (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Securities available for sale
Due in 1 Year or Less	$1,649
Due 1 Year through 5 Years	24,770
Due 5 Years through 10 Years	11,968
Due 10 Years	934
Securities available for sale	39,321	39,508
Amortized cost of securities available for sale
Due in 1 Year or Less	1,651
Due 1 Year through 5 Years	24,431
Due 5 Years through 10 Years	11,581
Due 10 Years	818
Total Amortized Cost	38,481	38,859
Weighted average yield for securities available for sale
Due in 1 Year or Less	0.97%
Due 1 Year through 5 Years	2.17%
Due 5 Years through 10 Years	3.25%
Due 10 Years	9.36%
Total weighted average yield	2.60%
Carrying value of securities held to maturity
Due in 1 Year or Less	29
Due 1 Year through 5 Years	2,360
Due 5 Years through 10 Years	18,307
Due 10 Years	2,545
Carrying Value	23,241	22,500
Fair value of securities held to maturity
Due in 1 Year or Less	29
Due 1 Year through 5 Years	2,446
Due 5 Years through 10 Years	19,385
Due 10 Years	2,793
Fair Value	24,653	23,634
Weighted average yield for securities held to maturity
Due in 1 Year or Less	4.59%
Due 1 Year through 5 Years	2.59%
Due 5 Years through 10 Years	2.64%
Due 10 Years	3.52%
Total weighted average yield	2.73%
U.S. Treasury securities
Carrying value of securities held to maturity
Due in 1 Year or Less	0
Due 1 Year through 5 Years	198
Due 5 Years through 10 Years	0
Due 10 Years	0
Carrying Value	198	0
Fair value of securities held to maturity
Fair Value	199	0
U.S. Treasury securities
Securities available for sale
Due in 1 Year or Less	251
Due 1 Year through 5 Years	4,189
Due 5 Years through 10 Years	0
Due 10 Years	0
Securities available for sale	4,440	4,118
Amortized cost of securities available for sale
Total Amortized Cost	4,411	4,114
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	434
Due 5 Years through 10 Years	151
Due 10 Years	13
Securities available for sale	598	800
Amortized cost of securities available for sale
Total Amortized Cost	600	819
RMBS
Securities available for sale
Due in 1 Year or Less	379
Due 1 Year through 5 Years	16,353
Due 5 Years through 10 Years	8,504
Due 10 Years	812
Securities available for sale	26,048	25,381
Amortized cost of securities available for sale
Total Amortized Cost	25,287	24,742
RMBS | Agency
Securities available for sale
Due in 1 Year or Less	369
Due 1 Year through 5 Years	15,422
Due 5 Years through 10 Years	6,816
Due 10 Years	0
Securities available for sale	22,607	21,995
Amortized cost of securities available for sale
Total Amortized Cost	22,344	21,804
Carrying value of securities held to maturity
Due in 1 Year or Less	29
Due 1 Year through 5 Years	2,097
Due 5 Years through 10 Years	16,003
Due 10 Years	2,355
Carrying Value	20,484	20,163
Fair value of securities held to maturity
Fair Value	21,763	21,210
RMBS | Non-Agency
Securities available for sale
Due in 1 Year or Less	10
Due 1 Year through 5 Years	931
Due 5 Years through 10 Years	1,688
Due 10 Years	812
Securities available for sale	3,441	3,386
Amortized cost of securities available for sale
Total Amortized Cost	2,943	2,938
CMBS
Securities available for sale
Due in 1 Year or Less	264
Due 1 Year through 5 Years	2,429
Due 5 Years through 10 Years	2,717
Due 10 Years	19
Securities available for sale	5,429	5,519
Amortized cost of securities available for sale
Total Amortized Cost	5,383	5,531
CMBS | Agency
Securities available for sale
Due in 1 Year or Less	129
Due 1 Year through 5 Years	2,005
Due 5 Years through 10 Years	1,523
Due 10 Years	19
Securities available for sale	3,676	3,723
Amortized cost of securities available for sale
Total Amortized Cost	3,672	3,751
Carrying value of securities held to maturity
Due in 1 Year or Less	0
Due 1 Year through 5 Years	65
Due 5 Years through 10 Years	2,304
Due 10 Years	190
Carrying Value	2,559	2,337
Fair value of securities held to maturity
Fair Value	2,691	2,424
CMBS | Non-Agency
Securities available for sale
Due in 1 Year or Less	135
Due 1 Year through 5 Years	424
Due 5 Years through 10 Years	1,194
Due 10 Years	0
Securities available for sale	1,753	1,796
Amortized cost of securities available for sale
Total Amortized Cost	1,711	1,780
Other ABS
Securities available for sale
Due in 1 Year or Less	656
Due 1 Year through 5 Years	1,177
Due 5 Years through 10 Years	195
Due 10 Years	0
Securities available for sale	2,028	2,662
Amortized cost of securities available for sale
Total Amortized Cost	2,025	2,618
Other securities
Securities available for sale
Due in 1 Year or Less	99
Due 1 Year through 5 Years	188
Due 5 Years through 10 Years	401
Due 10 Years	90
Securities available for sale	778	1,028
Amortized cost of securities available for sale
Total Amortized Cost	$775	$1,035

Investment_Securities_Schedule6

Investment Securities - Schedule of Credit Losses Related to Debt Securities Recognized in Earnings (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Credit loss component, beginning of period	$175	$160
Additions:
Initial credit impairment	5	1
Subsequent credit impairment	10	4
Total additions	15	5
Credit loss component, end of period	$190	$165

Investment_Securities_Schedule7

Investment Securities - Schedule of Gross Realized Gains and Losses on Available-for-Sale Securities and OTTI Recognized in Earnings (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Realized gains (losses):
Gross realized gains	$9	$32
Gross realized losses	-7	-19
Net realized gains	2	13
OTTI recognized in earnings:
Credit-related OTTI recognized in earnings	-15	-5
Total OTTI recognized in earnings	-15	-5
Net securities (losses) gains	-13	8
Proceeds from sales	$1,342	$2,976

Investment_Securities_Schedule8

Investment Securities - Schedule of Outstanding Contractual Balance and Carrying Value of Acquired Credit-Impaired Debt Securities (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Outstanding Balance and Carrying Value of Acquired Securities
Outstanding balance	$4,076	$4,259
Carrying value	2,787	2,839
Amortized cost	$2,307	$2,354

Investment_Securities_Schedule9

Investment Securities - Schedule of Changes in Accretable Yield of Acquired Securities (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015
Changes in Accretable Yield of Acquired Securities
Accretable yield beginning balance	$1,250
Accretion recognized in earnings	-61
Reduction due to payoffs, disposals, transfers and other	-1
Net reclassifications from (to) nonaccretable difference	-17
Accretable yield ending balance	$1,171

Loans_Additional_Information_D

Loans - Additional Information (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Acquired loans accounted for based on expected cash flows	$22,334	$23,500
Loans held for sale	1,331	626
Mortgage loans in process of foreclosure	583
Troubled debt restructurings included in impaired loans	1,644	1,652
Home loan | Other Assets
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real estate acquired through foreclosure	133	131
Consumer Banking | Performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Troubled debt restructurings included in impaired loans	1,000	1,000
Commercial Banking | Performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Troubled debt restructurings included in impaired loans	186	194
Commercial Banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Acquired loans accounted for based on expected cash flows	160	192
Commercial Banking | Criticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Minimum loan amount reviewed quarterly by management for further deterioration	1
Commercial Banking | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Minimum loan amount requiring annual review	1
Credit Card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Acquired loans accounted for based on expected cash flows	21	23
Unfunded lending commitment	296,600	292,900
Other Portfolio Segments, Excluding Credit Card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unfunded lending commitment	$22,700	$23,600
Home Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Threshold Period Past Due for Entering Forclosure Process Status of Financing Receivables	120 days

Loans_Loan_Portfolio_Compositi

Loans - Loan Portfolio Composition and Aging Analysis (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$176,374	$178,746
30-59 Days	2,384	2,841
60-89 Days	1,196	1,424
Greater than 90 Days	1,690	1,805
Total Delinquent Loans	5,270	6,070
Acquired Loans	22,334	23,500
Total loans held for investment	203,978	208,316	192,941
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Current (as percent)	86.47%	85.81%
30-59 Days (as percent)	1.17%	1.36%
60-89 Days (as percent)	0.58%	0.68%
Greater than 90 Days (as percent)	0.83%	0.87%
Total Delinquent Loans (as percent)	2.58%	2.91%
Acquired Loans (as percent)	10.95%	11.28%
Total Loans (as percent)	100.00%	100.00%
Loans and Leases Receivable, Deferred Income	1,000	1,100
Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	79,308	83,021
30-59 Days	739	904
60-89 Days	517	636
Greater than 90 Days	1,169	1,292
Total Delinquent Loans	2,425	2,832
Acquired Loans	21	23
Total loans held for investment	81,754	85,876
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Greater than 90 Days (as percent)	1.43%	1.50%
Total Delinquent Loans (as percent)	2.97%	3.30%
Credit Card | Domestic
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	71,947	75,143
30-59 Days	637	790
60-89 Days	456	567
Greater than 90 Days	1,070	1,181
Total Delinquent Loans	2,163	2,538
Acquired Loans	21	23
Total loans held for investment	74,131	77,704
Credit Card | International
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	7,361	7,878
30-59 Days	102	114
60-89 Days	61	69
Greater than 90 Days	99	111
Total Delinquent Loans	262	294
Acquired Loans	0	0
Total loans held for investment	7,623	8,172
Credit Card | Installment loans | Domestic
Financing Receivable, Recorded Investment, Aging [Abstract]
Total loans held for investment	123	144
Consumer Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	46,755	45,130
30-59 Days	1,580	1,825
60-89 Days	549	768
Greater than 90 Days	342	431
Total Delinquent Loans	2,471	3,024
Acquired Loans	22,153	23,285
Total loans held for investment	71,379	71,439
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Greater than 90 Days (as percent)	0.48%	0.60%
Total Delinquent Loans (as percent)	3.46%	4.23%
Consumer Banking | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	36,788	35,142
30-59 Days	1,514	1,751
60-89 Days	515	734
Greater than 90 Days	120	197
Total Delinquent Loans	2,149	2,682
Acquired Loans	0	0
Total loans held for investment	38,937	37,824
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Greater than 90 Days (as percent)	0.31%	0.52%
Total Delinquent Loans (as percent)	5.52%	7.09%
Consumer Banking | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	6,509	6,492
30-59 Days	49	57
60-89 Days	25	27
Greater than 90 Days	208	218
Total Delinquent Loans	282	302
Acquired Loans	22,114	23,241
Total loans held for investment	28,905	30,035
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Greater than 90 Days (as percent)	0.72%	0.73%
Total Delinquent Loans (as percent)	0.97%	1.01%
Consumer Banking | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	3,458	3,496
30-59 Days	17	17
60-89 Days	9	7
Greater than 90 Days	14	16
Total Delinquent Loans	40	40
Acquired Loans	39	44
Total loans held for investment	3,537	3,580
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Greater than 90 Days (as percent)	0.40%	0.44%
Total Delinquent Loans (as percent)	1.12%	1.11%
Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	50,220	50,498
30-59 Days	61	109
60-89 Days	129	18
Greater than 90 Days	171	73
Total Delinquent Loans	361	200
Acquired Loans	160	192
Total loans held for investment	50,741	50,890
Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	49,495	49,727
30-59 Days	57	103
60-89 Days	125	17
Greater than 90 Days	166	70
Total Delinquent Loans	348	190
Acquired Loans	160	192
Total loans held for investment	50,003	50,109
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	22,695	22,974
30-59 Days	43	74
60-89 Days	5	7
Greater than 90 Days	51	36
Total Delinquent Loans	99	117
Acquired Loans	37	46
Total loans held for investment	22,831	23,137
Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	26,800	26,753
30-59 Days	14	29
60-89 Days	120	10
Greater than 90 Days	115	34
Total Delinquent Loans	249	73
Acquired Loans	123	146
Total loans held for investment	27,172	26,972
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	725	771
30-59 Days	4	6
60-89 Days	4	1
Greater than 90 Days	5	3
Total Delinquent Loans	13	10
Acquired Loans	0	0
Total loans held for investment	738	781
Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	91	97
30-59 Days	4	3
60-89 Days	1	2
Greater than 90 Days	8	9
Total Delinquent Loans	13	14
Acquired Loans	0	0
Total loans held for investment	$104	$111

Loans_90_Day_Delinquent_Loans_

Loans - 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$1,219	$1,263
Nonperforming Loans	717	809
Percent 90 days past due and still accruing	0.60%	0.61%
Nonperforming loans (as percent)	0.35%	0.39%
Credit Card
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	1,134	1,254
Nonperforming Loans	64	70
Credit Card | Domestic
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	1,070	1,181
Nonperforming Loans	0	0
Credit Card | International
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	64	73
Nonperforming Loans	64	70
Consumer Banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	1	1
Nonperforming Loans	481	549
Nonperforming loans (as percent)	0.67%	0.77%
Consumer Banking | Auto
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	0	0
Nonperforming Loans	120	197
Nonperforming loans (as percent)	0.31%	0.52%
Consumer Banking | Home loan
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	0	0
Nonperforming Loans	336	330
Nonperforming loans (as percent)	1.16%	1.10%
Consumer Banking | Retail banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	1	1
Nonperforming Loans	25	22
Nonperforming loans (as percent)	0.71%	0.61%
Commercial Banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	84	8
Nonperforming Loans	158	175
Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	84	8
Nonperforming Loans	146	168
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	24	7
Nonperforming Loans	40	62
Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	60	1
Nonperforming Loans	106	106
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	12	7
Other
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	0	0
Nonperforming Loans	$14	$15

Loans_Credit_Card_Risk_Profile

Loans - Credit Card: Risk Profile by Geographic Region and Delinquency Status (Detail) (USD $)	0 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$203,978	$208,316	$192,941
Amount, 30 plus day delinquencies	5,270	6,070
Amount, 90 plus day delinquencies	1,690	1,805
30 Plus day delinquencies (as percent)	2.58%	2.91%
90 plus day delinquencies (as percent)	0.83%	0.87%
Credit Card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	81,754	85,876
Percentage of portfolio	100.00%	100.00%
Amount, 30 plus day delinquencies	2,425	2,832
Amount, 90 plus day delinquencies	1,169	1,292
30 Plus day delinquencies (as percent)	2.97%	3.30%
90 plus day delinquencies (as percent)	1.43%	1.50%
Credit Card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	8,326	8,574
Percentage of portfolio	10.20%	10.00%
Credit Card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	5,339	5,610
Percentage of portfolio	6.50%	6.50%
Credit Card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	5,190	5,382
Percentage of portfolio	6.40%	6.30%
Credit Card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	4,635	4,794
Percentage of portfolio	5.70%	5.60%
Credit Card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	3,525	3,747
Percentage of portfolio	4.30%	4.40%
Credit Card | Pennsylvania
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	3,349	3,581
Percentage of portfolio	4.10%	4.20%
Credit Card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,882	3,075
Percentage of portfolio	3.50%	3.60%
Credit Card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,714	2,868
Percentage of portfolio	3.30%	3.30%
Credit Card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,516	2,681
Percentage of portfolio	3.10%	3.10%
Credit Card | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	35,655	37,392
Percentage of portfolio	43.60%	43.50%
Credit Card | Domestic
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	74,131	77,704
Percentage of portfolio	90.70%	90.50%
Amount, 30 plus day delinquencies	2,163	2,538
Amount, 90 plus day delinquencies	1,070	1,181
Credit Card | Canada
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	4,443	4,747
Percentage of portfolio	5.40%	5.50%
Credit Card | United Kingdom
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	3,180	3,425
Percentage of portfolio	3.90%	4.00%
Credit Card | International
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	7,623	8,172
Percentage of portfolio	9.30%	9.50%
Amount, 30 plus day delinquencies	262	294
Amount, 90 plus day delinquencies	$99	$111

Loans_Credit_Card_Net_ChargeOf

Loans - Credit Card: Net Charge-Offs (Detail) (Credit Card, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$719	$780
Percentage annualized net charge-off by average loans held for investment	3.48%	4.02%
Domestic
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	664	700
Percentage annualized net charge-off by average loans held for investment	3.55%	4.01%
International
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$55	$80
Percentage annualized net charge-off by average loans held for investment	2.80%	4.17%

Loans_Consumer_Banking_Risk_Pr

Loans - Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status (Detail) (USD $)	0 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$203,978	$208,316	$192,941
Amount, 30 plus day delinquencies	5,270	6,070
Amount, 90 plus day delinquencies	1,690	1,805
Nonperforming Loans	717	809
30 Plus day delinquencies (as percent)	2.58%	2.91%
90 plus day delinquencies (as percent)	0.83%	0.87%
Nonperforming loans (as percent)	0.35%	0.39%
Consumer Banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	71,379	71,439
Percentage of portfolio	100.00%	100.00%
Amount, 30 plus day delinquencies	2,471	3,024
Amount, 90 plus day delinquencies	342	431
Nonperforming Loans	481	549
30 Plus day delinquencies (as percent)	3.46%	4.23%
90 plus day delinquencies (as percent)	0.48%	0.60%
Nonperforming loans (as percent)	0.67%	0.77%
30 plus day delinquencies, excluding acquired loans (as percent)	5.02%	6.28%
90 plus day delinquencies, excluding acquired loans (as percent)	0.70%	0.89%
Nonperforming loans, excluding acquired loans (as percent)	0.98%	1.14%
Consumer Banking | Auto
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	38,937	37,824
Amount, 30 plus day delinquencies	2,149	2,682
Amount, 90 plus day delinquencies	120	197
Nonperforming Loans	120	197
30 Plus day delinquencies (as percent)	5.52%	7.09%
90 plus day delinquencies (as percent)	0.31%	0.52%
Nonperforming loans (as percent)	0.31%	0.52%
Consumer Banking | Auto | Geographic Concentration Risk | Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	38,937	37,824
Percentage of portfolio	54.50%	53.00%
Consumer Banking | Auto | Geographic Concentration Risk | Loans Receivable | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	5,323	5,248
Percentage of portfolio	7.40%	7.40%
Consumer Banking | Auto | Geographic Concentration Risk | Loans Receivable | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	4,248	4,081
Percentage of portfolio	6.00%	5.70%
Consumer Banking | Auto | Geographic Concentration Risk | Loans Receivable | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,820	1,773
Percentage of portfolio	2.50%	2.50%
Consumer Banking | Auto | Geographic Concentration Risk | Loans Receivable | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,722	1,676
Percentage of portfolio	2.40%	2.40%
Consumer Banking | Auto | Geographic Concentration Risk | Loans Receivable | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,919	2,737
Percentage of portfolio	4.10%	3.80%
Consumer Banking | Auto | Geographic Concentration Risk | Loans Receivable | Georgia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,124	2,066
Percentage of portfolio	3.00%	2.90%
Consumer Banking | Auto | Geographic Concentration Risk | Loans Receivable | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,607	1,566
Percentage of portfolio	2.20%	2.20%
Consumer Banking | Auto | Geographic Concentration Risk | Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	19,174	18,677
Percentage of portfolio	26.90%	26.10%
Consumer Banking | Home loan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	28,905	30,035
Amount, 30 plus day delinquencies	282	302
Amount, 90 plus day delinquencies	208	218
Nonperforming Loans	336	330
30 Plus day delinquencies (as percent)	0.97%	1.01%
90 plus day delinquencies (as percent)	0.72%	0.73%
Nonperforming loans (as percent)	1.16%	1.10%
30 plus day delinquencies, excluding acquired loans (as percent)	4.15%	4.45%
90 plus day delinquencies, excluding acquired loans (as percent)	3.06%	3.21%
Nonperforming loans, excluding acquired loans (as percent)	4.94%	4.86%
Consumer Banking | Home loan | Geographic Concentration Risk | Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	28,905	30,035
Percentage of portfolio	40.50%	42.00%
Consumer Banking | Home loan | Geographic Concentration Risk | Loans Receivable | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	6,696	6,943
Percentage of portfolio	9.40%	9.70%
Consumer Banking | Home loan | Geographic Concentration Risk | Loans Receivable | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,387	2,452
Percentage of portfolio	3.30%	3.40%
Consumer Banking | Home loan | Geographic Concentration Risk | Loans Receivable | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,792	1,873
Percentage of portfolio	2.50%	2.60%
Consumer Banking | Home loan | Geographic Concentration Risk | Loans Receivable | Maryland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,674	1,720
Percentage of portfolio	2.30%	2.40%
Consumer Banking | Home loan | Geographic Concentration Risk | Loans Receivable | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,471	1,529
Percentage of portfolio	2.10%	2.10%
Consumer Banking | Home loan | Geographic Concentration Risk | Loans Receivable | Virginia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,500	1,538
Percentage of portfolio	2.10%	2.20%
Consumer Banking | Home loan | Geographic Concentration Risk | Loans Receivable | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,317	1,375
Percentage of portfolio	1.80%	1.90%
Consumer Banking | Home loan | Geographic Concentration Risk | Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	12,068	12,605
Percentage of portfolio	17.00%	17.70%
Consumer Banking | Retail banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	3,537	3,580
Amount, 30 plus day delinquencies	40	40
Amount, 90 plus day delinquencies	14	16
Nonperforming Loans	25	22
30 Plus day delinquencies (as percent)	1.12%	1.11%
90 plus day delinquencies (as percent)	0.40%	0.44%
Nonperforming loans (as percent)	0.71%	0.61%
Consumer Banking | Retail banking | Geographic Concentration Risk | Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	3,537	3,580
Percentage of portfolio	5.00%	5.00%
Consumer Banking | Retail banking | Geographic Concentration Risk | Loans Receivable | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	749	756
Percentage of portfolio	1.00%	1.10%
Consumer Banking | Retail banking | Geographic Concentration Risk | Loans Receivable | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	50	52
Percentage of portfolio	0.10%	0.10%
Consumer Banking | Retail banking | Geographic Concentration Risk | Loans Receivable | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,098	1,120
Percentage of portfolio	1.60%	1.50%
Consumer Banking | Retail banking | Geographic Concentration Risk | Loans Receivable | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	873	881
Percentage of portfolio	1.20%	1.20%
Consumer Banking | Retail banking | Geographic Concentration Risk | Loans Receivable | Maryland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	165	167
Percentage of portfolio	0.20%	0.20%
Consumer Banking | Retail banking | Geographic Concentration Risk | Loans Receivable | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	252	265
Percentage of portfolio	0.40%	0.40%
Consumer Banking | Retail banking | Geographic Concentration Risk | Loans Receivable | Virginia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	142	132
Percentage of portfolio	0.20%	0.20%
Consumer Banking | Retail banking | Geographic Concentration Risk | Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$208	$207
Percentage of portfolio	0.30%	0.30%

Loans_Consumer_Banking_Net_Cha

Loans - Consumer Banking: Net Charge-Offs (Detail) (Consumer Banking, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$159	$148
Percentage annualized net charge-off by average loans held for investment	0.89%	0.84%
Percentage annualized net charge-off by average loans held for investment, excluding loans acquired (as percent)	1.30%	1.37%
Auto
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	148	134
Percentage annualized net charge-off by average loans held for investment	1.55%	1.66%
Home loan
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	2	5
Percentage annualized net charge-off by average loans held for investment	0.03%	0.06%
Percentage annualized net charge-off by average loans held for investment, excluding loans acquired (as percent)	0.11%	0.29%
Retail banking
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$9	$9
Percentage annualized net charge-off by average loans held for investment	0.96%	0.95%

Loans_Home_Loan_Risk_Profile_b

Loans - Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type (Detail) (USD $)	0 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$203,978	$208,316	$192,941
Consumer Banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	71,379	71,439
Percentage of portfolio	100.00%	100.00%
Consumer Banking | Home loan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	28,905	30,035
Consumer Banking | Home loan | Origination Year Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	28,905	30,035
Percentage of portfolio	100.00%	100.00%
Consumer Banking | Home loan | Origination Year Concentration Risk | Home Loans Receivable | Origination during or before 2006
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	8,226	8,542
Percentage of portfolio	28.50%	28.50%
Consumer Banking | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2007
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	4,957	5,086
Percentage of portfolio	17.10%	16.90%
Consumer Banking | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2008
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	3,515	3,681
Percentage of portfolio	12.20%	12.30%
Consumer Banking | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2009
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,974	2,106
Percentage of portfolio	6.80%	7.00%
Consumer Banking | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2010
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,977	3,228
Percentage of portfolio	10.30%	10.70%
Consumer Banking | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2011
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	3,459	3,728
Percentage of portfolio	12.00%	12.40%
Consumer Banking | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,036	2,153
Percentage of portfolio	7.00%	7.20%
Consumer Banking | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	714	746
Percentage of portfolio	2.50%	2.50%
Consumer Banking | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	769	765
Percentage of portfolio	2.60%	2.50%
Consumer Banking | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	278
Percentage of portfolio	1.00%
Consumer Banking | Home loan | Geographic Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	28,905	30,035
Percentage of portfolio	100.00%	100.00%
Consumer Banking | Home loan | Geographic Concentration Risk | Home Loans Receivable | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	6,696	6,943
Percentage of portfolio	23.10%	23.10%
Consumer Banking | Home loan | Geographic Concentration Risk | Home Loans Receivable | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,387	2,452
Percentage of portfolio	8.20%	8.20%
Consumer Banking | Home loan | Geographic Concentration Risk | Home Loans Receivable | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,792	1,873
Percentage of portfolio	6.20%	6.20%
Consumer Banking | Home loan | Geographic Concentration Risk | Home Loans Receivable | Maryland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,674	1,720
Percentage of portfolio	5.80%	5.70%
Consumer Banking | Home loan | Geographic Concentration Risk | Home Loans Receivable | Virginia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,500	1,538
Percentage of portfolio	5.20%	5.10%
Consumer Banking | Home loan | Geographic Concentration Risk | Home Loans Receivable | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,471	1,529
Percentage of portfolio	5.10%	5.10%
Consumer Banking | Home loan | Geographic Concentration Risk | Home Loans Receivable | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,317	1,375
Percentage of portfolio	4.60%	4.60%
Consumer Banking | Home loan | Geographic Concentration Risk | Home Loans Receivable | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,255	1,304
Percentage of portfolio	4.30%	4.40%
Consumer Banking | Home loan | Geographic Concentration Risk | Home Loans Receivable | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,207	1,243
Percentage of portfolio	4.20%	4.10%
Consumer Banking | Home loan | Geographic Concentration Risk | Home Loans Receivable | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,090	1,147
Percentage of portfolio	3.80%	3.80%
Consumer Banking | Home loan | Geographic Concentration Risk | Home Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	8,516	8,911
Percentage of portfolio	29.50%	29.70%
Consumer Banking | Home loan | Lien Type Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	28,905	30,035
Percentage of portfolio	100.00%	100.00%
Consumer Banking | Home loan | Lien Type Concentration Risk | Home Loans Receivable | 1st lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	27,542	28,639
Percentage of portfolio	95.30%	95.40%
Consumer Banking | Home loan | Lien Type Concentration Risk | Home Loans Receivable | 2nd lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,363	1,396
Percentage of portfolio	4.70%	4.60%
Consumer Banking | Home loan | Interest Rate Type Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	28,905	30,035
Percentage of portfolio	100.00%	100.00%
Consumer Banking | Home loan | Interest Rate Type Concentration Risk | Home Loans Receivable | Fixed rate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	5,215	5,286
Percentage of portfolio	18.00%	17.60%
Consumer Banking | Home loan | Interest Rate Type Concentration Risk | Home Loans Receivable | Adjustable rate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	23,690	24,749
Percentage of portfolio	82.00%	82.40%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	6,791	6,794
Percentage of portfolio	23.50%	22.60%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | Origination during or before 2006
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,706	2,827
Percentage of portfolio	9.40%	9.40%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2007
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	309	320
Percentage of portfolio	1.10%	1.10%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2008
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	178	187
Percentage of portfolio	0.60%	0.60%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2009
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	104	107
Percentage of portfolio	0.40%	0.40%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2010
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	113	120
Percentage of portfolio	0.40%	0.40%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2011
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	208	221
Percentage of portfolio	0.70%	0.70%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,536	1,620
Percentage of portfolio	5.30%	5.40%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	633	661
Percentage of portfolio	2.20%	2.20%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	734	731
Percentage of portfolio	2.50%	2.40%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	270
Percentage of portfolio	0.90%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	6,791	6,794
Percentage of portfolio	23.50%	22.60%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	931	924
Percentage of portfolio	3.20%	3.10%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,363	1,379
Percentage of portfolio	4.70%	4.60%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	93	86
Percentage of portfolio	0.30%	0.30%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Maryland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	464	457
Percentage of portfolio	1.60%	1.50%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Virginia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	395	385
Percentage of portfolio	1.30%	1.30%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	337	341
Percentage of portfolio	1.20%	1.10%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	162	161
Percentage of portfolio	0.60%	0.50%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	90	89
Percentage of portfolio	0.30%	0.30%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,171	1,205
Percentage of portfolio	4.10%	4.00%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	105	109
Percentage of portfolio	0.40%	0.40%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,680	1,658
Percentage of portfolio	5.80%	5.50%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Lien Type Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	6,791	6,794
Percentage of portfolio	23.50%	22.60%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Lien Type Concentration Risk | Home Loans Receivable | 1st lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	5,776	5,756
Percentage of portfolio	20.00%	19.20%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Lien Type Concentration Risk | Home Loans Receivable | 2nd lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,015	1,038
Percentage of portfolio	3.50%	3.40%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Interest Rate Type Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	6,791	6,794
Percentage of portfolio	23.50%	22.60%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Interest Rate Type Concentration Risk | Home Loans Receivable | Fixed rate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,513	2,446
Percentage of portfolio	8.70%	8.10%
Consumer Banking | Home loan | Loans excluding Acquired Loans | Interest Rate Type Concentration Risk | Home Loans Receivable | Adjustable rate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	4,278	4,348
Percentage of portfolio	14.80%	14.50%
Consumer Banking | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	22,114	23,241
Percentage of portfolio	76.50%	77.40%
Consumer Banking | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | Origination during or before 2006
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	5,520	5,715
Percentage of portfolio	19.10%	19.10%
Consumer Banking | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2007
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	4,648	4,766
Percentage of portfolio	16.00%	15.80%
Consumer Banking | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2008
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	3,337	3,494
Percentage of portfolio	11.60%	11.70%
Consumer Banking | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2009
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,870	1,999
Percentage of portfolio	6.40%	6.60%
Consumer Banking | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2010
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,864	3,108
Percentage of portfolio	9.90%	10.30%
Consumer Banking | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2011
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	3,251	3,507
Percentage of portfolio	11.30%	11.70%
Consumer Banking | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	500	533
Percentage of portfolio	1.70%	1.80%
Consumer Banking | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	81	85
Percentage of portfolio	0.30%	0.30%
Consumer Banking | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	35	34
Percentage of portfolio	0.10%	0.10%
Consumer Banking | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	8
Percentage of portfolio	0.10%
Consumer Banking | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	22,114	23,241
Percentage of portfolio	76.50%	77.40%
Consumer Banking | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	5,765	6,019
Percentage of portfolio	19.90%	20.00%
Consumer Banking | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,024	1,073
Percentage of portfolio	3.50%	3.60%
Consumer Banking | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,699	1,787
Percentage of portfolio	5.90%	5.90%
Consumer Banking | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Maryland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,210	1,263
Percentage of portfolio	4.20%	4.20%
Consumer Banking | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Virginia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,105	1,153
Percentage of portfolio	3.90%	3.80%
Consumer Banking | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,134	1,188
Percentage of portfolio	3.90%	4.00%
Consumer Banking | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,155	1,214
Percentage of portfolio	4.00%	4.10%
Consumer Banking | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,165	1,215
Percentage of portfolio	4.00%	4.10%
Consumer Banking | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	36	38
Percentage of portfolio	0.10%	0.10%
Consumer Banking | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	985	1,038
Percentage of portfolio	3.40%	3.40%
Consumer Banking | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	6,836	7,253
Percentage of portfolio	23.70%	24.20%
Consumer Banking | Home loan | Acquired Loans | Lien Type Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	22,114	23,241
Percentage of portfolio	76.50%	77.40%
Consumer Banking | Home loan | Acquired Loans | Lien Type Concentration Risk | Home Loans Receivable | 1st lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	21,766	22,883
Percentage of portfolio	75.30%	76.20%
Consumer Banking | Home loan | Acquired Loans | Lien Type Concentration Risk | Home Loans Receivable | 2nd lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	348	358
Percentage of portfolio	1.20%	1.20%
Consumer Banking | Home loan | Acquired Loans | Interest Rate Type Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	22,114	23,241
Percentage of portfolio	76.50%	77.40%
Consumer Banking | Home loan | Acquired Loans | Interest Rate Type Concentration Risk | Home Loans Receivable | Fixed rate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,702	2,840
Percentage of portfolio	9.30%	9.50%
Consumer Banking | Home loan | Acquired Loans | Interest Rate Type Concentration Risk | Home Loans Receivable | Adjustable rate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$19,412	$20,401
Percentage of portfolio	67.20%	67.90%

Loans_Commercial_Banking_Risk_

Loans - Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating (Detail) (USD $)	0 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$203,978	$208,316	$192,941
Commercial Banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	50,741	50,890
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Geographic Concentration Risk | Loans Receivable | Northeast
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	21,577	21,997
Percentage of portfolio	42.50%	43.20%
Commercial Banking | Geographic Concentration Risk | Loans Receivable | Mid-Atlantic
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	4,744	4,642
Percentage of portfolio	9.30%	9.10%
Commercial Banking | Geographic Concentration Risk | Loans Receivable | South
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	15,554	15,428
Percentage of portfolio	30.70%	30.30%
Commercial Banking | Geographic Concentration Risk | Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	8,866	8,823
Percentage of portfolio	17.50%	17.40%
Commercial Banking | Internal Risk Rating Concentration Risk | Loans Receivable | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	48,938	49,284
Percentage of portfolio	96.50%	96.90%
Commercial Banking | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,645	1,431
Percentage of portfolio	3.20%	2.80%
Commercial Banking | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized nonperforming
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	158	175
Percentage of portfolio	0.30%	0.30%
Commercial Banking | Commercial and multifamily real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	22,831	23,137
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Commercial and multifamily real estate | Geographic Concentration Risk | Loans Receivable | Northeast
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	14,677	15,135
Percentage of portfolio	64.30%	65.40%
Commercial Banking | Commercial and multifamily real estate | Geographic Concentration Risk | Loans Receivable | Mid-Atlantic
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,578	2,491
Percentage of portfolio	11.30%	10.80%
Commercial Banking | Commercial and multifamily real estate | Geographic Concentration Risk | Loans Receivable | South
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	3,375	3,070
Percentage of portfolio	14.80%	13.30%
Commercial Banking | Commercial and multifamily real estate | Geographic Concentration Risk | Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,201	2,441
Percentage of portfolio	9.60%	10.50%
Commercial Banking | Commercial and multifamily real estate | Internal Risk Rating Concentration Risk | Loans Receivable | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	22,283	22,535
Percentage of portfolio	97.60%	97.40%
Commercial Banking | Commercial and multifamily real estate | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	508	540
Percentage of portfolio	2.20%	2.30%
Commercial Banking | Commercial and multifamily real estate | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized nonperforming
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	40	62
Percentage of portfolio	0.20%	0.30%
Commercial Banking | Commercial and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	27,172	26,972
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Commercial and industrial | Geographic Concentration Risk | Loans Receivable | Northeast
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	6,448	6,384
Percentage of portfolio	23.70%	23.70%
Commercial Banking | Commercial and industrial | Geographic Concentration Risk | Loans Receivable | Mid-Atlantic
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	2,138	2,121
Percentage of portfolio	7.90%	7.90%
Commercial Banking | Commercial and industrial | Geographic Concentration Risk | Loans Receivable | South
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	12,133	12,310
Percentage of portfolio	44.70%	45.60%
Commercial Banking | Commercial and industrial | Geographic Concentration Risk | Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	6,453	6,157
Percentage of portfolio	23.70%	22.80%
Commercial Banking | Commercial and industrial | Internal Risk Rating Concentration Risk | Loans Receivable | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	25,933	25,982
Percentage of portfolio	95.40%	96.30%
Commercial Banking | Commercial and industrial | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	1,133	884
Percentage of portfolio	4.20%	3.30%
Commercial Banking | Commercial and industrial | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized nonperforming
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	106	106
Percentage of portfolio	0.40%	0.40%
Commercial Banking | Small-ticket commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	738	781
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Small-ticket commercial real estate | Geographic Concentration Risk | Loans Receivable | Northeast
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	452	478
Percentage of portfolio	61.20%	61.20%
Commercial Banking | Small-ticket commercial real estate | Geographic Concentration Risk | Loans Receivable | Mid-Atlantic
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	28	30
Percentage of portfolio	3.80%	3.80%
Commercial Banking | Small-ticket commercial real estate | Geographic Concentration Risk | Loans Receivable | South
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	46	48
Percentage of portfolio	6.20%	6.20%
Commercial Banking | Small-ticket commercial real estate | Geographic Concentration Risk | Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	212	225
Percentage of portfolio	28.80%	28.80%
Commercial Banking | Small-ticket commercial real estate | Internal Risk Rating Concentration Risk | Loans Receivable | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	722	767
Percentage of portfolio	97.80%	98.20%
Commercial Banking | Small-ticket commercial real estate | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	4	7
Percentage of portfolio	0.60%	0.90%
Commercial Banking | Small-ticket commercial real estate | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized nonperforming
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$12	$7
Percentage of portfolio	1.60%	0.90%

Loans_Impaired_Loans_Excluding

Loans - Impaired Loans, Excluding Acquired Loans (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Impaired Financing Receivable:
With an Allowance	$1,442		$1,469
Without an Allowance	447		445
Total Recorded Investment	1,889		1,914
Related Allowance	289		300
Net Recorded Investment	1,600		1,614
Unpaid Principal Balance	2,274		2,296
Average Recorded Investment	1,901	1,968
Interest Income Recognized	40	40
Credit Card
Impaired Financing Receivable:
With an Allowance	673		692
Without an Allowance	0		0
Total Recorded Investment	673		692
Related Allowance	210		219
Net Recorded Investment	463		473
Unpaid Principal Balance	653		672
Average Recorded Investment	683	765
Interest Income Recognized	16	18
Credit Card | Domestic
Impaired Financing Receivable:
With an Allowance	538		546
Without an Allowance	0		0
Total Recorded Investment	538		546
Related Allowance	143		145
Net Recorded Investment	395		401
Unpaid Principal Balance	523		531
Average Recorded Investment	542	596
Interest Income Recognized	14	15
Credit Card | International
Impaired Financing Receivable:
With an Allowance	135		146
Without an Allowance	0		0
Total Recorded Investment	135		146
Related Allowance	67		74
Net Recorded Investment	68		72
Unpaid Principal Balance	130		141
Average Recorded Investment	141	169
Interest Income Recognized	2	3
Consumer Banking
Impaired Financing Receivable:
With an Allowance	514		493
Without an Allowance	358		359
Total Recorded Investment	872		852
Related Allowance	47		42
Net Recorded Investment	825		810
Unpaid Principal Balance	1,241		1,218
Average Recorded Investment	862	848
Interest Income Recognized	22	19
Consumer Banking | Auto
Impaired Financing Receivable:
With an Allowance	249		230
Without an Allowance	204		205
Total Recorded Investment	453		435
Related Allowance	22		19
Net Recorded Investment	431		416
Unpaid Principal Balance	717		694
Average Recorded Investment	444	363
Interest Income Recognized	21	17
Consumer Banking | Home loan
Impaired Financing Receivable:
With an Allowance	219		218
Without an Allowance	146		149
Total Recorded Investment	365		367
Related Allowance	16		17
Net Recorded Investment	349		350
Unpaid Principal Balance	467		472
Average Recorded Investment	366	402
Interest Income Recognized	1	1
Consumer Banking | Retail banking
Impaired Financing Receivable:
With an Allowance	46		45
Without an Allowance	8		5
Total Recorded Investment	54		50
Related Allowance	9		6
Net Recorded Investment	45		44
Unpaid Principal Balance	57		52
Average Recorded Investment	52	83
Interest Income Recognized	0	1
Commercial Banking
Impaired Financing Receivable:
With an Allowance	255		284
Without an Allowance	89		86
Total Recorded Investment	344		370
Related Allowance	32		39
Net Recorded Investment	312		331
Unpaid Principal Balance	380		406
Average Recorded Investment	356	355
Interest Income Recognized	2	3
Commercial Banking | Total commercial lending
Impaired Financing Receivable:
With an Allowance	251		281
Without an Allowance	80		81
Total Recorded Investment	331		362
Related Allowance	32		39
Net Recorded Investment	299		323
Unpaid Principal Balance	365		396
Average Recorded Investment	346	348
Interest Income Recognized	2	3
Commercial Banking | Commercial and multifamily real estate
Impaired Financing Receivable:
With an Allowance	107		120
Without an Allowance	13		26
Total Recorded Investment	120		146
Related Allowance	19		23
Net Recorded Investment	101		123
Unpaid Principal Balance	134		163
Average Recorded Investment	133	169
Interest Income Recognized	1	2
Commercial Banking | Commercial and industrial
Impaired Financing Receivable:
With an Allowance	144		161
Without an Allowance	67		55
Total Recorded Investment	211		216
Related Allowance	13		16
Net Recorded Investment	198		200
Unpaid Principal Balance	231		233
Average Recorded Investment	213	179
Interest Income Recognized	1	1
Commercial Banking | Small-ticket commercial real estate
Impaired Financing Receivable:
With an Allowance	4		3
Without an Allowance	9		5
Total Recorded Investment	13		8
Related Allowance	0		0
Net Recorded Investment	13		8
Unpaid Principal Balance	15		10
Average Recorded Investment	10	7
Interest Income Recognized	$0	$0

Loans_TDR_Disclosures_in_Progr

Loans - TDR Disclosures in Progress Financial Impact of Modification (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$228	$264
Commercial Banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	24	63
Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
Total Loans Modified	24	63
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
Total Loans Modified	3	62
Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
Total Loans Modified	21	1
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
Total Loans Modified	0	0
Credit Card
Financing Receivable, Modifications [Line Items]
Total Loans Modified	104	110
Credit Card | Domestic
Financing Receivable, Modifications [Line Items]
Total Loans Modified	72	67
Credit Card | International
Financing Receivable, Modifications [Line Items]
Total Loans Modified	32	43
Consumer Banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	100	91
Consumer Banking | Auto
Financing Receivable, Modifications [Line Items]
Total Loans Modified	88	77
Consumer Banking | Home loan
Financing Receivable, Modifications [Line Items]
Total Loans Modified	7	8
Consumer Banking | Retail banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	5	6
Reduced Interest Rate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	65.00%	62.00%
Average Rate Reduction	12.19%	11.70%
Reduced Interest Rate | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	33.00%
Average Rate Reduction	2.02%	1.37%
Reduced Interest Rate | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	33.00%
Average Rate Reduction	2.02%	1.37%
Reduced Interest Rate | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	33.00%
Average Rate Reduction	0.00%	1.37%
Reduced Interest Rate | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%
Average Rate Reduction	2.02%	0.00%
Reduced Interest Rate | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%
Average Rate Reduction	0.00%	0.00%
Reduced Interest Rate | Credit Card
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	100.00%
Average Rate Reduction	16.39%	16.82%
Reduced Interest Rate | Credit Card | Domestic
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	100.00%
Average Rate Reduction	12.13%	11.50%
Reduced Interest Rate | Credit Card | International
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	100.00%
Average Rate Reduction	25.79%	25.20%
Reduced Interest Rate | Consumer Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	44.00%	36.00%
Average Rate Reduction	2.36%	1.00%
Reduced Interest Rate | Consumer Banking | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	41.00%	40.00%
Average Rate Reduction	1.71%	0.94%
Reduced Interest Rate | Consumer Banking | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity	67.00%	19.00%
Average Rate Reduction	2.85%	1.25%
Reduced Interest Rate | Consumer Banking | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	61.00%	8.00%
Average Rate Reduction	9.36%	4.01%
Term Extension
Financing Receivable, Modifications [Line Items]
% of TDR Activity	33.00%	46.00%
Average Term Extension (Months)	20 months	11 months
Term Extension | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	13.00%	99.00%
Average Term Extension (Months)	29 months	8 months
Term Extension | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	13.00%	99.00%
Average Term Extension (Months)	29 months	8 months
Term Extension | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	100.00%
Average Term Extension (Months)	35 months	8 months
Term Extension | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	3.00%	64.00%
Average Term Extension (Months)	7 months	11 months
Term Extension | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%
Average Term Extension (Months)	0 months	0 months
Term Extension | Credit Card
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%
Average Term Extension (Months)	0 months	0 months
Term Extension | Credit Card | Domestic
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%
Average Term Extension (Months)	0 months	0 months
Term Extension | Credit Card | International
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%
Average Term Extension (Months)	0 months	0 months
Term Extension | Consumer Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	72.00%	63.00%
Average Term Extension (Months)	20 months	14 months
Term Extension | Consumer Banking | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	71.00%	67.00%
Average Term Extension (Months)	9 months	9 months
Term Extension | Consumer Banking | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity	66.00%	30.00%
Average Term Extension (Months)	171 months	138 months
Term Extension | Consumer Banking | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	91.00%	59.00%
Average Term Extension (Months)	4 months	6 months
Balance Reduction
Financing Receivable, Modifications [Line Items]
% of TDR Activity	12.00%	10.00%
Gross Balance Reduction	23	23
Balance Reduction | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	8.00%	0.00%
Gross Balance Reduction	1	0
Balance Reduction | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	8.00%	0.00%
Gross Balance Reduction	1	0
Balance Reduction | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	77.00%	0.00%
Gross Balance Reduction	1	0
Balance Reduction | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%
Gross Balance Reduction	0	0
Balance Reduction | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%
Gross Balance Reduction	0	0
Balance Reduction | Credit Card
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%
Gross Balance Reduction	0	0
Balance Reduction | Credit Card | Domestic
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%
Gross Balance Reduction	0	0
Balance Reduction | Credit Card | International
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%
Gross Balance Reduction	0	0
Balance Reduction | Consumer Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	24.00%	29.00%
Gross Balance Reduction	22	23
Balance Reduction | Consumer Banking | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	28.00%	32.00%
Gross Balance Reduction	22	22
Balance Reduction | Consumer Banking | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	13.00%
Gross Balance Reduction	0	1
Balance Reduction | Consumer Banking | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%
Gross Balance Reduction	$0	$0

Loans_TDR_Subsequent_Defaults_

Loans - TDR - Subsequent Defaults of Completed TDR Modifications (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
	Contract	Contract
Financing Receivable, Modifications [Line Items]
Number of Contracts	19,977	22,945
Total Loans	$57	$76
Credit Card
Financing Receivable, Modifications [Line Items]
Number of Contracts	18,215	21,582
Total Loans	36	46
Credit Card | Domestic
Financing Receivable, Modifications [Line Items]
Number of Contracts	9,667	11,061
Total Loans	16	16
Credit Card | International
Financing Receivable, Modifications [Line Items]
Number of Contracts	8,548	10,521
Total Loans	20	30
Consumer Banking
Financing Receivable, Modifications [Line Items]
Number of Contracts	1,762	1,353
Total Loans	21	22
Consumer Banking | Auto
Financing Receivable, Modifications [Line Items]
Number of Contracts	1,747	1,322
Total Loans	20	13
Consumer Banking | Home loan
Financing Receivable, Modifications [Line Items]
Number of Contracts	5	6
Total Loans	0	2
Consumer Banking | Retail banking
Financing Receivable, Modifications [Line Items]
Number of Contracts	10	25
Total Loans	1	7
Commercial Banking
Financing Receivable, Modifications [Line Items]
Number of Contracts	0	10
Total Loans	0	8
Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
Number of Contracts	0	4
Total Loans	0	6
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
Number of Contracts	0	3
Total Loans	0	6
Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
Number of Contracts	0	1
Total Loans	0	0
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
Number of Contracts	0	6
Total Loans	$0	$2

Loans_Outstanding_Balance_and_

Loans - Outstanding Balance and Carrying Value of Acquired Loans (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	$24,037		$25,201
Carrying value(1)	22,343		23,519
Allowance for loan and lease losses for Acquired Loans	34		27
Provision for credit losses for Acquired Loans	7	-2
Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	4,184		4,279
Carrying value(1)	2,808		2,882
Non-Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	19,853		20,922
Carrying value(1)	$19,535		$20,637

Loans_Changes_in_Accretable_Yi

Loans - Changes in Accretable Yield on Acquired Loans (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning balance	$4,653
Accretion recognized in earnings	-237
Reclassifications from (to) nonaccretable difference for loans with changing cash flows(1)	35
Changes in accretable yield for non-credit related changes in expected cash flows(2)	110
Accretable yield, ending balance	4,561
Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning balance	1,485
Accretion recognized in earnings	-87
Reclassifications from (to) nonaccretable difference for loans with changing cash flows(1)	45
Changes in accretable yield for non-credit related changes in expected cash flows(2)	84
Accretable yield, ending balance	1,527
Non-Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning balance	3,168
Accretion recognized in earnings	-150
Reclassifications from (to) nonaccretable difference for loans with changing cash flows(1)	-10
Changes in accretable yield for non-credit related changes in expected cash flows(2)	26
Accretable yield, ending balance	$3,034

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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	$4,383
Provision for credit losses	935	735
Balance at end of the period	4,405
Total Allowance
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	4,383	4,315
Provision for credit losses	927	723
Charge-offs	-1,284	-1,335
Recoveries	403	404
Net charge-offs	-881	-931
Other changes	-24	-9
Balance at end of the period	4,405	4,098
Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	113	87
Provision for credit losses	8	12
Charge-offs	0	0
Recoveries	0	0
Net charge-offs	0	0
Other changes	0	0
Balance at end of the period	121	99
Combined Allowance & Unfunded Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	4,496	4,402
Provision for credit losses	935	735
Charge-offs	-1,284	-1,335
Recoveries	403	404
Net charge-offs	-881	-931
Other changes	-24	-9
Balance at end of the period	4,526	4,197
Credit Card
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	3,204	3,214
Provision for credit losses	669	558
Charge-offs	-1,022	-1,095
Recoveries	303	315
Net charge-offs	-719	-780
Other changes	-24	-8
Balance at end of the period	3,130	2,984
Consumer Banking
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	779	752
Provision for credit losses	206	140
Charge-offs	-250	-231
Recoveries	91	83
Net charge-offs	-159	-148
Other changes	0	0
Balance at end of the period	826	744
Consumer Banking | Auto
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	661	606
Provision for credit losses	184	136
Charge-offs	-233	-205
Recoveries	85	71
Net charge-offs	-148	-134
Other changes	0	0
Balance at end of the period	697	608
Consumer Banking | Home loan
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	62	83
Provision for credit losses	8	-6
Charge-offs	-4	-11
Recoveries	2	6
Net charge-offs	-2	-5
Other changes	0	0
Balance at end of the period	68	72
Consumer Banking | Retail banking
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	56	63
Provision for credit losses	14	10
Charge-offs	-13	-15
Recoveries	4	6
Net charge-offs	-9	-9
Other changes	0	0
Balance at end of the period	61	64
Commercial Banking
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	395	338
Provision for credit losses	52	28
Charge-offs	-9	-7
Recoveries	6	3
Net charge-offs	-3	-4
Other changes	0	0
Balance at end of the period	444	362
Other
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	5	11
Provision for credit losses	0	-3
Charge-offs	-3	-2
Recoveries	3	3
Net charge-offs	0	1
Other changes	0	-1
Balance at end of the period	$5	$8

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 $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$4,082	$4,056
Asset-specific	289	300
Acquired Loans	34	27
Total allowance for loan and lease losses	4,405	4,383
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	2.16%	2.10%
Collectively evaluated	179,959	183,107
Asset-specific	1,685	1,709
Acquired Loans	22,334	23,500
Total loans held for investment	203,978	208,316	192,941
Credit Card
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	2,920	2,985
Asset-specific	210	219
Acquired Loans	0	0
Total allowance for loan and lease losses	3,130	3,204	2,984	3,214
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	3.83%	3.73%
Collectively evaluated	81,060	85,161
Asset-specific	673	692
Acquired Loans	21	23
Total loans held for investment	81,754	85,876
Consumer Banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	746	710
Asset-specific	47	42
Acquired Loans	33	27
Total allowance for loan and lease losses	826	779	744	752
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	1.16%	1.09%
Collectively evaluated	48,558	47,507
Asset-specific	668	647
Acquired Loans	22,153	23,285
Total loans held for investment	71,379	71,439
Consumer Banking | Auto
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	675	642
Asset-specific	22	19
Acquired Loans	0	0
Total allowance for loan and lease losses	697	661	608	606
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	1.79%	1.75%
Collectively evaluated	38,688	37,594
Asset-specific	249	230
Acquired Loans	0	0
Total loans held for investment	38,937	37,824
Consumer Banking | Home loan
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	19	18
Asset-specific	16	17
Acquired Loans	33	27
Total allowance for loan and lease losses	68	62	72	83
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	0.23%	0.21%
Collectively evaluated	6,426	6,427
Asset-specific	365	367
Acquired Loans	22,114	23,241
Total loans held for investment	28,905	30,035
Consumer Banking | Retail banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	52	50
Asset-specific	9	6
Acquired Loans	0	0
Total allowance for loan and lease losses	61	56	64	63
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	1.74%	1.58%
Collectively evaluated	3,444	3,486
Asset-specific	54	50
Acquired Loans	39	44
Total loans held for investment	3,537	3,580
Commercial Banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	411	356
Asset-specific	32	39
Acquired Loans	1	0
Total allowance for loan and lease losses	444	395	362	338
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	0.87%	0.78%
Collectively evaluated	50,237	50,328
Asset-specific	344	370
Acquired Loans	160	192
Total loans held for investment	50,741	50,890
Other
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	5	5
Asset-specific	0	0
Acquired Loans	0	0
Total allowance for loan and lease losses	5	5	8	11
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	4.48%	4.68%
Collectively evaluated	104	111
Asset-specific	0	0
Acquired Loans	0	0
Total loans held for investment	$104	$111

Allowance_for_Loan_and_Lease_L4

Allowance for Loan and Lease Losses Allowance for Loan and Lease Losses - Loss Sharing Arrangements (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Collaborative Arrangements and Non-collaborative Arrangement Transactions [Line Items]
Reduction in provision for loan and lease losses	($935)	($735)
Loss Sharing Agreement [Member]
Collaborative Arrangements and Non-collaborative Arrangement Transactions [Line Items]
Reduction in Charge-offs due to loss sharing agreements	44	42
Reduction in provision for loan and lease losses	57	35
Expected reimbursement netted in allowance for loan losses	$156		$143

Variable_Interest_Entities_and2

Variable Interest Entities and Securitizations - Carrying Amount of Assets and Liabilities of Variable Interest Entities (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	$34,556	$37,157
Carrying Amount of Liabilities, Consolidated	13,525	12,449
Carrying Amount of Assets, Unconsolidated	3,795	3,796
Carrying Amount of Liabilities, Unconsolidated	491	519
Maximum exposure to loss	4,464	4,451
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	3,502	3,500
Carrying Amount of Liabilities, Unconsolidated	463	488
Maximum exposure to loss	3,502	3,500
Entities that provide capital to low-income and rural communities
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	384	374
Carrying Amount of Liabilities, Consolidated	100	99
Carrying Amount of Assets, Unconsolidated	0	1
Carrying Amount of Liabilities, Unconsolidated	0	0
Maximum exposure to loss	0	1
Other
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	0	4
Carrying Amount of Liabilities, Consolidated	0	0
Carrying Amount of Assets, Unconsolidated	70	74
Carrying Amount of Liabilities, Unconsolidated	0	0
Maximum exposure to loss	70	74
Total VIEs
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	384	378
Carrying Amount of Liabilities, Consolidated	100	99
Carrying Amount of Assets, Unconsolidated	3,572	3,575
Carrying Amount of Liabilities, Unconsolidated	463	488
Maximum exposure to loss	3,572	3,575
Credit card loan securitizations
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	34,172	36,779
Carrying Amount of Liabilities, Consolidated	13,425	12,350
Carrying Amount of Assets, Unconsolidated	0	0
Carrying Amount of Liabilities, Unconsolidated	0	0
Maximum exposure to loss	0	0
Home loan
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	0	0
Carrying Amount of Liabilities, Consolidated	0	0
Carrying Amount of Assets, Unconsolidated	223	221
Carrying Amount of Liabilities, Unconsolidated	28	31
Maximum exposure to loss	892	876
Total securitization-related VIEs
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	34,172	36,779
Carrying Amount of Liabilities, Consolidated	13,425	12,350
Carrying Amount of Assets, Unconsolidated	223	221
Carrying Amount of Liabilities, Unconsolidated	28	31
Maximum exposure to loss	$892	$876

Variable_Interest_Entities_and3

Variable Interest Entities and Securitizations - External Debt and Receivable Balances of Securitization Programs (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
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	$12,717	$11,624
Receivables in the trust, non-mortgage	33,938	36,545
Cash balance of spread or reserve accounts, non-mortgage	0	0
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	1,971	2,026
Receivables in the trust, mortgage	2,037	2,094
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	90	95
Receivables in the trust, mortgage	84	89
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	862	887
Receivables in the trust, mortgage	868	893
Cash balance of spread or reserve accounts, mortgage	$145	$143

Variable_Interest_Entities_and4

Variable Interest Entities and Securitizations - Additional Information (Detail) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Variable Interest Entity [Line Items]
Funded HELOCs advances	$30,000,000		$30,000,000
Unfunded commitment on residual interests on trusts	6,000,000		6,000,000
Maximum exposure to loss	4,464,000,000		4,451,000,000
Amortization Method Qualified Affordable Housing Project Investments, Amortization	86,000,000	74,000,000
Affordable Housing Tax Credits And Other Tax Benefits, Amount	102,000,000	90,000,000
Amortization Method Qualified Affordable Housing Project Investments	3,200,000,000		3,200,000,000
Qualified Affordable Housing Project Investments, Commitment	1,200,000,000
Carrying amounts of assets, unconsolidated	3,795,000,000		3,796,000,000
VIEs consolidated assets	34,556,000,000		37,157,000,000
Affordable housing entities
Variable Interest Entity [Line Items]
Maximum exposure to loss	3,502,000,000		3,500,000,000
Carrying amounts of assets, unconsolidated	3,502,000,000		3,500,000,000
Total assets of the unconsolidated VIE investment funds	10,200,000,000		10,200,000,000
VIEs consolidated assets	0		0
Entities that provide capital to low-income and rural communities
Variable Interest Entity [Line Items]
Maximum exposure to loss	0		1,000,000
Carrying amounts of assets, unconsolidated	0		1,000,000
VIEs consolidated assets	384,000,000		374,000,000
Other
Variable Interest Entity [Line Items]
Maximum exposure to loss	70,000,000		74,000,000
Carrying amounts of assets, unconsolidated	70,000,000		74,000,000
VIEs consolidated assets	0		4,000,000
Other VIE assets held in trust	149,000,000		159,000,000
Variable Interest Entity, Not Primary Beneficiary | Option ARM
Variable Interest Entity [Line Items]
Securities held by third-party investors, mortgage	1,971,000,000		2,026,000,000
Unpaid principal balance of securitization trusts	2,037,000,000		2,094,000,000
Variable Interest Entity, Not Primary Beneficiary | GreenPoint HELOCs
Variable Interest Entity [Line Items]
Securities held by third-party investors, mortgage	90,000,000		95,000,000
Unpaid principal balance of securitization trusts	84,000,000		89,000,000
Variable Interest Entity, Not Primary Beneficiary | GreenPoint Manufactured Housing
Variable Interest Entity [Line Items]
Securities held by third-party investors, mortgage	862,000,000		887,000,000
Unpaid principal balance of securitization trusts	868,000,000		893,000,000
Maximum exposure to loss	$420,000,000

Goodwill_and_Other_Intangible_2

Goodwill and Other Intangible Assets - Components (Detail) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Schedule of Intangible Assets by Major Class [Line Items]
Goodwill	$13,978,000,000		$13,978,000,000
Goodwill, Gross	13,978,000,000		13,978,000,000
Intangible Assets, Gross (Excluding Goodwill)	4,157,000,000		4,195,000,000
Accumulated Amortization	-2,945,000,000		-2,879,000,000
Intangible assets	1,212,000,000		1,316,000,000
Total goodwill and other intangible assets, Net Carrying Value	15,190,000,000		15,294,000,000
Intangible Assets Gross Including Goodwill	18,135,000,000		18,173,000,000
Consumer MSRs	53,000,000		53,000,000
Commercial MSRs	177,000,000		171,000,000
Commercial MSR, Accumulated Amortization	-30,000,000		-24,000,000
Commercial MSRs	147,000,000		147,000,000
Total MSRs, Gross	230,000,000		224,000,000
Total MSRs, Net	200,000,000		200,000,000
Indefinite lived assets	4,000,000		4,000,000
Valuation Allowance for Impairment of Recognized Servicing Assets, Balance	0		0
MSRs impaired	0	0
Amortization of Intangibles	110,000,000	143,000,000
PCCR intangibles
Schedule of Intangible Assets by Major Class [Line Items]
Intangible Assets, Gross (Excluding Goodwill)	2,147,000,000		2,124,000,000
Accumulated Amortization	-1,235,000,000		-1,152,000,000
Intangible assets	912,000,000		972,000,000
Amortization of Intangibles	84,000,000	98,000,000
Core deposit intangibles
Schedule of Intangible Assets by Major Class [Line Items]
Intangible Assets, Gross (Excluding Goodwill)	1,771,000,000		1,771,000,000
Accumulated Amortization	-1,596,000,000		-1,569,000,000
Intangible assets	175,000,000		202,000,000
Amortization of Intangibles	26,000,000	36,000,000
Other Intangible Assets [Member]
Schedule of Intangible Assets by Major Class [Line Items]
Intangible Assets, Gross (Excluding Goodwill)	239,000,000		300,000,000
Accumulated Amortization	-114,000,000		-158,000,000
Intangible assets	$125,000,000		$142,000,000

Goodwill_and_Other_Intangible_3

Goodwill and Other Intangible Assets - Goodwill Attributable to Each Business Segments (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015
Goodwill [Roll Forward]
Goodwill, Beginning Balance	$13,978
Acquisitions	5
Other adjustments	-5
Goodwill, Ending Balance	13,978
Credit Card
Goodwill [Roll Forward]
Goodwill, Beginning Balance	5,001
Acquisitions	0
Other adjustments	-5
Goodwill, Ending Balance	4,996
Consumer Banking
Goodwill [Roll Forward]
Goodwill, Beginning Balance	4,593
Acquisitions	5
Other adjustments	0
Goodwill, Ending Balance	4,598
Commercial Banking
Goodwill [Roll Forward]
Goodwill, Beginning Balance	4,384
Acquisitions	0
Other adjustments	0
Goodwill, Ending Balance	$4,384

Deposits_and_Borrowings_Additi

Deposits and Borrowings - Additional Information (Detail) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Deposits And Borrowings [Line Items]
Securitized debt obligations	$12,717,000,000		$11,624,000,000
Issuance of securitized debt obligations	1,300,000,000
Maturities of secured debt	175,000,000
Senior and subordinated notes	20,559,000,000		18,684,000,000
Fair value hedging losses	303,000,000		179,000,000
Repayments of unsecured debt	1,250,000,000	275,000,000
Advances from Federal Home Loan Banks	6,800,000,000		17,300,000,000
Other Assets
Deposits And Borrowings [Line Items]
Investment in FHLB stock	1,500,000,000		2,000,000,000
Senior notes | Total unsecured senior debt
Deposits And Borrowings [Line Items]
Proceeds from issuance of unsecured debt	3,000,000,000
Senior notes | Floating unsecured senior debt
Deposits And Borrowings [Line Items]
Proceeds from issuance of unsecured debt	400,000,000
Senior notes | Fixed unsecured senior debt
Deposits And Borrowings [Line Items]
Proceeds from issuance of unsecured debt	$2,600,000,000

Deposits_and_Borrowings_Deposi

Deposits and Borrowings - Deposits and Short-term Borrowings (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
In Millions, unless otherwise specified
Deposits:
Non-interest bearing deposits	$25,232	$25,081
Interest-bearing deposits	185,208	180,467
Total deposits	210,440	205,548	208,324
Short-term Debt [Line Items]
Short-term borrowings	6,683	17,080
Federal funds purchased and securities loaned or sold under agreements to repurchase
Short-term Debt [Line Items]
Short-term borrowings	933	880
FHLB advances
Short-term Debt [Line Items]
Short-term borrowings	$5,750	$16,200

Deposits_and_Borrowings_LongTe

Deposits and Borrowings - Long-Term Debt (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Debt Instrument [Line Items]
Long-term debt	$34,346	$31,377
Borrowings	41,029	48,457
Securitized debt obligations
Debt Instrument [Line Items]
Interest rate, minimum	0.21%
Interest rate, maximum	5.75%
Weighted average interest rate	1.35%
Long-term debt	12,717	11,624
Total senior and subordinated notes
Debt Instrument [Line Items]
Long-term debt	20,559	18,684
Senior notes | Total unsecured senior debt
Debt Instrument [Line Items]
Weighted average interest rate	2.60%
Long-term debt	17,904	16,054
Senior notes | Fixed unsecured senior debt
Debt Instrument [Line Items]
Interest rate, minimum	1.00%
Interest rate, maximum	6.75%
Weighted average interest rate	2.73%
Long-term debt	16,624	15,174
Senior notes | Floating unsecured senior debt
Debt Instrument [Line Items]
Interest rate, minimum	0.71%
Interest rate, maximum	0.94%
Weighted average interest rate	0.84%
Long-term debt	1,280	880
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	2,655	2,630
FHLB advances
Debt Instrument [Line Items]
Interest rate, minimum	0.22%
Interest rate, maximum	6.88%
Weighted average interest rate	0.55%
Long-term debt	$1,070	$1,069

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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Short-term borrowings:
Federal funds purchased and securities loaned or sold under agreements to repurchase	$0	$0
FHLB advances	8	6
Total short-term borrowings	8	6
Long-term debt:
Securitized debt obligations	33	38
Senior and subordinated notes	79	77
Other long-term borrowings	7	6
Total long-term debt	119	121
Total interest expense	$127	$127

Derivative_Instruments_and_Hed2

Derivative Instruments and Hedging Activities - Additional Information (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Derivative, Collateral, Right to Reclaim Cash	$171	$87
Additional collateral, variation margin (less than $1 million both periods)	1	1
Additional collateral, independent margin	60	65
Derivative net liability position (less than $1 million at Dec 31, 2014)	1	1
Cash collateral from derivatives counterparties	994	695
Securities received from derivatives counterparties, ability to re-pledge	137	91
Cumulative counterparty credit risk valuation adjustment	5	5
Cumulative credit risk valuation adjustment related to our credit quality (less than $1 million at Mar 31,2015)	1	1
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	($155)
Maximum length of time over which forecasted transactions were hedged, years	5 years
Cash flow hedges
Derivatives, Fair Value [Line Items]
Derivative maturity year	2020

Derivative_Instruments_and_Hed3

Derivative Instruments and Hedging Activities - Notional and Fair Values of Derivative Instruments (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	$91,823	$88,645
Derivative Assets, Gross Amount	1,939	1,452
Derivative Liabilities, Gross Amount	422	339
Derivative Asset, Netting Adjustment	-666	-624
Derivative Liability, Netting Adjustment	-165	-164
Derivative Assets	1,273	828
Derivative Liability	257	175
Derivatives designated as accounting hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	59,551	57,015
Derivative Assets, Gross Amount	1,405	996
Derivative Liabilities, Gross Amount	61	59
Derivatives designated as accounting hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	52,003	48,993
Derivative Assets, Gross Amount	1,014	702
Derivative Liabilities, Gross Amount	60	57
Derivatives designated as accounting hedges | Interest rate contracts | Fair value hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	26,793	24,543
Derivative Assets, Gross Amount	577	480
Derivative Liabilities, Gross Amount	47	39
Derivatives designated as accounting hedges | Interest rate contracts | Cash flow hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	25,210	24,450
Derivative Assets, Gross Amount	437	222
Derivative Liabilities, Gross Amount	13	18
Derivatives designated as accounting hedges | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	7,548	8,022
Derivative Assets, Gross Amount	391	294
Derivative Liabilities, Gross Amount	1	2
Derivatives designated as accounting hedges | Foreign exchange contracts | Cash flow hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	5,140	5,546
Derivative Assets, Gross Amount	340	221
Derivative Liabilities, Gross Amount	1	2
Derivatives designated as accounting hedges | Foreign exchange contracts | Net investment hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	2,408	2,476
Derivative Assets, Gross Amount	51	73
Derivative Liabilities, Gross Amount	0	0
Derivatives not designated as accounting hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	32,272	31,630
Derivative Assets, Gross Amount	534	456
Derivative Liabilities, Gross Amount	361	280
Derivatives not designated as accounting hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	31,686	31,037
Derivative Assets, Gross Amount	534	456
Derivative Liabilities, Gross Amount	355	275
Derivatives not designated as accounting hedges | Interest rate contracts | MSRs
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	1,028	777
Derivative Assets, Gross Amount	13	10
Derivative Liabilities, Gross Amount	5	3
Derivatives not designated as accounting hedges | Interest rate contracts | Customer accommodation
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	27,918	27,646
Derivative Assets, Gross Amount	485	413
Derivative Liabilities, Gross Amount	329	251
Derivatives not designated as accounting hedges | Interest rate contracts | Other interest rate exposures
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	2,740	2,614
Derivative Assets, Gross Amount	36	33
Derivative Liabilities, Gross Amount	21	21
Derivatives not designated as accounting hedges | Other contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	586	593
Derivative Assets, Gross Amount	0	0
Derivative Liabilities, Gross Amount	$6	$5

Derivative_Instruments_and_Hed4

Derivative Instruments and Hedging Activities - Offsetting Assets (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Derivatives assets(1)
Gross Amounts	$1,939	$1,452
Derivative Asset, Offsetting Financial Instruments	-70	-101
Derivative Assets, Offsetting Cash Collateral	-596	-523
Derivative Assets	1,273	828
Derivative Asset, Securities Not Netted	-121	-80
Net Exposure	1,152	748
Derivative Asset, Not Subject to Master Netting Arrangement	$650	$360

Derivative_Instruments_and_Hed5

Derivative Instruments and Hedging Activities - Offsetting Liabilities (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Derivatives liabilities(1)
Derivative Liabilities, Gross Amount	$422	$339
Derivative Liability, Offsetting Financial Instruments	-70	-101
Derivative Liability, Offsetting Cash Collateral	-95	-63
Derivative Liability	257	175
Derivative Liability, Securities Collateral Not Netted	0	0
Net Exposure	257	175
Derivative Liability, Not Subject to Master Netting Arrangement	207	127
Repurchase agreements(2)
Gross Amounts	924	869
Securities Sold under Agreements to Repurchase, Asset	0	0
Repurchase Agreement, Collateral, Right To Reclaim Cash, Offset	0	0
Net Amounts as Recognized	924	869
Offsetting Amounts Not Netted, Collateral Pledged	-924	-869
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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains (losses) recognized in earnings	$15	$21
Derivatives designated as accounting hedges | Fair value hedges | Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains recognized in earnings on derivatives	153	31
Losses recognized in earnings on hedged items	-148	-23
Net fair value hedge ineffectiveness gains	5	8
Derivatives not designated as accounting hedges
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	10	13
Derivatives not designated as accounting hedges | Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	12	16
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	6	7
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	4	4
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	2	5
Derivatives not designated as accounting hedges | Other contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	($2)	($3)

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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net [Abstract]
Gains (losses) recorded in AOCI	$280	$40
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	15	21
Cash flow hedges
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net [Abstract]
Gains (losses) recorded in AOCI	205	40
Gains (losses) reclassified from AOCI into earnings	43	21
Net derivative gains (losses) recognized in earnings	45	22
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	210	45
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	47	26
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	2	1
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	-5
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	-4	-5
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	$75	$0

Stockholders_Equity_Schedule_o

Stockholders' Equity - Schedule of Preferred Stock (Details) (USD $)	3 Months Ended
In Millions, except Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Class of Stock [Line Items]
Depository Share, Percent Interest in Preferred Stock	0.025
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$1,822	$1,822
Series B Preferred Stock
Class of Stock [Line Items]
Non-cumulative Fixed Dividend Rate per Annum (as percent)	6.00%
Redemption Price per Depositary Share (in dollars per share)	$25
Number of Depositary Shares (in shares)	35,000,000
Preferred Stock, Including Additional Paid in Capital, Net of Discount	853	853
Series C Preferred Stock
Class of Stock [Line Items]
Non-cumulative Fixed Dividend Rate per Annum (as percent)	6.25%
Redemption Price per Depositary Share (in dollars per share)	$25
Number of Depositary Shares (in shares)	20,000,000
Preferred Stock, Including Additional Paid in Capital, Net of Discount	484	484
Series D Preferred Stock
Class of Stock [Line Items]
Non-cumulative Fixed Dividend Rate per Annum (as percent)	6.70%
Redemption Price per Depositary Share (in dollars per share)	$25
Number of Depositary Shares (in shares)	20,000,000
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$485	$485

Stockholders_Equity_Change_in_

Stockholders' Equity - Change in AOCI Gain (Loss) by Component (Net of Tax) (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	($430)	($872)
Other comprehensive income (loss) before reclassifications	234	176
Net realized (gains) losses reclassified from AOCI into earnings	-16	-14
Other comprehensive income, net of tax	218	162
AOCI ending balance	-212	-710
Accumulated Net Unrealized Investment Gain (Loss) | Securities Available for Sale
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	410	106
Other comprehensive income (loss) before reclassifications	114	149
Net realized (gains) losses reclassified from AOCI into earnings	8	-5
Other comprehensive income, net of tax	122	144
AOCI ending balance	532	250
Accumulated Net Unrealized Investment Gain (Loss) | Securities Held to Maturity
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	-821	-897
Other comprehensive income (loss) before reclassifications	0	0
Net realized (gains) losses reclassified from AOCI into earnings	20	13
Other comprehensive income, net of tax	20	13
AOCI ending balance	-801	-884
Cash Flow Hedges
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	10	-110
Other comprehensive income (loss) before reclassifications	205	40
Net realized (gains) losses reclassified from AOCI into earnings	-43	-21
Other comprehensive income, net of tax	162	19
AOCI ending balance	172	-91
Foreign Currency Translation Adjustments
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	-8	40
Other comprehensive income (loss) before reclassifications	-84	-13
Net realized (gains) losses reclassified from AOCI into earnings	0	0
Other comprehensive income, net of tax	-84	-13
AOCI ending balance	-92	27
Other
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	-21	-11
Other comprehensive income (loss) before reclassifications	-1	0
Net realized (gains) losses reclassified from AOCI into earnings	-1	-1
Other comprehensive income, net of tax	-2	-1
AOCI ending balance	($23)	($12)

Stockholders_Equity_Reclassifi

Stockholders' Equity - Reclassifications from AOCI (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Non-interest income-other	$153	$111
Available-for-sale Securities, Gross Realized Gain (Loss), Excluding Other than Temporary Impairments	2	13
Non-interest income - OTTI	-15	-5
Interest income - Other	4,576	4,350
Income from continuing operations before income taxes	1,663	1,703
Income tax (benefit)	529	579
Net income	1,153	1,154
Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net income	16	14
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	2
Non-interest income - OTTI	-15
Income from continuing operations before income taxes	-13	8
Income tax (benefit)	-5	3
Net income	-8	5
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	-33	-28
Income tax (benefit)	-13	-15
Net income	-20	-13
Cash Flow Hedges | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Income from continuing operations before income taxes	68	34
Income tax (benefit)	25	13
Net income	43	21
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	75	42
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	-8
Other | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Income from continuing operations before income taxes	1	1
Income tax (benefit)	0	0
Net income	$1	$1

Stockholders_Equity_Components

Stockholders' Equity - Components of Other Comprehensive Income Loss and Related Tax Impact (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Before Tax
Net unrealized gains on securities available for sale	$190	$229
Net changes in securities held to maturity	33	28
Net unrealized gains on cash flow hedges	258	30
Foreign currency translation adjustments	-41	-13
Other	-4	-1
Other comprehensive income before taxes	436	273
Provision (Benefit)
Net unrealized gains on securities available for sale	68	85
Net changes in securities held to maturity	13	15
Net unrealized gains on cash flow hedges	96	11
Foreign currency translation adjustments	43	0
Other	-2	0
Other comprehensive income (loss), provision (benefit)	218	111
After Tax
Net unrealized gains on securities available for sale	122	144
Net changes in securities held to maturity	20	13
Net unrealized gains on cash flow hedges	162	19
Foreign currency translation adjustments	-84	-13
Other	-2	-1
Other comprehensive income, net of tax	$218	$162

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
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Basic earnings per common share:
Income from continuing operations, net of tax	$1,134	$1,124
Income from discontinued operations, net of tax	19	30
Net income	1,153	1,154
Dividends and undistributed earnings allocated to participating securities	-6	-5
Preferred stock dividends	-32	-13
Net income available to common stockholders	1,115	1,136
Net income from continuing operations (in dollars per share)	$2	$1.94
Income (loss) from discontinued operations (in dollars per share)	$0.03	$0.05
Net income per basic common share (in dollars per share)	$2.03	$1.99
Weighted Average Number of Shares Outstanding, Basic	550.2	571
Diluted earnings per common share:
Net income available to common stockholders	$1,115	$1,136
Net income from continuing operations (in dollars per share)	$1.97	$1.91
Income (loss) from discontinued operations (in dollars per share)	$0.03	$0.05
Net income per diluted common share (in dollars per share)	$2	$1.96
Effect of dilutive securities:
Stock options	2.6	2.4
Other contingently issuable shares	1.5	1.5
Warrants	2.9	5.4
Total effect of dilutive securities	7	9.3
Total weighted-average diluted shares outstanding	557.2	580.3

Earnings_Per_Common_Share_Addi

Earnings Per Common Share - Additional Information (Detail) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
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)	2,000,000	4,600,000
Minimum exercise price range	$70.96	$70.96
Maximum exercise price range	$88.81	$88.81
Warrant
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Warrants outstanding	6,300,000

Fair_Value_Measurement_Schedul

Fair Value Measurement - Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Securities available for sale:
Securities available for sale	$39,321	$39,508
Other assets:
Consumer MSRs	53	53
Derivative Assets, Gross Amount	1,939	1,452
Liabilities:
Derivative Liabilities, Gross Amount	422	339
Derivative Asset	1,273	828
Derivative Liabilities	257	175
Cumulative credit risk valuation adjustment related to derivative positions	5	4
U.S. Treasury securities
Securities available for sale:
Securities available for sale	4,440	4,118
Corporate debt securities guaranteed by U.S. government agencies
Securities available for sale:
Securities available for sale	598	800
RMBS
Securities available for sale:
Securities available for sale	26,048	25,381
CMBS
Securities available for sale:
Securities available for sale	5,429	5,519
Other ABS
Securities available for sale:
Securities available for sale	2,028	2,662
Other securities
Securities available for sale:
Securities available for sale	778	1,028
Level 1
Securities available for sale:
Securities available for sale	4,552	4,228
Other assets:
Derivative Assets, Gross Amount	3	4
Retained interests in securitizations	0	0
Liabilities:
Derivative Liabilities, Gross Amount	3	3
Level 2
Securities available for sale:
Securities available for sale	33,843	34,075
Other assets:
Derivative Assets, Gross Amount	1,863	1,382
Retained interests in securitizations	0	0
Liabilities:
Derivative Liabilities, Gross Amount	371	293
Level 3
Securities available for sale:
Securities available for sale	926	1,205
Other assets:
Derivative Assets, Gross Amount	73	66
Retained interests in securitizations	223	221
Liabilities:
Derivative Liabilities, Gross Amount	48	43
Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	39,321	39,508
Other assets:
Consumer MSRs	53	53
Derivative Assets, Gross Amount	1,939	1,452
Retained interests in securitizations	223	221
Total assets	41,536	41,234
Liabilities:
Derivative Liabilities, Gross Amount	422	339
Total liabilities	422	339
Fair Value, Measurements, Recurring [Member] | U.S. Treasury securities
Securities available for sale:
Securities available for sale	4,440	4,118
Fair Value, Measurements, Recurring [Member] | Corporate debt securities guaranteed by U.S. government agencies
Securities available for sale:
Securities available for sale	598	800
Fair Value, Measurements, Recurring [Member] | RMBS
Securities available for sale:
Securities available for sale	26,048	25,381
Fair Value, Measurements, Recurring [Member] | CMBS
Securities available for sale:
Securities available for sale	5,429	5,519
Fair Value, Measurements, Recurring [Member] | Other ABS
Securities available for sale:
Securities available for sale	2,028	2,662
Fair Value, Measurements, Recurring [Member] | Other securities
Securities available for sale:
Securities available for sale	778	1,028
Fair Value, Measurements, Recurring [Member] | Level 1
Securities available for sale:
Securities available for sale	4,552	4,228
Other assets:
Consumer MSRs	0	0
Derivative Assets, Gross Amount	3	4
Retained interests in securitizations	0	0
Total assets	4,555	4,232
Liabilities:
Derivative Liabilities, Gross Amount	3	3
Total liabilities	3	3
Fair Value, Measurements, Recurring [Member] | Level 1 | U.S. Treasury securities
Securities available for sale:
Securities available for sale	4,440	4,117
Fair Value, Measurements, Recurring [Member] | Level 1 | Corporate debt securities guaranteed by U.S. government agencies
Securities available for sale:
Securities available for sale	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 | RMBS
Securities available for sale:
Securities available for sale	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 | CMBS
Securities available for sale:
Securities available for sale	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 | Other ABS
Securities available for sale:
Securities available for sale	0	0
Fair Value, Measurements, Recurring [Member] | Level 1 | Other securities
Securities available for sale:
Securities available for sale	112	111
Fair Value, Measurements, Recurring [Member] | Level 2
Securities available for sale:
Securities available for sale	33,843	34,075
Other assets:
Consumer MSRs	0	0
Derivative Assets, Gross Amount	1,863	1,382
Retained interests in securitizations	0	0
Total assets	35,706	35,457
Liabilities:
Derivative Liabilities, Gross Amount	371	293
Total liabilities	371	293
Fair Value, Measurements, Recurring [Member] | Level 2 | U.S. Treasury securities
Securities available for sale:
Securities available for sale	0	1
Fair Value, Measurements, Recurring [Member] | Level 2 | Corporate debt securities guaranteed by U.S. government agencies
Securities available for sale:
Securities available for sale	426	467
Fair Value, Measurements, Recurring [Member] | Level 2 | RMBS
Securities available for sale:
Securities available for sale	25,493	24,820
Fair Value, Measurements, Recurring [Member] | Level 2 | CMBS
Securities available for sale:
Securities available for sale	5,255	5,291
Fair Value, Measurements, Recurring [Member] | Level 2 | Other ABS
Securities available for sale:
Securities available for sale	2,021	2,597
Fair Value, Measurements, Recurring [Member] | Level 2 | Other securities
Securities available for sale:
Securities available for sale	648	899
Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	926	1,205
Other assets:
Consumer MSRs	53	53
Derivative Assets, Gross Amount	73	66
Retained interests in securitizations	223	221
Total assets	1,275	1,545
Liabilities:
Derivative Liabilities, Gross Amount	48	43
Total liabilities	48	43
Fair Value, Measurements, Recurring [Member] | Level 3 | U.S. Treasury securities
Securities available for sale:
Securities available for sale	0	0
Fair Value, Measurements, Recurring [Member] | Level 3 | Corporate debt securities guaranteed by U.S. government agencies
Securities available for sale:
Securities available for sale	172	333
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS
Securities available for sale:
Securities available for sale	555	561
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS
Securities available for sale:
Securities available for sale	174	228
Fair Value, Measurements, Recurring [Member] | Level 3 | Other ABS
Securities available for sale:
Securities available for sale	7	65
Fair Value, Measurements, Recurring [Member] | Level 3 | Other securities
Securities available for sale:
Securities available for sale	$18	$18

Fair_Value_Measurement_Fair_Va

Fair Value Measurement Fair Value Measurement - Schedule of Level 3 Inputs Reconciliation for Assets (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Available-for-sale Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	$1,205	$3,330
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	7	22
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	12	42
Purchases	0	920
Sales	-88	-112
Issuances	0	0
Settlements	-42	-67
Transfers Into Level 3	85	202
Transfers Out of Level 3	-253	-1,120
Ending balance	926	3,217
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	9	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	333	927
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	-2	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	5	10
Purchases	0	0
Sales	-68	-112
Issuances	0	0
Settlements	-8	-21
Transfers Into Level 3	0	64
Transfers Out of Level 3	-88	-116
Ending balance	172	752
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0
RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	561	1,304
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	8	20
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	8	28
Purchases	0	886
Sales	0	0
Issuances	0	0
Settlements	-13	-34
Transfers Into Level 3	85	57
Transfers Out of Level 3	-94	-534
Ending balance	555	1,727
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	9	20
CMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	228	739
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	1	2
Purchases	0	34
Sales	0	0
Issuances	0	0
Settlements	-21	-11
Transfers Into Level 3	0	38
Transfers Out of Level 3	-34	-307
Ending balance	174	495
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0
Other ABS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	65	343
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	1	2
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	-2	2
Purchases	0	0
Sales	-20	0
Issuances	0	0
Settlements	0	-1
Transfers Into Level 3	0	43
Transfers Out of Level 3	-37	-163
Ending balance	7	226
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	2
Other securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	18	17
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	0	0
Transfers Out of Level 3	0	0
Ending balance	18	17
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0
Consumer MSRs
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	53	69
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	-3	-11
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0
Purchases	0	0
Sales	0	0
Issuances	4	4
Settlements	-1	-1
Transfers Into Level 3	0	0
Transfers Out of Level 3	0	0
Ending balance	53	61
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	-3	-11
Derivative assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	66	50
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	11	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0
Purchases	0	0
Sales	0	0
Issuances	9	2
Settlements	-12	-3
Transfers Into Level 3	0	0
Transfers Out of Level 3	-1	-1
Ending balance	73	48
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	11	0
Retained interest in securitizations
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	221	199
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	2	-2
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	0	0
Transfers Into Level 3	0	0
Transfers Out of Level 3	0	0
Ending balance	223	197
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	$2	($2)

Fair_Value_Measurement_Fair_Va1

Fair Value Measurement Fair Value Measurement - Schedule of Level 3 Inputs Reconciliation for Liabilities (Details) (Derivative liabilities, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	$43	$38
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	10	2
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0
Purchases	0	0
Sales	0	0
Issuances	7	1
Settlements	-12	-5
Transfers Into Level 3	0	0
Transfers Out of Level 3	0	0
Ending balance	48	36
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	$10	$2

Fair_Value_Measurement_Schedul1

Fair Value Measurement - Schedule of Assets Measured at Fair Value on Recurring Basis Quantitative Information about Level 3 Fair Value Measurements (Detail) (USD $)	0 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	39,321	39,508
Consumer MSRs	53	53
Derivative Assets, Gross Amount	1,939	1,452
Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	926	1,205
Derivative Assets, Gross Amount	73	66
Retained interests in securitizations	223	221
Level 3 | Retained interest in securitizations
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Retained interests in securitizations	223	221
Fair Value, Measurements, Recurring [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	39,321	39,508
Consumer MSRs	53	53
Derivative Assets, Gross Amount	1,939	1,452
Retained interests in securitizations	223	221
Fair Value, Measurements, Recurring [Member] | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	926	1,205
Consumer MSRs	53	53
Derivative Assets, Gross Amount	73	66
Retained interests in securitizations	223	221
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	555	561
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Yield (percent)	1.00%	0.00%
Constant prepayment rate (percent)	0.00%	0.00%
Default rate (percent)	0.00%	0.00%
Loss severity (percent)	0.00%	0.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Yield (percent)	22.00%	18.00%
Constant prepayment rate (percent)	22.00%	23.00%
Default rate (percent)	15.00%	15.00%
Loss severity (percent)	85.00%	85.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Yield (percent)	6.00%	6.00%
Constant prepayment rate (percent)	4.00%	4.00%
Default rate (percent)	5.00%	5.00%
Loss severity (percent)	59.00%	55.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	174	228
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Yield (percent)	1.00%	1.00%
Constant prepayment rate (percent)	0.00%	0.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	4.00%
Constant prepayment rate (percent)	100.00%	100.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	1.00%
Constant prepayment rate (percent)	5.00%	5.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Other ABS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	7	65
Fair Value, Measurements, Recurring [Member] | Level 3 | Other ABS | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	2.00%
Constant prepayment rate (percent)	0.00%	0.00%
Default rate (percent)	1.00%	1.00%
Loss severity (percent)	30.00%	30.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Other ABS | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	7.00%
Constant prepayment rate (percent)	0.00%	3.00%
Default rate (percent)	1.00%	10.00%
Loss severity (percent)	30.00%	88.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Other ABS | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	5.00%
Constant prepayment rate (percent)	0.00%	2.00%
Default rate (percent)	1.00%	7.00%
Loss severity (percent)	30.00%	71.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | U.S. government guaranteed debt and other securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	190	351
Fair Value, Measurements, Recurring [Member] | Level 3 | U.S. government guaranteed debt and other securities | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Yield (percent)	1.00%	1.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | U.S. government guaranteed debt and other securities | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Yield (percent)	4.00%	4.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | U.S. government guaranteed debt and other securities | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Yield (percent)	3.00%	3.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Consumer MSRs	53	53
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Total prepayment rate (percent)	9.00%	12.00%
Discount rate (percent)	14.00%	12.00%
Option adjusted spread rate (percent)	4.35%	4.35%
Servicing cost ($ per loan)	93.18	93.18
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Total prepayment rate (percent)	20.00%	27.00%
Discount rate (percent)	14.00%	12.00%
Option adjusted spread rate (percent)	15.00%	15.00%
Servicing cost ($ per loan)	208.7	208.7
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Total prepayment rate (percent)	18.00%	18.00%
Discount rate (percent)	14.00%	12.00%
Option adjusted spread rate (percent)	4.89%	4.78%
Servicing cost ($ per loan)	100.45	100.63
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative assets
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets, Gross Amount	73	66
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative assets | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	2.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative assets | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	3.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative assets | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	2.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Retained interest in securitizations | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Constant prepayment rate (percent)	2.00%	2.00%
Default rate (percent)	2.00%	2.00%
Loss severity (percent)	16.00%	19.00%
Discount rate (percent)	4.00%	4.00%
Life of receivables (months)	24 months	25 months
Fair Value, Measurements, Recurring [Member] | Level 3 | Retained interest in securitizations | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Constant prepayment rate (percent)	11.00%	13.00%
Default rate (percent)	6.00%	8.00%
Loss severity (percent)	91.00%	95.00%
Discount rate (percent)	11.00%	9.00%
Life of receivables (months)	84 months	72 months

Fair_Value_Measurement_Fair_Va2

Fair Value Measurement Fair Value Measurement - Schedule of Liabilities Measured at Fair Value on Recurring Basis Quantitative Information about Level 3 Fair Value Measurements (Detail) (USD $)	0 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	422	339
Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	48	43
Fair Value, Measurements, Recurring [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	422	339
Fair Value, Measurements, Recurring [Member] | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	48	43
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative liabilities
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	48	43
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative liabilities | Minimum | Discounted cash flows
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	2.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative liabilities | Maximum | Discounted cash flows
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	3.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative liabilities | Weighted Average | Discounted cash flows
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	2.00%

Fair_Value_Measurement_Schedul2

Fair Value Measurement - Schedule of Assets Measured at Fair Value on Nonrecurring Basis (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Asset	$1,273	$828
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	1,358	650
Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	202,522	207,104
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	63	121
Loans held for sale	15	34
Other Assets, Fair Value Disclosure	28	65
Total	106	220
Nonrecurring | Other Assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Foreclosed Properties and Repossessed Assets	28	60
Long-Lived Assets	0	5
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, Fair Value Disclosure	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	15	34
Other Assets, Fair Value Disclosure	0	0
Total	15	34
Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	63	121
Loans held for sale	0	0
Other Assets, Fair Value Disclosure	28	65
Total	$91	$186

Fair_Value_Measurement_Additio

Fair Value Measurement - Additional Information (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Asset	$1,273	$828
Minimum | Loans Held for Investment | Appraisal Value
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Non-recoverable rate	9.00%	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	74.00%	74.00%
Weighted Average | Loans Held for Investment | Appraisal Value
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Non-recoverable rate	34.00%	30.00%

Fair_Value_Measurement_Schedul3

Fair Value Measurement - Schedule of Earnings Related to Assets Measured at Fair Value on Nonrecurring Basis (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Assets:
Loans held for investment	($5)	($9)
Loans held for sale	0	-1
Other assets	-4	-3
Total	($9)	($13)

Fair_Value_Measurement_Schedul4

Fair Value Measurement - Schedule of Fair Value of Financial Instruments (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Financial assets:
Securities available for sale	$39,321	$39,508
Securities held to maturity	24,653	23,634
Derivative Assets, Gross Amount	1,939	1,452
Financial liabilities:
Derivative Liabilities, Gross Amount	422	339
Level 1
Financial assets:
Cash and cash equivalents	8,891	7,242
Restricted cash for securitization investors	234	234
Securities available for sale	4,552	4,228
Securities held to maturity	199	0
Net loans held for investment	0	0
Loans held for sale	0	0
Interest receivable	0	0
Derivative Assets, Gross Amount	3	4
Retained interests in securitizations	0	0
Financial liabilities:
Non-interest bearing deposits	25,232	25,081
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	933	880
Other borrowings	0	0
Interest payable	0	0
Derivative Liabilities, Gross Amount	3	3
Level 2
Financial assets:
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities available for sale	33,843	34,075
Securities held to maturity	24,197	23,503
Net loans held for investment	0	0
Loans held for sale	1,358	650
Interest receivable	1,078	1,079
Derivative Assets, Gross Amount	1,863	1,382
Retained interests in securitizations	0	0
Financial liabilities:
Non-interest bearing deposits	0	0
Interest-bearing deposits	11,253	11,668
Securitized debt obligations	12,826	11,745
Senior and subordinated notes	20,967	19,083
Federal funds purchased and securities loaned or sold under agreements to repurchase	0	0
Other borrowings	6,823	17,275
Interest payable	195	254
Derivative Liabilities, Gross Amount	371	293
Level 3
Financial assets:
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities available for sale	926	1,205
Securities held to maturity	257	131
Net loans held for investment	202,522	207,104
Loans held for sale	0	0
Interest receivable	0	0
Derivative Assets, Gross Amount	73	66
Retained interests in securitizations	223	221
Financial liabilities:
Non-interest bearing deposits	0	0
Interest-bearing deposits	168,784	162,406
Securitized debt obligations	0	0
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, Gross Amount	48	43
Carrying Amount
Financial assets:
Cash and cash equivalents	8,891	7,242
Restricted cash for securitization investors	234	234
Securities available for sale	39,321	39,508
Securities held to maturity	23,241	22,500
Net loans held for investment	199,573	203,933
Loans held for sale	1,331	626
Interest receivable	1,078	1,079
Derivative Assets, Gross Amount	1,939	1,452
Retained interests in securitizations	223	221
Financial liabilities:
Non-interest bearing deposits	25,232	25,081
Interest-bearing deposits	185,208	180,467
Securitized debt obligations	12,717	11,624
Senior and subordinated notes	20,599	18,684
Federal funds purchased and securities loaned or sold under agreements to repurchase	933	880
Other borrowings	6,820	17,269
Interest payable	195	254
Derivative Liabilities, Gross Amount	422	339
Estimated Fair Value
Financial assets:
Cash and cash equivalents	8,891	7,242
Restricted cash for securitization investors	234	234
Securities available for sale	39,321	39,508
Securities held to maturity	24,653	23,634
Net loans held for investment	202,522	207,104
Loans held for sale	1,358	650
Interest receivable	1,078	1,079
Derivative Assets, Gross Amount	1,939	1,452
Retained interests in securitizations	223	221
Financial liabilities:
Non-interest bearing deposits	25,232	25,081
Interest-bearing deposits	180,037	174,074
Securitized debt obligations	12,826	11,745
Senior and subordinated notes	20,967	19,083
Federal funds purchased and securities loaned or sold under agreements to repurchase	933	880
Other borrowings	6,823	17,275
Interest payable	195	254
Derivative Liabilities, Gross Amount	$422	$339

Business_Segments_Additional_I

Business Segments - Additional Information (Detail)	3 Months Ended
	Mar. 31, 2015
	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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Segment Reporting Information [Line Items]
Net interest income	$4,576	$4,350
Non-interest income	1,071	1,020
Total net revenue	5,647	5,370
Provision for credit losses	935	735
Amortization of intangibles	110	143
Other non-interest expense	2,939	2,798
Total non-interest expense	3,049	2,932
Income from continuing operations before income taxes	1,663	1,703
Income tax (benefit)	529	579
Income from continuing operations, net of tax	1,134	1,124
Loans held for investment	203,978	192,941	208,316
Total deposits	210,440	208,324	205,548
Operating Segments | Credit Card
Segment Reporting Information [Line Items]
Net interest income	2,666	2,525
Non-interest income	816	785
Total net revenue	3,482	3,310
Provision for credit losses	669	558
Other non-interest expense	1,692	1,628
Total non-interest expense	1,776	1,726
Income from continuing operations before income taxes	1,037	1,026
Income tax (benefit)	369	358
Income from continuing operations, net of tax	668	668
Loans held for investment	81,754	75,850
Total deposits	0	0
Operating Segments | Consumer Banking
Segment Reporting Information [Line Items]
Net interest income	1,434	1,433
Non-interest income	158	150
Total net revenue	1,592	1,583
Provision for credit losses	206	140
Other non-interest expense	948	900
Total non-interest expense	970	930
Income from continuing operations before income taxes	416	513
Income tax (benefit)	150	183
Income from continuing operations, net of tax	266	330
Loans held for investment	71,379	70,727
Total deposits	172,502	171,529
Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Net interest income	461	421
Non-interest income	114	87
Total net revenue	575	508
Provision for credit losses	60	40
Other non-interest expense	268	249
Total non-interest expense	272	255
Income from continuing operations before income taxes	243	213
Income tax (benefit)	88	76
Income from continuing operations, net of tax	155	137
Loans held for investment	50,741	46,230
Total deposits	32,575	31,485
Other
Segment Reporting Information [Line Items]
Net interest income	15	-29
Non-interest income	-17	-2
Total net revenue	-2	-31
Provision for credit losses	0	-3
Other non-interest expense	31	21
Total non-interest expense	31	21
Income from continuing operations before income taxes	-33	-49
Income tax (benefit)	-78	-38
Income from continuing operations, net of tax	45	-11
Loans held for investment	104	134
Total deposits	5,363	5,310
Purchased credit card relationship intangibles (“PCCR”)
Segment Reporting Information [Line Items]
Amortization of intangibles	84	98
Purchased credit card relationship intangibles (“PCCR”) | Operating Segments | Credit Card
Segment Reporting Information [Line Items]
Amortization of intangibles	84	98
Purchased credit card relationship intangibles (“PCCR”) | Operating Segments | Consumer Banking
Segment Reporting Information [Line Items]
Amortization of intangibles	0	0
Purchased credit card relationship intangibles (“PCCR”) | Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Amortization of intangibles	0	0
Purchased credit card relationship intangibles (“PCCR”) | Other
Segment Reporting Information [Line Items]
Amortization of intangibles	0	0
Core deposit intangibles
Segment Reporting Information [Line Items]
Amortization of intangibles	26	36
Core deposit intangibles | Operating Segments | Credit Card
Segment Reporting Information [Line Items]
Amortization of intangibles	0	0
Core deposit intangibles | Operating Segments | Consumer Banking
Segment Reporting Information [Line Items]
Amortization of intangibles	22	30
Core deposit intangibles | Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Amortization of intangibles	4	6
Core deposit intangibles | Other
Segment Reporting Information [Line Items]
Amortization of intangibles	0	0
PCCR and core deposits
Segment Reporting Information [Line Items]
Amortization of intangibles	110	134
PCCR and core deposits | Operating Segments | Credit Card
Segment Reporting Information [Line Items]
Amortization of intangibles	84	98
PCCR and core deposits | Operating Segments | Consumer Banking
Segment Reporting Information [Line Items]
Amortization of intangibles	22	30
PCCR and core deposits | Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Amortization of intangibles	4	6
PCCR and core deposits | Other
Segment Reporting Information [Line Items]
Amortization of intangibles	$0	$0

Commitments_Contingencies_Guar2

Commitments, Contingencies, Guarantees, and Others - Guarantees, LOC and Loss Sharing, U.K Cross Sell (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Payment Protection Insurance
Loss Contingencies [Line Items]
Loss contingency accrual	$92,000,000	$116,000,000
Letter of Credit
Loss Contingencies [Line Items]
Contractual amounts of standby letters of credit and commercial letters of credit	2,000,000,000	2,100,000,000
Other Liabilities | Letter of Credit
Loss Contingencies [Line Items]
Letters of credit outstanding	3,000,000	3,000,000
Financial Standby Letter of Credit
Loss Contingencies [Line Items]
Guarantees, maximum exposure	13,000,000	14,000,000
Financial Standby Letter of Credit | Other Liabilities
Loss Contingencies [Line Items]
Guarantee obligation	9,000,000	12,000,000
Loss Sharing Agreement
Loss Contingencies [Line Items]
Guarantee obligation	$37,000,000	$36,000,000

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	Mar. 31, 2015	Dec. 31, 2014
	Subsidiary
Loss Contingencies [Line Items]
Number of subsidiaries acquired that originated residential mortgage loans	3
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Losses realized by third party		$22
Subsidiaries
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Estimated Unpaid Principal Balance		22	23
Unpaid principal balance, delinquent 90 days or greater		4
Subsidiaries | 2005 to 2008 Year
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		111
Subsidiaries | 2008
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		4
Subsidiaries | 2007
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		21
Subsidiaries | 2006
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		41
Subsidiaries | 2005
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		45
Subsidiaries | Government-sponsored enterprises (“GSEs”)
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Estimated Unpaid Principal Balance		2	3
Subsidiaries | Government-sponsored enterprises (“GSEs”) | 2005 to 2008 Year
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		11
Subsidiaries | Government-sponsored enterprises (“GSEs”) | 2008
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		1
Subsidiaries | Government-sponsored enterprises (“GSEs”) | 2007
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		4
Subsidiaries | Government-sponsored enterprises (“GSEs”) | 2006
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		3
Subsidiaries | Government-sponsored enterprises (“GSEs”) | 2005
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		3
Subsidiaries | Insured Securitizations
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Estimated Unpaid Principal Balance		4	4
Subsidiaries | Insured Securitizations | 2005 to 2008 Year
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		20
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
Subsidiaries | Insured Securitizations | 2008
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		0
Subsidiaries | Insured Securitizations | 2007
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		2
Subsidiaries | Insured Securitizations | 2006
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		8
Subsidiaries | Insured Securitizations | 2005
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		10
Subsidiaries | Uninsured Securitizations and Other
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Estimated Unpaid Principal Balance		16	16
Subsidiaries | Uninsured Securitizations and Other | 2005 to 2008 Year
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		80
Subsidiaries | Uninsured Securitizations and Other | 2008
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		3
Subsidiaries | Uninsured Securitizations and Other | 2007
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		15
Subsidiaries | Uninsured Securitizations and Other | 2006
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		30
Subsidiaries | Uninsured Securitizations and Other | 2005
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		32
Subsidiaries | Uninsured Securitizations | 2005 to 2008 Year
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		48
Subsidiaries | Private Investors | 2005 to 2008 Year
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		22
Subsidiaries | Various Known and Unknown Investors | 2005 to 2008 Year
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Original Principal Balance		10
Representation and Warranty Liability [Member] | Subsidiaries
Mortgage Loans on Real Estate, Sold to Third Party [Abstract]
Loss Contingency, Range of Possible Loss, Portion Not Accrued		$2.10	$2.10

Commitments_Contingencies_Guar4

Commitments, Contingencies, Guarantees, and Others - Schedule of Open Claims in Pipeline (Details) (Subsidiaries, USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Unresolved Repurchase Claims [Roll Forward]
Open claims, beginning balance	$2,512	$2,825
Gross new demands received	7	764
Loans repurchased/made whole	-4	-36
Demands rescinded	-11	-1,041
Open claims, ending balance	2,504	2,512
Government-sponsored enterprises (“GSEs”)
Unresolved Repurchase Claims [Roll Forward]
Open claims, beginning balance	16	89
Gross new demands received	6	22
Loans repurchased/made whole	-3	-31
Demands rescinded	-2	-64
Open claims, ending balance	17	16
Insured Securitizations
Unresolved Repurchase Claims [Roll Forward]
Open claims, beginning balance	649	1,614
Gross new demands received	0	0
Loans repurchased/made whole	0	0
Demands rescinded	-1	-965
Open claims, ending balance	648	649
Uninsured Securitizations and Other
Unresolved Repurchase Claims [Roll Forward]
Open claims, beginning balance	1,847	1,122
Gross new demands received	1	742
Loans repurchased/made whole	-1	-5
Demands rescinded	-8	-12
Open claims, ending balance	$1,839	$1,847

Commitments_Contingencies_Guar5

Commitments, Contingencies, Guarantees, and Others - Schedule of Changes in Representation and Warranty Reserve (Details) (Subsidiaries, Representation and Warranty Liability [Member], USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Loss Contingencies [Line Items]
Loss Contingency, Range of Possible Loss, Portion Not Accrued	$2,100,000,000		$2,100,000,000
Loss Contingency Accrual [Roll Forward]
Representation and warranty repurchase reserve, beginning of period	731,000,000	1,172,000,000
Provision (benefit) for mortgage representation and warranty losses	18,000,000	33,000,000
Net realized losses	-40,000,000	-11,000,000
Representation and warranty repurchase reserve, end of period	673,000,000	1,128,000,000
Continuing Operations
Loss Contingency Accrual [Roll Forward]
Provision (benefit) for mortgage representation and warranty losses	-1,000,000	-14,000,000
Discontinued Operations
Loss Contingency Accrual [Roll Forward]
Provision (benefit) for mortgage representation and warranty losses	$19,000,000	$47,000,000

Commitments_Contingencies_Guar6

Commitments, Contingencies, Guarantees, and Others - Schedule of Allocation of Representation and Warranty Reserves (Details) (USD $)	49 Months Ended	3 Months Ended
	Feb. 28, 2009	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Dec. 31, 2013
	Subsidiary
Loss Contingencies [Line Items]
Number of subsidiaries acquired that originated residential mortgage loans	3
Subsidiaries | 2005 to 2008 Year
Loss Contingencies [Line Items]
Loans sold 2005 to 2008		$111,000,000,000
Subsidiaries | GSEs and Active Insured Securitizations
Loss Contingencies [Line Items]
Loans sold 2005 to 2008		27,000,000,000
Subsidiaries | Inactive Insured Securitizations and Others
Loss Contingencies [Line Items]
Loans sold 2005 to 2008		84,000,000,000
Subsidiaries | Government-sponsored enterprises (“GSEs”) | 2005 to 2008 Year
Loss Contingencies [Line Items]
Loans sold 2005 to 2008		11,000,000,000
Subsidiaries | Insured Securitizations | 2005 to 2008 Year
Loss Contingencies [Line Items]
Loans sold 2005 to 2008		20,000,000,000
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
Subsidiaries | Uninsured Securitizations | 2005 to 2008 Year
Loss Contingencies [Line Items]
Loans sold 2005 to 2008		48,000,000,000
Subsidiaries | Private Investors | 2005 to 2008 Year
Loss Contingencies [Line Items]
Loans sold 2005 to 2008		22,000,000,000
Subsidiaries | Representation and Warranty Liability [Member]
Loss Contingencies [Line Items]
Reserve liability		673,000,000	1,128,000,000	731,000,000	1,172,000,000
Loss Contingency, Range of Possible Loss, Portion Not Accrued		2,100,000,000		2,100,000,000
Net realized losses		40,000,000	11,000,000
Subsidiaries | Representation and Warranty Liability [Member] | GSEs and Active Insured Securitizations
Loss Contingencies [Line Items]
Reserve liability		492,000,000		499,000,000
Subsidiaries | Representation and Warranty Liability [Member] | Inactive Insured Securitizations and Others
Loss Contingencies [Line Items]
Reserve liability		$181,000,000		$232,000,000

Commitments_Contingencies_Guar7

Commitments, Contingencies, Guarantees, and Others - Litigation (Details) (USD $)	1 Months Ended			3 Months Ended	1 Months Ended		3 Months Ended
	Jan. 31, 2014	Dec. 31, 2013	Jul. 31, 2012	Mar. 31, 2008	Apr. 30, 2014	Feb. 28, 2009	Jul. 31, 2012	Mar. 31, 2015	Jul. 31, 2013
	claim	claim			patent	Contract	summon
						MortgageLoan	trust
Loss Contingencies [Line Items]
Loss contingency, estimate of possible loss								$200,000,000
Interchange Litigation
Loss Contingencies [Line Items]
Indemnification guarantees fair value								0
Intellectual Ventures Corp
Loss Contingencies [Line Items]
Number of claims dismissed	1	2
Pending Litigation | Interchange Litigation
Loss Contingencies [Line Items]
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
Pending Litigation | Intellectual Ventures Corp
Loss Contingencies [Line Items]
Number of patents not infringed		1			2
GreenPoint Subsidiary | Pending Litigation | U.S. Bank Litigation
Loss Contingencies [Line Items]
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
GreenPoint Subsidiary | Pending Litigation | FHFA Litigation
Loss Contingencies [Line Items]
Mortgage loans sold to third party, face amount under litigation			3,400,000,000				3,400,000,000
Number of summons filed							3
Number of residential mortgage backed securities trusts							3
GreenPoint Subsidiary | Pending Litigation | LXS Trust Litigation
Loss Contingencies [Line Items]
Mortgage loans sold to third party, face amount under litigation									$915,000,000