Capital One Financial (COF) 10-Q 3 Aug 15 2015 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2015	Jul. 31, 2015
Document And Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2015
Document Fiscal Year Focus	2,015
Document Fiscal Period Focus	Q2
Trading Symbol	COF
Entity Registrant Name	CAPITAL ONE FINANCIAL CORP
Entity Central Index Key	927,628
Current Fiscal Year End Date	--12-31
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		542,428,939

CONSOLIDATED STATEMENTS OF INCO

CONSOLIDATED STATEMENTS OF INCOME(UNAUDITED) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Interest income:
Loans, including loans held for sale	$ 4,531	$ 4,279	$ 9,071	$ 8,586
Investment securities	382	409	788	825
Other	24	24	52	54
Total interest income	4,937	4,712	9,911	9,465
Interest expense:
Deposits	272	272	543	548
Securitized debt obligations	36	39	69	77
Senior and subordinated notes	80	78	159	155
Other borrowings	12	8	27	20
Total interest expense	400	397	798	800
Net interest income	4,537	4,315	9,113	8,665
Provision for Loan, lease and Other losses	1,129	704	2,064	1,439
Net interest income after provision for credit losses	3,408	3,611	7,049	7,226
Non-interest income:
Service charges and other customer-related fees	429	460	866	934
Interchange fees, net	567	535	1,063	975
Total other-than-temporary impairment	(12)	(3)	(21)	(6)
Less: Portion of other-than-temporary impairment recorded in AOCI	5	2	(1)	0
Net other-than-temporary impairment recognized in earnings	(7)	(1)	(22)	(6)
Other	146	159	299	270
Total non-interest income	1,135	1,153	2,206	2,173
Non-interest expense:
Salaries and associate benefits	1,360	1,125	2,571	2,286
Occupancy and equipment	439	447	874	852
Marketing	387	335	762	660
Professional services	334	296	630	583
Communications and data processing	208	203	410	399
Amortization of intangibles	111	136	221	279
Other	468	437	888	852
Total non-interest expense	3,307	2,979	6,356	5,911
Income from continuing operations before income taxes	1,236	1,785	2,899	3,488
Income tax provision	384	581	913	1,160
Income from continuing operations, net of tax	852	1,204	1,986	2,328
Income from discontinued operations, net of tax	11	(10)	30	20
Net income	863	1,194	2,016	2,348
Dividends and undistributed earnings allocated to participating securities	(4)	(4)	(10)	(9)
Preferred stock dividends	(29)	(13)	(61)	(26)
Net income available to common stockholders	$ 830	$ 1,177	$ 1,945	$ 2,313
Basic earnings per common share:
Net income from continuing operations (in dollars per share)	$ 1.50	$ 2.09	$ 3.49	$ 4.03
Income (loss) from discontinued operations (in dollars per share)	0.02	(0.02)	0.06	0.03
Net income per basic common share (in dollars per share)	1.52	2.07	3.55	4.06
Diluted earnings per common share:
Net income from continuing operations (in dollars per share)	1.48	2.06	3.45	3.97
Income (loss) from discontinued operations (in dollars per share)	0.02	(0.02)	0.06	0.03
Net income per diluted common share (in dollars per share)	1.50	2.04	3.51	4
Dividends paid per common share (in dollars per share)	$ 0.40	$ 0.30	$ 0.70	$ 0.60

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Statement of Comprehensive Income [Abstract]
Net income	$ 863	$ 1,194	$ 2,016	$ 2,348
Other comprehensive (loss) income before taxes:
Net unrealized (losses) gains on securities available for sale	(259)	269	(69)	498
Net changes in securities held to maturity	40	33	73	61
Net unrealized (losses) gains on cash flow hedges	(129)	114	129	144
Foreign currency translation adjustments	(21)	79	(62)	66
Other	0	(3)	(4)	(4)
Other comprehensive income before taxes	(369)	492	67	765
Income tax provision related to other comprehensive income	(184)	153	34	264
Other comprehensive (loss) income, net of tax	(185)	339	33	501
Comprehensive income	$ 678	$ 1,533	$ 2,049	$ 2,849

CONSOLIDATED BALANCE SHEETS

CONSOLIDATED BALANCE SHEETS - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Cash and cash equivalents:
Cash and due from banks	$ 2,879	$ 3,147
Interest-bearing deposits with banks	4,275	4,095
Federal Funds Sold and Securities Purchased under Agreements to Resell	2	0
Total cash and cash equivalents	7,156	7,242
Restricted cash for securitization investors	253	234
Securities available for sale, at fair value	39,136	39,508
Securities held to maturity, at carrying value	23,668	22,500
Loans held for investment:
Total loans held for investment	209,705	208,316
Allowance for Loan and Lease losses	(4,676)	(4,383)
Net loans held for investment	205,029	203,933
Loans held for sale, at lower of cost or fair value	1,066	626
Premises and equipment, net	3,602	3,685
Interest receivable	1,056	1,079
Goodwill	13,984	13,978
Other assets	15,560	15,382
Total assets	310,510	308,167
Liabilities:
Interest payable	262	254
Deposits:
Non-interest bearing deposits	25,123	25,081
Interest-bearing deposits	183,657	180,467
Total deposits	208,780	205,548
Securitized debt obligations	13,785	11,624
Other debt:
Federal funds purchased and securities loaned or sold under agreements to repurchase	1,888	880
Senior and subordinated notes	19,987	18,684
Other borrowings	10,106	17,269
Total other debt	31,981	36,833
Other liabilities	9,043	8,855
Total liabilities	$ 263,851	$ 263,114
Commitments and Contingencies and Guarantees (See Note 14)
Stockholders’ equity:
Preferred stock (par value $.01 per share; 50,000,000 shares authorized; 2,875,000 and 1,875,000 shares issued and outstanding as of June 30, 2015 and December 31, 2014, respectively)	$ 0	$ 0
Common stock (par value $.01 per share; 1,000,000,000 shares authorized; 647,262,316 and 643,557,048 shares issued as of June 30, 2015 and December 31, 2014, respectively, and 542,460,867 and 553,391,311 shares outstanding as of June 30, 2015 and December 31, 2014, respectively)	6	6
Additional paid-in capital, net	29,063	27,869
Retained earnings	25,540	23,973
Accumulated other comprehensive loss	(397)	(430)
Treasury stock at cost (par value $.01 per share; 104,801,449 and 90,165,737 shares as of June 30, 2015 and December 31, 2014, respectively)	(7,553)	(6,365)
Total stockholders’ equity	46,659	45,053
Total liabilities and stockholders’ equity	310,510	308,167
Unsecuritized loans held for investment
Loans held for investment:
Total loans held for investment	175,407	171,771
Restricted loans for securitization investors
Loans held for investment:
Total loans held for investment	$ 34,298	$ 36,545

CONSOLIDATED BALANCE SHEETS (Pa

CONSOLIDATED BALANCE SHEETS (Parenthetical) - $ / shares	Jun. 30, 2015	Dec. 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	2,875,000	1,875,000
Preferred stock, shares outstanding	2,875,000	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	647,262,316	643,557,048
Common stock, shares outstanding	542,460,867	553,391,311
Treasury stock, at cost; shares	104,801,449	90,165,737

CONSOLIDATED STATEMENTS OF CHAN

CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS' EQUITY - USD ($) $ in Millions	Total	Series C Preferred Stock	Preferred Stock	Common Stock	Additional Paid-In Capital	Retained Earnings	Accumulated Other Comprehensive Income (Loss)	Treasury Stock
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$ 1,822	$ 484
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	2,049					2,016	33
Common Stock Dividends, Shares				35,028
Dividends, Common Stock	(385)			$ 0	(3)	(388)
Cash dividends - preferred series	(61)					(61)
Purchases of treasury stock	(1,188)							(1,188)
Issuances of common stock and restricted stock, net of forfeitures				1,847,636
Issuances of common stock and restricted stock, net of forfeitures	53			$ 0	53
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting				1,822,604
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting	56			$ 0	56
Stock Issued During Period, Shares, New Issues			1,000,000
Stock Issued During Period, Value, New Issues	988		$ 0		988
Compensation expense for restricted stock awards and stock options	94				94
Ending balance at Jun. 30, 2015	46,659		$ 0	$ 6	$ 29,063	$ 25,540	$ (397)	$ (7,553)
Ending balance (shares) at Jun. 30, 2015			2,875,000	647,262,316
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$ 2,810	$ 484

CONSOLIDATED STATEMENTS OF CHA7

CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS' EQUITY (Parenthetical) - $ / shares	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Cash dividends-common stock (in dollars per share)	$ 0.40	$ 0.30	$ 0.70	$ 0.60
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 CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Operating activities:
Income from continuing operations, net of tax	$ 1,986	$ 2,328
Income from discontinued operations, net of tax	30	20
Net income	2,016	2,348
Adjustments to reconcile net income to cash provided by operating activities:
Provision for Loan, lease and Other losses	2,064	1,439
Depreciation and amortization, net	1,012	1,017
Net gain on sales of securities available for sale	(1)	(12)
Impairment losses on securities available for sale	22	6
Gain on sales of loans held for sale	(39)	(20)
Stock plan compensation expense	124	137
Loans held for sale:
Originations and purchases	(3,784)	(1,920)
Proceeds from sales and paydowns	3,562	1,449
Changes in operating assets and liabilities:
Decrease in interest receivable	26	38
(Increase) decrease in other assets	(707)	1,148
Increase in interest payable	8	2
Decrease in other liabilities	(20)	(682)
Net cash provided (used) by discontinued operations	65	(30)
Net cash provided by operating activities	4,348	4,920
Securities available for sale:
Purchases	(6,035)	(5,767)
Proceeds from paydowns and maturities	3,963	3,386
Proceeds from sales	2,313	3,559
Securities held to maturity:
Purchases	(2,233)	(2,140)
Proceeds from paydowns and maturities	1,067	590
Loans:
Net increase in loans held for investment	(3,783)	(4,047)
Principal recoveries of loans previously charged off	783	802
Purchases of premises and equipment	(229)	(250)
Net cash used by other investing activities	(317)	0
Net cash used by investing activities	(4,471)	(3,867)
Financing activities:
(Decrease) increase in restricted cash for securitization investors	(19)	513
Net increase in deposits	3,228	1,363
Issuance of securitized debt obligations	2,319	2,446
Maturities and paydowns of securitized debt obligations	(175)	(2,791)
Issuance of senior and subordinated notes and long-term FHLB advances	13,042	4,731
Repayments of Unsecured Debt and Long Term FHLB Advances	(2,641)	(1,374)
Net decrease in other short-term borrowings	(15,192)	(4,755)
Common stock:
Net proceeds from issuances	53	51
Dividends paid	(385)	(344)
Preferred stock:
Proceeds from Issuance of Preferred Stock and Preference Stock	988	484
Dividends paid	(61)	(26)
Purchases of treasury stock	(1,188)	(980)
Proceeds from share-based payment activities	68	70
Net cash provided (used) by financing activities	37	(612)
Increase (decrease) in cash and cash equivalents	(86)	441
Cash and cash equivalents at beginning of the period	7,242	6,291
Cash and cash equivalents at end of the period	7,156	6,732
Non-cash items:
Net transfers from loans held for investment to loans held for sale	229	22
Interest paid	853	798
Income tax paid	$ 715	$ 884

Summary of Significant Accounti

Summary of Significant Accounting Policies	6 Months Ended
	Jun. 30, 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”) offer 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 June 30, 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 Financial Accounting Standards Board (“FASB”) issued guidance that requires repurchase-to-maturity transactions to be accounted for as secured borrowings rather than sales. New disclosures are also 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 are effective and have been 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 any 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 on 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. We are currently evaluating the potential impact of the new guidance on the consolidated financial statements.

Discontinued Operations

Discontinued Operations	6 Months Ended
	Jun. 30, 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 and six months ended June 30, 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 June 30, Six Months Ended June 30, (Dollars in millions) 2015 2014 2015 2014 Non-interest income (expense), net $ 18 $ (15 ) $ 48 $ 32 Income (loss) from discontinued operations before income taxes 18 (15 ) 48 32 Income tax provision (benefit) 7 (5 ) 18 12 Income (loss) from discontinued operations, net of tax $ 11 $ (10 ) $ 30 $ 20 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	6 Months Ended
	Jun. 30, 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 securities, Agency securities and other securities guaranteed by the U.S. government or U.S. government agencies represented 89% and 86% of our total investment securities as of June 30, 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 June 30, 2015 and December 31, 2014 . Table 3.1: Overview of Investment Portfolio (Dollars in millions) June 30, 2015 December 31, 2014 Securities available for sale, at fair value $ 39,136 $ 39,508 Securities held to maturity, at carrying value 23,668 22,500 Total investments $ 62,804 $ 62,008 The table below presents the amortized cost, gross unrealized gains and losses, and fair value of securities available for sale at June 30, 2015 and December 31, 2014 . Table 3.2: Investment Securities Available for Sale June 30, 2015 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses (1) Fair Value Investment securities available for sale: U.S. Treasury securities $ 4,411 $ 27 $ 0 $ 4,438 Corporate debt securities guaranteed by U.S. government agencies 425 2 (6 ) 421 RMBS: Agency (2) 23,529 252 (129 ) 23,652 Non-agency 2,857 448 (11 ) 3,294 Total RMBS 26,386 700 (140 ) 26,946 CMBS: Agency (2) 3,501 28 (45 ) 3,484 Non-agency 1,765 28 (14 ) 1,779 Total CMBS 5,266 56 (59 ) 5,263 Other ABS (3) 1,728 3 (4 ) 1,727 Other securities (4) 340 2 (1 ) 341 Total investment securities available for sale $ 38,556 $ 790 $ (210 ) $ 39,136 December 31, 2014 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses (1) Fair Value 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 $10 million and $8 million as of June 30, 2015 and December 31, 2014 , respectively. Substantially all of this amount is related to non-agency RMBS. (2) 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 63% and 56% of the other ABS portfolio as of June 30, 2015 and December 31, 2014 , respectively, and ABS collateralized by auto dealer floor plan inventory loans and leases constituted approximately 13% and 16% of the other ABS portfolio as of June 30, 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 June 30, 2015 and December 31, 2014 . Table 3.3: Investment Securities Held to Maturity June 30, 2015 (Dollars in millions) Amortized Cost Unrealized Losses Recorded in AOCI (1) Carrying Value Gross Unrealized Gains Gross Unrealized Losses Fair Value U.S. Treasury securities $ 198 $ 0 $ 198 $ 1 $ 0 $ 199 Agency RMBS 21,732 (1,118 ) 20,614 804 (47 ) 21,371 Agency CMBS 2,969 (113 ) 2,856 92 (7 ) 2,941 Total investment securities held to maturity $ 24,899 $ (1,231 ) $ 23,668 $ 897 $ (54 ) $ 24,511 December 31, 2014 (Dollars in millions) Amortized Cost Unrealized Losses Recorded in AOCI (1) Carrying Value Gross Unrealized Gains Gross Unrealized Losses Fair Value 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 June 30, 2015 and December 31, 2014 . Table 3.4: Securities in an Unrealized Loss Position June 30, 2015 Less than 12 Months 12 Months or Longer Total (Dollars in millions) Fair Value Gross Unrealized Losses Fair Value Gross Unrealized Losses Fair Value Gross Unrealized Losses Investment securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 28 $ 0 $ 301 $ (6 ) $ 329 $ (6 ) RMBS: Agency 7,942 (59 ) 3,479 (70 ) 11,421 (129 ) Non-agency 355 (6 ) 99 (5 ) 454 (11 ) Total RMBS 8,297 (65 ) 3,578 (75 ) 11,875 (140 ) CMBS: Agency 506 (3 ) 1,458 (42 ) 1,964 (45 ) Non-agency 560 (6 ) 307 (8 ) 867 (14 ) Total CMBS 1,066 (9 ) 1,765 (50 ) 2,831 (59 ) Other ABS 432 0 428 (4 ) 860 (4 ) Other securities 26 0 20 (1 ) 46 (1 ) Total investment securities available for sale in a gross unrealized loss position $ 9,849 $ (74 ) $ 6,092 $ (136 ) $ 15,941 $ (210 ) December 31, 2014 Less than 12 Months 12 Months or Longer Total (Dollars in millions) Fair Value Gross Unrealized Losses Fair Value Gross Unrealized Losses Fair Value Gross Unrealized 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 June 30, 2015 , the amortized cost of approximately 470 securities available for sale exceeded their fair value by $210 million , of which $136 million related to investment securities that had been in a loss position for 12 months or longer. As of June 30, 2015 , our investments in non-agency RMBS and CMBS, other ABS, and other securities accounted for $30 million , or 14% , of total gross unrealized losses on securities available for sale. As of June 30, 2015 , the carrying value of approximately 60 securities classified as held to maturity exceeded their fair value by $54 million . Gross unrealized losses on our investment securities have remained relatively consistent to those at December 31, 2014. The unrealized losses related to investment securities for which we have not recognized credit impairment were 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 June 30, 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 June 30, 2015 . Table 3.5: Contractual Maturities of Securities Available for Sale June 30, 2015 (Dollars in millions) Amortized Cost Fair Value Due in 1 year or less $ 841 $ 841 Due after 1 year through 5 years 5,724 5,758 Due after 5 years through 10 years 2,031 2,058 Due after 10 years (1) 29,960 30,479 Total $ 38,556 $ 39,136 __________ (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 June 30, 2015 (Dollars in millions) Carrying Value Fair Value Due after 1 year through 5 years $ 198 $ 199 Due after 5 years through 10 years 1,148 1,221 Due after 10 years 22,322 23,091 Total $ 23,668 $ 24,511 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 June 30, 2015 . Table 3.7: Expected Maturities and Weighted-Average Yields of Securities June 30, 2015 (Dollars in millions) Due in 1 Year or Less Due > 1 Year through 5 Years Due > 5 Years through 10 Years Due > 10 Years Total Fair value of securities available for sale: U.S. Treasury securities $ 551 $ 3,887 $ 0 $ 0 $ 4,438 Corporate debt securities guaranteed by U.S. government agencies 0 295 126 0 421 RMBS: Agency 216 11,642 11,794 0 23,652 Non-agency 9 950 1,664 671 3,294 Total RMBS 225 12,592 13,458 671 26,946 CMBS: Agency 88 1,931 1,446 19 3,484 Non-agency 158 478 1,143 0 1,779 Total CMBS 246 2,409 2,589 19 5,263 Other ABS 358 1,177 192 0 1,727 Other securities 64 62 126 89 341 Total securities available for sale $ 1,444 $ 20,422 $ 16,491 $ 779 $ 39,136 Amortized cost of securities available for sale $ 1,448 $ 20,184 $ 16,226 $ 698 $ 38,556 Weighted-average yield for securities available for sale (1) 1.12 % 2.18 % 2.94 % 5.60 % 2.52 % Carrying value of securities held to maturity: U.S. Treasury securities $ 0 $ 198 $ 0 $ 0 $ 198 Agency RMBS 13 638 16,658 3,305 20,614 Agency CMBS 0 60 2,457 339 2,856 Total securities held for maturity $ 13 $ 896 $ 19,115 $ 3,644 $ 23,668 Fair value of securities held to maturity $ 14 $ 917 $ 19,846 $ 3,734 $ 24,511 Weighted-average yield for securities held to maturity (1) 5.67 % 2.95 % 2.53 % 3.44 % 2.69 % __________ (1) The weighted-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 June 30, 2015 , for any securities with unrealized losses recorded in AOCI, we do not intend to sell nor believe that we will be required to sell these 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 and six months ended June 30, 2015 and 2014 on investment securities for which we had no intent to sell. Table 3.8: Credit Impairment Rollforward Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2015 2014 2015 2014 Credit loss component, beginning of period $ 190 $ 165 $ 175 $ 160 Additions: Initial credit impairment 0 0 5 1 Subsequent credit impairment 2 1 12 5 Total additions 2 1 17 6 Reductions due to payoffs, disposals, transfers and other 0 (1 ) 0 (1 ) Credit loss component, end of period $ 192 $ 165 $ 192 $ 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 and six months ended June 30, 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 June 30, Six Months Ended June 30, (Dollars in millions) 2015 2014 2015 2014 Realized gains (losses): Gross realized gains $ 8 $ 2 $ 17 $ 34 Gross realized losses (9 ) (3 ) (16 ) (22 ) Net realized (losses) gains (1 ) (1 ) 1 12 OTTI recognized in earnings: Credit-related OTTI (2 ) (1 ) (17 ) (6 ) Intent-to-sell OTTI (5 ) 0 (5 ) 0 Total OTTI recognized in earnings (7 ) (1 ) (22 ) (6 ) Net securities (losses) gains $ (8 ) $ (2 ) $ (21 ) $ 6 Total proceeds from sales $ 971 $ 583 $ 2,313 $ 3,559 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 $2.1 billion and $3.5 billion as of June 30, 2015 and December 31, 2014 , respectively. We pledged securities held to maturity with a carrying value of $9.3 billion and $9.0 billion as of June 30, 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 June 30, 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 $16 million and $91 million as of June 30, 2015 and December 31, 2014 , respectively, primarily related to our derivative transactions. Acquired Securities The table below presents the outstanding balance and carrying value of the acquired credit-impaired debt securities as of June 30, 2015 and December 31, 2014 . Table 3.10: Outstanding Balance and Carrying Value of Acquired Securities (Dollars in millions) June 30, 2015 December 31, 2014 Outstanding balance $ 3,526 $ 3,768 Carrying value 2,677 2,839 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 the Accretable Yield of Acquired Credit-Impaired Debt Securities (Dollars in millions) Three Months Ended June 30, 2015 Six Months Ended June 30, 2015 Accretable yield, beginning of period $ 1,171 $ 1,250 Accretion recognized in earnings (62 ) (123 ) Reduction due to payoffs, disposals, transfers and other 0 (1 ) Net reclassifications from nonaccretable difference 83 66 Accretable yield, end of period $ 1,192 $ 1,192

Loans

Loans	6 Months Ended
	Jun. 30, 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 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 June 30, 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 June 30, 2015 (Dollars in millions) Current 30-59 Days 60-89 Days > 90 Days Total Delinquent Loans Acquired Loans Total Loans Credit Card: Domestic credit card (1) $ 76,741 $ 777 $ 489 $ 977 $ 2,243 $ 0 $ 78,984 International credit card 7,949 108 60 102 270 0 8,219 Total credit card 84,690 885 549 1,079 2,513 0 87,203 Consumer Banking: Auto 37,598 1,573 660 160 2,393 0 39,991 Home loan 6,553 45 27 191 263 20,779 27,595 Retail banking 3,507 16 10 20 46 37 3,590 Total consumer banking 47,658 1,634 697 371 2,702 20,816 71,176 Commercial Banking: Commercial and multifamily real estate 22,809 19 0 21 40 37 22,886 Commercial and industrial 27,267 101 12 163 276 117 27,660 Total commercial lending 50,076 120 12 184 316 154 50,546 Small-ticket commercial real estate 680 2 2 1 5 0 685 Total commercial banking 50,756 122 14 185 321 154 51,231 Other loans 82 4 2 7 13 0 95 Total loans ( 2) $ 183,186 $ 2,645 $ 1,262 $ 1,642 $ 5,549 $ 20,970 $ 209,705 % of Total loans 87.35% 1.26% 0.60% 0.79% 2.65 % 10.00% 100.00 % December 31, 2014 (Dollars in millions) Current 30-59 Days 60-89 Days > 90 Days Total Delinquent Loans Acquired Loans Total 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 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% 100.00 % __________ (1) Includes installment loans of $107 million and $144 million as of June 30, 2015 and December 31, 2014 , respectively. (2) Loans as presented are net of unearned income, unamortized premiums and discounts, and unamortized deferred fees and costs totaling $935 million and $1.1 billion as of June 30, 2015 and December 31, 2014 , respectively. We had total loans held for sale of $1.1 billion and $626 million as of June 30, 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 June 30, 2015 and December 31, 2014 . Table 4.2: 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans (1) June 30, 2015 December 31, 2014 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Credit Card: Domestic credit card $ 977 $ 0 $ 1,181 $ 0 International credit card 64 68 73 70 Total credit card 1,041 68 1,254 70 Consumer Banking: Auto 0 160 0 197 Home loan 0 313 0 330 Retail banking 1 28 1 22 Total consumer banking 1 501 1 549 Commercial Banking: Commercial and multifamily real estate 0 27 7 62 Commercial and industrial 6 433 1 106 Total commercial lending 6 460 8 168 June 30, 2015 December 31, 2014 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Small-ticket commercial real estate 0 3 0 7 Total commercial banking 6 463 8 175 Other loans 0 10 0 15 Total $ 1,048 $ 1,042 $ 1,263 $ 809 % of Total loans 0.50% 0.50% 0.61% 0.39% __________ (1) Nonperfor ming loans generally include loans that have been placed on nonaccrual status. Acquired Loans are excluded from loans reported as 90 days and accruing inte rest 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 June 30, 2015 and December 31, 2014 . We also present net charge-offs for the three and six months ended June 30, 2015 and 2014 . Table 4.3: Credit Card: Risk Profile by Geographic Region and Delinquency Status June 30, 2015 December 31, 2014 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Domestic credit card: California $ 8,891 10.2% $ 8,574 10.0% New York 5,785 6.6 5,610 6.5 Texas 5,581 6.4 5,382 6.3 Florida 4,968 5.7 4,794 5.6 Illinois 3,733 4.3 3,747 4.4 Pennsylvania 3,430 3.9 3,581 4.2 Ohio 3,050 3.5 3,075 3.6 New Jersey 2,903 3.3 2,868 3.3 Michigan 2,665 3.1 2,681 3.1 Other 37,978 43.6 37,392 43.5 Total domestic credit card 78,984 90.6 77,704 90.5 International credit card: Canada 4,867 5.6 4,747 5.5 United Kingdom 3,352 3.8 3,425 4.0 Total international credit card 8,219 9.4 8,172 9.5 Total credit card $ 87,203 100.0% $ 85,876 100.0 % Selected credit metrics: (2) 30+ day delinquencies $ 2,513 2.88% $ 2,832 3.30% 90+ day delinquencies 1,079 1.24 1,292 1.50 __________ (1) P ercentages by geographic region within the domestic and international credit card portfolios are calculated based on the total held for investment credit card loan s 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 June 30, Six Months Ended June 30, 2015 2014 2015 2014 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs: Domestic credit card $ 650 3.42% $ 610 3.52% $ 1,314 3.49% $ 1,310 3.77% International credit card 53 2.65 75 3.93 108 2.73 155 4.05 Total credit card $ 703 3.35 $ 685 3.56 $ 1,422 3.42 $ 1,465 3.79 __________ (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 June 30, 2015 and December 31, 2014 , and net charge-offs for the three and six months ended June 30, 2015 and 2014 . Table 4.5: Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status June 30, 2015 December 31, 2014 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Auto: Texas $ 5,383 7.6% $ 5,248 7.4% California 4,367 6.1 4,081 5.7 Florida 3,062 4.3 2,737 3.8 Georgia 2,169 3.1 2,066 2.9 Louisiana 1,872 2.6 1,773 2.5 Illinois 1,784 2.5 1,676 2.4 Ohio 1,654 2.3 1,566 2.2 Other 19,700 27.7 18,677 26.1 Total auto 39,991 56.2 37,824 53.0 Home loan: California 6,412 9.0 6,943 9.7 New York 2,313 3.2 2,452 3.4 Illinois 1,697 2.4 1,873 2.6 Maryland 1,624 2.3 1,720 2.4 Virginia 1,452 2.0 1,538 2.2 New Jersey 1,405 2.0 1,529 2.1 Florida 1,253 1.8 1,375 1.9 June 30, 2015 December 31, 2014 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Other 11,439 16.1 12,605 17.7 Total home loan 27,595 38.8 30,035 42.0 Retail banking: Louisiana 1,128 1.6 1,120 1.5 New York 891 1.2 881 1.2 Texas 752 1.0 756 1.1 New Jersey 255 0.4 265 0.4 Maryland 170 0.2 167 0.2 Virginia 142 0.2 132 0.2 California 49 0.1 52 0.1 Other 203 0.3 207 0.3 Total retail banking 3,590 5.0 3,580 5.0 Total consumer banking $ 71,176 100.0% $ 71,439 100.0% June 30, 2015 December 31, 2014 30+ day Delinquencies 90+ day Delinquencies Nonperforming Loans 30+ day Delinquencies 90+ day Delinquencies Nonperforming Loans (Dollars in millions) Amount Rate Amount Rate Amount Rate Amount Rate Amount Rate Amount Rate Auto $ 2,393 5.98% $ 160 0.40 % $ 160 0.40% $ 2,682 7.09% $ 197 0.52% $ 197 0.52 % Home Loan (2) 263 0.95 191 0.69 313 1.13 302 1.01 218 0.73 330 1.10 Retail Banking 46 1.28 20 0.55 28 0.79 40 1.11 16 0.44 22 0.61 Total Consumer Banking (2) $ 2,702 3.80 $ 371 0.52 $ 501 0.70 $ 3,024 4.23 $ 431 0.60 $ 549 0.77 __________ (1) Pe rcentages 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 our home loan portfolio were 3.85% , 2.81% and 4.59% as of June 30, 2015 ; and 4.45% , 3.21% and 4.86% as of December 31, 2014 ; and for the total consumer banking loan portfolio were 5.36% , 0.74% and 1.00% as of June 30, 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 June 30, Six Months Ended June 30, 2015 2014 2015 2014 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs: Auto $ 121 1.22% $ 111 1.31% $ 269 1.38% $ 245 1.48% Home loan 3 0.04 5 0.05 5 0.03 10 0.06 Retail banking 12 1.39 6 0.70 21 1.18 15 0.82 Total consumer banking $ 136 0.76 $ 122 0.69 $ 295 0.83 $ 270 0.76 _______ ___ (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 the total consumer banking loan portfolio were 0.16% and 1.09% , respectively, for the three months ended June 30, 2015 , compared to 0.25% and 1.09% , respectively, for the three months ended June 30, 2014 ; and 0.13% and 1.19% , respectively, for the six months ended June 30, 2015 , compared to 0.27% and 1.23% , respectively, for the six months ended June 30, 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 after 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 June 30, 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 June 30, 2015 Loans Acquired Loans Total Home Loans (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Amount % of Total (1) Origination year: (2) < = 2006 $ 2,554 9.3% $ 5,271 19.1% $ 7,825 28.4% 2007 294 1.1 4,475 16.2 4,769 17.3 2008 172 0.6 3,155 11.4 3,327 12.0 2009 106 0.4 1,735 6.3 1,841 6.7 2010 107 0.4 2,590 9.4 2,697 9.8 2011 196 0.7 2,963 10.7 3,159 11.4 2012 1,443 5.2 461 1.7 1,904 6.9 2013 604 2.2 75 0.3 679 2.5 2014 720 2.6 31 0.1 751 2.7 2015 620 2.2 23 0.1 643 2.3 Total $ 6,816 24.7% $ 20,779 75.3% $ 27,595 100.0% Geographic concentration: (3) California $ 939 3.4% $ 5,473 19.8% $ 6,412 23.2% New York 1,336 4.9 977 3.5 2,313 8.4 Illinois 94 0.3 1,603 5.8 1,697 6.1 Maryland 484 1.8 1,140 4.1 1,624 5.9 Virginia 410 1.5 1,042 3.8 1,452 5.3 New Jersey 334 1.2 1,071 3.9 1,405 5.1 Florida 163 0.6 1,090 3.9 1,253 4.5 Arizona 87 0.3 1,109 4.0 1,196 4.3 Louisiana 1,140 4.1 33 0.2 1,173 4.3 Washington 110 0.4 913 3.3 1,023 3.7 Other 1,719 6.2 6,328 23.0 8,047 29.2 Total $ 6,816 24.7% $ 20,779 75.3% $ 27,595 100.0 % Lien type: 1 st lien $ 5,807 21.0% $ 20,444 74.1% $ 26,251 95.1% 2 nd lien 1,009 3.7 335 1.2 1,344 4.9 Total $ 6,816 24.7% $ 20,779 75.3% $ 27,595 100.0% Interest rate type: Fixed rate $ 2,654 9.6% $ 2,516 9.1% $ 5,170 18.7% Adjustable rate 4,162 15.1 18,263 66.2 22,425 81.3 Total $ 6,816 24.7% $ 20,779 75.3% $ 27,595 100.0% December 31, 2014 Loans Acquired Loans Total Home Loans (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Amount % of Total (1) Origination year: (2) < = 2006 $ 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 7.0 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% $ 30,035 100.0% Geographic concentration: (3) California $ 924 3.1% $ 6,019 20.0% $ 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 4.0 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 4.0 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% $ 30,035 100.0% Lien type: 1 st lien $ 5,756 19.2% $ 22,883 76.2% $ 28,639 95.4% 2 nd lien 1,038 3.4 358 1.2 1,396 4.6 Total $ 6,794 22.6 % $ 23,241 77.4 % $ 30,035 100.0 % 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% $ 30,035 100.0% __________ (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 $543 million as of June 30, 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 June 30, 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 $125 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 June 30, 2015 and December 31, 2014 . Table 4.8: Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating June 30, 2015 (Dollars in millions) Commercial and Multifamily Real Estate % of Total (1) Commercial and Industrial % of Total (1) Small-ticket Commercial Real Estate % of Total (1) Total Commercial Banking % of Total (1) Geographic concentration: (2) Loans: Northeast $ 14,514 63.4% $ 6,498 23.5% $ 419 61.2 % $ 21,431 41.8 % Mid-Atlantic 2,558 11.2 2,084 7.5 27 3.9 4,669 9.1 South 3,436 15.0 12,028 43.5 43 6.3 15,507 30.3 Other 2,378 10.4 7,050 25.5 196 28.6 9,624 18.8 Total $ 22,886 100.0% $ 27,660 100.0% $ 685 100.0% $ 51,231 100.0% Internal risk rating: (3) Loans: Noncriticized $ 22,453 98.1% $ 25,869 93.5% $ 679 99.1% $ 49,001 95.7% Criticized performing 406 1.8 1,358 4.9 3 0.4 1,767 3.4 Criticized nonperforming 27 0.1 433 1.6 3 0.5 463 0.9 Total $ 22,886 100.0% $ 27,660 100.0 % $ 685 100.0% $ 51,231 100.0% December 31, 2014 (Dollars in millions) Commercial and Multifamily Real Estate % of Total (1) Commercial and Industrial % of Total (1) Small-ticket Commercial Real Estate % of Total (1) Total Commercial Banking % of Total (1) 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 $ 23,137 100.0% $ 26,972 100.0% $ 781 100.0% $ 50,890 100.0% 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 $ 23,137 100.0% $ 26,972 100.0% $ 781 100.0% $ 50,890 100.0% __________ (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 c ategories 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 June 30, 2015 and December 31, 2014 , and for the three and six months ended June 30, 2015 and 2014 : Table 4.9: Impaired Loans (1) June 30, 2015 (Dollars in millions) With an Allowance Without an Allowance Total Recorded Investment Related Allowance Net Recorded Investment Unpaid Principal Balance Credit Card: Domestic credit card $ 532 $ 0 $ 532 $ 139 $ 393 $ 517 International credit card 138 0 138 67 71 133 Total credit card (2) 670 0 670 206 464 650 Consumer Banking: Auto (3) 254 207 461 21 440 732 Home loan 215 148 363 15 348 460 Retail banking 51 6 57 11 46 59 Total consumer banking 520 361 881 47 834 1,251 Commercial Banking: Commercial and multifamily real estate 95 11 106 19 87 118 Commercial and industrial 299 265 564 53 511 592 Total commercial lending 394 276 670 72 598 710 Small-ticket commercial real estate 4 0 4 0 4 4 Total commercial banking 398 276 674 72 602 714 Total $ 1,588 $ 637 $ 2,225 $ 325 $ 1,900 $ 2,615 Three Months Ended Six Months Ended June 30, 2015 June 30, 2015 (Dollars in millions) Average Interest Average Interest Credit Card: Domestic credit card $ 535 $ 14 $ 539 $ 28 International credit card 136 3 139 5 Total credit card (2) 671 17 678 33 Consumer Banking: Auto (3) 457 20 450 41 Home loan 364 1 365 2 Retail banking 56 1 54 1 Total consumer banking 877 22 869 44 Commercial Banking: Commercial and multifamily real estate 113 1 124 2 Commercial and industrial 388 1 330 2 Total commercial lending 501 2 454 4 Small-ticket commercial real estate 8 0 8 0 Total commercial banking 509 2 462 4 Total $ 2,057 $ 41 $ 2,009 $ 81 December 31, 2014 (Dollars in millions) With an Allowance Without an Allowance Total Recorded Investment Related Allowance Net Recorded Investment Unpaid Principal 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 Six Months Ended June 30, 2014 June 30, 2014 (Dollars in millions) Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized Credit Card: Domestic credit card $ 573 $ 15 $ 585 $ 30 International credit card 165 3 167 6 Total credit card (2) 738 18 752 36 Consumer Banking: Auto (3) 373 17 367 34 Home loan 408 2 404 3 Retail banking 77 0 81 1 Total consumer banking 858 19 852 38 Commercial Banking: Commercial and multifamily real estate 200 1 180 3 Commercial and industrial 178 1 180 2 Total commercial lending 378 2 360 5 Small-ticket commercial real estate 11 0 9 0 Total commercial banking 389 2 369 5 Total $ 1,985 $ 39 $ 1,973 $ 79 __________ (1) Impaired loans include loans modified in Troubled Debt Restructurings (“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 TD Rs. Loans modified in TDRs accounted for $1.7 billion of the impaired loans presented above as of both June 30, 2015 and December 31, 2014 . Consumer TDRs classified as performing totaled $1.0 billion as of both June 30, 2015 and December 31, 2014 . Commercial TDRs classified as performing totaled $211 million and $194 million as of June 30, 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 the three and six months ended June 30, 2015 and 2014 : Table 4.10: Troubled Debt Restructurings Total (1) Three Months Ended June 30, 2015 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (2)(3) Average (4) % of (3)(5) Average (6) % of (3)(7) Gross (8) Credit Card: Domestic credit card $ 68 100% 12.03 % 0 % 0 0 % $ 0 International credit card 30 100 25.95 0 0 0 0 Total credit card 98 100 16.25 0 0 0 0 Consumer Banking: Auto 81 40 4.11 68 7 31 23 Home loan 10 37 3.17 60 188 23 0 Retail banking 5 3 6.93 76 7 0 0 Total consumer banking 96 37 4.03 67 23 29 23 Commercial Banking: Commercial and multifamily real estate 0 0 0.00 0 0 100 0 Commercial and industrial 30 0 1.14 98 4 0 0 Total commercial lending 30 0 1.14 98 4 0 0 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 31 0 1.14 97 4 0 0 Total $ 225 60 12.98 42 17 12 $ 23 Total (1) Six Months Ended June 30, 2015 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (2)(3) Average (4) % of (3)(5) Average (6) % of (3)(7) Gross (8) Credit Card: Domestic credit card $ 140 100% 12.08% 0% 0 0 % $ 0 International credit card 62 100 25.86 0 0 0 0 Total credit card 202 100 16.32 0 0 0 0 Consumer Banking: Auto 169 41 2.82 69 8 30 45 Home loan 17 50 2.98 62 181 13 0 Retail banking 10 31 8.09 83 6 0 0 Total consumer banking 196 41 3.05 70 22 27 45 Commercial Banking: Commercial and multifamily real estate 3 0 0.00 97 34 78 1 Commercial and industrial 51 0 1.50 59 5 0 0 Total commercial lending 54 0 1.50 61 7 4 1 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 55 0 1.50 60 7 4 1 Total $ 453 62 12.55 37 19 12 $ 46 Total Loans Modified (1) Three Months Ended June 30, 2014 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of TDR Activity (2)(3) Average Rate Reduction (4) % of TDR Activity (3)(5) Average Term Extension (Months) (6) % of TDR Activity (3)(7) Gross Balance Reduction (8) Credit Card: Domestic credit card $ 64 100% 11.54% 0% 0 0% $ 0 International credit card 38 100 25.46 0 0 0 0 Total credit card 102 100 16.83 0 0 0 0 Consumer Banking: Auto 69 32 1.45 58 9 41 25 Home loan 11 38 2.32 33 164 4 0 Retail banking 2 5 7.57 95 10 0 0 Total consumer banking 82 32 1.62 56 22 34 25 Commercial Banking: Commercial and multifamily real estate 4 0 0.00 0 0 100 2 Commercial and industrial 12 0 0.00 57 11 0 0 Total commercial lending 16 0 0.00 42 11 26 2 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 17 0 0.00 39 11 24 2 Total $ 201 64 13.73 26 20 16 $ 27 Total Loans Modified (1) Six Months Ended June 30, 2014 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of TDR Activity (2)(3) Average Rate Reduction (4) % of TDR Activity (3)(5) Average Term Extension (Months) (6) % of TDR Activity (3)(7) Gross Balance Reduction (8) Credit Card: Domestic credit card $ 131 100% 11.52% 0 % 0 0% $ 0 International credit card 81 100 25.33 0 0 0 0 Total credit card 212 100 16.83 0 0 0 0 Consumer Banking: Auto 146 36 1.02 63 9 36 47 Home loan 19 30 2.04 32 153 8 1 Retail banking 8 7 5.07 71 7 0 0 Total consumer banking 173 34 1.16 60 18 31 48 Commercial Banking: Commercial and multifamily real estate 66 31 1.28 94 8 6 2 Commercial and industrial 13 0 0.00 58 11 0 0 Total commercial lending 79 26 1.10 88 9 5 2 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 80 26 1.08 87 9 5 2 Total $ 465 63 12.55 37 14 13 $ 50 __________ (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 Six Months Ended June 30, 2015 June 30, 2015 (Dollars in millions) Number of Amount Number of Amount Credit Card: Domestic credit card 9,661 $ 16 19,328 $ 32 International credit card (1) 8,624 23 17,172 43 Total credit card 18,285 39 36,500 75 Consumer Banking: Auto 2,128 24 3,875 44 Home loan 2 0 7 0 Retail banking 4 0 14 1 Total consumer banking 2,134 24 3,896 45 Commercial Banking: Commercial and multifamily real estate 0 0 0 0 Commercial and industrial 3 17 3 17 Total commercial lending 3 17 3 17 Small-ticket commercial real estate 0 0 0 0 Total commercial banking 3 17 3 17 Total 20,422 $ 80 4

Allowance for Loan and Lease Lo

Allowance for Loan and Lease Losses	6 Months Ended
	Jun. 30, 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 these partners resulted in reductions in reported charge-offs of $45 million and $39 million for the three months ended June 30, 2015 and 2014 , respectively, and $89 million and $81 million for the six months ended June 30, 2015 and 2014 , respectively, and reductions in the provision for loan and lease losses of $62 million and $46 million for the three months ended June 30, 2015 and 2014 , respectively, and $119 million and $81 million for the six months ended June 30, 2015 and 2014 , respectively. The expected reimbursement from these partners, which is netted against our allowance for loan and lease losses, was approximately $173 million and $143 million as of June 30, 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 and six months ended June 30, 2015 and 2014 . Table 5.1: Allowance for Loan and Lease Losses Three Months Ended June 30, 2015 Credit Card Consumer Banking Commercial Banking Other (1) Total Allowance Unfunded Lending Commitments Reserve Combined Allowance & Unfunded Reserve (Dollars in millions) Auto Home Loan Retail Banking Total Consumer Banking Balance as of March 31, 2015 $ 3,130 $ 697 $ 68 $ 61 $ 826 $ 444 $ 5 $ 4,405 $ 121 $ 4,526 Provision for credit losses 895 168 0 17 185 35 0 1,115 14 1,129 Charge-offs (988 ) (203 ) (5 ) (17 ) (225 ) (11 ) (2 ) (1,226 ) 0 (1,226 ) Recoveries 285 82 2 5 89 4 2 380 0 380 Net charge-offs (703 ) (121 ) (3 ) (12 ) (136 ) (7 ) 0 (846 ) 0 (846 ) Other changes (2) 2 0 0 0 0 0 0 2 0 2 Balance as of June 30, 2015 $ 3,324 $ 744 $ 65 $ 66 $ 875 $ 472 $ 5 $ 4,676 $ 135 $ 4,811 Six Months Ended June 30, 2015 Credit Consumer Banking Commercial Banking Other (1) Total Unfunded Combined (Dollars in millions) Auto Home Retail Total Banking Balance as of December 31, 2014 $ 3,204 $ 661 $ 62 $ 56 $ 779 $ 395 $ 5 $ 4,383 $ 113 $ 4,496 Provision for credit losses 1,564 352 8 31 391 87 0 2,042 22 2,064 Charge-offs (2,010 ) (436 ) (9 ) (30 ) (475 ) (20 ) (5 ) (2,510 ) 0 (2,510 ) Recoveries 588 167 4 9 180 10 5 783 0 783 Net charge-offs (1,422 ) (269 ) (5 ) (21 ) (295 ) (10 ) 0 (1,727 ) 0 (1,727 ) Other changes (2) (22 ) 0 0 0 0 0 0 (22 ) 0 (22 ) Balance as of June 30, 2015 $ 3,324 $ 744 $ 65 $ 66 $ 875 $ 472 $ 5 $ 4,676 $ 135 $ 4,811 Three Months Ended June 30, 2014 Credit Consumer Banking Commercial Banking Other (1) Total Unfunded Combined (Dollars in millions) Auto Home Retail Total Banking Balance as of March 31, 2014 $ 2,984 $ 608 $ 72 $ 64 $ 744 $ 362 $ 8 $ 4,098 $ 99 $ 4,197 Provision (benefit) for credit losses 549 145 0 (2 ) 143 9 0 701 3 704 Charge-offs (995 ) (183 ) (8 ) (14 ) (205 ) (8 ) (4 ) (1,212 ) 0 (1,212 ) Recoveries 310 72 3 8 83 5 2 400 0 400 Net charge-offs (685 ) (111 ) (5 ) (6 ) (122 ) (3 ) (2 ) (812 ) 0 (812 ) Other changes (2) 10 0 0 0 0 0 1 11 0 11 Balance as of June 30, 2014 $ 2,858 $ 642 $ 67 $ 56 $ 765 $ 368 $ 7 $ 3,998 $ 102 $ 4,100 Six Months Ended June 30, 2014 Credit Consumer Banking Commercial Banking Other (1) Total Unfunded Combined (Dollars in millions) Auto Home Retail Total 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 1,107 281 (6 ) 8 283 37 (3 ) 1,424 15 1,439 Charge-offs (2,090 ) (388 ) (19 ) (29 ) (436 ) (15 ) (6 ) (2,547 ) 0 (2,547 ) Recoveries 625 143 9 14 166 8 5 804 0 804 Net charge-offs (1,465 ) (245 ) (10 ) (15 ) (270 ) (7 ) (1 ) (1,743 ) 0 (1,743 ) Other changes (2) 2 0 0 0 0 0 0 2 0 2 Balance as of June 30, 2014 $ 2,858 $ 642 $ 67 $ 56 $ 765 $ 368 $ 7 $ 3,998 $ 102 $ 4,100 _________ (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 June 30, 2015 and December 31, 2014 . Table 5.2: Components of Allowance for Loan and Lease Losses by Impairment Methodology June 30, 2015 Consumer Banking (Dollars in millions) Credit Card Auto Home Loan Retail Banking Total Consumer Banking Commercial Banking Other Total Allowance for loan and lease losses: Collectively evaluated (1) $ 3,118 $ 723 $ 17 $ 55 $ 795 $ 399 $ 5 $ 4,317 Asset-specific (2) 206 21 15 11 47 72 0 325 Acquired Loans (3) 0 0 33 0 33 1 0 34 Total allowance for loan and lease losses $ 3,324 $ 744 $ 65 $ 66 $ 875 $ 472 $ 5 $ 4,676 Loans held for investment: Collectively evaluated (1) $ 86,533 $ 39,737 $ 6,453 $ 3,496 $ 49,686 $ 50,403 $ 95 $ 186,717 Asset-specific (2) 670 254 363 57 674 674 0 2,018 Acquired Loans (3) 0 0 20,779 37 20,816 154 0 20,970 Total loans held for investment $ 87,203 $ 39,991 $ 27,595 $ 3,590 $ 71,176 $ 51,231 $ 95 $ 209,705 Allowance as a percentage of period-end loans held for investment 3.81% 1.86% 0.24% 1.86% 1.23% 0.92% 5.13% 2.23% December 31, 2014 Consumer Banking (Dollars in millions) Credit Auto Home Retail Total Commercial Banking Other Total 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% 2.10% __________ (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	6 Months Ended
	Jun. 30, 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 in our financial statements. Summary of Consolidated and Unconsolidated VIEs The table below presents a summary of VIEs, aggregated based on VIEs with similar characteristics, in which we had continuing involvement or held a variable interest as of June 30, 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. 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 June 30, 2015 Consolidated Unconsolidated (Dollars in millions) Carrying Amount of Assets Carrying Amount of Liabilities Carrying Amount of Assets Carrying Amount of Liabilities Maximum Exposure to Loss Securitization-Related VIEs: Credit card loan securitizations (1) $ 34,551 $ 14,500 $ 0 $ 0 $ 0 Home loan securitizations (2) 0 0 220 29 886 Total securitization-related VIEs 34,551 14,500 220 29 886 Other VIEs: Affordable housing entities 0 0 3,633 501 3,633 Entities that provide capital to low-income and rural communities 385 100 0 0 0 Other 0 0 65 0 65 Total other VIEs 385 100 3,698 501 3,698 Total VIEs $ 34,936 $ 14,600 $ 3,918 $ 530 $ 4,584 December 31, 2014 Consolidated Unconsolidated (Dollars in millions) Carrying Amount of Assets Carrying Amount of Liabilities Carrying Amount of Assets Carrying Amount of Liabilities Maximum Exposure to 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 the 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 benefit 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 June 30, 2015 and December 31, 2014 . Table 6.2: Continuing Involvement in Securitization-Related VIEs Non-Mortgage Mortgage (Dollars in millions) Credit Card Option- ARM GreenPoint HELOCs GreenPoint Manufactured Housing June 30, 2015: Securities held by third-party investors $ 13,785 $ 1,888 $ 85 $ 836 Receivables in the trust 34,298 1,952 80 842 Cash balance of spread or reserve accounts 0 8 N/A 139 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 June 30, 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 $1.9 billion and $2.0 billion as of June 30, 2015 and December 31, 2014 , respectively. We continue to service a portion of the outstanding balance of securitized mortgage receivables. We also retain rights to future cash flows arising from the receivables, the most significant being certificated interest-only bonds issued by the trusts. We generally estimate the fair value of these retained interests based on the estimated present value of expected future cash flows from securitized and sold receivables, using our best estimates of the key assumptions which include credit losses, prepayment speeds and discount rates commensurate with the risks involved. For the trusts that we continue to service, we do not consolidate these entities because we do not have the right to receive benefits 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 June 30, 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 June 30, 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 $842 million and $893 million as of June 30, 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 six months ended June 30, 2015 and 2014 , we recognized amortization of $172 million and $144 million , respectively, and tax credits of $191 million and $178 million , respectively, associated with these investments within income tax provision. The carrying value of our investments in these qualified affordable housing projects was $3.3 billion and $3.2 billion as of June 30, 2015 and December 31, 2014 , respectively. We are periodically required to provide additional financial or other support during the period of the investments. We had a recorded liability of $1.3 billion for these unfunded commitments as of June 30, 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 $3.6 billion and $3.5 billion as of June 30, 2015 and December 31, 2014 , respectively. Our maximum exposure to these entities is limited to our variable interests in the entities of $3.6 billion and $3.5 billion as of June 30, 2015 and December 31, 2014 , respectively. The creditors of the VIEs have no recourse to our general credit and we do not provide additional financial or other support other than during the period that we are contractually required to provide. The total assets of the unconsolidated VIE investment funds was $10.8 billion and $10.2 billion as of June 30, 2015 and December 31, 2014 , respectively. Entities that Provide Capital to Low-Income and Rural Communities We hold variable interests in entities (“Investor Entities”) that invest in community development entities (“CDEs”) that provide debt financing to businesses and non-profit entities in low-income and rural communities. Variable interests in the CDEs held by the consolidated Investor Entities are also our variable interests. The activities of the Investor Entities are financed with a combination of invested equity capital and debt. The activities of the CDEs are financed solely with invested equity capital. We receive federal and state tax credits for these investments. We consolidate the VIEs in which we have the power to direct the activities that most significantly impact the VIE’s economic performance and where we have 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 $385 million and $374 million as of June 30, 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 $139 million and $159 million as of June 30, 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 that most significantly impact the trust’s economic performance. Our maximum exposure to this entity is limited to our retained interest of $65 million and $74 million as of June 30, 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 A

Goodwill and Other Intangible Assets	6 Months Ended
	Jun. 30, 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 Mortgage Servicing Rights (“MSRs”) as of June 30, 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 June 30, 2015 December 31, 2014 (Dollars in millions) Carrying (1) Accumulated Amortization (1) Net Carrying (1) Accumulated Amortization (1) Net Goodwill $ 13,984 N/A $ 13,984 $ 13,978 N/A $ 13,978 Intangible assets: Purchased credit card relationship (“PCCR”) intangibles 2,156 $ (1,315 ) 841 2,124 $ (1,152 ) 972 Core deposit intangibles 1,771 (1,620 ) 151 1,771 (1,569 ) 202 Other (2) 239 (121 ) 118 300 (158 ) 142 Total intangible assets 4,166 (3,056 ) 1,110 4,195 (2,879 ) 1,316 Total goodwill and intangible assets $ 18,150 $ (3,056 ) $ 15,094 $ 18,173 $ (2,879 ) $ 15,294 MSRs: Consumer MSRs (3) $ 65 N/A $ 65 $ 53 N/A $ 53 Commercial MSRs (4) 195 $ (36 ) 159 171 $ (24 ) 147 Total MSRs $ 260 $ (36 ) $ 224 $ 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 trade name intangibles. Also includes certain indefinite-lived intangibles of $4 million as of both June 30, 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. Amortization expense for amortizable intangible assets, which is presented separately in our consolidated statements of income, totaled $111 million and $221 million for the three and six months ended June 30, 2015 , respectively, and $136 million and $279 million for the three and six months ended June 30, 2014 , respectively. Goodwill The following table presents goodwill attributable to each of our business segments as of June 30, 2015 and December 31, 2014 . Table 7.2: Goodwill Attributable to Business Segments (Dollars in millions) Credit Card Consumer Banking Commercial Banking Total Balance as of December 31, 2014 $ 5,001 $ 4,593 $ 4,384 $ 13,978 Acquisitions 0 5 0 5 Other adjustments 1 0 0 1 Balance as of June 30, 2015 $ 5,002 $ 4,598 $ 4,384 $ 13,984

Deposits and Borrowings

Deposits and Borrowings	6 Months Ended
	Jun. 30, 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 asset growth and operations, consist of non-interest bearing and interest-bearing deposits, which include checking accounts, money market deposit accounts, negotiable order of withdrawals, savings 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 Federal Home Loan Banks (“FHLB”) advances, which are secured by certain portions of our loan and investment securities portfolios, for our funding needs. The securitized 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 $13.8 billion and $11.6 billion as of June 30, 2015 and December 31, 2014 , respectively. During the first six months of 2015 , $2.3 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 June 30, 2015 , we had $20.0 billion of senior and subordinated notes outstanding, net of fair value hedging losses of $103 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 six months 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 six months of 2015 , $1.6 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 $1.6 billion and $2.0 billion as of June 30, 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 $10.1 billion and $17.3 billion as of June 30, 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 June 30, 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) June 30, December 31, Deposits: Non-interest bearing deposits $ 25,123 $ 25,081 Interest-bearing deposits 183,657 180,467 Total deposits $ 208,780 $ 205,548 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 1,888 $ 880 FHLB advances 0 16,200 Total short-term borrowings $ 1,888 $ 17,080 June 30, 2015 (Dollars in millions) Maturity Dates Interest Rates Weighted- Average Interest Rate Outstanding Amount December 31, Long-term debt: Securitized debt obligations (1) 2015 - 2025 0.23 - 5.75% 1.37% $ 13,785 $ 11,624 Senior and subordinated notes: (1) Fixed unsecured senior debt 2015 - 2025 1.00 - 6.75% 2.67 16,097 15,174 Floating unsecured senior debt 2015 - 2018 0.73 - 0.96% 0.86 1,280 880 Total unsecured senior debt 2.54 17,377 16,054 Fixed unsecured subordinated debt 2016 - 2023 3.38 - 8.80% 4.97 2,610 2,630 Total senior and subordinated notes 19,987 18,684 Other long-term borrowings: FHLB advances 2015 - 2025 0.25 - 6.88% 0.28 10,106 1,069 Total long-term debt 43,878 31,377 Total short-term borrowings and long-term debt $ 45,766 $ 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 and six months ended June 30, 2015 and 2014 : Table 8.2: Components of Interest Expense on Short-Term Borrowings and Long-Term Debt Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2015 2014 2015 2014 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 1 $ 1 $ 1 $ 1 FHLB advances 1 3 9 9 Total short-term borrowings 2 4 10 10 Long-term debt: Securitized debt obligations (1) 36 39 69 77 Senior and subordinated notes (1) 80 78 159 155 Other long-term borrowings 10 4 17 10 Total long-term debt 126 121 245 242 Total interest expense on short-term borrowings and long-term debt $ 128 $ 125 $ 255 $ 252 _ _________ (1) Interest expense includes the impact from hedge accounting.

Derivative Instruments and Hedg

Derivative Instruments and Hedging Activities	6 Months Ended
	Jun. 30, 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 positions and market risk exposure in accordance with 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 risks. We offer various interest rate and foreign exchange derivatives as an accommodation to our customers as part of our Commercial Banking business but usually offset our exposure through derivative transactions with other counterparties. Accounting for Derivatives Our derivatives are designated as either qualifying accounting hedges or free-standing derivatives. Free-standing derivatives 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 when they are used 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 when they are used 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 use interest rate swaps that are intended to hedge the variability in interest payments on some of our variable-rate assets. 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. We execute 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 June 30, 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 June 30, 2015 December 31, 2014 Notional or Contractual Amount Derivative (1) Notional or Contractual Amount Derivative (1) (Dollars in millions) Assets Liabilities Assets Liabilities Derivatives designated as accounting hedges: Interest rate contracts: Fair value hedges $ 27,225 $ 470 $ 96 $ 24,543 $ 480 $ 39 Cash flow hedges 27,050 355 25 24,450 222 18 Total interest rate contracts 54,275 825 121 48,993 702 57 Foreign exchange contracts: Cash flow hedges 5,559 93 48 5,546 221 2 Net investment hedges 2,690 0 146 2,476 73 0 Total foreign exchange contracts 8,249 93 194 8,022 294 2 Total derivatives designated as accounting hedges 62,524 918 315 57,015 996 59 Derivatives not designated as accounting hedges: Interest rate contracts covering: MSRs (2) 1,252 7 10 777 10 3 Customer accommodation 28,386 387 243 27,646 413 251 Other interest rate exposures (3) 2,258 45 13 2,614 33 21 Total interest rate contracts 31,896 439 266 31,037 456 275 Other contracts 597 0 4 593 0 5 Total derivatives not designated as accounting hedges 32,493 439 270 31,630 456 280 Total derivatives $ 95,017 $ 1,357 $ 585 $ 88,645 $ 1,452 $ 339 Less: netting adjustment (4) (423 ) (339 ) (624 ) (164 ) Total derivative assets/liabilities $ 934 $ 246 $ 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 June 30, 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 June 30, 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 amounts 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 Amounts Gross Amounts Offset in the Balance Sheet Net Amounts as Recognized Securities Collateral Held Under Master Netting Agreements (Dollars in millions) Financial Instruments Cash Collateral Received Net Exposure As of June 30, 2015 Derivatives assets (1) $ 1,357 $ (191 ) $ (232 ) $ 934 $ (14 ) $ 920 As of December 31, 2014 Derivatives assets (1) $ 1,452 $ (101 ) $ (523 ) $ 828 $ (80 ) $ 748 Gross Amounts Gross Amounts Offset in the Balance Sheet Net Amounts as Recognized Securities Collateral Pledged Under Master Netting Agreements (Dollars in millions) Financial Instruments Cash Collateral Pledged Net Exposure As of June 30, 2015 Derivatives liabilities (1) $ 585 $ (191 ) $ (148 ) $ 246 $ 0 $ 246 Repurchase agreements (2)(3) 969 0 0 969 (969 ) 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 June 30, 2015 totaling $536 million and $202 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 June 30, 2015 and December 31, 2014 . (2) As of June 30, 2015 and December 31, 2014 , the Company only had repurchase obligations outstanding and did not have any reverse repurchase receivables. (3) Represents customer repurchase agreements that mature the next business day. As of June 30, 2015, we pledged collateral with a fair value of $989 million under these customer repurchase agreements, all of which were agency RMBS securities. 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 $271 million and $87 million of cash collateral as of June 30, 2015 and December 31, 2014 , respectively. If our debt credit rating had fallen below investment grade, we would have been required to post $58 million and $65 million of additional collateral as of June 30, 2015 and December 31, 2014 , respectively. The fair value of derivatives instruments with credit risk-related contingent features in a net liability position was $3 million and less than $1 million as of June 30, 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 $571 million and $695 million as of June 30, 2015 and December 31, 2014 , respectively. We also received securities from derivatives counterparties with a fair value of $16 million and $91 million as of June 30, 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 $4 million and $5 million as of June 30, 2015 and December 31, 2014 , respectively. 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 $1 million as of both June 30, 2015 and December 31, 2014 . 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 and six months ended June 30, 2015 and 2014 . Table 9.3: Gains and Losses on Fair Value Hedges and Free-Standing Derivatives Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2015 2014 2015 2014 Derivatives designated as accounting hedges: (1) Fair value interest rate contracts: (Losses) gains recognized in earnings on derivatives $ (223 ) $ 105 $ (70 ) $ 136 Gains (losses) recognized in earnings on hedged items 211 (92 ) 63 (115 ) Net fair value hedge ineffectiveness (losses) gains (12 ) 13 (7 ) 21 Derivatives not designated as accounting hedges: (1) Interest rate contracts covering: MSRs (9 ) 6 (3 ) 13 Customer accommodation 5 4 9 8 Other interest rate exposures 16 3 18 3 Total interest rate contracts 12 13 24 24 Foreign exchange contracts 0 0 0 1 Other contracts 0 0 (2 ) 1 Total gains on derivatives not designated as accounting hedges 12 13 22 26 Net derivative gains recognized in earnings $ 0 $ 26 $ 15 $ 47 __________ (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 and six months ended June 30, 2015 and 2014 . Table 9.4: Gains and Losses on Derivatives Designated as Cash Flow Hedges and Net Investment Hedges Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2015 2014 2015 2014 Gains (losses) recorded in AOCI: Cash flow hedges: Interest rate contracts $ (33 ) $ 101 $ 177 $ 146 Foreign exchange contracts (6 ) (6 ) (11 ) (11 ) Subtotal (39 ) 95 166 135 Net investment hedges: Foreign exchange contracts (97 ) 0 (22 ) 0 Net derivatives (losses) gains recognized in AOCI $ (136 ) $ 95 $ 144 $ 135 Gains (losses) recorded in earnings: Cash flow hedges: Gains (losses) reclassified from AOCI into earnings: Interest rate contracts (1) $ 50 $ 30 $ 97 $ 56 Foreign exchange contracts (2) (8 ) (6 ) (12 ) (11 ) Subtotal 42 24 85 45 Gains (losses) recognized in earnings due to ineffectiveness: Interest rate contracts (2) 0 0 2 1 Net derivative gains recognized in earnings $ 42 $ 24 $ 87 $ 46 __________ (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 $166 million currently recorded in AOCI as of June 30, 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 June 30, 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	6 Months Ended
	Jun. 30, 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 June 30, 2015 and December 31, 2014 . Table 10.1: Preferred Stock Issued and Outstanding Carrying Value (in millions) Series Description Issuance Date Redeemable by Issuer Beginning Per Annum Dividend Rate Liquidation Preference per Share Total Shares Outstanding June 30, 2015 December 31, 2014 Series B (1) 6.00% Non-Cumulative August 20, 2012 September 1, 2017 6.00% $ 1,000 875,000 $ 853 $ 853 Series C (1) 6.25% Non-Cumulative June 12, 2014 September 1, 2019 6.25 1,000 500,000 484 484 Series D (1) 6.70% Non-Cumulative October 31, 2014 December 1, 2019 6.70 1,000 500,000 485 485 Series E Fixed-to-Floating Rate Non-Cumulative May 14, 2015 June 1, 2020 5.55% through 5/31/2020; 1,000 1,000,000 988 N/A Total $ 2,810 $ 1,822 __________ (1) Ownership is held in the form of depositary shares, each representing 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 and six months ended June 30, 2015 and 2014 . Table 10.2: Accumulated Other Comprehensive Income Three Months Ended June 30, 2015 (Dollars in millions) Securities Securities Held to Maturity (1) Cash Flow Foreign (2) Other Total AOCI as of March 31, 2015 $ 532 $ (801 ) $ 172 $ (92 ) $ (23 ) $ (212 ) Other comprehensive (loss) income before reclassifications (171 ) 0 (39 ) 35 0 (175 ) Amounts reclassified from AOCI into earnings 5 27 (42 ) 0 0 (10 ) Net other comprehensive (loss) income (166 ) 27 (81 ) 35 0 (185 ) AOCI as of June 30, 2015 $ 366 $ (774 ) $ 91 $ (57 ) $ (23 ) $ (397 ) Six Months Ended June 30, 2015 (Dollars in millions) Securities Available for Sale Securities Held to Maturity (1) Cash Flow Hedges Foreign (2) Other Total AOCI as of December 31, 2014 $ 410 $ (821 ) $ 10 $ (8 ) $ (21 ) $ (430 ) Other comprehensive (loss) income before reclassifications (57 ) 0 166 (49 ) (1 ) 59 Amounts reclassified from AOCI into earnings 13 47 (85 ) 0 (1 ) (26 ) Net other comprehensive (loss) income (44 ) 47 81 (49 ) (2 ) 33 AOCI as of June 30, 2015 $ 366 $ (774 ) $ 91 $ (57 ) $ (23 ) $ (397 ) Three Months Ended June 30, 2014 (Dollars in millions) Securities Securities Held to Maturity (1) Cash Flow Foreign Other Total AOCI as of March 31, 2014 $ 250 $ (884 ) $ (91 ) $ 27 $ (12 ) $ (710 ) Other comprehensive income before reclassifications 168 0 95 79 3 345 Amounts reclassified from AOCI into earnings 1 21 (24 ) 0 (4 ) (6 ) Net other comprehensive income (loss) 169 21 71 79 (1 ) 339 AOCI as of June 30, 2014 $ 419 $ (863 ) $ (20 ) $ 106 $ (13 ) $ (371 ) Six Months Ended June 30, 2014 (Dollars in millions) Securities Securities Held to Maturity (1) Cash Flow Foreign Other Total AOCI as of December 31, 2013 $ 106 $ (897 ) $ (110 ) $ 40 $ (11 ) $ (872 ) Other comprehensive income before reclassifications 317 0 135 66 3 521 Amounts reclassified from AOCI into earnings (4 ) 34 (45 ) 0 (5 ) (20 ) Net other comprehensive income (loss) 313 34 90 66 (2 ) 501 AOCI as of June 30, 2014 $ 419 $ (863 ) $ (20 ) $ 106 $ (13 ) $ (371 ) __________ (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 and six months ended June 30, 2015 and 2014 . Table 10.3: Reclassifications from AOCI Amount Reclassified from AOCI (Dollars in millions) Three Months Ended June 30, Six Months Ended June 30, AOCI Components Affected Income Statement Line Item 2015 2014 2015 2014 Securities available for sale: Non-interest income $ (1 ) $ (1 ) $ 1 $ 12 Non-interest income - OTTI (7 ) (1 ) (22 ) (6 ) (Loss) income from continuing operations before income taxes (8 ) (2 ) (21 ) 6 Income tax (benefit) provision (3 ) (1 ) (8 ) 2 Net (loss) income (5 ) (1 ) (13 ) 4 Securities held to maturity: (1) Non-interest income (40 ) (33 ) (73 ) (61 ) Income tax benefit (13 ) (12 ) (26 ) (27 ) Net loss (27 ) (21 ) (47 ) (34 ) Cash flow hedges: Interest rate contracts: Interest income 78 48 153 90 Foreign exchange contracts: Non-interest income (12 ) (10 ) (19 ) (18 ) Income from continuing operations before income taxes 66 38 134 72 Income tax provision 24 14 49 27 Net income 42 24 85 45 Amount Reclassified from AOCI (Dollars in millions) Three Months Ended June 30, Six Months Ended June 30, AOCI Components Affected Income Statement Line Item 2015 2014 2015 2014 Other: Various (pension and other) 1 7 2 8 Income tax provision 1 3 1 3 Net income 0 4 1 5 Total reclassifications $ 10 $ 6 $ 26 $ 20 __________ (1) The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of the premium or discount created from the transfer into securities held to maturity, which occurred at fair value. The table below summarizes other comprehensive income activity and the related tax impact for the three and six months ended June 30, 2015 and 2014 . Table 10.4: Other Comprehensive Income (Loss) Three Months Ended June 30, 2015 2014 (Dollars in millions) Before Tax Provision (Benefit) After Tax Before Tax Provision (Benefit) After Tax Other comprehensive income (loss): Net unrealized (losses) gains on securities available for sale $ (259 ) $ (93 ) $ (166 ) $ 269 $ 100 $ 169 Net changes in securities held to maturity 40 13 27 33 12 21 Net unrealized (losses) gains on cash flow hedges (129 ) (48 ) (81 ) 114 43 71 Foreign currency translation adjustments (1) (21 ) (56 ) 35 79 0 79 Other 0 0 0 (3 ) (2 ) (1 ) Other comprehensive (loss) income $ (369 ) $ (184 ) $ (185 ) $ 492 $ 153 $ 339 Six Months Ended June 30, 2015 2014 (Dollars in millions) Before Tax Provision (Benefit) After Tax Before Tax Provision After Tax Other comprehensive income (loss): Net unrealized (losses) gains on securities available for sale $ (69 ) $ (25 ) $ (44 ) $ 498 $ 185 $ 313 Net changes in securities held to maturity 73 26 47 61 27 34 Net unrealized gains on cash flow hedges 129 48 81 144 54 90 Foreign currency translation adjustments (1) (62 ) (13 ) (49 ) 66 0 66 Other (4 ) (2 ) (2 ) (4 ) (2 ) (2 ) Other comprehensive income $ 67 $ 34 $ 33 $ 765 $ 264 $ 501 __________ (1) Includes the impact from hedging instruments designated as net investment hedges.

Earnings Per Common Share

Earnings Per Common Share	6 Months Ended
	Jun. 30, 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 June 30, Six Months Ended June 30, (Dollars and shares in millions, except per share data) 2015 2014 2015 2014 Basic earnings Income from continuing operations, net of tax $ 852 $ 1,204 $ 1,986 $ 2,328 Income (loss) from discontinued operations, net of tax 11 (10 ) 30 20 Net income 863 1,194 2,016 2,348 Dividends and undistributed earnings allocated to participating securities (1) (4 ) (4 ) (10 ) (9 ) Preferred stock dividends (29 ) (13 ) (61 ) (26 ) Net income available to common stockholders $ 830 $ 1,177 $ 1,945 $ 2,313 Net income from continuing operations per share $ 1.50 $ 2.09 $ 3.49 $ 4.03 Income (loss) from discontinued operations per share 0.02 (0.02 ) 0.06 0.03 Net income per share $ 1.52 $ 2.07 $ 3.55 $ 4.06 Total weighted-average basic shares outstanding 545.6 567.5 548.0 569.2 Diluted earnings (2) Net income available to common stockholders $ 830 $ 1,177 $ 1,945 $ 2,313 Net income from continuing operations per share $ 1.48 $ 2.06 $ 3.45 $ 3.97 Income (loss) from discontinued operations per share 0.02 (0.02 ) 0.06 0.03 Net income per share $ 1.50 $ 2.04 $ 3.51 $ 4.00 Total weighted-average basic shares outstanding 545.6 567.5 548.0 569.2 Effect of dilutive securities: Stock options 2.8 2.7 2.7 2.6 Other contingently issuable shares 1.1 1.6 1.3 1.5 Warrants (3) 2.5 5.8 2.7 5.6 Total effect of dilutive securities 6.4 10.1 6.7 9.7 Total weighted-average diluted shares outstanding 552.0 577.6 554.7 578.9 __________ (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 1.7 million shares related to options with exercise prices ranging from $74.96 to $88.81 , and 1.9 million shares related to options with exercise prices ranging from $70.96 to $88.81 for the three and six months ended June 30, 2015 , respectively, and 2.8 million shares related to options with exercise prices ranging from $70.96 to $88.81 , and 3.7 million shares related to options with exercise prices ranging from $70.96 to $88.81 for the three and six months ended June 30, 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 June 30, 2015 , there were 4.4 million warrants to purchase common stock outstanding, which represents approximately one-third of the warrants issued in the initial offering.

Fair Value Measurement

Fair Value Measurement	6 Months Ended
	Jun. 30, 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 of 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 periodically reviewing research publications. 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 functions, is a forum for discussing fair market valuations, related inputs, assumptions, methodologies, as well as 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 June 30, 2015 and December 31, 2014 : Table 12.1: Assets and Liabilities Measured at Fair Value on a Recurring Basis June 30, 2015 Fair Value Measurements Using (Dollars in millions) Level 1 Level 2 Level 3 Total Assets: Securities available for sale: U.S. Treasury securities $ 4,438 $ 0 $ 0 $ 4,438 Corporate debt securities guaranteed by U.S. government agencies 0 330 91 421 RMBS 0 26,487 459 26,946 CMBS 0 5,093 170 5,263 Other ABS 0 1,720 7 1,727 Other securities 114 209 18 341 Total securities available for sale 4,552 33,839 745 39,136 Other assets: Consumer MSRs 0 0 65 65 Derivative assets (1)(2) 4 1,292 61 1,357 Retained interests in securitizations 0 0 220 220 Total assets $ 4,556 $ 35,131 $ 1,091 $ 40,778 Liabilities: Other liabilities: Derivative liabilities (1)(2) $ 4 $ 554 $ 27 $ 585 Total liabilities $ 4 $ 554 $ 27 $ 585 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 $934 million and $828 million , and the net derivative liabilities were $246 million and $175 million as of June 30, 2015 and December 31, 2014 , respectively. See “ Note 9—Derivative Instruments and Hedging Activities ” for further information. (2) Does not reflect $3 million and $4 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of June 30, 2015 and December 31, 2014 , respectively. Non-performance risk is reflected in other assets and liabilities on the consolidated balance sheets and offset through non-interest 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 and six months ended June 30, 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 and six months ended June 30, 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 June 30, 2015 Total Gains (Losses) Net Unrealized (3) (Dollars in millions) Balance, Included (1) Included in OCI Purchases Sales Issuances Settlements Transfers (2) Transfers (2) Balance, Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 172 $ 1 $ 0 $ 0 $ (80 ) $ 0 $ (2 ) $ 0 $ 0 $ 91 $ 0 RMBS 555 11 (9 ) 0 0 0 (14 ) 107 (191 ) 459 11 CMBS 174 0 0 86 0 0 (16 ) 0 (74 ) 170 0 Other ABS 7 0 0 0 0 0 0 0 0 7 0 Other securities 18 0 0 0 0 0 0 0 0 18 0 Total securities available for sale 926 12 (9 ) 86 (80 ) 0 (32 ) 107 (265 ) 745 11 Other assets: Consumer MSRs 53 7 0 0 0 6 (1 ) 0 0 65 7 Derivative assets (4) 73 (10 ) 0 0 0 18 (16 ) 0 (4 ) 61 (10 ) Retained interest in securitizations 223 (3 ) 0 0 0 0 0 0 0 220 (3 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (48 ) $ 9 $ 0 $ 0 $ 0 $ (3 ) $ 12 $ 0 $ 3 $ (27 ) $ 9 Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Three Months Ended June 30, 2014 Total Gains (Losses) Net Unrealized (3) (Dollars in millions) Balance, Included (1) Included in OCI Purchases Sales Issuances Settlements Transfers (2) Transfers (2) Balance, Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 752 $ 0 $ 5 $ 0 $ 0 $ 0 $ (18 ) $ 0 $ 0 $ 739 $ 0 RMBS 1,727 17 8 94 0 0 (98 ) 63 (975 ) 836 17 CMBS 495 0 3 0 0 0 (19 ) 28 (58 ) 449 0 Other ABS 226 1 8 0 0 0 (1 ) 0 (59 ) 175 1 Other securities 17 0 0 0 0 0 0 3 0 20 0 Total securities available for sale 3,217 18 24 94 0 0 (136 ) 94 (1,092 ) 2,219 18 Other assets: Consumer MSRs 61 (6 ) 0 0 0 3 (1 ) 0 0 57 (6 ) Derivative assets (4) 48 3 0 0 0 5 (3 ) 0 (3 ) 50 3 Retained interest in securitizations 197 (2 ) 0 0 0 0 0 0 0 195 (2 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (36 ) $ (2 ) $ 0 $ 0 $ 0 $ (3 ) $ 3 $ 0 $ 1 $ (37 ) $ (2 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Six Months Ended June 30, 2015 Total Gains (Losses) (Realized/Unrealized) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of June 30, 2015 (3) (Dollars in millions) Balance, January 1, 2015 Included in Net Income (1) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 (2) Transfers Out of Level 3 (2) Balance, June 30, 2015 Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 333 $ (1 ) $ 5 $ 0 $ (148 ) $ 0 $ (10 ) $ 0 $ (88 ) $ 91 $ 0 RMBS 561 19 (1 ) 0 0 0 (27 ) 192 (285 ) 459 20 CMBS 228 0 1 86 0 0 (37 ) 0 (108 ) 170 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 19 3 86 (168 ) 0 (74 ) 192 (518 ) 745 20 Other assets: Consumer MSRs 53 4 0 0 0 10 (2 ) 0 0 65 4 Derivative assets (4) 66 1 0 0 0 27 (28 ) 0 (5 ) 61 1 Retained interest in securitizations 221 (1 ) 0 0 0 0 0 0 0 220 (1 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (43 ) $ (1 ) $ 0 $ 0 $ 0 $ (10 ) $ 24 $ 0 $ 3 $ (27 ) $ (1 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Six Months Ended June 30, 2014 Total Gains (Losses) (Realized/Unrealized) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of June 30, 2014 (3) (Dollars in millions) Balance, January 1, 2014 Included in Net Income (1) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 (2) Transfers Out of Level 3 (2) Balance, June 30, 2014 Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 927 $ 0 $ 15 $ 0 $ (112 ) $ 0 $ (39 ) $ 64 $ (116 ) $ 739 $ 0 RMBS 1,304 37 36 980 0 0 (132 ) 120 (1,509 ) 836 37 CMBS 739 0 5 34 0 0 (30 ) 66 (365 ) 449 0 Other ABS 343 3 10 0 0 0 (2 ) 43 (222 ) 175 3 Other securities 17 0 0 0 0 0 0 3 0 20 0 Total securities available for sale 3,330 40 66 1,014 (112 ) 0 (203 ) 296 (2,212 ) 2,219 40 Other assets: Consumer MSRs 69 (17 ) 0 0 0 7 (2 ) 0 0 57 (17 ) Derivative assets (4) 50 3 0 0 0 7 (6 ) 0 (4 ) 50 3 Retained interest in securitization 199 (4 ) 0 0 0 0 0 0 0 195 (4 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (38 ) $ (4 ) $ 0 $ 0 $ 0 $ (4 ) $ 8 $ 0 $ 1 $ (37 ) $ (4 ) __________ (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 and six months ended June 30, 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 Level 3 financial instruments on a recurring basis. 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 June 30, Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Assets: Securities available for sale: RMBS $ 459 Discounted cash flows (3rd party pricing) Yield 1-18% 5% CMBS 170 Discounted cash flows (3rd party pricing) Yield 1-3% 2% Other ABS 7 Discounted cash flows (3rd party pricing) Yield 2% 2% U.S. government guaranteed debt and other securities 109 Discounted cash flows (3rd party pricing) Yield 1-4% 3% Other assets: Consumer MSRs 65 Discounted cash flows Total prepayment rate 11-18% 15% Derivative assets (1) 61 Discounted cash flows Swap rates 2-3% 3% Retained interests in securitization (2) 220 Discounted cash flows Life of receivables (months) Constant prepayment rate 22-69 N/A Liabilities: Derivative liabilities (1) $ 27 Discounted cash flows Swap rates 2-3% 3% Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at December 31, 2014 Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Assets: Securities available for sale: RMBS $ 561 Discounted cash flows (3rd party pricing) Yield 0-18% 6% CMBS 228 Discounted cash flows (3rd party pricing) Yield 1-4% 1% Other ABS 65 Discounted cash flows (3rd party pricing) Yield 2-7% 5% 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% 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 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 lower of cost or market 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 June 30, 2015 and December 31, 2014 , and for which a nonrecurring fair value measurement was recorded during the six and twelve months then ended: Table 12.4: Nonrecurring Fair Value Measurements Related to Assets Still Held at Period End June 30, 2015 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 1 Level 2 Level 3 Assets: Loans held for investment $ 0 $ 0 $ 158 $ 158 Loans held for sale 0 156 0 156 Other assets (1) 0 0 71 71 Total $ 0 $ 156 $ 229 $ 385 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 $39 million and long-lived assets held for sale of $32 million as of June 30, 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 0% to 73% , with a weighted average of 35% , and from 0% to 74% , with a weighted average of 30% , as of June 30, 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 June 30, 2015 and 2014 : Table 12.5: Nonrecurring Fair Value Measurements Included in Earnings Related to Assets Still Held at Period End Total Gains (Losses) Six Months Ended June 30, (Dollars in millions) 2015 2014 Assets: Loans held for investment $ (48 ) $ (23 ) Loans held for sale (3 ) 0 Other assets (1) (30 ) (5 ) Total $ (81 ) $ (28 ) __________ (1) Includes losses related to foreclosed property, repossessed assets and long-lived assets. Fair Value of Financial Instruments The following table presents the fair value of financial instruments, whether recognized or not on the consolidated balance sheets at fair value, as of June 30, 2015 and December 31, 2014 : Table 12.6: Fair Value of Financial Instruments June 30, 2015 Estimated Fair Value Hierarchy (Dollars in millions) Carrying Amount Estimated Fair Value Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 7,156 $ 7,156 $ 7,156 $ 0 $ 0 Restricted cash for securitization investors 253 253 253 0 0 Securities available for sale 39,136 39,136 4,552 33,839 745 Securities held to maturity 23,668 24,511 199 24,099 213 Net loans held for investment 205,029 207,984 0 0 207,984 Loans held for sale 1,066 1,105 0 1,105 0 Interest receivable (1) 1,056 1,056 0 1,056 0 Derivative assets (1)(2) 1,357 1,357 4 1,292 61 Retained interests in securitizations 220 220 0 0 220 Financial liabilities: Non-interest bearing deposits $ 25,123 $ 25,123 $ 25,123 $ 0 $ 0 Interest-bearing deposits 183,657 176,766 0 10,883 165,883 Securitized debt obligations 13,785 13,883 0 13,883 0 Senior and subordinated notes 19,987 20,240 0 20,240 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 1,888 1,888 1,888 0 0 Other borrowings 10,106 10,127 0 10,127 0 Interest payable (1) 262 262 0 262 0 Derivative liabilities (1)(2) 585 585 4 554 27 December 31, 2014 Estimated Fair Value Hierarchy (Dollars in millions) Carrying Amount Estimated Fair Value Level 1 Level 2 Level 3 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 to 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 .” Financial Assets and Liabilities The following describes the valuation techniques used in estimating the fair value of our financial assets and liabilities as of June 30, 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. 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 the majority of securities in other investment categories, we utilize multiple third-party pricing services to obtain fair value measurements. 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 RMBS and CMBS. 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 pricing models 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 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 RMBS, CMBS and other ABS 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 loans held for investment that are recorded at fair value on our consolidated balance sheets and are measured 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. Certain commercial mortgage loans are sold to government-sponsored enterprises as part of

Business Segments

Business Segments	6 Months Ended
	Jun. 30, 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 and six months ended June 30, 2015 and 2014 , selected balance sheet data as of June 30, 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 June 30, 2015 (Dollars in millions) Credit Consumer Commercial Other Consolidated Net interest income (expense) $ 2,633 $ 1,444 $ 466 $ (6 ) $ 4,537 Non-interest income 845 196 123 (29 ) 1,135 Total net revenue (loss) 3,478 1,640 589 (35 ) 5,672 Provision for credit losses 895 185 49 0 1,129 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 80 0 0 0 80 Core deposit intangible amortization 0 21 4 0 25 Total PCCR and core deposit intangible amortization 80 21 4 0 105 Other non-interest expense 1,777 977 266 182 3,202 Total non-interest expense 1,857 998 270 182 3,307 Income (loss) from continuing operations before income taxes 726 457 270 (217 ) 1,236 Income tax provision (benefit) 263 166 98 (143 ) 384 Income (loss) from continuing operations, net of tax $ 463 $ 291 $ 172 $ (74 ) $ 852 Loans held for investment $ 87,203 $ 71,176 $ 51,231 $ 95 $ 209,705 Deposits 0 170,321 32,909 5,550 208,780 Three Months Ended June 30, 2014 (Dollars in millions) Credit Consumer Commercial Other Consolidated Net interest income (expense) $ 2,461 $ 1,431 $ 436 $ (13 ) $ 4,315 Non-interest income 839 170 109 35 1,153 Total net revenue 3,300 1,601 545 22 5,468 Provision for credit losses 549 143 12 0 704 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 94 0 0 0 94 Core deposit intangible amortization 0 28 5 0 33 Total PCCR and core deposit intangible amortization 94 28 5 0 127 Other non-interest expense 1,625 910 262 55 2,852 Total non-interest expense 1,719 938 267 55 2,979 Income (loss) from continuing operations before income taxes 1,032 520 266 (33 ) 1,785 Income tax provision (benefit) 364 186 95 (64 ) 581 Income from continuing operations, net of tax $ 668 $ 334 $ 171 $ 31 $ 1,204 Loans held for investment $ 79,018 $ 71,062 $ 48,321 $ 127 $ 198,528 Deposits 0 169,153 31,440 5,297 205,890 Six Months Ended June 30, 2015 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other Consolidated Total Net interest income $ 5,299 $ 2,878 $ 927 $ 9 $ 9,113 Non-interest income 1,661 354 237 (46 ) 2,206 Total net revenue (loss) 6,960 3,232 1,164 (37 ) 11,319 Provision for credit losses 1,564 391 109 0 2,064 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 164 0 0 0 164 Core deposit intangible amortization 0 43 8 0 51 Total PCCR and core deposit intangible amortization 164 43 8 0 215 Other non-interest expense 3,469 1,925 534 213 6,141 Total non-interest expense 3,633 1,968 542 213 6,356 Income (loss) from continuing operations before income taxes 1,763 873 513 (250 ) 2,899 Income tax provision (benefit) 632 316 186 (221 ) 913 Income (loss) from continuing operations, net of tax $ 1,131 $ 557 $ 327 $ (29 ) $ 1,986 Loans held for investment $ 87,203 $ 71,176 $ 51,231 $ 95 $ 209,705 Deposits 0 170,321 32,909 5,550 208,780 Six Months Ended June 30, 2014 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other Consolidated Total Net interest income (expense) $ 4,986 $ 2,864 $ 857 $ (42 ) $ 8,665 Non-interest income 1,624 320 196 33 2,173 Total net revenue (loss) 6,610 3,184 1,053 (9 ) 10,838 Provision (benefit) for credit losses 1,107 283 52 (3 ) 1,439 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 192 0 0 0 192 Core deposit intangible amortization 0 58 11 0 69 Total PCCR and core deposit intangible amortization 192 58 11 0 261 Other non-interest expense 3,253 1,810 511 76 5,650 Total non-interest expense 3,445 1,868 522 76 5,911 Income (loss) from continuing operations before income taxes 2,058 1,033 479 (82 ) 3,488 Income tax provision (benefit) 722 369 171 (102 ) 1,160 Income from continuing operations, net of tax $ 1,336 $ 664 $ 308 $ 20 $ 2,328 Loans held for investment $ 79,018 $ 71,062 $ 48,321 $ 127 $ 198,528 Deposits 0 169,153 31,440 5,297 205,890

Commitments, Contingencies, Gua

Commitments, Contingencies, Guarantees, and Others	6 Months Ended
	Jun. 30, 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 June 30, 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 $10 million and $12 million as of June 30, 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 on a quarterly basis. We had standby letters of credit and commercial letters of credit with contractual amounts of $2.0 billion and $2.1 billion as of June 30, 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 June 30, 2015 and December 31, 2014 . These financial guarantees had expiration dates ranging from 2015 to 2025 as of June 30, 2015 . The amount of liability recognized on our consolidated balance sheets for Fannie Mae and other loss sharing agreements was $40 million and $36 million as of June 30, 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”), formerly the Financial Services Authority, investigated and raised concerns about the way the industry has handled complaints related to the sale of these insurance policies. For the past several years, the U.K.’s Financial Ombudsman Service (“FOS”) has been adjudicating customer complaints relating to PPI, escalated to it by consumers who disagree with the rejection of their complaint by firms, leading to customer remediation payments by us and others within the industry. In determining our best estimate of incurred losses for future remediation payments, management considers numerous factors, including: (i) the number of customer complaints we expect in the future; (ii) our expectation of upholding those complaints; (iii) the expected number of complaints customers escalate to the FOS; (iv) our expectation of the FOS upholding such escalated complaints; and (v) the estimated remediation payout to customers. We monitor these factors each quarter and adjust our reserves to reflect the latest data. Management’s best estimate of incurred losses related to U.K. cross sell products, including PPI, totaled $160 million and $116 million as of June 30, 2015 and December 31, 2014 , respectively. In the three months ended June 30, 2015 we added $78 million to our reserve reflecting an updated assumption of the number of customer complaints we expect in the future because the actual amount of customer complaints received over the most recent quarters did not decline at the pace we previously assumed. Given the inherent uncertainty involved in this matter, it is possible our ultimate liability may materially exceed our current estimate. In particular, there is an incremental risk to our U.K. PPI reserve stemming from the U.K. Supreme Court’s 2014 ruling in Plevin v. Paragon Personal Finance Limited (“Plevin”). The Supreme Court in Plevin ruled that a purchaser of single premium PPI was owed remediation as the non-disclosure of a high commission was found to have caused an unfair relationship because this omission was material to the consumer’s purchase decision. At this time, both the FOS and the FCA are in the process of determining whether and how the Plevin ruling may apply. A significant proportion of our incremental reserve risk comes from our past sale of monthly premium PPI, as opposed to the single premium PPI considered in Plevin, therefore it is impossible for us to determine at this time what, if any, impact the Plevin ruling will have on our future customer refund payments. While we are unable to estimate the additional possible loss or range of additional losses we may incur on these matters, it is nonetheless reasonably possible that the application of the Plevin ruling may have a material impact on our U.K. PPI reserve. 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-related 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 June 30, 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) June 30, 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 15 16 80 3 15 30 32 Total $ 21 $ 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-related 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-related 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-related 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 $21 billion in unpaid principal balance remains outstanding as of June 30, 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-related requests with regard to approximately $1.7 billion original principal balance of mortgage loans as of June 30, 2015 , an $837 million decrease from December 31, 2014 . Currently, repurchase-related demands predominantly relate to the 2006 and 2007 vintages. We have received relatively few repurchase-related demands from the 2008 and 2009 vintages, mostly because GreenPoint ceased originating mortgages in August 2007. The following table presents information on pending repurchase-related requests by counterparty category and timing of initial 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 Securitizations Uninsured Securitizations and Other Total 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 16 0 17 33 Loans repurchased/made whole (12 ) 0 (1 ) (13 ) Demands rescinded (13 ) (106 ) (738 ) (857 ) Open claims as of June 30, 2015 $ 7 $ 543 $ 1,125 $ 1,675 __________ (1) The open pipeline includes all timely repurchase-related requests ever received by our subsidiaries where the requesting party has not formally rescinded the repurchase-related request or our subsidiary has not agreed to either repurchase the loan at issue or make the requesting party whole with respect to its losses. The demands rescinded reflect the June 2015 ruling from New York’s highest court that the statute of limitations for repurchase claims begins when the relevant representations and warranties were made, as opposed to some later date during the life of the loan. 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 and six months ended June 30, 2015 and 2014 : Table 14.3: Changes in Representation and Warranty Reserve (1) Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2015 2014 2015 2014 Representation and warranty reserve, beginning of period $ 673 $ 1,128 $ 731 $ 1,172 (Benefit) provision for mortgage representation and warranty losses: Recorded in continuing operations (9 ) (29 ) (8 ) (15 ) Recorded in discontinued operations (27 ) 11 (46 ) (36 ) Total benefit for mortgage representation and warranty losses (36 ) (18 ) (54 ) (51 ) Net realized losses (1 ) (98 ) (41 ) (109 ) Representation and warranty reserve, end of period $ 636 $ 1,012 $ 636 $ 1,012 __________ (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 June 30, 2015 and December 31, 2014 . Table 14.4: Allocation of Representation and Warranty Reserve Reserve Liability Loans Sold 2005 to 2008 (1) (Dollars in millions, except for loans sold) June 30, 2015 December 31, 2014 Selected period-end data: GSEs and Active Insured Securitizations $ 486 $ 499 $ 27 Inactive Insured Securitizations and Others 150 232 84 Total (2) $ 636 $ 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 could also 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 based on open claims and historical repurchase rates. The aggregate reserve for all three subsidiaries totaled $636 million as of June 30, 2015 , compared to $731 million as of December 31, 2014 . We recorded a net benefit for mortgage representation and warranty losses of $54 million (which includes a benefit of $8 million before taxes in continuing operations and a benefit of $46 million before taxes in discontinued operations) in the first six months of 2015 . The decrease in the representation and warranty reserve was primarily driven by settlements and favorable industry legal developments, including a ruling from New York’s highest court that the statute of limitations for repurchase claims begins when the relevant representations and warranties were made, as opposed to some later date during the life of the loan. 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 June 30, 2015 is approximately $1.6 billion , a decrease from our $2.1 billion estimate at December 31, 2014 . The decrease in this estimate was primarily driven by favorable industry legal developments, including the statute of limitations ruling from New York’s highest court mentioned above. The estimate as of June 30, 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 repurchase-related requests will be resolved at discounts reflecting the nature of the claims, the vintage of the underlying loans and evolving legal precedents. 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 June 30, 2015 was approximately $250 million . Notwithstanding our attempt to estimate a reasonably possible range of loss beyond our current accrual levels for some litigation matters based on current information, it is possible that actual future losses will exceed both the current accrual level and the range of reasonably possible losses disclosed here. Given the inherent uncertainties involved in these matters, 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 June 30, 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 resu

Summary of Significant Accoun23

Summary of Significant Accounting Policies (Policies)	6 Months Ended
	Jun. 30, 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 Financial Accounting Standards Board (“FASB”) issued guidance that requires repurchase-to-maturity transactions to be accounted for as secured borrowings rather than sales. New disclosures are also 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 are effective and have been 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 any 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 on 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. We are currently evaluating the potential impact of 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 June 30, 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 June 30, 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 amounts 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)	6 Months Ended
	Jun. 30, 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 June 30, Six Months Ended June 30, (Dollars in millions) 2015 2014 2015 2014 Non-interest income (expense), net $ 18 $ (15 ) $ 48 $ 32 Income (loss) from discontinued operations before income taxes 18 (15 ) 48 32 Income tax provision (benefit) 7 (5 ) 18 12 Income (loss) from discontinued operations, net of tax $ 11 $ (10 ) $ 30 $ 20

Investment Securities (Tables)

Investment Securities (Tables)	6 Months Ended
	Jun. 30, 2015
Investments, Debt and Equity Securities [Abstract]
Schedule of Investment Portfolio	The table below presents the overview of our investment portfolio at June 30, 2015 and December 31, 2014 . Table 3.1: Overview of Investment Portfolio (Dollars in millions) June 30, 2015 December 31, 2014 Securities available for sale, at fair value $ 39,136 $ 39,508 Securities held to maturity, at carrying value 23,668 22,500 Total investments $ 62,804 $ 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 June 30, 2015 and December 31, 2014 . Table 3.2: Investment Securities Available for Sale June 30, 2015 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses (1) Fair Value Investment securities available for sale: U.S. Treasury securities $ 4,411 $ 27 $ 0 $ 4,438 Corporate debt securities guaranteed by U.S. government agencies 425 2 (6 ) 421 RMBS: Agency (2) 23,529 252 (129 ) 23,652 Non-agency 2,857 448 (11 ) 3,294 Total RMBS 26,386 700 (140 ) 26,946 CMBS: Agency (2) 3,501 28 (45 ) 3,484 Non-agency 1,765 28 (14 ) 1,779 Total CMBS 5,266 56 (59 ) 5,263 Other ABS (3) 1,728 3 (4 ) 1,727 Other securities (4) 340 2 (1 ) 341 Total investment securities available for sale $ 38,556 $ 790 $ (210 ) $ 39,136 December 31, 2014 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses (1) Fair Value 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 $10 million and $8 million as of June 30, 2015 and December 31, 2014 , respectively. Substantially all of this amount is related to non-agency RMBS. (2) 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 63% and 56% of the other ABS portfolio as of June 30, 2015 and December 31, 2014 , respectively, and ABS collateralized by auto dealer floor plan inventory loans and leases constituted approximately 13% and 16% of the other ABS portfolio as of June 30, 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 June 30, 2015 and December 31, 2014 . Table 3.3: Investment Securities Held to Maturity June 30, 2015 (Dollars in millions) Amortized Cost Unrealized Losses Recorded in AOCI (1) Carrying Value Gross Unrealized Gains Gross Unrealized Losses Fair Value U.S. Treasury securities $ 198 $ 0 $ 198 $ 1 $ 0 $ 199 Agency RMBS 21,732 (1,118 ) 20,614 804 (47 ) 21,371 Agency CMBS 2,969 (113 ) 2,856 92 (7 ) 2,941 Total investment securities held to maturity $ 24,899 $ (1,231 ) $ 23,668 $ 897 $ (54 ) $ 24,511 December 31, 2014 (Dollars in millions) Amortized Cost Unrealized Losses Recorded in AOCI (1) Carrying Value Gross Unrealized Gains Gross Unrealized Losses Fair Value 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 June 30, 2015 and December 31, 2014 . Table 3.4: Securities in an Unrealized Loss Position June 30, 2015 Less than 12 Months 12 Months or Longer Total (Dollars in millions) Fair Value Gross Unrealized Losses Fair Value Gross Unrealized Losses Fair Value Gross Unrealized Losses Investment securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 28 $ 0 $ 301 $ (6 ) $ 329 $ (6 ) RMBS: Agency 7,942 (59 ) 3,479 (70 ) 11,421 (129 ) Non-agency 355 (6 ) 99 (5 ) 454 (11 ) Total RMBS 8,297 (65 ) 3,578 (75 ) 11,875 (140 ) CMBS: Agency 506 (3 ) 1,458 (42 ) 1,964 (45 ) Non-agency 560 (6 ) 307 (8 ) 867 (14 ) Total CMBS 1,066 (9 ) 1,765 (50 ) 2,831 (59 ) Other ABS 432 0 428 (4 ) 860 (4 ) Other securities 26 0 20 (1 ) 46 (1 ) Total investment securities available for sale in a gross unrealized loss position $ 9,849 $ (74 ) $ 6,092 $ (136 ) $ 15,941 $ (210 ) December 31, 2014 Less than 12 Months 12 Months or Longer Total (Dollars in millions) Fair Value Gross Unrealized Losses Fair Value Gross Unrealized Losses Fair Value Gross Unrealized 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 June 30, 2015 (Dollars in millions) Carrying Value Fair Value Due after 1 year through 5 years $ 198 $ 199 Due after 5 years through 10 years 1,148 1,221 Due after 10 years 22,322 23,091 Total $ 23,668 $ 24,511 The following tables summarize the remaining scheduled contractual maturities, assuming no prepayments, of our investment securities as of June 30, 2015 . Table 3.5: Contractual Maturities of Securities Available for Sale June 30, 2015 (Dollars in millions) Amortized Cost Fair Value Due in 1 year or less $ 841 $ 841 Due after 1 year through 5 years 5,724 5,758 Due after 5 years through 10 years 2,031 2,058 Due after 10 years (1) 29,960 30,479 Total $ 38,556 $ 39,136 __________ (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 June 30, 2015 . Table 3.7: Expected Maturities and Weighted-Average Yields of Securities June 30, 2015 (Dollars in millions) Due in 1 Year or Less Due > 1 Year through 5 Years Due > 5 Years through 10 Years Due > 10 Years Total Fair value of securities available for sale: U.S. Treasury securities $ 551 $ 3,887 $ 0 $ 0 $ 4,438 Corporate debt securities guaranteed by U.S. government agencies 0 295 126 0 421 RMBS: Agency 216 11,642 11,794 0 23,652 Non-agency 9 950 1,664 671 3,294 Total RMBS 225 12,592 13,458 671 26,946 CMBS: Agency 88 1,931 1,446 19 3,484 Non-agency 158 478 1,143 0 1,779 Total CMBS 246 2,409 2,589 19 5,263 Other ABS 358 1,177 192 0 1,727 Other securities 64 62 126 89 341 Total securities available for sale $ 1,444 $ 20,422 $ 16,491 $ 779 $ 39,136 Amortized cost of securities available for sale $ 1,448 $ 20,184 $ 16,226 $ 698 $ 38,556 Weighted-average yield for securities available for sale (1) 1.12 % 2.18 % 2.94 % 5.60 % 2.52 % Carrying value of securities held to maturity: U.S. Treasury securities $ 0 $ 198 $ 0 $ 0 $ 198 Agency RMBS 13 638 16,658 3,305 20,614 Agency CMBS 0 60 2,457 339 2,856 Total securities held for maturity $ 13 $ 896 $ 19,115 $ 3,644 $ 23,668 Fair value of securities held to maturity $ 14 $ 917 $ 19,846 $ 3,734 $ 24,511 Weighted-average yield for securities held to maturity (1) 5.67 % 2.95 % 2.53 % 3.44 % 2.69 % __________ (1) The weighted-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 and six months ended June 30, 2015 and 2014 on investment securities for which we had no intent to sell. Table 3.8: Credit Impairment Rollforward Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2015 2014 2015 2014 Credit loss component, beginning of period $ 190 $ 165 $ 175 $ 160 Additions: Initial credit impairment 0 0 5 1 Subsequent credit impairment 2 1 12 5 Total additions 2 1 17 6 Reductions due to payoffs, disposals, transfers and other 0 (1 ) 0 (1 ) Credit loss component, end of period $ 192 $ 165 $ 192 $ 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 and six months ended June 30, 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 June 30, Six Months Ended June 30, (Dollars in millions) 2015 2014 2015 2014 Realized gains (losses): Gross realized gains $ 8 $ 2 $ 17 $ 34 Gross realized losses (9 ) (3 ) (16 ) (22 ) Net realized (losses) gains (1 ) (1 ) 1 12 OTTI recognized in earnings: Credit-related OTTI (2 ) (1 ) (17 ) (6 ) Intent-to-sell OTTI (5 ) 0 (5 ) 0 Total OTTI recognized in earnings (7 ) (1 ) (22 ) (6 ) Net securities (losses) gains $ (8 ) $ (2 ) $ (21 ) $ 6 Total proceeds from sales $ 971 $ 583 $ 2,313 $ 3,559
Schedule of Outstanding Contractual Balance and Carrying Value of Credit-Impaired ING Direct Debt Securities	The table below presents the outstanding balance and carrying value of the acquired credit-impaired debt securities as of June 30, 2015 and December 31, 2014 . Table 3.10: Outstanding Balance and Carrying Value of Acquired Securities (Dollars in millions) June 30, 2015 December 31, 2014 Outstanding balance $ 3,526 $ 3,768 Carrying value 2,677 2,839
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 the Accretable Yield of Acquired Credit-Impaired Debt Securities (Dollars in millions) Three Months Ended June 30, 2015 Six Months Ended June 30, 2015 Accretable yield, beginning of period $ 1,171 $ 1,250 Accretion recognized in earnings (62 ) (123 ) Reduction due to payoffs, disposals, transfers and other 0 (1 ) Net reclassifications from nonaccretable difference 83 66 Accretable yield, end of period $ 1,192 $ 1,192

Loans (Tables)

Loans (Tables)	6 Months Ended
	Jun. 30, 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 June 30, 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 June 30, 2015 (Dollars in millions) Current 30-59 Days 60-89 Days > 90 Days Total Delinquent Loans Acquired Loans Total Loans Credit Card: Domestic credit card (1) $ 76,741 $ 777 $ 489 $ 977 $ 2,243 $ 0 $ 78,984 International credit card 7,949 108 60 102 270 0 8,219 Total credit card 84,690 885 549 1,079 2,513 0 87,203 Consumer Banking: Auto 37,598 1,573 660 160 2,393 0 39,991 Home loan 6,553 45 27 191 263 20,779 27,595 Retail banking 3,507 16 10 20 46 37 3,590 Total consumer banking 47,658 1,634 697 371 2,702 20,816 71,176 Commercial Banking: Commercial and multifamily real estate 22,809 19 0 21 40 37 22,886 Commercial and industrial 27,267 101 12 163 276 117 27,660 Total commercial lending 50,076 120 12 184 316 154 50,546 Small-ticket commercial real estate 680 2 2 1 5 0 685 Total commercial banking 50,756 122 14 185 321 154 51,231 Other loans 82 4 2 7 13 0 95 Total loans ( 2) $ 183,186 $ 2,645 $ 1,262 $ 1,642 $ 5,549 $ 20,970 $ 209,705 % of Total loans 87.35% 1.26% 0.60% 0.79% 2.65 % 10.00% 100.00 % December 31, 2014 (Dollars in millions) Current 30-59 Days 60-89 Days > 90 Days Total Delinquent Loans Acquired Loans Total 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 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% 100.00 % __________ (1) Includes installment loans of $107 million and $144 million as of June 30, 2015 and December 31, 2014 , respectively. (2) Loans as presented are net of unearned income, unamortized premiums and discounts, and unamortized deferred fees and costs totaling $935 million and $1.1 billion as of June 30, 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 June 30, 2015 and December 31, 2014 . Table 4.2: 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans (1) June 30, 2015 December 31, 2014 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Credit Card: Domestic credit card $ 977 $ 0 $ 1,181 $ 0 International credit card 64 68 73 70 Total credit card 1,041 68 1,254 70 Consumer Banking: Auto 0 160 0 197 Home loan 0 313 0 330 Retail banking 1 28 1 22 Total consumer banking 1 501 1 549 Commercial Banking: Commercial and multifamily real estate 0 27 7 62 Commercial and industrial 6 433 1 106 Total commercial lending 6 460 8 168 June 30, 2015 December 31, 2014 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Small-ticket commercial real estate 0 3 0 7 Total commercial banking 6 463 8 175 Other loans 0 10 0 15 Total $ 1,048 $ 1,042 $ 1,263 $ 809 % of Total loans 0.50% 0.50% 0.61% 0.39% __________ (1) Nonperfor ming loans generally include loans that have been placed on nonaccrual status. Acquired Loans are excluded from loans reported as 90 days and accruing inte rest 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 June 30, 2015 and December 31, 2014 , and for the three and six months ended June 30, 2015 and 2014 : Table 4.9: Impaired Loans (1) June 30, 2015 (Dollars in millions) With an Allowance Without an Allowance Total Recorded Investment Related Allowance Net Recorded Investment Unpaid Principal Balance Credit Card: Domestic credit card $ 532 $ 0 $ 532 $ 139 $ 393 $ 517 International credit card 138 0 138 67 71 133 Total credit card (2) 670 0 670 206 464 650 Consumer Banking: Auto (3) 254 207 461 21 440 732 Home loan 215 148 363 15 348 460 Retail banking 51 6 57 11 46 59 Total consumer banking 520 361 881 47 834 1,251 Commercial Banking: Commercial and multifamily real estate 95 11 106 19 87 118 Commercial and industrial 299 265 564 53 511 592 Total commercial lending 394 276 670 72 598 710 Small-ticket commercial real estate 4 0 4 0 4 4 Total commercial banking 398 276 674 72 602 714 Total $ 1,588 $ 637 $ 2,225 $ 325 $ 1,900 $ 2,615 Three Months Ended Six Months Ended June 30, 2015 June 30, 2015 (Dollars in millions) Average Interest Average Interest Credit Card: Domestic credit card $ 535 $ 14 $ 539 $ 28 International credit card 136 3 139 5 Total credit card (2) 671 17 678 33 Consumer Banking: Auto (3) 457 20 450 41 Home loan 364 1 365 2 Retail banking 56 1 54 1 Total consumer banking 877 22 869 44 Commercial Banking: Commercial and multifamily real estate 113 1 124 2 Commercial and industrial 388 1 330 2 Total commercial lending 501 2 454 4 Small-ticket commercial real estate 8 0 8 0 Total commercial banking 509 2 462 4 Total $ 2,057 $ 41 $ 2,009 $ 81 December 31, 2014 (Dollars in millions) With an Allowance Without an Allowance Total Recorded Investment Related Allowance Net Recorded Investment Unpaid Principal 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 Six Months Ended June 30, 2014 June 30, 2014 (Dollars in millions) Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized Credit Card: Domestic credit card $ 573 $ 15 $ 585 $ 30 International credit card 165 3 167 6 Total credit card (2) 738 18 752 36 Consumer Banking: Auto (3) 373 17 367 34 Home loan 408 2 404 3 Retail banking 77 0 81 1 Total consumer banking 858 19 852 38 Commercial Banking: Commercial and multifamily real estate 200 1 180 3 Commercial and industrial 178 1 180 2 Total commercial lending 378 2 360 5 Small-ticket commercial real estate 11 0 9 0 Total commercial banking 389 2 369 5 Total $ 1,985 $ 39 $ 1,973 $ 79 __________ (1) Impaired loans include loans modified in Troubled Debt Restructurings (“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 TD Rs.
TDR Disclosures in Progress Financial Impact of Modification	The following tables present the types, recorded investment amounts and financial effects of loans modified in TDRs during the three and six months ended June 30, 2015 and 2014 : Table 4.10: Troubled Debt Restructurings Total (1) Three Months Ended June 30, 2015 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (2)(3) Average (4) % of (3)(5) Average (6) % of (3)(7) Gross (8) Credit Card: Domestic credit card $ 68 100% 12.03 % 0 % 0 0 % $ 0 International credit card 30 100 25.95 0 0 0 0 Total credit card 98 100 16.25 0 0 0 0 Consumer Banking: Auto 81 40 4.11 68 7 31 23 Home loan 10 37 3.17 60 188 23 0 Retail banking 5 3 6.93 76 7 0 0 Total consumer banking 96 37 4.03 67 23 29 23 Commercial Banking: Commercial and multifamily real estate 0 0 0.00 0 0 100 0 Commercial and industrial 30 0 1.14 98 4 0 0 Total commercial lending 30 0 1.14 98 4 0 0 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 31 0 1.14 97 4 0 0 Total $ 225 60 12.98 42 17 12 $ 23 Total (1) Six Months Ended June 30, 2015 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (2)(3) Average (4) % of (3)(5) Average (6) % of (3)(7) Gross (8) Credit Card: Domestic credit card $ 140 100% 12.08% 0% 0 0 % $ 0 International credit card 62 100 25.86 0 0 0 0 Total credit card 202 100 16.32 0 0 0 0 Consumer Banking: Auto 169 41 2.82 69 8 30 45 Home loan 17 50 2.98 62 181 13 0 Retail banking 10 31 8.09 83 6 0 0 Total consumer banking 196 41 3.05 70 22 27 45 Commercial Banking: Commercial and multifamily real estate 3 0 0.00 97 34 78 1 Commercial and industrial 51 0 1.50 59 5 0 0 Total commercial lending 54 0 1.50 61 7 4 1 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 55 0 1.50 60 7 4 1 Total $ 453 62 12.55 37 19 12 $ 46 Total Loans Modified (1) Three Months Ended June 30, 2014 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of TDR Activity (2)(3) Average Rate Reduction (4) % of TDR Activity (3)(5) Average Term Extension (Months) (6) % of TDR Activity (3)(7) Gross Balance Reduction (8) Credit Card: Domestic credit card $ 64 100% 11.54% 0% 0 0% $ 0 International credit card 38 100 25.46 0 0 0 0 Total credit card 102 100 16.83 0 0 0 0 Consumer Banking: Auto 69 32 1.45 58 9 41 25 Home loan 11 38 2.32 33 164 4 0 Retail banking 2 5 7.57 95 10 0 0 Total consumer banking 82 32 1.62 56 22 34 25 Commercial Banking: Commercial and multifamily real estate 4 0 0.00 0 0 100 2 Commercial and industrial 12 0 0.00 57 11 0 0 Total commercial lending 16 0 0.00 42 11 26 2 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 17 0 0.00 39 11 24 2 Total $ 201 64 13.73 26 20 16 $ 27 Total Loans Modified (1) Six Months Ended June 30, 2014 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of TDR Activity (2)(3) Average Rate Reduction (4) % of TDR Activity (3)(5) Average Term Extension (Months) (6) % of TDR Activity (3)(7) Gross Balance Reduction (8) Credit Card: Domestic credit card $ 131 100% 11.52% 0 % 0 0% $ 0 International credit card 81 100 25.33 0 0 0 0 Total credit card 212 100 16.83 0 0 0 0 Consumer Banking: Auto 146 36 1.02 63 9 36 47 Home loan 19 30 2.04 32 153 8 1 Retail banking 8 7 5.07 71 7 0 0 Total consumer banking 173 34 1.16 60 18 31 48 Commercial Banking: Commercial and multifamily real estate 66 31 1.28 94 8 6 2 Commercial and industrial 13 0 0.00 58 11 0 0 Total commercial lending 79 26 1.10 88 9 5 2 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 80 26 1.08 87 9 5 2 Total $ 465 63 12.55 37 14 13 $ 50 __________ (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. 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 Six Months Ended June 30, 2015 June 30, 2015 (Dollars in millions) Number of Amount Number of Amount Credit Card: Domestic credit card 9,661 $ 16 19,328 $ 32 International credit card (1) 8,624 23 17,172 43 Total credit card 18,285 39 36,500 75 Consumer Banking: Auto 2,128 24 3,875 44 Home loan 2 0 7 0 Retail banking 4 0 14 1 Total consumer banking 2,134 24 3,896 45 Commercial Banking: Commercial and multifamily real estate 0 0 0 0 Commercial and industrial 3 17 3 17 Total commercial lending 3 17 3 17 Small-ticket commercial real estate 0 0 0 0 Total commercial banking 3 17 3 17 Total 20,422 $ 80 40,399 $ 137 Three Months Ended Six Months Ended June 30, 2014 June 30, 2014 (Dollars in millions) Number of Total Number of Total Credit Card: Domestic credit card 9,559 $ 15 20,620 $ 31 International credit card (1) 9,883 30 20,404 60 Total credit card 19,442 45 41,024 91 Consumer Banking: Auto 1,651 18 2,973 31 Home loan 4 0 10 2 Retail banking 15 2 40 9 Total consumer banking 1,670 20 3,023 42 Commercial Banking: Commercial and multifamily real estate 1 0 4 6 Commercial and industrial 1 1 2 1 Total commercial lending 2 1 6 7 Small-ticket commercial real estate 2 1 8 3 Total commercial banking 4 2 14 10 Total 21,116 $ 67 44,061 $ 143 _______________ (1) The regulato ry 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.
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 June 30, 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 June 30, 2015 December 31, 2014 (Dollars in millions) Total Impaired Loans Non-Impaired Loans Total Impaired Loans Non-Impaired Loans Outstanding balance $ 22,604 $ 4,006 $ 18,598 $ 25,201 $ 4,279 $ 20,922 Carrying value (1) 20,974 2,699 18,275 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 June 30, 2015 and December 31, 2014 , respectively. We recorded a $7 million provision and a $6 million release of the allowance for credit losses for the six months ended June 30, 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 Three Months Ended June 30, 2015 Six Months Ended June 30, 2015 (Dollars in millions) Total Loans Impaired Loans Non-Impaired Loans Total Loans Impaired Loans Non-Impaired Loans Accretable yield, beginning of period $ 4,561 $ 1,527 $ 3,034 $ 4,653 $ 1,485 $ 3,168 Accretion recognized in earnings (208 ) (70 ) (138 ) (445 ) (157 ) (288 ) Reclassifications from (to) nonaccretable difference for loans with changing cash flows (1) (1 ) 0 (1 ) 34 45 (11 ) Changes in accretable yield for non-credit related changes in expected cash flows (2) (355 ) (45 ) (310 ) (245 ) 39 (284 ) Accretable yield, end of period $ 3,997 $ 1,412 $ 2,585 $ 3,997 $ 1,412 $ 2,585 __________ (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 Portfolio Segment [Member]
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 June 30, 2015 and December 31, 2014 . We also present net charge-offs for the three and six months ended June 30, 2015 and 2014 . Table 4.3: Credit Card: Risk Profile by Geographic Region and Delinquency Status June 30, 2015 December 31, 2014 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Domestic credit card: California $ 8,891 10.2% $ 8,574 10.0% New York 5,785 6.6 5,610 6.5 Texas 5,581 6.4 5,382 6.3 Florida 4,968 5.7 4,794 5.6 Illinois 3,733 4.3 3,747 4.4 Pennsylvania 3,430 3.9 3,581 4.2 Ohio 3,050 3.5 3,075 3.6 New Jersey 2,903 3.3 2,868 3.3 Michigan 2,665 3.1 2,681 3.1 Other 37,978 43.6 37,392 43.5 Total domestic credit card 78,984 90.6 77,704 90.5 International credit card: Canada 4,867 5.6 4,747 5.5 United Kingdom 3,352 3.8 3,425 4.0 Total international credit card 8,219 9.4 8,172 9.5 Total credit card $ 87,203 100.0% $ 85,876 100.0 % Selected credit metrics: (2) 30+ day delinquencies $ 2,513 2.88% $ 2,832 3.30% 90+ day delinquencies 1,079 1.24 1,292 1.50 __________ (1) P ercentages by geographic region within the domestic and international credit card portfolios are calculated based on the total held for investment credit card loan s 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 June 30, Six Months Ended June 30, 2015 2014 2015 2014 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs: Domestic credit card $ 650 3.42% $ 610 3.52% $ 1,314 3.49% $ 1,310 3.77% International credit card 53 2.65 75 3.93 108 2.73 155 4.05 Total credit card $ 703 3.35 $ 685 3.56 $ 1,422 3.42 $ 1,465 3.79 __________ (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 Portfolio Segment [Member]
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 June 30, 2015 and December 31, 2014 , and net charge-offs for the three and six months ended June 30, 2015 and 2014 . Table 4.5: Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status June 30, 2015 December 31, 2014 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Auto: Texas $ 5,383 7.6% $ 5,248 7.4% California 4,367 6.1 4,081 5.7 Florida 3,062 4.3 2,737 3.8 Georgia 2,169 3.1 2,066 2.9 Louisiana 1,872 2.6 1,773 2.5 Illinois 1,784 2.5 1,676 2.4 Ohio 1,654 2.3 1,566 2.2 Other 19,700 27.7 18,677 26.1 Total auto 39,991 56.2 37,824 53.0 Home loan: California 6,412 9.0 6,943 9.7 New York 2,313 3.2 2,452 3.4 Illinois 1,697 2.4 1,873 2.6 Maryland 1,624 2.3 1,720 2.4 Virginia 1,452 2.0 1,538 2.2 New Jersey 1,405 2.0 1,529 2.1 Florida 1,253 1.8 1,375 1.9 June 30, 2015 December 31, 2014 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Other 11,439 16.1 12,605 17.7 Total home loan 27,595 38.8 30,035 42.0 Retail banking: Louisiana 1,128 1.6 1,120 1.5 New York 891 1.2 881 1.2 Texas 752 1.0 756 1.1 New Jersey 255 0.4 265 0.4 Maryland 170 0.2 167 0.2 Virginia 142 0.2 132 0.2 California 49 0.1 52 0.1 Other 203 0.3 207 0.3 Total retail banking 3,590 5.0 3,580 5.0 Total consumer banking $ 71,176 100.0% $ 71,439 100.0% June 30, 2015 December 31, 2014 30+ day Delinquencies 90+ day Delinquencies Nonperforming Loans 30+ day Delinquencies 90+ day Delinquencies Nonperforming Loans (Dollars in millions) Amount Rate Amount Rate Amount Rate Amount Rate Amount Rate Amount Rate Auto $ 2,393 5.98% $ 160 0.40 % $ 160 0.40% $ 2,682 7.09% $ 197 0.52% $ 197 0.52 % Home Loan (2) 263 0.95 191 0.69 313 1.13 302 1.01 218 0.73 330 1.10 Retail Banking 46 1.28 20 0.55 28 0.79 40 1.11 16 0.44 22 0.61 Total Consumer Banking (2) $ 2,702 3.80 $ 371 0.52 $ 501 0.70 $ 3,024 4.23 $ 431 0.60 $ 549 0.77 __________ (1) Pe rcentages 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 our home loan portfolio were 3.85% , 2.81% and 4.59% as of June 30, 2015 ; and 4.45% , 3.21% and 4.86% as of December 31, 2014 ; and for the total consumer banking loan portfolio were 5.36% , 0.74% and 1.00% as of June 30, 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 June 30, Six Months Ended June 30, 2015 2014 2015 2014 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs: Auto $ 121 1.22% $ 111 1.31% $ 269 1.38% $ 245 1.48% Home loan 3 0.04 5 0.05 5 0.03 10 0.06 Retail banking 12 1.39 6 0.70 21 1.18 15 0.82 Total consumer banking $ 136 0.76 $ 122 0.69 $ 295 0.83 $ 270 0.76 _______ ___ (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 the total consumer banking loan portfolio were 0.16% and 1.09% , respectively, for the three months ended June 30, 2015 , compared to 0.25% and 1.09% , respectively, for the three months ended June 30, 2014 ; and 0.13% and 1.19% , respectively, for the six months ended June 30, 2015 , compared to 0.27% and 1.23% , respectively, for the six months ended June 30, 2014 .
Consumer Portfolio Segment [Member] | 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 June 30, 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 June 30, 2015 Loans Acquired Loans Total Home Loans (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Amount % of Total (1) Origination year: (2) < = 2006 $ 2,554 9.3% $ 5,271 19.1% $ 7,825 28.4% 2007 294 1.1 4,475 16.2 4,769 17.3 2008 172 0.6 3,155 11.4 3,327 12.0 2009 106 0.4 1,735 6.3 1,841 6.7 2010 107 0.4 2,590 9.4 2,697 9.8 2011 196 0.7 2,963 10.7 3,159 11.4 2012 1,443 5.2 461 1.7 1,904 6.9 2013 604 2.2 75 0.3 679 2.5 2014 720 2.6 31 0.1 751 2.7 2015 620 2.2 23 0.1 643 2.3 Total $ 6,816 24.7% $ 20,779 75.3% $ 27,595 100.0% Geographic concentration: (3) California $ 939 3.4% $ 5,473 19.8% $ 6,412 23.2% New York 1,336 4.9 977 3.5 2,313 8.4 Illinois 94 0.3 1,603 5.8 1,697 6.1 Maryland 484 1.8 1,140 4.1 1,624 5.9 Virginia 410 1.5 1,042 3.8 1,452 5.3 New Jersey 334 1.2 1,071 3.9 1,405 5.1 Florida 163 0.6 1,090 3.9 1,253 4.5 Arizona 87 0.3 1,109 4.0 1,196 4.3 Louisiana 1,140 4.1 33 0.2 1,173 4.3 Washington 110 0.4 913 3.3 1,023 3.7 Other 1,719 6.2 6,328 23.0 8,047 29.2 Total $ 6,816 24.7% $ 20,779 75.3% $ 27,595 100.0 % Lien type: 1 st lien $ 5,807 21.0% $ 20,444 74.1% $ 26,251 95.1% 2 nd lien 1,009 3.7 335 1.2 1,344 4.9 Total $ 6,816 24.7% $ 20,779 75.3% $ 27,595 100.0% Interest rate type: Fixed rate $ 2,654 9.6% $ 2,516 9.1% $ 5,170 18.7% Adjustable rate 4,162 15.1 18,263 66.2 22,425 81.3 Total $ 6,816 24.7% $ 20,779 75.3% $ 27,595 100.0% December 31, 2014 Loans Acquired Loans Total Home Loans (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Amount % of Total (1) Origination year: (2) < = 2006 $ 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 7.0 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% $ 30,035 100.0% Geographic concentration: (3) California $ 924 3.1% $ 6,019 20.0% $ 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 4.0 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 4.0 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% $ 30,035 100.0% Lien type: 1 st lien $ 5,756 19.2% $ 22,883 76.2% $ 28,639 95.4% 2 nd lien 1,038 3.4 358 1.2 1,396 4.6 Total $ 6,794 22.6 % $ 23,241 77.4 % $ 30,035 100.0 % 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% $ 30,035 100.0% __________ (1) Percentages within each risk category are calculated based on total home loans held for investment. (2) The Acquired Loans origination balances in the years subsequent to 2012 are related to refinancing of previously acquired home loans. (3) Represents the ten states in which we have the highest concentration of home loans.
Commercial Banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Schedule of Concentration of Risk, by Risk Factor	The following table presents the geographic distribution and internal risk ratings of our commercial loan portfolio as of June 30, 2015 and December 31, 2014 . Table 4.8: Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating June 30, 2015 (Dollars in millions) Commercial and Multifamily Real Estate % of Total (1) Commercial and Industrial % of Total (1) Small-ticket Commercial Real Estate % of Total (1) Total Commercial Banking % of Total (1) Geographic concentration: (2) Loans: Northeast $ 14,514 63.4% $ 6,498 23.5% $ 419 61.2 % $ 21,431 41.8 % Mid-Atlantic 2,558 11.2 2,084 7.5 27 3.9 4,669 9.1 South 3,436 15.0 12,028 43.5 43 6.3 15,507 30.3 Other 2,378 10.4 7,050 25.5 196 28.6 9,624 18.8 Total $ 22,886 100.0% $ 27,660 100.0% $ 685 100.0% $ 51,231 100.0% Internal risk rating: (3) Loans: Noncriticized $ 22,453 98.1% $ 25,869 93.5% $ 679 99.1% $ 49,001 95.7% Criticized performing 406 1.8 1,358 4.9 3 0.4 1,767 3.4 Criticized nonperforming 27 0.1 433 1.6 3 0.5 463 0.9 Total $ 22,886 100.0% $ 27,660 100.0 % $ 685 100.0% $ 51,231 100.0% December 31, 2014 (Dollars in millions) Commercial and Multifamily Real Estate % of Total (1) Commercial and Industrial % of Total (1) Small-ticket Commercial Real Estate % of Total (1) Total Commercial Banking % of Total (1) 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 $ 23,137 100.0% $ 26,972 100.0% $ 781 100.0% $ 50,890 100.0% 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 $ 23,137 100.0% $ 26,972 100.0% $ 781 100.0% $ 50,890 100.0% __________ (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 c ategories defined by banking regulatory authorities.

Allowance for Loan and Lease 27

Allowance for Loan and Lease Losses (Tables)	6 Months Ended
	Jun. 30, 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 June 30, 2015 and December 31, 2014 . Table 5.2: Components of Allowance for Loan and Lease Losses by Impairment Methodology June 30, 2015 Consumer Banking (Dollars in millions) Credit Card Auto Home Loan Retail Banking Total Consumer Banking Commercial Banking Other Total Allowance for loan and lease losses: Collectively evaluated (1) $ 3,118 $ 723 $ 17 $ 55 $ 795 $ 399 $ 5 $ 4,317 Asset-specific (2) 206 21 15 11 47 72 0 325 Acquired Loans (3) 0 0 33 0 33 1 0 34 Total allowance for loan and lease losses $ 3,324 $ 744 $ 65 $ 66 $ 875 $ 472 $ 5 $ 4,676 Loans held for investment: Collectively evaluated (1) $ 86,533 $ 39,737 $ 6,453 $ 3,496 $ 49,686 $ 50,403 $ 95 $ 186,717 Asset-specific (2) 670 254 363 57 674 674 0 2,018 Acquired Loans (3) 0 0 20,779 37 20,816 154 0 20,970 Total loans held for investment $ 87,203 $ 39,991 $ 27,595 $ 3,590 $ 71,176 $ 51,231 $ 95 $ 209,705 Allowance as a percentage of period-end loans held for investment 3.81% 1.86% 0.24% 1.86% 1.23% 0.92% 5.13% 2.23% December 31, 2014 Consumer Banking (Dollars in millions) Credit Auto Home Retail Total Commercial Banking Other Total 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% 2.10% __________ (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 and six months ended June 30, 2015 and 2014 . Table 5.1: Allowance for Loan and Lease Losses Three Months Ended June 30, 2015 Credit Card Consumer Banking Commercial Banking Other (1) Total Allowance Unfunded Lending Commitments Reserve Combined Allowance & Unfunded Reserve (Dollars in millions) Auto Home Loan Retail Banking Total Consumer Banking Balance as of March 31, 2015 $ 3,130 $ 697 $ 68 $ 61 $ 826 $ 444 $ 5 $ 4,405 $ 121 $ 4,526 Provision for credit losses 895 168 0 17 185 35 0 1,115 14 1,129 Charge-offs (988 ) (203 ) (5 ) (17 ) (225 ) (11 ) (2 ) (1,226 ) 0 (1,226 ) Recoveries 285 82 2 5 89 4 2 380 0 380 Net charge-offs (703 ) (121 ) (3 ) (12 ) (136 ) (7 ) 0 (846 ) 0 (846 ) Other changes (2) 2 0 0 0 0 0 0 2 0 2 Balance as of June 30, 2015 $ 3,324 $ 744 $ 65 $ 66 $ 875 $ 472 $ 5 $ 4,676 $ 135 $ 4,811 Six Months Ended June 30, 2015 Credit Consumer Banking Commercial Banking Other (1) Total Unfunded Combined (Dollars in millions) Auto Home Retail Total Banking Balance as of December 31, 2014 $ 3,204 $ 661 $ 62 $ 56 $ 779 $ 395 $ 5 $ 4,383 $ 113 $ 4,496 Provision for credit losses 1,564 352 8 31 391 87 0 2,042 22 2,064 Charge-offs (2,010 ) (436 ) (9 ) (30 ) (475 ) (20 ) (5 ) (2,510 ) 0 (2,510 ) Recoveries 588 167 4 9 180 10 5 783 0 783 Net charge-offs (1,422 ) (269 ) (5 ) (21 ) (295 ) (10 ) 0 (1,727 ) 0 (1,727 ) Other changes (2) (22 ) 0 0 0 0 0 0 (22 ) 0 (22 ) Balance as of June 30, 2015 $ 3,324 $ 744 $ 65 $ 66 $ 875 $ 472 $ 5 $ 4,676 $ 135 $ 4,811 Three Months Ended June 30, 2014 Credit Consumer Banking Commercial Banking Other (1) Total Unfunded Combined (Dollars in millions) Auto Home Retail Total Banking Balance as of March 31, 2014 $ 2,984 $ 608 $ 72 $ 64 $ 744 $ 362 $ 8 $ 4,098 $ 99 $ 4,197 Provision (benefit) for credit losses 549 145 0 (2 ) 143 9 0 701 3 704 Charge-offs (995 ) (183 ) (8 ) (14 ) (205 ) (8 ) (4 ) (1,212 ) 0 (1,212 ) Recoveries 310 72 3 8 83 5 2 400 0 400 Net charge-offs (685 ) (111 ) (5 ) (6 ) (122 ) (3 ) (2 ) (812 ) 0 (812 ) Other changes (2) 10 0 0 0 0 0 1 11 0 11 Balance as of June 30, 2014 $ 2,858 $ 642 $ 67 $ 56 $ 765 $ 368 $ 7 $ 3,998 $ 102 $ 4,100 Six Months Ended June 30, 2014 Credit Consumer Banking Commercial Banking Other (1) Total Unfunded Combined (Dollars in millions) Auto Home Retail Total 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 1,107 281 (6 ) 8 283 37 (3 ) 1,424 15 1,439 Charge-offs (2,090 ) (388 ) (19 ) (29 ) (436 ) (15 ) (6 ) (2,547 ) 0 (2,547 ) Recoveries 625 143 9 14 166 8 5 804 0 804 Net charge-offs (1,465 ) (245 ) (10 ) (15 ) (270 ) (7 ) (1 ) (1,743 ) 0 (1,743 ) Other changes (2) 2 0 0 0 0 0 0 2 0 2 Balance as of June 30, 2014 $ 2,858 $ 642 $ 67 $ 56 $ 765 $ 368 $ 7 $ 3,998 $ 102 $ 4,100 _________ (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 an28

Variable Interest Entities and Securitizations (Tables)	6 Months Ended
	Jun. 30, 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 June 30, 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. 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 June 30, 2015 Consolidated Unconsolidated (Dollars in millions) Carrying Amount of Assets Carrying Amount of Liabilities Carrying Amount of Assets Carrying Amount of Liabilities Maximum Exposure to Loss Securitization-Related VIEs: Credit card loan securitizations (1) $ 34,551 $ 14,500 $ 0 $ 0 $ 0 Home loan securitizations (2) 0 0 220 29 886 Total securitization-related VIEs 34,551 14,500 220 29 886 Other VIEs: Affordable housing entities 0 0 3,633 501 3,633 Entities that provide capital to low-income and rural communities 385 100 0 0 0 Other 0 0 65 0 65 Total other VIEs 385 100 3,698 501 3,698 Total VIEs $ 34,936 $ 14,600 $ 3,918 $ 530 $ 4,584 December 31, 2014 Consolidated Unconsolidated (Dollars in millions) Carrying Amount of Assets Carrying Amount of Liabilities Carrying Amount of Assets Carrying Amount of Liabilities Maximum Exposure to 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 the 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 June 30, 2015 and December 31, 2014 . Table 6.2: Continuing Involvement in Securitization-Related VIEs Non-Mortgage Mortgage (Dollars in millions) Credit Card Option- ARM GreenPoint HELOCs GreenPoint Manufactured Housing June 30, 2015: Securities held by third-party investors $ 13,785 $ 1,888 $ 85 $ 836 Receivables in the trust 34,298 1,952 80 842 Cash balance of spread or reserve accounts 0 8 N/A 139 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 Intangible29

Goodwill and Other Intangible Assets (Tables)	6 Months Ended
	Jun. 30, 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 Mortgage Servicing Rights (“MSRs”) as of June 30, 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 June 30, 2015 December 31, 2014 (Dollars in millions) Carrying (1) Accumulated Amortization (1) Net Carrying (1) Accumulated Amortization (1) Net Goodwill $ 13,984 N/A $ 13,984 $ 13,978 N/A $ 13,978 Intangible assets: Purchased credit card relationship (“PCCR”) intangibles 2,156 $ (1,315 ) 841 2,124 $ (1,152 ) 972 Core deposit intangibles 1,771 (1,620 ) 151 1,771 (1,569 ) 202 Other (2) 239 (121 ) 118 300 (158 ) 142 Total intangible assets 4,166 (3,056 ) 1,110 4,195 (2,879 ) 1,316 Total goodwill and intangible assets $ 18,150 $ (3,056 ) $ 15,094 $ 18,173 $ (2,879 ) $ 15,294 MSRs: Consumer MSRs (3) $ 65 N/A $ 65 $ 53 N/A $ 53 Commercial MSRs (4) 195 $ (36 ) 159 171 $ (24 ) 147 Total MSRs $ 260 $ (36 ) $ 224 $ 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 trade name intangibles. Also includes certain indefinite-lived intangibles of $4 million as of both June 30, 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.
Goodwill Attributable to Each Business Segments	The following table presents goodwill attributable to each of our business segments as of June 30, 2015 and December 31, 2014 . Table 7.2: Goodwill Attributable to Business Segments (Dollars in millions) Credit Card Consumer Banking Commercial Banking Total Balance as of December 31, 2014 $ 5,001 $ 4,593 $ 4,384 $ 13,978 Acquisitions 0 5 0 5 Other adjustments 1 0 0 1 Balance as of June 30, 2015 $ 5,002 $ 4,598 $ 4,384 $ 13,984

Deposits and Borrowings (Tables

Deposits and Borrowings (Tables)	6 Months Ended
	Jun. 30, 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 June 30, 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) June 30, December 31, Deposits: Non-interest bearing deposits $ 25,123 $ 25,081 Interest-bearing deposits 183,657 180,467 Total deposits $ 208,780 $ 205,548 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 1,888 $ 880 FHLB advances 0 16,200 Total short-term borrowings $ 1,888 $ 17,080 June 30, 2015 (Dollars in millions) Maturity Dates Interest Rates Weighted- Average Interest Rate Outstanding Amount December 31, Long-term debt: Securitized debt obligations (1) 2015 - 2025 0.23 - 5.75% 1.37% $ 13,785 $ 11,624 Senior and subordinated notes: (1) Fixed unsecured senior debt 2015 - 2025 1.00 - 6.75% 2.67 16,097 15,174 Floating unsecured senior debt 2015 - 2018 0.73 - 0.96% 0.86 1,280 880 Total unsecured senior debt 2.54 17,377 16,054 Fixed unsecured subordinated debt 2016 - 2023 3.38 - 8.80% 4.97 2,610 2,630 Total senior and subordinated notes 19,987 18,684 Other long-term borrowings: FHLB advances 2015 - 2025 0.25 - 6.88% 0.28 10,106 1,069 Total long-term debt 43,878 31,377 Total short-term borrowings and long-term debt $ 45,766 $ 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 and six months ended June 30, 2015 and 2014 : Table 8.2: Components of Interest Expense on Short-Term Borrowings and Long-Term Debt Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2015 2014 2015 2014 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 1 $ 1 $ 1 $ 1 FHLB advances 1 3 9 9 Total short-term borrowings 2 4 10 10 Long-term debt: Securitized debt obligations (1) 36 39 69 77 Senior and subordinated notes (1) 80 78 159 155 Other long-term borrowings 10 4 17 10 Total long-term debt 126 121 245 242 Total interest expense on short-term borrowings and long-term debt $ 128 $ 125 $ 255 $ 252 _ _________ (1) Interest expense includes the impact from hedge accounting.

Derivative Instruments and He31

Derivative Instruments and Hedging Activities (Tables)	6 Months Ended
	Jun. 30, 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 June 30, 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 June 30, 2015 December 31, 2014 Notional or Contractual Amount Derivative (1) Notional or Contractual Amount Derivative (1) (Dollars in millions) Assets Liabilities Assets Liabilities Derivatives designated as accounting hedges: Interest rate contracts: Fair value hedges $ 27,225 $ 470 $ 96 $ 24,543 $ 480 $ 39 Cash flow hedges 27,050 355 25 24,450 222 18 Total interest rate contracts 54,275 825 121 48,993 702 57 Foreign exchange contracts: Cash flow hedges 5,559 93 48 5,546 221 2 Net investment hedges 2,690 0 146 2,476 73 0 Total foreign exchange contracts 8,249 93 194 8,022 294 2 Total derivatives designated as accounting hedges 62,524 918 315 57,015 996 59 Derivatives not designated as accounting hedges: Interest rate contracts covering: MSRs (2) 1,252 7 10 777 10 3 Customer accommodation 28,386 387 243 27,646 413 251 Other interest rate exposures (3) 2,258 45 13 2,614 33 21 Total interest rate contracts 31,896 439 266 31,037 456 275 Other contracts 597 0 4 593 0 5 Total derivatives not designated as accounting hedges 32,493 439 270 31,630 456 280 Total derivatives $ 95,017 $ 1,357 $ 585 $ 88,645 $ 1,452 $ 339 Less: netting adjustment (4) (423 ) (339 ) (624 ) (164 ) Total derivative assets/liabilities $ 934 $ 246 $ 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 June 30, 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 amounts 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 Amounts Gross Amounts Offset in the Balance Sheet Net Amounts as Recognized Securities Collateral Held Under Master Netting Agreements (Dollars in millions) Financial Instruments Cash Collateral Received Net Exposure As of June 30, 2015 Derivatives assets (1) $ 1,357 $ (191 ) $ (232 ) $ 934 $ (14 ) $ 920 As of December 31, 2014 Derivatives assets (1) $ 1,452 $ (101 ) $ (523 ) $ 828 $ (80 ) $ 748
Offsetting Liabilities	Gross Amounts Gross Amounts Offset in the Balance Sheet Net Amounts as Recognized Securities Collateral Pledged Under Master Netting Agreements (Dollars in millions) Financial Instruments Cash Collateral Pledged Net Exposure As of June 30, 2015 Derivatives liabilities (1) $ 585 $ (191 ) $ (148 ) $ 246 $ 0 $ 246 Repurchase agreements (2)(3) 969 0 0 969 (969 ) 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 June 30, 2015 totaling $536 million and $202 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 June 30, 2015 and December 31, 2014 . (2) As of June 30, 2015 and December 31, 2014 , the Company only had repurchase obligations outstanding and did not have any reverse repurchase receivables. (3) Represents customer repurchase agreements that mature the next business day. As of June 30, 2015, we pledged collateral with a fair value of $989 million under these customer repurchase agreements, all of which were agency RMBS securities.
Fair Value Hedging and Free-Standing Derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Gains and Losses on Derivatives	The net gains (losses) recognized in earnings related to derivatives in fair value hedging relationships and free-standing derivatives are presented below for the three and six months ended June 30, 2015 and 2014 . Table 9.3: Gains and Losses on Fair Value Hedges and Free-Standing Derivatives Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2015 2014 2015 2014 Derivatives designated as accounting hedges: (1) Fair value interest rate contracts: (Losses) gains recognized in earnings on derivatives $ (223 ) $ 105 $ (70 ) $ 136 Gains (losses) recognized in earnings on hedged items 211 (92 ) 63 (115 ) Net fair value hedge ineffectiveness (losses) gains (12 ) 13 (7 ) 21 Derivatives not designated as accounting hedges: (1) Interest rate contracts covering: MSRs (9 ) 6 (3 ) 13 Customer accommodation 5 4 9 8 Other interest rate exposures 16 3 18 3 Total interest rate contracts 12 13 24 24 Foreign exchange contracts 0 0 0 1 Other contracts 0 0 (2 ) 1 Total gains on derivatives not designated as accounting hedges 12 13 22 26 Net derivative gains recognized in earnings $ 0 $ 26 $ 15 $ 47 __________ (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 and six months ended June 30, 2015 and 2014 . Table 9.4: Gains and Losses on Derivatives Designated as Cash Flow Hedges and Net Investment Hedges Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2015 2014 2015 2014 Gains (losses) recorded in AOCI: Cash flow hedges: Interest rate contracts $ (33 ) $ 101 $ 177 $ 146 Foreign exchange contracts (6 ) (6 ) (11 ) (11 ) Subtotal (39 ) 95 166 135 Net investment hedges: Foreign exchange contracts (97 ) 0 (22 ) 0 Net derivatives (losses) gains recognized in AOCI $ (136 ) $ 95 $ 144 $ 135 Gains (losses) recorded in earnings: Cash flow hedges: Gains (losses) reclassified from AOCI into earnings: Interest rate contracts (1) $ 50 $ 30 $ 97 $ 56 Foreign exchange contracts (2) (8 ) (6 ) (12 ) (11 ) Subtotal 42 24 85 45 Gains (losses) recognized in earnings due to ineffectiveness: Interest rate contracts (2) 0 0 2 1 Net derivative gains recognized in earnings $ 42 $ 24 $ 87 $ 46 __________ (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)	6 Months Ended
	Jun. 30, 2015
Equity [Abstract]
Schedule of Preferred Stock	The following table summarizes the Company’s preferred stock issued and outstanding as of June 30, 2015 and December 31, 2014 . Table 10.1: Preferred Stock Issued and Outstanding Carrying Value (in millions) Series Description Issuance Date Redeemable by Issuer Beginning Per Annum Dividend Rate Liquidation Preference per Share Total Shares Outstanding June 30, 2015 December 31, 2014 Series B (1) 6.00% Non-Cumulative August 20, 2012 September 1, 2017 6.00% $ 1,000 875,000 $ 853 $ 853 Series C (1) 6.25% Non-Cumulative June 12, 2014 September 1, 2019 6.25 1,000 500,000 484 484 Series D (1) 6.70% Non-Cumulative October 31, 2014 December 1, 2019 6.70 1,000 500,000 485 485 Series E Fixed-to-Floating Rate Non-Cumulative May 14, 2015 June 1, 2020 5.55% through 5/31/2020; 1,000 1,000,000 988 N/A Total $ 2,810 $ 1,822 __________ (1) Ownership is held in the form of depositary shares, each representing 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 and six months ended June 30, 2015 and 2014 . Table 10.2: Accumulated Other Comprehensive Income Three Months Ended June 30, 2015 (Dollars in millions) Securities Securities Held to Maturity (1) Cash Flow Foreign (2) Other Total AOCI as of March 31, 2015 $ 532 $ (801 ) $ 172 $ (92 ) $ (23 ) $ (212 ) Other comprehensive (loss) income before reclassifications (171 ) 0 (39 ) 35 0 (175 ) Amounts reclassified from AOCI into earnings 5 27 (42 ) 0 0 (10 ) Net other comprehensive (loss) income (166 ) 27 (81 ) 35 0 (185 ) AOCI as of June 30, 2015 $ 366 $ (774 ) $ 91 $ (57 ) $ (23 ) $ (397 ) Six Months Ended June 30, 2015 (Dollars in millions) Securities Available for Sale Securities Held to Maturity (1) Cash Flow Hedges Foreign (2) Other Total AOCI as of December 31, 2014 $ 410 $ (821 ) $ 10 $ (8 ) $ (21 ) $ (430 ) Other comprehensive (loss) income before reclassifications (57 ) 0 166 (49 ) (1 ) 59 Amounts reclassified from AOCI into earnings 13 47 (85 ) 0 (1 ) (26 ) Net other comprehensive (loss) income (44 ) 47 81 (49 ) (2 ) 33 AOCI as of June 30, 2015 $ 366 $ (774 ) $ 91 $ (57 ) $ (23 ) $ (397 ) Three Months Ended June 30, 2014 (Dollars in millions) Securities Securities Held to Maturity (1) Cash Flow Foreign Other Total AOCI as of March 31, 2014 $ 250 $ (884 ) $ (91 ) $ 27 $ (12 ) $ (710 ) Other comprehensive income before reclassifications 168 0 95 79 3 345 Amounts reclassified from AOCI into earnings 1 21 (24 ) 0 (4 ) (6 ) Net other comprehensive income (loss) 169 21 71 79 (1 ) 339 AOCI as of June 30, 2014 $ 419 $ (863 ) $ (20 ) $ 106 $ (13 ) $ (371 ) Six Months Ended June 30, 2014 (Dollars in millions) Securities Securities Held to Maturity (1) Cash Flow Foreign Other Total AOCI as of December 31, 2013 $ 106 $ (897 ) $ (110 ) $ 40 $ (11 ) $ (872 ) Other comprehensive income before reclassifications 317 0 135 66 3 521 Amounts reclassified from AOCI into earnings (4 ) 34 (45 ) 0 (5 ) (20 ) Net other comprehensive income (loss) 313 34 90 66 (2 ) 501 AOCI as of June 30, 2014 $ 419 $ (863 ) $ (20 ) $ 106 $ (13 ) $ (371 ) __________ (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 and six months ended June 30, 2015 and 2014 . Table 10.3: Reclassifications from AOCI Amount Reclassified from AOCI (Dollars in millions) Three Months Ended June 30, Six Months Ended June 30, AOCI Components Affected Income Statement Line Item 2015 2014 2015 2014 Securities available for sale: Non-interest income $ (1 ) $ (1 ) $ 1 $ 12 Non-interest income - OTTI (7 ) (1 ) (22 ) (6 ) (Loss) income from continuing operations before income taxes (8 ) (2 ) (21 ) 6 Income tax (benefit) provision (3 ) (1 ) (8 ) 2 Net (loss) income (5 ) (1 ) (13 ) 4 Securities held to maturity: (1) Non-interest income (40 ) (33 ) (73 ) (61 ) Income tax benefit (13 ) (12 ) (26 ) (27 ) Net loss (27 ) (21 ) (47 ) (34 ) Cash flow hedges: Interest rate contracts: Interest income 78 48 153 90 Foreign exchange contracts: Non-interest income (12 ) (10 ) (19 ) (18 ) Income from continuing operations before income taxes 66 38 134 72 Income tax provision 24 14 49 27 Net income 42 24 85 45 Amount Reclassified from AOCI (Dollars in millions) Three Months Ended June 30, Six Months Ended June 30, AOCI Components Affected Income Statement Line Item 2015 2014 2015 2014 Other: Various (pension and other) 1 7 2 8 Income tax provision 1 3 1 3 Net income 0 4 1 5 Total reclassifications $ 10 $ 6 $ 26 $ 20 __________ (1) The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of the premium or discount created from the transfer into securities held to maturity, which occurred at fair value.
Components of Other Comprehensive Income (Loss) and Related Tax Impact	The table below summarizes other comprehensive income activity and the related tax impact for the three and six months ended June 30, 2015 and 2014 . Table 10.4: Other Comprehensive Income (Loss) Three Months Ended June 30, 2015 2014 (Dollars in millions) Before Tax Provision (Benefit) After Tax Before Tax Provision (Benefit) After Tax Other comprehensive income (loss): Net unrealized (losses) gains on securities available for sale $ (259 ) $ (93 ) $ (166 ) $ 269 $ 100 $ 169 Net changes in securities held to maturity 40 13 27 33 12 21 Net unrealized (losses) gains on cash flow hedges (129 ) (48 ) (81 ) 114 43 71 Foreign currency translation adjustments (1) (21 ) (56 ) 35 79 0 79 Other 0 0 0 (3 ) (2 ) (1 ) Other comprehensive (loss) income $ (369 ) $ (184 ) $ (185 ) $ 492 $ 153 $ 339 Six Months Ended June 30, 2015 2014 (Dollars in millions) Before Tax Provision (Benefit) After Tax Before Tax Provision After Tax Other comprehensive income (loss): Net unrealized (losses) gains on securities available for sale $ (69 ) $ (25 ) $ (44 ) $ 498 $ 185 $ 313 Net changes in securities held to maturity 73 26 47 61 27 34 Net unrealized gains on cash flow hedges 129 48 81 144 54 90 Foreign currency translation adjustments (1) (62 ) (13 ) (49 ) 66 0 66 Other (4 ) (2 ) (2 ) (4 ) (2 ) (2 ) Other comprehensive income $ 67 $ 34 $ 33 $ 765 $ 264 $ 501 __________ (1) Includes the impact from hedging instruments designated as net investment hedges.

Earnings Per Common Share (Tabl

Earnings Per Common Share (Tables)	6 Months Ended
	Jun. 30, 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 June 30, Six Months Ended June 30, (Dollars and shares in millions, except per share data) 2015 2014 2015 2014 Basic earnings Income from continuing operations, net of tax $ 852 $ 1,204 $ 1,986 $ 2,328 Income (loss) from discontinued operations, net of tax 11 (10 ) 30 20 Net income 863 1,194 2,016 2,348 Dividends and undistributed earnings allocated to participating securities (1) (4 ) (4 ) (10 ) (9 ) Preferred stock dividends (29 ) (13 ) (61 ) (26 ) Net income available to common stockholders $ 830 $ 1,177 $ 1,945 $ 2,313 Net income from continuing operations per share $ 1.50 $ 2.09 $ 3.49 $ 4.03 Income (loss) from discontinued operations per share 0.02 (0.02 ) 0.06 0.03 Net income per share $ 1.52 $ 2.07 $ 3.55 $ 4.06 Total weighted-average basic shares outstanding 545.6 567.5 548.0 569.2 Diluted earnings (2) Net income available to common stockholders $ 830 $ 1,177 $ 1,945 $ 2,313 Net income from continuing operations per share $ 1.48 $ 2.06 $ 3.45 $ 3.97 Income (loss) from discontinued operations per share 0.02 (0.02 ) 0.06 0.03 Net income per share $ 1.50 $ 2.04 $ 3.51 $ 4.00 Total weighted-average basic shares outstanding 545.6 567.5 548.0 569.2 Effect of dilutive securities: Stock options 2.8 2.7 2.7 2.6 Other contingently issuable shares 1.1 1.6 1.3 1.5 Warrants (3) 2.5 5.8 2.7 5.6 Total effect of dilutive securities 6.4 10.1 6.7 9.7 Total weighted-average diluted shares outstanding 552.0 577.6 554.7 578.9 __________ (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 1.7 million shares related to options with exercise prices ranging from $74.96 to $88.81 , and 1.9 million shares related to options with exercise prices ranging from $70.96 to $88.81 for the three and six months ended June 30, 2015 , respectively, and 2.8 million shares related to options with exercise prices ranging from $70.96 to $88.81 , and 3.7 million shares related to options with exercise prices ranging from $70.96 to $88.81 for the three and six months ended June 30, 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 June 30, 2015 , there were 4.4 million warrants to purchase common stock outstanding, which represents approximately one-third of the warrants issued in the initial offering.

Fair Value Measurement (Tables)

Fair Value Measurement (Tables)	6 Months Ended
	Jun. 30, 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 June 30, 2015 and December 31, 2014 : Table 12.1: Assets and Liabilities Measured at Fair Value on a Recurring Basis June 30, 2015 Fair Value Measurements Using (Dollars in millions) Level 1 Level 2 Level 3 Total Assets: Securities available for sale: U.S. Treasury securities $ 4,438 $ 0 $ 0 $ 4,438 Corporate debt securities guaranteed by U.S. government agencies 0 330 91 421 RMBS 0 26,487 459 26,946 CMBS 0 5,093 170 5,263 Other ABS 0 1,720 7 1,727 Other securities 114 209 18 341 Total securities available for sale 4,552 33,839 745 39,136 Other assets: Consumer MSRs 0 0 65 65 Derivative assets (1)(2) 4 1,292 61 1,357 Retained interests in securitizations 0 0 220 220 Total assets $ 4,556 $ 35,131 $ 1,091 $ 40,778 Liabilities: Other liabilities: Derivative liabilities (1)(2) $ 4 $ 554 $ 27 $ 585 Total liabilities $ 4 $ 554 $ 27 $ 585 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 $934 million and $828 million , and the net derivative liabilities were $246 million and $175 million as of June 30, 2015 and December 31, 2014 , respectively. See “ Note 9—Derivative Instruments and Hedging Activities ” for further information. (2) Does not reflect $3 million and $4 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of June 30, 2015 and December 31, 2014 , respectively. Non-performance risk is reflected in other assets and liabilities on the consolidated balance sheets and offset through non-interest 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 and six months ended June 30, 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 June 30, 2015 Total Gains (Losses) Net Unrealized (3) (Dollars in millions) Balance, Included (1) Included in OCI Purchases Sales Issuances Settlements Transfers (2) Transfers (2) Balance, Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 172 $ 1 $ 0 $ 0 $ (80 ) $ 0 $ (2 ) $ 0 $ 0 $ 91 $ 0 RMBS 555 11 (9 ) 0 0 0 (14 ) 107 (191 ) 459 11 CMBS 174 0 0 86 0 0 (16 ) 0 (74 ) 170 0 Other ABS 7 0 0 0 0 0 0 0 0 7 0 Other securities 18 0 0 0 0 0 0 0 0 18 0 Total securities available for sale 926 12 (9 ) 86 (80 ) 0 (32 ) 107 (265 ) 745 11 Other assets: Consumer MSRs 53 7 0 0 0 6 (1 ) 0 0 65 7 Derivative assets (4) 73 (10 ) 0 0 0 18 (16 ) 0 (4 ) 61 (10 ) Retained interest in securitizations 223 (3 ) 0 0 0 0 0 0 0 220 (3 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (48 ) $ 9 $ 0 $ 0 $ 0 $ (3 ) $ 12 $ 0 $ 3 $ (27 ) $ 9 Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Three Months Ended June 30, 2014 Total Gains (Losses) Net Unrealized (3) (Dollars in millions) Balance, Included (1) Included in OCI Purchases Sales Issuances Settlements Transfers (2) Transfers (2) Balance, Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 752 $ 0 $ 5 $ 0 $ 0 $ 0 $ (18 ) $ 0 $ 0 $ 739 $ 0 RMBS 1,727 17 8 94 0 0 (98 ) 63 (975 ) 836 17 CMBS 495 0 3 0 0 0 (19 ) 28 (58 ) 449 0 Other ABS 226 1 8 0 0 0 (1 ) 0 (59 ) 175 1 Other securities 17 0 0 0 0 0 0 3 0 20 0 Total securities available for sale 3,217 18 24 94 0 0 (136 ) 94 (1,092 ) 2,219 18 Other assets: Consumer MSRs 61 (6 ) 0 0 0 3 (1 ) 0 0 57 (6 ) Derivative assets (4) 48 3 0 0 0 5 (3 ) 0 (3 ) 50 3 Retained interest in securitizations 197 (2 ) 0 0 0 0 0 0 0 195 (2 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (36 ) $ (2 ) $ 0 $ 0 $ 0 $ (3 ) $ 3 $ 0 $ 1 $ (37 ) $ (2 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Six Months Ended June 30, 2015 Total Gains (Losses) (Realized/Unrealized) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of June 30, 2015 (3) (Dollars in millions) Balance, January 1, 2015 Included in Net Income (1) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 (2) Transfers Out of Level 3 (2) Balance, June 30, 2015 Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 333 $ (1 ) $ 5 $ 0 $ (148 ) $ 0 $ (10 ) $ 0 $ (88 ) $ 91 $ 0 RMBS 561 19 (1 ) 0 0 0 (27 ) 192 (285 ) 459 20 CMBS 228 0 1 86 0 0 (37 ) 0 (108 ) 170 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 19 3 86 (168 ) 0 (74 ) 192 (518 ) 745 20 Other assets: Consumer MSRs 53 4 0 0 0 10 (2 ) 0 0 65 4 Derivative assets (4) 66 1 0 0 0 27 (28 ) 0 (5 ) 61 1 Retained interest in securitizations 221 (1 ) 0 0 0 0 0 0 0 220 (1 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (43 ) $ (1 ) $ 0 $ 0 $ 0 $ (10 ) $ 24 $ 0 $ 3 $ (27 ) $ (1 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Six Months Ended June 30, 2014 Total Gains (Losses) (Realized/Unrealized) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of June 30, 2014 (3) (Dollars in millions) Balance, January 1, 2014 Included in Net Income (1) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 (2) Transfers Out of Level 3 (2) Balance, June 30, 2014 Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 927 $ 0 $ 15 $ 0 $ (112 ) $ 0 $ (39 ) $ 64 $ (116 ) $ 739 $ 0 RMBS 1,304 37 36 980 0 0 (132 ) 120 (1,509 ) 836 37 CMBS 739 0 5 34 0 0 (30 ) 66 (365 ) 449 0 Other ABS 343 3 10 0 0 0 (2 ) 43 (222 ) 175 3 Other securities 17 0 0 0 0 0 0 3 0 20 0 Total securities available for sale 3,330 40 66 1,014 (112 ) 0 (203 ) 296 (2,212 ) 2,219 40 Other assets: Consumer MSRs 69 (17 ) 0 0 0 7 (2 ) 0 0 57 (17 ) Derivative assets (4) 50 3 0 0 0 7 (6 ) 0 (4 ) 50 3 Retained interest in securitization 199 (4 ) 0 0 0 0 0 0 0 195 (4 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (38 ) $ (4 ) $ 0 $ 0 $ 0 $ (4 ) $ 8 $ 0 $ 1 $ (37 ) $ (4 ) __________ (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 and six months ended June 30, 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 and six months ended June 30, 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 June 30, 2015 Total Gains (Losses) Net Unrealized (3) (Dollars in millions) Balance, Included (1) Included in OCI Purchases Sales Issuances Settlements Transfers (2) Transfers (2) Balance, Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 172 $ 1 $ 0 $ 0 $ (80 ) $ 0 $ (2 ) $ 0 $ 0 $ 91 $ 0 RMBS 555 11 (9 ) 0 0 0 (14 ) 107 (191 ) 459 11 CMBS 174 0 0 86 0 0 (16 ) 0 (74 ) 170 0 Other ABS 7 0 0 0 0 0 0 0 0 7 0 Other securities 18 0 0 0 0 0 0 0 0 18 0 Total securities available for sale 926 12 (9 ) 86 (80 ) 0 (32 ) 107 (265 ) 745 11 Other assets: Consumer MSRs 53 7 0 0 0 6 (1 ) 0 0 65 7 Derivative assets (4) 73 (10 ) 0 0 0 18 (16 ) 0 (4 ) 61 (10 ) Retained interest in securitizations 223 (3 ) 0 0 0 0 0 0 0 220 (3 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (48 ) $ 9 $ 0 $ 0 $ 0 $ (3 ) $ 12 $ 0 $ 3 $ (27 ) $ 9 Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Three Months Ended June 30, 2014 Total Gains (Losses) Net Unrealized (3) (Dollars in millions) Balance, Included (1) Included in OCI Purchases Sales Issuances Settlements Transfers (2) Transfers (2) Balance, Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 752 $ 0 $ 5 $ 0 $ 0 $ 0 $ (18 ) $ 0 $ 0 $ 739 $ 0 RMBS 1,727 17 8 94 0 0 (98 ) 63 (975 ) 836 17 CMBS 495 0 3 0 0 0 (19 ) 28 (58 ) 449 0 Other ABS 226 1 8 0 0 0 (1 ) 0 (59 ) 175 1 Other securities 17 0 0 0 0 0 0 3 0 20 0 Total securities available for sale 3,217 18 24 94 0 0 (136 ) 94 (1,092 ) 2,219 18 Other assets: Consumer MSRs 61 (6 ) 0 0 0 3 (1 ) 0 0 57 (6 ) Derivative assets (4) 48 3 0 0 0 5 (3 ) 0 (3 ) 50 3 Retained interest in securitizations 197 (2 ) 0 0 0 0 0 0 0 195 (2 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (36 ) $ (2 ) $ 0 $ 0 $ 0 $ (3 ) $ 3 $ 0 $ 1 $ (37 ) $ (2 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Six Months Ended June 30, 2015 Total Gains (Losses) (Realized/Unrealized) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of June 30, 2015 (3) (Dollars in millions) Balance, January 1, 2015 Included in Net Income (1) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 (2) Transfers Out of Level 3 (2) Balance, June 30, 2015 Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 333 $ (1 ) $ 5 $ 0 $ (148 ) $ 0 $ (10 ) $ 0 $ (88 ) $ 91 $ 0 RMBS 561 19 (1 ) 0 0 0 (27 ) 192 (285 ) 459 20 CMBS 228 0 1 86 0 0 (37 ) 0 (108 ) 170 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 19 3 86 (168 ) 0 (74 ) 192 (518 ) 745 20 Other assets: Consumer MSRs 53 4 0 0 0 10 (2 ) 0 0 65 4 Derivative assets (4) 66 1 0 0 0 27 (28 ) 0 (5 ) 61 1 Retained interest in securitizations 221 (1 ) 0 0 0 0 0 0 0 220 (1 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (43 ) $ (1 ) $ 0 $ 0 $ 0 $ (10 ) $ 24 $ 0 $ 3 $ (27 ) $ (1 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Six Months Ended June 30, 2014 Total Gains (Losses) (Realized/Unrealized) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of June 30, 2014 (3) (Dollars in millions) Balance, January 1, 2014 Included in Net Income (1) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 (2) Transfers Out of Level 3 (2) Balance, June 30, 2014 Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 927 $ 0 $ 15 $ 0 $ (112 ) $ 0 $ (39 ) $ 64 $ (116 ) $ 739 $ 0 RMBS 1,304 37 36 980 0 0 (132 ) 120 (1,509 ) 836 37 CMBS 739 0 5 34 0 0 (30 ) 66 (365 ) 449 0 Other ABS 343 3 10 0 0 0 (2 ) 43 (222 ) 175 3 Other securities 17 0 0 0 0 0 0 3 0 20 0 Total securities available for sale 3,330 40 66 1,014 (112 ) 0 (203 ) 296 (2,212 ) 2,219 40 Other assets: Consumer MSRs 69 (17 ) 0 0 0 7 (2 ) 0 0 57 (17 ) Derivative assets (4) 50 3 0 0 0 7 (6 ) 0 (4 ) 50 3 Retained interest in securitization 199 (4 ) 0 0 0 0 0 0 0 195 (4 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (38 ) $ (4 ) $ 0 $ 0 $ 0 $ (4 ) $ 8 $ 0 $ 1 $ (37 ) $ (4 ) __________ (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 and six months ended June 30, 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 Level 3 financial instruments on a recurring basis. 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 June 30, Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Assets: Securities available for sale: RMBS $ 459 Discounted cash flows (3rd party pricing) Yield 1-18% 5% CMBS 170 Discounted cash flows (3rd party pricing) Yield 1-3% 2% Other ABS 7 Discounted cash flows (3rd party pricing) Yield 2% 2% U.S. government guaranteed debt and other securities 109 Discounted cash flows (3rd party pricing) Yield 1-4% 3% Other assets: Consumer MSRs 65 Discounted cash flows Total prepayment rate 11-18% 15% Derivative assets (1) 61 Discounted cash flows Swap rates 2-3% 3% Retained interests in securitization (2) 220 Discounted cash flows Life of receivables (months) Constant prepayment rate 22-69 N/A Liabilities: Derivative liabilities (1) $ 27 Discounted cash flows Swap rates 2-3% 3% Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at December 31, 2014 Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Assets: Securities available for sale: RMBS $ 561 Discounted cash flows (3rd party pricing) Yield 0-18% 6% CMBS 228 Discounted cash flows (3rd party pricing) Yield 1-4% 1% Other ABS 65 Discounted cash flows (3rd party pricing) Yield 2-7% 5% 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% 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 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 Level 3 financial instruments on a recurring basis. 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 June 30, Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Assets: Securities available for sale: RMBS $ 459 Discounted cash flows (3rd party pricing) Yield 1-18% 5% CMBS 170 Discounted cash flows (3rd party pricing) Yield 1-3% 2% Other ABS 7 Discounted cash flows (3rd party pricing) Yield 2% 2% U.S. government guaranteed debt and other securities 109 Discounted cash flows (3rd party pricing) Yield 1-4% 3% Other assets: Consumer MSRs 65 Discounted cash flows Total prepayment rate 11-18% 15% Derivative assets (1) 61 Discounted cash flows Swap rates 2-3% 3% Retained interests in securitization (2) 220 Discounted cash flows Life of receivables (months) Constant prepayment rate 22-69 N/A Liabilities: Derivative liabilities (1) $ 27 Discounted cash flows Swap rates 2-3% 3% Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at December 31, 2014 Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Assets: Securities available for sale: RMBS $ 561 Discounted cash flows (3rd party pricing) Yield 0-18% 6% CMBS 228 Discounted cash flows (3rd party pricing) Yield 1-4% 1% Other ABS 65 Discounted cash flows (3rd party pricing) Yield 2-7% 5% 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% 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 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 June 30, 2015 and December 31, 2014 , and for which a nonrecurring fair value measurement was recorded during the six and twelve months then ended: Table 12.4: Nonrecurring Fair Value Measurements Related to Assets Still Held at Period End June 30, 2015 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 1 Level 2 Level 3 Assets: Loans held for investment $ 0 $ 0 $ 158 $ 158 Loans held for sale 0 156 0 156 Other assets (1) 0 0 71 71 Total $ 0 $ 156 $ 229 $ 385 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 $39 million and long-lived assets held for sale of $32 million as of June 30, 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 June 30, 2015 and 2014 : Table 12.5: Nonrecurring Fair Value Measurements Included in Earnings Related to Assets Still Held at Period End Total Gains (Losses) Six Months Ended June 30, (Dollars in millions) 2015 2014 Assets: Loans held for investment $ (48 ) $ (23 ) Loans held for sale (3 ) 0 Other assets (1) (30 ) (5 ) Total $ (81 ) $ (28 ) __________ (1) Includes losses related to foreclosed property, repossessed assets and long-lived assets.
Schedule of Fair Value of Financial Instruments	The following table presents the fair value of financial instruments, whether recognized or not on the consolidated balance sheets at fair value, as of June 30, 2015 and December 31, 2014 : Table 12.6: Fair Value of Financial Instruments June 30, 2015 Estimated Fair Value Hierarchy (Dollars in millions) Carrying Amount Estimated Fair Value Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 7,156 $ 7,156 $ 7,156 $ 0 $ 0 Restricted cash for securitization investors 253 253 253 0 0 Securities available for sale 39,136 39,136 4,552 33,839 745 Securities held to maturity 23,668 24,511 199 24,099 213 Net loans held for investment 205,029 207,984 0 0 207,984 Loans held for sale 1,066 1,105 0 1,105 0 Interest receivable (1) 1,056 1,056 0 1,056 0 Derivative assets (1)(2) 1,357 1,357 4 1,292 61 Retained interests in securitizations 220 220 0 0 220 Financial liabilities: Non-interest bearing deposits $ 25,123 $ 25,123 $ 25,123 $ 0 $ 0 Interest-bearing deposits 183,657 176,766 0 10,883 165,883 Securitized debt obligations 13,785 13,883 0 13,883 0 Senior and subordinated notes 19,987 20,240 0 20,240 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 1,888 1,888 1,888 0 0 Other borrowings 10,106 10,127 0 10,127 0 Interest payable (1) 262 262 0 262 0 Derivative liabilities (1)(2) 585 585 4 554 27 December 31, 2014 Estimated Fair Value Hierarchy (Dollars in millions) Carrying Amount Estimated Fair Value Level 1 Level 2 Level 3 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 to 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 .”

Business Segments (Tables)

Business Segments (Tables)	6 Months Ended
	Jun. 30, 2015
Segment Reporting [Abstract]
Schedule of Segment Results and Reconciliation	The following tables present our business segment results for the three and six months ended June 30, 2015 and 2014 , selected balance sheet data as of June 30, 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 June 30, 2015 (Dollars in millions) Credit Consumer Commercial Other Consolidated Net interest income (expense) $ 2,633 $ 1,444 $ 466 $ (6 ) $ 4,537 Non-interest income 845 196 123 (29 ) 1,135 Total net revenue (loss) 3,478 1,640 589 (35 ) 5,672 Provision for credit losses 895 185 49 0 1,129 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 80 0 0 0 80 Core deposit intangible amortization 0 21 4 0 25 Total PCCR and core deposit intangible amortization 80 21 4 0 105 Other non-interest expense 1,777 977 266 182 3,202 Total non-interest expense 1,857 998 270 182 3,307 Income (loss) from continuing operations before income taxes 726 457 270 (217 ) 1,236 Income tax provision (benefit) 263 166 98 (143 ) 384 Income (loss) from continuing operations, net of tax $ 463 $ 291 $ 172 $ (74 ) $ 852 Loans held for investment $ 87,203 $ 71,176 $ 51,231 $ 95 $ 209,705 Deposits 0 170,321 32,909 5,550 208,780 Three Months Ended June 30, 2014 (Dollars in millions) Credit Consumer Commercial Other Consolidated Net interest income (expense) $ 2,461 $ 1,431 $ 436 $ (13 ) $ 4,315 Non-interest income 839 170 109 35 1,153 Total net revenue 3,300 1,601 545 22 5,468 Provision for credit losses 549 143 12 0 704 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 94 0 0 0 94 Core deposit intangible amortization 0 28 5 0 33 Total PCCR and core deposit intangible amortization 94 28 5 0 127 Other non-interest expense 1,625 910 262 55 2,852 Total non-interest expense 1,719 938 267 55 2,979 Income (loss) from continuing operations before income taxes 1,032 520 266 (33 ) 1,785 Income tax provision (benefit) 364 186 95 (64 ) 581 Income from continuing operations, net of tax $ 668 $ 334 $ 171 $ 31 $ 1,204 Loans held for investment $ 79,018 $ 71,062 $ 48,321 $ 127 $ 198,528 Deposits 0 169,153 31,440 5,297 205,890 Six Months Ended June 30, 2015 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other Consolidated Total Net interest income $ 5,299 $ 2,878 $ 927 $ 9 $ 9,113 Non-interest income 1,661 354 237 (46 ) 2,206 Total net revenue (loss) 6,960 3,232 1,164 (37 ) 11,319 Provision for credit losses 1,564 391 109 0 2,064 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 164 0 0 0 164 Core deposit intangible amortization 0 43 8 0 51 Total PCCR and core deposit intangible amortization 164 43 8 0 215 Other non-interest expense 3,469 1,925 534 213 6,141 Total non-interest expense 3,633 1,968 542 213 6,356 Income (loss) from continuing operations before income taxes 1,763 873 513 (250 ) 2,899 Income tax provision (benefit) 632 316 186 (221 ) 913 Income (loss) from continuing operations, net of tax $ 1,131 $ 557 $ 327 $ (29 ) $ 1,986 Loans held for investment $ 87,203 $ 71,176 $ 51,231 $ 95 $ 209,705 Deposits 0 170,321 32,909 5,550 208,780 Six Months Ended June 30, 2014 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other Consolidated Total Net interest income (expense) $ 4,986 $ 2,864 $ 857 $ (42 ) $ 8,665 Non-interest income 1,624 320 196 33 2,173 Total net revenue (loss) 6,610 3,184 1,053 (9 ) 10,838 Provision (benefit) for credit losses 1,107 283 52 (3 ) 1,439 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 192 0 0 0 192 Core deposit intangible amortization 0 58 11 0 69 Total PCCR and core deposit intangible amortization 192 58 11 0 261 Other non-interest expense 3,253 1,810 511 76 5,650 Total non-interest expense 3,445 1,868 522 76 5,911 Income (loss) from continuing operations before income taxes 2,058 1,033 479 (82 ) 3,488 Income tax provision (benefit) 722 369 171 (102 ) 1,160 Income from continuing operations, net of tax $ 1,336 $ 664 $ 308 $ 20 $ 2,328 Loans held for investment $ 79,018 $ 71,062 $ 48,321 $ 127 $ 198,528 Deposits 0 169,153 31,440 5,297 205,890

Commitments, Contingencies, G36

Commitments, Contingencies, Guarantees, and Others (Tables)	6 Months Ended
	Jun. 30, 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 June 30, 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) June 30, 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 15 16 80 3 15 30 32 Total $ 21 $ 23 $ 111 $ 4 $ 21 $ 41 $ 45
Schedule of Open Claims in Pipeline	The following table presents information on pending repurchase-related requests by counterparty category and timing of initial 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 Securitizations Uninsured Securitizations and Other Total 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 16 0 17 33 Loans repurchased/made whole (12 ) 0 (1 ) (13 ) Demands rescinded (13 ) (106 ) (738 ) (857 ) Open claims as of June 30, 2015 $ 7 $ 543 $ 1,125 $ 1,675 __________ (1) The open pipeline includes all timely repurchase-related requests ever received by our subsidiaries where the requesting party has not formally rescinded the repurchase-related request or our subsidiary has not agreed to either repurchase the loan at issue or make the requesting party whole with respect to its losses. The demands rescinded reflect the June 2015 ruling from New York’s highest court that the statute of limitations for repurchase claims begins when the relevant representations and warranties were made, as opposed to some later date during the life of the loan. 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 and six months ended June 30, 2015 and 2014 : Table 14.3: Changes in Representation and Warranty Reserve (1) Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2015 2014 2015 2014 Representation and warranty reserve, beginning of period $ 673 $ 1,128 $ 731 $ 1,172 (Benefit) provision for mortgage representation and warranty losses: Recorded in continuing operations (9 ) (29 ) (8 ) (15 ) Recorded in discontinued operations (27 ) 11 (46 ) (36 ) Total benefit for mortgage representation and warranty losses (36 ) (18 ) (54 ) (51 ) Net realized losses (1 ) (98 ) (41 ) (109 ) Representation and warranty reserve, end of period $ 636 $ 1,012 $ 636 $ 1,012 __________ (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 June 30, 2015 and December 31, 2014 . Table 14.4: Allocation of Representation and Warranty Reserve Reserve Liability Loans Sold 2005 to 2008 (1) (Dollars in millions, except for loans sold) June 30, 2015 December 31, 2014 Selected period-end data: GSEs and Active Insured Securitizations $ 486 $ 499 $ 27 Inactive Insured Securitizations and Others 150 232 84 Total (2) $ 636 $ 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 Accoun37

Summary of Significant Accounting Policies Summary of Significant Accounting Policieis - Change in Accounting Principle (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Interest receivable	$ (1,056)	$ (1,079)
Other assets	(15,560)	(15,382)
Total Assets	(310,510)	(308,167)
Interest payable	(262)	(254)
Other liabilities	(9,043)	(8,855)
Total liabilities	$ (263,851)	(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 - Summa

Discontinued Operations - Summary of Results from Discontinued Operations (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Income (loss) from discontinued operations, net of tax	$ 11	$ (10)	$ 30	$ 20
Wholesale Mortgage Banking Unit
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Non-interest income (expense), net	18	(15)	48	32
Income (loss) from discontinued operations before income taxes	18	(15)	48	32
Income tax provision (benefit)	7	(5)	18	12
Income (loss) from discontinued operations, net of tax	$ 11	$ (10)	$ 30	$ 20

Investment Securities - Additio

Investment Securities - Additional Information (Details) $ in Millions	Jun. 30, 2015USD ($)Security	Dec. 31, 2014USD ($)
Schedule of Available-for-sale Securities [Line Items]
Number of sale securities exceeding amortized cost over fair value | Security	470
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (210)	$ (237)
Difference in amortized cost and fair value of securities that had been in a loss position for 12 months or longer	$ (136)	(206)
Securities held to maturity | Security	60
Fair value of securities pledged	$ 2,100	3,500
Carrying value of securities pledged	9,300	9,000
Encumbered amount of securities pledged as collateral	11,000	10,600
Fair value of securities pledged, accepted	16	91
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	$ (54)	$ (6)
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	14.00%
Investment Securities Portfolio | US Treasury and Government
Schedule of Available-for-sale Securities [Line Items]
Percentage of portfolio	88.63%	86.00%
Non-agency RMBS and CMBS, Non-agency ABS and Other Securities
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (30)

Investment Securities - Schedul

Investment Securities - Schedule of Investment Portfolio (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Securities available for sale, at fair value	$ 39,136	$ 39,508
Securities held to maturity, at carrying value	23,668	22,500
Total investments	$ 62,804	$ 62,008

Investment Securities - Sched41

Investment Securities - Schedule of Available-for-Sale Securities (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Investment securities available for sale:
Total Amortized Cost	$ 38,556	$ 38,859
Gross Unrealized Gains	790	886
Gross Unrealized Losses	(210)	(237)
Securities available for sale, at fair value	$ 39,136	$ 39,508
Collateralized by Credit Card Loans | Other Asset-backed Securities Portfolio
Investment securities available for sale:
Percentage of portfolio	63.00%	56.00%
Auto Dealer Floor Plan Inventory Loans and Leases | Other Asset-backed Securities Portfolio
Investment securities available for sale:
Percentage of portfolio	13.00%	16.00%
U.S. Treasury securities
Investment securities available for sale:
Total Amortized Cost	$ 4,411	$ 4,114
Gross Unrealized Gains	27	5
Gross Unrealized Losses	0	(1)
Securities available for sale, at fair value	4,438	4,118
Corporate debt securities guaranteed by U.S. government agencies
Investment securities available for sale:
Total Amortized Cost	425	819
Gross Unrealized Gains	2	1
Gross Unrealized Losses	(6)	(20)
Securities available for sale, at fair value	421	800
RMBS
Investment securities available for sale:
Total Amortized Cost	26,386	24,742
Gross Unrealized Gains	700	757
Gross Unrealized Losses	(140)	(118)
Securities available for sale, at fair value	26,946	25,381
RMBS | Agency
Investment securities available for sale:
Total Amortized Cost	23,529	21,804
Gross Unrealized Gains	252	296
Gross Unrealized Losses	(129)	(105)
Securities available for sale, at fair value	23,652	21,995
RMBS | Non-Agency
Investment securities available for sale:
Total Amortized Cost	2,857	2,938
Gross Unrealized Gains	448	461
Gross Unrealized Losses	(11)	(13)
Securities available for sale, at fair value	3,294	3,386
Non-credit OTTI losses related to non-agency RMBS	10	8
CMBS
Investment securities available for sale:
Total Amortized Cost	5,266	5,531
Gross Unrealized Gains	56	63
Gross Unrealized Losses	(59)	(75)
Securities available for sale, at fair value	5,263	5,519
CMBS | Agency
Investment securities available for sale:
Total Amortized Cost	3,501	3,751
Gross Unrealized Gains	28	32
Gross Unrealized Losses	(45)	(60)
Securities available for sale, at fair value	3,484	3,723
CMBS | Non-Agency
Investment securities available for sale:
Total Amortized Cost	1,765	1,780
Gross Unrealized Gains	28	31
Gross Unrealized Losses	(14)	(15)
Securities available for sale, at fair value	1,779	1,796
Other ABS
Investment securities available for sale:
Total Amortized Cost	1,728	2,618
Gross Unrealized Gains	3	54
Gross Unrealized Losses	(4)	(10)
Securities available for sale, at fair value	1,727	2,662
Other securities
Investment securities available for sale:
Total Amortized Cost	340	1,035
Gross Unrealized Gains	2	6
Gross Unrealized Losses	(1)	(13)
Securities available for sale, at fair value	$ 341	$ 1,028

Investment Securities - Investm

Investment Securities - Investment Securities Held to Maturity (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$ 24,899	$ 23,804
Unrealized Losses Recorded in AOCI	(1,231)	(1,304)
Carrying Value	23,668	22,500
Gross Unrealized Gains	897	1,140
Gross Unrealized Losses	(54)	(6)
Fair Value	24,511	23,634
U.S. Treasury securities
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	198
Unrealized Losses Recorded in AOCI	0
Carrying Value	198
Gross Unrealized Gains	1
Gross Unrealized Losses	0
Fair Value	199
Agency | RMBS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	21,732	21,347
Unrealized Losses Recorded in AOCI	(1,118)	(1,184)
Carrying Value	20,614	20,163
Gross Unrealized Gains	804	1,047
Gross Unrealized Losses	(47)	0
Fair Value	21,371	21,210
Agency | CMBS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	2,969	2,457
Unrealized Losses Recorded in AOCI	(113)	(120)
Carrying Value	2,856	2,337
Gross Unrealized Gains	92	93
Gross Unrealized Losses	(7)	(6)
Fair Value	$ 2,941	$ 2,424

Investment Securities - Sched43

Investment Securities - Schedule of Available-for-Sale Securities in Gross Unrealized Loss Position (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	$ 9,849	$ 7,382
Less than 12 Months, Gross Unrealized Losses	(74)	(31)
12 Months or Longer, Fair Value	6,092	8,871
12 Months or Longer, Gross Unrealized Losses	(136)	(206)
Total Fair Value	15,941	16,253
Total Gross Unrealized Losses	(210)	(237)
U.S. Treasury securities
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value		1,499
Less than 12 Months, Gross Unrealized Losses		(1)
12 Months or Longer, Fair Value		0
12 Months or Longer, Gross Unrealized Losses		0
Total Fair Value		1,499
Total Gross Unrealized Losses		(1)
Corporate debt securities guaranteed by U.S. government agencies
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	28	113
Less than 12 Months, Gross Unrealized Losses	0	(2)
12 Months or Longer, Fair Value	301	557
12 Months or Longer, Gross Unrealized Losses	(6)	(18)
Total Fair Value	329	670
Total Gross Unrealized Losses	(6)	(20)
RMBS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	8,297	4,329
Less than 12 Months, Gross Unrealized Losses	(65)	(24)
12 Months or Longer, Fair Value	3,578	4,503
12 Months or Longer, Gross Unrealized Losses	(75)	(94)
Total Fair Value	11,875	8,832
Total Gross Unrealized Losses	(140)	(118)
RMBS | Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	7,942	3,917
Less than 12 Months, Gross Unrealized Losses	(59)	(15)
12 Months or Longer, Fair Value	3,479	4,413
12 Months or Longer, Gross Unrealized Losses	(70)	(90)
Total Fair Value	11,421	8,330
Total Gross Unrealized Losses	(129)	(105)
RMBS | Non-Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	355	412
Less than 12 Months, Gross Unrealized Losses	(6)	(9)
12 Months or Longer, Fair Value	99	90
12 Months or Longer, Gross Unrealized Losses	(5)	(4)
Total Fair Value	454	502
Total Gross Unrealized Losses	(11)	(13)
CMBS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	1,066	552
Less than 12 Months, Gross Unrealized Losses	(9)	(3)
12 Months or Longer, Fair Value	1,765	2,674
12 Months or Longer, Gross Unrealized Losses	(50)	(72)
Total Fair Value	2,831	3,226
Total Gross Unrealized Losses	(59)	(75)
CMBS | Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	506	294
Less than 12 Months, Gross Unrealized Losses	(3)	(2)
12 Months or Longer, Fair Value	1,458	1,993
12 Months or Longer, Gross Unrealized Losses	(42)	(58)
Total Fair Value	1,964	2,287
Total Gross Unrealized Losses	(45)	(60)
CMBS | Non-Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	560	258
Less than 12 Months, Gross Unrealized Losses	(6)	(1)
12 Months or Longer, Fair Value	307	681
12 Months or Longer, Gross Unrealized Losses	(8)	(14)
Total Fair Value	867	939
Total Gross Unrealized Losses	(14)	(15)
Other ABS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	432	783
Less than 12 Months, Gross Unrealized Losses	0	(1)
12 Months or Longer, Fair Value	428	586
12 Months or Longer, Gross Unrealized Losses	(4)	(9)
Total Fair Value	860	1,369
Total Gross Unrealized Losses	(4)	(10)
Other securities
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	26	106
Less than 12 Months, Gross Unrealized Losses	0	0
12 Months or Longer, Fair Value	20	551
12 Months or Longer, Gross Unrealized Losses	(1)	(13)
Total Fair Value	46	657
Total Gross Unrealized Losses	$ (1)	$ (13)

Investment Securities - Sched44

Investment Securities - Schedule of Contractual Maturities for Available for Sale Securities (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Amortized Cost
Due in 1 year or less	$ 841
Due after 1 year through 5 years	5,724
Due after 5 years through 10 years	2,031
Due after 10 years	29,960
Total Amortized Cost	38,556	$ 38,859
Fair Value
Due in 1 year or less	841
Due after 1 year through 5 years	5,758
Due after 5 years through 10 years	2,058
Due after 10 years	30,479
Available-for-sale Securities	$ 39,136	$ 39,508

Investment Securities - Sched45

Investment Securities - Schedule of Contractual Maturities of Securities Held to Maturity (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Carrying Value
Due after 1 year through 5 years	$ 198
Due after 5 years through 10 years	1,148
Due after 10 years	22,322
Carrying Value	23,668	$ 22,500
Fair Value
Due after 1 year through 5 years	199
Due after 5 years through 10 years	1,221
Due after 10 years	23,091
Fair Value	$ 24,511	$ 23,634

Investment Securities - Sched46

Investment Securities - Schedule of Expected Maturities and Weighted Average Yields of Investment Securities by Major Security Type (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Securities available for sale
Due in 1 Year or Less	$ 1,444
Due 1 Year through 5 Years	20,422
Due 5 Years through 10 Years	16,491
Due 10 Years	779
Available-for-sale Securities	39,136	$ 39,508
Amortized cost of securities available for sale
Due in 1 Year or Less	1,448
Due 1 Year through 5 Years	20,184
Due 5 Years through 10 Years	16,226
Due 10 Years	698
Total Amortized Cost	$ 38,556	38,859
Weighted average yield for securities available for sale
Due in 1 Year or Less	1.12%
Due 1 Year through 5 Years	2.18%
Due 5 Years through 10 Years	2.94%
Due 10 Years	5.60%
Total weighted average yield	2.52%
Carrying value of securities held to maturity
Due in 1 Year or Less	$ 13
Due 1 Year through 5 Years	896
Due 5 Years through 10 Years	19,115
Due 10 Years	3,644
Carrying Value	23,668	22,500
Fair value of securities held to maturity
Due in 1 Year or Less	14
Due 1 Year through 5 Years	917
Due 5 Years through 10 Years	19,846
Due 10 Years	3,734
Fair Value	$ 24,511	23,634
Weighted average yield for securities held to maturity
Due in 1 Year or Less	5.67%
Due 1 Year through 5 Years	2.95%
Due 5 Years through 10 Years	2.53%
Due 10 Years	3.44%
Total weighted average yield	2.69%
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
Fair value of securities held to maturity
Fair Value	199
U.S. Treasury securities
Securities available for sale
Due in 1 Year or Less	551
Due 1 Year through 5 Years	3,887
Due 5 Years through 10 Years	0
Due 10 Years	0
Available-for-sale Securities	4,438	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	295
Due 5 Years through 10 Years	126
Due 10 Years	0
Available-for-sale Securities	421	800
Amortized cost of securities available for sale
Total Amortized Cost	425	819
RMBS
Securities available for sale
Due in 1 Year or Less	225
Due 1 Year through 5 Years	12,592
Due 5 Years through 10 Years	13,458
Due 10 Years	671
Available-for-sale Securities	26,946	25,381
Amortized cost of securities available for sale
Total Amortized Cost	26,386	24,742
RMBS | Agency
Securities available for sale
Due in 1 Year or Less	216
Due 1 Year through 5 Years	11,642
Due 5 Years through 10 Years	11,794
Due 10 Years	0
Available-for-sale Securities	23,652	21,995
Amortized cost of securities available for sale
Total Amortized Cost	23,529	21,804
Carrying value of securities held to maturity
Due in 1 Year or Less	13
Due 1 Year through 5 Years	638
Due 5 Years through 10 Years	16,658
Due 10 Years	3,305
Carrying Value	20,614	20,163
Fair value of securities held to maturity
Fair Value	21,371	21,210
RMBS | Non-Agency
Securities available for sale
Due in 1 Year or Less	9
Due 1 Year through 5 Years	950
Due 5 Years through 10 Years	1,664
Due 10 Years	671
Available-for-sale Securities	3,294	3,386
Amortized cost of securities available for sale
Total Amortized Cost	2,857	2,938
CMBS
Securities available for sale
Due in 1 Year or Less	246
Due 1 Year through 5 Years	2,409
Due 5 Years through 10 Years	2,589
Due 10 Years	19
Available-for-sale Securities	5,263	5,519
Amortized cost of securities available for sale
Total Amortized Cost	5,266	5,531
CMBS | Agency
Securities available for sale
Due in 1 Year or Less	88
Due 1 Year through 5 Years	1,931
Due 5 Years through 10 Years	1,446
Due 10 Years	19
Available-for-sale Securities	3,484	3,723
Amortized cost of securities available for sale
Total Amortized Cost	3,501	3,751
Carrying value of securities held to maturity
Due in 1 Year or Less	0
Due 1 Year through 5 Years	60
Due 5 Years through 10 Years	2,457
Due 10 Years	339
Carrying Value	2,856	2,337
Fair value of securities held to maturity
Fair Value	2,941	2,424
CMBS | Non-Agency
Securities available for sale
Due in 1 Year or Less	158
Due 1 Year through 5 Years	478
Due 5 Years through 10 Years	1,143
Due 10 Years	0
Available-for-sale Securities	1,779	1,796
Amortized cost of securities available for sale
Total Amortized Cost	1,765	1,780
Other ABS
Securities available for sale
Due in 1 Year or Less	358
Due 1 Year through 5 Years	1,177
Due 5 Years through 10 Years	192
Due 10 Years	0
Available-for-sale Securities	1,727	2,662
Amortized cost of securities available for sale
Total Amortized Cost	1,728	2,618
Other securities
Securities available for sale
Due in 1 Year or Less	64
Due 1 Year through 5 Years	62
Due 5 Years through 10 Years	126
Due 10 Years	89
Available-for-sale Securities	341	1,028
Amortized cost of securities available for sale
Total Amortized Cost	$ 340	$ 1,035

Investment Securities - Sched47

Investment Securities - Schedule of Credit Losses Related to Debt Securities Recognized in Earnings (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Credit loss component, beginning of period	$ 190	$ 165	$ 175	$ 160
Additions:
Initial credit impairment	0	0	5	1
Subsequent credit impairment	2	1	12	5
Total additions	2	1	17	6
Reductions due to payoffs, disposals, transfers and other	0	(1)	0	(1)
Credit loss component, end of period	$ 192	$ 165	$ 192	$ 165

Investment Securities - Sched48

Investment Securities - Schedule of Gross Realized Gains and Losses on Available-for-Sale Securities and OTTI Recognized in Earnings (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Realized gains (losses):
Gross realized gains	$ 8	$ 2	$ 17	$ 34
Gross realized losses	(9)	(3)	(16)	(22)
Net realized (losses) gains	(1)	(1)	1	12
OTTI recognized in earnings:
Credit-related OTTI	(2)	(1)	(17)	(6)
Intent to Sell OTTI	(5)	0	(5)	0
Total OTTI recognized in earnings	(7)	(1)	(22)	(6)
Net securities (losses) gains	(8)	(2)	(21)	6
Proceeds from sales	$ 971	$ 583	$ 2,313	$ 3,559

Investment Securities - Sched49

Investment Securities - Schedule of Outstanding Contractual Balance and Carrying Value of Acquired Credit-Impaired Debt Securities (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Outstanding Balance and Carrying Value of Acquired Securities
Outstanding balance	$ 3,526	$ 3,768
Carrying value	$ 2,677	$ 2,839

Investment Securities - Sched50

Investment Securities - Schedule of Changes in Accretable Yield of Acquired Securities (Detail) - Jun. 30, 2015 - USD ($) $ in Millions	Total	Total
Changes in Accretable Yield of Acquired Securities
Accretable yield beginning balance	$ 1,171	$ 1,250
Accretion recognized in earnings	(62)	(123)
Reduction due to payoffs, disposals, transfers and other	0	(1)
Net reclassifications from (to) nonaccretable difference	83	66
Accretable yield ending balance	$ 1,192	$ 1,192

Loans - Additional Information

Loans - Additional Information (Detail) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 209,705	$ 208,316	$ 198,528
Loans held for sale	1,066	626
Mortgage loans in process of foreclosure	543
Performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Troubled debt restructurings included in impaired loans	1,665	1,652
Home loan | Other Assets
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real estate acquired through foreclosure	125	131
Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	95	111
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	71,176	71,439
Consumer Portfolio Segment [Member] | Performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Troubled debt restructurings included in impaired loans	1,000	1,000
Consumer Portfolio Segment [Member] | Home loan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	27,595	30,035
Commercial Banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	51,231	50,890
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
Commercial Banking | Performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Troubled debt restructurings included in impaired loans	211	194
Credit Card Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	87,203	85,876
Other Portfolio Segments, Excluding Credit Card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit	23,800	24,500
Advised Line of Credit	$ 1,200	924
Home Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Threshold Period Past Due for Entering Foreclosure Process Status of Financing Receivables	120 days
Unused lines of Credit [Member] | Credit Card Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit	$ 306,500	$ 292,900

Loans - Loan Portfolio Composit

Loans - Loan Portfolio Composition and Aging Analysis (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$ 183,186	$ 178,746
Past due	5,549	6,070
Loans held for investment	$ 209,705	$ 208,316	$ 198,528
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Financing Receivable, Percent Current	87.35%	85.81%
Total Delinquent Loans (as percent)	2.65%	2.91%
Total Loans (as percent)	100.00%	100.00%
Loans and Leases Receivable, Deferred Income	$ 935	$ 1,100
Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	84,690	83,021
Past due	2,513	2,832
Loans held for investment	$ 87,203	$ 85,876
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	2.88%	3.30%
Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$ 47,658	$ 45,130
Past due	2,702	3,024
Loans held for investment	$ 71,176	$ 71,439
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	3.80%	4.23%
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$ 37,598	$ 35,142
Past due	2,393	2,682
Loans held for investment	$ 39,991	$ 37,824
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	5.98%	7.09%
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$ 6,553	$ 6,492
Past due	263	302
Loans held for investment	$ 27,595	$ 30,035
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.95%	1.01%
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$ 3,507	$ 3,496
Past due	46	40
Loans held for investment	$ 3,590	$ 3,580
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	1.28%	1.11%
Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$ 50,756	$ 50,498
Past due	321	200
Loans held for investment	51,231	50,890
Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	50,076	49,727
Past due	316	190
Loans held for investment	50,546	50,109
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	22,809	22,974
Past due	40	117
Loans held for investment	22,886	23,137
Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	27,267	26,753
Past due	276	73
Loans held for investment	27,660	26,972
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	680	771
Past due	5	10
Loans held for investment	685	781
Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	82	97
Past due	13	14
Loans held for investment	95	111
Receivables Acquired with Deteriorated Credit Quality [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	$ 20,970	$ 23,500
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Loans (as percent)	10.00%	11.28%
Receivables Acquired with Deteriorated Credit Quality [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	$ 0	$ 23
Receivables Acquired with Deteriorated Credit Quality [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	20,816	23,285
Receivables Acquired with Deteriorated Credit Quality [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	0	0
Receivables Acquired with Deteriorated Credit Quality [Member] | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	20,779	23,241
Receivables Acquired with Deteriorated Credit Quality [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	37	44
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	154	192
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	154	192
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	37	46
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	117	146
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	0	0
Receivables Acquired with Deteriorated Credit Quality [Member] | Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	0	0
Financing Receivables, 30 to 59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 2,645	$ 2,841
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	1.26%	1.36%
Financing Receivables, 30 to 59 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 885	$ 904
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1,634	1,825
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1,573	1,751
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	45	57
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	16	17
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	122	109
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	120	103
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	19	74
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	101	29
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	2	6
Financing Receivables, 30 to 59 Days Past Due [Member] | Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	4	3
Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 1,262	$ 1,424
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.60%	0.68%
Financing Receivables, 60 to 89 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 549	$ 636
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	697	768
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	660	734
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	27	27
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	10	7
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	14	18
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	12	17
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	0	7
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	12	10
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	2	1
Financing Receivables, 60 to 89 Days Past Due [Member] | Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	2	2
Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 1,642	$ 1,805
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.79%	0.87%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 1,079	$ 1,292
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	1.24%	1.50%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 371	$ 431
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.52%	0.60%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 160	$ 197
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.40%	0.52%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 191	$ 218
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.69%	0.73%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 20	$ 16
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.55%	0.44%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 185	$ 73
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	184	70
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	21	36
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	163	34
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1	3
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	7	9
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	76,741	75,143
Past due	2,243	2,538
Loans held for investment	78,984	77,704
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member] | Installment loans
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Gross	107	144
Geographic Distribution, Domestic [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	0	23
Geographic Distribution, Domestic [Member] | Financing Receivables, 30 to 59 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	777	790
Geographic Distribution, Domestic [Member] | Financing Receivables, 60 to 89 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	489	567
Geographic Distribution, Domestic [Member] | Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	977	1,181
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	7,949	7,878
Past due	270	294
Loans held for investment	8,219	8,172
Geographic Distribution, Foreign [Member] | Receivables Acquired with Deteriorated Credit Quality [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	0	0
Geographic Distribution, Foreign [Member] | Financing Receivables, 30 to 59 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	108	114
Geographic Distribution, Foreign [Member] | Financing Receivables, 60 to 89 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	60	69
Geographic Distribution, Foreign [Member] | Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 102	$ 111

Loans - 90+ Day Delinquent Loan

Loans - 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 1,048	$ 1,263
Nonperforming Loans	$ 1,042	$ 809
Percent 90 days past due and still accruing	0.50%	0.61%
Financing Receivable, Nonaccrual, Percent Past Due	0.50%	0.39%
Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 1,041	$ 1,254
Nonperforming Loans	68	70
Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	1	1
Nonperforming Loans	$ 501	$ 549
Financing Receivable, Nonaccrual, Percent Past Due	0.70%	0.77%
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 0	$ 0
Nonperforming Loans	$ 160	$ 197
Financing Receivable, Nonaccrual, Percent Past Due	0.40%	0.52%
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 0	$ 0
Nonperforming Loans	$ 313	$ 330
Financing Receivable, Nonaccrual, Percent Past Due	1.13%	1.10%
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 1	$ 1
Nonperforming Loans	$ 28	$ 22
Financing Receivable, Nonaccrual, Percent Past Due	0.79%	0.61%
Commercial Banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 6	$ 8
Nonperforming Loans	463	175
Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	6	8
Nonperforming Loans	460	168
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	0	7
Nonperforming Loans	27	62
Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	6	1
Nonperforming Loans	433	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	3	7
Other
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	0	0
Nonperforming Loans	10	15
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	977	1,181
Nonperforming Loans	0	0
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	64	73
Nonperforming Loans	$ 68	$ 70

Loans - Credit Card_ Risk Profi

Loans - Credit Card: Risk Profile by Geographic Region and Delinquency Status (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 209,705	$ 208,316	$ 198,528
Past due	$ 5,549	$ 6,070
30 Plus day delinquencies (as percent)	2.65%	2.91%
Credit Card Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 87,203	$ 85,876
Percentage of portfolio	100.00%	100.00%
Past due	$ 2,513	$ 2,832
30 Plus day delinquencies (as percent)	2.88%	3.30%
Credit Card Portfolio Segment [Member] | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 8,891	$ 8,574
Percentage of portfolio	10.20%	10.00%
Credit Card Portfolio Segment [Member] | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 5,785	$ 5,610
Percentage of portfolio	6.60%	6.50%
Credit Card Portfolio Segment [Member] | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 5,581	$ 5,382
Percentage of portfolio	6.40%	6.30%
Credit Card Portfolio Segment [Member] | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 4,968	$ 4,794
Percentage of portfolio	5.70%	5.60%
Credit Card Portfolio Segment [Member] | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 3,733	$ 3,747
Percentage of portfolio	4.30%	4.40%
Credit Card Portfolio Segment [Member] | Pennsylvania
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 3,430	$ 3,581
Percentage of portfolio	3.90%	4.20%
Credit Card Portfolio Segment [Member] | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 3,050	$ 3,075
Percentage of portfolio	3.50%	3.60%
Credit Card Portfolio Segment [Member] | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 2,903	$ 2,868
Percentage of portfolio	3.30%	3.30%
Credit Card Portfolio Segment [Member] | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 2,665	$ 2,681
Percentage of portfolio	3.10%	3.10%
Credit Card Portfolio Segment [Member] | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 37,978	$ 37,392
Percentage of portfolio	43.60%	43.50%
Credit Card Portfolio Segment [Member] | Canada
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 4,867	$ 4,747
Percentage of portfolio	5.60%	5.50%
Credit Card Portfolio Segment [Member] | United Kingdom
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 3,352	$ 3,425
Percentage of portfolio	3.80%	4.00%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past due	$ 1,642	$ 1,805
30 Plus day delinquencies (as percent)	0.79%	0.87%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past due	$ 1,079	$ 1,292
30 Plus day delinquencies (as percent)	1.24%	1.50%
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 78,984	$ 77,704
Percentage of portfolio	90.60%	90.50%
Past due	$ 2,243	$ 2,538
Geographic Distribution, Domestic [Member] | Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past due	977	1,181
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 8,219	$ 8,172
Percentage of portfolio	9.40%	9.50%
Past due	$ 270	$ 294
Geographic Distribution, Foreign [Member] | Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past due	$ 102	$ 111

Loans - Credit Card_ Net Charge

Loans - Credit Card: Net Charge-Offs (Detail) - Credit Card Portfolio Segment [Member] - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$ 703	$ 685	$ 1,422	$ 1,465
Percentage annualized net charge-off by average loans held for investment	3.35%	3.56%	3.42%	3.79%
Geographic Distribution, Domestic [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$ 650	$ 610	$ 1,314	$ 1,310
Percentage annualized net charge-off by average loans held for investment	3.42%	3.52%	3.49%	3.77%
Geographic Distribution, Foreign [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$ 53	$ 75	$ 108	$ 155
Percentage annualized net charge-off by average loans held for investment	2.65%	3.93%	2.73%	4.05%

Loans - Consumer Banking_ Risk

Loans - Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 209,705	$ 208,316	$ 198,528
Past due	5,549	6,070
Nonperforming Loans	$ 1,042	$ 809
Financing Receivable, Nonaccrual, Percent Past Due	0.50%	0.39%
30 Plus day delinquencies (as percent)	2.65%	2.91%
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 71,176	$ 71,439
Percentage of portfolio	100.00%	100.00%
Past due	$ 2,702	$ 3,024
Nonperforming Loans	$ 501	$ 549
Financing Receivable, Nonaccrual, Percent Past Due	0.70%	0.77%
30 Plus day delinquencies (as percent)	3.80%	4.23%
30 plus day delinquencies, excluding acquired loans (as percent)	5.36%	6.28%
90 plus day delinquencies, excluding acquired loans (as percent)	0.74%	0.89%
Nonperforming loans, excluding acquired loans (as percent)	1.00%	1.14%
Consumer Portfolio Segment [Member] | Auto
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 39,991	$ 37,824
Past due	2,393	2,682
Nonperforming Loans	$ 160	$ 197
Financing Receivable, Nonaccrual, Percent Past Due	0.40%	0.52%
30 Plus day delinquencies (as percent)	5.98%	7.09%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 39,991	$ 37,824
Percentage of portfolio	56.20%	53.00%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 5,383	$ 5,248
Percentage of portfolio	7.60%	7.40%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 4,367	$ 4,081
Percentage of portfolio	6.10%	5.70%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,872	$ 1,773
Percentage of portfolio	2.60%	2.50%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,784	$ 1,676
Percentage of portfolio	2.50%	2.40%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 3,062	$ 2,737
Percentage of portfolio	4.30%	3.80%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | Georgia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 2,169	$ 2,066
Percentage of portfolio	3.10%	2.90%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,654	$ 1,566
Percentage of portfolio	2.30%	2.20%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 19,700	$ 18,677
Percentage of portfolio	27.70%	26.10%
Consumer Portfolio Segment [Member] | Home loan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 27,595	$ 30,035
Past due	263	302
Nonperforming Loans	$ 313	$ 330
Financing Receivable, Nonaccrual, Percent Past Due	1.13%	1.10%
30 Plus day delinquencies (as percent)	0.95%	1.01%
30 plus day delinquencies, excluding acquired loans (as percent)	3.85%	4.45%
90 plus day delinquencies, excluding acquired loans (as percent)	2.81%	3.21%
Nonperforming loans, excluding acquired loans (as percent)	4.59%	4.86%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 27,595	$ 30,035
Percentage of portfolio	38.80%	42.00%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 6,412	$ 6,943
Percentage of portfolio	9.00%	9.70%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 2,313	$ 2,452
Percentage of portfolio	3.20%	3.40%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,697	$ 1,873
Percentage of portfolio	2.40%	2.60%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | Maryland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,624	$ 1,720
Percentage of portfolio	2.30%	2.40%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,405	$ 1,529
Percentage of portfolio	2.00%	2.10%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | Virginia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,452	$ 1,538
Percentage of portfolio	2.00%	2.20%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,253	$ 1,375
Percentage of portfolio	1.80%	1.90%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 11,439	$ 12,605
Percentage of portfolio	16.10%	17.70%
Consumer Portfolio Segment [Member] | Retail banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 3,590	$ 3,580
Past due	46	40
Nonperforming Loans	$ 28	$ 22
Financing Receivable, Nonaccrual, Percent Past Due	0.79%	0.61%
30 Plus day delinquencies (as percent)	1.28%	1.11%
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 3,590	$ 3,580
Percentage of portfolio	5.00%	5.00%
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 752	$ 756
Percentage of portfolio	1.00%	1.10%
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 49	$ 52
Percentage of portfolio	0.10%	0.10%
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,128	$ 1,120
Percentage of portfolio	1.60%	1.50%
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 891	$ 881
Percentage of portfolio	1.20%	1.20%
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable | Maryland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 170	$ 167
Percentage of portfolio	0.20%	0.20%
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 255	$ 265
Percentage of portfolio	0.40%	0.40%
Consumer Portfolio Segment [Member] | 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 Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 203	$ 207
Percentage of portfolio	0.30%	0.30%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past due	$ 1,642	$ 1,805
30 Plus day delinquencies (as percent)	0.79%	0.87%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past due	$ 371	$ 431
30 Plus day delinquencies (as percent)	0.52%	0.60%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Auto
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past due	$ 160	$ 197
30 Plus day delinquencies (as percent)	0.40%	0.52%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Home loan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past due	$ 191	$ 218
30 Plus day delinquencies (as percent)	0.69%	0.73%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Retail banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past due	$ 20	$ 16
30 Plus day delinquencies (as percent)	0.55%	0.44%

Loans - Consumer Banking_ Net C

Loans - Consumer Banking: Net Charge-Offs (Detail) - Consumer Portfolio Segment [Member] - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$ 136	$ 122	$ 295	$ 270
Percentage annualized net charge-off by average loans held for investment	0.76%	0.69%	0.83%	0.76%
Percentage annualized net charge-off by average loans held for investment, excluding loans acquired (as percent)	1.09%	1.09%	1.19%	1.23%
Auto
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$ 121	$ 111	$ 269	$ 245
Percentage annualized net charge-off by average loans held for investment	1.22%	1.31%	1.38%	1.48%
Home loan
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$ 3	$ 5	$ 5	$ 10
Percentage annualized net charge-off by average loans held for investment	0.04%	0.05%	0.03%	0.06%
Percentage annualized net charge-off by average loans held for investment, excluding loans acquired (as percent)	0.16%	0.25%	0.13%	0.27%
Retail banking
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$ 12	$ 6	$ 21	$ 15
Percentage annualized net charge-off by average loans held for investment	1.39%	0.70%	1.18%	0.82%

Loans - Home Loan_ Risk Profile

Loans - Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 209,705	$ 208,316	$ 198,528
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 71,176	$ 71,439
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Home loan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 27,595	$ 30,035
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 27,595	$ 30,035
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | 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	$ 7,825	$ 8,542
Percentage of portfolio	28.40%	28.50%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2007
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 4,769	$ 5,086
Percentage of portfolio	17.30%	16.90%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2008
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 3,327	$ 3,681
Percentage of portfolio	12.00%	12.30%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2009
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,841	$ 2,106
Percentage of portfolio	6.70%	7.00%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2010
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 2,697	$ 3,228
Percentage of portfolio	9.80%	10.70%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2011
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 3,159	$ 3,728
Percentage of portfolio	11.40%	12.40%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,904	$ 2,153
Percentage of portfolio	6.90%	7.20%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 679	$ 746
Percentage of portfolio	2.50%	2.50%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 751	$ 765
Percentage of portfolio	2.70%	2.50%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 643
Percentage of portfolio	2.30%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 27,595	$ 30,035
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 6,412	$ 6,943
Percentage of portfolio	23.20%	23.10%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 2,313	$ 2,452
Percentage of portfolio	8.40%	8.20%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,697	$ 1,873
Percentage of portfolio	6.10%	6.20%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Maryland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,624	$ 1,720
Percentage of portfolio	5.90%	5.70%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Virginia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,452	$ 1,538
Percentage of portfolio	5.30%	5.10%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,405	$ 1,529
Percentage of portfolio	5.10%	5.10%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,253	$ 1,375
Percentage of portfolio	4.50%	4.60%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,196	$ 1,304
Percentage of portfolio	4.30%	4.40%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,173	$ 1,243
Percentage of portfolio	4.30%	4.10%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,023	$ 1,147
Percentage of portfolio	3.70%	3.80%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 8,047	$ 8,911
Percentage of portfolio	29.20%	29.70%
Consumer Portfolio Segment [Member] | Home loan | Lien Type Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 27,595	$ 30,035
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Home loan | Lien Type Concentration Risk | Home Loans Receivable | 1st lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 26,251	$ 28,639
Percentage of portfolio	95.10%	95.40%
Consumer Portfolio Segment [Member] | Home loan | Lien Type Concentration Risk | Home Loans Receivable | 2nd lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,344	$ 1,396
Percentage of portfolio	4.90%	4.60%
Consumer Portfolio Segment [Member] | Home loan | Interest Rate Type Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 27,595	$ 30,035
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Home loan | Interest Rate Type Concentration Risk | Home Loans Receivable | Fixed rate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 5,170	$ 5,286
Percentage of portfolio	18.70%	17.60%
Consumer Portfolio Segment [Member] | Home loan | Interest Rate Type Concentration Risk | Home Loans Receivable | Adjustable rate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 22,425	$ 24,749
Percentage of portfolio	81.30%	82.40%
Consumer Portfolio Segment [Member] | 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	$ 6,816	$ 6,794
Percentage of portfolio	24.70%	22.60%
Consumer Portfolio Segment [Member] | 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	$ 2,554	$ 2,827
Percentage of portfolio	9.30%	9.40%
Consumer Portfolio Segment [Member] | 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	$ 294	$ 320
Percentage of portfolio	1.10%	1.10%
Consumer Portfolio Segment [Member] | 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	$ 172	$ 187
Percentage of portfolio	0.60%	0.60%
Consumer Portfolio Segment [Member] | 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	$ 106	$ 107
Percentage of portfolio	0.40%	0.40%
Consumer Portfolio Segment [Member] | 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	$ 107	$ 120
Percentage of portfolio	0.40%	0.40%
Consumer Portfolio Segment [Member] | 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	$ 196	$ 221
Percentage of portfolio	0.70%	0.70%
Consumer Portfolio Segment [Member] | 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	$ 1,443	$ 1,620
Percentage of portfolio	5.20%	5.40%
Consumer Portfolio Segment [Member] | 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	$ 604	$ 661
Percentage of portfolio	2.20%	2.20%
Consumer Portfolio Segment [Member] | 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	$ 720	$ 731
Percentage of portfolio	2.60%	2.40%
Consumer Portfolio Segment [Member] | 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	$ 620
Percentage of portfolio	2.20%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 6,816	$ 6,794
Percentage of portfolio	24.70%	22.60%
Consumer Portfolio Segment [Member] | 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	$ 939	$ 924
Percentage of portfolio	3.40%	3.10%
Consumer Portfolio Segment [Member] | 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	$ 1,336	$ 1,379
Percentage of portfolio	4.90%	4.60%
Consumer Portfolio Segment [Member] | 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	$ 94	$ 86
Percentage of portfolio	0.30%	0.30%
Consumer Portfolio Segment [Member] | 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	$ 484	$ 457
Percentage of portfolio	1.80%	1.50%
Consumer Portfolio Segment [Member] | 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	$ 410	$ 385
Percentage of portfolio	1.50%	1.30%
Consumer Portfolio Segment [Member] | 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	$ 334	$ 341
Percentage of portfolio	1.20%	1.10%
Consumer Portfolio Segment [Member] | 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	$ 163	$ 161
Percentage of portfolio	0.60%	0.50%
Consumer Portfolio Segment [Member] | 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	$ 87	$ 89
Percentage of portfolio	0.30%	0.30%
Consumer Portfolio Segment [Member] | 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	$ 1,140	$ 1,205
Percentage of portfolio	4.10%	4.00%
Consumer Portfolio Segment [Member] | 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	$ 110	$ 109
Percentage of portfolio	0.40%	0.40%
Consumer Portfolio Segment [Member] | 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	$ 1,719	$ 1,658
Percentage of portfolio	6.20%	5.50%
Consumer Portfolio Segment [Member] | 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	$ 6,816	$ 6,794
Percentage of portfolio	24.70%	22.60%
Consumer Portfolio Segment [Member] | 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	$ 5,807	$ 5,756
Percentage of portfolio	21.00%	19.20%
Consumer Portfolio Segment [Member] | 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	$ 1,009	$ 1,038
Percentage of portfolio	3.70%	3.40%
Consumer Portfolio Segment [Member] | 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	$ 6,816	$ 6,794
Percentage of portfolio	24.70%	22.60%
Consumer Portfolio Segment [Member] | 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	$ 2,654	$ 2,446
Percentage of portfolio	9.60%	8.10%
Consumer Portfolio Segment [Member] | 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	$ 4,162	$ 4,348
Percentage of portfolio	15.10%	14.50%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 20,779	$ 23,241
Percentage of portfolio	75.30%	77.40%
Consumer Portfolio Segment [Member] | 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	$ 5,271	$ 5,715
Percentage of portfolio	19.10%	19.10%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2007
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 4,475	$ 4,766
Percentage of portfolio	16.20%	15.80%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2008
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 3,155	$ 3,494
Percentage of portfolio	11.40%	11.70%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2009
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,735	$ 1,999
Percentage of portfolio	6.30%	6.60%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2010
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 2,590	$ 3,108
Percentage of portfolio	9.40%	10.30%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2011
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 2,963	$ 3,507
Percentage of portfolio	10.70%	11.70%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 461	$ 533
Percentage of portfolio	1.70%	1.80%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 75	$ 85
Percentage of portfolio	0.30%	0.30%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 31	$ 34
Percentage of portfolio	0.10%	0.10%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 23
Percentage of portfolio	0.10%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 20,779	$ 23,241
Percentage of portfolio	75.30%	77.40%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 5,473	$ 6,019
Percentage of portfolio	19.80%	20.00%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 977	$ 1,073
Percentage of portfolio	3.50%	3.60%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,603	$ 1,787
Percentage of portfolio	5.80%	5.90%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Maryland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,140	$ 1,263
Percentage of portfolio	4.10%	4.20%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Virginia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,042	$ 1,153
Percentage of portfolio	3.80%	3.80%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,071	$ 1,188
Percentage of portfolio	3.90%	4.00%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,090	$ 1,214
Percentage of portfolio	3.90%	4.10%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,109	$ 1,215
Percentage of portfolio	4.00%	4.10%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 33	$ 38
Percentage of portfolio	0.20%	0.10%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 913	$ 1,038
Percentage of portfolio	3.30%	3.40%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 6,328	$ 7,253
Percentage of portfolio	23.00%	24.20%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Lien Type Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 20,779	$ 23,241
Percentage of portfolio	75.30%	77.40%
Consumer Portfolio Segment [Member] | 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	$ 20,444	$ 22,883
Percentage of portfolio	74.10%	76.20%
Consumer Portfolio Segment [Member] | 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	$ 335	$ 358
Percentage of portfolio	1.20%	1.20%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Interest Rate Type Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 20,779	$ 23,241
Percentage of portfolio	75.30%	77.40%
Consumer Portfolio Segment [Member] | 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	$ 2,516	$ 2,840
Percentage of portfolio	9.10%	9.50%
Consumer Portfolio Segment [Member] | 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	$ 18,263	$ 20,401
Percentage of portfolio	66.20%	67.90%

Loans - Commercial Banking_ Ris

Loans - Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating (Detail) - Receivable [Domain] - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 209,705	$ 208,316	$ 198,528
Commercial Banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 51,231	$ 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	$ 21,431	$ 21,997
Percentage of portfolio	41.80%	43.20%
Commercial Banking | Geographic Concentration Risk | Loans Receivable | Mid-Atlantic
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 4,669	$ 4,642
Percentage of portfolio	9.10%	9.10%
Commercial Banking | Geographic Concentration Risk | Loans Receivable | South
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 15,507	$ 15,428
Percentage of portfolio	30.30%	30.30%
Commercial Banking | Geographic Concentration Risk | Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 9,624	$ 8,823
Percentage of portfolio	18.80%	17.40%
Commercial Banking | Internal Risk Rating Concentration Risk | Loans Receivable | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 49,001	$ 49,284
Percentage of portfolio	95.70%	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	$ 1,767	$ 1,431
Percentage of portfolio	3.40%	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	$ 463	$ 175
Percentage of portfolio	0.90%	0.30%
Commercial Banking | Commercial and multifamily real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 22,886	$ 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	$ 14,514	$ 15,135
Percentage of portfolio	63.40%	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	$ 2,558	$ 2,491
Percentage of portfolio	11.20%	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	$ 3,436	$ 3,070
Percentage of portfolio	15.00%	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	$ 2,378	$ 2,441
Percentage of portfolio	10.40%	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	$ 22,453	$ 22,535
Percentage of portfolio	98.10%	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	$ 406	$ 540
Percentage of portfolio	1.80%	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	$ 27	$ 62
Percentage of portfolio	0.10%	0.30%
Commercial Banking | Commercial and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 27,660	$ 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	$ 6,498	$ 6,384
Percentage of portfolio	23.50%	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	$ 2,084	$ 2,121
Percentage of portfolio	7.50%	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	$ 12,028	$ 12,310
Percentage of portfolio	43.50%	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	$ 7,050	$ 6,157
Percentage of portfolio	25.50%	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	$ 25,869	$ 25,982
Percentage of portfolio	93.50%	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	$ 1,358	$ 884
Percentage of portfolio	4.90%	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	$ 433	$ 106
Percentage of portfolio	1.60%	0.40%
Commercial Banking | Small-ticket commercial real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 685	$ 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	$ 419	$ 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	$ 27	$ 30
Percentage of portfolio	3.90%	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	$ 43	$ 48
Percentage of portfolio	6.30%	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	$ 196	$ 225
Percentage of portfolio	28.60%	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	$ 679	$ 767
Percentage of portfolio	99.10%	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	$ 3	$ 7
Percentage of portfolio	0.40%	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	$ 3	$ 7
Percentage of portfolio	0.50%	0.90%

Loans - Impaired Loans, Excludi

Loans - Impaired Loans, Excluding Acquired Loans (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Impaired Financing Receivable:
With an Allowance	$ 1,588		$ 1,588		$ 1,469
Without an Allowance	637		637		445
Total Recorded Investment	2,225		2,225		1,914
Related Allowance	325		325		300
Net Recorded Investment	1,900		1,900		1,614
Unpaid Principal Balance	2,615		2,615		2,296
Average Recorded Investment	2,057	$ 1,985	2,009	$ 1,973
Interest Income Recognized	41	39	81	79
Credit Card Portfolio Segment [Member]
Impaired Financing Receivable:
With an Allowance	670		670		692
Without an Allowance	0		0		0
Total Recorded Investment	670		670		692
Related Allowance	206		206		219
Net Recorded Investment	464		464		473
Unpaid Principal Balance	650		650		672
Average Recorded Investment	671	738	678	752
Interest Income Recognized	17	18	33	36
Consumer Portfolio Segment [Member]
Impaired Financing Receivable:
With an Allowance	520		520		493
Without an Allowance	361		361		359
Total Recorded Investment	881		881		852
Related Allowance	47		47		42
Net Recorded Investment	834		834		810
Unpaid Principal Balance	1,251		1,251		1,218
Average Recorded Investment	877	858	869	852
Interest Income Recognized	22	19	44	38
Consumer Portfolio Segment [Member] | Auto
Impaired Financing Receivable:
With an Allowance	254		254		230
Without an Allowance	207		207		205
Total Recorded Investment	461		461		435
Related Allowance	21		21		19
Net Recorded Investment	440		440		416
Unpaid Principal Balance	732		732		694
Average Recorded Investment	457	373	450	367
Interest Income Recognized	20	17	41	34
Consumer Portfolio Segment [Member] | Home loan
Impaired Financing Receivable:
With an Allowance	215		215		218
Without an Allowance	148		148		149
Total Recorded Investment	363		363		367
Related Allowance	15		15		17
Net Recorded Investment	348		348		350
Unpaid Principal Balance	460		460		472
Average Recorded Investment	364	408	365	404
Interest Income Recognized	1	2	2	3
Consumer Portfolio Segment [Member] | Retail banking
Impaired Financing Receivable:
With an Allowance	51		51		45
Without an Allowance	6		6		5
Total Recorded Investment	57		57		50
Related Allowance	11		11		6
Net Recorded Investment	46		46		44
Unpaid Principal Balance	59		59		52
Average Recorded Investment	56	77	54	81
Interest Income Recognized	1	0	1	1
Commercial Banking
Impaired Financing Receivable:
With an Allowance	398		398		284
Without an Allowance	276		276		86
Total Recorded Investment	674		674		370
Related Allowance	72		72		39
Net Recorded Investment	602		602		331
Unpaid Principal Balance	714		714		406
Average Recorded Investment	509	389	462	369
Interest Income Recognized	2	2	4	5
Commercial Banking | Total commercial lending
Impaired Financing Receivable:
With an Allowance	394		394		281
Without an Allowance	276		276		81
Total Recorded Investment	670		670		362
Related Allowance	72		72		39
Net Recorded Investment	598		598		323
Unpaid Principal Balance	710		710		396
Average Recorded Investment	501	378	454	360
Interest Income Recognized	2	2	4	5
Commercial Banking | Commercial and multifamily real estate
Impaired Financing Receivable:
With an Allowance	95		95		120
Without an Allowance	11		11		26
Total Recorded Investment	106		106		146
Related Allowance	19		19		23
Net Recorded Investment	87		87		123
Unpaid Principal Balance	118		118		163
Average Recorded Investment	113	200	124	180
Interest Income Recognized	1	1	2	3
Commercial Banking | Commercial and industrial
Impaired Financing Receivable:
With an Allowance	299		299		161
Without an Allowance	265		265		55
Total Recorded Investment	564		564		216
Related Allowance	53		53		16
Net Recorded Investment	511		511		200
Unpaid Principal Balance	592		592		233
Average Recorded Investment	388	178	330	180
Interest Income Recognized	1	1	2	2
Commercial Banking | Small-ticket commercial real estate
Impaired Financing Receivable:
With an Allowance	4		4		3
Without an Allowance	0		0		5
Total Recorded Investment	4		4		8
Related Allowance	0		0		0
Net Recorded Investment	4		4		8
Unpaid Principal Balance	4		4		10
Average Recorded Investment	8	11	8	9
Interest Income Recognized	0	0	0	0
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Impaired Financing Receivable:
With an Allowance	138		138		146
Without an Allowance	0		0		0
Total Recorded Investment	138		138		146
Related Allowance	67		67		74
Net Recorded Investment	71		71		72
Unpaid Principal Balance	133		133		141
Average Recorded Investment	136	165	139	167
Interest Income Recognized	3	3	5	6
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Impaired Financing Receivable:
With an Allowance	532		532		546
Without an Allowance	0		0		0
Total Recorded Investment	532		532		546
Related Allowance	139		139		145
Net Recorded Investment	393		393		401
Unpaid Principal Balance	517		517		$ 531
Average Recorded Investment	535	573	539	585
Interest Income Recognized	$ 14	$ 15	$ 28	$ 30

Loans - TDR Disclosures in Prog

Loans - TDR Disclosures in Progress Financial Impact of Modification (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 225	$ 201	$ 453	$ 465
Commercial Banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	31	17	55	80
Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
Total Loans Modified	30	16	54	79
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
Total Loans Modified	0	4	3	66
Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
Total Loans Modified	30	12	51	13
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
Total Loans Modified	1	1	1	1
Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	98	102	202	212
Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	96	82	196	173
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
Total Loans Modified	81	69	169	146
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
Total Loans Modified	10	11	17	19
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 5	$ 2	$ 10	$ 8
Reduced Interest Rate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	60.00%	64.00%	62.00%	63.00%
Average Rate Reduction	12.98%	13.73%	12.55%	12.55%
Reduced Interest Rate | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	26.00%
Average Rate Reduction	1.14%	0.00%	1.50%	1.08%
Reduced Interest Rate | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	26.00%
Average Rate Reduction	1.14%	0.00%	1.50%	1.10%
Reduced Interest Rate | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	31.00%
Average Rate Reduction	0.00%	0.00%	0.00%	1.28%
Reduced Interest Rate | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Rate Reduction	1.14%	0.00%	1.50%	0.00%
Reduced Interest Rate | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Rate Reduction	0.00%	0.00%	0.00%	0.00%
Reduced Interest Rate | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	100.00%	100.00%	100.00%
Average Rate Reduction	16.25%	16.83%	16.32%	16.83%
Reduced Interest Rate | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	37.00%	32.00%	41.00%	34.00%
Average Rate Reduction	4.03%	1.62%	3.05%	1.16%
Reduced Interest Rate | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	40.00%	32.00%	41.00%	36.00%
Average Rate Reduction	4.11%	1.45%	2.82%	1.02%
Reduced Interest Rate | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity	37.00%	38.00%	50.00%	30.00%
Average Rate Reduction	3.17%	2.32%	2.98%	2.04%
Reduced Interest Rate | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	3.00%	5.00%	31.00%	7.00%
Average Rate Reduction	6.93%	7.57%	8.09%	5.07%
Term Extension
Financing Receivable, Modifications [Line Items]
% of TDR Activity	42.00%	26.00%	37.00%	37.00%
Average Term Extension (Months)	17 months	20 months	19 months	14 months
Term Extension | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	97.00%	39.00%	60.00%	87.00%
Average Term Extension (Months)	4 months	11 months	7 months	9 months
Term Extension | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	98.00%	42.00%	61.00%	88.00%
Average Term Extension (Months)	4 months	11 months	7 months	9 months
Term Extension | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	97.00%	94.00%
Average Term Extension (Months)			34 months	8 months
Term Extension | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	98.00%	57.00%	59.00%	58.00%
Average Term Extension (Months)	4 months	11 months	5 months	11 months
Term Extension | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Term Extension (Months)
Term Extension | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Term Extension (Months)
Term Extension | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	67.00%	56.00%	70.00%	60.00%
Average Term Extension (Months)	23 months	22 months	22 months	18 months
Term Extension | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	68.00%	58.00%	69.00%	63.00%
Average Term Extension (Months)	7 months	9 months	8 months	9 months
Term Extension | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity	60.00%	33.00%	62.00%	32.00%
Average Term Extension (Months)	188 months	164 months	181 months	153 months
Term Extension | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	76.00%	95.00%	83.00%	71.00%
Average Term Extension (Months)	7 months	10 months	6 months	7 months
Balance Reduction
Financing Receivable, Modifications [Line Items]
% of TDR Activity	12.00%	16.00%	12.00%	13.00%
Gross Balance Reduction	$ 23	$ 27	$ 46	$ 50
Balance Reduction | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	24.00%	4.00%	5.00%
Gross Balance Reduction	$ 0	$ 2	$ 1	$ 2
Balance Reduction | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	26.00%	4.00%	5.00%
Gross Balance Reduction	$ 0	$ 2	$ 1	$ 2
Balance Reduction | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	100.00%	78.00%	6.00%
Gross Balance Reduction	$ 0	$ 2	$ 1	$ 2
Balance Reduction | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0
Balance Reduction | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0
Balance Reduction | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0
Balance Reduction | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	29.00%	34.00%	27.00%	31.00%
Gross Balance Reduction	$ 23	$ 25	$ 45	$ 48
Balance Reduction | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	31.00%	41.00%	30.00%	36.00%
Gross Balance Reduction	$ 23	$ 25	$ 45	$ 47
Balance Reduction | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity	23.00%	4.00%	13.00%	8.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 1
Balance Reduction | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 68	$ 64	$ 140	$ 131
Geographic Distribution, Domestic [Member] | Reduced Interest Rate | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	100.00%	100.00%	100.00%
Average Rate Reduction	12.03%	11.54%	12.08%	11.52%
Geographic Distribution, Domestic [Member] | Term Extension | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Term Extension (Months)
Geographic Distribution, Domestic [Member] | Balance Reduction | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 30	$ 38	$ 62	$ 81
Geographic Distribution, Foreign [Member] | Reduced Interest Rate | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	100.00%	100.00%	100.00%
Average Rate Reduction	25.95%	25.46%	25.86%	25.33%
Geographic Distribution, Foreign [Member] | Term Extension | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Term Extension (Months)
Geographic Distribution, Foreign [Member] | Balance Reduction | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0
Performing
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Recorded Investment	1,665		1,665		$ 1,652
Performing | Commercial Banking
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Recorded Investment	211		211		194
Performing | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Recorded Investment	$ 1,000		$ 1,000		$ 1,000

Loans - TDR - Subsequent Defaul

Loans - TDR - Subsequent Defaults of Completed TDR Modifications (Detail) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015USD ($)Contract	Jun. 30, 2014USD ($)Contract	Jun. 30, 2015USD ($)Contract	Jun. 30, 2014USD ($)Contract
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	20,422	21,116	40,399	44,061
Total Loans	$ 80	$ 67	$ 137	$ 143
Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	18,285	19,442	36,500	41,024
Total Loans	$ 39	$ 45	$ 75	$ 91
Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	2,134	1,670	3,896	3,023
Total Loans	$ 24	$ 20	$ 45	$ 42
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	2,128	1,651	3,875	2,973
Total Loans	$ 24	$ 18	$ 44	$ 31
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	2	4	7	10
Total Loans	$ 0	$ 0	$ 0	$ 2
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	4	15	14	40
Total Loans	$ 0	$ 2	$ 1	$ 9
Commercial Banking
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	3	4	3	14
Total Loans	$ 17	$ 2	$ 17	$ 10
Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	3	2	3	6
Total Loans	$ 17	$ 1	$ 17	$ 7
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	0	1	0	4
Total Loans	$ 0	$ 0	$ 0	$ 6
Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	3	1	3	2
Total Loans	$ 17	$ 1	$ 17	$ 1
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	0	2	0	8
Total Loans	$ 0	$ 1	$ 0	$ 3
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	9,661	9,559	19,328	20,620
Total Loans	$ 16	$ 15	$ 32	$ 31
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	8,624	9,883	17,172	20,404
Total Loans	$ 23	$ 30	$ 43	$ 60

Loans - Outstanding Balance and

Loans - Outstanding Balance and Carrying Value of Acquired Loans (Detail) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	$ 22,604		$ 25,201
Carrying value(1)	20,974		23,519
Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	4,006		4,279
Carrying value(1)	2,699		2,882
Non-Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	18,598		20,922
Carrying value(1)	18,275		20,637
Receivables Acquired with Deteriorated Credit Quality [Member]
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Financing Receivable, Allowance for Credit Losses	34		$ 27
Provision for credit losses for Acquired Loans	$ 7	$ (6)

Loans - Changes in Accretable Y

Loans - Changes in Accretable Yield on Acquired Loans (Detail) - Jun. 30, 2015 - USD ($) $ in Millions	Total	Total
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning balance	$ 4,561	$ 4,653
Accretion recognized in earnings	(208)	(445)
Reclassifications from (to) nonaccretable difference for loans with changing cash flows(1)	(1)	34
Changes in accretable yield for non-credit related changes in expected cash flows(2)	(355)	(245)
Accretable yield, ending balance	3,997	3,997
Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning balance	1,527	1,485
Accretion recognized in earnings	(70)	(157)
Reclassifications from (to) nonaccretable difference for loans with changing cash flows(1)	0	45
Changes in accretable yield for non-credit related changes in expected cash flows(2)	(45)	39
Accretable yield, ending balance	1,412	1,412
Non-Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning balance	3,034	3,168
Accretion recognized in earnings	(138)	(288)
Reclassifications from (to) nonaccretable difference for loans with changing cash flows(1)	(1)	(11)
Changes in accretable yield for non-credit related changes in expected cash flows(2)	(310)	(284)
Accretable yield, ending balance	$ 2,585	$ 2,585

Allowance for Loan and Lease 65

Allowance for Loan and Lease Losses - Summary of Changes in Allowance for Loan and Lease Losses (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period			$ 4,383
Balance at end of the period	$ 4,676		4,676
Total Allowance
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	4,405	$ 4,098	4,383	$ 4,315
Provision for credit losses	1,115	701	2,042	1,424
Charge-offs	(1,226)	(1,212)	(2,510)	(2,547)
Recoveries	380	400	783	804
Net charge-offs	(846)	(812)	(1,727)	(1,743)
Other changes	2	11	(22)	2
Balance at end of the period	4,676	3,998	4,676	3,998
Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	121	99	113	87
Provision for credit losses	14	3	22	15
Charge-offs	0	0	0	0
Recoveries	0	0	0	0
Net charge-offs	0	0	0	0
Other changes	0	0	0	0
Balance at end of the period	135	102	135	102
Combined Allowance & Unfunded Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	4,526	4,197	4,496	4,402
Provision for credit losses	1,129	704	2,064	1,439
Charge-offs	(1,226)	(1,212)	(2,510)	(2,547)
Recoveries	380	400	783	804
Net charge-offs	(846)	(812)	(1,727)	(1,743)
Other changes	2	11	(22)	2
Balance at end of the period	4,811	4,100	4,811	4,100
Credit Card Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	3,130	2,984	3,204	3,214
Provision for credit losses	895	549	1,564	1,107
Charge-offs	(988)	(995)	(2,010)	(2,090)
Recoveries	285	310	588	625
Net charge-offs	(703)	(685)	(1,422)	(1,465)
Other changes	2	10	(22)	2
Balance at end of the period	3,324	2,858	3,324	2,858
Consumer Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	826	744	779	752
Provision for credit losses	185	143	391	283
Charge-offs	(225)	(205)	(475)	(436)
Recoveries	89	83	180	166
Net charge-offs	(136)	(122)	(295)	(270)
Other changes	0	0	0	0
Balance at end of the period	875	765	875	765
Consumer Portfolio Segment [Member] | Auto
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	697	608	661	606
Provision for credit losses	168	145	352	281
Charge-offs	(203)	(183)	(436)	(388)
Recoveries	82	72	167	143
Net charge-offs	(121)	(111)	(269)	(245)
Other changes	0	0	0	0
Balance at end of the period	744	642	744	642
Consumer Portfolio Segment [Member] | Home loan
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	68	72	62	83
Provision for credit losses	0	0	8	(6)
Charge-offs	(5)	(8)	(9)	(19)
Recoveries	2	3	4	9
Net charge-offs	(3)	(5)	(5)	(10)
Other changes	0	0	0	0
Balance at end of the period	65	67	65	67
Consumer Portfolio Segment [Member] | Retail banking
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	61	64	56	63
Provision for credit losses	17	(2)	31	8
Charge-offs	(17)	(14)	(30)	(29)
Recoveries	5	8	9	14
Net charge-offs	(12)	(6)	(21)	(15)
Other changes	0	0	0	0
Balance at end of the period	66	56	66	56
Commercial Banking
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	444	362	395	338
Provision for credit losses	35	9	87	37
Charge-offs	(11)	(8)	(20)	(15)
Recoveries	4	5	10	8
Net charge-offs	(7)	(3)	(10)	(7)
Other changes	0	0	0	0
Balance at end of the period	472	368	472	368
Other
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	5	8	5	11
Provision for credit losses	0	0	0	(3)
Charge-offs	(2)	(4)	(5)	(6)
Recoveries	2	2	5	5
Net charge-offs	0	(2)	0	(1)
Other changes	0	1	0	0
Balance at end of the period	$ 5	$ 7	$ 5	$ 7

Allowance for Loan and Lease 66

Allowance for Loan and Lease Losses - Components of Allowance for Loan and Lease Losses by Impairment Methodology (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Mar. 31, 2015	Dec. 31, 2014	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 4,317		$ 4,056
Asset-specific	325		300
Total allowance for loan and lease losses	$ 4,676		$ 4,383
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	2.23%		2.10%
Collectively evaluated	$ 186,717		$ 183,107
Asset-specific	2,018		1,709
Loans held for investment	209,705		208,316	$ 198,528
Credit Card Portfolio Segment [Member]
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	3,118		2,985
Asset-specific	206		219
Total allowance for loan and lease losses	$ 3,324	$ 3,130	$ 3,204	2,858	$ 2,984	$ 3,214
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	3.81%		3.73%
Collectively evaluated	$ 86,533		$ 85,161
Asset-specific	670		692
Loans held for investment	87,203		85,876
Consumer Portfolio Segment [Member]
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	795		710
Asset-specific	47		42
Total allowance for loan and lease losses	$ 875	826	$ 779	765	744	752
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	1.23%		1.09%
Collectively evaluated	$ 49,686		$ 47,507
Asset-specific	674		647
Loans held for investment	71,176		71,439
Consumer Portfolio Segment [Member] | Auto
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	723		642
Asset-specific	21		19
Total allowance for loan and lease losses	$ 744	697	$ 661	642	608	606
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	1.86%		1.75%
Collectively evaluated	$ 39,737		$ 37,594
Asset-specific	254		230
Loans held for investment	39,991		37,824
Consumer Portfolio Segment [Member] | Home loan
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	17		18
Asset-specific	15		17
Total allowance for loan and lease losses	$ 65	68	$ 62	67	72	83
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	0.24%		0.21%
Collectively evaluated	$ 6,453		$ 6,427
Asset-specific	363		367
Loans held for investment	27,595		30,035
Consumer Portfolio Segment [Member] | Retail banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	55		50
Asset-specific	11		6
Total allowance for loan and lease losses	$ 66	61	$ 56	56	64	63
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	1.86%		1.58%
Collectively evaluated	$ 3,496		$ 3,486
Asset-specific	57		50
Loans held for investment	3,590		3,580
Commercial Banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	399		356
Asset-specific	72		39
Total allowance for loan and lease losses	$ 472	444	$ 395	368	362	338
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	0.92%		0.78%
Collectively evaluated	$ 50,403		$ 50,328
Asset-specific	674		370
Loans held for investment	51,231		50,890
Other
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	5		5
Asset-specific	0		0
Total allowance for loan and lease losses	$ 5	$ 5	$ 5	$ 7	$ 8	$ 11
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	5.13%		4.68%
Collectively evaluated	$ 95		$ 111
Asset-specific	0		0
Loans held for investment	95		111
Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses	34		27
Loans held for investment by impairment methodology:
Loans held for investment	20,970		23,500
Receivables Acquired with Deteriorated Credit Quality [Member] | Credit Card Portfolio Segment [Member]
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses	0		0
Loans held for investment by impairment methodology:
Loans held for investment	0		23
Receivables Acquired with Deteriorated Credit Quality [Member] | Consumer Portfolio Segment [Member]
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses	33		27
Loans held for investment by impairment methodology:
Loans held for investment	20,816		23,285
Receivables Acquired with Deteriorated Credit Quality [Member] | Consumer Portfolio Segment [Member] | Auto
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses	0		0
Loans held for investment by impairment methodology:
Loans held for investment	0		0
Receivables Acquired with Deteriorated Credit Quality [Member] | Consumer Portfolio Segment [Member] | Home loan
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses	33		27
Loans held for investment by impairment methodology:
Loans held for investment	20,779		23,241
Receivables Acquired with Deteriorated Credit Quality [Member] | Consumer Portfolio Segment [Member] | Retail banking
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses	0		0
Loans held for investment by impairment methodology:
Loans held for investment	37		44
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses	1		0
Loans held for investment by impairment methodology:
Loans held for investment	154		192
Receivables Acquired with Deteriorated Credit Quality [Member] | Other
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses	0		0
Loans held for investment by impairment methodology:
Loans held for investment	$ 0		$ 0

Allowance for Loan and Lease 67

Allowance for Loan and Lease Losses Allowance for Loan and Lease Losses - Loss Sharing Arrangements (Details) - Loss Sharing Agreement [Member] - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Collaborative Arrangements and Non-collaborative Arrangement Transactions [Line Items]
Reduction in Charge-offs due to loss sharing agreements	$ 45	$ 39	$ 89	$ 81
Reduction in provision for loan and lease losses	62	$ 46	119	$ 81
Expected reimbursement netted in allowance for loan losses	$ 173		$ 173		$ 143

Variable Interest Entities an68

Variable Interest Entities and Securitizations - Carrying Amount of Assets and Liabilities of Variable Interest Entities (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	$ 34,936	$ 37,157
Carrying Amount of Liabilities, Consolidated	14,600	12,449
Carrying Amount of Assets, Unconsolidated	3,918	3,796
Carrying Amount of Liabilities, Unconsolidated	530	519
Maximum exposure to loss	4,584	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	3,600	3,500
Carrying Amount of Liabilities, Unconsolidated	501	488
Maximum exposure to loss	3,600	3,500
Entities that provide capital to low-income and rural communities
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	385	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	65	74
Carrying Amount of Liabilities, Unconsolidated	0	0
Maximum exposure to loss	65	74
Total Other VIEs
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	385	378
Carrying Amount of Liabilities, Consolidated	100	99
Carrying Amount of Assets, Unconsolidated	3,698	3,575
Carrying Amount of Liabilities, Unconsolidated	501	488
Maximum exposure to loss	3,698	3,575
Credit card loan securitizations
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	34,551	36,779
Carrying Amount of Liabilities, Consolidated	14,500	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	220	221
Carrying Amount of Liabilities, Unconsolidated	29	31
Maximum exposure to loss	886	876
Total securitization-related VIEs
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	34,551	36,779
Carrying Amount of Liabilities, Consolidated	14,500	12,350
Carrying Amount of Assets, Unconsolidated	220	221
Carrying Amount of Liabilities, Unconsolidated	29	31
Maximum exposure to loss	$ 886	$ 876

Variable Interest Entities an69

Variable Interest Entities and Securitizations - External Debt and Receivable Balances of Securitization Programs (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Variable Interest Entity, Primary Beneficiary
Qualitative and Quantitative Information, Transferor's Continuing Involvement [Line Items]
Securities held by third-party investors, non-mortgage	$ 13,785	$ 11,624
Receivables in the trust, non-mortgage	34,298	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	1,888	2,026
Receivables in the trust, mortgage	1,952	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	85	95
Receivables in the trust, mortgage	80	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	836	887
Receivables in the trust, mortgage	842	893
Cash balance of spread or reserve accounts, mortgage	$ 139	$ 143

Variable Interest Entities an70

Variable Interest Entities and Securitizations - Additional Information (Detail) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Variable Interest Entity [Line Items]
Funded HELOCs advances	$ 30		$ 30
Unfunded commitment on residual interests on trusts	6		6
Maximum exposure to loss	4,584		4,451
Amortization Method Qualified Affordable Housing Project Investments, Amortization	172	$ 144
Affordable Housing Tax Credits And Other Tax Benefits, Amount	191	$ 178
Amortization Method Qualified Affordable Housing Project Investments	3,300		3,200
Qualified Affordable Housing Project Investments, Commitment	1,300
Carrying amounts of assets, unconsolidated	3,918		3,796
VIEs consolidated assets	34,936		37,157
Affordable housing entities
Variable Interest Entity [Line Items]
Maximum exposure to loss	3,600		3,500
Carrying amounts of assets, unconsolidated	3,600		3,500
Total assets of the unconsolidated VIE investment funds	10,800		10,200
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
Carrying amounts of assets, unconsolidated	0		1
VIEs consolidated assets	385		374
Other
Variable Interest Entity [Line Items]
Maximum exposure to loss	65		74
Carrying amounts of assets, unconsolidated	65		74
VIEs consolidated assets	0		4
Other VIE assets held in trust	139		159
Variable Interest Entity, Not Primary Beneficiary | Option- ARM
Variable Interest Entity [Line Items]
Securities held by third-party investors, mortgage	1,888		2,026
Unpaid principal balance of securitization trusts	1,952		2,094
Variable Interest Entity, Not Primary Beneficiary | GreenPoint HELOCs
Variable Interest Entity [Line Items]
Securities held by third-party investors, mortgage	85		95
Unpaid principal balance of securitization trusts	80		89
Variable Interest Entity, Not Primary Beneficiary | GreenPoint Manufactured Housing
Variable Interest Entity [Line Items]
Securities held by third-party investors, mortgage	836		887
Unpaid principal balance of securitization trusts	842		$ 893
Maximum exposure to loss	$ 420
Minimum [Member]
Variable Interest Entity [Line Items]
Affordable Housing Tax Credits Commitment, Year to be Paid	2,015
Maximum [Member]
Variable Interest Entity [Line Items]
Affordable Housing Tax Credits Commitment, Year to be Paid	2,018

Goodwill and Other Intangible71

Goodwill and Other Intangible Assets - Components (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Schedule of Intangible Assets by Major Class [Line Items]
Goodwill	$ 13,984		$ 13,984		$ 13,978
Goodwill, Gross	13,984		13,984		13,978
Total Intangible Assets, Gross (Excluding Goodwill)	4,166		4,166		4,195
Accumulated Amortization	(3,056)		(3,056)		(2,879)
Total Intangible assets, Net (Excluding Goodwill)	1,110		1,110		1,316
Total goodwill and other intangible assets, Net Carrying Value	15,094		15,094		15,294
Intangible Assets Gross Including Goodwill	18,150		18,150		18,173
Consumer MSRs	65		65		53
Commercial MSRs, Gross	195		195		171
Commercial MSR, Accumulated Amortization	(36)		(36)		(24)
Commercial MSRs, Net	159		159		147
Total MSRs, Gross	260		260		224
Total MSRs, Net	224		224		200
Indefinite lived assets	4		4		4
Amortization of Intangibles	111	$ 136	221	$ 279
PCCR intangibles
Schedule of Intangible Assets by Major Class [Line Items]
Total Intangible Assets, Gross (Excluding Goodwill)	2,156		2,156		2,124
Accumulated Amortization	(1,315)		(1,315)		(1,152)
Total Intangible assets, Net (Excluding Goodwill)	841		841		972
Amortization of Intangibles	80	94	164	192
Core deposit intangibles
Schedule of Intangible Assets by Major Class [Line Items]
Total Intangible Assets, Gross (Excluding Goodwill)	1,771		1,771		1,771
Accumulated Amortization	(1,620)		(1,620)		(1,569)
Total Intangible assets, Net (Excluding Goodwill)	151		151		202
Amortization of Intangibles	25	$ 33	51	$ 69
Other Intangible Assets [Member]
Schedule of Intangible Assets by Major Class [Line Items]
Total Intangible Assets, Gross (Excluding Goodwill)	239		239		300
Accumulated Amortization	(121)		(121)		(158)
Total Intangible assets, Net (Excluding Goodwill)	$ 118		$ 118		$ 142

Goodwill and Other Intangible72

Goodwill and Other Intangible Assets - Goodwill Attributable to Each Business Segments (Detail) $ in Millions	6 Months Ended
	Jun. 30, 2015USD ($)
Goodwill [Roll Forward]
Goodwill, Beginning Balance	$ 13,978
Acquisitions	5
Other adjustments	1
Goodwill, Ending Balance	13,984
Credit Card
Goodwill [Roll Forward]
Goodwill, Beginning Balance	5,001
Acquisitions	0
Other adjustments	1
Goodwill, Ending Balance	5,002
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 - Addit

Deposits and Borrowings - Additional Information (Detail) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Deposits And Borrowings [Line Items]
Securitized debt obligations	$ 13,785	$ 11,624
Issuance of securitized debt obligations	2,300
Maturities of secured debt	175
Senior and subordinated notes	19,987	18,684
Fair value hedging losses	103	179
Advances from Federal Home Loan Banks	10,100	17,300
Repayments of Unsecured Debt	1,600
Other Assets
Deposits And Borrowings [Line Items]
Investment in FHLB stock	1,600	$ 2,000
Senior notes | Total unsecured senior debt
Deposits And Borrowings [Line Items]
Proceeds from issuance of unsecured debt	3,000
Senior notes | Floating unsecured senior debt
Deposits And Borrowings [Line Items]
Proceeds from issuance of unsecured debt	400
Senior notes | Fixed unsecured senior debt
Deposits And Borrowings [Line Items]
Proceeds from issuance of unsecured debt	$ 2,600

Deposits and Borrowings - Depos

Deposits and Borrowings - Deposits and Short-term Borrowings (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Deposits:
Non-interest bearing deposits	$ 25,123	$ 25,081
Interest-bearing deposits	183,657	180,467
Total deposits	208,780	205,548	$ 205,890
Short-term Debt [Line Items]
Short-term borrowings	1,888	17,080
Federal funds purchased and securities loaned or sold under agreements to repurchase
Short-term Debt [Line Items]
Short-term borrowings	1,888	880
FHLB advances
Short-term Debt [Line Items]
Short-term borrowings	$ 0	$ 16,200

Deposits and Borrowings - Long-

Deposits and Borrowings - Long-Term Debt (Detail) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Debt Instrument [Line Items]
Long-term debt	$ 43,878	$ 31,377
Borrowings	$ 45,766	48,457
Securitized debt obligations
Debt Instrument [Line Items]
Interest rate, minimum	0.23%
Interest rate, maximum	5.75%
Weighted average interest rate	1.37%
Long-term debt	$ 13,785	11,624
Total senior and subordinated notes
Debt Instrument [Line Items]
Long-term debt	$ 19,987	18,684
Senior notes | Total unsecured senior debt
Debt Instrument [Line Items]
Weighted average interest rate	2.54%
Long-term debt	$ 17,377	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	2.67%
Long-term debt	$ 16,097	15,174
Senior notes | Floating unsecured senior debt
Debt Instrument [Line Items]
Interest rate, minimum	0.73%
Interest rate, maximum	0.96%
Weighted average interest rate	0.86%
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	$ 2,610	2,630
FHLB advances
Debt Instrument [Line Items]
Interest rate, minimum	0.25%
Interest rate, maximum	6.88%
Weighted average interest rate	0.28%
Long-term debt	$ 10,106	$ 1,069

Deposits and Borrowings - Sched

Deposits and Borrowings - Schedule of Components of Interest Expense on Short-Term Borrowings and Long-Term Debt (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Short-term borrowings:
Federal funds purchased and securities loaned or sold under agreements to repurchase	$ 1	$ 1	$ 1	$ 1
FHLB advances	1	3	9	9
Total short-term borrowings	2	4	10	10
Long-term debt:
Securitized debt obligations	36	39	69	77
Senior and subordinated notes	80	78	159	155
Other long-term borrowings	10	4	17	10
Total long-term debt	126	121	245	242
Total interest expense	$ 128	$ 125	$ 255	$ 252

Derivative Instruments and He77

Derivative Instruments and Hedging Activities - Additional Information (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Derivative, Collateral, Right to Reclaim Cash	$ 271	$ 87
Additional collateral, variation margin (less than $1 million both periods)		1
Additional collateral, independent margin	58	65
Derivative net liability position (less than $1 million at Dec 31, 2014)	3	1
Cash collateral from derivatives counterparties	571	695
Securities received from derivatives counterparties, ability to re-pledge	16	91
Cumulative counterparty credit risk valuation adjustment	4	5
Cumulative credit risk valuation adjustment related to our credit quality	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	$ 166
Maximum length of time over which forecasted transactions were hedged, years	5 years

Derivative Instruments and He78

Derivative Instruments and Hedging Activities - Notional and Fair Values of Derivative Instruments (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	$ 95,017	$ 88,645
Derivative Assets, Gross Amount	1,357	1,452
Derivative Liabilities, Gross Amount	585	339
Derivative Asset, Netting Adjustment	(423)	(624)
Derivative Liability, Netting Adjustment	(339)	(164)
Derivative Assets	934	828
Derivative Liability	246	175
Derivatives designated as accounting hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	62,524	57,015
Derivative Assets, Gross Amount	918	996
Derivative Liabilities, Gross Amount	315	59
Derivatives designated as accounting hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	54,275	48,993
Derivative Assets, Gross Amount	825	702
Derivative Liabilities, Gross Amount	121	57
Derivatives designated as accounting hedges | Interest rate contracts | Fair value hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	27,225	24,543
Derivative Assets, Gross Amount	470	480
Derivative Liabilities, Gross Amount	96	39
Derivatives designated as accounting hedges | Interest rate contracts | Cash flow hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	27,050	24,450
Derivative Assets, Gross Amount	355	222
Derivative Liabilities, Gross Amount	25	18
Derivatives designated as accounting hedges | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	8,249	8,022
Derivative Assets, Gross Amount	93	294
Derivative Liabilities, Gross Amount	194	2
Derivatives designated as accounting hedges | Foreign exchange contracts | Cash flow hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	5,559	5,546
Derivative Assets, Gross Amount	93	221
Derivative Liabilities, Gross Amount	48	2
Derivatives designated as accounting hedges | Foreign exchange contracts | Net investment hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	2,690	2,476
Derivative Assets, Gross Amount	0	73
Derivative Liabilities, Gross Amount	146	0
Derivatives not designated as accounting hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	32,493	31,630
Derivative Assets, Gross Amount	439	456
Derivative Liabilities, Gross Amount	270	280
Derivatives not designated as accounting hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	31,896	31,037
Derivative Assets, Gross Amount	439	456
Derivative Liabilities, Gross Amount	266	275
Derivatives not designated as accounting hedges | Interest rate contracts | MSRs
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	1,252	777
Derivative Assets, Gross Amount	7	10
Derivative Liabilities, Gross Amount	10	3
Derivatives not designated as accounting hedges | Interest rate contracts | Customer accommodation
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	28,386	27,646
Derivative Assets, Gross Amount	387	413
Derivative Liabilities, Gross Amount	243	251
Derivatives not designated as accounting hedges | Interest rate contracts | Other interest rate exposures
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	2,258	2,614
Derivative Assets, Gross Amount	45	33
Derivative Liabilities, Gross Amount	13	21
Derivatives not designated as accounting hedges | Other contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	597	593
Derivative Assets, Gross Amount	0	0
Derivative Liabilities, Gross Amount	$ 4	$ 5

Derivative Instruments and He79

Derivative Instruments and Hedging Activities - Offsetting Assets (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Derivatives assets(1)
Gross Amounts	$ 1,357	$ 1,452
Derivative Asset, Offsetting Financial Instruments	(191)	(101)
Derivative Assets, Offsetting Cash Collateral	(232)	(523)
Derivative Assets	934	828
Derivative Asset, Securities Not Netted	(14)	(80)
Net Exposure	920	748
Derivative Asset, Not Subject to Master Netting Arrangement	$ 536	$ 360

Derivative Instruments and He80

Derivative Instruments and Hedging Activities - Offsetting Liabilities (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Derivatives liabilities(1)
Derivative Liabilities, Gross Amount	$ 585	$ 339
Derivative Liability, Offsetting Financial Instruments	(191)	(101)
Derivative Liability, Offsetting Cash Collateral	(148)	(63)
Derivative Liability	246	175
Derivative Liability, Securities Collateral Not Netted	0	0
Net Exposure	246	175
Derivative Liability, Not Subject to Master Netting Arrangement	202	127
Repurchase agreements(2)(3)
Gross Amounts	969	869
Securities Sold under Agreements to Repurchase, Asset	0	0
Repurchase Agreement, Collateral, Right To Reclaim Cash, Offset	0	0
Net Amounts as Recognized	969	869
Offsetting Amounts Not Netted, Collateral Pledged	(969)	(869)
Net Exposure	0	$ 0
Securities Sold under Agreements to Repurchase, Fair Value of Collateral	$ 989

Derivative Instruments and He81

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 ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains (losses) recognized in earnings	$ 0	$ 26	$ 15	$ 47
Derivatives designated as accounting hedges | Fair value hedges | Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
(Losses) gains recognized in earnings on derivatives	(223)	105	(70)	136
Gains (losses) recognized in earnings on hedged items	211	(92)	63	(115)
Net fair value hedge ineffectiveness (losses) gains	(12)	13	(7)	21
Derivatives not designated as accounting hedges
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	12	13	22	26
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	13	24	24
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	(9)	6	(3)	13
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	5	4	9	8
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	16	3	18	3
Derivatives not designated as accounting hedges | Foreign exchange contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	0	0	0	1
Derivatives not designated as accounting hedges | Other contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	$ 0	$ 0	$ (2)	$ 1

Derivative Instruments and He82

Derivative Instruments and Hedging Activities - Net Gains (Losses) Related to Derivatives Designated as Cash Flow Hedges and Net Investment Hedges (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net [Abstract]
Gains (losses) recorded in AOCI	$ (136)	$ 95	$ 144	$ 135
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	0	26	15	47
Cash flow hedges
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net [Abstract]
Gains (losses) recorded in AOCI	(39)	95	166	135
Gains (losses) reclassified from AOCI into earnings	42	24	85	45
Net derivative gains (losses) recognized in earnings	42	24	87	46
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	(33)	101	177	146
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	50	30	97	56
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	0	0	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	(6)	(6)	(11)	(11)
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	(8)	(6)	(12)	(11)
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	$ (97)	$ 0	$ (22)	$ 0

Stockholders' Equity - Schedule

Stockholders' Equity - Schedule of Preferred Stock (Details) $ / shares in Units, $ in Millions	6 Months Ended
	Jun. 30, 2015USD ($)$ / sharesshares	Dec. 31, 2014USD ($)
Class of Stock [Line Items]
Depository Share, Percent Interest in Preferred Stock	0.025
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$ 2,810	$ 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) | $ / shares	$ 1,000
Number of Depositary Shares (in shares) | shares	875,000
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) | $ / shares	$ 1,000
Number of Depositary Shares (in shares) | shares	500,000
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) | $ / shares	$ 1,000
Number of Depositary Shares (in shares) | shares	500,000
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$ 485	$ 485
Series E Preferred Stock
Class of Stock [Line Items]
Non-cumulative Fixed Dividend Rate per Annum (as percent)	5.55%
Redemption Price per Depositary Share (in dollars per share) | $ / shares	$ 1,000
Number of Depositary Shares (in shares) | shares	1,000,000
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$ 988
Preferred Stock, Dividend Payment Rate, Variable	Libor + 380 bps
Preferred Stock Dividend Rate, Variable	3.80%

Stockholders' Equity - Change i

Stockholders' Equity - Change in AOCI Gain (Loss) by Component (Net of Tax) (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	$ (212)	$ (710)	$ (430)	$ (872)
Other comprehensive income (loss) before reclassifications	(175)	345	59	521
Net realized (gains) losses reclassified from AOCI into earnings	(10)	(6)	(26)	(20)
Other comprehensive income, net of tax	(185)	339	33	501
AOCI ending balance	(397)	(371)	(397)	(371)
Accumulated Net Unrealized Investment Gain (Loss) | Securities Available for Sale
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	532	250	410	106
Other comprehensive income (loss) before reclassifications	(171)	168	(57)	317
Net realized (gains) losses reclassified from AOCI into earnings	5	1	13	(4)
Other comprehensive income, net of tax	(166)	169	(44)	313
AOCI ending balance	366	419	366	419
Accumulated Net Unrealized Investment Gain (Loss) | Securities Held to Maturity
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(801)	(884)	(821)	(897)
Other comprehensive income (loss) before reclassifications	0	0	0	0
Net realized (gains) losses reclassified from AOCI into earnings	27	21	47	34
Other comprehensive income, net of tax	27	21	47	34
AOCI ending balance	(774)	(863)	(774)	(863)
Cash Flow Hedges
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	172	(91)	10	(110)
Other comprehensive income (loss) before reclassifications	(39)	95	166	135
Net realized (gains) losses reclassified from AOCI into earnings	(42)	(24)	(85)	(45)
Other comprehensive income, net of tax	(81)	71	81	90
AOCI ending balance	91	(20)	91	(20)
Foreign Currency Translation Adjustments
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(92)	27	(8)	40
Other comprehensive income (loss) before reclassifications	35	79	(49)	66
Net realized (gains) losses reclassified from AOCI into earnings	0	0	0	0
Other comprehensive income, net of tax	35	79	(49)	66
AOCI ending balance	(57)	106	(57)	106
Other
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(23)	(12)	(21)	(11)
Other comprehensive income (loss) before reclassifications	0	3	(1)	3
Net realized (gains) losses reclassified from AOCI into earnings	0	(4)	(1)	(5)
Other comprehensive income, net of tax	0	(1)	(2)	(2)
AOCI ending balance	$ (23)	$ (13)	$ (23)	$ (13)

Stockholders' Equity - Reclassi

Stockholders' Equity - Reclassifications from AOCI (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Non-interest income	$ 146	$ 159	$ 299	$ 270
Non-interest income - OTTI	(7)	(1)	(22)	(6)
Interest income	4,537	4,315	9,113	8,665
Income from continuing operations before income taxes	1,236	1,785	2,899	3,488
Income tax provision (benefit)	384	581	913	1,160
Net income	863	1,194	2,016	2,348
Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net income	10	6	26	20
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	(1)	(1)	1	12
Non-interest income - OTTI	(7)	(1)	(22)	(6)
Income from continuing operations before income taxes	(8)	(2)	(21)	6
Income tax provision (benefit)	(3)	(1)	(8)	2
Net income	(5)	(1)	(13)	4
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	(40)	(33)	(73)	(61)
Income tax provision (benefit)	(13)	(12)	(26)	(27)
Net income	(27)	(21)	(47)	(34)
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	66	38	134	72
Income tax provision (benefit)	24	14	49	27
Net income	42	24	85	45
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	78	48	153	90
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	(12)	(10)	(19)	(18)
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	7	2	8
Income tax provision (benefit)	1	3	1	3
Net income	$ 0	$ 4	$ 1	$ 5

Stockholders' Equity - Componen

Stockholders' Equity - Components of Other Comprehensive Income Loss and Related Tax Impact (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Before Tax
Net unrealized (losses) gains on securities available for sale	$ (259)	$ 269	$ (69)	$ 498
Net changes in securities held to maturity	40	33	73	61
Net unrealized (losses) gains on cash flow hedges	(129)	114	129	144
Foreign currency translation adjustments	(21)	79	(62)	66
Other	0	(3)	(4)	(4)
Other comprehensive income before taxes	(369)	492	67	765
Provision (Benefit)
Net unrealized (losses) gains on securities available for sale	(93)	100	(25)	185
Net changes in securities held to maturity	13	12	26	27
Net unrealized gains on cash flow hedges	(48)	43	48	54
Foreign currency translation adjustments	(56)	0	(13)	0
Other	0	(2)	(2)	(2)
Other comprehensive income (loss), provision (benefit)	(184)	153	34	264
After Tax
Net unrealized (losses) gains on securities available for sale	(166)	169	(44)	313
Net changes in securities held to maturity	27	21	47	34
Net unrealized gains on cash flow hedges	(81)	71	81	90
Foreign currency translation adjustments	35	79	(49)	66
Other	0	(1)	(2)	(2)
Other comprehensive (loss) income, net of tax	$ (185)	$ 339	$ 33	$ 501

Earnings Per Common Share - Sch

Earnings Per Common Share - Schedule of Computation of Basic and Diluted Earnings Per Common Share (Detail) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Basic earnings per common share:
Income from continuing operations, net of tax	$ 852	$ 1,204	$ 1,986	$ 2,328
Income from discontinued operations, net of tax	11	(10)	30	20
Net income	863	1,194	2,016	2,348
Dividends and undistributed earnings allocated to participating securities	(4)	(4)	(10)	(9)
Preferred stock dividends	(29)	(13)	(61)	(26)
Net income available to common stockholders	$ 830	$ 1,177	$ 1,945	$ 2,313
Net income from continuing operations (in dollars per share)	$ 1.50	$ 2.09	$ 3.49	$ 4.03
Income (loss) from discontinued operations (in dollars per share)	0.02	(0.02)	0.06	0.03
Net income per basic common share (in dollars per share)	$ 1.52	$ 2.07	$ 3.55	$ 4.06
Weighted Average Number of Shares Outstanding, Basic	545.6	567.5	548	569.2
Diluted earnings per common share:
Net income available to common stockholders	$ 830	$ 1,177	$ 1,945	$ 2,313
Net income from continuing operations (in dollars per share)	$ 1.48	$ 2.06	$ 3.45	$ 3.97
Income (loss) from discontinued operations (in dollars per share)	0.02	(0.02)	0.06	0.03
Net income per diluted common share (in dollars per share)	$ 1.50	$ 2.04	$ 3.51	$ 4
Effect of dilutive securities:
Stock options	2.8	2.7	2.7	2.6
Other contingently issuable shares	1.1	1.6	1.3	1.5
Warrants	2.5	5.8	2.7	5.6
Total effect of dilutive securities	6.4	10.1	6.7	9.7
Total weighted-average diluted shares outstanding	552	577.6	554.7	578.9

Earnings Per Common Share - Add

Earnings Per Common Share - Additional Information (Detail) - $ / shares	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 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)	1,700,000	2,800,000	1,900,000	3,700,000
Minimum exercise price range	$ 74.96	$ 70.96	$ 70.96	$ 70.96
Maximum exercise price range	$ 88.81	$ 88.81	$ 88.81	$ 88.81
Warrant
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Warrants outstanding	4,400,000		4,400,000

Fair Value Measurement - Schedu

Fair Value Measurement - Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Securities available for sale:
Securities available for sale	$ 39,136	$ 39,508
Other assets:
Consumer MSRs	65	53
Derivative Assets, Gross Amount	1,357	1,452
Liabilities:
Derivative Liabilities, Gross Amount	585	339
Derivative Asset	934	828
Derivative Liabilities	246	175
Cumulative credit risk valuation adjustment related to derivative positions	3	4
U.S. Treasury securities
Securities available for sale:
Securities available for sale	4,438	4,118
Corporate debt securities guaranteed by U.S. government agencies
Securities available for sale:
Securities available for sale	421	800
RMBS
Securities available for sale:
Securities available for sale	26,946	25,381
CMBS
Securities available for sale:
Securities available for sale	5,263	5,519
Other ABS
Securities available for sale:
Securities available for sale	1,727	2,662
Other securities
Securities available for sale:
Securities available for sale	341	1,028
Level 1
Securities available for sale:
Securities available for sale	4,552	4,228
Other assets:
Derivative Assets, Gross Amount	4	4
Retained interests in securitizations	0	0
Liabilities:
Derivative Liabilities, Gross Amount	4	3
Level 2
Securities available for sale:
Securities available for sale	33,839	34,075
Other assets:
Derivative Assets, Gross Amount	1,292	1,382
Retained interests in securitizations	0	0
Liabilities:
Derivative Liabilities, Gross Amount	554	293
Level 3
Securities available for sale:
Securities available for sale	745	1,205
Other assets:
Derivative Assets, Gross Amount	61	66
Retained interests in securitizations	220	221
Liabilities:
Derivative Liabilities, Gross Amount	27	43
Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	39,136	39,508
Other assets:
Consumer MSRs	65	53
Derivative Assets, Gross Amount	1,357	1,452
Retained interests in securitizations	220	221
Total assets	40,778	41,234
Liabilities:
Derivative Liabilities, Gross Amount	585	339
Total liabilities	585	339
Fair Value, Measurements, Recurring [Member] | U.S. Treasury securities
Securities available for sale:
Securities available for sale	4,438	4,118
Fair Value, Measurements, Recurring [Member] | Corporate debt securities guaranteed by U.S. government agencies
Securities available for sale:
Securities available for sale	421	800
Fair Value, Measurements, Recurring [Member] | RMBS
Securities available for sale:
Securities available for sale	26,946	25,381
Fair Value, Measurements, Recurring [Member] | CMBS
Securities available for sale:
Securities available for sale	5,263	5,519
Fair Value, Measurements, Recurring [Member] | Other ABS
Securities available for sale:
Securities available for sale	1,727	2,662
Fair Value, Measurements, Recurring [Member] | Other securities
Securities available for sale:
Securities available for sale	341	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	4	4
Retained interests in securitizations	0	0
Total assets	4,556	4,232
Liabilities:
Derivative Liabilities, Gross Amount	4	3
Total liabilities	4	3
Fair Value, Measurements, Recurring [Member] | Level 1 | U.S. Treasury securities
Securities available for sale:
Securities available for sale	4,438	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	114	111
Fair Value, Measurements, Recurring [Member] | Level 2
Securities available for sale:
Securities available for sale	33,839	34,075
Other assets:
Consumer MSRs	0	0
Derivative Assets, Gross Amount	1,292	1,382
Retained interests in securitizations	0	0
Total assets	35,131	35,457
Liabilities:
Derivative Liabilities, Gross Amount	554	293
Total liabilities	554	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	330	467
Fair Value, Measurements, Recurring [Member] | Level 2 | RMBS
Securities available for sale:
Securities available for sale	26,487	24,820
Fair Value, Measurements, Recurring [Member] | Level 2 | CMBS
Securities available for sale:
Securities available for sale	5,093	5,291
Fair Value, Measurements, Recurring [Member] | Level 2 | Other ABS
Securities available for sale:
Securities available for sale	1,720	2,597
Fair Value, Measurements, Recurring [Member] | Level 2 | Other securities
Securities available for sale:
Securities available for sale	209	899
Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	745	1,205
Other assets:
Consumer MSRs	65	53
Derivative Assets, Gross Amount	61	66
Retained interests in securitizations	220	221
Total assets	1,091	1,545
Liabilities:
Derivative Liabilities, Gross Amount	27	43
Total liabilities	27	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	91	333
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS
Securities available for sale:
Securities available for sale	459	561
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS
Securities available for sale:
Securities available for sale	170	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 Val

Fair Value Measurement Fair Value Measurement - Schedule of Level 3 Inputs Reconciliation for Assets (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Available-for-sale Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	$ 926	$ 3,217	$ 1,205	$ 3,330
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	12	18	19	40
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	(9)	24	3	66
Purchases	86	94	86	1,014
Sales	(80)	0	(168)	(112)
Issuances	0	0	0	0
Settlements	(32)	(136)	(74)	(203)
Transfers Into Level 3	107	94	192	296
Transfers Out of Level 3	(265)	(1,092)	(518)	(2,212)
Ending balance	745	2,219	745	2,219
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	11	18	20	40
Corporate debt securities guaranteed by U.S. government agencies
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	172	752	333	927
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	1	0	(1)	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	5	5	15
Purchases	0	0		0
Sales	(80)	0	(148)	(112)
Issuances	0	0	0	0
Settlements	(2)	(18)	(10)	(39)
Transfers Into Level 3	0	0	0	64
Transfers Out of Level 3	0	0	(88)	(116)
Ending balance	91	739	91	739
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0	0	0
RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	555	1,727	561	1,304
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	11	17	19	37
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	(9)	8	(1)	36
Purchases	0	94		980
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	(14)	(98)	(27)	(132)
Transfers Into Level 3	107	63	192	120
Transfers Out of Level 3	(191)	(975)	(285)	(1,509)
Ending balance	459	836	459	836
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	11	17	20	37
CMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	174	495	228	739
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0	0	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	3	1	5
Purchases	86	0	86	34
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	(16)	(19)	(37)	(30)
Transfers Into Level 3	0	28	0	66
Transfers Out of Level 3	(74)	(58)	(108)	(365)
Ending balance	170	449	170	449
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0	0	0
Other ABS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	7	226	65	343
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	1	1	3
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	8	(2)	10
Purchases	0	0		0
Sales	0	0	(20)	0
Issuances	0	0	0	0
Settlements	0	(1)	0	(2)
Transfers Into Level 3	0	0	0	43
Transfers Out of Level 3	0	(59)	(37)	(222)
Ending balance	7	175	7	175
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	1	0	3
Other securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	18	17	18	17
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0	0	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0		0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	3	0	3
Transfers Out of Level 3	0	0	0	0
Ending balance	18	20	18	20
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0	0	0
Consumer MSRs
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	53	61	53	69
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	7	(6)	4	(17)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	6	3	10	7
Settlements	(1)	(1)	(2)	(2)
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	0	0	0
Ending balance	65	57	65	57
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	7	(6)	4	(17)
Derivative assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	73	48	66	50
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	(10)	3	1	3
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	18	5	27	7
Settlements	(16)	(3)	(28)	(6)
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	(4)	(3)	(5)	(4)
Ending balance	61	50	61	50
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	(10)	3	1	3
Retained interest in securitizations
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	223	197	221	199
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	(3)	(2)	(1)	(4)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	0	0	0
Ending balance	220	195	220	195
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	$ (3)	$ (2)	$ (1)	$ (4)

Fair Value Measurement Fair V91

Fair Value Measurement Fair Value Measurement - Schedule of Level 3 Inputs Reconciliation for Liabilities (Details) - Derivative Financial Instruments, Liabilities [Member] - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	$ (48)	$ (36)	$ (43)	$ (38)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	9	(2)	(1)	(4)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	(3)	(3)	(10)	(4)
Settlements	12	3	24	8
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	3	1	3	1
Ending balance	(27)	(37)	(27)	(37)
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	$ 9	$ (2)	$ (1)	$ (4)

Fair Value Measurement - Sche92

Fair Value Measurement - Schedule of Assets Measured at Fair Value on Recurring Basis Quantitative Information about Level 3 Fair Value Measurements (Detail) $ in Millions	Jun. 30, 2015USD ($)$ / SecurityLoan	Dec. 31, 2014USD ($)$ / SecurityLoan
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 39,136	$ 39,508
Consumer MSRs	65	53
Derivative Assets, Gross Amount	1,357	1,452
Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	745	1,205
Derivative Assets, Gross Amount	61	66
Retained interests in securitizations	220	221
Level 3 | Retained interest in securitizations
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Retained interests in securitizations	220	221
Fair Value, Measurements, Recurring [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	39,136	39,508
Consumer MSRs	65	53
Derivative Assets, Gross Amount	1,357	1,452
Retained interests in securitizations	220	221
Fair Value, Measurements, Recurring [Member] | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	745	1,205
Consumer MSRs	65	53
Derivative Assets, Gross Amount	61	66
Retained interests in securitizations	220	221
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 459	$ 561
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS | Discounted cash flows | Minimum [Member]
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 [Member]
Fair Value Inputs [Abstract]
Yield (percent)	18.00%	18.00%
Constant prepayment rate (percent)	20.00%	23.00%
Default rate (percent)	16.00%	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)	5.00%	6.00%
Constant prepayment rate (percent)	4.00%	4.00%
Default rate (percent)	5.00%	5.00%
Loss severity (percent)	55.00%	55.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 170	$ 228
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS | Discounted cash flows | Minimum [Member]
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 [Member]
Fair Value Inputs [Abstract]
Yield (percent)	3.00%	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 [Member]
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 [Member]
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	$ 109	$ 351
Fair Value, Measurements, Recurring [Member] | Level 3 | U.S. government guaranteed debt and other securities | Discounted cash flows | Minimum [Member]
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 [Member]
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	$ 65	$ 53
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs | Discounted cash flows | Minimum [Member]
Fair Value Inputs [Abstract]
Total prepayment rate (percent)	11.00%	12.00%
Discount rate (percent)	11.00%	12.00%
Option adjusted spread rate (percent)	4.35%	4.35%
Servicing cost ($ per loan) | $ / SecurityLoan	93	93
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs | Discounted cash flows | Maximum [Member]
Fair Value Inputs [Abstract]
Total prepayment rate (percent)	18.00%	27.00%
Discount rate (percent)	11.00%	12.00%
Option adjusted spread rate (percent)	15.00%	15.00%
Servicing cost ($ per loan) | $ / SecurityLoan	209	209
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Total prepayment rate (percent)	15.00%	18.00%
Discount rate (percent)	11.00%	12.00%
Option adjusted spread rate (percent)	4.78%	4.78%
Servicing cost ($ per loan) | $ / SecurityLoan	100	101
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative assets
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets, Gross Amount	$ 61	$ 66
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative assets | Discounted cash flows | Minimum [Member]
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	2.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative assets | Discounted cash flows | Maximum [Member]
Fair Value Inputs [Abstract]
Swap rates (percent)	3.00%	3.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative assets | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Swap rates (percent)	3.00%	2.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Retained interest in securitizations | Discounted cash flows | Minimum [Member]
Fair Value Inputs [Abstract]
Constant prepayment rate (percent)	1.00%	2.00%
Default rate (percent)	2.00%	2.00%
Loss severity (percent)	22.00%	19.00%
Discount rate (percent)	4.00%	4.00%
Life of receivables (months)	22 months	25 months
Fair Value, Measurements, Recurring [Member] | Level 3 | Retained interest in securitizations | Discounted cash flows | Maximum [Member]
Fair Value Inputs [Abstract]
Constant prepayment rate (percent)	15.00%	13.00%
Default rate (percent)	7.00%	8.00%
Loss severity (percent)	100.00%	95.00%
Discount rate (percent)	8.00%	9.00%
Life of receivables (months)	69 months	72 months

Fair Value Measurement Fair V93

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 ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	$ 585	$ 339
Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	27	43
Fair Value, Measurements, Recurring [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	585	339
Fair Value, Measurements, Recurring [Member] | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	27	43
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative liabilities
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	$ 27	$ 43
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative liabilities | Minimum [Member] | Discounted cash flows
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	2.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative liabilities | Maximum [Member] | Discounted cash flows
Fair Value Inputs [Abstract]
Swap rates (percent)	3.00%	3.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative liabilities | Weighted Average | Discounted cash flows
Fair Value Inputs [Abstract]
Swap rates (percent)	3.00%	2.00%

Fair Value Measurement - Sche94

Fair Value Measurement - Schedule of Assets Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Asset	$ 934	$ 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	1,105	650
Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	207,984	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	158	121
Loans held for sale	156	34
Other Assets, Fair Value Disclosure	71	65
Total	385	220
Nonrecurring | Other Assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Foreclosed Properties and Repossessed Assets	39	60
Long-Lived Assets	32	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	156	34
Other Assets, Fair Value Disclosure	0	0
Total	156	34
Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	158	121
Loans held for sale	0	0
Other Assets, Fair Value Disclosure	71	65
Total	$ 229	$ 186

Fair Value Measurement - Additi

Fair Value Measurement - Additional Information (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Asset	$ 934	$ 828
Minimum [Member] | Loans Held for Investment | Appraisal Value
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Non-recoverable rate	0.00%	0.00%
Maximum [Member] | Loans Held for Investment | Appraisal Value
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Non-recoverable rate	73.00%	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	35.00%	30.00%

Fair Value Measurement - Sche96

Fair Value Measurement - Schedule of Earnings Related to Assets Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Assets:
Loans held for investment	$ (48)	$ (23)
Loans held for sale	(3)	0
Other assets	(30)	(5)
Total	$ (81)	$ (28)

Fair Value Measurement - Sche97

Fair Value Measurement - Schedule of Fair Value of Financial Instruments (Detail) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Financial assets:
Securities available for sale	$ 39,136	$ 39,508
Securities held to maturity	24,511	23,634
Derivative Assets, Gross Amount	1,357	1,452
Financial liabilities:
Derivative Liabilities, Gross Amount	585	339
Level 1
Financial assets:
Cash and cash equivalents	7,156	7,242
Restricted cash for securitization investors	253	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	4	4
Retained interests in securitizations	0	0
Financial liabilities:
Non-interest bearing deposits	25,123	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	1,888	880
Other borrowings	0	0
Interest payable	0	0
Derivative Liabilities, Gross Amount	4	3
Level 2
Financial assets:
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities available for sale	33,839	34,075
Securities held to maturity	24,099	23,503
Net loans held for investment	0	0
Loans held for sale	1,105	650
Interest receivable	1,056	1,079
Derivative Assets, Gross Amount	1,292	1,382
Retained interests in securitizations	0	0
Financial liabilities:
Non-interest bearing deposits	0	0
Interest-bearing deposits	10,883	11,668
Securitized debt obligations	13,883	11,745
Senior and subordinated notes	20,240	19,083
Federal funds purchased and securities loaned or sold under agreements to repurchase	0	0
Other borrowings	10,127	17,275
Interest payable	262	254
Derivative Liabilities, Gross Amount	554	293
Level 3
Financial assets:
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities available for sale	745	1,205
Securities held to maturity	213	131
Net loans held for investment	207,984	207,104
Loans held for sale	0	0
Interest receivable	0	0
Derivative Assets, Gross Amount	61	66
Retained interests in securitizations	220	221
Financial liabilities:
Non-interest bearing deposits	0	0
Interest-bearing deposits	165,883	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	27	43
Carrying Amount
Financial assets:
Cash and cash equivalents	7,156	7,242
Restricted cash for securitization investors	253	234
Securities available for sale	39,136	39,508
Securities held to maturity	23,668	22,500
Net loans held for investment	205,029	203,933
Loans held for sale	1,066	626
Interest receivable	1,056	1,079
Derivative Assets, Gross Amount	1,357	1,452
Retained interests in securitizations	220	221
Financial liabilities:
Non-interest bearing deposits	25,123	25,081
Interest-bearing deposits	183,657	180,467
Securitized debt obligations	13,785	11,624
Senior and subordinated notes	19,987	18,684
Federal funds purchased and securities loaned or sold under agreements to repurchase	1,888	880
Other borrowings	10,106	17,269
Interest payable	262	254
Derivative Liabilities, Gross Amount	585	339
Estimated Fair Value
Financial assets:
Cash and cash equivalents	7,156	7,242
Restricted cash for securitization investors	253	234
Securities available for sale	39,136	39,508
Securities held to maturity	24,511	23,634
Net loans held for investment	207,984	207,104
Loans held for sale	1,105	650
Interest receivable	1,056	1,079
Derivative Assets, Gross Amount	1,357	1,452
Retained interests in securitizations	220	221
Financial liabilities:
Non-interest bearing deposits	25,123	25,081
Interest-bearing deposits	176,766	174,074
Securitized debt obligations	13,883	11,745
Senior and subordinated notes	20,240	19,083
Federal funds purchased and securities loaned or sold under agreements to repurchase	1,888	880
Other borrowings	10,127	17,275
Interest payable	262	254
Derivative Liabilities, Gross Amount	$ 585	$ 339

Business Segments - Additional

Business Segments - Additional Information (Detail)	6 Months Ended
	Jun. 30, 2015Segment
Segment Reporting [Abstract]
Number of Operating Segments	3

Business Segments - Schedule of

Business Segments - Schedule of Segment Results and Reconciliation (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Segment Reporting Information [Line Items]
Net interest income	$ 4,537	$ 4,315	$ 9,113	$ 8,665
Non-interest income	1,135	1,153	2,206	2,173
Total net revenue	5,672	5,468	11,319	10,838
Provision for Loan, lease and Other losses	1,129	704	2,064	1,439
Amortization of intangibles	111	136	221	279
Other non-interest expense	3,202	2,852	6,141	5,650
Total non-interest expense	3,307	2,979	6,356	5,911
Income from continuing operations before income taxes	1,236	1,785	2,899	3,488
Income tax provision (benefit)	384	581	913	1,160
Income from continuing operations, net of tax	852	1,204	1,986	2,328
Loans held for investment	209,705	198,528	209,705	198,528	$ 208,316
Total deposits	208,780	205,890	208,780	205,890	$ 205,548
Operating Segments | Credit Card
Segment Reporting Information [Line Items]
Net interest income	2,633	2,461	5,299	4,986
Non-interest income	845	839	1,661	1,624
Total net revenue	3,478	3,300	6,960	6,610
Provision for Loan, lease and Other losses	895	549	1,564	1,107
Other non-interest expense	1,777	1,625	3,469	3,253
Total non-interest expense	1,857	1,719	3,633	3,445
Income from continuing operations before income taxes	726	1,032	1,763	2,058
Income tax provision (benefit)	263	364	632	722
Income from continuing operations, net of tax	463	668	1,131	1,336
Loans held for investment	87,203	79,018	87,203	79,018
Total deposits	0	0	0	0
Operating Segments | Consumer Banking
Segment Reporting Information [Line Items]
Net interest income	1,444	1,431	2,878	2,864
Non-interest income	196	170	354	320
Total net revenue	1,640	1,601	3,232	3,184
Provision for Loan, lease and Other losses	185	143	391	283
Other non-interest expense	977	910	1,925	1,810
Total non-interest expense	998	938	1,968	1,868
Income from continuing operations before income taxes	457	520	873	1,033
Income tax provision (benefit)	166	186	316	369
Income from continuing operations, net of tax	291	334	557	664
Loans held for investment	71,176	71,062	71,176	71,062
Total deposits	170,321	169,153	170,321	169,153
Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Net interest income	466	436	927	857
Non-interest income	123	109	237	196
Total net revenue	589	545	1,164	1,053
Provision for Loan, lease and Other losses	49	12	109	52
Other non-interest expense	266	262	534	511
Total non-interest expense	270	267	542	522
Income from continuing operations before income taxes	270	266	513	479
Income tax provision (benefit)	98	95	186	171
Income from continuing operations, net of tax	172	171	327	308
Loans held for investment	51,231	48,321	51,231	48,321
Total deposits	32,909	31,440	32,909	31,440
Other
Segment Reporting Information [Line Items]
Net interest income	(6)	(13)	9	(42)
Non-interest income	(29)	35	(46)	33
Total net revenue	(35)	22	(37)	(9)
Provision for Loan, lease and Other losses	0	0	0	(3)
Other non-interest expense	182	55	213	76
Total non-interest expense	182	55	213	76
Income from continuing operations before income taxes	(217)	(33)	(250)	(82)
Income tax provision (benefit)	(143)	(64)	(221)	(102)
Income from continuing operations, net of tax	(74)	31	(29)	20
Loans held for investment	95	127	95	127
Total deposits	5,550	5,297	5,550	5,297
Purchased credit card relationship intangibles (“PCCR”)
Segment Reporting Information [Line Items]
Amortization of intangibles	80	94	164	192
Purchased credit card relationship intangibles (“PCCR”) | Operating Segments | Credit Card
Segment Reporting Information [Line Items]
Amortization of intangibles	80	94	164	192
Purchased credit card relationship intangibles (“PCCR”) | Operating Segments | Consumer Banking
Segment Reporting Information [Line Items]
Amortization of intangibles	0	0	0	0
Purchased credit card relationship intangibles (“PCCR”) | Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Amortization of intangibles	0	0	0	0
Purchased credit card relationship intangibles (“PCCR”) | Other
Segment Reporting Information [Line Items]
Amortization of intangibles	0	0	0	0
Core deposit intangibles
Segment Reporting Information [Line Items]
Amortization of intangibles	25	33	51	69
Core deposit intangibles | Operating Segments | Credit Card
Segment Reporting Information [Line Items]
Amortization of intangibles	0	0	0	0
Core deposit intangibles | Operating Segments | Consumer Banking
Segment Reporting Information [Line Items]
Amortization of intangibles	21	28	43	58
Core deposit intangibles | Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Amortization of intangibles	4	5	8	11
Core deposit intangibles | Other
Segment Reporting Information [Line Items]
Amortization of intangibles	0	0	0	0
PCCR and core deposits
Segment Reporting Information [Line Items]
Amortization of intangibles	105	127	215	261
PCCR and core deposits | Operating Segments | Credit Card
Segment Reporting Information [Line Items]
Amortization of intangibles	80	94	164	192
PCCR and core deposits | Operating Segments | Consumer Banking
Segment Reporting Information [Line Items]
Amortization of intangibles	21	28	43	58
PCCR and core deposits | Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Amortization of intangibles	4	5	8	11
PCCR and core deposits | Other
Segment Reporting Information [Line Items]
Amortization of intangibles	$ 0	$ 0	$ 0	$ 0

Commitments, Contingencies, 100

Commitments, Contingencies, Guarantees, and Others - Guarantees, LOC and Loss Sharing, U.K Cross Sell (Detail) - USD ($) $ in Millions	3 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Payment Protection Insurance
Loss Contingencies [Line Items]
Loss contingency accrual	$ 160	$ 116
Loss accrual increase (decrease)	78
Letter of Credit
Loss Contingencies [Line Items]
Contractual amounts of standby letters of credit and commercial letters of credit	2,000	2,100
Other Liabilities | Letter of Credit
Loss Contingencies [Line Items]
Letters of credit outstanding	3	3
Financial Standby Letter of Credit
Loss Contingencies [Line Items]
Guarantees, maximum exposure	13	14
Financial Standby Letter of Credit | Other Liabilities
Loss Contingencies [Line Items]
Guarantee obligation	10	12
Loss Sharing Agreement
Loss Contingencies [Line Items]
Guarantee obligation	$ 40	$ 36

Commitments, Contingencies, 101

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) $ in Billions	49 Months Ended
	Feb. 28, 2009Subsidiary	Jun. 30, 2015USD ($)	Dec. 31, 2014USD ($)
Loss Contingencies [Line Items]
Number of subsidiaries acquired that originated residential mortgage loans | Subsidiary	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		21	$ 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		15	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		$ 1.6	$ 2.1

Commitments, Contingencies, 102

Commitments, Contingencies, Guarantees, and Others - Schedule of Open Claims in Pipeline (Details) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Loss Contingencies [Line Items]
Increase (Decrease) In Unresolved Repurchase Claims Face Amount	$ 837
Subsidiaries
Unresolved Repurchase Claims [Roll Forward]
Open claims, beginning balance	2,512	$ 2,825
Gross new demands received	33	764
Loans repurchased/made whole	(13)	(36)
Demands rescinded	(857)	(1,041)
Open claims, ending balance	1,675	2,512
Subsidiaries | Government-sponsored enterprises (“GSEs”)
Unresolved Repurchase Claims [Roll Forward]
Open claims, beginning balance	16	89
Gross new demands received	16	22
Loans repurchased/made whole	(12)	(31)
Demands rescinded	(13)	(64)
Open claims, ending balance	7	16
Subsidiaries | 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	(106)	(965)
Open claims, ending balance	543	649
Subsidiaries | Uninsured Securitizations and Other
Unresolved Repurchase Claims [Roll Forward]
Open claims, beginning balance	1,847	1,122
Gross new demands received	17	742
Loans repurchased/made whole	(1)	(5)
Demands rescinded	(738)	(12)
Open claims, ending balance	$ 1,125	$ 1,847

Commitments, Contingencies, 103

Commitments, Contingencies, Guarantees, and Others - Schedule of Changes in Representation and Warranty Reserve (Details) - Subsidiaries - Representation and Warranty Liability [Member] - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Loss Contingency Accrual [Roll Forward]
Representation and warranty repurchase reserve, beginning of period	$ 673	$ 1,128	$ 731	$ 1,172
Provision (benefit) for mortgage representation and warranty losses	(36)	(18)	(54)	(51)
Net realized losses	(1)	(98)	(41)	(109)
Representation and warranty repurchase reserve, end of period	636	1,012	636	1,012
Continuing Operations
Loss Contingency Accrual [Roll Forward]
Provision (benefit) for mortgage representation and warranty losses	(9)	(29)	(8)	(15)
Discontinued Operations
Loss Contingency Accrual [Roll Forward]
Provision (benefit) for mortgage representation and warranty losses	$ (27)	$ 11	$ (46)	$ (36)

Commitments, Contingencies, 104

Commitments, Contingencies, Guarantees, and Others - Schedule of Allocation of Representation and Warranty Reserves (Details) $ in Millions	3 Months Ended		6 Months Ended		49 Months Ended
	Jun. 30, 2015USD ($)	Jun. 30, 2014USD ($)	Jun. 30, 2015USD ($)	Jun. 30, 2014USD ($)	Feb. 28, 2009Subsidiary	Mar. 31, 2015USD ($)	Dec. 31, 2014USD ($)	Mar. 31, 2014USD ($)	Dec. 31, 2013USD ($)
Loss Contingencies [Line Items]
Number of subsidiaries acquired that originated residential mortgage loans | Subsidiary					3
Subsidiaries | 2005 to 2008 Year
Loss Contingencies [Line Items]
Loans sold 2005 to 2008	$ 111,000		$ 111,000
Subsidiaries | GSEs and Active Insured Securitizations
Loss Contingencies [Line Items]
Loans sold 2005 to 2008	27,000		27,000
Subsidiaries | Inactive Insured Securitizations and Others
Loss Contingencies [Line Items]
Loans sold 2005 to 2008	84,000		84,000
Subsidiaries | Government-sponsored enterprises (“GSEs”) | 2005 to 2008 Year
Loss Contingencies [Line Items]
Loans sold 2005 to 2008	11,000		11,000
Subsidiaries | Insured Securitizations | 2005 to 2008 Year
Loss Contingencies [Line Items]
Loans sold 2005 to 2008	20,000		20,000
Original principal balance, sold to third party with repurchase requests	16,000		16,000
Original principal balance, sold to third party without repurchase requests	4,000		4,000
Subsidiaries | Uninsured Securitizations | 2005 to 2008 Year
Loss Contingencies [Line Items]
Loans sold 2005 to 2008	48,000		48,000
Subsidiaries | Private Investors | 2005 to 2008 Year
Loss Contingencies [Line Items]
Loans sold 2005 to 2008	22,000		22,000
Subsidiaries | Representation and Warranty Liability [Member]
Loss Contingencies [Line Items]
Reserve liability	636	$ 1,012	636	$ 1,012		$ 673	$ 731	$ 1,128	$ 1,172
Loss Contingency Accrual, Provision	(36)	(18)	(54)	(51)
Loss Contingency, Range of Possible Loss, Portion Not Accrued	1,600		1,600				2,100
Net realized losses	(1)	$ (98)	(41)	$ (109)
Subsidiaries | Representation and Warranty Liability [Member] | GSEs and Active Insured Securitizations
Loss Contingencies [Line Items]
Reserve liability	486		486				499
Subsidiaries | Representation and Warranty Liability [Member] | Inactive Insured Securitizations and Others
Loss Contingencies [Line Items]
Reserve liability	$ 150		$ 150				$ 232

Commitments, Contingencies, 105

Commitments, Contingencies, Guarantees, and Others - Litigation (Details)	1 Months Ended					3 Months Ended
	Apr. 30, 2014patent	Jan. 31, 2014claim	Dec. 31, 2013claimpatent	Jul. 31, 2012USD ($)	Feb. 28, 2009USD ($)ContractMortgageLoan	Jul. 31, 2012USD ($)summontrust	Mar. 31, 2008USD ($)	Jun. 30, 2015USD ($)	Jul. 31, 2013USD ($)
Loss Contingencies [Line Items]
Loss contingency, estimate of possible loss								$ 250,000,000
Interchange Litigation
Loss Contingencies [Line Items]
Indemnification guarantees fair value								$ 0
Intellectual Ventures Corp
Loss Contingencies [Line Items]
Number of claims dismissed | claim		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 | patent	2		1
GreenPoint Subsidiary | Pending Litigation | U.S. Bank Litigation
Loss Contingencies [Line Items]
Number of contracts breached | Contract					2
Number of mortgage loans sold to third party under litigation | MortgageLoan					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 | summon						3
Number of residential mortgage backed securities trusts | trust						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