Capital One Financial (COF) 10-Q 2 Nov 15 2015 Q3 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	9 Months Ended
	Sep. 30, 2015	Oct. 30, 2015
Document And Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Sep. 30, 2015
Document Fiscal Year Focus	2,015
Document Fiscal Period Focus	Q3
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		532,045,252

CONSOLIDATED STATEMENTS OF INCO

CONSOLIDATED STATEMENTS OF INCOME(UNAUDITED) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Interest income:
Loans, including loans held for sale	$ 4,753	$ 4,463	$ 13,824	$ 13,049
Investment securities	386	398	1,174	1,223
Other	25	26	77	80
Total interest income	5,164	4,887	15,075	14,352
Interest expense:
Deposits	271	271	814	819
Securitized debt obligations	39	32	108	109
Senior and subordinated notes	82	71	241	226
Other borrowings	12	16	39	36
Total interest expense	404	390	1,202	1,190
Net interest income	4,760	4,497	13,873	13,162
Provision for Loan, lease and Other losses	1,092	993	3,156	2,432
Net interest income after provision for credit losses	3,668	3,504	10,717	10,730
Non-interest income:
Service charges and other customer-related fees	423	471	1,289	1,405
Interchange fees, net	555	523	1,618	1,498
Total other-than-temporary impairment	(11)	(10)	(32)	(16)
Less: Portion of other-than-temporary impairment recorded in AOCI	6	1	5	1
Net other-than-temporary impairment recognized in earnings	(5)	(9)	(27)	(15)
Other	167	157	466	427
Total non-interest income	1,140	1,142	3,346	3,315
Non-interest expense:
Salaries and associate benefits	1,189	1,128	3,760	3,414
Occupancy and equipment	444	419	1,318	1,271
Marketing	418	392	1,180	1,052
Professional services	313	304	943	887
Communications and data processing	226	196	636	595
Amortization of intangibles	106	130	327	409
Other	464	416	1,352	1,268
Total non-interest expense	3,160	2,985	9,516	8,896
Income from continuing operations before income taxes	1,648	1,661	4,547	5,149
Income tax provision	530	536	1,443	1,696
Income from continuing operations, net of tax	1,118	1,125	3,104	3,453
Income (loss) from discontinued operations, net of tax	(4)	(44)	26	(24)
Net income	1,114	1,081	3,130	3,429
Dividends and undistributed earnings allocated to participating securities	(6)	(5)	(16)	(14)
Preferred stock dividends	(29)	(20)	(90)	(46)
Net income available to common stockholders	$ 1,079	$ 1,056	$ 3,024	$ 3,369
Basic earnings per common share:
Net income from continuing operations (in dollars per share)	$ 2.01	$ 1.97	$ 5.49	$ 5.99
Income (loss) from discontinued operations (in dollars per share)	(0.01)	(0.08)	0.05	(0.04)
Net income per basic common share (in dollars per share)	2	1.89	5.54	5.95
Diluted earnings per common share:
Net income from continuing operations (in dollars per share)	1.99	1.94	5.43	5.90
Income (loss) from discontinued operations (in dollars per share)	(0.01)	(0.08)	0.05	(0.04)
Net income per diluted common share (in dollars per share)	1.98	1.86	5.48	5.86
Dividends paid per common share (in dollars per share)	$ 0.40	$ 0.30	$ 1.10	$ 0.90

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Statement of Comprehensive Income [Abstract]
Net income	$ 1,114	$ 1,081	$ 3,130	$ 3,429
Other comprehensive income (loss) before taxes:
Net unrealized gains (losses) on securities available for sale	98	(104)	29	394
Net changes in securities held to maturity	41	35	114	96
Net unrealized gains (losses) on cash flow hedges	365	(107)	494	37
Foreign currency translation adjustments	(15)	(41)	(77)	25
Other	(15)	6	(19)	2
Other comprehensive income before taxes	474	(211)	541	554
Income tax provision related to other comprehensive income	219	(23)	253	241
Other comprehensive income (loss), net of tax	255	(188)	288	313
Comprehensive income	$ 1,369	$ 893	$ 3,418	$ 3,742

CONSOLIDATED BALANCE SHEETS

CONSOLIDATED BALANCE SHEETS - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Cash and cash equivalents:
Cash and due from banks	$ 2,701	$ 3,147
Interest-bearing deposits with banks	3,952	4,095
Federal Funds Sold and Securities Purchased under Agreements to Resell	184	0
Total cash and cash equivalents	6,837	7,242
Restricted cash for securitization investors	586	234
Securities available for sale, at fair value	39,431	39,508
Securities held to maturity, at carrying value	23,711	22,500
Loans held for investment:
Total loans held for investment	213,329	208,316
Allowance for Loan and Lease losses	(4,847)	(4,383)
Net loans held for investment	208,482	203,933
Loans held for sale, at lower of cost or fair value	566	626
Premises and equipment, net	3,629	3,685
Interest receivable	1,101	1,079
Goodwill	13,983	13,978
Other assets	15,374	15,382
Total assets	313,700	308,167
Liabilities:
Interest payable	198	254
Deposits:
Non-interest bearing deposits	25,055	25,081
Interest-bearing deposits	187,848	180,467
Total deposits	212,903	205,548
Securitized debt obligations	15,656	11,624
Other debt:
Federal funds purchased and securities loaned or sold under agreements to repurchase	1,021	880
Senior and subordinated notes	21,773	18,684
Other borrowings	4,328	17,269
Total other debt	27,122	36,833
Other liabilities	10,136	8,855
Total liabilities	$ 266,015	$ 263,114
Commitments, contingencies and guarantees (See Note 14)
Stockholders’ equity:
Preferred stock (par value $.01 per share; 50,000,000 shares authorized; 3,375,000 and 1,875,000 shares issued and outstanding as of September 30, 2015 and December 31, 2014, respectively)	$ 0	$ 0
Common stock (par value $.01 per share; 1,000,000,000 shares authorized; 647,867,552 and 643,557,048 shares issued as of September 30, 2015 and December 31, 2014, respectively, and 534,906,040 and 553,391,311 shares outstanding as of September 30, 2015 and December 31, 2014, respectively)	6	6
Additional paid-in capital, net	29,594	27,869
Retained earnings	26,407	23,973
Accumulated other comprehensive loss	(142)	(430)
Treasury stock at cost (par value $.01 per share; 112,961,512 and 90,165,737 shares as of September 30, 2015 and December 31, 2014, respectively)	(8,180)	(6,365)
Total stockholders’ equity	47,685	45,053
Total liabilities and stockholders’ equity	313,700	308,167
Unsecuritized loans held for investment
Loans held for investment:
Total loans held for investment	179,748	171,771
Restricted loans for securitization investors
Loans held for investment:
Total loans held for investment	$ 33,581	$ 36,545

CONSOLIDATED BALANCE SHEETS (Pa

CONSOLIDATED BALANCE SHEETS (Parenthetical) - $ / shares	Sep. 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	3,375,000	1,875,000
Preferred stock, shares outstanding	3,375,000	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	647,867,552	643,557,048
Common stock, shares outstanding	534,906,040	553,391,311
Treasury stock, at cost; shares	112,961,512	90,165,737

CONSOLIDATED STATEMENTS OF CHAN

CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS' EQUITY(UNAUDITED) - 9 months ended Sep. 30, 2015 - USD ($) $ in Millions	Total	Preferred Stock	Common Stock	Additional Paid-In Capital	Retained Earnings	Accumulated Other Comprehensive Income (Loss)	Treasury Stock
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	3,418				3,130	288
Common Stock Dividends, Shares			40,955
Dividends, Common Stock	(602)		$ 0	4	(606)
Cash dividends - preferred series	(90)				(90)
Purchases of treasury stock	(1,815)						(1,815)
Issuances of common stock and restricted stock, shares, net of forfeitures			2,180,098
Issuances of common stock and restricted stock, value, net of forfeitures	84		$ 0	84
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, shares			2,089,451
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, value	70		$ 0	70
Stock Issued During Period, Shares, New Issues		1,500,000
Stock Issued During Period, Value, New Issues	1,472	$ 0		1,472
Compensation expense for restricted stock awards and stock options	95			95
Ending balance at Sep. 30, 2015	$ 47,685	$ 0	$ 6	$ 29,594	$ 26,407	$ (142)	$ (8,180)
Ending balance (shares) at Sep. 30, 2015		3,375,000	647,867,552

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014
Operating activities:
Income from continuing operations, net of tax	$ 3,104	$ 3,453
Income (loss) from discontinued operations, net of tax	26	(24)
Net income	3,130	3,429
Adjustments to reconcile net income to cash provided by operating activities:
Provision for Loan, lease and Other losses	3,156	2,432
Depreciation and amortization, net	1,558	1,532
Net gain on sales of securities available for sale	(4)	(18)
Impairment losses on securities available for sale	27	15
Gain on sales of loans held for sale	(75)	(35)
Stock plan compensation expense	121	167
Loans held for sale:
Originations and purchases	(5,080)	(3,355)
Proceeds from sales and paydowns	5,270	3,171
Changes in operating assets and liabilities:
(Increase) decrease in interest receivable	(19)	150
(Increase) decrease in other assets	(193)	607
Decrease in interest payable	(56)	(58)
Increase (decrease) in other liabilities	1,234	(375)
Net cash (used) provided by discontinued operations	(64)	39
Net cash provided by operating activities	9,005	7,701
Securities available for sale:
Purchases	(9,268)	(10,034)
Proceeds from paydowns and maturities	6,067	5,714
Proceeds from sales	3,211	6,827
Securities held to maturity:
Purchases	(2,865)	(4,044)
Proceeds from paydowns and maturities	1,657	1,003
Loans:
Net increase in loans held for investment	(8,678)	(8,351)
Principal recoveries of loans previously charged off	1,156	1,203
Purchases of premises and equipment	(411)	(405)
Net cash used by other investing activities	(429)	0
Net cash used by investing activities	(9,560)	(8,087)
Financing activities:
(Increase) decrease in restricted cash for securitization investors	(352)	469
Net increase (decrease) in deposits	7,348	(265)
Issuance of securitized debt obligations	4,139	2,995
Maturities and paydowns of securitized debt obligations	(175)	(2,808)
Issuance of senior and subordinated notes and long-term FHLB advances	14,536	7,713
Maturities and paydowns of senior and subordinated notes and long-term FHLB advances	(8,443)	(2,375)
Net decrease in other short-term borrowings	(16,035)	(4,030)
Common stock:
Net proceeds from issuances	84	73
Dividends paid	(602)	(513)
Preferred stock:
Proceeds from Issuance of Preferred Stock and Preference Stock	1,472	484
Dividends paid	(90)	(46)
Purchases of treasury stock	(1,815)	(1,543)
Proceeds from share-based payment activities	83	89
Net cash provided by financing activities	150	243
Decrease in cash and cash equivalents	(405)	(143)
Cash and cash equivalents at beginning of the period	7,242	6,291
Cash and cash equivalents at end of the period	6,837	6,148
Non-cash items:
Net transfers from loans held for investment to loans held for sale	271	38
Interest paid	1,321	1,248
Income tax paid	$ 1,117	$ 1,109

Summary of Significant Accounti

Summary of Significant Accounting Policies	9 Months Ended
	Sep. 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 September 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 aligned 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 were 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. Our early 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. Our prospective 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. 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 Business Combinations: Simplifying the Accounting for Measurement-Period Adjustments In September 2015, the FASB issued guidance on the recognition and presentation of changes to the provisional amounts recognized in a business combination. An acquirer should recognize adjustments to provisional amounts with a corresponding adjustment of goodwill, as well as the effect on earnings of changes in depreciation, amortization or other income effects, in the reporting period in which the adjustments are identified as if the accounting had been completed at the acquisition date. Disclosure is required, by line item, of the amount recorded in current period earnings that would have been recorded in previous reporting periods. We plan to early adopt the guidance in the fourth quarter of 2015 on a prospective basis with no impact to our consolidated financial statements in the period of adoption. The accounting for future business combinations will be subject to this new guidance if the initial accounting is incomplete by the end of the reporting period in which the combination occurs. Revenue from Contracts with Customers: Deferral of the Effective Date In August 2015, the FASB deferred by one year the effective date for revenue recognition guidance to January 1, 2018, with early adoption permitted effective January 1, 2017. In May 2014, the FASB issued revised guidance for the recognition, measurement, and disclosure of revenue from contracts with customers. The guidance is applicable to all entities and, once effective, will replace significant portions of existing industry and transaction-specific revenue recognition rules with a more principles-based recognition model. Most revenue associated with financial instruments, including interest and loan origination fees, is outside the scope of the guidance. Gains and losses on investment securities, derivatives and sales of financial instruments are similarly excluded from the scope. Entities can elect to adopt the guidance either on a full or modified retrospective basis. Full retrospective adoption will require a cumulative effect adjustment to retained earnings as of the beginning of the earliest comparative period presented. Modified retrospective adoption will require a cumulative effect adjustment to retained earnings as of the beginning of the reporting period in which the entity first applies the new guidance. We do not plan to early adopt the guidance. We are currently assessing the potential impact of this new guidance on our consolidated financial statements and which transition method we plan to elect. 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 is effective on a retrospective basis beginning on January 1, 2016, with early adoption permitted. We plan to early adopt this guidance in the fourth quarter of 2015 and do not expect our adoption to have a material impact on our consolidated balance sheets.

Discontinued Operations

Discontinued Operations	9 Months Ended
	Sep. 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 Mortgage Funding Inc. (“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 nine months ended September 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 September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Non-interest (expense) income, net $ (7 ) $ (70 ) $ 41 $ (38 ) (Loss) income from discontinued operations before income taxes (7 ) (70 ) 41 (38 ) Income tax (benefit) provision (3 ) (26 ) 15 (14 ) (Loss) income from discontinued operations, net of tax $ (4 ) $ (44 ) $ 26 $ (24 ) The discontinued mortgage origination operations of our wholesale mortgage banking unit had remaining assets which primarily consisted of a deferred tax asset related to the reserve 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	9 Months Ended
	Sep. 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 securities. 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 90% and 86% of our total investment securities as of September 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 securities portfolio as of September 30, 2015 and December 31, 2014 . Table 3.1: Overview of Investment Securities Portfolio (Dollars in millions) September 30, 2015 December 31, 2014 Securities available for sale, at fair value $ 39,431 $ 39,508 Securities held to maturity, at carrying value 23,711 22,500 Total investments securities $ 63,142 $ 62,008 The table below presents the amortized cost, gross unrealized gains and losses, and fair value of securities available for sale as of September 30, 2015 and December 31, 2014 . Table 3.2: Investment Securities Available for Sale September 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 $ 4,412 $ 33 $ 0 $ 4,445 Corporate debt securities guaranteed by U.S. government agencies 356 1 (2 ) 355 RMBS: Agency (2) 24,409 274 (72 ) 24,611 Non-agency 2,761 411 (18 ) 3,154 Total RMBS 27,170 685 (90 ) 27,765 CMBS: Agency (2) 3,431 45 (30 ) 3,446 Non-agency 1,744 36 (6 ) 1,774 Total CMBS 5,175 81 (36 ) 5,220 Other ABS (3) 1,478 6 (1 ) 1,483 Other securities (4) 162 2 (1 ) 163 Total investment securities available for sale $ 38,753 $ 808 $ (130 ) $ 39,431 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 is recorded in accumulated other comprehensive income (“AOCI”) of $18 million and $8 million as of September 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 65% and 56% of the other ABS portfolio as of September 30, 2015 and December 31, 2014 , respectively, and ABS collateralized by auto dealer floor plan inventory loans and leases constituted approximately 10% and 16% of the other ABS portfolio as of September 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 as of September 30, 2015 and December 31, 2014 . Table 3.3: Investment Securities Held to Maturity September 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 $ 2 $ 0 $ 200 Agency RMBS 21,696 (1,082 ) 20,614 1,078 (18 ) 21,674 Agency CMBS 3,007 (108 ) 2,899 140 0 3,039 Total investment securities held to maturity $ 24,901 $ (1,190 ) $ 23,711 $ 1,220 $ (18 ) $ 24,913 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 September 30, 2015 and December 31, 2014 . Table 3.4: Securities in an Unrealized Loss Position September 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 $ 0 $ 0 $ 249 $ (2 ) $ 249 $ (2 ) RMBS: Agency 5,112 (25 ) 3,765 (47 ) 8,877 (72 ) Non-agency 326 (8 ) 152 (10 ) 478 (18 ) Total RMBS 5,438 (33 ) 3,917 (57 ) 9,355 (90 ) CMBS: Agency 265 (1 ) 1,230 (29 ) 1,495 (30 ) Non-agency 435 (2 ) 327 (4 ) 762 (6 ) Total CMBS 700 (3 ) 1,557 (33 ) 2,257 (36 ) Other ABS 400 0 166 (1 ) 566 (1 ) Other securities 56 0 20 (1 ) 76 (1 ) Total investment securities available for sale in a gross unrealized loss position $ 6,594 $ (36 ) $ 5,909 $ (94 ) $ 12,503 $ (130 ) 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 September 30, 2015 , the amortized cost of approximately 430 securities available for sale exceeded their fair value by $130 million , of which $94 million related to securities that had been in a loss position for 12 months or longer. As of September 30, 2015 , our investments in non-agency RMBS and CMBS, other ABS, and other securities accounted for $26 million , or 20% , of total gross unrealized losses on securities available for sale. As of September 30, 2015 , the carrying value of approximately 30 securities classified as held to maturity exceeded their fair value by $18 million . Gross unrealized losses on our investment securities have generally decreased since December 31, 2014. The unrealized losses related to investment securities for which we have not recognized credit impairment 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. Maturities and Yields of Investment Securities The following tables summarize the remaining scheduled contractual maturities, assuming no prepayments, of our investment securities as of September 30, 2015 . Table 3.5: Contractual Maturities of Securities Available for Sale September 30, 2015 (Dollars in millions) Amortized Cost Fair Value Due in 1 year or less $ 785 $ 785 Due after 1 year through 5 years 5,576 5,619 Due after 5 years through 10 years 1,825 1,865 Due after 10 years (1) 30,567 31,162 Total $ 38,753 $ 39,431 __________ (1) Investments with no stated maturities, which consist of equity securities, are included with contractual maturities due after 10 years. Table 3.6: Contractual Maturities of Securities Held to Maturity September 30, 2015 (Dollars in millions) Carrying Value Fair Value Due after 1 year through 5 years $ 199 $ 200 Due after 5 years through 10 years 1,150 1,244 Due after 10 years 22,362 23,469 Total $ 23,711 $ 24,913 Because borrowers may have the right to call or prepay certain obligations, the expected maturities of our securities are likely to differ from the scheduled contractual maturities presented above. The table below summarizes, by major security type, the expected maturities and weighted-average yields of our investment securities as of September 30, 2015 . Table 3.7: Expected Maturities and Weighted-Average Yields of Securities September 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 $ 603 $ 3,841 $ 1 $ 0 $ 4,445 Corporate debt securities guaranteed by U.S. government agencies 0 326 29 0 355 RMBS: Agency 272 14,756 9,583 0 24,611 Non-agency 8 1,038 1,635 473 3,154 Total RMBS 280 15,794 11,218 473 27,765 CMBS: Agency 80 1,829 1,517 20 3,446 Non-agency 133 497 1,144 0 1,774 Total CMBS 213 2,326 2,661 20 5,220 Other ABS 153 1,135 195 0 1,483 Other securities 51 5 17 90 163 Total securities available for sale $ 1,300 $ 23,427 $ 14,121 $ 583 $ 39,431 Amortized cost of securities available for sale $ 1,303 $ 23,143 $ 13,787 $ 520 $ 38,753 Weighted-average yield for securities available for sale (1) 1.16 % 2.06 % 2.92 % 6.58 % 2.40 % Carrying value of securities held to maturity: U.S. Treasury securities $ 0 $ 198 $ 0 $ 0 $ 198 Agency RMBS 14 1,302 16,079 3,219 20,614 Agency CMBS 0 102 2,410 387 2,899 Total securities held for maturity $ 14 $ 1,602 $ 18,489 $ 3,606 $ 23,711 Fair value of securities held to maturity $ 15 $ 1,649 $ 19,459 $ 3,790 $ 24,913 Weighted-average yield for securities held to maturity (1) 5.67 % 2.77 % 2.50 % 3.33 % 2.64 % __________ (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 September 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 nine months ended September 30, 2015 and 2014 on investment securities for which we had no intent to sell. Table 3.8: Credit Impairment Rollforward Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Credit loss component, beginning of period $ 192 $ 165 $ 175 $ 160 Additions: Initial credit impairment 2 1 7 2 Subsequent credit impairment 3 2 15 6 Total additions 5 3 22 8 Reductions due to payoffs, disposals, transfers and other (1 ) (2 ) (1 ) (2 ) Credit loss component, end of period $ 196 $ 166 $ 196 $ 166 Realized Gains and Losses on Securities and OTTI Recognized in Earnings The following table presents the gross realized gains and losses on the sale and redemption of securities available for sale, and the OTTI losses recognized in earnings for the three and nine months ended September 30, 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 September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Realized gains (losses): Gross realized gains $ 3 $ 16 $ 20 $ 50 Gross realized losses 0 (10 ) (16 ) (32 ) Net realized gains 3 6 4 18 OTTI recognized in earnings: Credit-related OTTI (5 ) (3 ) (22 ) (8 ) Intent-to-sell OTTI 0 (6 ) (5 ) (7 ) Total OTTI recognized in earnings (5 ) (9 ) (27 ) (15 ) Net securities (losses) gains $ (2 ) $ (3 ) $ (23 ) $ 3 Total proceeds from sales $ 898 $ 3,268 $ 3,211 $ 6,827 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 September 30, 2015 and December 31, 2014 , respectively. We also pledged securities held to maturity with a carrying value of $8.7 billion and $9.0 billion as of September 30, 2015 and December 31, 2014 , respectively. Of the total securities pledged as collateral, we have encumbered $10.4 billion and $10.6 billion as of September 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 $231 million and $91 million as of September 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 September 30, 2015 and December 31, 2014 . Table 3.10: Outstanding Balance and Carrying Value of Acquired Securities (Dollars in millions) September 30, 2015 December 31, 2014 Outstanding balance $ 3,395 $ 3,768 Carrying value 2,575 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 for the three and nine months ended September 30, 2015 . Table 3.11: Changes in the Accretable Yield of Acquired Credit-Impaired Debt Securities (Dollars in millions) Three Months Ended September 30, 2015 Nine Months Ended September 30, 2015 Accretable yield, beginning of period $ 1,192 $ 1,250 Accretion recognized in earnings (62 ) (185 ) Reduction due to payoffs, disposals, transfers and other 0 (1 ) Net reclassifications from nonaccretable difference 69 135 Accretable yield, end of period $ 1,199 $ 1,199

Loans

Loans	9 Months Ended
	Sep. 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. See “MD&A—Glossary and Acronyms” for the definition of 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 September 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 September 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) $ 79,481 $ 894 $ 607 $ 1,196 $ 2,697 $ 0 $ 82,178 International credit card 7,687 107 65 98 270 0 7,957 Total credit card 87,168 1,001 672 1,294 2,967 0 90,135 Consumer Banking: Auto 38,348 1,712 791 201 2,704 0 41,052 Home loan 6,516 48 22 178 248 19,576 26,340 Retail banking 3,519 20 5 18 43 36 3,598 Total consumer banking 48,383 1,780 818 397 2,995 19,612 70,990 Commercial Banking: Commercial and multifamily real estate 23,487 31 29 4 64 34 23,585 Commercial and industrial 27,525 82 24 145 251 97 27,873 Total commercial lending 51,012 113 53 149 315 131 51,458 Small-ticket commercial real estate 648 2 2 2 6 0 654 Total commercial banking 51,660 115 55 151 321 131 52,112 Other loans 81 3 1 7 11 0 92 Total loans ( 2) $ 187,292 $ 2,899 $ 1,546 $ 1,849 $ 6,294 $ 19,743 $ 213,329 % of Total loans 87.79% 1.36% 0.72% 0.87% 2.95 % 9.26% 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 $97 million and $144 million as of September 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 $901 million and $1.1 billion as of September 30, 2015 and December 31, 2014 , respectively. We had total loans held for sale of $566 million and $626 million as of September 30, 2015 and December 31, 2014 , respectively. Table 4.2 presents the outstanding balance of loans 90 days or more past due that continue to accrue interest and loans classified as nonperforming as of September 30, 2015 and December 31, 2014 . Table 4.2: 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans (1) September 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 $ 1,196 $ 0 $ 1,181 $ 0 International credit card 65 61 73 70 Total credit card 1,261 61 1,254 70 Consumer Banking: Auto 0 201 0 197 Home loan 0 310 0 330 Retail banking 0 27 1 22 Total consumer banking 0 538 1 549 Commercial Banking: Commercial and multifamily real estate 0 8 7 62 Commercial and industrial 1 441 1 106 Total commercial lending 1 449 8 168 September 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 4 0 7 Total commercial banking 1 453 8 175 Other loans 0 11 0 15 Total $ 1,262 $ 1,063 $ 1,263 $ 809 % of Total loans 0.59% 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 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”), home values, as well as customer liquidity, all of 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 as of September 30, 2015 and December 31, 2014 . We also present net charge-offs for the three and nine months ended September 30, 2015 and 2014 . Table 4.3: Credit Card: Risk Profile by Geographic Region and Delinquency Status September 30, 2015 December 31, 2014 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Domestic credit card: California $ 9,310 10.3% $ 8,574 10.0% New York 6,042 6.7 5,610 6.5 Texas 5,901 6.5 5,382 6.3 Florida 5,260 5.8 4,794 5.6 Illinois 3,870 4.3 3,747 4.4 Pennsylvania 3,521 3.9 3,581 4.2 Ohio 3,136 3.5 3,075 3.6 New Jersey 3,004 3.3 2,868 3.3 Michigan 2,754 3.1 2,681 3.1 Other 39,380 43.8 37,392 43.5 Total domestic credit card 82,178 91.2 77,704 90.5 International credit card: Canada 4,698 5.2 4,747 5.5 United Kingdom 3,259 3.6 3,425 4.0 Total international credit card 7,957 8.8 8,172 9.5 Total credit card $ 90,135 100.0% $ 85,876 100.0 % __________ (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. Table 4.4: Credit Card: Net Charge-offs Three Months Ended September 30, Nine Months Ended September 30, 2015 2014 2015 2014 (Dollars in millions) Amount Rate Amount Rate Amount Rate Amount Rate Net charge-offs: (1) Domestic credit card $ 619 3.08% $ 508 2.83% $ 1,933 3.35% $ 1,818 3.45% International credit card 36 1.80 64 3.32 144 2.41 219 3.81 Total credit card $ 655 2.96 $ 572 2.88 $ 2,077 3.26 $ 2,037 3.48 __________ (1) The net charge-off rate is calculated for each loan category by dividing annualized net charge-offs for the period by average loans held for investment during the period. Net charge-offs and the net-charge off rate are impacted periodically by fluctuations in recoveries, including impacts of debt sales. 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 September 30, 2015 and December 31, 2014 , and net charge-offs for the three and nine months ended September 30, 2015 and 2014 . Table 4.5: Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status September 30, 2015 December 31, 2014 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Auto: Texas $ 5,449 7.7% $ 5,248 7.4% California 4,502 6.3 4,081 5.7 Florida 3,216 4.5 2,737 3.8 Georgia 2,230 3.1 2,066 2.9 Louisiana 1,889 2.7 1,773 2.5 Illinois 1,839 2.6 1,676 2.4 Ohio 1,711 2.4 1,566 2.2 Other 20,216 28.5 18,677 26.1 Total auto 41,052 57.8 37,824 53.0 Home loan: California 6,044 8.5 6,943 9.7 New York 2,243 3.2 2,452 3.4 Illinois 1,598 2.3 1,873 2.6 Maryland 1,580 2.2 1,720 2.4 Virginia 1,403 2.0 1,538 2.2 New Jersey 1,367 1.9 1,529 2.1 Florida 1,213 1.7 1,375 1.9 Other 10,892 15.3 12,605 17.7 Total home loan 26,340 37.1 30,035 42.0 September 30, 2015 December 31, 2014 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Retail banking: Louisiana 1,097 1.5 1,120 1.5 New York 901 1.3 881 1.2 Texas 763 1.1 756 1.1 New Jersey 250 0.4 265 0.4 Maryland 175 0.2 167 0.2 Virginia 146 0.2 132 0.2 Other 266 0.4 259 0.4 Total retail banking 3,598 5.1 3,580 5.0 Total consumer banking $ 70,990 100.0% $ 71,439 100.0% September 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 $ 2,704 6.59% $ 201 0.49 % $ 201 0.49% $ 2,682 7.09% $ 197 0.52% $ 197 0.52 % Home Loan (2) 248 0.94 178 0.67 310 1.18 302 1.01 218 0.73 330 1.10 Retail Banking 43 1.20 18 0.51 27 0.74 40 1.11 16 0.44 22 0.61 Total Consumer Banking (2) $ 2,995 4.22 $ 397 0.56 $ 538 0.76 $ 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 3.66% , 2.62% and 4.59% as of September 30, 2015 ; and 4.45% , 3.21% and 4.86% as of December 31, 2014 ; and for the total consumer banking loan portfolio were 5.83% , 0.77% and 1.05% as of September 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 September 30, Nine Months Ended September 30, 2015 2014 2015 2014 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs: Auto $ 188 1.85% $ 176 1.98% $ 457 1.54% $ 421 1.65% Home loan 1 0.01 2 0.02 6 0.03 12 0.05 Retail banking 14 1.53 12 1.36 35 1.30 27 1.00 Total consumer banking $ 203 1.14 $ 190 1.07 $ 498 0.93 $ 460 0.87 _______ ___ (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 0.05% and 1.58% , respectively, for the three months ended September 30, 2015 , compared to 0.11% and 1.65% , respectively, for the three months ended September 30, 2014 ; and 0.11% and 1.33% , respectively, for the nine months ended September 30, 2015 , compared to 0.22% and 1.37% , respectively, for the nine months ended September 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 September 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 September 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 $ 2,418 9.2% $ 5,014 19.0% $ 7,432 28.2% 2007 281 1.0 4,282 16.3 4,563 17.3 2008 165 0.6 3,033 11.5 3,198 12.1 2009 103 0.4 1,600 6.1 1,703 6.5 2010 102 0.4 2,392 9.1 2,494 9.5 2011 185 0.7 2,696 10.2 2,881 10.9 2012 1,355 5.2 426 1.6 1,781 6.8 2013 578 2.2 73 0.3 651 2.5 2014 698 2.7 32 0.1 730 2.8 2015 879 3.3 28 0.1 907 3.4 Total $ 6,764 25.7% $ 19,576 74.3% $ 26,340 100.0% Geographic concentration: (3) California $ 906 3.4% $ 5,138 19.5% $ 6,044 22.9% New York 1,306 5.0 937 3.6 2,243 8.6 Illinois 90 0.4 1,508 5.7 1,598 6.1 Maryland 495 1.9 1,085 4.1 1,580 6.0 Virginia 423 1.6 980 3.7 1,403 5.3 New Jersey 348 1.3 1,019 3.9 1,367 5.2 Florida 158 0.6 1,055 4.0 1,213 4.6 Arizona 83 0.3 1,057 4.0 1,140 4.3 Louisiana 1,102 4.2 29 0.1 1,131 4.3 Washington 114 0.4 844 3.2 958 3.6 Other 1,739 6.6 5,924 22.5 7,663 29.1 Total $ 6,764 25.7% $ 19,576 74.3% $ 26,340 100.0 % Lien type: 1 st lien $ 5,764 21.9% $ 19,246 73.1% $ 25,010 95.0% 2 nd lien 1,000 3.8 330 1.2 1,330 5.0 Total $ 6,764 25.7% $ 19,576 74.3% $ 26,340 100.0% Interest rate type: Fixed rate $ 2,708 10.3% $ 2,294 8.7% $ 5,002 19.0% Adjustable rate 4,056 15.4 17,282 65.6 21,338 81.0 Total $ 6,764 25.7% $ 19,576 74.3% $ 26,340 100.0% 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 balances with an originate date in the years subsequent to 2012 are related to refinancing of previously acquired home loans. (3) States listed 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 $577 million as of September 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 September 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 $118 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/rated and whether impairment exists. Noncriticized loans greater than $1 million are specifically reviewed, at least annually, to determine the appropriate loan rating. In addition, we evaluate the risk rating during the renewal process of any loan or if a loan becomes past due. The following table presents the geographic distribution and internal risk ratings of our commercial loan portfolio as of September 30, 2015 and December 31, 2014 . Table 4.8: Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating September 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) Northeast $ 14,670 62.2% $ 6,784 24.3% $ 401 61.3% $ 21,855 41.9% Mid-Atlantic 2,743 11.6 2,246 8.1 25 3.9 5,014 9.6 South 3,718 15.8 11,491 41.2 42 6.4 15,251 29.3 Other 2,454 10.4 7,352 26.4 186 28.4 9,992 19.2 Total $ 23,585 100.0% $ 27,873 100.0% $ 654 100.0% $ 52,112 100.0% Internal risk rating: (3) Noncriticized $ 23,191 98.3% $ 26,096 93.6% $ 647 98.9% $ 49,934 95.8% Criticized performing 386 1.6 1,336 4.8 3 0.5 1,725 3.3 Criticized nonperforming 8 0.1 441 1.6 4 0.6 453 0.9 Total $ 23,585 100.0% $ 27,873 100.0 % $ 654 100.0% $ 52,112 100.0% 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) 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) 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 September 30, 2015 and December 31, 2014 , and for the three and nine months ended September 30, 2015 and 2014 : Table 4.9: Impaired Loans (1) September 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 $ 538 $ 0 $ 538 $ 145 $ 393 $ 522 International credit card 128 0 128 63 65 124 Total credit card (2) 666 0 666 208 458 646 Consumer Banking: Auto (3) 264 211 475 22 453 752 Home loan 223 134 357 16 341 450 Retail banking 52 7 59 12 47 60 Total consumer banking 539 352 891 50 841 1,262 Commercial Banking: Commercial and multifamily real estate 86 4 90 13 77 93 Commercial and industrial 306 240 546 28 518 608 Total commercial lending 392 244 636 41 595 701 Small-ticket commercial real estate 5 0 5 0 5 6 Total commercial banking 397 244 641 41 600 707 Total $ 1,602 $ 596 $ 2,198 $ 299 $ 1,899 $ 2,615 Three Months Ended Nine Months Ended September 30, 2015 September 30, 2015 (Dollars in millions) Average Interest Average Interest Credit Card: Domestic credit card $ 535 $ 15 $ 538 $ 43 International credit card 133 2 137 7 Total credit card (2) 668 17 675 50 Consumer Banking: Auto (3) 468 20 456 61 Home loan 360 2 363 4 Retail banking 55 0 55 1 Total consumer banking 883 22 874 66 Commercial Banking: Commercial and multifamily real estate 112 0 115 2 Commercial and industrial 388 0 385 2 Total commercial lending 500 0 500 4 Small-ticket commercial real estate 8 0 7 0 Total commercial banking 508 0 507 4 Total $ 2,059 $ 39 $ 2,056 $ 120 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 Nine Months Ended September 30, 2014 September 30, 2014 (Dollars in millions) Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized Credit Card: Domestic credit card $ 558 $ 14 $ 577 $ 44 International credit card 159 3 164 9 Total credit card (2) 717 17 741 53 Consumer Banking: Auto (3) 387 18 375 52 Home loan 382 1 392 4 Retail banking 60 1 74 2 Total consumer banking 829 20 841 58 Commercial Banking: Commercial and multifamily real estate 196 2 183 5 Commercial and industrial 175 1 177 3 Total commercial lending 371 3 360 8 Small-ticket commercial real estate 9 0 8 0 Total commercial banking 380 3 368 8 Total $ 1,926 $ 40 $ 1,950 $ 119 __________ (1) Impaired loans include loans modified in Troubled Debt Restructurings (“TDRs”), all nonperforming commercial loans and nonperforming home loans with a specific impairment. Impaired loans without an allowance generally represent loans that have been charged down to the fair value of the underlying collateral for which we believe no additional losses have been incurred, or where the fair value of the underlying collateral meets or exceeds the loan’s amortized cost. (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 $1.6 billion and $1.7 billion of the impaired loans presented above as of September 30, 2015 and December 31, 2014 , respectively. Consumer TDRs classified as performing totaled $1.0 billion as of both September 30, 2015 and December 31, 2014 . Commercial TDRs classified as performing totaled $187 million and $194 million as of September 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 major modification types, recorded investment amounts and financial effects of loans modified in TDRs during the three and nine months ended September 30, 2015 and 2014 : Table 4.10: Troubled Debt Restructurings Total Loans (1)(2) Three Months Ended September 30, 2015 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (3)(4) Average (5) % of (4)(6) Average (7) % of (4)(8) Gross (9) Credit Card: Domestic credit card $ 77 100% 12.30 % 0 % 0 0 % $ 0 International credit card 29 100 25.89 0 0 0 0 Total credit card 106 100 16.01 0 0 0 0 Consumer Banking: Auto 88 42 4.14 68 7 31 24 Home loan 17 70 2.63 87 232 6 0 Retail banking 10 6 6.15 94 6 0 0 Total consumer banking 115 43 3.81 73 46 25 24 Commercial Banking: Commercial and multifamily real estate 9 0 0.00 83 8 0 0 Commercial and industrial 21 0 0.00 21 9 0 0 Total commercial lending 30 0 0.00 40 9 0 0 Small-ticket commercial real estate 0 0 0.00 0 0 0 0 Total commercial banking 30 0 0.00 40 9 0 0 Total $ 251 62 12.13 38 42 11 $ 24 Total Loans (1)(2) Nine Months Ended September 30, 2015 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (3)(4) Average (5) % of (4)(6) Average (7) % of (4)(8) Gross (9) Credit Card: Domestic credit card $ 217 100% 12.16% 0% 0 0 % $ 0 International credit card 91 100 25.87 0 0 0 0 Total credit card 308 100 16.21 0 0 0 0 Consumer Banking: Auto 257 41 3.28 69 8 30 69 Home loan 34 60 2.78 74 209 9 0 Retail banking 20 19 7.19 88 6 0 0 Total consumer banking 311 42 3.31 71 31 26 69 Commercial Banking: Commercial and multifamily real estate 12 0 0.00 86 14 18 1 Commercial and industrial 72 0 1.06 48 6 0 0 Total commercial lending 84 0 1.06 53 8 2 1 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 85 0 1.06 53 8 2 1 Total $ 704 62 12.40 38 27 12 $ 70 Total Loans Modified (1)(2) Three Months Ended September 30, 2014 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (3)(4) Average (5) % of (4)(6) Average (7) % of (4)(8) Gross (9) Credit Card: Domestic credit card $ 68 100% 11.52% 0% 0 0% $ 0 International credit card 35 100 25.41 0 0 0 0 Total credit card 103 100 16.12 0 0 0 0 Consumer Banking: Auto 88 40 1.70 64 9 35 28 Home loan 10 41 3.33 52 150 2 0 Retail banking 1 17 6.42 88 3 0 0 Total consumer banking 99 40 1.88 63 21 31 28 Commercial Banking: Commercial and multifamily real estate 1 0 0.00 0 0 0 0 Commercial and industrial 3 96 0.85 100 7 11 0 Total commercial lending 4 71 0.85 74 7 8 0 Small-ticket commercial real estate 0 0 0.00 0 0 0 0 Total commercial banking 4 71 0.85 74 7 8 0 Total $ 206 70 11.94 32 20 15 $ 28 Total Loans Modified (1)(2) Nine Months Ended September 30, 2014 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (3)(4) Average (5) % of (4)(6) Average (7) % of (4)(8) Gross (9) Credit Card: Domestic credit card $ 199 100% 11.52% 0 % 0 0% $ 0 International credit card 116 100 25.35 0 0 0 0 Total credit card 315 100 16.60 0 0 0 0 Consumer Banking: Auto 234 37 1.24 63 9 36 75 Home loan 29 34 2.64 39 154 6 1 Retail banking 9 8 5.17 72 7 0 0 Total consumer banking 272 36 1.41 61 19 31 76 Commercial Banking: Commercial and multifamily real estate 67 31 1.26 92 7 6 2 Commercial and industrial 16 20 0.18 67 10 2 0 Total commercial lending 83 29 1.11 87 8 5 2 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 84 28 1.11 86 8 5 2 Total $ 671 65 12.34 36 16 13 $ 78 __________ (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) We present the modification types utilized most prevalently across our loan portfolios. As not every modification type is included in the table above, the total % of TDR activity may not add up to 100%. (3) Represents percentage of loans modified and accounted for as TDRs during the period that were granted a reduced interest rate. (4) Due to multiple concessions granted to some troubled borrowers, percentages may total more than 100% for certain loan types. (5) Represents weighted average interest rate reduction for those loans that received an interest rate concession. (6) Represents percentage of loans modified and accounted for as TDRs during the period that were granted a maturity date extension. (7) Represents weighted average change in maturity date for those loans that received a maturity date extension. (8) 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. (9) 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 Nine Months Ended September 30, 2015 September 30, 2

Allowance for Loan and Lease Lo

Allowance for Loan and Lease Losses	9 Months Ended
	Sep. 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. The table below summarizes changes in the allowance for loan and lease losses, by portfolio segment, for the three and nine months ended September 30, 2015 and 2014 . Table 5.1: Allowance for Loan and Lease Losses Three Months Ended September 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 June30, 2015 $ 3,324 $ 744 $ 65 $ 66 $ 875 $ 472 $ 5 $ 4,676 $ 135 $ 4,811 Provision (benefit) for credit losses 831 178 (4 ) 14 188 60 (2 ) 1,077 15 1,092 Charge-offs (930 ) (264 ) (5 ) (17 ) (286 ) (47 ) 0 (1,263 ) 0 (1,263 ) Recoveries 275 76 4 3 83 14 1 373 0 373 Net charge-offs (655 ) (188 ) (1 ) (14 ) (203 ) (33 ) 1 (890 ) 0 (890 ) Other changes (2) (16 ) 0 0 0 0 0 0 (16 ) 0 (16 ) Balance as of September 30, 2015 $ 3,484 $ 734 $ 60 $ 66 $ 860 $ 499 $ 4 $ 4,847 $ 150 $ 4,997 Nine Months Ended September 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 (benefit) for credit losses 2,395 530 4 45 579 147 (2 ) 3,119 37 3,156 Charge-offs (2,940 ) (700 ) (14 ) (47 ) (761 ) (67 ) (5 ) (3,773 ) 0 (3,773 ) Recoveries 863 243 8 12 263 24 6 1,156 0 1,156 Net charge-offs (2,077 ) (457 ) (6 ) (35 ) (498 ) (43 ) 1 (2,617 ) 0 (2,617 ) Other changes (2) (38 ) 0 0 0 0 0 0 (38 ) 0 (38 ) Balance as of September 30, 2015 $ 3,484 $ 734 $ 60 $ 66 $ 860 $ 499 $ 4 $ 4,847 $ 150 $ 4,997 Three Months Ended September 30, 2014 Credit Consumer Banking Commercial Banking Other (1) Total Unfunded Combined (Dollars in millions) Auto Home Retail Total Banking Balance as of June 30, 2014 $ 2,858 $ 642 $ 67 $ 56 $ 765 $ 368 $ 7 $ 3,998 $ 102 $ 4,100 Provision (benefit) for credit losses 787 194 (9 ) 13 198 4 (1 ) 988 5 993 Charge-offs (885 ) (245 ) (4 ) (15 ) (264 ) (4 ) (2 ) (1,155 ) 0 (1,155 ) Recoveries 313 69 2 3 74 10 2 399 0 399 Net charge-offs (572 ) (176 ) (2 ) (12 ) (190 ) 6 0 (756 ) 0 (756 ) Other changes (2) (16 ) 0 (1 ) 0 (1 ) 0 (1 ) (18 ) 0 (18 ) Balance as of September 30, 2014 $ 3,057 $ 660 $ 55 $ 57 $ 772 $ 378 $ 5 $ 4,212 $ 107 $ 4,319 Nine Months Ended September 30, 2014 Credit Consumer Banking Commercial Banking Other (1) Total Unfunded Combined (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 1,894 475 (15 ) 21 481 41 (4 ) 2,412 20 2,432 Charge-offs (2,975 ) (633 ) (23 ) (44 ) (700 ) (19 ) (8 ) (3,702 ) 0 (3,702 ) Recoveries 938 212 11 17 240 18 7 1,203 0 1,203 Net charge-offs (2,037 ) (421 ) (12 ) (27 ) (460 ) (1 ) (1 ) (2,499 ) 0 (2,499 ) Other changes (2) (14 ) 0 (1 ) 0 (1 ) 0 (1 ) (16 ) 0 (16 ) Balance as of September 30, 2014 $ 3,057 $ 660 $ 55 $ 57 $ 772 $ 378 $ 5 $ 4,212 $ 107 $ 4,319 _________ (1) Other primarily consists of our discontinued GreenPoint mortgage operations 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 September 30, 2015 and December 31, 2014 . Table 5.2: Components of Allowance for Loan and Lease Losses by Impairment Methodology September 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) $ 3,276 $ 712 $ 17 $ 54 $ 783 $ 457 $ 4 $ 4,520 Asset-specific (2) 208 22 16 12 50 41 0 299 Acquired Loans (3) 0 0 27 0 27 1 0 28 Total allowance for loan and lease losses $ 3,484 $ 734 $ 60 $ 66 $ 860 $ 499 $ 4 $ 4,847 Loans held for investment: Collectively evaluated (1) $ 89,469 $ 40,788 $ 6,407 $ 3,503 $ 50,698 $ 51,340 $ 92 $ 191,599 Asset-specific (2) 666 264 357 59 680 641 0 1,987 Acquired Loans (3) 0 0 19,576 36 19,612 131 0 19,743 Total loans held for investment $ 90,135 $ 41,052 $ 26,340 $ 3,598 $ 70,990 $ 52,112 $ 92 $ 213,329 Allowance as a percentage of period-end loans held for investment 3.86% 1.79% 0.23% 1.86% 1.21% 0.96% 4.71% 2.27% 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. 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 result in reductions in reported charge-offs and provision for loan and lease losses. The table below summarizes these impact for the three and nine months ended September 30, 2015 and 2014 . Table 5.3: Summary of Loss Sharing Arrangements Impact Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Reduction in charge-offs $ 47 $ 40 $ 136 $ 121 Reduction in provision for loan and lease losses 64 48 183 130 The expected reimbursement from these partners, which is netted against our allowance for loan and lease losses, was approximately $190 million and $143 million as of September 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.

Variable Interest Entities and

Variable Interest Entities and Securitizations	9 Months Ended
	Sep. 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 September 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 September 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) $ 34,167 $ 16,325 $ 0 $ 0 $ 0 Home loan securitizations (2) 0 0 214 29 876 Total securitization-related VIEs 34,167 16,325 214 29 876 Other VIEs: Affordable housing entities 0 0 3,744 506 3,744 Entities that provide capital to low-income and rural communities 370 100 0 0 0 Other 0 0 61 0 61 Total other VIEs 370 100 3,805 506 3,805 Total VIEs $ 34,537 $ 16,425 $ 4,019 $ 535 $ 4,681 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 September 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 September 30, 2015: Securities held by third-party investors $ 15,656 $ 1,813 $ 79 $ 812 Receivables in the trust 33,581 1,874 74 817 Cash balance of spread or reserve accounts 0 8 N/A 137 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 September 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 $1.8 billion and $2.0 billion as of September 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 September 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 September 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 $817 million and $893 million as of September 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 nine months ended September 30, 2015 and 2014 , we recognized amortization of $257 million and $231 million , respectively, and tax credits of $387 million and $268 million , respectively, associated with these investments within income tax provision. The carrying value of our investments in these qualified affordable housing projects was $3.4 billion and $3.2 billion as of September 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 September 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 $3.7 billion and $3.5 billion as of September 30, 2015 and December 31, 2014 , respectively. Our maximum exposure to these entities is limited to our variable interests in the entities of $3.7 billion and $3.5 billion as of September 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 were $10.8 billion and $10.2 billion as of September 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 $370 million and $374 million as of September 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 $130 million and $159 million as of September 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 $61 million and $74 million as of September 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 Intangible Assets

Goodwill and Intangible Assets	9 Months Ended
	Sep. 30, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and 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 September 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 September 30, 2015 December 31, 2014 (Dollars in millions) Carrying (1) Accumulated Amortization (1) Net Carrying (1) Accumulated Amortization (1) Net Goodwill $ 13,983 N/A $ 13,983 $ 13,978 N/A $ 13,978 Intangible assets: Purchased credit card relationship (“PCCR”) intangibles 2,156 $ (1,393 ) 763 2,124 $ (1,152 ) 972 Core deposit intangibles 1,771 (1,642 ) 129 1,771 (1,569 ) 202 Other (2) 239 (126 ) 113 300 (158 ) 142 Total intangible assets 4,166 (3,161 ) 1,005 4,195 (2,879 ) 1,316 Total goodwill and intangible assets $ 18,149 $ (3,161 ) $ 14,988 $ 18,173 $ (2,879 ) $ 15,294 MSRs: Consumer MSRs (3) $ 63 N/A $ 63 $ 53 N/A $ 53 Commercial MSRs (4) 204 $ (44 ) 160 171 $ (24 ) 147 Total MSRs $ 267 $ (44 ) $ 223 $ 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 September 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 $106 million and $327 million for the three and nine months ended September 30, 2015 , respectively, and $130 million and $409 million for the three and nine months ended September 30, 2014 , respectively. Goodwill The following table presents goodwill attributable to each of our business segments as of September 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 1 7 0 8 Other adjustments (3 ) 0 0 (3 ) Balance as of September 30, 2015 $ 4,999 $ 4,600 $ 4,384 $ 13,983

Deposits and Borrowings

Deposits and Borrowings	9 Months Ended
	Sep. 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 $15.7 billion and $11.6 billion as of September 30, 2015 and December 31, 2014 , respectively. During the first nine months of 2015 , $4.2 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 September 30, 2015 , we had $21.8 billion of senior and subordinated notes outstanding, inclusive of fair value hedging losses of $386 million . As of December 31, 2014 , we had $18.7 billion of senior and subordinated notes outstanding, inclusive of fair value hedging losses of $179 million . During the first nine months of 2015 , we issued $4.5 billion of long-term senior unsecured debt, comprised of $700 million of floating-rate notes and $3.8 billion of fixed-rate notes. During the first nine 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 $1.4 billion and $2.0 billion as of September 30, 2015 and December 31, 2014 , respectively, and are included in other assets on our consolidated balance sheets. Our FHLB advances and lines of credit are secured by our investment securities, residential home loans, multifamily real estate loans, commercial real estate loans and HELOCs. The outstanding FHLB advances totaled $4.3 billion as of September 30, 2015 , all of which represented long-term callable advances, and $17.3 billion as of December 31, 2014 , which was substantially comprised of short-term advances. 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 September 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) September 30, December 31, Deposits: Non-interest bearing deposits $ 25,055 $ 25,081 Interest-bearing deposits 187,848 180,467 Total deposits $ 212,903 $ 205,548 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 1,021 $ 880 FHLB advances 0 16,200 Total short-term borrowings $ 1,021 $ 17,080 September 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 0.25 - 5.75% 1.37% $ 15,656 $ 11,624 Senior and subordinated notes: (1) Fixed unsecured senior debt 2015 - 2025 1.00 - 6.75% 2.65 17,539 15,174 Floating unsecured senior debt 2015 - 2018 0.77 - 1.47% 1.00 1,580 880 Total unsecured senior debt 2.51 19,119 16,054 Fixed unsecured subordinated debt 2016 - 2023 3.38 - 8.80% 4.97 2,654 2,630 Total senior and subordinated notes 21,773 18,684 Other long-term borrowings: FHLB advances 2015 - 2025 0.25 - 6.41% 0.32 4,304 1,069 Capital lease obligations 2016 - 2034 3.09 - 12.86% 4.24 24 0 Total other long-term borrowings 4,328 1,069 Total long-term debt 41,757 31,377 Total short-term borrowings and long-term debt $ 42,778 $ 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 nine months ended September 30, 2015 and 2014 : Table 8.2: Components of Interest Expense on Short-Term Borrowings and Long-Term Debt Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 0 $ 0 $ 1 $ 1 FHLB advances 0 6 9 15 Total short-term borrowings 0 6 10 16 Long-term debt: Securitized debt obligations (1) 39 32 108 109 Senior and subordinated notes (1) 82 71 241 226 Other long-term borrowings 12 10 29 20 Total long-term debt 133 113 378 355 Total interest expense on short-term borrowings and long-term debt $ 133 $ 119 $ 388 $ 371 _ _________ (1) Interest expense includes the impact from hedge accounting.

Derivative Instruments and Hedg

Derivative Instruments and Hedging Activities	9 Months Ended
	Sep. 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 and limits in accordance with our market risk management policies that are 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 policies also include 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 September 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 September 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 $ 31,876 $ 706 $ 40 $ 24,543 $ 480 $ 39 Cash flow hedges 23,150 352 11 24,450 222 18 Total interest rate contracts 55,026 1,058 51 48,993 702 57 Foreign exchange contracts: Cash flow hedges 5,244 219 9 5,546 221 2 Net investment hedges 2,543 58 0 2,476 73 0 Total foreign exchange contracts 7,787 277 9 8,022 294 2 Total derivatives designated as accounting hedges 62,813 1,335 60 57,015 996 59 Derivatives not designated as accounting hedges: Interest rate contracts covering: MSRs (2) 1,074 15 9 777 10 3 Customer accommodation 27,939 525 381 27,646 413 251 Other interest rate exposures (3) 1,526 36 17 2,614 33 21 Total interest rate contracts 30,539 576 407 31,037 456 275 Other contracts 614 0 5 593 0 5 Total derivatives not designated as accounting hedges 31,153 576 412 31,630 456 280 Total derivatives $ 93,966 $ 1,911 $ 472 $ 88,645 $ 1,452 $ 339 Less: netting adjustment (4) (483 ) (181 ) (624 ) (164 ) Total derivative assets/liabilities $ 1,428 $ 291 $ 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 September 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 September 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 September 30, 2015 Derivatives assets (1) $ 1,911 $ (84 ) $ (399 ) $ 1,428 $ (220 ) $ 1,208 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 September 30, 2015 Derivatives liabilities (1) $ 472 $ (84 ) $ (97 ) $ 291 $ 0 $ 291 Repurchase agreements (2)(3) 1,012 0 0 1,012 (1,012 ) 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 September 30, 2015 totaling $699 million and $242 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 September 30, 2015 and December 31, 2014 . (2) As of September 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 September 30, 2015 , we pledged collateral with a fair value of $1.0 billion 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 $157 million and $87 million of cash collateral as of September 30, 2015 and December 31, 2014 , respectively. If our debt credit rating had fallen below investment grade, we would have been required to post $56 million and $65 million of additional collateral as of September 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 less than $1 million for both September 30, 2015 and December 31, 2014 . 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 $838 million and $695 million as of September 30, 2015 and December 31, 2014 , respectively. We also received securities from derivatives counterparties with a fair value of $231 million and $91 million as of September 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 September 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 September 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 nine months ended September 30, 2015 and 2014 . Table 9.3: Gains and Losses on Fair Value Hedges and Free-Standing Derivatives Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Derivatives designated as accounting hedges: (1) Fair value interest rate contracts: Gains (losses) recognized in earnings on derivatives $ 365 $ (94 ) $ 295 $ 42 (Losses) gains recognized in earnings on hedged items (367 ) 110 (304 ) (5 ) Net fair value hedge ineffectiveness (losses) gains (2 ) 16 (9 ) 37 Derivatives not designated as accounting hedges: (1) Interest rate contracts covering: MSRs 8 1 5 14 Customer accommodation 5 7 14 15 Other interest rate exposures 13 5 31 8 Total interest rate contracts 26 13 50 37 Foreign exchange contracts 0 0 0 1 Other contracts (1 ) (2 ) (3 ) (1 ) Total gains on derivatives not designated as accounting hedges 25 11 47 37 Net derivative gains recognized in earnings $ 23 $ 27 $ 38 $ 74 __________ (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 nine months ended September 30, 2015 and 2014 . Table 9.4: Gains and Losses on Derivatives Designated as Cash Flow Hedges and Net Investment Hedges Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Gains (losses) recorded in AOCI: Cash flow hedges: Interest rate contracts $ 270 $ (34 ) $ 447 $ 112 Foreign exchange contracts (3 ) (5 ) (14 ) (16 ) Subtotal 267 (39 ) 433 96 Net investment hedges: Foreign exchange contracts 62 71 40 71 Net derivatives gains recognized in AOCI $ 329 $ 32 $ 473 $ 167 Gains (losses) recorded in earnings: Cash flow hedges: Gains (losses) reclassified from AOCI into earnings: Interest rate contracts (1) $ 39 $ 34 $ 136 $ 90 Foreign exchange contracts (2) (2 ) (5 ) (14 ) (16 ) Subtotal 37 29 122 74 Gains (losses) recognized in earnings due to ineffectiveness: Interest rate contracts (2) 2 (1 ) 4 0 Net derivative gains recognized in earnings $ 39 $ 28 $ 126 $ 74 __________ (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 $129 million currently recorded in AOCI as of September 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 September 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	9 Months Ended
	Sep. 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 September 30, 2015 and December 31, 2014 . Table 10.1: Preferred Stock Issued and Outstanding Liquidation Preference per Share Carrying Value (in millions) Series Description Issuance Date Redeemable by Issuer Beginning Per Annum Dividend Rate Total Shares Outstanding September 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; 3-mo. LIBOR+ 380 bps thereafter 1,000 1,000,000 988 N/A Series F (1) 6.20% Non-Cumulative August 24, 2015 December 1, 2020 6.20 1,000 500,000 484 N/A Total $ 3,294 $ 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 nine months ended September 30, 2015 and 2014 . Table 10.2: Accumulated Other Comprehensive Income Three Months Ended September 30, 2015 (Dollars in millions) Securities Securities Held to Maturity (1) Cash Flow Foreign (2) Other Total AOCI as of June 30, 2015 $ 366 $ (774 ) $ 91 $ (57 ) $ (23 ) $ (397 ) Other comprehensive income (loss) before reclassifications 60 0 267 (52 ) (7 ) 268 Amounts reclassified from AOCI into earnings 2 25 (37 ) 0 (3 ) (13 ) Net other comprehensive income (loss) 62 25 230 (52 ) (10 ) 255 AOCI as of September 30, 2015 $ 428 $ (749 ) $ 321 $ (109 ) $ (33 ) $ (142 ) Nine Months Ended September 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 income (loss) before reclassifications 3 0 433 (101 ) (8 ) 327 Amounts reclassified from AOCI into earnings 15 72 (122 ) 0 (4 ) (39 ) Net other comprehensive income (loss) 18 72 311 (101 ) (12 ) 288 AOCI as of September 30, 2015 $ 428 $ (749 ) $ 321 $ (109 ) $ (33 ) $ (142 ) Three Months Ended September 30, 2014 (Dollars in millions) Securities Securities Held to Maturity (1) Cash Flow Foreign (2) Other Total AOCI as of June 30, 2014 $ 419 $ (863 ) $ (20 ) $ 106 $ (13 ) $ (371 ) Other comprehensive (loss) income before reclassifications (67 ) 0 (39 ) (82 ) 3 (185 ) Amounts reclassified from AOCI into earnings 2 22 (29 ) 0 2 (3 ) Net other comprehensive (loss) income (65 ) 22 (68 ) (82 ) 5 (188 ) AOCI as of September 30, 2014 $ 354 $ (841 ) $ (88 ) $ 24 $ (8 ) $ (559 ) Nine Months Ended September 30, 2014 (Dollars in millions) Securities Securities Held to Maturity (1) Cash Flow Foreign (2) Other Total AOCI as of December 31, 2013 $ 106 $ (897 ) $ (110 ) $ 40 $ (11 ) $ (872 ) Other comprehensive income (loss) before reclassifications 250 0 96 (16 ) 6 336 Amounts reclassified from AOCI into earnings (2 ) 56 (74 ) 0 (3 ) (23 ) Net other comprehensive income (loss) 248 56 22 (16 ) 3 313 AOCI as of September 30, 2014 $ 354 $ (841 ) $ (88 ) $ 24 $ (8 ) $ (559 ) __________ (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 present 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 expected 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 nine months ended September 30, 2015 and 2014 . Table 10.3: Reclassifications from AOCI Amount Reclassified from AOCI (Dollars in millions) Three Months Ended September 30, Nine Months Ended September 30, AOCI Components Affected Income Statement Line Item 2015 2014 2015 2014 Securities available for sale: Non-interest income $ 3 $ 6 $ 4 $ 18 Non-interest income - OTTI (5 ) (9 ) (27 ) (15 ) (Loss) income from continuing operations before income taxes (2 ) (3 ) (23 ) 3 Income tax (benefit) provision 0 (1 ) (8 ) 1 Net (loss) income (2 ) (2 ) (15 ) 2 Securities held to maturity: (1) Non-interest income (41 ) (35 ) (114 ) (96 ) Income tax benefit (16 ) (13 ) (42 ) (40 ) Net loss (25 ) (22 ) (72 ) (56 ) Cash flow hedges: Interest rate contracts: Interest income 64 54 217 144 Foreign exchange contracts: Non-interest income (4 ) (7 ) (23 ) (25 ) Income from continuing operations before income taxes 60 47 194 119 Income tax provision 23 18 72 45 Net income 37 29 122 74 Other: Various (pension and other) 2 2 4 10 Income tax (benefit) provision (1 ) 4 0 7 Net income (loss) 3 (2 ) 4 3 Total reclassifications $ 13 $ 3 $ 39 $ 23 __________ (1) The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of the premium or discount created from the transfer into securities held to maturity, which occurred at fair value. The table below summarizes other comprehensive income activity and the related tax impact for the three and nine months ended September 30, 2015 and 2014 . Table 10.4: Other Comprehensive Income (Loss) Three Months Ended September 30, 2015 2014 (Dollars in millions) Before Tax Provision (Benefit) After Tax Before Tax Provision (Benefit) After Tax Other comprehensive income (loss): Net unrealized gains (losses) on securities available for sale $ 98 $ 36 $ 62 $ (104 ) $ (39 ) $ (65 ) Net changes in securities held to maturity 41 16 25 35 13 22 Net unrealized gains (losses) on cash flow hedges 365 135 230 (107 ) (39 ) (68 ) Foreign currency translation adjustments (1) (15 ) 37 (52 ) (41 ) 41 (82 ) Other (15 ) (5 ) (10 ) 6 1 5 Other comprehensive income (loss) $ 474 $ 219 $ 255 $ (211 ) $ (23 ) $ (188 ) Nine Months Ended September 30, 2015 2014 (Dollars in millions) Before Tax Provision (Benefit) After Tax Before Tax Provision After Tax Other comprehensive income (loss): Net unrealized gains on securities available for sale $ 29 $ 11 $ 18 $ 394 $ 146 $ 248 Net changes in securities held to maturity 114 42 72 96 40 56 Net unrealized gains on cash flow hedges 494 183 311 37 15 22 Foreign currency translation adjustments (1) (77 ) 24 (101 ) 25 41 (16 ) Other (19 ) (7 ) (12 ) 2 (1 ) 3 Other comprehensive income $ 541 $ 253 $ 288 $ 554 $ 241 $ 313 __________ (1) Includes the impact from hedging instruments designated as net investment hedges.

Earnings Per Common Share

Earnings Per Common Share	9 Months Ended
	Sep. 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 September 30, Nine Months Ended September 30, (Dollars and shares in millions, except per share data) 2015 2014 2015 2014 Basic earnings Income from continuing operations, net of tax $ 1,118 $ 1,125 $ 3,104 $ 3,453 (Loss) income from discontinued operations, net of tax (4 ) (44 ) 26 (24 ) Net income 1,114 1,081 3,130 3,429 Dividends and undistributed earnings allocated to participating securities (1) (6 ) (5 ) (16 ) (14 ) Preferred stock dividends (29 ) (20 ) (90 ) (46 ) Net income available to common stockholders $ 1,079 $ 1,056 $ 3,024 $ 3,369 Net income from continuing operations per share $ 2.01 $ 1.97 $ 5.49 $ 5.99 (Loss) income from discontinued operations per share (0.01 ) (0.08 ) 0.05 (0.04 ) Net income per share $ 2.00 $ 1.89 $ 5.54 $ 5.95 Total weighted-average basic shares outstanding 540.6 559.9 545.5 566.1 Diluted earnings (2) Net income available to common stockholders $ 1,079 $ 1,056 $ 3,024 $ 3,369 Net income from continuing operations per share $ 1.99 $ 1.94 $ 5.43 $ 5.90 (Loss) income from discontinued operations per share (0.01 ) (0.08 ) 0.05 (0.04 ) Net income per diluted share $ 1.98 $ 1.86 $ 5.48 $ 5.86 Total weighted-average basic shares outstanding 540.6 559.9 545.5 566.1 Effect of dilutive securities: Stock options 2.5 2.8 2.6 2.7 Other contingently issuable shares 1.2 1.6 1.3 1.5 Warrants (3) 2.0 3.6 2.5 4.9 Total effect of dilutive securities 5.7 8.0 6.4 9.1 Total weighted-average diluted shares outstanding 546.3 567.9 551.9 575.2 __________ (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 1.6 million shares related to options with exercise prices ranging from $74.96 to $88.81 , and 1.8 million shares related to options with exercise prices ranging from $70.96 to $88.81 for the three and nine months ended September 30, 2015 , respectively, and 2.3 million shares related to options with exercise prices ranging from $70.96 to $88.81 , and 3.2 million shares related to options with exercise prices ranging from $70.96 to $88.81 for the three and nine months ended September 30, 2014 , respectively, because their inclusion would be anti-dilutive. (3) Represents warrants issued as part of the U.S. Department of Treasury’s Troubled Assets Relief Program (“TARP”). As of September 30, 2015 , there were 4.1 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	9 Months Ended
	Sep. 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. For additional information on the valuation techniques used in estimating the fair value of our financial assets and liabilities on a recurring or nonrecurring basis and for estimating the fair value for financial instruments that are not recorded at fair value, see “Note 18—Fair Value Measurement” in our 2014 Form 10-K. 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 September 30, 2015 and December 31, 2014 : Table 12.1: Assets and Liabilities Measured at Fair Value on a Recurring Basis September 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 $ 4,445 $ 0 $ 0 $ 4,445 Corporate debt securities guaranteed by U.S. government agencies 0 312 43 355 RMBS 0 27,246 519 27,765 CMBS 0 5,115 105 5,220 Other ABS 0 1,483 0 1,483 Other securities 118 33 12 163 Total securities available for sale 4,563 34,189 679 39,431 Other assets: Consumer MSRs 0 0 63 63 Derivative assets (1)(2) 2 1,844 65 1,911 Retained interests in securitizations 0 0 214 214 Total assets $ 4,565 $ 36,033 $ 1,021 $ 41,619 Liabilities: Other liabilities: Derivative liabilities (1)(2) $ 4 $ 433 $ 35 $ 472 Total liabilities $ 4 $ 433 $ 35 $ 472 December 31, 2014 Fair Value Measurements Using (Dollars in millions) Level 1 Level 2 Level 3 Total Assets: Securities available for sale: U.S. Treasury securities $ 4,117 $ 1 $ 0 $ 4,118 Corporate debt securities guaranteed by U.S. government agencies 0 467 333 800 RMBS 0 24,820 561 25,381 CMBS 0 5,291 228 5,519 Other ABS 0 2,597 65 2,662 Other securities 111 899 18 1,028 Total securities available for sale 4,228 34,075 1,205 39,508 Other assets: Consumer MSRs 0 0 53 53 Derivative assets (1)(2) 4 1,382 66 1,452 Retained interests in securitizations 0 0 221 221 Total assets $ 4,232 $ 35,457 $ 1,545 $ 41,234 Liabilities: Other liabilities: Derivative liabilities (1)(2) $ 3 $ 293 $ 43 $ 339 Total liabilities $ 3 $ 293 $ 43 $ 339 __________ (1) As of January 1, 2015, we changed our accounting principle to move from a gross basis of presentation to a net basis, for presenting qualifying derivative assets and liabilities, as well as the related right to reclaim cash collateral or obligation to return cash collateral. See “ Note 1—Summary of Significant Accounting Policies ” for additional information. Prior period results have been recast to conform to this presentation. The balances represent gross derivative amounts and are not reduced by the impact of legally enforceable master netting agreements that allow us to net positive and negative positions and cash collateral held or placed with the same counterparty. The net derivative assets were $1.4 billion and $828 million , and the net derivative liabilities were $291 million and $175 million as of September 30, 2015 and December 31, 2014 , respectively. See “ Note 9—Derivative Instruments and Hedging Activities ” for further information. (2) Does not reflect $4 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of both September 30, 2015 and December 31, 2014 . 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 nine months ended September 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 nine months ended September 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 September 30, 2015 Total Gains (Losses) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of September 30, 2015 (3) (Dollars in millions) Balance, Included (1) Included in OCI Purchases Sales Issuances Settlements Transfers (2) Transfers (2) Balance, September 30, 2015 Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 91 $ 1 $ 1 $ 0 $ (36 ) $ 0 $ (2 ) $ 0 $ (12 ) $ 43 $ 0 RMBS 459 9 (1 ) 0 0 0 (19 ) 93 (22 ) 519 10 CMBS 170 0 (1 ) 28 0 0 (10 ) 0 (82 ) 105 0 Other ABS 7 0 0 0 0 0 0 0 (7 ) 0 0 Other securities 18 0 0 0 0 0 (6 ) 0 0 12 0 Total securities available for sale 745 10 (1 ) 28 (36 ) 0 (37 ) 93 (123 ) 679 10 Other assets: Consumer MSRs 65 (7 ) 0 0 0 7 (2 ) 0 0 63 (7 ) Derivative assets (4) 61 16 0 0 0 13 (18 ) 0 (7 ) 65 16 Retained interest in securitizations 220 (6 ) 0 0 0 0 0 0 0 214 (6 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (27 ) $ (11 ) $ 0 $ 0 $ 0 $ (9 ) $ 7 $ 0 $ 5 $ (35 ) $ (11 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Three Months Ended September 30, 2014 Net Unrealized (3) Total Gains (Losses) (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 $ 739 $ (5 ) $ 3 $ 0 $ (91 ) $ 0 $ (16 ) $ 0 $ (246 ) $ 384 $ (1 ) RMBS 836 16 3 42 0 0 (24 ) 79 (295 ) 657 16 CMBS 449 0 (2 ) 158 0 0 (34 ) 0 (268 ) 303 0 Other ABS 175 1 3 0 0 0 0 9 (78 ) 110 1 Other securities 20 (1 ) 0 0 0 0 (7 ) 0 0 12 (1 ) Total securities available for sale 2,219 11 7 200 (91 ) 0 (81 ) 88 (887 ) 1,466 15 Other assets: Consumer MSRs 57 (2 ) 0 0 0 4 (1 ) 0 0 58 (2 ) Derivative assets 50 2 0 0 0 6 (8 ) 0 1 51 2 Retained interest in securitizations 195 8 0 0 0 0 0 0 0 203 8 Liabilities: Other liabilities: Derivative liabilities (37 ) (4 ) 0 0 0 (4 ) 6 0 0 (39 ) (4 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Nine Months Ended September 30, 2015 Total Gains (Losses) (Realized/Unrealized) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of September 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, September 30, 2015 Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 333 $ 0 $ 6 $ 0 $ (184 ) $ 0 $ (12 ) $ 0 $ (100 ) $ 43 $ 0 RMBS 561 28 (2 ) 0 0 0 (46 ) 285 (307 ) 519 29 CMBS 228 0 0 114 0 0 (47 ) 0 (190 ) 105 0 Other ABS 65 1 (2 ) 0 (20 ) 0 0 0 (44 ) 0 0 Other securities 18 0 0 0 0 0 (6 ) 0 0 12 0 Total securities available for sale 1,205 29 2 114 (204 ) 0 (111 ) 285 (641 ) 679 29 Other assets: Consumer MSRs 53 (2 ) 0 0 0 17 (5 ) 0 0 63 (2 ) Derivative assets (4) 66 17 0 0 0 40 (46 ) 0 (12 ) 65 17 Retained interest in securitizations 221 (7 ) 0 0 0 0 0 0 0 214 (7 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (43 ) $ (12 ) $ 0 $ 0 $ 0 $ (19 ) $ 30 $ 0 $ 9 $ (35 ) $ (12 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Nine Months Ended September 30, 2014 Total Gains (Losses) (Realized/Unrealized) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of September 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, September 30, 2014 Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 927 $ (5 ) $ 18 $ 0 $ (203 ) $ 0 $ (55 ) $ 64 $ (362 ) $ 384 $ (1 ) RMBS 1,304 53 39 1,022 0 0 (156 ) 199 (1,804 ) 657 53 CMBS 739 0 3 192 0 0 (64 ) 66 (633 ) 303 0 Other ABS 343 4 13 0 0 0 (2 ) 52 (300 ) 110 4 Other securities 17 (1 ) 0 0 0 0 (7 ) 3 0 12 (1 ) Total securities available for sale 3,330 51 73 1,214 (203 ) 0 (284 ) 384 (3,099 ) 1,466 55 Other assets: Consumer MSRs 69 (19 ) 0 0 0 11 (3 ) 0 0 58 (19 ) Derivative assets (4) 50 5 0 0 0 13 (14 ) 0 (3 ) 51 5 Retained interest in securitization 199 4 0 0 0 0 0 0 0 203 4 Liabilities: Other liabilities: Derivative liabilities (4) $ (38 ) $ (8 ) $ 0 $ 0 $ 0 $ (8 ) $ 14 $ 0 $ 1 $ (39 ) $ (8 ) __________ (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 nine months ended September 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 September 30, Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Assets: Securities available for sale: RMBS $ 519 Discounted cash flows (3rd party pricing) Yield 1-19% 6% CMBS 105 Discounted cash flows (3rd party pricing) Yield 2-3% 2% U.S. government guaranteed debt and other securities 55 Discounted cash flows (3rd party pricing) Yield 2-3% 2% Other assets: Consumer MSRs 63 Discounted cash flows Total prepayment rate 11-19% 16% Derivative assets (1) 65 Discounted cash flows Swap rates 2% 2% Retained interests in securitization (2) 214 Discounted cash flows Life of receivables (months) Constant prepayment rate 18-69 N/A Liabilities: Derivative liabilities (1) $ 35 Discounted cash flows Swap rates 2% 2% 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 September 30, 2015 and December 31, 2014 , and for which a nonrecurring fair value measurement was recorded during the nine and twelve months then ended: Table 12.4: Nonrecurring Fair Value Measurements Related to Assets Still Held at Period End September 30, 2015 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 1 Level 2 Level 3 Loans held for investment $ 0 $ 0 $ 260 $ 260 Loans held for sale 0 26 0 26 Other assets (1) 0 0 65 65 Total $ 0 $ 26 $ 325 $ 351 December 31, 2014 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 1 Level 2 Level 3 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 $33 million and long-lived assets held for sale of $32 million as of September 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 20% , and from 0% to 74% , with a weighted average of 30% , as of September 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 September 30, 2015 and 2014 : Table 12.5: Nonrecurring Fair Value Measurements Included in Earnings Related to Assets Still Held at Period End Total Losses Nine Months Ended September 30, (Dollars in millions) 2015 2014 Loans held for investment $ (70 ) $ (19 ) Loans held for sale 0 0 Other assets (1) (35 ) (6 ) Total $ (105 ) $ (25 ) __________ (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, as of September 30, 2015 and December 31, 2014 : Table 12.6: Fair Value of Financial Instruments September 30, 2015 Carrying Amount Estimated Fair Value Estimated Fair Value Hierarchy (Dollars in millions) Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 6,837 $ 6,837 $ 6,837 $ 0 $ 0 Restricted cash for securitization investors 586 586 586 0 0 Securities available for sale 39,431 39,431 4,563 34,189 679 Securities held to maturity 23,711 24,913 200 24,662 51 Net loans held for investment 208,482 209,460 0 0 209,460 Loans held for sale 566 591 0 591 0 Interest receivable (1) 1,101 1,101 0 1,101 0 Derivative assets (1)(2) 1,911 1,911 2 1,844 65 Retained interests in securitizations 214 214 0 0 214 Financial liabilities: Non-interest bearing deposits $ 25,055 $ 25,055 $ 25,055 $ 0 $ 0 Interest-bearing deposits 187,848 182,583 0 14,605 167,978 Securitized debt obligations 15,656 15,731 0 15,731 0 Senior and subordinated notes 21,773 21,728 0 21,728 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 1,021 1,021 1,021 0 0 Other borrowings 4,328 4,316 0 4,316 0 Interest payable (1) 198 198 0 198 0 Derivative liabilities (1)(2) 472 472 4 433 35 December 31, 2014 Carrying Amount Estimated Fair Value Estimated Fair Value Hierarchy (Dollars in millions) 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

Business Segments	9 Months Ended
	Sep. 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 nine months ended September 30, 2015 and 2014 , selected balance sheet data as of September 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 September 30, 2015 (Dollars in millions) Credit Consumer Commercial Other Consolidated Net interest income (expense) $ 2,866 $ 1,443 $ 454 $ (3 ) $ 4,760 Non-interest income 858 174 108 0 1,140 Total net revenue (loss) 3,724 1,617 562 (3 ) 5,900 Provision (benefit) for credit losses 831 188 75 (2 ) 1,092 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 78 0 0 0 78 Core deposit intangible amortization 0 19 3 0 22 Total PCCR and core deposit intangible amortization 78 19 3 0 100 Other non-interest expense 1,770 982 269 39 3,060 Total non-interest expense 1,848 1,001 272 39 3,160 Income (loss) from continuing operations before income taxes 1,045 428 215 (40 ) 1,648 Income tax provision (benefit) 375 155 78 (78 ) 530 Income from continuing operations, net of tax $ 670 $ 273 $ 137 $ 38 $ 1,118 Loans held for investment $ 90,135 $ 70,990 $ 52,112 $ 92 $ 213,329 Deposits 0 170,866 32,751 9,286 212,903 Three Months Ended September 30, 2014 (Dollars in millions) Credit Consumer Commercial Other Consolidated Net interest income $ 2,627 $ 1,425 $ 439 $ 6 $ 4,497 Non-interest income 846 179 122 (5 ) 1,142 Total net revenue 3,473 1,604 561 1 5,639 Provision (benefit) for credit losses 787 198 9 (1 ) 993 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 90 0 0 0 90 Core deposit intangible amortization 0 26 5 0 31 Total PCCR and core deposit intangible amortization 90 26 5 0 121 Other non-interest expense 1,640 930 263 31 2,864 Total non-interest expense 1,730 956 268 31 2,985 Income (loss) from continuing operations before income taxes 956 450 284 (29 ) 1,661 Income tax provision (benefit) 332 161 102 (59 ) 536 Income from continuing operations, net of tax $ 624 $ 289 $ 182 $ 30 $ 1,125 Loans held for investment $ 80,631 $ 71,061 $ 49,788 $ 112 $ 201,592 Deposits 0 167,624 31,918 4,722 204,264 Nine Months Ended September 30, 2015 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other Consolidated Total Net interest income $ 8,165 $ 4,321 $ 1,381 $ 6 $ 13,873 Non-interest income 2,519 528 345 (46 ) 3,346 Total net revenue (loss) 10,684 4,849 1,726 (40 ) 17,219 Provision (benefit) for credit losses 2,395 579 184 (2 ) 3,156 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 242 0 0 0 242 Core deposit intangible amortization 0 62 11 0 73 Total PCCR and core deposit intangible amortization 242 62 11 0 315 Other non-interest expense 5,239 2,907 803 252 9,201 Total non-interest expense 5,481 2,969 814 252 9,516 Income (loss) from continuing operations before income taxes 2,808 1,301 728 (290 ) 4,547 Income tax provision (benefit) 1,007 471 264 (299 ) 1,443 Income from continuing operations, net of tax $ 1,801 $ 830 $ 464 $ 9 $ 3,104 Loans held for investment $ 90,135 $ 70,990 $ 52,112 $ 92 $ 213,329 Deposits 0 170,866 32,751 9,286 212,903 Nine Months Ended September 30, 2014 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other Consolidated Total Net interest income (expense) $ 7,613 $ 4,289 $ 1,296 $ (36 ) $ 13,162 Non-interest income 2,470 499 318 28 3,315 Total net revenue (loss) 10,083 4,788 1,614 (8 ) 16,477 Provision (benefit) for credit losses 1,894 481 61 (4 ) 2,432 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 282 0 0 0 282 Core deposit intangible amortization 0 84 16 0 100 Total PCCR and core deposit intangible amortization 282 84 16 0 382 Other non-interest expense 4,893 2,740 774 107 8,514 Total non-interest expense 5,175 2,824 790 107 8,896 Income (loss) from continuing operations before income taxes 3,014 1,483 763 (111 ) 5,149 Income tax provision (benefit) 1,054 530 273 (161 ) 1,696 Income from continuing operations, net of tax $ 1,960 $ 953 $ 490 $ 50 $ 3,453 Loans held for investment $ 80,631 $ 71,061 $ 49,788 $ 112 $ 201,592 Deposits 0 167,624 31,918 4,722 204,264

Commitments, Contingencies, Gua

Commitments, Contingencies, Guarantees, and Others	9 Months Ended
	Sep. 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 September 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 September 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. Within our Commercial Banking business, we originate multifamily commercial real estate loans with the intent to sell them to a government-sponsored enterprise (“GSE”). We enter into loss sharing agreements with the GSE upon the sale of the loans. At inception, we record a liability representing the fair value of our obligation which is subsequently amortized as we are released from risk of payment under the loss sharing agreement. If payment under the loss sharing agreement becomes probable and estimable, an additional liability may be recorded on the consolidated balance sheets and a non-interest expense may be recognized in the consolidated statements of income. We had standby letters of credit and commercial letters of credit with contractual amounts of $1.9 billion and $2.1 billion as of September 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 September 30, 2015 and December 31, 2014 . These financial guarantees had expiration dates ranging from 2015 to 2025 as of September 30, 2015 . The amount of liability recognized on our consolidated balance sheets for our loss sharing agreements was $40 million and $36 million as of September 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. On October 2, 2015, the FCA issued a Statement on PPI (“the FCA Proposal”) announcing it has decided to consult, by the end of 2015, on the introduction of a time bar for PPI complaints and on new rules and guidance about how banks should handle PPI complaints covered by s. 140A of the Consumer Credit Act of 1974 (“Consumer Credit Act”) in light of the U.K. Supreme Court’s 2014 ruling in Plevin v. Paragon Personal Finance Limited (“Plevin”). 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; (v) the number of complaints that fall under the Consumer Credit Act; and (vi) 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 $207 million and $116 million as of September 30, 2015 and December 31, 2014 , respectively. In the three months ended September 30, 2015 , we added $69 million to our reserve to address the probable and estimable outcomes of the FCA Proposal. The reserve increase reflects our updated estimate of future complaint levels, the nature of the associated refunds, and consideration of the expected deadline date through the first quarter of 2018. Our best estimate of reasonably possible future losses beyond our reserve as of September 30, 2015 is approximately $250 million . 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 September 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) September 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 14 16 80 3 15 30 32 Total $ 20 $ 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 $20 billion in unpaid principal balance remains outstanding as of September 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 September 30, 2015 , an $847 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 21 0 22 43 Loans repurchased/made whole (14 ) 0 (1 ) (15 ) Demands rescinded (15 ) (106 ) (754 ) (875 ) Open claims as of September 30, 2015 $ 8 $ 543 $ 1,114 $ 1,665 __________ (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 nine months ended September 30, 2015 and 2014 : Table 14.3: Changes in Representation and Warranty Reserve (1) Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Representation and warranty reserve, beginning of period $ 636 $ 1,012 $ 731 $ 1,172 (Benefit) provision for mortgage representation and warranty losses: Recorded in continuing operations (7 ) 0 (15 ) (15 ) Recorded in discontinued operations 3 70 (43 ) 34 Total (benefit) provision for mortgage representation and warranty losses (4 ) 70 (58 ) 19 Net realized losses 0 (2 ) (41 ) (111 ) Representation and warranty reserve, end of period $ 632 $ 1,080 $ 632 $ 1,080 __________ (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 September 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) September 30, 2015 December 31, 2014 Selected period-end data: GSEs and Active Insured Securitizations $ 484 $ 499 $ 27 Inactive Insured Securitizations and Others 148 232 84 Total (2) $ 632 $ 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 $632 million as of September 30, 2015 , compared to $731 million as of December 31, 2014 . We recorded a net benefit for mortgage representation and warranty losses of $58 million (which includes a benefit of $15 million before taxes in continuing operations and a benefit of $43 million before taxes in discontinued operations) in the first nine 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 our reserves as of September 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 September 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 our reserves as of September 30, 2015 is 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 and argued before the court on September 28, 2015. 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 September 30, 2015 was insignificant. 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, and in August 2015 the courts across the different provinces provided preliminary approval of the class settlement. Credit Card Interest Rate Litigation The Capital One Bank Credit Card Interest Rate Multi-district Litigation matter was created as a result of a June 2010 transfer order issued by the U.S. Judicial Panel on Multi-district Litigation (“MDL”), which consolidated for pretrial proceedings in the U.S. District Court for the Northern District of Georgia two pending putative class actions against COBNA-Nancy Mancuso, et al. v. Capital One Bank (USA), N.A., et al., (E.D. Virginia); and Kevin S. Barker, et al. v. Capital One Bank (USA), N.A., (N.D. Georgia). A third action, Jennifer L. Kolkowski v. Capital One Bank (USA), N.A., (C.D. California) was subsequently transferred into the MDL. In August 2010, the plaintiffs in the MDL filed a Consolidated Amended Complaint alleging that COBNA breached its contractual obligations, and violated the Truth in Lending Act (“TILA”), the California Consumers Legal Remedies Act, the Unfair Competition Law (“UCL”), the California False Advertising Act, the New Jersey Consumer Fraud Act, and the Kansas Consumer Protection Act when it raised interest rates on certain credit card accounts. As a result of a settlement in another matter, the California-based UCL and TILA claims in the MDL are extinguished. The MDL plaintiffs sought statutory damages, restitution, attorney’s fees and an injunction against future rate increases. In September 2014, the court granted summary judgment for Capital One, which plaintiffs appealed to the Eleventh Circuit Court of Appeals in October 2014. The parties will provide oral argument before the circuit court on November 6, 2015. Mortgage Repurchase Litigation In February 2009, GreenPoint was named as a defendant in a lawsuit commenced in the New York County Supreme Court, by U.S. Bank, N. A., Syncora Guarantee Inc. and CIFG Assurance

Summary of Significant Accoun22

Summary of Significant Accounting Policies (Policies)	9 Months Ended
	Sep. 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 were 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. Our early 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. Our prospective 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. 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 Business Combinations: Simplifying the Accounting for Measurement-Period Adjustments In September 2015, the FASB issued guidance on the recognition and presentation of changes to the provisional amounts recognized in a business combination. An acquirer should recognize adjustments to provisional amounts with a corresponding adjustment of goodwill, as well as the effect on earnings of changes in depreciation, amortization or other income effects, in the reporting period in which the adjustments are identified as if the accounting had been completed at the acquisition date. Disclosure is required, by line item, of the amount recorded in current period earnings that would have been recorded in previous reporting periods. We plan to early adopt the guidance in the fourth quarter of 2015 on a prospective basis with no impact to our consolidated financial statements in the period of adoption. The accounting for future business combinations will be subject to this new guidance if the initial accounting is incomplete by the end of the reporting period in which the combination occurs. Revenue from Contracts with Customers: Deferral of the Effective Date In August 2015, the FASB deferred by one year the effective date for revenue recognition guidance to January 1, 2018, with early adoption permitted effective January 1, 2017. In May 2014, the FASB issued revised guidance for the recognition, measurement, and disclosure of revenue from contracts with customers. The guidance is applicable to all entities and, once effective, will replace significant portions of existing industry and transaction-specific revenue recognition rules with a more principles-based recognition model. Most revenue associated with financial instruments, including interest and loan origination fees, is outside the scope of the guidance. Gains and losses on investment securities, derivatives and sales of financial instruments are similarly excluded from the scope. Entities can elect to adopt the guidance either on a full or modified retrospective basis. Full retrospective adoption will require a cumulative effect adjustment to retained earnings as of the beginning of the earliest comparative period presented. Modified retrospective adoption will require a cumulative effect adjustment to retained earnings as of the beginning of the reporting period in which the entity first applies the new guidance. We do not plan to early adopt the guidance. We are currently assessing the potential impact of this new guidance on our consolidated financial statements and which transition method we plan to elect. 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 is effective on a retrospective basis beginning on January 1, 2016, with early adoption permitted. We plan to early adopt this guidance in the fourth quarter of 2015 and do not expect our adoption to have a material impact on our consolidated balance sheets.
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 September 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 September 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)	9 Months Ended
	Sep. 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 September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Non-interest (expense) income, net $ (7 ) $ (70 ) $ 41 $ (38 ) (Loss) income from discontinued operations before income taxes (7 ) (70 ) 41 (38 ) Income tax (benefit) provision (3 ) (26 ) 15 (14 ) (Loss) income from discontinued operations, net of tax $ (4 ) $ (44 ) $ 26 $ (24 )

Investment Securities (Tables)

Investment Securities (Tables)	9 Months Ended
	Sep. 30, 2015
Investments, Debt and Equity Securities [Abstract]
Schedule of Investment Portfolio	The table below presents the overview of our investment securities portfolio as of September 30, 2015 and December 31, 2014 . Table 3.1: Overview of Investment Securities Portfolio (Dollars in millions) September 30, 2015 December 31, 2014 Securities available for sale, at fair value $ 39,431 $ 39,508 Securities held to maturity, at carrying value 23,711 22,500 Total investments securities $ 63,142 $ 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 as of September 30, 2015 and December 31, 2014 . Table 3.2: Investment Securities Available for Sale September 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 $ 4,412 $ 33 $ 0 $ 4,445 Corporate debt securities guaranteed by U.S. government agencies 356 1 (2 ) 355 RMBS: Agency (2) 24,409 274 (72 ) 24,611 Non-agency 2,761 411 (18 ) 3,154 Total RMBS 27,170 685 (90 ) 27,765 CMBS: Agency (2) 3,431 45 (30 ) 3,446 Non-agency 1,744 36 (6 ) 1,774 Total CMBS 5,175 81 (36 ) 5,220 Other ABS (3) 1,478 6 (1 ) 1,483 Other securities (4) 162 2 (1 ) 163 Total investment securities available for sale $ 38,753 $ 808 $ (130 ) $ 39,431 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 is recorded in accumulated other comprehensive income (“AOCI”) of $18 million and $8 million as of September 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 65% and 56% of the other ABS portfolio as of September 30, 2015 and December 31, 2014 , respectively, and ABS collateralized by auto dealer floor plan inventory loans and leases constituted approximately 10% and 16% of the other ABS portfolio as of September 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 as of September 30, 2015 and December 31, 2014 . Table 3.3: Investment Securities Held to Maturity September 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 $ 2 $ 0 $ 200 Agency RMBS 21,696 (1,082 ) 20,614 1,078 (18 ) 21,674 Agency CMBS 3,007 (108 ) 2,899 140 0 3,039 Total investment securities held to maturity $ 24,901 $ (1,190 ) $ 23,711 $ 1,220 $ (18 ) $ 24,913 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 September 30, 2015 and December 31, 2014 . Table 3.4: Securities in an Unrealized Loss Position September 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 $ 0 $ 0 $ 249 $ (2 ) $ 249 $ (2 ) RMBS: Agency 5,112 (25 ) 3,765 (47 ) 8,877 (72 ) Non-agency 326 (8 ) 152 (10 ) 478 (18 ) Total RMBS 5,438 (33 ) 3,917 (57 ) 9,355 (90 ) CMBS: Agency 265 (1 ) 1,230 (29 ) 1,495 (30 ) Non-agency 435 (2 ) 327 (4 ) 762 (6 ) Total CMBS 700 (3 ) 1,557 (33 ) 2,257 (36 ) Other ABS 400 0 166 (1 ) 566 (1 ) Other securities 56 0 20 (1 ) 76 (1 ) Total investment securities available for sale in a gross unrealized loss position $ 6,594 $ (36 ) $ 5,909 $ (94 ) $ 12,503 $ (130 ) 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 September 30, 2015 (Dollars in millions) Carrying Value Fair Value Due after 1 year through 5 years $ 199 $ 200 Due after 5 years through 10 years 1,150 1,244 Due after 10 years 22,362 23,469 Total $ 23,711 $ 24,913 The following tables summarize the remaining scheduled contractual maturities, assuming no prepayments, of our investment securities as of September 30, 2015 . Table 3.5: Contractual Maturities of Securities Available for Sale September 30, 2015 (Dollars in millions) Amortized Cost Fair Value Due in 1 year or less $ 785 $ 785 Due after 1 year through 5 years 5,576 5,619 Due after 5 years through 10 years 1,825 1,865 Due after 10 years (1) 30,567 31,162 Total $ 38,753 $ 39,431 __________ (1) Investments with no stated maturities, which consist of equity securities, are included with contractual maturities due after 10 years.
Schedule of Expected Maturities and Weighted Average Yields of Investment Securities by Major Security Type	The table below summarizes, by major security type, the expected maturities and weighted-average yields of our investment securities as of September 30, 2015 . Table 3.7: Expected Maturities and Weighted-Average Yields of Securities September 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 $ 603 $ 3,841 $ 1 $ 0 $ 4,445 Corporate debt securities guaranteed by U.S. government agencies 0 326 29 0 355 RMBS: Agency 272 14,756 9,583 0 24,611 Non-agency 8 1,038 1,635 473 3,154 Total RMBS 280 15,794 11,218 473 27,765 CMBS: Agency 80 1,829 1,517 20 3,446 Non-agency 133 497 1,144 0 1,774 Total CMBS 213 2,326 2,661 20 5,220 Other ABS 153 1,135 195 0 1,483 Other securities 51 5 17 90 163 Total securities available for sale $ 1,300 $ 23,427 $ 14,121 $ 583 $ 39,431 Amortized cost of securities available for sale $ 1,303 $ 23,143 $ 13,787 $ 520 $ 38,753 Weighted-average yield for securities available for sale (1) 1.16 % 2.06 % 2.92 % 6.58 % 2.40 % Carrying value of securities held to maturity: U.S. Treasury securities $ 0 $ 198 $ 0 $ 0 $ 198 Agency RMBS 14 1,302 16,079 3,219 20,614 Agency CMBS 0 102 2,410 387 2,899 Total securities held for maturity $ 14 $ 1,602 $ 18,489 $ 3,606 $ 23,711 Fair value of securities held to maturity $ 15 $ 1,649 $ 19,459 $ 3,790 $ 24,913 Weighted-average yield for securities held to maturity (1) 5.67 % 2.77 % 2.50 % 3.33 % 2.64 % __________ (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 nine months ended September 30, 2015 and 2014 on investment securities for which we had no intent to sell. Table 3.8: Credit Impairment Rollforward Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Credit loss component, beginning of period $ 192 $ 165 $ 175 $ 160 Additions: Initial credit impairment 2 1 7 2 Subsequent credit impairment 3 2 15 6 Total additions 5 3 22 8 Reductions due to payoffs, disposals, transfers and other (1 ) (2 ) (1 ) (2 ) Credit loss component, end of period $ 196 $ 166 $ 196 $ 166
Schedule of Gross Realized Gains and Losses on Sale and Redemption of Available-for-Sale Securities Recognized in Earnings	The following table presents the gross realized gains and losses on the sale and redemption of securities available for sale, and the OTTI losses recognized in earnings for the three and nine months ended September 30, 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 September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Realized gains (losses): Gross realized gains $ 3 $ 16 $ 20 $ 50 Gross realized losses 0 (10 ) (16 ) (32 ) Net realized gains 3 6 4 18 OTTI recognized in earnings: Credit-related OTTI (5 ) (3 ) (22 ) (8 ) Intent-to-sell OTTI 0 (6 ) (5 ) (7 ) Total OTTI recognized in earnings (5 ) (9 ) (27 ) (15 ) Net securities (losses) gains $ (2 ) $ (3 ) $ (23 ) $ 3 Total proceeds from sales $ 898 $ 3,268 $ 3,211 $ 6,827
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 September 30, 2015 and December 31, 2014 . Table 3.10: Outstanding Balance and Carrying Value of Acquired Securities (Dollars in millions) September 30, 2015 December 31, 2014 Outstanding balance $ 3,395 $ 3,768 Carrying value 2,575 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 for the three and nine months ended September 30, 2015 . Table 3.11: Changes in the Accretable Yield of Acquired Credit-Impaired Debt Securities (Dollars in millions) Three Months Ended September 30, 2015 Nine Months Ended September 30, 2015 Accretable yield, beginning of period $ 1,192 $ 1,250 Accretion recognized in earnings (62 ) (185 ) Reduction due to payoffs, disposals, transfers and other 0 (1 ) Net reclassifications from nonaccretable difference 69 135 Accretable yield, end of period $ 1,199 $ 1,199

Loans (Tables)

Loans (Tables)	9 Months Ended
	Sep. 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 September 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 September 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) $ 79,481 $ 894 $ 607 $ 1,196 $ 2,697 $ 0 $ 82,178 International credit card 7,687 107 65 98 270 0 7,957 Total credit card 87,168 1,001 672 1,294 2,967 0 90,135 Consumer Banking: Auto 38,348 1,712 791 201 2,704 0 41,052 Home loan 6,516 48 22 178 248 19,576 26,340 Retail banking 3,519 20 5 18 43 36 3,598 Total consumer banking 48,383 1,780 818 397 2,995 19,612 70,990 Commercial Banking: Commercial and multifamily real estate 23,487 31 29 4 64 34 23,585 Commercial and industrial 27,525 82 24 145 251 97 27,873 Total commercial lending 51,012 113 53 149 315 131 51,458 Small-ticket commercial real estate 648 2 2 2 6 0 654 Total commercial banking 51,660 115 55 151 321 131 52,112 Other loans 81 3 1 7 11 0 92 Total loans ( 2) $ 187,292 $ 2,899 $ 1,546 $ 1,849 $ 6,294 $ 19,743 $ 213,329 % of Total loans 87.79% 1.36% 0.72% 0.87% 2.95 % 9.26% 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 $97 million and $144 million as of September 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 $901 million and $1.1 billion as of September 30, 2015 and December 31, 2014 , respectively.
90 Plus Day Delinquent Loans Accruing Interest and Nonperforming Loans	Table 4.2 presents the outstanding balance of loans 90 days or more past due that continue to accrue interest and loans classified as nonperforming as of September 30, 2015 and December 31, 2014 . Table 4.2: 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans (1) September 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 $ 1,196 $ 0 $ 1,181 $ 0 International credit card 65 61 73 70 Total credit card 1,261 61 1,254 70 Consumer Banking: Auto 0 201 0 197 Home loan 0 310 0 330 Retail banking 0 27 1 22 Total consumer banking 0 538 1 549 Commercial Banking: Commercial and multifamily real estate 0 8 7 62 Commercial and industrial 1 441 1 106 Total commercial lending 1 449 8 168 September 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 4 0 7 Total commercial banking 1 453 8 175 Other loans 0 11 0 15 Total $ 1,262 $ 1,063 $ 1,263 $ 809 % of Total loans 0.59% 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 September 30, 2015 and December 31, 2014 , and for the three and nine months ended September 30, 2015 and 2014 : Table 4.9: Impaired Loans (1) September 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 $ 538 $ 0 $ 538 $ 145 $ 393 $ 522 International credit card 128 0 128 63 65 124 Total credit card (2) 666 0 666 208 458 646 Consumer Banking: Auto (3) 264 211 475 22 453 752 Home loan 223 134 357 16 341 450 Retail banking 52 7 59 12 47 60 Total consumer banking 539 352 891 50 841 1,262 Commercial Banking: Commercial and multifamily real estate 86 4 90 13 77 93 Commercial and industrial 306 240 546 28 518 608 Total commercial lending 392 244 636 41 595 701 Small-ticket commercial real estate 5 0 5 0 5 6 Total commercial banking 397 244 641 41 600 707 Total $ 1,602 $ 596 $ 2,198 $ 299 $ 1,899 $ 2,615 Three Months Ended Nine Months Ended September 30, 2015 September 30, 2015 (Dollars in millions) Average Interest Average Interest Credit Card: Domestic credit card $ 535 $ 15 $ 538 $ 43 International credit card 133 2 137 7 Total credit card (2) 668 17 675 50 Consumer Banking: Auto (3) 468 20 456 61 Home loan 360 2 363 4 Retail banking 55 0 55 1 Total consumer banking 883 22 874 66 Commercial Banking: Commercial and multifamily real estate 112 0 115 2 Commercial and industrial 388 0 385 2 Total commercial lending 500 0 500 4 Small-ticket commercial real estate 8 0 7 0 Total commercial banking 508 0 507 4 Total $ 2,059 $ 39 $ 2,056 $ 120 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 Nine Months Ended September 30, 2014 September 30, 2014 (Dollars in millions) Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized Credit Card: Domestic credit card $ 558 $ 14 $ 577 $ 44 International credit card 159 3 164 9 Total credit card (2) 717 17 741 53 Consumer Banking: Auto (3) 387 18 375 52 Home loan 382 1 392 4 Retail banking 60 1 74 2 Total consumer banking 829 20 841 58 Commercial Banking: Commercial and multifamily real estate 196 2 183 5 Commercial and industrial 175 1 177 3 Total commercial lending 371 3 360 8 Small-ticket commercial real estate 9 0 8 0 Total commercial banking 380 3 368 8 Total $ 1,926 $ 40 $ 1,950 $ 119 __________ (1) Impaired loans include loans modified in Troubled Debt Restructurings (“TDRs”), all nonperforming commercial loans and nonperforming home loans with a specific impairment. Impaired loans without an allowance generally represent loans that have been charged down to the fair value of the underlying collateral for which we believe no additional losses have been incurred, or where the fair value of the underlying collateral meets or exceeds the loan’s amortized cost. (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 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 Nine Months Ended September 30, 2015 September 30, 2015 (Dollars in millions) Number of Amount Number of Amount Credit Card: Domestic credit card 10,487 $ 18 29,815 $ 50 International credit card (1) 8,294 19 25,466 62 Total credit card 18,781 37 55,281 112 Consumer Banking: Auto 2,297 27 6,172 71 Home loan 4 1 11 1 Retail banking 6 0 20 1 Total consumer banking 2,307 28 6,203 73 Commercial Banking: Commercial and multifamily real estate 0 0 0 0 Commercial and industrial 3 2 6 19 Total commercial lending 3 2 6 19 Small-ticket commercial real estate 3 0 3 0 Total commercial banking 6 2 9 19 Total 21,094 $ 67 61,493 $ 204 Three Months Ended Nine Months Ended September 30, 2014 September 30, 2014 (Dollars in millions) Number of Total Number of Total Credit Card: Domestic credit card 9,882 $ 16 30,502 $ 47 International credit card (1) 9,109 24 29,513 84 Total credit card 18,991 40 60,015 131 Consumer Banking: Auto 1,674 18 4,672 49 Home loan 2 1 12 3 Retail banking 13 0 53 9 Total consumer banking 1,689 19 4,737 61 Commercial Banking: Commercial and multifamily real estate 0 0 4 6 Commercial and industrial 0 0 2 1 Total commercial lending 0 0 6 7 Small-ticket commercial real estate 18 0 26 3 Total commercial banking 18 0 32 10 Total 20,698 $ 59 64,784 $ 202 _______________ (1) The regulato ry regime in the U.K. require the U.K. credit card businesses to accept payment plan proposals even when the proposed payments are less than the contractual minimum amount. As a result, loans entering long-term TDR payment programs in the U.K. typically continue to age and ultimately charge-off even when fully in compliance with the TDR program terms. The following tables present the major modification types, recorded investment amounts and financial effects of loans modified in TDRs during the three and nine months ended September 30, 2015 and 2014 : Table 4.10: Troubled Debt Restructurings Total Loans (1)(2) Three Months Ended September 30, 2015 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (3)(4) Average (5) % of (4)(6) Average (7) % of (4)(8) Gross (9) Credit Card: Domestic credit card $ 77 100% 12.30 % 0 % 0 0 % $ 0 International credit card 29 100 25.89 0 0 0 0 Total credit card 106 100 16.01 0 0 0 0 Consumer Banking: Auto 88 42 4.14 68 7 31 24 Home loan 17 70 2.63 87 232 6 0 Retail banking 10 6 6.15 94 6 0 0 Total consumer banking 115 43 3.81 73 46 25 24 Commercial Banking: Commercial and multifamily real estate 9 0 0.00 83 8 0 0 Commercial and industrial 21 0 0.00 21 9 0 0 Total commercial lending 30 0 0.00 40 9 0 0 Small-ticket commercial real estate 0 0 0.00 0 0 0 0 Total commercial banking 30 0 0.00 40 9 0 0 Total $ 251 62 12.13 38 42 11 $ 24 Total Loans (1)(2) Nine Months Ended September 30, 2015 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (3)(4) Average (5) % of (4)(6) Average (7) % of (4)(8) Gross (9) Credit Card: Domestic credit card $ 217 100% 12.16% 0% 0 0 % $ 0 International credit card 91 100 25.87 0 0 0 0 Total credit card 308 100 16.21 0 0 0 0 Consumer Banking: Auto 257 41 3.28 69 8 30 69 Home loan 34 60 2.78 74 209 9 0 Retail banking 20 19 7.19 88 6 0 0 Total consumer banking 311 42 3.31 71 31 26 69 Commercial Banking: Commercial and multifamily real estate 12 0 0.00 86 14 18 1 Commercial and industrial 72 0 1.06 48 6 0 0 Total commercial lending 84 0 1.06 53 8 2 1 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 85 0 1.06 53 8 2 1 Total $ 704 62 12.40 38 27 12 $ 70 Total Loans Modified (1)(2) Three Months Ended September 30, 2014 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (3)(4) Average (5) % of (4)(6) Average (7) % of (4)(8) Gross (9) Credit Card: Domestic credit card $ 68 100% 11.52% 0% 0 0% $ 0 International credit card 35 100 25.41 0 0 0 0 Total credit card 103 100 16.12 0 0 0 0 Consumer Banking: Auto 88 40 1.70 64 9 35 28 Home loan 10 41 3.33 52 150 2 0 Retail banking 1 17 6.42 88 3 0 0 Total consumer banking 99 40 1.88 63 21 31 28 Commercial Banking: Commercial and multifamily real estate 1 0 0.00 0 0 0 0 Commercial and industrial 3 96 0.85 100 7 11 0 Total commercial lending 4 71 0.85 74 7 8 0 Small-ticket commercial real estate 0 0 0.00 0 0 0 0 Total commercial banking 4 71 0.85 74 7 8 0 Total $ 206 70 11.94 32 20 15 $ 28 Total Loans Modified (1)(2) Nine Months Ended September 30, 2014 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (3)(4) Average (5) % of (4)(6) Average (7) % of (4)(8) Gross (9) Credit Card: Domestic credit card $ 199 100% 11.52% 0 % 0 0% $ 0 International credit card 116 100 25.35 0 0 0 0 Total credit card 315 100 16.60 0 0 0 0 Consumer Banking: Auto 234 37 1.24 63 9 36 75 Home loan 29 34 2.64 39 154 6 1 Retail banking 9 8 5.17 72 7 0 0 Total consumer banking 272 36 1.41 61 19 31 76 Commercial Banking: Commercial and multifamily real estate 67 31 1.26 92 7 6 2 Commercial and industrial 16 20 0.18 67 10 2 0 Total commercial lending 83 29 1.11 87 8 5 2 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 84 28 1.11 86 8 5 2 Total $ 671 65 12.34 36 16 13 $ 78 __________ (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) We present the modification types utilized most prevalently across our loan portfolios. As not every modification type is included in the table above, the total % of TDR activity may not add up to 100%. (3) Represents percentage of loans modified and accounted for as TDRs during the period that were granted a reduced interest rate. (4) Due to multiple concessions granted to some troubled borrowers, percentages may total more than 100% for certain loan types. (5) Represents weighted average interest rate reduction for those loans that received an interest rate concession. (6) Represents percentage of loans modified and accounted for as TDRs during the period that were granted a maturity date extension. (7) Represents weighted average change in maturity date for those loans that received a maturity date extension. (8) 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. (9) Total amount represents the gross balance forgiven. For loans modified in bankruptcy, the gross balance reduction represents collateral value write downs associated with the discharge of the borrower’s obligations.
Outstanding Balance and Carrying Value of Acquired Loans	The table below presents the outstanding balance and the carrying value of acquired loans that are accounted for based on expected cash flows as of September 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 September 30, 2015 December 31, 2014 (Dollars in millions) Total Impaired Loans Non-Impaired Loans Total Impaired Loans Non-Impaired Loans Outstanding balance $ 21,328 $ 3,879 $ 17,449 $ 25,201 $ 4,279 $ 20,922 Carrying value (1) 19,753 2,645 17,108 23,519 2,882 20,637 __________ (1) Includes $28 million and $27 million of allowance for loan and lease losses for these loans as of September 30, 2015 and December 31, 2014 , respectively. We recorded a $1 million provision and a $15 million release of the allowance for credit losses for the nine months ended September 30, 2015 and 2014 , respectively, for Acquired Loans.
Changes in Accretable Yield on Acquired Loans	The following table presents changes in the accretable yield on the Acquired Loans: Table 4.13: Changes in Accretable Yield on Acquired Loans Three Months Ended September 30, 2015 Nine Months Ended September 30, 2015 (Dollars in millions) Total Loans Impaired Loans Non-Impaired Loans Total Loans Impaired Loans Non-Impaired Loans Accretable yield, beginning of period $ 3,997 $ 1,412 $ 2,585 $ 4,653 $ 1,485 $ 3,168 Accretion recognized in earnings (192 ) (65 ) (127 ) (637 ) (222 ) (415 ) Reclassifications from (to) nonaccretable difference for loans with changing cash flows (1) 2 1 1 36 46 (10 ) Changes in accretable yield for non-credit related changes in expected cash flows (2) (136 ) (22 ) (114 ) (381 ) 17 (398 ) Accretable yield, end of period $ 3,671 $ 1,326 $ 2,345 $ 3,671 $ 1,326 $ 2,345 __________ (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 as of September 30, 2015 and December 31, 2014 . We also present net charge-offs for the three and nine months ended September 30, 2015 and 2014 . Table 4.3: Credit Card: Risk Profile by Geographic Region and Delinquency Status September 30, 2015 December 31, 2014 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Domestic credit card: California $ 9,310 10.3% $ 8,574 10.0% New York 6,042 6.7 5,610 6.5 Texas 5,901 6.5 5,382 6.3 Florida 5,260 5.8 4,794 5.6 Illinois 3,870 4.3 3,747 4.4 Pennsylvania 3,521 3.9 3,581 4.2 Ohio 3,136 3.5 3,075 3.6 New Jersey 3,004 3.3 2,868 3.3 Michigan 2,754 3.1 2,681 3.1 Other 39,380 43.8 37,392 43.5 Total domestic credit card 82,178 91.2 77,704 90.5 International credit card: Canada 4,698 5.2 4,747 5.5 United Kingdom 3,259 3.6 3,425 4.0 Total international credit card 7,957 8.8 8,172 9.5 Total credit card $ 90,135 100.0% $ 85,876 100.0 % __________ (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.
Schedule of Net Charge-Offs	Table 4.4: Credit Card: Net Charge-offs Three Months Ended September 30, Nine Months Ended September 30, 2015 2014 2015 2014 (Dollars in millions) Amount Rate Amount Rate Amount Rate Amount Rate Net charge-offs: (1) Domestic credit card $ 619 3.08% $ 508 2.83% $ 1,933 3.35% $ 1,818 3.45% International credit card 36 1.80 64 3.32 144 2.41 219 3.81 Total credit card $ 655 2.96 $ 572 2.88 $ 2,077 3.26 $ 2,037 3.48 __________ (1) The net charge-off rate is calculated for each loan category by dividing annualized net charge-offs for the period by average loans held for investment during the period. Net charge-offs and the net-charge off rate are impacted periodically by fluctuations in recoveries, including impacts of debt sales.
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 September 30, 2015 and December 31, 2014 , and net charge-offs for the three and nine months ended September 30, 2015 and 2014 . Table 4.5: Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status September 30, 2015 December 31, 2014 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Auto: Texas $ 5,449 7.7% $ 5,248 7.4% California 4,502 6.3 4,081 5.7 Florida 3,216 4.5 2,737 3.8 Georgia 2,230 3.1 2,066 2.9 Louisiana 1,889 2.7 1,773 2.5 Illinois 1,839 2.6 1,676 2.4 Ohio 1,711 2.4 1,566 2.2 Other 20,216 28.5 18,677 26.1 Total auto 41,052 57.8 37,824 53.0 Home loan: California 6,044 8.5 6,943 9.7 New York 2,243 3.2 2,452 3.4 Illinois 1,598 2.3 1,873 2.6 Maryland 1,580 2.2 1,720 2.4 Virginia 1,403 2.0 1,538 2.2 New Jersey 1,367 1.9 1,529 2.1 Florida 1,213 1.7 1,375 1.9 Other 10,892 15.3 12,605 17.7 Total home loan 26,340 37.1 30,035 42.0 September 30, 2015 December 31, 2014 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Retail banking: Louisiana 1,097 1.5 1,120 1.5 New York 901 1.3 881 1.2 Texas 763 1.1 756 1.1 New Jersey 250 0.4 265 0.4 Maryland 175 0.2 167 0.2 Virginia 146 0.2 132 0.2 Other 266 0.4 259 0.4 Total retail banking 3,598 5.1 3,580 5.0 Total consumer banking $ 70,990 100.0% $ 71,439 100.0% September 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 $ 2,704 6.59% $ 201 0.49 % $ 201 0.49% $ 2,682 7.09% $ 197 0.52% $ 197 0.52 % Home Loan (2) 248 0.94 178 0.67 310 1.18 302 1.01 218 0.73 330 1.10 Retail Banking 43 1.20 18 0.51 27 0.74 40 1.11 16 0.44 22 0.61 Total Consumer Banking (2) $ 2,995 4.22 $ 397 0.56 $ 538 0.76 $ 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 3.66% , 2.62% and 4.59% as of September 30, 2015 ; and 4.45% , 3.21% and 4.86% as of December 31, 2014 ; and for the total consumer banking loan portfolio were 5.83% , 0.77% and 1.05% as of September 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 September 30, Nine Months Ended September 30, 2015 2014 2015 2014 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs: Auto $ 188 1.85% $ 176 1.98% $ 457 1.54% $ 421 1.65% Home loan 1 0.01 2 0.02 6 0.03 12 0.05 Retail banking 14 1.53 12 1.36 35 1.30 27 1.00 Total consumer banking $ 203 1.14 $ 190 1.07 $ 498 0.93 $ 460 0.87 _______ ___ (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 0.05% and 1.58% , respectively, for the three months ended September 30, 2015 , compared to 0.11% and 1.65% , respectively, for the three months ended September 30, 2014 ; and 0.11% and 1.33% , respectively, for the nine months ended September 30, 2015 , compared to 0.22% and 1.37% , respectively, for the nine months ended September 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 September 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 September 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 $ 2,418 9.2% $ 5,014 19.0% $ 7,432 28.2% 2007 281 1.0 4,282 16.3 4,563 17.3 2008 165 0.6 3,033 11.5 3,198 12.1 2009 103 0.4 1,600 6.1 1,703 6.5 2010 102 0.4 2,392 9.1 2,494 9.5 2011 185 0.7 2,696 10.2 2,881 10.9 2012 1,355 5.2 426 1.6 1,781 6.8 2013 578 2.2 73 0.3 651 2.5 2014 698 2.7 32 0.1 730 2.8 2015 879 3.3 28 0.1 907 3.4 Total $ 6,764 25.7% $ 19,576 74.3% $ 26,340 100.0% Geographic concentration: (3) California $ 906 3.4% $ 5,138 19.5% $ 6,044 22.9% New York 1,306 5.0 937 3.6 2,243 8.6 Illinois 90 0.4 1,508 5.7 1,598 6.1 Maryland 495 1.9 1,085 4.1 1,580 6.0 Virginia 423 1.6 980 3.7 1,403 5.3 New Jersey 348 1.3 1,019 3.9 1,367 5.2 Florida 158 0.6 1,055 4.0 1,213 4.6 Arizona 83 0.3 1,057 4.0 1,140 4.3 Louisiana 1,102 4.2 29 0.1 1,131 4.3 Washington 114 0.4 844 3.2 958 3.6 Other 1,739 6.6 5,924 22.5 7,663 29.1 Total $ 6,764 25.7% $ 19,576 74.3% $ 26,340 100.0 % Lien type: 1 st lien $ 5,764 21.9% $ 19,246 73.1% $ 25,010 95.0% 2 nd lien 1,000 3.8 330 1.2 1,330 5.0 Total $ 6,764 25.7% $ 19,576 74.3% $ 26,340 100.0% Interest rate type: Fixed rate $ 2,708 10.3% $ 2,294 8.7% $ 5,002 19.0% Adjustable rate 4,056 15.4 17,282 65.6 21,338 81.0 Total $ 6,764 25.7% $ 19,576 74.3% $ 26,340 100.0% 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 balances with an originate date in the years subsequent to 2012 are related to refinancing of previously acquired home loans. (3) States listed represents the ten states in which we have the highest concentration of home loans.
Commercial Banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Schedule of Concentration of Risk, by Risk Factor	The following table presents the geographic distribution and internal risk ratings of our commercial loan portfolio as of September 30, 2015 and December 31, 2014 . Table 4.8: Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating September 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) Northeast $ 14,670 62.2% $ 6,784 24.3% $ 401 61.3% $ 21,855 41.9% Mid-Atlantic 2,743 11.6 2,246 8.1 25 3.9 5,014 9.6 South 3,718 15.8 11,491 41.2 42 6.4 15,251 29.3 Other 2,454 10.4 7,352 26.4 186 28.4 9,992 19.2 Total $ 23,585 100.0% $ 27,873 100.0% $ 654 100.0% $ 52,112 100.0% Internal risk rating: (3) Noncriticized $ 23,191 98.3% $ 26,096 93.6% $ 647 98.9% $ 49,934 95.8% Criticized performing 386 1.6 1,336 4.8 3 0.5 1,725 3.3 Criticized nonperforming 8 0.1 441 1.6 4 0.6 453 0.9 Total $ 23,585 100.0% $ 27,873 100.0 % $ 654 100.0% $ 52,112 100.0% 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) 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) 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 26

Allowance for Loan and Lease Losses (Tables)	9 Months Ended
	Sep. 30, 2015
Loans and Leases Receivable, Allowance [Abstract]
Schedule of Loss sharing arrangement impact [Table Text Block]	The table below summarizes these impact for the three and nine months ended September 30, 2015 and 2014 . Table 5.3: Summary of Loss Sharing Arrangements Impact Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Reduction in charge-offs $ 47 $ 40 $ 136 $ 121 Reduction in provision for loan and lease losses 64 48 183 130
Allowance for Credit Losses on Financing Receivables	The table below presents the components of our allowance for loan and lease losses, by portfolio segment and impairment methodology, and the recorded investment of the related loans as of September 30, 2015 and December 31, 2014 . Table 5.2: Components of Allowance for Loan and Lease Losses by Impairment Methodology September 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) $ 3,276 $ 712 $ 17 $ 54 $ 783 $ 457 $ 4 $ 4,520 Asset-specific (2) 208 22 16 12 50 41 0 299 Acquired Loans (3) 0 0 27 0 27 1 0 28 Total allowance for loan and lease losses $ 3,484 $ 734 $ 60 $ 66 $ 860 $ 499 $ 4 $ 4,847 Loans held for investment: Collectively evaluated (1) $ 89,469 $ 40,788 $ 6,407 $ 3,503 $ 50,698 $ 51,340 $ 92 $ 191,599 Asset-specific (2) 666 264 357 59 680 641 0 1,987 Acquired Loans (3) 0 0 19,576 36 19,612 131 0 19,743 Total loans held for investment $ 90,135 $ 41,052 $ 26,340 $ 3,598 $ 70,990 $ 52,112 $ 92 $ 213,329 Allowance as a percentage of period-end loans held for investment 3.86% 1.79% 0.23% 1.86% 1.21% 0.96% 4.71% 2.27% 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 nine months ended September 30, 2015 and 2014 . Table 5.1: Allowance for Loan and Lease Losses Three Months Ended September 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 June30, 2015 $ 3,324 $ 744 $ 65 $ 66 $ 875 $ 472 $ 5 $ 4,676 $ 135 $ 4,811 Provision (benefit) for credit losses 831 178 (4 ) 14 188 60 (2 ) 1,077 15 1,092 Charge-offs (930 ) (264 ) (5 ) (17 ) (286 ) (47 ) 0 (1,263 ) 0 (1,263 ) Recoveries 275 76 4 3 83 14 1 373 0 373 Net charge-offs (655 ) (188 ) (1 ) (14 ) (203 ) (33 ) 1 (890 ) 0 (890 ) Other changes (2) (16 ) 0 0 0 0 0 0 (16 ) 0 (16 ) Balance as of September 30, 2015 $ 3,484 $ 734 $ 60 $ 66 $ 860 $ 499 $ 4 $ 4,847 $ 150 $ 4,997 Nine Months Ended September 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 (benefit) for credit losses 2,395 530 4 45 579 147 (2 ) 3,119 37 3,156 Charge-offs (2,940 ) (700 ) (14 ) (47 ) (761 ) (67 ) (5 ) (3,773 ) 0 (3,773 ) Recoveries 863 243 8 12 263 24 6 1,156 0 1,156 Net charge-offs (2,077 ) (457 ) (6 ) (35 ) (498 ) (43 ) 1 (2,617 ) 0 (2,617 ) Other changes (2) (38 ) 0 0 0 0 0 0 (38 ) 0 (38 ) Balance as of September 30, 2015 $ 3,484 $ 734 $ 60 $ 66 $ 860 $ 499 $ 4 $ 4,847 $ 150 $ 4,997 Three Months Ended September 30, 2014 Credit Consumer Banking Commercial Banking Other (1) Total Unfunded Combined (Dollars in millions) Auto Home Retail Total Banking Balance as of June 30, 2014 $ 2,858 $ 642 $ 67 $ 56 $ 765 $ 368 $ 7 $ 3,998 $ 102 $ 4,100 Provision (benefit) for credit losses 787 194 (9 ) 13 198 4 (1 ) 988 5 993 Charge-offs (885 ) (245 ) (4 ) (15 ) (264 ) (4 ) (2 ) (1,155 ) 0 (1,155 ) Recoveries 313 69 2 3 74 10 2 399 0 399 Net charge-offs (572 ) (176 ) (2 ) (12 ) (190 ) 6 0 (756 ) 0 (756 ) Other changes (2) (16 ) 0 (1 ) 0 (1 ) 0 (1 ) (18 ) 0 (18 ) Balance as of September 30, 2014 $ 3,057 $ 660 $ 55 $ 57 $ 772 $ 378 $ 5 $ 4,212 $ 107 $ 4,319 Nine Months Ended September 30, 2014 Credit Consumer Banking Commercial Banking Other (1) Total Unfunded Combined (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 1,894 475 (15 ) 21 481 41 (4 ) 2,412 20 2,432 Charge-offs (2,975 ) (633 ) (23 ) (44 ) (700 ) (19 ) (8 ) (3,702 ) 0 (3,702 ) Recoveries 938 212 11 17 240 18 7 1,203 0 1,203 Net charge-offs (2,037 ) (421 ) (12 ) (27 ) (460 ) (1 ) (1 ) (2,499 ) 0 (2,499 ) Other changes (2) (14 ) 0 (1 ) 0 (1 ) 0 (1 ) (16 ) 0 (16 ) Balance as of September 30, 2014 $ 3,057 $ 660 $ 55 $ 57 $ 772 $ 378 $ 5 $ 4,212 $ 107 $ 4,319 _________ (1) Other primarily consists of our discontinued GreenPoint mortgage operations loan portfolio. (2) Represents foreign currency translation adjustments and the net impact of loan transfers and sales.

Variable Interest Entities an27

Variable Interest Entities and Securitizations (Tables)	9 Months Ended
	Sep. 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 September 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 September 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) $ 34,167 $ 16,325 $ 0 $ 0 $ 0 Home loan securitizations (2) 0 0 214 29 876 Total securitization-related VIEs 34,167 16,325 214 29 876 Other VIEs: Affordable housing entities 0 0 3,744 506 3,744 Entities that provide capital to low-income and rural communities 370 100 0 0 0 Other 0 0 61 0 61 Total other VIEs 370 100 3,805 506 3,805 Total VIEs $ 34,537 $ 16,425 $ 4,019 $ 535 $ 4,681 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 September 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 September 30, 2015: Securities held by third-party investors $ 15,656 $ 1,813 $ 79 $ 812 Receivables in the trust 33,581 1,874 74 817 Cash balance of spread or reserve accounts 0 8 N/A 137 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 Intangible Assets

Goodwill and Intangible Assets (Tables)	9 Months Ended
	Sep. 30, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Components of Goodwill, Intangible Assets and MSRs	The table below displays the components of goodwill, intangible assets and Mortgage Servicing Rights (“MSRs”) as of September 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 September 30, 2015 December 31, 2014 (Dollars in millions) Carrying (1) Accumulated Amortization (1) Net Carrying (1) Accumulated Amortization (1) Net Goodwill $ 13,983 N/A $ 13,983 $ 13,978 N/A $ 13,978 Intangible assets: Purchased credit card relationship (“PCCR”) intangibles 2,156 $ (1,393 ) 763 2,124 $ (1,152 ) 972 Core deposit intangibles 1,771 (1,642 ) 129 1,771 (1,569 ) 202 Other (2) 239 (126 ) 113 300 (158 ) 142 Total intangible assets 4,166 (3,161 ) 1,005 4,195 (2,879 ) 1,316 Total goodwill and intangible assets $ 18,149 $ (3,161 ) $ 14,988 $ 18,173 $ (2,879 ) $ 15,294 MSRs: Consumer MSRs (3) $ 63 N/A $ 63 $ 53 N/A $ 53 Commercial MSRs (4) 204 $ (44 ) 160 171 $ (24 ) 147 Total MSRs $ 267 $ (44 ) $ 223 $ 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 September 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 Business Segments	The following table presents goodwill attributable to each of our business segments as of September 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 1 7 0 8 Other adjustments (3 ) 0 0 (3 ) Balance as of September 30, 2015 $ 4,999 $ 4,600 $ 4,384 $ 13,983

Deposits and Borrowings (Tables

Deposits and Borrowings (Tables)	9 Months Ended
	Sep. 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 September 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) September 30, December 31, Deposits: Non-interest bearing deposits $ 25,055 $ 25,081 Interest-bearing deposits 187,848 180,467 Total deposits $ 212,903 $ 205,548 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 1,021 $ 880 FHLB advances 0 16,200 Total short-term borrowings $ 1,021 $ 17,080 September 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 0.25 - 5.75% 1.37% $ 15,656 $ 11,624 Senior and subordinated notes: (1) Fixed unsecured senior debt 2015 - 2025 1.00 - 6.75% 2.65 17,539 15,174 Floating unsecured senior debt 2015 - 2018 0.77 - 1.47% 1.00 1,580 880 Total unsecured senior debt 2.51 19,119 16,054 Fixed unsecured subordinated debt 2016 - 2023 3.38 - 8.80% 4.97 2,654 2,630 Total senior and subordinated notes 21,773 18,684 Other long-term borrowings: FHLB advances 2015 - 2025 0.25 - 6.41% 0.32 4,304 1,069 Capital lease obligations 2016 - 2034 3.09 - 12.86% 4.24 24 0 Total other long-term borrowings 4,328 1,069 Total long-term debt 41,757 31,377 Total short-term borrowings and long-term debt $ 42,778 $ 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 nine months ended September 30, 2015 and 2014 : Table 8.2: Components of Interest Expense on Short-Term Borrowings and Long-Term Debt Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 0 $ 0 $ 1 $ 1 FHLB advances 0 6 9 15 Total short-term borrowings 0 6 10 16 Long-term debt: Securitized debt obligations (1) 39 32 108 109 Senior and subordinated notes (1) 82 71 241 226 Other long-term borrowings 12 10 29 20 Total long-term debt 133 113 378 355 Total interest expense on short-term borrowings and long-term debt $ 133 $ 119 $ 388 $ 371 _ _________ (1) Interest expense includes the impact from hedge accounting.

Derivative Instruments and He30

Derivative Instruments and Hedging Activities (Tables)	9 Months Ended
	Sep. 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 September 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 September 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 $ 31,876 $ 706 $ 40 $ 24,543 $ 480 $ 39 Cash flow hedges 23,150 352 11 24,450 222 18 Total interest rate contracts 55,026 1,058 51 48,993 702 57 Foreign exchange contracts: Cash flow hedges 5,244 219 9 5,546 221 2 Net investment hedges 2,543 58 0 2,476 73 0 Total foreign exchange contracts 7,787 277 9 8,022 294 2 Total derivatives designated as accounting hedges 62,813 1,335 60 57,015 996 59 Derivatives not designated as accounting hedges: Interest rate contracts covering: MSRs (2) 1,074 15 9 777 10 3 Customer accommodation 27,939 525 381 27,646 413 251 Other interest rate exposures (3) 1,526 36 17 2,614 33 21 Total interest rate contracts 30,539 576 407 31,037 456 275 Other contracts 614 0 5 593 0 5 Total derivatives not designated as accounting hedges 31,153 576 412 31,630 456 280 Total derivatives $ 93,966 $ 1,911 $ 472 $ 88,645 $ 1,452 $ 339 Less: netting adjustment (4) (483 ) (181 ) (624 ) (164 ) Total derivative assets/liabilities $ 1,428 $ 291 $ 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 September 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 September 30, 2015 Derivatives assets (1) $ 1,911 $ (84 ) $ (399 ) $ 1,428 $ (220 ) $ 1,208 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 September 30, 2015 Derivatives liabilities (1) $ 472 $ (84 ) $ (97 ) $ 291 $ 0 $ 291 Repurchase agreements (2)(3) 1,012 0 0 1,012 (1,012 ) 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 September 30, 2015 totaling $699 million and $242 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 September 30, 2015 and December 31, 2014 . (2) As of September 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 September 30, 2015 , we pledged collateral with a fair value of $1.0 billion 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 nine months ended September 30, 2015 and 2014 . Table 9.3: Gains and Losses on Fair Value Hedges and Free-Standing Derivatives Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Derivatives designated as accounting hedges: (1) Fair value interest rate contracts: Gains (losses) recognized in earnings on derivatives $ 365 $ (94 ) $ 295 $ 42 (Losses) gains recognized in earnings on hedged items (367 ) 110 (304 ) (5 ) Net fair value hedge ineffectiveness (losses) gains (2 ) 16 (9 ) 37 Derivatives not designated as accounting hedges: (1) Interest rate contracts covering: MSRs 8 1 5 14 Customer accommodation 5 7 14 15 Other interest rate exposures 13 5 31 8 Total interest rate contracts 26 13 50 37 Foreign exchange contracts 0 0 0 1 Other contracts (1 ) (2 ) (3 ) (1 ) Total gains on derivatives not designated as accounting hedges 25 11 47 37 Net derivative gains recognized in earnings $ 23 $ 27 $ 38 $ 74 __________ (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 nine months ended September 30, 2015 and 2014 . Table 9.4: Gains and Losses on Derivatives Designated as Cash Flow Hedges and Net Investment Hedges Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Gains (losses) recorded in AOCI: Cash flow hedges: Interest rate contracts $ 270 $ (34 ) $ 447 $ 112 Foreign exchange contracts (3 ) (5 ) (14 ) (16 ) Subtotal 267 (39 ) 433 96 Net investment hedges: Foreign exchange contracts 62 71 40 71 Net derivatives gains recognized in AOCI $ 329 $ 32 $ 473 $ 167 Gains (losses) recorded in earnings: Cash flow hedges: Gains (losses) reclassified from AOCI into earnings: Interest rate contracts (1) $ 39 $ 34 $ 136 $ 90 Foreign exchange contracts (2) (2 ) (5 ) (14 ) (16 ) Subtotal 37 29 122 74 Gains (losses) recognized in earnings due to ineffectiveness: Interest rate contracts (2) 2 (1 ) 4 0 Net derivative gains recognized in earnings $ 39 $ 28 $ 126 $ 74 __________ (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)	9 Months Ended
	Sep. 30, 2015
Equity [Abstract]
Schedule of Preferred Stock	The following table summarizes the Company’s preferred stock issued and outstanding as of September 30, 2015 and December 31, 2014 . Table 10.1: Preferred Stock Issued and Outstanding Liquidation Preference per Share Carrying Value (in millions) Series Description Issuance Date Redeemable by Issuer Beginning Per Annum Dividend Rate Total Shares Outstanding September 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; 3-mo. LIBOR+ 380 bps thereafter 1,000 1,000,000 988 N/A Series F (1) 6.20% Non-Cumulative August 24, 2015 December 1, 2020 6.20 1,000 500,000 484 N/A Total $ 3,294 $ 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 nine months ended September 30, 2015 and 2014 . Table 10.2: Accumulated Other Comprehensive Income Three Months Ended September 30, 2015 (Dollars in millions) Securities Securities Held to Maturity (1) Cash Flow Foreign (2) Other Total AOCI as of June 30, 2015 $ 366 $ (774 ) $ 91 $ (57 ) $ (23 ) $ (397 ) Other comprehensive income (loss) before reclassifications 60 0 267 (52 ) (7 ) 268 Amounts reclassified from AOCI into earnings 2 25 (37 ) 0 (3 ) (13 ) Net other comprehensive income (loss) 62 25 230 (52 ) (10 ) 255 AOCI as of September 30, 2015 $ 428 $ (749 ) $ 321 $ (109 ) $ (33 ) $ (142 ) Nine Months Ended September 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 income (loss) before reclassifications 3 0 433 (101 ) (8 ) 327 Amounts reclassified from AOCI into earnings 15 72 (122 ) 0 (4 ) (39 ) Net other comprehensive income (loss) 18 72 311 (101 ) (12 ) 288 AOCI as of September 30, 2015 $ 428 $ (749 ) $ 321 $ (109 ) $ (33 ) $ (142 ) Three Months Ended September 30, 2014 (Dollars in millions) Securities Securities Held to Maturity (1) Cash Flow Foreign (2) Other Total AOCI as of June 30, 2014 $ 419 $ (863 ) $ (20 ) $ 106 $ (13 ) $ (371 ) Other comprehensive (loss) income before reclassifications (67 ) 0 (39 ) (82 ) 3 (185 ) Amounts reclassified from AOCI into earnings 2 22 (29 ) 0 2 (3 ) Net other comprehensive (loss) income (65 ) 22 (68 ) (82 ) 5 (188 ) AOCI as of September 30, 2014 $ 354 $ (841 ) $ (88 ) $ 24 $ (8 ) $ (559 ) Nine Months Ended September 30, 2014 (Dollars in millions) Securities Securities Held to Maturity (1) Cash Flow Foreign (2) Other Total AOCI as of December 31, 2013 $ 106 $ (897 ) $ (110 ) $ 40 $ (11 ) $ (872 ) Other comprehensive income (loss) before reclassifications 250 0 96 (16 ) 6 336 Amounts reclassified from AOCI into earnings (2 ) 56 (74 ) 0 (3 ) (23 ) Net other comprehensive income (loss) 248 56 22 (16 ) 3 313 AOCI as of September 30, 2014 $ 354 $ (841 ) $ (88 ) $ 24 $ (8 ) $ (559 ) __________ (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 present 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 expected 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 nine months ended September 30, 2015 and 2014 . Table 10.3: Reclassifications from AOCI Amount Reclassified from AOCI (Dollars in millions) Three Months Ended September 30, Nine Months Ended September 30, AOCI Components Affected Income Statement Line Item 2015 2014 2015 2014 Securities available for sale: Non-interest income $ 3 $ 6 $ 4 $ 18 Non-interest income - OTTI (5 ) (9 ) (27 ) (15 ) (Loss) income from continuing operations before income taxes (2 ) (3 ) (23 ) 3 Income tax (benefit) provision 0 (1 ) (8 ) 1 Net (loss) income (2 ) (2 ) (15 ) 2 Securities held to maturity: (1) Non-interest income (41 ) (35 ) (114 ) (96 ) Income tax benefit (16 ) (13 ) (42 ) (40 ) Net loss (25 ) (22 ) (72 ) (56 ) Cash flow hedges: Interest rate contracts: Interest income 64 54 217 144 Foreign exchange contracts: Non-interest income (4 ) (7 ) (23 ) (25 ) Income from continuing operations before income taxes 60 47 194 119 Income tax provision 23 18 72 45 Net income 37 29 122 74 Other: Various (pension and other) 2 2 4 10 Income tax (benefit) provision (1 ) 4 0 7 Net income (loss) 3 (2 ) 4 3 Total reclassifications $ 13 $ 3 $ 39 $ 23 __________ (1) The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of the premium or discount created from the transfer into securities held to maturity, which occurred at fair value.
Components of Other Comprehensive Income (Loss) and Related Tax Impact	The table below summarizes other comprehensive income activity and the related tax impact for the three and nine months ended September 30, 2015 and 2014 . Table 10.4: Other Comprehensive Income (Loss) Three Months Ended September 30, 2015 2014 (Dollars in millions) Before Tax Provision (Benefit) After Tax Before Tax Provision (Benefit) After Tax Other comprehensive income (loss): Net unrealized gains (losses) on securities available for sale $ 98 $ 36 $ 62 $ (104 ) $ (39 ) $ (65 ) Net changes in securities held to maturity 41 16 25 35 13 22 Net unrealized gains (losses) on cash flow hedges 365 135 230 (107 ) (39 ) (68 ) Foreign currency translation adjustments (1) (15 ) 37 (52 ) (41 ) 41 (82 ) Other (15 ) (5 ) (10 ) 6 1 5 Other comprehensive income (loss) $ 474 $ 219 $ 255 $ (211 ) $ (23 ) $ (188 ) Nine Months Ended September 30, 2015 2014 (Dollars in millions) Before Tax Provision (Benefit) After Tax Before Tax Provision After Tax Other comprehensive income (loss): Net unrealized gains on securities available for sale $ 29 $ 11 $ 18 $ 394 $ 146 $ 248 Net changes in securities held to maturity 114 42 72 96 40 56 Net unrealized gains on cash flow hedges 494 183 311 37 15 22 Foreign currency translation adjustments (1) (77 ) 24 (101 ) 25 41 (16 ) Other (19 ) (7 ) (12 ) 2 (1 ) 3 Other comprehensive income $ 541 $ 253 $ 288 $ 554 $ 241 $ 313 __________ (1) Includes the impact from hedging instruments designated as net investment hedges.

Earnings Per Common Share (Tabl

Earnings Per Common Share (Tables)	9 Months Ended
	Sep. 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 September 30, Nine Months Ended September 30, (Dollars and shares in millions, except per share data) 2015 2014 2015 2014 Basic earnings Income from continuing operations, net of tax $ 1,118 $ 1,125 $ 3,104 $ 3,453 (Loss) income from discontinued operations, net of tax (4 ) (44 ) 26 (24 ) Net income 1,114 1,081 3,130 3,429 Dividends and undistributed earnings allocated to participating securities (1) (6 ) (5 ) (16 ) (14 ) Preferred stock dividends (29 ) (20 ) (90 ) (46 ) Net income available to common stockholders $ 1,079 $ 1,056 $ 3,024 $ 3,369 Net income from continuing operations per share $ 2.01 $ 1.97 $ 5.49 $ 5.99 (Loss) income from discontinued operations per share (0.01 ) (0.08 ) 0.05 (0.04 ) Net income per share $ 2.00 $ 1.89 $ 5.54 $ 5.95 Total weighted-average basic shares outstanding 540.6 559.9 545.5 566.1 Diluted earnings (2) Net income available to common stockholders $ 1,079 $ 1,056 $ 3,024 $ 3,369 Net income from continuing operations per share $ 1.99 $ 1.94 $ 5.43 $ 5.90 (Loss) income from discontinued operations per share (0.01 ) (0.08 ) 0.05 (0.04 ) Net income per diluted share $ 1.98 $ 1.86 $ 5.48 $ 5.86 Total weighted-average basic shares outstanding 540.6 559.9 545.5 566.1 Effect of dilutive securities: Stock options 2.5 2.8 2.6 2.7 Other contingently issuable shares 1.2 1.6 1.3 1.5 Warrants (3) 2.0 3.6 2.5 4.9 Total effect of dilutive securities 5.7 8.0 6.4 9.1 Total weighted-average diluted shares outstanding 546.3 567.9 551.9 575.2 __________ (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 1.6 million shares related to options with exercise prices ranging from $74.96 to $88.81 , and 1.8 million shares related to options with exercise prices ranging from $70.96 to $88.81 for the three and nine months ended September 30, 2015 , respectively, and 2.3 million shares related to options with exercise prices ranging from $70.96 to $88.81 , and 3.2 million shares related to options with exercise prices ranging from $70.96 to $88.81 for the three and nine months ended September 30, 2014 , respectively, because their inclusion would be anti-dilutive. (3) Represents warrants issued as part of the U.S. Department of Treasury’s Troubled Assets Relief Program (“TARP”). As of September 30, 2015 , there were 4.1 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)	9 Months Ended
	Sep. 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 September 30, 2015 and December 31, 2014 : Table 12.1: Assets and Liabilities Measured at Fair Value on a Recurring Basis September 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 $ 4,445 $ 0 $ 0 $ 4,445 Corporate debt securities guaranteed by U.S. government agencies 0 312 43 355 RMBS 0 27,246 519 27,765 CMBS 0 5,115 105 5,220 Other ABS 0 1,483 0 1,483 Other securities 118 33 12 163 Total securities available for sale 4,563 34,189 679 39,431 Other assets: Consumer MSRs 0 0 63 63 Derivative assets (1)(2) 2 1,844 65 1,911 Retained interests in securitizations 0 0 214 214 Total assets $ 4,565 $ 36,033 $ 1,021 $ 41,619 Liabilities: Other liabilities: Derivative liabilities (1)(2) $ 4 $ 433 $ 35 $ 472 Total liabilities $ 4 $ 433 $ 35 $ 472 December 31, 2014 Fair Value Measurements Using (Dollars in millions) Level 1 Level 2 Level 3 Total Assets: Securities available for sale: U.S. Treasury securities $ 4,117 $ 1 $ 0 $ 4,118 Corporate debt securities guaranteed by U.S. government agencies 0 467 333 800 RMBS 0 24,820 561 25,381 CMBS 0 5,291 228 5,519 Other ABS 0 2,597 65 2,662 Other securities 111 899 18 1,028 Total securities available for sale 4,228 34,075 1,205 39,508 Other assets: Consumer MSRs 0 0 53 53 Derivative assets (1)(2) 4 1,382 66 1,452 Retained interests in securitizations 0 0 221 221 Total assets $ 4,232 $ 35,457 $ 1,545 $ 41,234 Liabilities: Other liabilities: Derivative liabilities (1)(2) $ 3 $ 293 $ 43 $ 339 Total liabilities $ 3 $ 293 $ 43 $ 339 __________ (1) As of January 1, 2015, we changed our accounting principle to move from a gross basis of presentation to a net basis, for presenting qualifying derivative assets and liabilities, as well as the related right to reclaim cash collateral or obligation to return cash collateral. See “ Note 1—Summary of Significant Accounting Policies ” for additional information. Prior period results have been recast to conform to this presentation. The balances represent gross derivative amounts and are not reduced by the impact of legally enforceable master netting agreements that allow us to net positive and negative positions and cash collateral held or placed with the same counterparty. The net derivative assets were $1.4 billion and $828 million , and the net derivative liabilities were $291 million and $175 million as of September 30, 2015 and December 31, 2014 , respectively. See “ Note 9—Derivative Instruments and Hedging Activities ” for further information. (2) Does not reflect $4 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of both September 30, 2015 and December 31, 2014 . 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 nine months ended September 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 September 30, 2015 Total Gains (Losses) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of September 30, 2015 (3) (Dollars in millions) Balance, Included (1) Included in OCI Purchases Sales Issuances Settlements Transfers (2) Transfers (2) Balance, September 30, 2015 Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 91 $ 1 $ 1 $ 0 $ (36 ) $ 0 $ (2 ) $ 0 $ (12 ) $ 43 $ 0 RMBS 459 9 (1 ) 0 0 0 (19 ) 93 (22 ) 519 10 CMBS 170 0 (1 ) 28 0 0 (10 ) 0 (82 ) 105 0 Other ABS 7 0 0 0 0 0 0 0 (7 ) 0 0 Other securities 18 0 0 0 0 0 (6 ) 0 0 12 0 Total securities available for sale 745 10 (1 ) 28 (36 ) 0 (37 ) 93 (123 ) 679 10 Other assets: Consumer MSRs 65 (7 ) 0 0 0 7 (2 ) 0 0 63 (7 ) Derivative assets (4) 61 16 0 0 0 13 (18 ) 0 (7 ) 65 16 Retained interest in securitizations 220 (6 ) 0 0 0 0 0 0 0 214 (6 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (27 ) $ (11 ) $ 0 $ 0 $ 0 $ (9 ) $ 7 $ 0 $ 5 $ (35 ) $ (11 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Three Months Ended September 30, 2014 Net Unrealized (3) Total Gains (Losses) (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 $ 739 $ (5 ) $ 3 $ 0 $ (91 ) $ 0 $ (16 ) $ 0 $ (246 ) $ 384 $ (1 ) RMBS 836 16 3 42 0 0 (24 ) 79 (295 ) 657 16 CMBS 449 0 (2 ) 158 0 0 (34 ) 0 (268 ) 303 0 Other ABS 175 1 3 0 0 0 0 9 (78 ) 110 1 Other securities 20 (1 ) 0 0 0 0 (7 ) 0 0 12 (1 ) Total securities available for sale 2,219 11 7 200 (91 ) 0 (81 ) 88 (887 ) 1,466 15 Other assets: Consumer MSRs 57 (2 ) 0 0 0 4 (1 ) 0 0 58 (2 ) Derivative assets 50 2 0 0 0 6 (8 ) 0 1 51 2 Retained interest in securitizations 195 8 0 0 0 0 0 0 0 203 8 Liabilities: Other liabilities: Derivative liabilities (37 ) (4 ) 0 0 0 (4 ) 6 0 0 (39 ) (4 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Nine Months Ended September 30, 2015 Total Gains (Losses) (Realized/Unrealized) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of September 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, September 30, 2015 Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 333 $ 0 $ 6 $ 0 $ (184 ) $ 0 $ (12 ) $ 0 $ (100 ) $ 43 $ 0 RMBS 561 28 (2 ) 0 0 0 (46 ) 285 (307 ) 519 29 CMBS 228 0 0 114 0 0 (47 ) 0 (190 ) 105 0 Other ABS 65 1 (2 ) 0 (20 ) 0 0 0 (44 ) 0 0 Other securities 18 0 0 0 0 0 (6 ) 0 0 12 0 Total securities available for sale 1,205 29 2 114 (204 ) 0 (111 ) 285 (641 ) 679 29 Other assets: Consumer MSRs 53 (2 ) 0 0 0 17 (5 ) 0 0 63 (2 ) Derivative assets (4) 66 17 0 0 0 40 (46 ) 0 (12 ) 65 17 Retained interest in securitizations 221 (7 ) 0 0 0 0 0 0 0 214 (7 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (43 ) $ (12 ) $ 0 $ 0 $ 0 $ (19 ) $ 30 $ 0 $ 9 $ (35 ) $ (12 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Nine Months Ended September 30, 2014 Total Gains (Losses) (Realized/Unrealized) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of September 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, September 30, 2014 Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 927 $ (5 ) $ 18 $ 0 $ (203 ) $ 0 $ (55 ) $ 64 $ (362 ) $ 384 $ (1 ) RMBS 1,304 53 39 1,022 0 0 (156 ) 199 (1,804 ) 657 53 CMBS 739 0 3 192 0 0 (64 ) 66 (633 ) 303 0 Other ABS 343 4 13 0 0 0 (2 ) 52 (300 ) 110 4 Other securities 17 (1 ) 0 0 0 0 (7 ) 3 0 12 (1 ) Total securities available for sale 3,330 51 73 1,214 (203 ) 0 (284 ) 384 (3,099 ) 1,466 55 Other assets: Consumer MSRs 69 (19 ) 0 0 0 11 (3 ) 0 0 58 (19 ) Derivative assets (4) 50 5 0 0 0 13 (14 ) 0 (3 ) 51 5 Retained interest in securitization 199 4 0 0 0 0 0 0 0 203 4 Liabilities: Other liabilities: Derivative liabilities (4) $ (38 ) $ (8 ) $ 0 $ 0 $ 0 $ (8 ) $ 14 $ 0 $ 1 $ (39 ) $ (8 ) __________ (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 nine months ended September 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 nine months ended September 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 September 30, 2015 Total Gains (Losses) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of September 30, 2015 (3) (Dollars in millions) Balance, Included (1) Included in OCI Purchases Sales Issuances Settlements Transfers (2) Transfers (2) Balance, September 30, 2015 Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 91 $ 1 $ 1 $ 0 $ (36 ) $ 0 $ (2 ) $ 0 $ (12 ) $ 43 $ 0 RMBS 459 9 (1 ) 0 0 0 (19 ) 93 (22 ) 519 10 CMBS 170 0 (1 ) 28 0 0 (10 ) 0 (82 ) 105 0 Other ABS 7 0 0 0 0 0 0 0 (7 ) 0 0 Other securities 18 0 0 0 0 0 (6 ) 0 0 12 0 Total securities available for sale 745 10 (1 ) 28 (36 ) 0 (37 ) 93 (123 ) 679 10 Other assets: Consumer MSRs 65 (7 ) 0 0 0 7 (2 ) 0 0 63 (7 ) Derivative assets (4) 61 16 0 0 0 13 (18 ) 0 (7 ) 65 16 Retained interest in securitizations 220 (6 ) 0 0 0 0 0 0 0 214 (6 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (27 ) $ (11 ) $ 0 $ 0 $ 0 $ (9 ) $ 7 $ 0 $ 5 $ (35 ) $ (11 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Three Months Ended September 30, 2014 Net Unrealized (3) Total Gains (Losses) (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 $ 739 $ (5 ) $ 3 $ 0 $ (91 ) $ 0 $ (16 ) $ 0 $ (246 ) $ 384 $ (1 ) RMBS 836 16 3 42 0 0 (24 ) 79 (295 ) 657 16 CMBS 449 0 (2 ) 158 0 0 (34 ) 0 (268 ) 303 0 Other ABS 175 1 3 0 0 0 0 9 (78 ) 110 1 Other securities 20 (1 ) 0 0 0 0 (7 ) 0 0 12 (1 ) Total securities available for sale 2,219 11 7 200 (91 ) 0 (81 ) 88 (887 ) 1,466 15 Other assets: Consumer MSRs 57 (2 ) 0 0 0 4 (1 ) 0 0 58 (2 ) Derivative assets 50 2 0 0 0 6 (8 ) 0 1 51 2 Retained interest in securitizations 195 8 0 0 0 0 0 0 0 203 8 Liabilities: Other liabilities: Derivative liabilities (37 ) (4 ) 0 0 0 (4 ) 6 0 0 (39 ) (4 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Nine Months Ended September 30, 2015 Total Gains (Losses) (Realized/Unrealized) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of September 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, September 30, 2015 Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 333 $ 0 $ 6 $ 0 $ (184 ) $ 0 $ (12 ) $ 0 $ (100 ) $ 43 $ 0 RMBS 561 28 (2 ) 0 0 0 (46 ) 285 (307 ) 519 29 CMBS 228 0 0 114 0 0 (47 ) 0 (190 ) 105 0 Other ABS 65 1 (2 ) 0 (20 ) 0 0 0 (44 ) 0 0 Other securities 18 0 0 0 0 0 (6 ) 0 0 12 0 Total securities available for sale 1,205 29 2 114 (204 ) 0 (111 ) 285 (641 ) 679 29 Other assets: Consumer MSRs 53 (2 ) 0 0 0 17 (5 ) 0 0 63 (2 ) Derivative assets (4) 66 17 0 0 0 40 (46 ) 0 (12 ) 65 17 Retained interest in securitizations 221 (7 ) 0 0 0 0 0 0 0 214 (7 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (43 ) $ (12 ) $ 0 $ 0 $ 0 $ (19 ) $ 30 $ 0 $ 9 $ (35 ) $ (12 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Nine Months Ended September 30, 2014 Total Gains (Losses) (Realized/Unrealized) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of September 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, September 30, 2014 Assets: Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 927 $ (5 ) $ 18 $ 0 $ (203 ) $ 0 $ (55 ) $ 64 $ (362 ) $ 384 $ (1 ) RMBS 1,304 53 39 1,022 0 0 (156 ) 199 (1,804 ) 657 53 CMBS 739 0 3 192 0 0 (64 ) 66 (633 ) 303 0 Other ABS 343 4 13 0 0 0 (2 ) 52 (300 ) 110 4 Other securities 17 (1 ) 0 0 0 0 (7 ) 3 0 12 (1 ) Total securities available for sale 3,330 51 73 1,214 (203 ) 0 (284 ) 384 (3,099 ) 1,466 55 Other assets: Consumer MSRs 69 (19 ) 0 0 0 11 (3 ) 0 0 58 (19 ) Derivative assets (4) 50 5 0 0 0 13 (14 ) 0 (3 ) 51 5 Retained interest in securitization 199 4 0 0 0 0 0 0 0 203 4 Liabilities: Other liabilities: Derivative liabilities (4) $ (38 ) $ (8 ) $ 0 $ 0 $ 0 $ (8 ) $ 14 $ 0 $ 1 $ (39 ) $ (8 ) __________ (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 nine months ended September 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 September 30, Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Assets: Securities available for sale: RMBS $ 519 Discounted cash flows (3rd party pricing) Yield 1-19% 6% CMBS 105 Discounted cash flows (3rd party pricing) Yield 2-3% 2% U.S. government guaranteed debt and other securities 55 Discounted cash flows (3rd party pricing) Yield 2-3% 2% Other assets: Consumer MSRs 63 Discounted cash flows Total prepayment rate 11-19% 16% Derivative assets (1) 65 Discounted cash flows Swap rates 2% 2% Retained interests in securitization (2) 214 Discounted cash flows Life of receivables (months) Constant prepayment rate 18-69 N/A Liabilities: Derivative liabilities (1) $ 35 Discounted cash flows Swap rates 2% 2% 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 September 30, Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Assets: Securities available for sale: RMBS $ 519 Discounted cash flows (3rd party pricing) Yield 1-19% 6% CMBS 105 Discounted cash flows (3rd party pricing) Yield 2-3% 2% U.S. government guaranteed debt and other securities 55 Discounted cash flows (3rd party pricing) Yield 2-3% 2% Other assets: Consumer MSRs 63 Discounted cash flows Total prepayment rate 11-19% 16% Derivative assets (1) 65 Discounted cash flows Swap rates 2% 2% Retained interests in securitization (2) 214 Discounted cash flows Life of receivables (months) Constant prepayment rate 18-69 N/A Liabilities: Derivative liabilities (1) $ 35 Discounted cash flows Swap rates 2% 2% 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 September 30, 2015 and December 31, 2014 , and for which a nonrecurring fair value measurement was recorded during the nine and twelve months then ended: Table 12.4: Nonrecurring Fair Value Measurements Related to Assets Still Held at Period End September 30, 2015 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 1 Level 2 Level 3 Loans held for investment $ 0 $ 0 $ 260 $ 260 Loans held for sale 0 26 0 26 Other assets (1) 0 0 65 65 Total $ 0 $ 26 $ 325 $ 351 December 31, 2014 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 1 Level 2 Level 3 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 $33 million and long-lived assets held for sale of $32 million as of September 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 September 30, 2015 and 2014 : Table 12.5: Nonrecurring Fair Value Measurements Included in Earnings Related to Assets Still Held at Period End Total Losses Nine Months Ended September 30, (Dollars in millions) 2015 2014 Loans held for investment $ (70 ) $ (19 ) Loans held for sale 0 0 Other assets (1) (35 ) (6 ) Total $ (105 ) $ (25 ) __________ (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, as of September 30, 2015 and December 31, 2014 : Table 12.6: Fair Value of Financial Instruments September 30, 2015 Carrying Amount Estimated Fair Value Estimated Fair Value Hierarchy (Dollars in millions) Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 6,837 $ 6,837 $ 6,837 $ 0 $ 0 Restricted cash for securitization investors 586 586 586 0 0 Securities available for sale 39,431 39,431 4,563 34,189 679 Securities held to maturity 23,711 24,913 200 24,662 51 Net loans held for investment 208,482 209,460 0 0 209,460 Loans held for sale 566 591 0 591 0 Interest receivable (1) 1,101 1,101 0 1,101 0 Derivative assets (1)(2) 1,911 1,911 2 1,844 65 Retained interests in securitizations 214 214 0 0 214 Financial liabilities: Non-interest bearing deposits $ 25,055 $ 25,055 $ 25,055 $ 0 $ 0 Interest-bearing deposits 187,848 182,583 0 14,605 167,978 Securitized debt obligations 15,656 15,731 0 15,731 0 Senior and subordinated notes 21,773 21,728 0 21,728 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 1,021 1,021 1,021 0 0 Other borrowings 4,328 4,316 0 4,316 0 Interest payable (1) 198 198 0 198 0 Derivative liabilities (1)(2) 472 472 4 433 35 December 31, 2014 Carrying Amount Estimated Fair Value Estimated Fair Value Hierarchy (Dollars in millions) 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)	9 Months Ended
	Sep. 30, 2015
Segment Reporting [Abstract]
Schedule of Segment Results and Reconciliation	The following tables present our business segment results for the three and nine months ended September 30, 2015 and 2014 , selected balance sheet data as of September 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 September 30, 2015 (Dollars in millions) Credit Consumer Commercial Other Consolidated Net interest income (expense) $ 2,866 $ 1,443 $ 454 $ (3 ) $ 4,760 Non-interest income 858 174 108 0 1,140 Total net revenue (loss) 3,724 1,617 562 (3 ) 5,900 Provision (benefit) for credit losses 831 188 75 (2 ) 1,092 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 78 0 0 0 78 Core deposit intangible amortization 0 19 3 0 22 Total PCCR and core deposit intangible amortization 78 19 3 0 100 Other non-interest expense 1,770 982 269 39 3,060 Total non-interest expense 1,848 1,001 272 39 3,160 Income (loss) from continuing operations before income taxes 1,045 428 215 (40 ) 1,648 Income tax provision (benefit) 375 155 78 (78 ) 530 Income from continuing operations, net of tax $ 670 $ 273 $ 137 $ 38 $ 1,118 Loans held for investment $ 90,135 $ 70,990 $ 52,112 $ 92 $ 213,329 Deposits 0 170,866 32,751 9,286 212,903 Three Months Ended September 30, 2014 (Dollars in millions) Credit Consumer Commercial Other Consolidated Net interest income $ 2,627 $ 1,425 $ 439 $ 6 $ 4,497 Non-interest income 846 179 122 (5 ) 1,142 Total net revenue 3,473 1,604 561 1 5,639 Provision (benefit) for credit losses 787 198 9 (1 ) 993 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 90 0 0 0 90 Core deposit intangible amortization 0 26 5 0 31 Total PCCR and core deposit intangible amortization 90 26 5 0 121 Other non-interest expense 1,640 930 263 31 2,864 Total non-interest expense 1,730 956 268 31 2,985 Income (loss) from continuing operations before income taxes 956 450 284 (29 ) 1,661 Income tax provision (benefit) 332 161 102 (59 ) 536 Income from continuing operations, net of tax $ 624 $ 289 $ 182 $ 30 $ 1,125 Loans held for investment $ 80,631 $ 71,061 $ 49,788 $ 112 $ 201,592 Deposits 0 167,624 31,918 4,722 204,264 Nine Months Ended September 30, 2015 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other Consolidated Total Net interest income $ 8,165 $ 4,321 $ 1,381 $ 6 $ 13,873 Non-interest income 2,519 528 345 (46 ) 3,346 Total net revenue (loss) 10,684 4,849 1,726 (40 ) 17,219 Provision (benefit) for credit losses 2,395 579 184 (2 ) 3,156 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 242 0 0 0 242 Core deposit intangible amortization 0 62 11 0 73 Total PCCR and core deposit intangible amortization 242 62 11 0 315 Other non-interest expense 5,239 2,907 803 252 9,201 Total non-interest expense 5,481 2,969 814 252 9,516 Income (loss) from continuing operations before income taxes 2,808 1,301 728 (290 ) 4,547 Income tax provision (benefit) 1,007 471 264 (299 ) 1,443 Income from continuing operations, net of tax $ 1,801 $ 830 $ 464 $ 9 $ 3,104 Loans held for investment $ 90,135 $ 70,990 $ 52,112 $ 92 $ 213,329 Deposits 0 170,866 32,751 9,286 212,903 Nine Months Ended September 30, 2014 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other Consolidated Total Net interest income (expense) $ 7,613 $ 4,289 $ 1,296 $ (36 ) $ 13,162 Non-interest income 2,470 499 318 28 3,315 Total net revenue (loss) 10,083 4,788 1,614 (8 ) 16,477 Provision (benefit) for credit losses 1,894 481 61 (4 ) 2,432 Non-interest expense: Amortization of intangibles: PCCR intangible amortization 282 0 0 0 282 Core deposit intangible amortization 0 84 16 0 100 Total PCCR and core deposit intangible amortization 282 84 16 0 382 Other non-interest expense 4,893 2,740 774 107 8,514 Total non-interest expense 5,175 2,824 790 107 8,896 Income (loss) from continuing operations before income taxes 3,014 1,483 763 (111 ) 5,149 Income tax provision (benefit) 1,054 530 273 (161 ) 1,696 Income from continuing operations, net of tax $ 1,960 $ 953 $ 490 $ 50 $ 3,453 Loans held for investment $ 80,631 $ 71,061 $ 49,788 $ 112 $ 201,592 Deposits 0 167,624 31,918 4,722 204,264

Commitments, Contingencies, G35

Commitments, Contingencies, Guarantees, and Others (Tables)	9 Months Ended
	Sep. 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 September 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) September 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 14 16 80 3 15 30 32 Total $ 20 $ 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 21 0 22 43 Loans repurchased/made whole (14 ) 0 (1 ) (15 ) Demands rescinded (15 ) (106 ) (754 ) (875 ) Open claims as of September 30, 2015 $ 8 $ 543 $ 1,114 $ 1,665 __________ (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 nine months ended September 30, 2015 and 2014 : Table 14.3: Changes in Representation and Warranty Reserve (1) Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2015 2014 2015 2014 Representation and warranty reserve, beginning of period $ 636 $ 1,012 $ 731 $ 1,172 (Benefit) provision for mortgage representation and warranty losses: Recorded in continuing operations (7 ) 0 (15 ) (15 ) Recorded in discontinued operations 3 70 (43 ) 34 Total (benefit) provision for mortgage representation and warranty losses (4 ) 70 (58 ) 19 Net realized losses 0 (2 ) (41 ) (111 ) Representation and warranty reserve, end of period $ 632 $ 1,080 $ 632 $ 1,080 __________ (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 September 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) September 30, 2015 December 31, 2014 Selected period-end data: GSEs and Active Insured Securitizations $ 484 $ 499 $ 27 Inactive Insured Securitizations and Others 148 232 84 Total (2) $ 632 $ 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 Accoun36

Summary of Significant Accounting Policies Summary of Significant Accounting Policieis - Change in Accounting Principle (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Interest receivable	$ (1,101)	$ (1,079)
Other assets	(15,374)	(15,382)
Total Assets	(313,700)	(308,167)
Interest payable	(198)	(254)
Other liabilities	(10,136)	(8,855)
Total liabilities	$ (266,015)	(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		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
(Loss) income from discontinued operations, net of tax	$ (4)	$ (44)	$ 26	$ (24)
Wholesale Mortgage Banking Unit
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Non-interest (expense) income, net	(7)	(70)	41	(38)
(Loss) income from discontinued operations before income taxes	(7)	(70)	41	(38)
Income tax (benefit) provision	(3)	(26)	15	(14)
(Loss) income from discontinued operations, net of tax	$ (4)	$ (44)	$ 26	$ (24)

Investment Securities - Additio

Investment Securities - Additional Information (Details) $ in Millions	Sep. 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	430
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (130)	$ (237)
Difference in amortized cost and fair value of securities that had been in a loss position for 12 months or longer	$ (94)	(206)
Securities held to maturity | Security	30
Fair value of securities pledged	$ 2,100	3,500
Carrying value of securities pledged	8,700	9,000
Encumbered amount of securities pledged as collateral	10,400	10,600
Fair value of securities pledged, accepted	231	91
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	$ (18)	$ (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	20.00%
Investment Securities Portfolio | US Treasury and Government
Schedule of Available-for-sale Securities [Line Items]
Percentage of portfolio	90.00%	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	$ (26)

Investment Securities - Schedul

Investment Securities - Schedule of Investment Portfolio (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Securities available for sale, at fair value	$ 39,431	$ 39,508
Securities held to maturity, at carrying value	23,711	22,500
Total investments	$ 63,142	$ 62,008

Investment Securities - Sched40

Investment Securities - Schedule of Available-for-Sale Securities (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Investment securities available for sale:
Total Amortized Cost	$ 38,753	$ 38,859
Gross Unrealized Gains	808	886
Gross Unrealized Losses	(130)	(237)
Securities available for sale, at fair value	$ 39,431	$ 39,508
Collateralized by Credit Card Loans | Other Asset-backed Securities Portfolio
Investment securities available for sale:
Percentage of portfolio	65.00%	56.00%
Auto Dealer Floor Plan Inventory Loans and Leases | Other Asset-backed Securities Portfolio
Investment securities available for sale:
Percentage of portfolio	10.00%	16.00%
U.S. Treasury securities
Investment securities available for sale:
Total Amortized Cost	$ 4,412	$ 4,114
Gross Unrealized Gains	33	5
Gross Unrealized Losses	0	(1)
Securities available for sale, at fair value	4,445	4,118
Corporate debt securities guaranteed by U.S. government agencies
Investment securities available for sale:
Total Amortized Cost	356	819
Gross Unrealized Gains	1	1
Gross Unrealized Losses	(2)	(20)
Securities available for sale, at fair value	355	800
RMBS
Investment securities available for sale:
Total Amortized Cost	27,170	24,742
Gross Unrealized Gains	685	757
Gross Unrealized Losses	(90)	(118)
Securities available for sale, at fair value	27,765	25,381
RMBS | Agency
Investment securities available for sale:
Total Amortized Cost	24,409	21,804
Gross Unrealized Gains	274	296
Gross Unrealized Losses	(72)	(105)
Securities available for sale, at fair value	24,611	21,995
RMBS | Non-Agency
Investment securities available for sale:
Total Amortized Cost	2,761	2,938
Gross Unrealized Gains	411	461
Gross Unrealized Losses	(18)	(13)
Securities available for sale, at fair value	3,154	3,386
Non-credit OTTI losses related to non-agency RMBS	18	8
CMBS
Investment securities available for sale:
Total Amortized Cost	5,175	5,531
Gross Unrealized Gains	81	63
Gross Unrealized Losses	(36)	(75)
Securities available for sale, at fair value	5,220	5,519
CMBS | Agency
Investment securities available for sale:
Total Amortized Cost	3,431	3,751
Gross Unrealized Gains	45	32
Gross Unrealized Losses	(30)	(60)
Securities available for sale, at fair value	3,446	3,723
CMBS | Non-Agency
Investment securities available for sale:
Total Amortized Cost	1,744	1,780
Gross Unrealized Gains	36	31
Gross Unrealized Losses	(6)	(15)
Securities available for sale, at fair value	1,774	1,796
Other ABS
Investment securities available for sale:
Total Amortized Cost	1,478	2,618
Gross Unrealized Gains	6	54
Gross Unrealized Losses	(1)	(10)
Securities available for sale, at fair value	1,483	2,662
Other securities
Investment securities available for sale:
Total Amortized Cost	162	1,035
Gross Unrealized Gains	2	6
Gross Unrealized Losses	(1)	(13)
Securities available for sale, at fair value	$ 163	$ 1,028

Investment Securities - Investm

Investment Securities - Investment Securities Held to Maturity (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$ 24,901	$ 23,804
Unrealized Losses Recorded in AOCI	(1,190)	(1,304)
Carrying Value	23,711	22,500
Gross Unrealized Gains	1,220	1,140
Gross Unrealized Losses	(18)	(6)
Fair Value	24,913	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	2
Gross Unrealized Losses	0
Fair Value	200
Agency | RMBS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	21,696	21,347
Unrealized Losses Recorded in AOCI	(1,082)	(1,184)
Carrying Value	20,614	20,163
Gross Unrealized Gains	1,078	1,047
Gross Unrealized Losses	(18)	0
Fair Value	21,674	21,210
Agency | CMBS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	3,007	2,457
Unrealized Losses Recorded in AOCI	(108)	(120)
Carrying Value	2,899	2,337
Gross Unrealized Gains	140	93
Gross Unrealized Losses	0	(6)
Fair Value	$ 3,039	$ 2,424

Investment Securities - Sched42

Investment Securities - Schedule of Available-for-Sale Securities in Gross Unrealized Loss Position (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	$ 6,594	$ 7,382
Less than 12 Months, Gross Unrealized Losses	(36)	(31)
12 Months or Longer, Fair Value	5,909	8,871
12 Months or Longer, Gross Unrealized Losses	(94)	(206)
Total Fair Value	12,503	16,253
Total Gross Unrealized Losses	(130)	(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	0	113
Less than 12 Months, Gross Unrealized Losses	0	(2)
12 Months or Longer, Fair Value	249	557
12 Months or Longer, Gross Unrealized Losses	(2)	(18)
Total Fair Value	249	670
Total Gross Unrealized Losses	(2)	(20)
RMBS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	5,438	4,329
Less than 12 Months, Gross Unrealized Losses	(33)	(24)
12 Months or Longer, Fair Value	3,917	4,503
12 Months or Longer, Gross Unrealized Losses	(57)	(94)
Total Fair Value	9,355	8,832
Total Gross Unrealized Losses	(90)	(118)
RMBS | Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	5,112	3,917
Less than 12 Months, Gross Unrealized Losses	(25)	(15)
12 Months or Longer, Fair Value	3,765	4,413
12 Months or Longer, Gross Unrealized Losses	(47)	(90)
Total Fair Value	8,877	8,330
Total Gross Unrealized Losses	(72)	(105)
RMBS | Non-Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	326	412
Less than 12 Months, Gross Unrealized Losses	(8)	(9)
12 Months or Longer, Fair Value	152	90
12 Months or Longer, Gross Unrealized Losses	(10)	(4)
Total Fair Value	478	502
Total Gross Unrealized Losses	(18)	(13)
CMBS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	700	552
Less than 12 Months, Gross Unrealized Losses	(3)	(3)
12 Months or Longer, Fair Value	1,557	2,674
12 Months or Longer, Gross Unrealized Losses	(33)	(72)
Total Fair Value	2,257	3,226
Total Gross Unrealized Losses	(36)	(75)
CMBS | Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	265	294
Less than 12 Months, Gross Unrealized Losses	(1)	(2)
12 Months or Longer, Fair Value	1,230	1,993
12 Months or Longer, Gross Unrealized Losses	(29)	(58)
Total Fair Value	1,495	2,287
Total Gross Unrealized Losses	(30)	(60)
CMBS | Non-Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	435	258
Less than 12 Months, Gross Unrealized Losses	(2)	(1)
12 Months or Longer, Fair Value	327	681
12 Months or Longer, Gross Unrealized Losses	(4)	(14)
Total Fair Value	762	939
Total Gross Unrealized Losses	(6)	(15)
Other ABS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	400	783
Less than 12 Months, Gross Unrealized Losses	0	(1)
12 Months or Longer, Fair Value	166	586
12 Months or Longer, Gross Unrealized Losses	(1)	(9)
Total Fair Value	566	1,369
Total Gross Unrealized Losses	(1)	(10)
Other securities
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	56	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	76	657
Total Gross Unrealized Losses	$ (1)	$ (13)

Investment Securities - Sched43

Investment Securities - Schedule of Contractual Maturities for Available for Sale Securities (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Amortized Cost
Due in 1 year or less	$ 785
Due after 1 year through 5 years	5,576
Due after 5 years through 10 years	1,825
Due after 10 years	30,567
Total Amortized Cost	38,753	$ 38,859
Fair Value
Due in 1 year or less	785
Due after 1 year through 5 years	5,619
Due after 5 years through 10 years	1,865
Due after 10 years	31,162
Available-for-sale Securities	$ 39,431	$ 39,508

Investment Securities - Sched44

Investment Securities - Schedule of Contractual Maturities of Securities Held to Maturity (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Carrying Value
Due after 1 year through 5 years	$ 199
Due after 5 years through 10 years	1,150
Due after 10 years	22,362
Carrying Value	23,711	$ 22,500
Fair Value
Due after 1 year through 5 years	200
Due after 5 years through 10 years	1,244
Due after 10 years	23,469
Fair Value	$ 24,913	$ 23,634

Investment Securities - Sched45

Investment Securities - Schedule of Expected Maturities and Weighted Average Yields of Investment Securities by Major Security Type (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Securities available for sale
Due in 1 Year or Less	$ 1,300
Due 1 Year through 5 Years	23,427
Due 5 Years through 10 Years	14,121
Due 10 Years	583
Available-for-sale Securities	39,431	$ 39,508
Amortized cost of securities available for sale
Due in 1 Year or Less	1,303
Due 1 Year through 5 Years	23,143
Due 5 Years through 10 Years	13,787
Due 10 Years	520
Total Amortized Cost	$ 38,753	38,859
Weighted average yield for securities available for sale
Due in 1 Year or Less	1.16%
Due 1 Year through 5 Years	2.06%
Due 5 Years through 10 Years	2.92%
Due 10 Years	6.58%
Total weighted average yield	2.40%
Carrying value of securities held to maturity
Due in 1 Year or Less	$ 14
Due 1 Year through 5 Years	1,602
Due 5 Years through 10 Years	18,489
Due 10 Years	3,606
Carrying Value	23,711	22,500
Fair value of securities held to maturity
Due in 1 Year or Less	15
Due 1 Year through 5 Years	1,649
Due 5 Years through 10 Years	19,459
Due 10 Years	3,790
Fair Value	$ 24,913	23,634
Weighted average yield for securities held to maturity
Due in 1 Year or Less	5.67%
Due 1 Year through 5 Years	2.77%
Due 5 Years through 10 Years	2.50%
Due 10 Years	3.33%
Total weighted average yield	2.64%
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	200
U.S. Treasury securities
Securities available for sale
Due in 1 Year or Less	603
Due 1 Year through 5 Years	3,841
Due 5 Years through 10 Years	1
Due 10 Years	0
Available-for-sale Securities	4,445	4,118
Amortized cost of securities available for sale
Total Amortized Cost	4,412	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	326
Due 5 Years through 10 Years	29
Due 10 Years	0
Available-for-sale Securities	355	800
Amortized cost of securities available for sale
Total Amortized Cost	356	819
RMBS
Securities available for sale
Due in 1 Year or Less	280
Due 1 Year through 5 Years	15,794
Due 5 Years through 10 Years	11,218
Due 10 Years	473
Available-for-sale Securities	27,765	25,381
Amortized cost of securities available for sale
Total Amortized Cost	27,170	24,742
RMBS | Agency
Securities available for sale
Due in 1 Year or Less	272
Due 1 Year through 5 Years	14,756
Due 5 Years through 10 Years	9,583
Due 10 Years	0
Available-for-sale Securities	24,611	21,995
Amortized cost of securities available for sale
Total Amortized Cost	24,409	21,804
Carrying value of securities held to maturity
Due in 1 Year or Less	14
Due 1 Year through 5 Years	1,302
Due 5 Years through 10 Years	16,079
Due 10 Years	3,219
Carrying Value	20,614	20,163
Fair value of securities held to maturity
Fair Value	21,674	21,210
RMBS | Non-Agency
Securities available for sale
Due in 1 Year or Less	8
Due 1 Year through 5 Years	1,038
Due 5 Years through 10 Years	1,635
Due 10 Years	473
Available-for-sale Securities	3,154	3,386
Amortized cost of securities available for sale
Total Amortized Cost	2,761	2,938
CMBS
Securities available for sale
Due in 1 Year or Less	213
Due 1 Year through 5 Years	2,326
Due 5 Years through 10 Years	2,661
Due 10 Years	20
Available-for-sale Securities	5,220	5,519
Amortized cost of securities available for sale
Total Amortized Cost	5,175	5,531
CMBS | Agency
Securities available for sale
Due in 1 Year or Less	80
Due 1 Year through 5 Years	1,829
Due 5 Years through 10 Years	1,517
Due 10 Years	20
Available-for-sale Securities	3,446	3,723
Amortized cost of securities available for sale
Total Amortized Cost	3,431	3,751
Carrying value of securities held to maturity
Due in 1 Year or Less	0
Due 1 Year through 5 Years	102
Due 5 Years through 10 Years	2,410
Due 10 Years	387
Carrying Value	2,899	2,337
Fair value of securities held to maturity
Fair Value	3,039	2,424
CMBS | Non-Agency
Securities available for sale
Due in 1 Year or Less	133
Due 1 Year through 5 Years	497
Due 5 Years through 10 Years	1,144
Due 10 Years	0
Available-for-sale Securities	1,774	1,796
Amortized cost of securities available for sale
Total Amortized Cost	1,744	1,780
Other ABS
Securities available for sale
Due in 1 Year or Less	153
Due 1 Year through 5 Years	1,135
Due 5 Years through 10 Years	195
Due 10 Years	0
Available-for-sale Securities	1,483	2,662
Amortized cost of securities available for sale
Total Amortized Cost	1,478	2,618
Other securities
Securities available for sale
Due in 1 Year or Less	51
Due 1 Year through 5 Years	5
Due 5 Years through 10 Years	17
Due 10 Years	90
Available-for-sale Securities	163	1,028
Amortized cost of securities available for sale
Total Amortized Cost	$ 162	$ 1,035

Investment Securities - Sched46

Investment Securities - Schedule of Credit Losses Related to Debt Securities Recognized in Earnings (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Credit loss component, beginning of period	$ 192	$ 165	$ 175	$ 160
Additions:
Initial credit impairment	2	1	7	2
Subsequent credit impairment	3	2	15	6
Total additions	5	3	22	8
Reductions due to payoffs, disposals, transfers and other	(1)	(2)	(1)	(2)
Credit loss component, end of period	$ 196	$ 166	$ 196	$ 166

Investment Securities - Sched47

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		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Realized gains (losses):
Gross realized gains	$ 3	$ 16	$ 20	$ 50
Gross realized losses	0	(10)	(16)	(32)
Net realized gains	3	6	4	18
OTTI recognized in earnings:
Credit-related OTTI	(5)	(3)	(22)	(8)
Intent to Sell OTTI	0	(6)	(5)	(7)
Total OTTI recognized in earnings	(5)	(9)	(27)	(15)
Net securities (losses) gains	(2)	(3)	(23)	3
Proceeds from sales	$ 898	$ 3,268	$ 3,211	$ 6,827

Investment Securities - Sched48

Investment Securities - Schedule of Outstanding Contractual Balance and Carrying Value of Acquired Credit-Impaired Debt Securities (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Outstanding Balance and Carrying Value of Acquired Securities
Outstanding balance	$ 3,395	$ 3,768
Carrying value	$ 2,575	$ 2,839

Investment Securities - Sched49

Investment Securities - Schedule of Changes in Accretable Yield of Acquired Securities (Detail) - USD ($) $ in Millions	3 Months Ended	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2015
Changes in Accretable Yield of Acquired Securities [Roll Forward]
Accretable yield beginning balance	$ 1,192	$ 1,250
Accretion recognized in earnings	(62)	(185)
Reduction due to payoffs, disposals, transfers and other	0	(1)
Net reclassifications from (to) nonaccretable difference	69	135
Accretable yield ending balance	$ 1,199	$ 1,199

Loans - Additional Information

Loans - Additional Information (Detail) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 213,329	$ 208,316	$ 201,592
Loans held for sale	566	626
Mortgage loans in process of foreclosure	577
Performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Troubled debt restructurings included in impaired loans	1,642	1,652
Home loan | Other Assets
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real estate acquired through foreclosure	118	131
Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	92	111
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	70,990	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	26,340	30,035
Commercial Banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	52,112	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	187	194
Credit Card Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	90,135	85,876
Other Portfolio Segments, Excluding Credit Card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused Commitments to Extend Credit	26,400	24,500
Advised Line of Credit	$ 1,100	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	$ 305,900	$ 292,900

Loans - Loan Portfolio Composit

Loans - Loan Portfolio Composition and Aging Analysis (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$ 187,292	$ 178,746
Past due	6,294	6,070
Loans held for investment	$ 213,329	$ 208,316	$ 201,592
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Financing Receivable, Percent Current	87.79%	85.81%
Total Delinquent Loans (as percent)	2.95%	2.91%
Total Loans (as percent)	100.00%	100.00%
Loans and Leases Receivable, Deferred Income	$ 901	$ 1,100
Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	87,168	83,021
Past due	2,967	2,832
Loans held for investment	90,135	85,876
Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	48,383	45,130
Past due	2,995	3,024
Loans held for investment	$ 70,990	$ 71,439
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	4.22%	4.23%
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$ 38,348	$ 35,142
Past due	2,704	2,682
Loans held for investment	$ 41,052	$ 37,824
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	6.59%	7.09%
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$ 6,516	$ 6,492
Past due	248	302
Loans held for investment	$ 26,340	$ 30,035
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.94%	1.01%
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$ 3,519	$ 3,496
Past due	43	40
Loans held for investment	$ 3,598	$ 3,580
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	1.20%	1.11%
Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$ 51,660	$ 50,498
Past due	321	200
Loans held for investment	52,112	50,890
Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	51,012	49,727
Past due	315	190
Loans held for investment	51,458	50,109
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	23,487	22,974
Past due	64	117
Loans held for investment	23,585	23,137
Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	27,525	26,753
Past due	251	73
Loans held for investment	27,873	26,972
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	648	771
Past due	6	10
Loans held for investment	654	781
Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	81	97
Past due	11	14
Loans held for investment	92	111
Receivables Acquired with Deteriorated Credit Quality [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	$ 19,743	$ 23,500
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Loans (as percent)	9.26%	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	19,612	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	19,576	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	36	44
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	131	192
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	131	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	34	46
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	97	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	$ 2,899	$ 2,841
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	1.36%	1.36%
Financing Receivables, 30 to 59 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 1,001	$ 904
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1,780	1,825
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1,712	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	48	57
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	20	17
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	115	109
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	113	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	31	74
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	82	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	3	3
Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 1,546	$ 1,424
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.72%	0.68%
Financing Receivables, 60 to 89 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 672	$ 636
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	818	768
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	791	734
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	22	27
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	5	7
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	55	18
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	53	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	29	7
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	24	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	1	2
Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 1,849	$ 1,805
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.87%	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	$ 1,294	$ 1,292
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 397	$ 431
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.56%	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	$ 201	$ 197
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.49%	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	$ 178	$ 218
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.67%	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	$ 18	$ 16
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.51%	0.44%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 151	$ 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	149	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	4	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	145	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	2	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	79,481	75,143
Past due	2,697	2,538
Loans held for investment	82,178	77,704
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member] | Installment loans
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Gross	97	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	894	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	607	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	1,196	1,181
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	7,687	7,878
Past due	270	294
Loans held for investment	7,957	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	107	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	65	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	$ 98	$ 111

Loans - 90+ Day Delinquent Loan

Loans - 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 1,262	$ 1,263
Nonperforming Loans	$ 1,063	$ 809
Percent 90 days past due and still accruing	0.59%	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	$ 1,261	$ 1,254
Nonperforming Loans	61	70
Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	0	1
Nonperforming Loans	$ 538	$ 549
Financing Receivable, Nonaccrual, Percent Past Due	0.76%	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	$ 201	$ 197
Financing Receivable, Nonaccrual, Percent Past Due	0.49%	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	$ 310	$ 330
Financing Receivable, Nonaccrual, Percent Past Due	1.18%	1.10%
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 0	$ 1
Nonperforming Loans	$ 27	$ 22
Financing Receivable, Nonaccrual, Percent Past Due	0.74%	0.61%
Commercial Banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 1	$ 8
Nonperforming Loans	453	175
Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	1	8
Nonperforming Loans	449	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	8	62
Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	1	1
Nonperforming Loans	441	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	4	7
Other
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	0	0
Nonperforming Loans	11	15
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	1,196	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	65	73
Nonperforming Loans	$ 61	$ 70

Loans - Credit Card_ Risk Profi

Loans - Credit Card: Risk Profile by Geographic Region and Delinquency Status (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 213,329	$ 208,316	$ 201,592
Past due	$ 6,294	$ 6,070
30 Plus day delinquencies (as percent)	2.95%	2.91%
Credit Card Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 90,135	$ 85,876
Percentage of portfolio	100.00%	100.00%
Past due	$ 2,967	$ 2,832
Credit Card Portfolio Segment [Member] | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 9,310	$ 8,574
Percentage of portfolio	10.30%	10.00%
Credit Card Portfolio Segment [Member] | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 6,042	$ 5,610
Percentage of portfolio	6.70%	6.50%
Credit Card Portfolio Segment [Member] | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 5,901	$ 5,382
Percentage of portfolio	6.50%	6.30%
Credit Card Portfolio Segment [Member] | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 5,260	$ 4,794
Percentage of portfolio	5.80%	5.60%
Credit Card Portfolio Segment [Member] | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 3,870	$ 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	$ 3,521	$ 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	$ 3,136	$ 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	$ 3,004	$ 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	$ 2,754	$ 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	$ 39,380	$ 37,392
Percentage of portfolio	43.80%	43.50%
Credit Card Portfolio Segment [Member] | Canada
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 4,698	$ 4,747
Percentage of portfolio	5.20%	5.50%
Credit Card Portfolio Segment [Member] | United Kingdom
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 3,259	$ 3,425
Percentage of portfolio	3.60%	4.00%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past due	$ 1,849	$ 1,805
30 Plus day delinquencies (as percent)	0.87%	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	$ 1,294	$ 1,292
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 82,178	$ 77,704
Percentage of portfolio	91.20%	90.50%
Past due	$ 2,697	$ 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	1,196	1,181
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 7,957	$ 8,172
Percentage of portfolio	8.80%	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	$ 98	$ 111

Loans - Credit Card_ Net Charge

Loans - Credit Card: Net Charge-Offs (Detail) - Credit Card Portfolio Segment [Member] - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$ 655	$ 572	$ 2,077	$ 2,037
Percentage annualized net charge-off by average loans held for investment	2.96%	2.88%	3.26%	3.48%
Geographic Distribution, Domestic [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$ 619	$ 508	$ 1,933	$ 1,818
Percentage annualized net charge-off by average loans held for investment	3.08%	2.83%	3.35%	3.45%
Geographic Distribution, Foreign [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$ 36	$ 64	$ 144	$ 219
Percentage annualized net charge-off by average loans held for investment	1.80%	3.32%	2.41%	3.81%

Loans - Consumer Banking_ Risk

Loans - Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 213,329	$ 208,316	$ 201,592
Past due	6,294	6,070
Nonperforming Loans	$ 1,063	$ 809
Financing Receivable, Nonaccrual, Percent Past Due	0.50%	0.39%
30 Plus day delinquencies (as percent)	2.95%	2.91%
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 70,990	$ 71,439
Percentage of portfolio	100.00%	100.00%
Past due	$ 2,995	$ 3,024
Nonperforming Loans	$ 538	$ 549
Financing Receivable, Nonaccrual, Percent Past Due	0.76%	0.77%
30 Plus day delinquencies (as percent)	4.22%	4.23%
30 plus day delinquencies, excluding acquired loans (as percent)	5.83%	6.28%
90 plus day delinquencies, excluding acquired loans (as percent)	0.77%	0.89%
Nonperforming loans, excluding acquired loans (as percent)	1.05%	1.14%
Consumer Portfolio Segment [Member] | Auto
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 41,052	$ 37,824
Past due	2,704	2,682
Nonperforming Loans	$ 201	$ 197
Financing Receivable, Nonaccrual, Percent Past Due	0.49%	0.52%
30 Plus day delinquencies (as percent)	6.59%	7.09%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 41,052	$ 37,824
Percentage of portfolio	57.80%	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	$ 5,449	$ 5,248
Percentage of portfolio	7.70%	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	$ 4,502	$ 4,081
Percentage of portfolio	6.30%	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	$ 1,889	$ 1,773
Percentage of portfolio	2.70%	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	$ 1,839	$ 1,676
Percentage of portfolio	2.60%	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	$ 3,216	$ 2,737
Percentage of portfolio	4.50%	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	$ 2,230	$ 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	$ 1,711	$ 1,566
Percentage of portfolio	2.40%	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	$ 20,216	$ 18,677
Percentage of portfolio	28.50%	26.10%
Consumer Portfolio Segment [Member] | Home loan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 26,340	$ 30,035
Past due	248	302
Nonperforming Loans	$ 310	$ 330
Financing Receivable, Nonaccrual, Percent Past Due	1.18%	1.10%
30 Plus day delinquencies (as percent)	0.94%	1.01%
30 plus day delinquencies, excluding acquired loans (as percent)	3.66%	4.45%
90 plus day delinquencies, excluding acquired loans (as percent)	2.62%	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	$ 26,340	$ 30,035
Percentage of portfolio	37.10%	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	$ 6,044	$ 6,943
Percentage of portfolio	8.50%	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	$ 2,243	$ 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	$ 1,598	$ 1,873
Percentage of portfolio	2.30%	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	$ 1,580	$ 1,720
Percentage of portfolio	2.20%	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	$ 1,367	$ 1,529
Percentage of portfolio	1.90%	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	$ 1,403	$ 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	$ 1,213	$ 1,375
Percentage of portfolio	1.70%	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	$ 10,892	$ 12,605
Percentage of portfolio	15.30%	17.70%
Consumer Portfolio Segment [Member] | Retail banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 3,598	$ 3,580
Past due	43	40
Nonperforming Loans	$ 27	$ 22
Financing Receivable, Nonaccrual, Percent Past Due	0.74%	0.61%
30 Plus day delinquencies (as percent)	1.20%	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	$ 3,598	$ 3,580
Percentage of portfolio	5.10%	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	$ 763	$ 756
Percentage of portfolio	1.10%	1.10%
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 1,097	$ 1,120
Percentage of portfolio	1.50%	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	$ 901	$ 881
Percentage of portfolio	1.30%	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	$ 175	$ 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	$ 250	$ 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	$ 146	$ 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	$ 266	$ 259
Percentage of portfolio	0.40%	0.40%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Past due	$ 1,849	$ 1,805
30 Plus day delinquencies (as percent)	0.87%	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	$ 397	$ 431
30 Plus day delinquencies (as percent)	0.56%	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	$ 201	$ 197
30 Plus day delinquencies (as percent)	0.49%	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	$ 178	$ 218
30 Plus day delinquencies (as percent)	0.67%	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	$ 18	$ 16
30 Plus day delinquencies (as percent)	0.51%	0.44%

Loans - Consumer Banking_ Net C

Loans - Consumer Banking: Net Charge-Offs (Detail) - Consumer Portfolio Segment [Member] - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$ 203	$ 190	$ 498	$ 460
Percentage annualized net charge-off by average loans held for investment	1.14%	1.07%	0.93%	0.87%
Percentage annualized net charge-off by average loans held for investment, excluding loans acquired (as percent)	1.58%	1.65%	1.33%	1.37%
Auto
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$ 188	$ 176	$ 457	$ 421
Percentage annualized net charge-off by average loans held for investment	1.85%	1.98%	1.54%	1.65%
Home loan
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$ 1	$ 2	$ 6	$ 12
Percentage annualized net charge-off by average loans held for investment	0.01%	0.02%	0.03%	0.05%
Percentage annualized net charge-off by average loans held for investment, excluding loans acquired (as percent)	0.05%	0.11%	0.11%	0.22%
Retail banking
Financing Receivable, Allowance for Credit Losses [Line Items]
Net charge-offs	$ 14	$ 12	$ 35	$ 27
Percentage annualized net charge-off by average loans held for investment	1.53%	1.36%	1.30%	1.00%

Loans - Home Loan_ Risk Profile

Loans - Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 213,329	$ 208,316	$ 201,592
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 70,990	$ 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	$ 26,340	$ 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	$ 26,340	$ 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	$ 7,432	$ 8,542
Percentage of portfolio	28.20%	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	$ 4,563	$ 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	$ 3,198	$ 3,681
Percentage of portfolio	12.10%	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	$ 1,703	$ 2,106
Percentage of portfolio	6.50%	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	$ 2,494	$ 3,228
Percentage of portfolio	9.50%	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	$ 2,881	$ 3,728
Percentage of portfolio	10.90%	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	$ 1,781	$ 2,153
Percentage of portfolio	6.80%	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	$ 651	$ 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	$ 730	$ 765
Percentage of portfolio	2.80%	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	$ 907
Percentage of portfolio	3.40%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 26,340	$ 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	$ 6,044	$ 6,943
Percentage of portfolio	22.90%	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	$ 2,243	$ 2,452
Percentage of portfolio	8.60%	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	$ 1,598	$ 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	$ 1,580	$ 1,720
Percentage of portfolio	6.00%	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	$ 1,403	$ 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	$ 1,367	$ 1,529
Percentage of portfolio	5.20%	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	$ 1,213	$ 1,375
Percentage of portfolio	4.60%	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	$ 1,140	$ 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	$ 1,131	$ 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	$ 958	$ 1,147
Percentage of portfolio	3.60%	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	$ 7,663	$ 8,911
Percentage of portfolio	29.10%	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	$ 26,340	$ 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	$ 25,010	$ 28,639
Percentage of portfolio	95.00%	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	$ 1,330	$ 1,396
Percentage of portfolio	5.00%	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	$ 26,340	$ 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	$ 5,002	$ 5,286
Percentage of portfolio	19.00%	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	$ 21,338	$ 24,749
Percentage of portfolio	81.00%	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	$ 6,764	$ 6,794
Percentage of portfolio	25.70%	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	$ 2,418	$ 2,827
Percentage of portfolio	9.20%	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	$ 281	$ 320
Percentage of portfolio	1.00%	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	$ 165	$ 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	$ 103	$ 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	$ 102	$ 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	$ 185	$ 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	$ 1,355	$ 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	$ 578	$ 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	$ 698	$ 731
Percentage of portfolio	2.70%	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	$ 879
Percentage of portfolio	3.30%
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	$ 6,764	$ 6,794
Percentage of portfolio	25.70%	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	$ 906	$ 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	$ 1,306	$ 1,379
Percentage of portfolio	5.00%	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	$ 90	$ 86
Percentage of portfolio	0.40%	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	$ 495	$ 457
Percentage of portfolio	1.90%	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	$ 423	$ 385
Percentage of portfolio	1.60%	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	$ 348	$ 341
Percentage of portfolio	1.30%	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	$ 158	$ 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	$ 83	$ 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	$ 1,102	$ 1,205
Percentage of portfolio	4.20%	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	$ 114	$ 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	$ 1,739	$ 1,658
Percentage of portfolio	6.60%	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	$ 6,764	$ 6,794
Percentage of portfolio	25.70%	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	$ 5,764	$ 5,756
Percentage of portfolio	21.90%	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	$ 1,000	$ 1,038
Percentage of portfolio	3.80%	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	$ 6,764	$ 6,794
Percentage of portfolio	25.70%	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	$ 2,708	$ 2,446
Percentage of portfolio	10.30%	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	$ 4,056	$ 4,348
Percentage of portfolio	15.40%	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	$ 19,576	$ 23,241
Percentage of portfolio	74.30%	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	$ 5,014	$ 5,715
Percentage of portfolio	19.00%	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	$ 4,282	$ 4,766
Percentage of portfolio	16.30%	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	$ 3,033	$ 3,494
Percentage of portfolio	11.50%	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	$ 1,600	$ 1,999
Percentage of portfolio	6.10%	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	$ 2,392	$ 3,108
Percentage of portfolio	9.10%	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	$ 2,696	$ 3,507
Percentage of portfolio	10.20%	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	$ 426	$ 533
Percentage of portfolio	1.60%	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	$ 73	$ 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	$ 32	$ 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	$ 28
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	$ 19,576	$ 23,241
Percentage of portfolio	74.30%	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	$ 5,138	$ 6,019
Percentage of portfolio	19.50%	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	$ 937	$ 1,073
Percentage of portfolio	3.60%	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	$ 1,508	$ 1,787
Percentage of portfolio	5.70%	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	$ 1,085	$ 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	$ 980	$ 1,153
Percentage of portfolio	3.70%	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	$ 1,019	$ 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	$ 1,055	$ 1,214
Percentage of portfolio	4.00%	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	$ 1,057	$ 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	$ 29	$ 38
Percentage of portfolio	0.10%	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	$ 844	$ 1,038
Percentage of portfolio	3.20%	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	$ 5,924	$ 7,253
Percentage of portfolio	22.50%	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	$ 19,576	$ 23,241
Percentage of portfolio	74.30%	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	$ 19,246	$ 22,883
Percentage of portfolio	73.10%	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	$ 330	$ 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	$ 19,576	$ 23,241
Percentage of portfolio	74.30%	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	$ 2,294	$ 2,840
Percentage of portfolio	8.70%	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	$ 17,282	$ 20,401
Percentage of portfolio	65.60%	67.90%

Loans - Commercial Banking_ Ris

Loans - Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 213,329	$ 208,316	$ 201,592
Commercial Banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 52,112	$ 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	$ 21,855	$ 21,997
Percentage of portfolio	41.90%	43.20%
Commercial Banking | Geographic Concentration Risk | Loans Receivable | Mid-Atlantic
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 5,014	$ 4,642
Percentage of portfolio	9.60%	9.10%
Commercial Banking | Geographic Concentration Risk | Loans Receivable | South
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 15,251	$ 15,428
Percentage of portfolio	29.30%	30.30%
Commercial Banking | Geographic Concentration Risk | Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 9,992	$ 8,823
Percentage of portfolio	19.20%	17.40%
Commercial Banking | Internal Risk Rating Concentration Risk | Loans Receivable | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 49,934	$ 49,284
Percentage of portfolio	95.80%	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	$ 1,725	$ 1,431
Percentage of portfolio	3.30%	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	$ 453	$ 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	$ 23,585	$ 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	$ 14,670	$ 15,135
Percentage of portfolio	62.20%	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	$ 2,743	$ 2,491
Percentage of portfolio	11.60%	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	$ 3,718	$ 3,070
Percentage of portfolio	15.80%	13.30%
Commercial Banking | Commercial and multifamily real estate | Geographic Concentration Risk | Loans Receivable | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held for investment	$ 2,454	$ 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	$ 23,191	$ 22,535
Percentage of portfolio	98.30%	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	$ 386	$ 540
Percentage of portfolio	1.60%	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	$ 8	$ 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	$ 27,873	$ 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	$ 6,784	$ 6,384
Percentage of portfolio	24.30%	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	$ 2,246	$ 2,121
Percentage of portfolio	8.10%	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	$ 11,491	$ 12,310
Percentage of portfolio	41.20%	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	$ 7,352	$ 6,157
Percentage of portfolio	26.40%	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	$ 26,096	$ 25,982
Percentage of portfolio	93.60%	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	$ 1,336	$ 884
Percentage of portfolio	4.80%	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	$ 441	$ 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	$ 654	$ 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	$ 401	$ 478
Percentage of portfolio	61.30%	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	$ 25	$ 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	$ 42	$ 48
Percentage of portfolio	6.40%	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	$ 186	$ 225
Percentage of portfolio	28.40%	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	$ 647	$ 767
Percentage of portfolio	98.90%	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	0.50%	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	$ 4	$ 7
Percentage of portfolio	0.60%	0.90%

Loans - Impaired Loans, Excludi

Loans - Impaired Loans, Excluding Acquired Loans (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Impaired Financing Receivable:
With an Allowance	$ 1,602		$ 1,602		$ 1,469
Without an Allowance	596		596		445
Total Recorded Investment	2,198		2,198		1,914
Related Allowance	299		299		300
Net Recorded Investment	1,899		1,899		1,614
Unpaid Principal Balance	2,615		2,615		2,296
Average Recorded Investment	2,059	$ 1,926	2,056	$ 1,950
Interest Income Recognized	39	40	120	119
Credit Card Portfolio Segment [Member]
Impaired Financing Receivable:
With an Allowance	666		666		692
Without an Allowance	0		0		0
Total Recorded Investment	666		666		692
Related Allowance	208		208		219
Net Recorded Investment	458		458		473
Unpaid Principal Balance	646		646		672
Average Recorded Investment	668	717	675	741
Interest Income Recognized	17	17	50	53
Consumer Portfolio Segment [Member]
Impaired Financing Receivable:
With an Allowance	539		539		493
Without an Allowance	352		352		359
Total Recorded Investment	891		891		852
Related Allowance	50		50		42
Net Recorded Investment	841		841		810
Unpaid Principal Balance	1,262		1,262		1,218
Average Recorded Investment	883	829	874	841
Interest Income Recognized	22	20	66	58
Consumer Portfolio Segment [Member] | Auto
Impaired Financing Receivable:
With an Allowance	264		264		230
Without an Allowance	211		211		205
Total Recorded Investment	475		475		435
Related Allowance	22		22		19
Net Recorded Investment	453		453		416
Unpaid Principal Balance	752		752		694
Average Recorded Investment	468	387	456	375
Interest Income Recognized	20	18	61	52
Consumer Portfolio Segment [Member] | Home loan
Impaired Financing Receivable:
With an Allowance	223		223		218
Without an Allowance	134		134		149
Total Recorded Investment	357		357		367
Related Allowance	16		16		17
Net Recorded Investment	341		341		350
Unpaid Principal Balance	450		450		472
Average Recorded Investment	360	382	363	392
Interest Income Recognized	2	1	4	4
Consumer Portfolio Segment [Member] | Retail banking
Impaired Financing Receivable:
With an Allowance	52		52		45
Without an Allowance	7		7		5
Total Recorded Investment	59		59		50
Related Allowance	12		12		6
Net Recorded Investment	47		47		44
Unpaid Principal Balance	60		60		52
Average Recorded Investment	55	60	55	74
Interest Income Recognized	0	1	1	2
Commercial Banking
Impaired Financing Receivable:
With an Allowance	397		397		284
Without an Allowance	244		244		86
Total Recorded Investment	641		641		370
Related Allowance	41		41		39
Net Recorded Investment	600		600		331
Unpaid Principal Balance	707		707		406
Average Recorded Investment	508	380	507	368
Interest Income Recognized	0	3	4	8
Commercial Banking | Total commercial lending
Impaired Financing Receivable:
With an Allowance	392		392		281
Without an Allowance	244		244		81
Total Recorded Investment	636		636		362
Related Allowance	41		41		39
Net Recorded Investment	595		595		323
Unpaid Principal Balance	701		701		396
Average Recorded Investment	500	371	500	360
Interest Income Recognized	0	3	4	8
Commercial Banking | Commercial and multifamily real estate
Impaired Financing Receivable:
With an Allowance	86		86		120
Without an Allowance	4		4		26
Total Recorded Investment	90		90		146
Related Allowance	13		13		23
Net Recorded Investment	77		77		123
Unpaid Principal Balance	93		93		163
Average Recorded Investment	112	196	115	183
Interest Income Recognized	0	2	2	5
Commercial Banking | Commercial and industrial
Impaired Financing Receivable:
With an Allowance	306		306		161
Without an Allowance	240		240		55
Total Recorded Investment	546		546		216
Related Allowance	28		28		16
Net Recorded Investment	518		518		200
Unpaid Principal Balance	608		608		233
Average Recorded Investment	388	175	385	177
Interest Income Recognized	0	1	2	3
Commercial Banking | Small-ticket commercial real estate
Impaired Financing Receivable:
With an Allowance	5		5		3
Without an Allowance	0		0		5
Total Recorded Investment	5		5		8
Related Allowance	0		0		0
Net Recorded Investment	5		5		8
Unpaid Principal Balance	6		6		10
Average Recorded Investment	8	9	7	8
Interest Income Recognized	0	0	0	0
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Impaired Financing Receivable:
With an Allowance	128		128		146
Without an Allowance	0		0		0
Total Recorded Investment	128		128		146
Related Allowance	63		63		74
Net Recorded Investment	65		65		72
Unpaid Principal Balance	124		124		141
Average Recorded Investment	133	159	137	164
Interest Income Recognized	2	3	7	9
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Impaired Financing Receivable:
With an Allowance	538		538		546
Without an Allowance	0		0		0
Total Recorded Investment	538		538		546
Related Allowance	145		145		145
Net Recorded Investment	393		393		401
Unpaid Principal Balance	522		522		$ 531
Average Recorded Investment	535	558	538	577
Interest Income Recognized	$ 15	$ 14	$ 43	$ 44

Loans - TDR Disclosures in Prog

Loans - TDR Disclosures in Progress Financial Impact of Modification (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 251	$ 206	$ 704	$ 671
Commercial Banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	30	4	85	84
Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
Total Loans Modified	30	4	84	83
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
Total Loans Modified	9	1	12	67
Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
Total Loans Modified	21	3	72	16
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
Total Loans Modified	0	0	1	1
Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	106	103	308	315
Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	115	99	311	272
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
Total Loans Modified	88	88	257	234
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
Total Loans Modified	17	10	34	29
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 10	$ 1	$ 20	$ 9
Reduced Interest Rate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	62.00%	70.00%	62.00%	65.00%
Average Rate Reduction	12.13%	11.94%	12.40%	12.34%
Reduced Interest Rate | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	71.00%	0.00%	28.00%
Average Rate Reduction	0.00%	0.85%	1.06%	1.11%
Reduced Interest Rate | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	71.00%	0.00%	29.00%
Average Rate Reduction	0.00%	0.85%	1.06%	1.11%
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%	1.26%
Reduced Interest Rate | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	96.00%	0.00%	20.00%
Average Rate Reduction	0.00%	0.85%	1.06%	0.18%
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	16.01%	16.12%	16.21%	16.60%
Reduced Interest Rate | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	43.00%	40.00%	42.00%	36.00%
Average Rate Reduction	3.81%	1.88%	3.31%	1.41%
Reduced Interest Rate | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	42.00%	40.00%	41.00%	37.00%
Average Rate Reduction	4.14%	1.70%	3.28%	1.24%
Reduced Interest Rate | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity	70.00%	41.00%	60.00%	34.00%
Average Rate Reduction	2.63%	3.33%	2.78%	2.64%
Reduced Interest Rate | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	6.00%	17.00%	19.00%	8.00%
Average Rate Reduction	6.15%	6.42%	7.19%	5.17%
Term Extension
Financing Receivable, Modifications [Line Items]
% of TDR Activity	38.00%	32.00%	38.00%	36.00%
Average Term Extension (Months)	42 months	20 months	27 months	16 months
Term Extension | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	40.00%	74.00%	53.00%	86.00%
Average Term Extension (Months)	9 months	7 months	8 months	8 months
Term Extension | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	40.00%	74.00%	53.00%	87.00%
Average Term Extension (Months)	9 months	7 months	8 months	8 months
Term Extension | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	83.00%	0.00%	86.00%	92.00%
Average Term Extension (Months)	8 months	0 months	14 months	7 months
Term Extension | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	21.00%	100.00%	48.00%	67.00%
Average Term Extension (Months)	9 months	7 months	6 months	10 months
Term Extension | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Term Extension (Months)	0 months	0 months	0 months	0 months
Term Extension | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Term Extension (Months)	0 months	0 months	0 months	0 months
Term Extension | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	73.00%	63.00%	71.00%	61.00%
Average Term Extension (Months)	46 months	21 months	31 months	19 months
Term Extension | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	68.00%	64.00%	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	87.00%	52.00%	74.00%	39.00%
Average Term Extension (Months)	232 months	150 months	209 months	154 months
Term Extension | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	94.00%	88.00%	88.00%	72.00%
Average Term Extension (Months)	6 months	3 months	6 months	7 months
Balance Reduction
Financing Receivable, Modifications [Line Items]
% of TDR Activity	11.00%	15.00%	12.00%	13.00%
Gross Balance Reduction	$ 24	$ 28	$ 70	$ 78
Balance Reduction | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	8.00%	2.00%	5.00%
Gross Balance Reduction	$ 0	$ 0	$ 1	$ 2
Balance Reduction | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	8.00%	2.00%	5.00%
Gross Balance Reduction	$ 0	$ 0	$ 1	$ 2
Balance Reduction | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	18.00%	6.00%
Gross Balance Reduction	$ 0	$ 0	$ 1	$ 2
Balance Reduction | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	11.00%	0.00%	2.00%
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	25.00%	31.00%	26.00%	31.00%
Gross Balance Reduction	$ 24	$ 28	$ 69	$ 76
Balance Reduction | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	31.00%	35.00%	30.00%	36.00%
Gross Balance Reduction	$ 24	$ 28	$ 69	$ 75
Balance Reduction | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity	6.00%	2.00%	9.00%	6.00%
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	$ 77	$ 68	$ 217	$ 199
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	12.30%	11.52%	12.16%	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)	0 months	0 months	0 months	0 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	$ 29	$ 35	$ 91	$ 116
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	25.89%	25.41%	25.87%	25.35%
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)	0 months	0 months	0 months	0 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	1,642		1,642		$ 1,652
Performing | Commercial Banking
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Recorded Investment	187		187		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		9 Months Ended
	Sep. 30, 2015USD ($)Contract	Sep. 30, 2014USD ($)Contract	Sep. 30, 2015USD ($)Contract	Sep. 30, 2014USD ($)Contract
Financing Receivable, Modifications [Line Items]
Number of Contracts	21,094	20,698	61,493	64,784
Total Loans | $	$ 67	$ 59	$ 204	$ 202
Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts	18,781	18,991	55,281	60,015
Total Loans | $	$ 37	$ 40	$ 112	$ 131
Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts	2,307	1,689	6,203	4,737
Total Loans | $	$ 28	$ 19	$ 73	$ 61
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
Number of Contracts	2,297	1,674	6,172	4,672
Total Loans | $	$ 27	$ 18	$ 71	$ 49
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
Number of Contracts	4	2	11	12
Total Loans | $	$ 1	$ 1	$ 1	$ 3
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
Number of Contracts	6	13	20	53
Total Loans | $	$ 0	$ 0	$ 1	$ 9
Commercial Banking
Financing Receivable, Modifications [Line Items]
Number of Contracts	6	18	9	32
Total Loans | $	$ 2	$ 0	$ 19	$ 10
Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
Number of Contracts	3	0	6	6
Total Loans | $	$ 2	$ 0	$ 19	$ 7
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
Number of Contracts	0	0	0	4
Total Loans | $	$ 0	$ 0	$ 0	$ 6
Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
Number of Contracts	3	0	6	2
Total Loans | $	$ 2	$ 0	$ 19	$ 1
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
Number of Contracts	3	18	3	26
Total Loans | $	$ 0	$ 0	$ 0	$ 3
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts	10,487	9,882	29,815	30,502
Total Loans | $	$ 18	$ 16	$ 50	$ 47
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts	8,294	9,109	25,466	29,513
Total Loans | $	$ 19	$ 24	$ 62	$ 84

Loans - Outstanding Balance and

Loans - Outstanding Balance and Carrying Value of Acquired Loans (Detail) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	$ 21,328		$ 25,201
Carrying value(1)	19,753		23,519
Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	3,879		4,279
Carrying value(1)	2,645		2,882
Non-Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	17,449		20,922
Carrying value(1)	17,108		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	28		$ 27
Provision for credit losses for Acquired Loans	$ 1	$ (15)

Loans - Changes in Accretable Y

Loans - Changes in Accretable Yield on Acquired Loans (Detail) - USD ($) $ in Millions	3 Months Ended	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2015
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning balance	$ 3,997	$ 4,653
Accretion recognized in earnings	(192)	(637)
Reclassifications from (to) nonaccretable difference for loans with changing cash flows(1)	2	36
Changes in accretable yield for non-credit related changes in expected cash flows(2)	(136)	(381)
Accretable yield, ending balance	3,671	3,671
Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning balance	1,412	1,485
Accretion recognized in earnings	(65)	(222)
Reclassifications from (to) nonaccretable difference for loans with changing cash flows(1)	1	46
Changes in accretable yield for non-credit related changes in expected cash flows(2)	(22)	17
Accretable yield, ending balance	1,326	1,326
Non-Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning balance	2,585	3,168
Accretion recognized in earnings	(127)	(415)
Reclassifications from (to) nonaccretable difference for loans with changing cash flows(1)	1	(10)
Changes in accretable yield for non-credit related changes in expected cash flows(2)	(114)	(398)
Accretable yield, ending balance	$ 2,345	$ 2,345

Allowance for Loan and Lease 64

Allowance for Loan and Lease Losses - Summary of Changes in Allowance for Loan and Lease Losses (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period			$ 4,383
Balance at end of the period	$ 4,847		4,847
Total Allowance
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	4,676	$ 3,998	4,383	$ 4,315
Provision for credit losses	1,077	988	3,119	2,412
Charge-offs	(1,263)	(1,155)	(3,773)	(3,702)
Recoveries	373	399	1,156	1,203
Net charge-offs	(890)	(756)	(2,617)	(2,499)
Other changes	(16)	(18)	(38)	(16)
Balance at end of the period	4,847	4,212	4,847	4,212
Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	135	102	113	87
Provision for credit losses	15	5	37	20
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	150	107	150	107
Combined Allowance & Unfunded Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	4,811	4,100	4,496	4,402
Provision for credit losses	1,092	993	3,156	2,432
Charge-offs	(1,263)	(1,155)	(3,773)	(3,702)
Recoveries	373	399	1,156	1,203
Net charge-offs	(890)	(756)	(2,617)	(2,499)
Other changes	(16)	(18)	(38)	(16)
Balance at end of the period	4,997	4,319	4,997	4,319
Credit Card Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	3,324	2,858	3,204	3,214
Provision for credit losses	831	787	2,395	1,894
Charge-offs	(930)	(885)	(2,940)	(2,975)
Recoveries	275	313	863	938
Net charge-offs	(655)	(572)	(2,077)	(2,037)
Other changes	(16)	(16)	(38)	(14)
Balance at end of the period	3,484	3,057	3,484	3,057
Consumer Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	875	765	779	752
Provision for credit losses	188	198	579	481
Charge-offs	(286)	(264)	(761)	(700)
Recoveries	83	74	263	240
Net charge-offs	(203)	(190)	(498)	(460)
Other changes	0	(1)	0	(1)
Balance at end of the period	860	772	860	772
Consumer Portfolio Segment [Member] | Auto
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	744	642	661	606
Provision for credit losses	178	194	530	475
Charge-offs	(264)	(245)	(700)	(633)
Recoveries	76	69	243	212
Net charge-offs	(188)	(176)	(457)	(421)
Other changes	0	0	0	0
Balance at end of the period	734	660	734	660
Consumer Portfolio Segment [Member] | Home loan
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	65	67	62	83
Provision for credit losses	(4)	(9)	4	(15)
Charge-offs	(5)	(4)	(14)	(23)
Recoveries	4	2	8	11
Net charge-offs	(1)	(2)	(6)	(12)
Other changes	0	(1)	0	(1)
Balance at end of the period	60	55	60	55
Consumer Portfolio Segment [Member] | Retail banking
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	66	56	56	63
Provision for credit losses	14	13	45	21
Charge-offs	(17)	(15)	(47)	(44)
Recoveries	3	3	12	17
Net charge-offs	(14)	(12)	(35)	(27)
Other changes	0	0	0	0
Balance at end of the period	66	57	66	57
Commercial Banking
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	472	368	395	338
Provision for credit losses	60	4	147	41
Charge-offs	(47)	(4)	(67)	(19)
Recoveries	14	10	24	18
Net charge-offs	(33)	6	(43)	(1)
Other changes	0	0	0	0
Balance at end of the period	499	378	499	378
Other
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	5	7	5	11
Provision for credit losses	(2)	(1)	(2)	(4)
Charge-offs	0	(2)	(5)	(8)
Recoveries	1	2	6	7
Net charge-offs	1	0	1	(1)
Other changes	0	(1)	0	(1)
Balance at end of the period	$ 4	$ 5	$ 4	$ 5

Allowance for Loan and Lease 65

Allowance for Loan and Lease Losses - Components of Allowance for Loan and Lease Losses by Impairment Methodology (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Jun. 30, 2015	Dec. 31, 2014	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 4,520		$ 4,056
Asset-specific	299		300
Total allowance for loan and lease losses	$ 4,847		$ 4,383
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	2.27%		2.10%
Collectively evaluated	$ 191,599		$ 183,107
Asset-specific	1,987		1,709
Loans held for investment	213,329		208,316	$ 201,592
Credit Card Portfolio Segment [Member]
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	3,276		2,985
Asset-specific	208		219
Total allowance for loan and lease losses	$ 3,484	$ 3,324	$ 3,204	3,057	$ 2,858	$ 3,214
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	3.86%		3.73%
Collectively evaluated	$ 89,469		$ 85,161
Asset-specific	666		692
Loans held for investment	90,135		85,876
Consumer Portfolio Segment [Member]
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	783		710
Asset-specific	50		42
Total allowance for loan and lease losses	$ 860	875	$ 779	772	765	752
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	1.21%		1.09%
Collectively evaluated	$ 50,698		$ 47,507
Asset-specific	680		647
Loans held for investment	70,990		71,439
Consumer Portfolio Segment [Member] | Auto
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	712		642
Asset-specific	22		19
Total allowance for loan and lease losses	$ 734	744	$ 661	660	642	606
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	1.79%		1.75%
Collectively evaluated	$ 40,788		$ 37,594
Asset-specific	264		230
Loans held for investment	41,052		37,824
Consumer Portfolio Segment [Member] | Home loan
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	17		18
Asset-specific	16		17
Total allowance for loan and lease losses	$ 60	65	$ 62	55	67	83
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	0.23%		0.21%
Collectively evaluated	$ 6,407		$ 6,427
Asset-specific	357		367
Loans held for investment	26,340		30,035
Consumer Portfolio Segment [Member] | Retail banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	54		50
Asset-specific	12		6
Total allowance for loan and lease losses	$ 66	66	$ 56	57	56	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	$ 3,503		$ 3,486
Asset-specific	59		50
Loans held for investment	3,598		3,580
Commercial Banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	457		356
Asset-specific	41		39
Total allowance for loan and lease losses	$ 499	472	$ 395	378	368	338
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	0.96%		0.78%
Collectively evaluated	$ 51,340		$ 50,328
Asset-specific	641		370
Loans held for investment	52,112		50,890
Other
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	4		5
Asset-specific	0		0
Total allowance for loan and lease losses	$ 4	$ 5	$ 5	$ 5	$ 7	$ 11
Loans held for investment by impairment methodology:
Allowance as a percentage of period-end loans held for investment	4.71%		4.68%
Collectively evaluated	$ 92		$ 111
Asset-specific	0		0
Loans held for investment	92		111
Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses	28		27
Loans held for investment by impairment methodology:
Loans held for investment	19,743		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	27		27
Loans held for investment by impairment methodology:
Loans held for investment	19,612		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	27		27
Loans held for investment by impairment methodology:
Loans held for investment	19,576		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	36		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	131		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 66

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		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Collaborative Arrangements and Non-collaborative Arrangement Transactions [Line Items]
Reduction in Charge-offs due to loss sharing agreements	$ 47	$ 40	$ 136	$ 121
Reduction in provision for loan and lease losses	64	$ 48	183	$ 130
Expected reimbursement netted in allowance for loan losses	$ 190		$ 190		$ 143

Variable Interest Entities an67

Variable Interest Entities and Securitizations - Carrying Amount of Assets and Liabilities of Variable Interest Entities (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	$ 34,537	$ 37,157
Carrying Amount of Liabilities, Consolidated	16,425	12,449
Carrying Amount of Assets, Unconsolidated	4,019	3,796
Carrying Amount of Liabilities, Unconsolidated	535	519
Maximum exposure to loss	4,681	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	3,744	3,500
Carrying Amount of Liabilities, Unconsolidated	506	488
Maximum exposure to loss	3,744	3,500
Entities that provide capital to low-income and rural communities
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	370	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	61	74
Carrying Amount of Liabilities, Unconsolidated	0	0
Maximum exposure to loss	61	74
Total Other VIEs
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	370	378
Carrying Amount of Liabilities, Consolidated	100	99
Carrying Amount of Assets, Unconsolidated	3,805	3,575
Carrying Amount of Liabilities, Unconsolidated	506	488
Maximum exposure to loss	3,805	3,575
Credit card loan securitizations
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	34,167	36,779
Carrying Amount of Liabilities, Consolidated	16,325	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	214	221
Carrying Amount of Liabilities, Unconsolidated	29	31
Maximum exposure to loss	876	876
Total securitization-related VIEs
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	34,167	36,779
Carrying Amount of Liabilities, Consolidated	16,325	12,350
Carrying Amount of Assets, Unconsolidated	214	221
Carrying Amount of Liabilities, Unconsolidated	29	31
Maximum exposure to loss	$ 876	$ 876

Variable Interest Entities an68

Variable Interest Entities and Securitizations - External Debt and Receivable Balances of Securitization Programs (Detail) - USD ($) $ in Millions	Sep. 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	$ 15,656	$ 11,624
Receivables in the trust, non-mortgage	33,581	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	1,813	2,026
Receivables in the trust, mortgage	1,874	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	79	95
Receivables in the trust, mortgage	74	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	812	887
Receivables in the trust, mortgage	817	893
Cash balance of spread or reserve accounts, mortgage	$ 137	$ 143

Variable Interest Entities an69

Variable Interest Entities and Securitizations - Additional Information (Detail) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Sep. 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	4,681		4,451
Amortization Method Qualified Affordable Housing Project Investments, Amortization	257	$ 231
Affordable Housing Tax Credits And Other Tax Benefits, Amount	387	$ 268
Amortization Method Qualified Affordable Housing Project Investments	3,400		3,200
Qualified Affordable Housing Project Investments, Commitment	1,300
Carrying amounts of assets, unconsolidated	4,019		3,796
VIEs consolidated assets	$ 34,537		37,157
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
Affordable housing entities
Variable Interest Entity [Line Items]
Maximum exposure to loss	$ 3,744		3,500
Carrying amounts of assets, unconsolidated	3,744		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	370		374
Other
Variable Interest Entity [Line Items]
Maximum exposure to loss	61		74
Carrying amounts of assets, unconsolidated	61		74
VIEs consolidated assets	0		4
Other VIE assets held in trust	130		159
Variable Interest Entity, Not Primary Beneficiary | Option- ARM
Variable Interest Entity [Line Items]
Securities held by third-party investors, mortgage	1,813		2,026
Unpaid principal balance of securitization trusts	1,874		2,094
Variable Interest Entity, Not Primary Beneficiary | GreenPoint HELOCs
Variable Interest Entity [Line Items]
Securities held by third-party investors, mortgage	79		95
Unpaid principal balance of securitization trusts	74		89
Variable Interest Entity, Not Primary Beneficiary | GreenPoint Manufactured Housing
Variable Interest Entity [Line Items]
Securities held by third-party investors, mortgage	812		887
Unpaid principal balance of securitization trusts	817		$ 893
Maximum exposure to loss	$ 420

Goodwill and Intangible Asset70

Goodwill and Intangible Assets - Components (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Schedule of Intangible Assets by Major Class [Line Items]
Goodwill	$ 13,983		$ 13,983		$ 13,978
Goodwill, Gross	13,983		13,983		13,978
Total Intangible Assets, Gross (Excluding Goodwill)	4,166		4,166		4,195
Accumulated Amortization	(3,161)		(3,161)		(2,879)
Total Intangible assets, Net (Excluding Goodwill)	1,005		1,005		1,316
Total goodwill and other intangible assets, Net Carrying Value	14,988		14,988		15,294
Intangible Assets Gross Including Goodwill	18,149		18,149		18,173
Consumer MSRs	63		63		53
Commercial MSRs, Gross	204		204		171
Commercial MSR, Accumulated Amortization	(44)		(44)		(24)
Commercial MSRs, Net	160		160		147
Total MSRs, Gross	267		267		224
Total MSRs, Net	223		223		200
Indefinite lived assets	4		4		4
Amortization of Intangibles	106	$ 130	327	$ 409
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	(1,393)		(1,393)		(1,152)
Net Carrying Amount	763		763		972
Amortization of Intangibles	78	90	242	282
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	(1,642)		(1,642)		(1,569)
Net Carrying Amount	129		129		202
Amortization of Intangibles	22	$ 31	73	$ 100
Other Intangible Assets [Member]
Schedule of Intangible Assets by Major Class [Line Items]
Total Intangible Assets, Gross (Excluding Goodwill)	239		239		300
Accumulated Amortization	(126)		(126)		(158)
Total Intangible assets, Net (Excluding Goodwill)	$ 113		$ 113		$ 142

Goodwill and Intangible Asset71

Goodwill and Intangible Assets - Goodwill Attributable to Each Business Segments (Detail) $ in Millions	9 Months Ended
	Sep. 30, 2015USD ($)
Goodwill [Roll Forward]
Goodwill, Beginning Balance	$ 13,978
Acquisitions	8
Other adjustments	(3)
Goodwill, Ending Balance	13,983
Credit Card
Goodwill [Roll Forward]
Goodwill, Beginning Balance	5,001
Acquisitions	1
Other adjustments	(3)
Goodwill, Ending Balance	4,999
Consumer Banking
Goodwill [Roll Forward]
Goodwill, Beginning Balance	4,593
Acquisitions	7
Other adjustments	0
Goodwill, Ending Balance	4,600
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	9 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Deposits And Borrowings [Line Items]
Securitized debt obligations	$ 15,656	$ 11,624
Issuance of securitized debt obligations	4,200
Maturities of secured debt	175
Senior and subordinated notes	21,773	18,684
Fair value hedging losses	386	179
Advances from Federal Home Loan Banks	4,300	17,300
Repayments of Unsecured Debt	1,600
Other Assets
Deposits And Borrowings [Line Items]
Investment in FHLB stock	1,400	$ 2,000
Senior notes | Total unsecured senior debt
Deposits And Borrowings [Line Items]
Proceeds from issuance of unsecured debt	4,500
Senior notes | Floating unsecured senior debt
Deposits And Borrowings [Line Items]
Proceeds from issuance of unsecured debt	700
Senior notes | Fixed unsecured senior debt
Deposits And Borrowings [Line Items]
Proceeds from issuance of unsecured debt	$ 3,800

Deposits and Borrowings - Depos

Deposits and Borrowings - Deposits and Short-term Borrowings (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Deposits:
Non-interest bearing deposits	$ 25,055	$ 25,081
Interest-bearing deposits	187,848	180,467
Total deposits	212,903	205,548	$ 204,264
Short-term Debt [Line Items]
Short-term borrowings	1,021	17,080
Federal funds purchased and securities loaned or sold under agreements to repurchase
Short-term Debt [Line Items]
Short-term borrowings	1,021	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	9 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Debt Instrument [Line Items]
Long-term Debt and Capital Lease Obligations	$ 41,757	$ 31,377
Debt and Capital Lease Obligations	$ 42,778	48,457
Securitized debt obligations
Debt Instrument [Line Items]
Interest rate, minimum	0.25%
Interest rate, maximum	5.75%
Weighted average interest rate	1.37%
Long-term debt	$ 15,656	11,624
Total senior and subordinated notes
Debt Instrument [Line Items]
Long-term debt	$ 21,773	18,684
Senior notes | Total unsecured senior debt
Debt Instrument [Line Items]
Weighted average interest rate	2.51%
Long-term debt	$ 19,119	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	2.65%
Long-term debt	$ 17,539	15,174
Senior notes | Floating unsecured senior debt
Debt Instrument [Line Items]
Interest rate, minimum	0.77%
Interest rate, maximum	1.47%
Weighted average interest rate	1.00%
Long-term debt	$ 1,580	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	$ 2,654	2,630
FHLB advances
Debt Instrument [Line Items]
Interest rate, minimum	0.25%
Interest rate, maximum	6.41%
Weighted average interest rate	0.32%
Long-term debt	$ 4,304	1,069
Capital Lease Obligations [Member]
Debt Instrument [Line Items]
Interest rate, minimum	3.09%
Interest rate, maximum	12.86%
Weighted average interest rate	4.24%
Long-term debt	$ 24	0
FHLB Advance and Capital Lease Obligation [Member]
Debt Instrument [Line Items]
Long-term debt	$ 4,328	$ 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		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Short-term borrowings:
Federal funds purchased and securities loaned or sold under agreements to repurchase	$ 0	$ 0	$ 1	$ 1
FHLB advances	0	6	9	15
Total short-term borrowings	0	6	10	16
Long-term debt:
Securitized debt obligations	39	32	108	109
Senior and subordinated notes	82	71	241	226
Other long-term borrowings	12	10	29	20
Total long-term debt	133	113	378	355
Total interest expense	$ 133	$ 119	$ 388	$ 371

Derivative Instruments and He76

Derivative Instruments and Hedging Activities - Additional Information (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Derivative, Collateral, Right to Reclaim Cash	$ 157	$ 87
Additional collateral, independent margin	56	65
Derivative net liability position (less than $1 million)	1	1
Cash collateral from derivatives counterparties	838	695
Securities received from derivatives counterparties, ability to re-pledge	231	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	$ 129
Maximum length of time over which forecasted transactions were hedged, years	5 years

Derivative Instruments and He77

Derivative Instruments and Hedging Activities - Notional and Fair Values of Derivative Instruments (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	$ 93,966	$ 88,645
Derivative Assets, Gross Amount	1,911	1,452
Derivative Liabilities, Gross Amount	472	339
Derivative Asset, Netting Adjustment	(483)	(624)
Derivative Liability, Netting Adjustment	(181)	(164)
Derivative Assets	1,428	828
Derivative Liability	291	175
Derivatives designated as accounting hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	62,813	57,015
Derivative Assets, Gross Amount	1,335	996
Derivative Liabilities, Gross Amount	60	59
Derivatives designated as accounting hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	55,026	48,993
Derivative Assets, Gross Amount	1,058	702
Derivative Liabilities, Gross Amount	51	57
Derivatives designated as accounting hedges | Interest rate contracts | Fair value hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	31,876	24,543
Derivative Assets, Gross Amount	706	480
Derivative Liabilities, Gross Amount	40	39
Derivatives designated as accounting hedges | Interest rate contracts | Cash flow hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	23,150	24,450
Derivative Assets, Gross Amount	352	222
Derivative Liabilities, Gross Amount	11	18
Derivatives designated as accounting hedges | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	7,787	8,022
Derivative Assets, Gross Amount	277	294
Derivative Liabilities, Gross Amount	9	2
Derivatives designated as accounting hedges | Foreign exchange contracts | Cash flow hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	5,244	5,546
Derivative Assets, Gross Amount	219	221
Derivative Liabilities, Gross Amount	9	2
Derivatives designated as accounting hedges | Foreign exchange contracts | Net investment hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	2,543	2,476
Derivative Assets, Gross Amount	58	73
Derivative Liabilities, Gross Amount	0	0
Derivatives not designated as accounting hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	31,153	31,630
Derivative Assets, Gross Amount	576	456
Derivative Liabilities, Gross Amount	412	280
Derivatives not designated as accounting hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	30,539	31,037
Derivative Assets, Gross Amount	576	456
Derivative Liabilities, Gross Amount	407	275
Derivatives not designated as accounting hedges | Interest rate contracts | MSRs
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	1,074	777
Derivative Assets, Gross Amount	15	10
Derivative Liabilities, Gross Amount	9	3
Derivatives not designated as accounting hedges | Interest rate contracts | Customer accommodation
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	27,939	27,646
Derivative Assets, Gross Amount	525	413
Derivative Liabilities, Gross Amount	381	251
Derivatives not designated as accounting hedges | Interest rate contracts | Other interest rate exposures
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	1,526	2,614
Derivative Assets, Gross Amount	36	33
Derivative Liabilities, Gross Amount	17	21
Derivatives not designated as accounting hedges | Other contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	614	593
Derivative Assets, Gross Amount	0	0
Derivative Liabilities, Gross Amount	$ 5	$ 5

Derivative Instruments and He78

Derivative Instruments and Hedging Activities - Offsetting Assets (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Derivatives assets(1)
Gross Amounts	$ 1,911	$ 1,452
Derivative Asset, Offsetting Financial Instruments	(84)	(101)
Derivative Assets, Offsetting Cash Collateral	(399)	(523)
Derivative Assets	1,428	828
Derivative Asset, Securities Not Netted	(220)	(80)
Net Exposure	1,208	748
Derivative Asset, Not Subject to Master Netting Arrangement	$ 699	$ 360

Derivative Instruments and He79

Derivative Instruments and Hedging Activities - Offsetting Liabilities (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Derivatives liabilities(1)
Derivative Liabilities, Gross Amount	$ 472	$ 339
Derivative Liability, Offsetting Financial Instruments	(84)	(101)
Derivative Liability, Offsetting Cash Collateral	(97)	(63)
Derivative Liability	291	175
Derivative Liability, Securities Collateral Not Netted	0	0
Net Exposure	291	175
Derivative Liability, Not Subject to Master Netting Arrangement	242	127
Repurchase agreements(2)(3)
Gross Amounts	1,012	869
Securities Sold under Agreements to Repurchase, Asset	0	0
Repurchase Agreement, Collateral, Right To Reclaim Cash, Offset	0	0
Net Amounts as Recognized	1,012	869
Offsetting Amounts Not Netted, Collateral Pledged	(1,012)	(869)
Net Exposure	0	$ 0
Securities Sold under Agreements to Repurchase, Fair Value of Collateral	$ 1,000

Derivative Instruments and He80

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		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains recognized in earnings	$ 23	$ 27	$ 38	$ 74
Derivatives designated as accounting hedges | Fair value hedges | Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recognized in earnings on derivatives	365	(94)	295	42
(Losses) gains recognized in earnings on hedged items	(367)	110	(304)	(5)
Net fair value hedge ineffectiveness (losses) gains	(2)	16	(9)	37
Derivatives not designated as accounting hedges
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	25	11	47	37
Derivatives not designated as accounting hedges | Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	26	13	50	37
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	8	1	5	14
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	7	14	15
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	13	5	31	8
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	$ (1)	$ (2)	$ (3)	$ (1)

Derivative Instruments and He81

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		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recorded in AOCI	$ 329	$ 32	$ 473	$ 167
Other Non-Interest Income
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains recognized in earnings	23	27	38	74
Cash flow hedges
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recorded in AOCI	267	(39)	433	96
Gains (losses) reclassified from AOCI into earnings	37	29	122	74
Net derivative gains recognized in earnings	39	28	126	74
Cash flow hedges | Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recorded in AOCI	270	(34)	447	112
Cash flow hedges | Interest rate contracts | Interest Income (Expense)
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) reclassified from AOCI into earnings	39	34	136	90
Cash flow hedges | Interest rate contracts | Other Non-Interest Income
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recognized in earnings due to ineffectiveness	2	(1)	4	0
Cash flow hedges | Foreign exchange contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recorded in AOCI	(3)	(5)	(14)	(16)
Cash flow hedges | Foreign exchange contracts | Other Non-Interest Income
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) reclassified from AOCI into earnings	(2)	(5)	(14)	(16)
Net investment hedges | Foreign exchange contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recorded in AOCI	$ 62	$ 71	$ 40	$ 71

Stockholders' Equity - Schedule

Stockholders' Equity - Schedule of Preferred Stock (Details) $ / shares in Units, $ in Millions	9 Months Ended
	Sep. 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	$ 3,294	$ 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%
Series F Preferred Stock [Member]
Class of Stock [Line Items]
Non-cumulative Fixed Dividend Rate per Annum (as percent)	6.20%
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

Stockholders' Equity - Change i

Stockholders' Equity - Change in AOCI Gain (Loss) by Component (Net of Tax) (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	$ (397)	$ (371)	$ (430)	$ (872)
Other comprehensive income (loss) before reclassifications	268	(185)	327	336
Net realized (gains) losses reclassified from AOCI into earnings	(13)	(3)	(39)	(23)
Other comprehensive income, net of tax	255	(188)	288	313
AOCI ending balance	(142)	(559)	(142)	(559)
Accumulated Net Unrealized Investment Gain (Loss) | Securities Available for Sale
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	366	419	410	106
Other comprehensive income (loss) before reclassifications	60	(67)	3	250
Net realized (gains) losses reclassified from AOCI into earnings	2	2	15	(2)
Other comprehensive income, net of tax	62	(65)	18	248
AOCI ending balance	428	354	428	354
Accumulated Net Unrealized Investment Gain (Loss) | Securities Held to Maturity
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(774)	(863)	(821)	(897)
Other comprehensive income (loss) before reclassifications	0	0	0	0
Net realized (gains) losses reclassified from AOCI into earnings	25	22	72	56
Other comprehensive income, net of tax	25	22	72	56
AOCI ending balance	(749)	(841)	(749)	(841)
Cash Flow Hedges
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	91	(20)	10	(110)
Other comprehensive income (loss) before reclassifications	267	(39)	433	96
Net realized (gains) losses reclassified from AOCI into earnings	(37)	(29)	(122)	(74)
Other comprehensive income, net of tax	230	(68)	311	22
AOCI ending balance	321	(88)	321	(88)
Foreign Currency Translation Adjustments
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(57)	106	(8)	40
Other comprehensive income (loss) before reclassifications	(52)	(82)	(101)	(16)
Net realized (gains) losses reclassified from AOCI into earnings	0	0	0	0
Other comprehensive income, net of tax	(52)	(82)	(101)	(16)
AOCI ending balance	(109)	24	(109)	24
Other
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(23)	(13)	(21)	(11)
Other comprehensive income (loss) before reclassifications	(7)	3	(8)	6
Net realized (gains) losses reclassified from AOCI into earnings	(3)	2	(4)	(3)
Other comprehensive income, net of tax	(10)	5	(12)	3
AOCI ending balance	$ (33)	$ (8)	$ (33)	$ (8)

Stockholders' Equity - Reclassi

Stockholders' Equity - Reclassifications from AOCI (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Non-interest income	$ 167	$ 157	$ 466	$ 427
Non-interest income - OTTI	(5)	(9)	(27)	(15)
Interest income	4,760	4,497	13,873	13,162
Income from continuing operations before income taxes	1,648	1,661	4,547	5,149
Income tax provision (benefit)	530	536	1,443	1,696
Net income	1,114	1,081	3,130	3,429
Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net income	13	3	39	23
Accumulated Net Unrealized Investment Gain (Loss) | Reclassification out of Accumulated Other Comprehensive Income [Member] | Securities Available for Sale
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Non-interest income	3	6	4	18
Non-interest income - OTTI	(5)	(9)	(27)	(15)
Income from continuing operations before income taxes	(2)	(3)	(23)	3
Income tax provision (benefit)	0	(1)	(8)	1
Net income	(2)	(2)	(15)	2
Accumulated Net Unrealized Investment Gain (Loss) | Reclassification out of Accumulated Other Comprehensive Income [Member] | Securities Held to Maturity
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Non-interest income	(41)	(35)	(114)	(96)
Income tax provision (benefit)	(16)	(13)	(42)	(40)
Net income	(25)	(22)	(72)	(56)
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	60	47	194	119
Income tax provision (benefit)	23	18	72	45
Net income	37	29	122	74
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	64	54	217	144
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	(4)	(7)	(23)	(25)
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	2	2	4	10
Income tax provision (benefit)	(1)	4	0	7
Net income	$ 3	$ (2)	$ 4	$ 3

Stockholders' Equity - Componen

Stockholders' Equity - Components of Other Comprehensive Income Loss and Related Tax Impact (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Before Tax
Net unrealized gains (losses) on securities available for sale	$ 98	$ (104)	$ 29	$ 394
Net changes in securities held to maturity	41	35	114	96
Net unrealized gains (losses) on cash flow hedges	365	(107)	494	37
Foreign currency translation adjustments	(15)	(41)	(77)	25
Other	(15)	6	(19)	2
Other comprehensive income before taxes	474	(211)	541	554
Provision (Benefit)
Net unrealized gains on securities available for sale	36	(39)	11	146
Net changes in securities held to maturity	16	13	42	40
Net unrealized gains on cash flow hedges	135	(39)	183	15
Foreign currency translation adjustments	37	41	24	41
Other	(5)	1	(7)	(1)
Other comprehensive income (loss), provision (benefit)	219	(23)	253	241
After Tax
Net unrealized gains on securities available for sale	62	(65)	18	248
Net changes in securities held to maturity	25	22	72	56
Net unrealized gains on cash flow hedges	230	(68)	311	22
Foreign currency translation adjustments	(52)	(82)	(101)	(16)
Other	(10)	5	(12)	3
Other comprehensive income (loss), net of tax	$ 255	$ (188)	$ 288	$ 313

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		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Basic earnings per common share:
Income from continuing operations, net of tax	$ 1,118	$ 1,125	$ 3,104	$ 3,453
Income (loss) from discontinued operations, net of tax	(4)	(44)	26	(24)
Net income	1,114	1,081	3,130	3,429
Dividends and undistributed earnings allocated to participating securities	(6)	(5)	(16)	(14)
Preferred stock dividends	(29)	(20)	(90)	(46)
Net income available to common stockholders	$ 1,079	$ 1,056	$ 3,024	$ 3,369
Net income from continuing operations (in dollars per share)	$ 2.01	$ 1.97	$ 5.49	$ 5.99
Income (loss) from discontinued operations (in dollars per share)	(0.01)	(0.08)	0.05	(0.04)
Net income per basic common share (in dollars per share)	$ 2	$ 1.89	$ 5.54	$ 5.95
Weighted Average Number of Shares Outstanding, Basic	540.6	559.9	545.5	566.1
Diluted earnings per common share:
Net income available to common stockholders	$ 1,079	$ 1,056	$ 3,024	$ 3,369
Net income from continuing operations (in dollars per share)	$ 1.99	$ 1.94	$ 5.43	$ 5.90
Income (loss) from discontinued operations (in dollars per share)	(0.01)	(0.08)	0.05	(0.04)
Net income per diluted common share (in dollars per share)	$ 1.98	$ 1.86	$ 5.48	$ 5.86
Effect of dilutive securities:
Stock options	2.5	2.8	2.6	2.7
Other contingently issuable shares	1.2	1.6	1.3	1.5
Warrants	2	3.6	2.5	4.9
Total effect of dilutive securities	5.7	8	6.4	9.1
Total weighted-average diluted shares outstanding	546.3	567.9	551.9	575.2

Earnings Per Common Share - Add

Earnings Per Common Share - Additional Information (Detail) - $ / shares shares in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 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)	1.6	2.3	1.8	3.2
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	4.1		4.1

Fair Value Measurement - Schedu

Fair Value Measurement - Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Securities available for sale:
Securities available for sale	$ 39,431	$ 39,508
Other assets:
Consumer MSRs	63	53
Derivative Assets, Gross Amount	1,911	1,452
Liabilities:
Derivative Liabilities, Gross Amount	472	339
Derivative Liabilities	291	175
Derivative Asset	1,428	828
Derivative Credit Risk Valuation Adjustment, Derivative Assets (Liabilities)	4	4
Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	39,431	39,508
Other assets:
Consumer MSRs	63	53
Derivative Assets, Gross Amount	1,911	1,452
Retained interests in securitizations	214	221
Total assets	41,619	41,234
Liabilities:
Derivative Liabilities, Gross Amount	472	339
Total liabilities	472	339
Fair Value, Measurements, Recurring [Member] | Level 1
Securities available for sale:
Securities available for sale	4,563	4,228
Other assets:
Consumer MSRs	0	0
Derivative Assets, Gross Amount	2	4
Retained interests in securitizations	0	0
Total assets	4,565	4,232
Liabilities:
Derivative Liabilities, Gross Amount	4	3
Total liabilities	4	3
Fair Value, Measurements, Recurring [Member] | Level 2
Securities available for sale:
Securities available for sale	34,189	34,075
Other assets:
Consumer MSRs	0	0
Derivative Assets, Gross Amount	1,844	1,382
Retained interests in securitizations	0	0
Total assets	36,033	35,457
Liabilities:
Derivative Liabilities, Gross Amount	433	293
Total liabilities	433	293
Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	679	1,205
Other assets:
Consumer MSRs	63	53
Derivative Assets, Gross Amount	65	66
Retained interests in securitizations	214	221
Total assets	1,021	1,545
Liabilities:
Derivative Liabilities, Gross Amount	35	43
Total liabilities	35	43
US Treasury securities | Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	4,445	4,118
US Treasury securities | Fair Value, Measurements, Recurring [Member] | Level 1
Securities available for sale:
Securities available for sale	4,445	4,117
US Treasury securities | Fair Value, Measurements, Recurring [Member] | Level 2
Securities available for sale:
Securities available for sale	0	1
US Treasury securities | Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	0	0
Corporate debt securities guaranteed by U.S. government agencies | Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	355	800
Corporate debt securities guaranteed by U.S. government agencies | Fair Value, Measurements, Recurring [Member] | Level 1
Securities available for sale:
Securities available for sale	0	0
Corporate debt securities guaranteed by U.S. government agencies | Fair Value, Measurements, Recurring [Member] | Level 2
Securities available for sale:
Securities available for sale	312	467
Corporate debt securities guaranteed by U.S. government agencies | Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	43	333
RMBS | Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	27,765	25,381
RMBS | Fair Value, Measurements, Recurring [Member] | Level 1
Securities available for sale:
Securities available for sale	0	0
RMBS | Fair Value, Measurements, Recurring [Member] | Level 2
Securities available for sale:
Securities available for sale	27,246	24,820
RMBS | Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	519	561
CMBS | Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	5,220	5,519
CMBS | Fair Value, Measurements, Recurring [Member] | Level 1
Securities available for sale:
Securities available for sale	0	0
CMBS | Fair Value, Measurements, Recurring [Member] | Level 2
Securities available for sale:
Securities available for sale	5,115	5,291
CMBS | Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	105	228
Other ABS | Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	1,483	2,662
Other ABS | Fair Value, Measurements, Recurring [Member] | Level 1
Securities available for sale:
Securities available for sale	0	0
Other ABS | Fair Value, Measurements, Recurring [Member] | Level 2
Securities available for sale:
Securities available for sale	1,483	2,597
Other ABS | Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	0	65
Other securities | Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	163	1,028
Other securities | Fair Value, Measurements, Recurring [Member] | Level 1
Securities available for sale:
Securities available for sale	118	111
Other securities | Fair Value, Measurements, Recurring [Member] | Level 2
Securities available for sale:
Securities available for sale	33	899
Other securities | Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	$ 12	$ 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		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Available-for-sale Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	$ 745	$ 2,219	$ 1,205	$ 3,330
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	10	11	29	51
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	(1)	7	2	73
Purchases	28	200	114	1,214
Sales	(36)	(91)	(204)	(203)
Issuances	0	0	0	0
Settlements	(37)	(81)	(111)	(284)
Transfers Into Level 3	93	88	285	384
Transfers Out of Level 3	(123)	(887)	(641)	(3,099)
Ending balance	679	1,466	679	1,466
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	10	15	29	55
Corporate debt securities guaranteed by U.S. government agencies
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	91	739	333	927
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	1	(5)	0	(5)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	1	3	6	18
Purchases	0	0	0	0
Sales	(36)	(91)	(184)	(203)
Issuances	0	0	0	0
Settlements	(2)	(16)	(12)	(55)
Transfers Into Level 3	0	0	0	64
Transfers Out of Level 3	(12)	(246)	(100)	(362)
Ending balance	43	384	43	384
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	(1)	0	(1)
RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	459	836	561	1,304
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	9	16	28	53
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	(1)	3	(2)	39
Purchases	0	42	0	1,022
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	(19)	(24)	(46)	(156)
Transfers Into Level 3	93	79	285	199
Transfers Out of Level 3	(22)	(295)	(307)	(1,804)
Ending balance	519	657	519	657
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	10	16	29	53
CMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	170	449	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	(1)	(2)	0	3
Purchases	28	158	114	192
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	(10)	(34)	(47)	(64)
Transfers Into Level 3	0	0	0	66
Transfers Out of Level 3	(82)	(268)	(190)	(633)
Ending balance	105	303	105	303
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	175	65	343
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	1	1	4
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	3	(2)	13
Purchases	0	0	0	0
Sales	0	0	(20)	0
Issuances	0	0	0	0
Settlements	0	0	0	(2)
Transfers Into Level 3	0	9	0	52
Transfers Out of Level 3	(7)	(78)	(44)	(300)
Ending balance	0	110	0	110
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	1	0	4
Other securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	18	20	18	17
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	(1)	0	(1)
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	(6)	(7)	(6)	(7)
Transfers Into Level 3	0	0	0	3
Transfers Out of Level 3	0	0	0	0
Ending balance	12	12	12	12
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	(1)	0	(1)
Consumer MSRs
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	65	57	53	69
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	(7)	(2)	(2)	(19)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	7	4	17	11
Settlements	(2)	(1)	(5)	(3)
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	0	0	0
Ending balance	63	58	63	58
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	(7)	(2)	(2)	(19)
Derivative assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	61	50	66	50
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	16	2	17	5
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	13	6	40	13
Settlements	(18)	(8)	(46)	(14)
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	(7)	1	(12)	(3)
Ending balance	65	51	65	51
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	16	2	17	5
Retained interest in securitizations
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	220	195	221	199
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	(6)	8	(7)	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	214	203	214	203
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	$ (6)	$ 8	$ (7)	$ 4

Fair Value Measurement Fair V90

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		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	$ (27)	$ (37)	$ (43)	$ (38)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	(11)	(4)	(12)	(8)
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	(9)	(4)	(19)	(8)
Settlements	7	6	30	14
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	5	0	9	1
Ending balance	(35)	(39)	(35)	(39)
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	$ (11)	$ (4)	$ (12)	$ (8)

Fair Value Measurement - Sche91

Fair Value Measurement - Schedule of Assets Measured at Fair Value on Recurring Basis Quantitative Information about Level 3 Fair Value Measurements (Detail) $ in Millions	Sep. 30, 2015USD ($)$ / SecurityLoan	Dec. 31, 2014USD ($)$ / SecurityLoan
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 39,431	$ 39,508
Consumer MSRs	63	53
Derivative Assets, Gross Amount	1,911	1,452
Fair Value Inputs [Abstract]
Derivative Credit Risk Valuation Adjustment, Derivative Assets (Liabilities)	4	4
Level 3 | Retained interest in securitizations
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Retained interests in securitizations	214
Fair Value, Measurements, Recurring [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	39,431	39,508
Consumer MSRs	63	53
Derivative Assets, Gross Amount	1,911	1,452
Retained interests in securitizations	214	221
Fair Value Inputs [Abstract]
Assets, Fair Value Disclosure	41,619	41,234
Fair Value, Measurements, Recurring [Member] | RMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	27,765	25,381
Fair Value, Measurements, Recurring [Member] | CMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	5,220	5,519
Fair Value, Measurements, Recurring [Member] | Other ABS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	1,483	2,662
Fair Value, Measurements, Recurring [Member] | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	679	1,205
Consumer MSRs	63	53
Derivative Assets, Gross Amount	65	66
Retained interests in securitizations	214	221
Fair Value Inputs [Abstract]
Assets, Fair Value Disclosure	1,021	1,545
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 519	$ 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)	19.00%	18.00%
Constant prepayment rate (percent)	21.00%	23.00%
Default rate (percent)	19.00%	15.00%
Loss severity (percent)	85.00%	85.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Yield (percent)	6.00%	6.00%
Constant prepayment rate (percent)	4.00%	4.00%
Default rate (percent)	5.00%	5.00%
Loss severity (percent)	56.00%	55.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 105	$ 228
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS | Discounted cash flows | Minimum [Member]
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	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)	15.00%	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)	6.00%	5.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Other ABS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 0	$ 65
Fair Value, Measurements, Recurring [Member] | Level 3 | Other ABS | Discounted cash flows | Minimum [Member]
Fair Value Inputs [Abstract]
Yield (percent)		2.00%
Constant prepayment rate (percent)		0.00%
Default rate (percent)		1.00%
Loss severity (percent)		30.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Other ABS | Discounted cash flows | Maximum [Member]
Fair Value Inputs [Abstract]
Yield (percent)		7.00%
Constant prepayment rate (percent)		3.00%
Default rate (percent)		10.00%
Loss severity (percent)		88.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Other ABS | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Yield (percent)		5.00%
Constant prepayment rate (percent)		2.00%
Default rate (percent)		7.00%
Loss severity (percent)		71.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | US Government-sponsored Enterprises Debt Securities and Other Securities [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 55	$ 351
Fair Value, Measurements, Recurring [Member] | Level 3 | US Government-sponsored Enterprises Debt Securities and Other Securities [Member] | Discounted cash flows | Minimum [Member]
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	1.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | US Government-sponsored Enterprises Debt Securities and Other Securities [Member] | Discounted cash flows | Maximum [Member]
Fair Value Inputs [Abstract]
Yield (percent)	3.00%	4.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | US Government-sponsored Enterprises Debt Securities and Other Securities [Member] | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	3.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Consumer MSRs	$ 63
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)	12.00%	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)	19.00%	27.00%
Discount rate (percent)	12.00%	12.00%
Option adjusted spread rate (percent)	15.00%	15.00%
Servicing cost ($ per loan) | $ / SecurityLoan	213	209
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Total prepayment rate (percent)	16.00%	18.00%
Discount rate (percent)	12.00%	12.00%
Option adjusted spread rate (percent)	4.79%	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	$ 65
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)	2.00%	3.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative assets | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	2.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Retained interest in securitizations | Discounted cash flows | Minimum [Member]
Fair Value Inputs [Abstract]
Constant prepayment rate (percent)	2.00%	2.00%
Default rate (percent)	2.00%	2.00%
Loss severity (percent)	19.00%	19.00%
Discount rate (percent)	4.00%	4.00%
Life of receivables (months)	18 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)	99.00%	95.00%
Discount rate (percent)	8.00%	9.00%
Life of receivables (months)	69 months	72 months
Derivative Financial Instruments, Liabilities [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum [Member]
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	2.00%
Derivative Financial Instruments, Liabilities [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum [Member]
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	3.00%
Derivative Financial Instruments, Liabilities [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	2.00%

Fair Value Measurement Fair V92

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	Sep. 30, 2015	Dec. 31, 2014
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	$ 472	$ 339
Fair Value, Measurements, Recurring [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	472	339
Fair Value, Measurements, Recurring [Member] | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	35	$ 43
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative liabilities
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	$ 35
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)	2.00%	3.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative liabilities | Weighted Average | Discounted cash flows
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	2.00%

Fair Value Measurement - Sche93

Fair Value Measurement - Schedule of Assets Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Asset	$ 1,428	$ 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	591	650
Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	209,460	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	260	121
Loans held for sale	26	34
Other Assets, Fair Value Disclosure	65	65
Total	351	220
Nonrecurring | Other Assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Foreclosed Properties and Repossessed Assets	33	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	26	34
Other Assets, Fair Value Disclosure	0	0
Total	26	34
Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	260	121
Loans held for sale	0	0
Other Assets, Fair Value Disclosure	65	65
Total	$ 325	$ 186

Fair Value Measurement - Additi

Fair Value Measurement - Additional Information (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Asset	$ 1,428	$ 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	20.00%	30.00%

Fair Value Measurement - Sche95

Fair Value Measurement - Schedule of Earnings Related to Assets Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014
Assets:
Loans held for investment	$ (70)	$ (19)
Loans held for sale	0	0
Other assets	(35)	(6)
Total	$ (105)	$ (25)

Fair Value Measurement - Sche96

Fair Value Measurement - Schedule of Fair Value of Financial Instruments (Detail) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Financial assets:
Securities available for sale	$ 39,431	$ 39,508
Securities held to maturity	24,913	23,634
Derivative Assets, Gross Amount	1,911	1,452
Financial liabilities:
Derivative Liabilities, Gross Amount	472	339
Level 1
Financial assets:
Cash and cash equivalents	6,837	7,242
Restricted cash for securitization investors	586	234
Securities held to maturity	200	0
Net loans held for investment	0	0
Loans held for sale	0	0
Interest receivable	0	0
Financial liabilities:
Non-interest bearing deposits	25,055	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	1,021	880
Other borrowings	0	0
Interest payable	0	0
Level 2
Financial assets:
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities held to maturity	24,662	23,503
Net loans held for investment	0	0
Loans held for sale	591	650
Interest receivable	1,101	1,079
Financial liabilities:
Non-interest bearing deposits	0	0
Interest-bearing deposits	14,605	11,668
Securitized debt obligations	15,731	11,745
Senior and subordinated notes	21,728	19,083
Federal funds purchased and securities loaned or sold under agreements to repurchase	0	0
Other borrowings	4,316	17,275
Interest payable	198	254
Level 3
Financial assets:
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities held to maturity	51	131
Net loans held for investment	209,460	207,104
Loans held for sale	0	0
Interest receivable	0	0
Financial liabilities:
Non-interest bearing deposits	0	0
Interest-bearing deposits	167,978	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
Carrying Amount
Financial assets:
Cash and cash equivalents	6,837	7,242
Restricted cash for securitization investors	586	234
Securities held to maturity	23,711	22,500
Net loans held for investment	208,482	203,933
Loans held for sale	566	626
Interest receivable	1,101	1,079
Financial liabilities:
Non-interest bearing deposits	25,055	25,081
Interest-bearing deposits	187,848	180,467
Securitized debt obligations	15,656	11,624
Senior and subordinated notes	21,773	18,684
Federal funds purchased and securities loaned or sold under agreements to repurchase	1,021	880
Other borrowings	4,328	17,269
Interest payable	198	254
Estimated Fair Value
Financial assets:
Cash and cash equivalents	6,837	7,242
Restricted cash for securitization investors	586	234
Securities available for sale	39,431	39,508
Securities held to maturity	24,913	23,634
Net loans held for investment	209,460	207,104
Loans held for sale	591	650
Interest receivable	1,101	1,079
Derivative Assets, Gross Amount	1,911	1,452
Retained interests in securitizations	214	221
Financial liabilities:
Non-interest bearing deposits	25,055	25,081
Interest-bearing deposits	182,583	174,074
Securitized debt obligations	15,731	11,745
Senior and subordinated notes	21,728	19,083
Federal funds purchased and securities loaned or sold under agreements to repurchase	1,021	880
Other borrowings	4,316	17,275
Interest payable	198	254
Derivative Liabilities, Gross Amount	472	339
Fair Value, Measurements, Recurring [Member]
Financial assets:
Securities available for sale	39,431	39,508
Derivative Assets, Gross Amount	1,911	1,452
Retained interests in securitizations	214	221
Financial liabilities:
Derivative Liabilities, Gross Amount	472	339
Fair Value, Measurements, Recurring [Member] | Level 1
Financial assets:
Securities available for sale	4,563	4,228
Derivative Assets, Gross Amount	2	4
Retained interests in securitizations	0	0
Financial liabilities:
Derivative Liabilities, Gross Amount	4	3
Fair Value, Measurements, Recurring [Member] | Level 2
Financial assets:
Securities available for sale	34,189	34,075
Derivative Assets, Gross Amount	1,844	1,382
Retained interests in securitizations	0	0
Financial liabilities:
Derivative Liabilities, Gross Amount	433	293
Fair Value, Measurements, Recurring [Member] | Level 3
Financial assets:
Securities available for sale	679	1,205
Derivative Assets, Gross Amount	65	66
Retained interests in securitizations	214	221
Financial liabilities:
Derivative Liabilities, Gross Amount	35	43
Fair Value, Measurements, Recurring [Member] | Carrying Amount
Financial assets:
Securities available for sale	39,431	39,508
Derivative Assets, Gross Amount	1,911	1,452
Retained interests in securitizations	214	221
Financial liabilities:
Derivative Liabilities, Gross Amount	$ 472	$ 339

Business Segments - Additional

Business Segments - Additional Information (Detail)	9 Months Ended
	Sep. 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		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Segment Reporting Information [Line Items]
Net interest income	$ 4,760	$ 4,497	$ 13,873	$ 13,162
Non-interest income	1,140	1,142	3,346	3,315
Total net revenue	5,900	5,639	17,219	16,477
Provision for Loan, lease and Other losses	1,092	993	3,156	2,432
Amortization of intangibles	106	130	327	409
Other non-interest expense	3,060	2,864	9,201	8,514
Total non-interest expense	3,160	2,985	9,516	8,896
Income from continuing operations before income taxes	1,648	1,661	4,547	5,149
Income tax provision (benefit)	530	536	1,443	1,696
Income from continuing operations, net of tax	1,118	1,125	3,104	3,453
Loans held for investment	213,329	201,592	213,329	201,592	$ 208,316
Total deposits	212,903	204,264	212,903	204,264	$ 205,548
Operating Segments | Credit Card
Segment Reporting Information [Line Items]
Net interest income	2,866	2,627	8,165	7,613
Non-interest income	858	846	2,519	2,470
Total net revenue	3,724	3,473	10,684	10,083
Provision for Loan, lease and Other losses	831	787	2,395	1,894
Other non-interest expense	1,770	1,640	5,239	4,893
Total non-interest expense	1,848	1,730	5,481	5,175
Income from continuing operations before income taxes	1,045	956	2,808	3,014
Income tax provision (benefit)	375	332	1,007	1,054
Income from continuing operations, net of tax	670	624	1,801	1,960
Loans held for investment	90,135	80,631	90,135	80,631
Total deposits	0	0	0	0
Operating Segments | Consumer Banking
Segment Reporting Information [Line Items]
Net interest income	1,443	1,425	4,321	4,289
Non-interest income	174	179	528	499
Total net revenue	1,617	1,604	4,849	4,788
Provision for Loan, lease and Other losses	188	198	579	481
Other non-interest expense	982	930	2,907	2,740
Total non-interest expense	1,001	956	2,969	2,824
Income from continuing operations before income taxes	428	450	1,301	1,483
Income tax provision (benefit)	155	161	471	530
Income from continuing operations, net of tax	273	289	830	953
Loans held for investment	70,990	71,061	70,990	71,061
Total deposits	170,866	167,624	170,866	167,624
Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Net interest income	454	439	1,381	1,296
Non-interest income	108	122	345	318
Total net revenue	562	561	1,726	1,614
Provision for Loan, lease and Other losses	75	9	184	61
Other non-interest expense	269	263	803	774
Total non-interest expense	272	268	814	790
Income from continuing operations before income taxes	215	284	728	763
Income tax provision (benefit)	78	102	264	273
Income from continuing operations, net of tax	137	182	464	490
Loans held for investment	52,112	49,788	52,112	49,788
Total deposits	32,751	31,918	32,751	31,918
Other
Segment Reporting Information [Line Items]
Net interest income	(3)	6	6	(36)
Non-interest income	0	(5)	(46)	28
Total net revenue	(3)	1	(40)	(8)
Provision for Loan, lease and Other losses	(2)	(1)	(2)	(4)
Other non-interest expense	39	31	252	107
Total non-interest expense	39	31	252	107
Income from continuing operations before income taxes	(40)	(29)	(290)	(111)
Income tax provision (benefit)	(78)	(59)	(299)	(161)
Income from continuing operations, net of tax	38	30	9	50
Loans held for investment	92	112	92	112
Total deposits	9,286	4,722	9,286	4,722
Purchased credit card relationship intangibles (“PCCR”)
Segment Reporting Information [Line Items]
Amortization of intangibles	78	90	242	282
Purchased credit card relationship intangibles (“PCCR”) | Operating Segments | Credit Card
Segment Reporting Information [Line Items]
Amortization of intangibles	78	90	242	282
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	22	31	73	100
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	19	26	62	84
Core deposit intangibles | Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Amortization of intangibles	3	5	11	16
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	100	121	315	382
PCCR and core deposits | Operating Segments | Credit Card
Segment Reporting Information [Line Items]
Amortization of intangibles	78	90	242	282
PCCR and core deposits | Operating Segments | Consumer Banking
Segment Reporting Information [Line Items]
Amortization of intangibles	19	26	62	84
PCCR and core deposits | Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Amortization of intangibles	3	5	11	16
PCCR and core deposits | Other
Segment Reporting Information [Line Items]
Amortization of intangibles	$ 0	$ 0	$ 0	$ 0

Commitments, Contingencies, G99

Commitments, Contingencies, Guarantees, and Others - Guarantees, LOC and Loss Sharing, U.K Cross Sell (Detail) - USD ($) $ in Millions	3 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Insurance Claims [Member]
Loss Contingencies [Line Items]
Loss contingency accrual	$ 207	$ 116
Loss accrual increase (decrease)	69
Loss Contingency, Range of Possible Loss, Portion Not Accrued	250
Letter of Credit
Loss Contingencies [Line Items]
Contractual amounts of standby letters of credit and commercial letters of credit	1,900	2,100
Other Liabilities | Letter of Credit
Loss Contingencies [Line Items]
Letters of credit outstanding	3	3
Financial Standby Letter of Credit [Member]
Loss Contingencies [Line Items]
Guarantor Obligations, Maximum Exposure, Undiscounted	13	14
Financial Standby Letter of Credit [Member] | Other Liabilities
Loss Contingencies [Line Items]
Guarantee obligation	10	12
Loss Sharing Agreement
Loss Contingencies [Line Items]
Guarantee obligation	$ 40	$ 36

Commitments, Contingencies, 100

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	Sep. 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		20	$ 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		14	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
Loss Contingencies [Line Items]
Loss Contingency, Range of Possible Loss, Portion Not Accrued		$ 1.6	$ 2.1

Commitments, Contingencies, 101

Commitments, Contingencies, Guarantees, and Others - Schedule of Open Claims in Pipeline (Details) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Loss Contingencies [Line Items]
Increase (Decrease) In Unresolved Repurchase Claims Face Amount	$ 847
Subsidiaries
Unresolved Repurchase Claims [Roll Forward]
Open claims, beginning balance	2,512	$ 2,825
Gross new demands received	43	764
Loans repurchased/made whole	(15)	(36)
Demands rescinded	(875)	(1,041)
Open claims, ending balance	1,665	2,512
Subsidiaries | Government-sponsored enterprises (“GSEs”)
Unresolved Repurchase Claims [Roll Forward]
Open claims, beginning balance	16	89
Gross new demands received	21	22
Loans repurchased/made whole	(14)	(31)
Demands rescinded	(15)	(64)
Open claims, ending balance	8	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	22	742
Loans repurchased/made whole	(1)	(5)
Demands rescinded	(754)	(12)
Open claims, ending balance	$ 1,114	$ 1,847

Commitments, Contingencies, 102

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		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Loss Contingency Accrual [Roll Forward]
Representation and warranty repurchase reserve, beginning of period	$ 636	$ 1,012	$ 731	$ 1,172
Provision (benefit) for mortgage representation and warranty losses	(4)	70	(58)	19
Net realized losses	0	(2)	(41)	(111)
Representation and warranty repurchase reserve, end of period	632	1,080	632	1,080
Continuing Operations
Loss Contingency Accrual [Roll Forward]
Provision (benefit) for mortgage representation and warranty losses	(7)	0	(15)	(15)
Discontinued Operations
Loss Contingency Accrual [Roll Forward]
Provision (benefit) for mortgage representation and warranty losses	$ 3	$ 70	$ (43)	$ 34

Commitments, Contingencies, 103

Commitments, Contingencies, Guarantees, and Others - Schedule of Allocation of Representation and Warranty Reserves (Details) $ in Millions	3 Months Ended		9 Months Ended		49 Months Ended
	Sep. 30, 2015USD ($)	Sep. 30, 2014USD ($)	Sep. 30, 2015USD ($)	Sep. 30, 2014USD ($)	Feb. 28, 2009Subsidiary	Jun. 30, 2015USD ($)	Dec. 31, 2014USD ($)	Jun. 30, 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	632	$ 1,080	632	$ 1,080		$ 636	$ 731	$ 1,012	$ 1,172
Loss Contingency Accrual, Provision	(4)	70	(58)	19
Loss Contingency, Range of Possible Loss, Portion Not Accrued	1,600		1,600				2,100
Net realized losses	0	$ (2)	(41)	$ (111)
Subsidiaries | Representation and Warranty Liability [Member] | GSEs and Active Insured Securitizations
Loss Contingencies [Line Items]
Reserve liability	484		484				499
Subsidiaries | Representation and Warranty Liability [Member] | Inactive Insured Securitizations and Others
Loss Contingencies [Line Items]
Reserve liability	$ 148		$ 148				$ 232

Commitments, Contingencies, 104

Commitments, Contingencies, Guarantees, and Others - Litigation (Details) $ in Millions	1 Months Ended					3 Months Ended
	Apr. 30, 2014patent	Jan. 31, 2014claim	Dec. 31, 2013patentclaim	Jul. 31, 2012USD ($)	Feb. 28, 2009USD ($)ContractMortgageLoan	Jul. 31, 2012USD ($)summontrust	Mar. 31, 2008USD ($)	Sep. 30, 2015USD ($)	Jul. 31, 2013USD ($)
Loss Contingencies [Line Items]
Loss contingency, estimate of possible loss								$ 250
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
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)
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
GreenPoint Subsidiary | Pending Litigation | FHFA Litigation
Loss Contingencies [Line Items]
Mortgage loans sold to third party, face amount under litigation				$ 3,400		$ 3,400
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