Capital One Financial (COF) 10-Q 3 Nov 16 2016 Q3 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	9 Months Ended
	Sep. 30, 2016	Oct. 31, 2016
Document And Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Sep. 30, 2016
Document Fiscal Year Focus	2,016
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		482,301,385

CONSOLIDATED STATEMENTS OF INCO

CONSOLIDATED STATEMENTS OF INCOME - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Interest income:
Loans, including loans held for sale	$ 5,383	$ 4,753	$ 15,616	$ 13,824
Investment securities	386	386	1,206	1,174
Other	25	25	60	77
Total interest income	5,794	5,164	16,882	15,075
Interest expense:
Deposits	306	271	881	814
Securitized debt obligations	56	39	151	108
Senior and subordinated notes	121	82	338	241
Other borrowings	34	12	86	39
Total interest expense	517	404	1,456	1,202
Net interest income	5,277	4,760	15,426	13,873
Provision for loan, lease and other losses	1,588	1,092	4,707	3,156
Net interest income after provision for credit losses	3,689	3,668	10,719	10,717
Non-interest income:
Service charges and other customer-related fees	387	423	1,162	1,289
Interchange fees, net	603	555	1,815	1,618
Total other-than-temporary impairment	0	(11)	(12)	(32)
Less: Portion of other-than-temporary impairment recorded in AOCI	0	6	2	5
Net other-than-temporary impairment recognized in earnings	0	(5)	(10)	(27)
Other	194	167	542	466
Total non-interest income	1,184	1,140	3,509	3,346
Non-interest expense:
Salaries and associate benefits	1,317	1,189	3,866	3,760
Occupancy and equipment	499	444	1,422	1,318
Marketing	393	418	1,236	1,180
Professional services	296	313	878	943
Communications and data processing	252	226	757	636
Amortization of intangibles	89	106	285	327
Other	515	464	1,435	1,352
Total non-interest expense	3,361	3,160	9,879	9,516
Income from continuing operations before income taxes	1,512	1,648	4,349	4,547
Income tax provision	496	530	1,372	1,443
Income from continuing operations, net of tax	1,016	1,118	2,977	3,104
Income (loss) from discontinued operations, net of tax	(11)	(4)	(17)	26
Net income	1,005	1,114	2,960	3,130
Dividends and undistributed earnings allocated to participating securities	(6)	(6)	(18)	(16)
Preferred stock dividends	(37)	(29)	(139)	(90)
Net income available to common stockholders	$ 962	$ 1,079	$ 2,803	$ 3,024
Basic earnings per common share:
Net income from continuing operations (in dollars per share)	$ 1.94	$ 2.01	$ 5.50	$ 5.49
Income (loss) from discontinued operations (in dollars per share)	(0.02)	(0.01)	(0.03)	0.05
Net income per basic common share (in dollars per share)	1.92	2	5.47	5.54
Diluted earnings per common share:
Net income from continuing operations (in dollars per share)	1.92	1.99	5.45	5.43
Income (loss) from discontinued operations (in dollars per share)	(0.02)	(0.01)	(0.03)	0.05
Net income per diluted common share (in dollars per share)	1.90	1.98	5.42	5.48
Dividends paid per common share (in dollars per share)	$ 0.40	$ 0.40	$ 1.20	$ 1.1

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Statement of Comprehensive Income [Abstract]
Net income	$ 1,005	$ 1,114	$ 2,960	$ 3,130
After Tax
Net unrealized gains (losses) on securities available for sale	10	62	333	18
Net changes in securities held to maturity	28	25	74	72
Net unrealized gains (losses) on cash flow hedges	(142)	230	378	311
Foreign currency translation adjustments	(20)	(52)	(49)	(101)
Other	4	(10)	1	(12)
Other comprehensive income (loss), net of tax	(120)	255	737	288
Comprehensive income	$ 885	$ 1,369	$ 3,697	$ 3,418

CONSOLIDATED BALANCE SHEETS

CONSOLIDATED BALANCE SHEETS - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Cash and cash equivalents:
Cash and due from banks	$ 3,350	$ 3,407
Interest-bearing deposits with banks	5,744	4,616
Total cash and cash equivalents	9,094	8,023
Restricted cash for securitization investors	287	1,017
Securities available for sale, at fair value	41,511	39,061
Securities held to maturity, at carrying value	25,019	24,619
Loans held for investment:
Total loans held for investment	238,019	229,851
Allowance for Loan and Lease losses	(6,258)	(5,130)
Net loans held for investment	231,761	224,721
Loans held for sale, at lower of cost or fair value	994	904
Premises and equipment, net	3,561	3,584
Interest receivable	1,251	1,189
Goodwill	14,493	14,480
Other assets	17,090	16,450
Total assets	345,061	334,048
Liabilities:
Interest payable	237	299
Deposits:
Non-interest-bearing deposits	25,565	25,847
Interest-bearing deposits	200,416	191,874
Total deposits	225,981	217,721
Securitized debt obligations	18,411	16,166
Other debt:
Federal funds purchased and securities loaned or sold under agreements to repurchase	1,079	981
Senior and subordinated notes	24,001	21,837
Other borrowings	16,329	20,131
Total other debt	41,409	42,949
Other liabilities	10,810	9,629
Total liabilities	296,848	286,764
Stockholders’ equity:
Preferred stock (par value $.01 per share; 50,000,000 shares authorized; 3,975,000 and 3,375,000 shares issued and outstanding as of September 30, 2016 and December 31, 2015, respectively)	0	0
Common stock (par value $.01 per share; 1,000,000,000 shares authorized; 651,136,853 and 648,317,395 shares issued as of September 30, 2016 and December 31,2015, respectively, 489,220,122 and 527,259,920 shares outstanding as of September 30, 2016 and December 31,2015, respectively)	7	6
Additional paid-in capital, net	30,439	29,655
Retained earnings	29,245	27,045
Accumulated other comprehensive income (loss)	121	(616)
Treasury stock, at cost (par value $.01 per share; 161,916,731 and 121,057,475 shares as of September 30, 2016 and December 31, 2015, respectively)	(11,599)	(8,806)
Total stockholders’ equity	48,213	47,284
Total liabilities and stockholders’ equity	345,061	334,048
Unsecuritized loans held for investment
Loans held for investment:
Total loans held for investment	206,763	196,068
Loans held in consolidated trusts
Loans held for investment:
Total loans held for investment	$ 31,256	$ 33,783

CONSOLIDATED BALANCE SHEETS (Pa

CONSOLIDATED BALANCE SHEETS (Parenthetical) - $ / shares	Sep. 30, 2016	Dec. 31, 2015
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	3,975,000	3,375,000
Preferred stock, shares outstanding	3,975,000	3,375,000
Common stock, par value	$ 0.01	$ 0.01
Common stock, shares authorized	1,000,000,000	1,000,000,000
Common stock, shares issued	651,136,853	648,317,395
Common stock, shares outstanding	489,220,122	527,259,920
Treasury stock, common, shares	161,916,731	121,057,475

CONSOLIDATED STATEMENTS OF CHAN

CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS' EQUITY - 9 months ended Sep. 30, 2016 - 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, 2015	$ 47,284	$ 0	$ 6	$ 29,655	$ 27,045	$ (616)	$ (8,806)
Beginning balance (shares) at Dec. 31, 2015		3,375,000	648,317,395
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Comprehensive income	3,697				2,960	737
Common Stock Dividends, Shares			46,900
Dividends, Common Stock	(618)		$ 0		(621)
Dividends, Share-based Compensation, Stock				3
Cash dividends - preferred series	(139)				(139)
Purchases of treasury stock	(2,793)						(2,793)
Issuances of common stock and restricted stock, shares, net of forfeitures			2,747,338
Issuances of common stock and restricted stock, value, net of forfeitures	99		$ 1	98
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, shares			25,220
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, value	(28)		$ 0	(28)
Stock Issued During Period, Shares, New Issues		600,000
Stock Issued During Period, Value, New Issues	583	$ 0		583
Compensation expense for restricted stock awards, restricted stock units and stock options	128			128
Ending balance at Sep. 30, 2016	$ 48,213	$ 0	$ 7	$ 30,439	$ 29,245	$ 121	$ (11,599)
Ending balance (shares) at Sep. 30, 2016		3,975,000	651,136,853

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015
Operating activities:
Income from continuing operations, net of tax	$ 2,977	$ 3,104
Income (loss) from discontinued operations, net of tax	(17)	26
Net income	2,960	3,130
Adjustments to reconcile net income to cash provided by operating activities:
Provision for loan, lease and other losses	4,707	3,156
Depreciation and amortization, net	1,819	1,558
Net gain on sales of securities available for sale	(3)	(4)
Impairment losses on securities available for sale	10	27
Gain on sales of loans held for sale	(77)	(75)
Stock plan compensation expense	150	121
Other noncash income	(10)	0
Loans held for sale:
Originations and purchases	(6,122)	(5,080)
Proceeds from sales and paydowns	5,888	5,270
Changes in operating assets and liabilities:
Changes in interest receivable	(63)	(19)
Changes in other assets	(528)	(193)
Changes in interest payable	(62)	(56)
Changes in other liabilities	1,166	1,234
Net cash from discontinued operations	26	(64)
Net cash from operating activities	9,861	9,005
Securities available for sale:
Purchases	(11,349)	(9,268)
Proceeds from paydowns and maturities	5,773	6,067
Proceeds from sales	3,528	3,211
Securities held to maturity:
Purchases	(2,281)	(2,865)
Proceeds from paydowns and maturities	1,874	1,657
Loans:
Net changes in loans held for investment	(13,068)	(8,678)
Principal recoveries of loans previously charged off	1,123	1,156
Purchases of premises and equipment	(508)	(411)
Net cash from other investing activities	(269)	(429)
Net cash from investing activities	(15,177)	(9,560)
Financing activities:
Changes in restricted cash for securitization investors	730	(352)
Changes in deposits	8,249	7,348
Issuance of securitized debt obligations	4,987	4,139
Maturities and paydowns of securitized debt obligations	(2,790)	(175)
Issuance of senior and subordinated notes and long-term FHLB advances	20,380	14,536
Maturities and paydowns of senior and subordinated notes and long-term FHLB advances	(22,401)	(8,443)
Changes in other short-term borrowings	97	(16,035)
Common stock:
Net proceeds from issuances	99	84
Dividends paid	(618)	(602)
Preferred stock:
Net proceeds from issuances	583	1,472
Dividends paid	(139)	(90)
Purchases of treasury stock	(2,793)	(1,815)
Proceeds from share-based payment activities	3	83
Net cash from financing activities	6,387	150
Changes in cash and cash equivalents	1,071	(405)
Cash and cash equivalents at beginning of the period	8,023	7,242
Cash and cash equivalents at end of the period	9,094	6,837
Non-cash items:
Net transfers from loans held for investment to loans held for sale	397	271
Interest paid	1,518	1,321
Income tax paid	$ 1,551	$ 1,117

Summary of Significant Accounti

Summary of Significant Accounting Policies	9 Months Ended
	Sep. 30, 2016
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, 2016 , 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 .” On December 1, 2015, we completed the acquisition of the Healthcare Financial Services business of General Electric Capital Corporation (“HFS acquisition”). During the second quarter of 2016, we finalized purchase accounting. Including post-closing purchase price adjustments during the first six months of 2016, total cash consideration for the acquisition was $9.0 billion , including $180 million of cash acquired, and we recognized approximately $9.2 billion in assets, primarily consisting of $8.2 billion in loans, $134 million in intangible assets and $518 million in goodwill. Basis of Presentation and Use of Estimates The accompanying unaudited 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. In the opinion of management, all normal, recurring adjustments have been included for a fair statement of this interim financial information. Certain prior period amounts have been reclassified to conform to the current period presentation. Principles of Consolidation The unaudited 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. Newly Adopted Accounting Standards Consolidation: Amendments to the Consolidation Analysis In February 2015, the Financial Accounting Standards Board (“FASB”) issued revised guidance for evaluating whether organizations should consolidate certain legal entities such as limited partnerships, limited liability corporations and securitization structures. The guidance also removed the indefinite deferral of specialized guidance for certain investment funds. We adopted the guidance effective in the first quarter of 2016 on a modified retrospective basis. Our adoption of this guidance did not have an impact on our financial condition, results of operations or liquidity. See “ Note 6—Variable Interest Entities and Securitizations ” for information regarding our involvement with VIEs. Recently Issued but Not Yet Adopted Accounting Standards Measurement of Credit Losses on Financial Instruments In June 2016, the FASB issued revised guidance for impairments on financial instruments. The guidance requires an impairment model (known as the current expected credit loss (“CECL”) model) that is based on expected rather than incurred losses, with an anticipated result of more timely loss recognition. The CECL model is applicable to loans held for investment, securities held to maturity, lease receivables, financial guarantee contracts and certain unconditional loan commitments. The CECL model will replace our current accounting for purchased credit-impaired (“PCI”) and impaired loans. The guidance also amends the available for sale (“AFS”) debt securities other-than-temporary impairments (“OTTI”) model. Credit losses (and subsequent recoveries) on AFS debt securities will be recorded through an allowance approach, rather than the current U.S. GAAP practice of permanent write-downs for credit losses and accreting positive changes through interest income over time. This guidance will be effective for us on January 1, 2020, with early adoption permitted no earlier than January 1, 2019. We are currently assessing the potential impact on our consolidated financial statements. Improvements to Employee Share-Based Accounting In March 2016, the FASB issued revised guidance for accounting for employee share-based payments, including the accounting for income taxes, forfeitures and statutory tax withholding requirements, as well as classification in the statement of cash flows. The guidance is effective beginning on January 1, 2017, with early adoption permitted. We do not believe the impact of this guidance will be material to our consolidated financial statements. Leases In February 2016, the FASB issued revised guidance for leases. The guidance requires lessees to recognize right of use assets and lease liabilities on the balance sheet and disclose key information about leasing arrangements for all leases, with certain practical expedients. This will be effective for us on January 1, 2019, with early adoption permitted. We are currently assessing the potential impact on our consolidated financial statements. Revenue from Contracts with Customers In May 2014, the FASB issued revised guidance for the recognition, measurement and disclosure of revenue from contracts with customers. The guidance is applicable to all entities and, once effective, will replace significant portions of existing industry and transaction-specific revenue recognition rules with a more principles-based recognition model. Most revenue associated with financial instruments, including interest and loan origination fees, is outside the scope of the guidance. Gains and losses on investment securities, derivatives and sales of financial instruments are similarly excluded from the scope. Subsequent to issuance of the revenue recognition guidance, the FASB has issued several updates, most notably that (i) deferred by one year the effective date for revenue recognition guidance to January 1, 2018, with early adoption permitted effective January 1, 2017; (ii) clarified its guidance for performing the principle-versus-agent analysis; and (iii) clarified guidance for identifying performance obligations allowing entities to ignore immaterial promised goods and services in the context of a contract with a customer. 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.

Discontinued Operations

Discontinued Operations	9 Months Ended
	Sep. 30, 2016
Discontinued Operations and Disposal Groups [Abstract]
Discontinued Operations	NOTE 2—DISCONTINUED OPERATIONS Our discontinued operations consist of the mortgage origination operations of our wholesale mortgage banking unit, GreenPoint Mortgage Funding Inc. (“GreenPoint”) and the manufactured housing operations of GreenPoint Credit, LLC, a subsidiary of GreenPoint, both of which were acquired as part of the North Fork Bancorporation, Inc. (“North Fork”) acquisition in December 2006. Although the manufactured housing operations were sold to a third party in 2004 prior to our acquisition of North Fork, we acquired certain retained interests and obligations related to those operations as part of the acquisition. Separately, in the third quarter of 2007 we closed the mortgage origination operations of the wholesale mortgage banking unit. The results of both the wholesale banking unit and the manufactured housing operations have been accounted for as discontinued operations and are reported as income or loss from discontinued operations, net of tax, on the consolidated statements of income. We have no significant continuing involvement in these operations. The following table summarizes the results from discontinued operations for the third quarter and first nine months of 2016 and 2015 : Table 2.1: Results of Discontinued Operations Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2016 2015 2016 2015 Non-interest income (expense), net $ (17 ) $ (7 ) $ (27 ) $ 41 Income (loss) from discontinued operations before income taxes (17 ) (7 ) (27 ) 41 Income tax provision (benefit) (6 ) (3 ) (10 ) 15 Income (loss) from discontinued operations, net of tax $ (11 ) $ (4 ) $ (17 ) $ 26 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. We also have contingent obligations to exercise certain mandatory clean-up calls associated with securitization transactions undertaken by the discontinued GreenPoint Credit, LLC manufactured housing operations in the event the third party servicer does not fulfill its obligation to exercise these clean-up calls. See “ Note 6—Variable Interest Entities and Securitizations ” for information related to our retained interests and obligations associated with GreenPoint Credit, LLC manufactured housing operations, and 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, 2016
Investments, Debt and Equity Securities [Abstract]
Investment Securities	NOTE 3—INVESTMENT SECURITIES Our investment portfolio consists primarily of the following: U.S. Treasury securities; U.S. government-sponsored enterprise (“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 and Agency securities represented 91% and 90% of our total investment securities as of September 30, 2016 and December 31, 2015 , respectively. The table below presents the overview of our investment securities portfolio as of September 30, 2016 and December 31, 2015 . Table 3.1: Overview of Investment Securities Portfolio (Dollars in millions) September 30, 2016 December 31, 2015 Securities available for sale, at fair value $ 41,511 $ 39,061 Securities held to maturity, at carrying value 25,019 24,619 Total investment securities $ 66,530 $ 63,680 The table below presents the amortized cost, gross unrealized gains and losses, and fair value of securities available for sale as of September 30, 2016 and December 31, 2015 . Table 3.2: Investment Securities Available for Sale September 30, 2016 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses (1) Fair Value Investment securities available for sale: U.S. Treasury securities $ 5,136 $ 40 $ 0 $ 5,176 RMBS: Agency (2) 26,563 335 (70 ) 26,828 Non-agency 2,433 395 (6 ) 2,822 Total RMBS 28,996 730 (76 ) 29,650 CMBS: Agency (2) 3,492 47 (21 ) 3,518 Non-agency 1,697 55 (2 ) 1,750 Total CMBS 5,189 102 (23 ) 5,268 Other ABS (3) 986 5 0 991 Other securities (4) 422 6 (2 ) 426 Total investment securities available for sale $ 40,729 $ 883 $ (101 ) $ 41,511 December 31, 2015 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses (1) Fair Value Investment securities available for sale: U.S. Treasury securities $ 4,664 $ 5 $ (9 ) $ 4,660 RMBS: Agency (2) 24,332 165 (212 ) 24,285 Non-agency 2,680 368 (22 ) 3,026 Total RMBS 27,012 533 (234 ) 27,311 CMBS: Agency (2) 3,690 21 (47 ) 3,664 Non-agency 1,723 16 (24 ) 1,715 Total CMBS 5,413 37 (71 ) 5,379 Other ABS (3) 1,345 1 (6 ) 1,340 Other securities (4) 370 2 (1 ) 371 Total investment securities available for sale $ 38,804 $ 578 $ (321 ) $ 39,061 __________ (1) Includes non-credit-related OTTI that is recorded in accumulated other comprehensive income (“AOCI”) of $6 million and $22 million as of September 30, 2016 and December 31, 2015 , respectively. All of this amount is related to non-agency RMBS. (2) Includes Federal National Mortgage Corporation (“Fannie Mae”), Federal Home Loan Mortgage Corporation (“Freddie Mac”) and Government National Mortgage Association (“Ginnie Mae”) guaranteed securities. (3) ABS collateralized by credit card loans constituted approximately 68% and 71% of the other ABS portfolio as of September 30, 2016 and December 31, 2015 , respectively, and ABS collateralized by auto dealer floor plan inventory loans and leases constituted approximately 17% and 11% of the other ABS portfolio as of September 30, 2016 and December 31, 2015 , respectively. (4) Includes foreign government bonds and equity investments. The table below presents the amortized cost, carrying value, gross unrealized gains and losses, and fair value of securities held to maturity as of September 30, 2016 and December 31, 2015 . Table 3.3: Investment Securities Held to Maturity September 30, 2016 (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 $ 199 $ 0 $ 199 $ 1 $ 0 $ 200 Agency RMBS 22,544 (939 ) 21,605 1,462 (6 ) 23,061 Agency CMBS 3,310 (95 ) 3,215 195 0 3,410 Total investment securities held to maturity $ 26,053 $ (1,034 ) $ 25,019 $ 1,658 $ (6 ) $ 26,671 December 31, 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 $ 199 $ 0 $ 199 $ 0 $ (1 ) $ 198 Agency RMBS 22,561 (1,048 ) 21,513 692 (72 ) 22,133 Agency CMBS 3,012 (105 ) 2,907 87 (8 ) 2,986 Total investment securities held to maturity $ 25,772 $ (1,153 ) $ 24,619 $ 779 $ (81 ) $ 25,317 __________ (1) Certain investment securities were transferred from the available for sale category to the held to maturity category in 2013. This amount represents the unrealized holding gain or loss at the date of transfer, net of any subsequent accretion. Any bonds purchased into the securities held to 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, 2016 and December 31, 2015 . Table 3.4: Securities in a Gross Unrealized Loss Position September 30, 2016 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 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 RMBS: Agency 4,522 (27 ) 3,437 (43 ) 7,959 (70 ) Non-agency 59 0 202 (6 ) 261 (6 ) Total RMBS 4,581 (27 ) 3,639 (49 ) 8,220 (76 ) CMBS: Agency 462 (2 ) 870 (19 ) 1,332 (21 ) Non-agency 110 0 152 (2 ) 262 (2 ) Total CMBS 572 (2 ) 1,022 (21 ) 1,594 (23 ) Other ABS 71 0 12 0 83 0 Other securities 130 (1 ) 20 (1 ) 150 (2 ) Total investment securities available for sale in a gross unrealized loss position $ 5,354 $ (30 ) $ 4,693 $ (71 ) $ 10,047 $ (101 ) December 31, 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: U.S. Treasury securities $ 3,096 $ (9 ) $ 1 $ 0 $ 3,097 $ (9 ) RMBS: Agency 12,025 (110 ) 4,420 (102 ) 16,445 (212 ) Non-agency 355 (10 ) 155 (12 ) 510 (22 ) Total RMBS 12,380 (120 ) 4,575 (114 ) 16,955 (234 ) CMBS: Agency 1,352 (9 ) 1,148 (38 ) 2,500 (47 ) Non-agency 739 (13 ) 330 (11 ) 1,069 (24 ) Total CMBS 2,091 (22 ) 1,478 (49 ) 3,569 (71 ) Other ABS 825 (5 ) 255 (1 ) 1,080 (6 ) Other securities 250 0 19 (1 ) 269 (1 ) Total investment securities available for sale in a gross unrealized loss position $ 18,642 $ (156 ) $ 6,328 $ (165 ) $ 24,970 $ (321 ) As of September 30, 2016 , the amortized cost of approximately 490 securities available for sale exceeded their fair value by $101 million , of which $71 million related to securities that had been in a loss position for 12 months or longer. As of September 30, 2016 , our investments in non-agency RMBS and CMBS, other ABS and other securities accounted for $10 million , or 10% , of total gross unrealized losses on securities available for sale. As of September 30, 2016 , the carrying value of approximately 20 securities classified as held to maturity exceeded their fair value by $6 million . Gross unrealized losses on our investment securities have decreased since December 31, 2015. 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, 2016 . Table 3.5: Contractual Maturities of Securities Available for Sale September 30, 2016 (Dollars in millions) Amortized Cost Fair Value Due in 1 year or less $ 1,106 $ 1,109 Due after 1 year through 5 years 4,201 4,239 Due after 5 years through 10 years 3,136 3,189 Due after 10 years (1) 32,286 32,974 Total $ 40,729 $ 41,511 __________ (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, 2016 (Dollars in millions) Carrying Value Fair Value Due after 1 year through 5 years $ 199 $ 200 Due after 5 years through 10 years 1,362 1,483 Due after 10 years 23,458 24,988 Total $ 25,019 $ 26,671 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, 2016 . Table 3.7: Expected Maturities and Weighted-Average Yields of Securities September 30, 2016 (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 $ 803 $ 2,879 $ 1,494 $ 0 $ 5,176 RMBS: Agency 333 21,314 5,181 0 26,828 Non-agency 31 900 1,478 413 2,822 Total RMBS 364 22,214 6,659 413 29,650 CMBS: Agency 45 1,745 1,728 0 3,518 Non-agency 167 732 851 0 1,750 Total CMBS 212 2,477 2,579 0 5,268 Other ABS 223 761 7 0 991 Other securities 186 133 0 107 426 Total securities available for sale $ 1,788 $ 28,464 $ 10,739 $ 520 $ 41,511 Amortized cost of securities available for sale $ 1,789 $ 28,057 $ 10,414 $ 469 $ 40,729 Weighted-average yield for securities available for sale (1) 1.38 % 2.02 % 2.91 % 7.19 % 2.28 % Carrying value of securities held to maturity: U.S. Treasury securities $ 0 $ 199 $ 0 $ 0 $ 199 Agency RMBS 64 6,697 12,391 2,453 21,605 Agency CMBS 0 132 2,437 646 3,215 Total securities held to maturity $ 64 $ 7,028 $ 14,828 $ 3,099 $ 25,019 Fair value of securities held to maturity $ 63 $ 7,338 $ 15,844 $ 3,426 $ 26,671 Weighted-average yield for securities held to maturity (1) 2.08 % 2.47 % 2.50 % 3.25 % 2.58 % __________ (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, 2016 , 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, 2016 and 2015 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) 2016 2015 2016 2015 Credit loss component, beginning of period $ 204 $ 192 $ 199 $ 175 Additions: Initial credit impairment 0 2 1 7 Subsequent credit impairment 0 3 7 15 Total additions 0 5 8 22 Reductions due to payoffs, disposals, transfers and other 0 (1 ) (3 ) (1 ) Credit loss component, end of period $ 204 $ 196 $ 204 $ 196 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, 2016 and 2015 . 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 classified as 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) 2016 2015 2016 2015 Realized gains (losses): Gross realized gains $ 2 $ 3 $ 8 $ 20 Gross realized losses (1 ) 0 (5 ) (16 ) Net realized gains (losses) 1 3 3 4 OTTI recognized in earnings: Credit-related OTTI 0 (5 ) (8 ) (22 ) Intent-to-sell OTTI 0 0 (2 ) (5 ) Total OTTI recognized in earnings 0 (5 ) (10 ) (27 ) Net securities gains (losses) $ 1 $ (2 ) $ (7 ) $ (23 ) Total proceeds from sales $ 828 $ 898 $ 3,528 $ 3,211 Securities Pledged and Received As part of our liquidity management strategy, we pledge securities to secure borrowings from counterparties including the Federal Home Loan Banks (“FHLB”). 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 $1.7 billion as of September 30, 2016 and December 31, 2015 , respectively. We also pledged securities held to maturity with a carrying value of $7.4 billion and $8.7 billion as of September 30, 2016 and December 31, 2015 , respectively. Of the total securities pledged as collateral, we have encumbered $9.0 billion and $10.6 billion as of September 30, 2016 and December 31, 2015 , respectively, primarily related to Public Fund deposits. We accepted pledges of securities with a fair value of $38 million and $172 million as of September 30, 2016 and December 31, 2015 , respectively, primarily related to our derivative transactions. Acquired Credit-Impaired Debt Securities The table below presents the outstanding balance and carrying value of the acquired credit-impaired debt securities as of September 30, 2016 and December 31, 2015 . Table 3.10: Outstanding Balance and Carrying Value of Acquired Credit-Impaired Debt Securities (Dollars in millions) September 30, 2016 December 31, 2015 Outstanding balance $ 3,001 $ 3,285 Carrying value 2,351 2,480 Changes in Accretable Yield of Acquired Credit-Impaired Debt 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, 2016 . Table 3.11: Changes in the Accretable Yield of Acquired Credit-Impaired Debt Securities (Dollars in millions) Three Months Ended September 30, 2016 Nine Months Ended September 30, 2016 Accretable yield, beginning of period $ 1,237 $ 1,237 Accretion recognized in earnings (49 ) (156 ) Reduction due to payoffs, disposals, transfers and other 0 (2 ) Net reclassifications from nonaccretable difference 13 122 Accretable yield, end of period $ 1,201 $ 1,201

Loans

Loans	9 Months Ended
	Sep. 30, 2016
Receivables [Abstract]
Loans	NOTE 4—LOANS Loan Portfolio Composition Our loan portfolio consists of loans held for investment, including loans held in our consolidated trusts, and loans held for sale, and is divided into three portfolio segments: credit card, consumer banking and commercial banking. 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 certain of our consumer and commercial loans acquired through business combinations that were recorded at fair value at acquisition and subsequently accounted for based on cash flows expected to be collected, which are referred to as PCI loans. See “ Note 1—Summary of Significant Accounting Policies ” in our 2015 Form 10-K for additional information on the 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 rates 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 as of September 30, 2016 and December 31, 2015 . The delinquency aging includes all past due loans, both performing and nonperforming. Table 4.1: Loan Portfolio Composition and Aging Analysis September 30, 2016 (Dollars in millions) Current 30-59 Days 60-89 Days > 90 Days Total Delinquent Loans PCI Loans Total Loans Credit Card: Domestic credit card (1) $ 87,607 $ 1,056 $ 764 $ 1,528 $ 3,348 $ 0 $ 90,955 International credit card 7,938 119 72 117 308 0 8,246 Total credit card 95,545 1,175 836 1,645 3,656 0 99,201 Consumer Banking: Auto 43,486 1,826 799 200 2,825 0 46,311 Home loan 6,775 44 19 144 207 15,466 22,448 Retail banking 3,449 19 9 20 48 29 3,526 Total consumer banking 53,710 1,889 827 364 3,080 15,495 72,285 Commercial Banking: Commercial and multifamily real estate 26,419 1 50 8 59 29 26,507 Commercial and industrial 38,381 57 23 346 426 625 39,432 Total commercial lending 64,800 58 73 354 485 654 65,939 Small-ticket commercial real estate 505 5 2 6 13 0 518 Total commercial banking 65,305 63 75 360 498 654 66,457 Other loans 68 2 1 5 8 0 76 Total loans (2) $ 214,628 $ 3,129 $ 1,739 $ 2,374 $ 7,242 $ 16,149 $ 238,019 % of Total loans 90.17% 1.31% 0.73% 1.00% 3.04 % 6.79% 100.00 % December 31, 2015 (Dollars in millions) Current 30-59 Days 60-89 Days > 90 Days Total Delinquent Loans PCI Loans Total Loans Credit Card: Domestic credit card (1) $ 84,954 $ 906 $ 658 $ 1,421 $ 2,985 $ 0 $ 87,939 International credit card 7,903 110 67 106 283 0 8,186 Total credit card 92,857 1,016 725 1,527 3,268 0 96,125 Consumer Banking: Auto 38,549 1,901 880 219 3,000 0 41,549 Home loan 6,465 41 18 176 235 18,527 25,227 Retail banking 3,514 21 8 20 49 33 3,596 Total consumer banking 48,528 1,963 906 415 3,284 18,560 70,372 Commercial Banking: Commercial and multifamily real estate 25,449 34 0 4 38 31 25,518 Commercial and industrial 35,920 51 34 203 288 927 37,135 Total commercial lending 61,369 85 34 207 326 958 62,653 Small-ticket commercial real estate 607 3 1 2 6 0 613 Total commercial banking 61,976 88 35 209 332 958 63,266 Other loans 77 2 2 7 11 0 88 Total loans (2) $ 203,438 $ 3,069 $ 1,668 $ 2,158 $ 6,895 $ 19,518 $ 229,851 % of Total loans 88.51% 1.33% 0.73% 0.94% 3.00 % 8.49% 100.00 % __________ (1) Includes installment loans of $9 million and $16 million as of September 30, 2016 and December 31, 2015 , respectively. (2) Loans (other than PCI loans) include unearned income, unamortized premiums and discounts, and unamortized deferred fees and costs totaling $515 million and $499 million as of September 30, 2016 and December 31, 2015 , respectively. We pledge loan collateral at the FHLB to secure borrowing capacity. The outstanding balance of the pledged loans totaled $30.0 billion and $36.9 billion as of September 30, 2016 and December 31, 2015 , 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, 2016 and December 31, 2015 . Table 4.2: 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans (1) September 30, 2016 December 31, 2015 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Credit Card: Domestic credit card $ 1,528 N/A $ 1,421 N/A International credit card 91 $ 44 79 $ 53 Total credit card 1,619 44 1,500 53 Consumer Banking: Auto 0 200 0 219 Home loan 0 277 0 311 Retail banking 1 37 0 28 Total consumer banking 1 514 0 558 September 30, 2016 December 31, 2015 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Commercial Banking: Commercial and multifamily real estate $ 2 $ 22 $ 0 $ 7 Commercial and industrial 41 961 5 538 Total commercial lending 43 983 5 545 Small-ticket commercial real estate 0 11 0 5 Total commercial banking 43 994 5 550 Other loans 0 9 0 9 Total $ 1,663 $ 1,561 $ 1,505 $ 1,170 % of Total loans 0.70% 0.66% 0.65% 0.51% __________ (1) Nonperfor ming loans generally include loans that have been placed on nonaccrual status. PCI loans are excluded from loans reported as 90 days or more past due and accruing interest as well as nonperforming loans. See “ Note 1—Summary of Significant Accounting Policies ” in our 2015 Form 10-K for additional information on our policies for 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 loan portfolio correlates to broad economic trends, such as unemployment rates and 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, 2016 and December 31, 2015 . We also present net charge-offs for the three and nine months ended September 30, 2016 and 2015 . Table 4.3: Credit Card Risk Profile by Geographic Region September 30, 2016 December 31, 2015 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Domestic credit card: California $ 10,446 10.6% $ 10,029 10.5% Texas 6,753 6.8 6,344 6.6 New York 6,665 6.7 6,446 6.7 Florida 6,093 6.1 5,712 5.9 Illinois 4,198 4.2 4,121 4.3 Pennsylvania 3,780 3.8 3,764 3.9 Ohio 3,392 3.4 3,371 3.5 New Jersey 3,268 3.3 3,210 3.3 Michigan 2,962 3.0 2,922 3.0 Other 43,398 43.8 42,020 43.8 Total domestic credit card 90,955 91.7 87,939 91.5 International credit card: Canada 5,302 5.3 4,889 5.1 United Kingdom 2,944 3.0 3,297 3.4 Total international credit card 8,246 8.3 8,186 8.5 Total credit card $ 99,201 100.0% $ 96,125 100.0 % __________ (1) P ercentages by geographic region are calculated based on period-end amounts. Table 4.4: Credit Card Net Charge-Offs Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (Dollars in millions) Amount Rate Amount Rate Amount Rate Amount Rate Net charge-offs: (1) Domestic credit card $ 841 3.74% $ 619 3.08% $ 2,602 3.99% $ 1,933 3.35% International credit card 65 3.18 36 1.80 203 3.32 144 2.41 Total credit card $ 906 3.70 $ 655 2.96 $ 2,805 3.93 $ 2,077 3.26 __________ (1) Net charge-offs consist of the unpaid principal balance that we determine to be uncollectible, net of recovered amounts. The net charge-off rate is calculated for each loan category by dividing annualized net charge-offs by average balance of loans held for investment for the period. Net charge-offs and the net charge-off rate are impacted periodically by fluctuations in recoveries, including loan sales. Consumer Banking Our consumer banking loan portfolio consists of auto, home 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, gross domestic product (“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 PCI loans. We also present the delinquency and nonperforming loan rates of our consumer banking loan portfolio as of September 30, 2016 and December 31, 2015 , as well as net charge-offs for the three and nine months ended September 30, 2016 and 2015 . Table 4.5: Consumer Banking Risk Profile by Geographic Region September 30, 2016 December 31, 2015 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Auto: Texas $ 6,096 8.4% $ 5,463 7.8% California 5,290 7.3 4,611 6.5 Florida 3,841 5.3 3,315 4.7 Georgia 2,425 3.4 2,245 3.2 Louisiana 2,108 2.9 1,882 2.7 Illinois 2,008 2.8 1,859 2.6 Ohio 1,929 2.7 1,738 2.5 Other 22,614 31.2 20,436 29.0 Total auto 46,311 64.0 41,549 59.0 Home loan: California 5,183 7.2 5,884 8.4 New York 2,032 2.8 2,171 3.1 Maryland 1,450 2.0 1,539 2.2 Illinois 1,290 1.8 1,490 2.1 Virginia 1,241 1.7 1,354 1.9 New Jersey 1,158 1.6 1,293 1.8 Louisiana 1,017 1.4 1,146 1.6 Other 9,077 12.6 10,350 14.8 Total home loan 22,448 31.1 25,227 35.9 September 30, 2016 December 31, 2015 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Retail banking: Louisiana $ 1,041 1.4 % $ 1,071 1.5 % New York 922 1.3 921 1.3 Texas 765 1.1 757 1.1 New Jersey 234 0.3 259 0.4 Maryland 187 0.3 180 0.3 Virginia 155 0.2 151 0.2 Other 222 0.3 257 0.3 Total retail banking 3,526 4.9 3,596 5.1 Total consumer banking $ 72,285 100.0% $ 70,372 100.0% __________ (1) Pe rcentages by geographic region are calculated based on period-end amounts. Table 4.6: Consumer Banking Net Charge-Offs and Nonperforming Loans Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs: Auto $ 210 1.85% $ 188 1.85% $ 508 1.55% $ 457 1.54% Home loan (2) 1 0.03 1 0.01 9 0.05 6 0.03 Retail banking 16 1.75 14 1.53 39 1.46 35 1.30 Total consumer banking (2) $ 227 1.26 $ 203 1.14 $ 556 1.04 $ 498 0.93 September 30, 2016 December 31, 2015 (Dollars in millions) Amount Rate (3) Amount Rate (3) Nonperforming loans: Auto $ 200 0.43% $ 219 0.53 % Home loan (4) 277 1.23 311 1.23 Retail banking 37 1.05 28 0.77 Total consumer banking (4) $ 514 0.71 $ 558 0.79 __________ (1) Calculated for each loan category by dividing annualized net charge-offs by average balance of loans held for investment for the period. (2) Excluding the impact of PCI loans, the net charge-off rates for our home loan and total consumer banking portfolios were 0.08% and 1.62% , respectively, for the three months ended September 30, 2016 , compared to 0.05% and 1.58% , respectively, for the three months ended September 30, 2015 ; and 0.18% and 1.37% , respectively, for the nine months ended September 30, 2016 , compared to 0.11% and 1.33% , respectively, for the nine months ended September 30, 2015 . (3) The nonperforming loan rates are calculated based on nonperforming loans for each category divided by period-end total loans held for investment for each respective category. (4) Excluding the impact of PCI loans, the nonperforming loan rates for our home loan and total consumer banking portfolios were 3.97% and 0.90% , respectively, as of September 30, 2016 , compared to 4.68% and 1.08% , respectively, as of December 31, 2015 . 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 this 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, 2016 and December 31, 2015 , based on selected key risk characteristics. Table 4.7: Home Loan Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type September 30, 2016 Loans PCI Loans (3) Total Home Loans (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Amount % of Total (1) Origination year: (2) < = 2007 $ 2,200 9.7% $ 7,835 35.0% $ 10,035 44.7% 2008 139 0.7 2,410 10.7 2,549 11.4 2009 86 0.4 1,182 5.3 1,268 5.7 2010 86 0.4 1,726 7.7 1,812 8.1 2011 150 0.7 1,870 8.3 2,020 9.0 2012 1,047 4.7 298 1.3 1,345 6.0 2013 492 2.1 62 0.3 554 2.4 2014 595 2.7 31 0.1 626 2.8 2015 1,064 4.7 32 0.1 1,096 4.8 2016 1,123 5.0 20 0.1 1,143 5.1 Total $ 6,982 31.1% $ 15,466 68.9% $ 22,448 100.0% Geographic concentration: (4) California $ 908 4.0% $ 4,275 19.0% $ 5,183 23.0% New York 1,293 5.8 739 3.3 2,032 9.1 Maryland 574 2.6 876 3.9 1,450 6.5 Illinois 101 0.4 1,189 5.3 1,290 5.7 Virginia 478 2.1 763 3.4 1,241 5.5 New Jersey 374 1.7 784 3.5 1,158 5.2 Louisiana 993 4.4 24 0.1 1,017 4.5 Florida 157 0.7 828 3.7 985 4.4 Arizona 90 0.4 845 3.8 935 4.2 Texas 690 3.1 107 0.5 797 3.6 Other 1,324 5.9 5,036 22.4 6,360 28.3 Total $ 6,982 31.1% $ 15,466 68.9% $ 22,448 100.0 % Lien type: 1 st lien $ 5,993 26.7% $ 15,184 67.6% $ 21,177 94.3% 2 nd lien 989 4.4 282 1.3 1,271 5.7 Total $ 6,982 31.1% $ 15,466 68.9% $ 22,448 100.0% Interest rate type: Fixed rate $ 3,175 14.1% $ 1,936 8.6% $ 5,111 22.7% Adjustable rate 3,807 17.0 13,530 60.3 17,337 77.3 Total $ 6,982 31.1% $ 15,466 68.9% $ 22,448 100.0% December 31, 2015 Loans PCI Loans (3) Total Home Loans (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Amount % of Total (1) Origination year: (2) < = 2007 $ 2,559 10.1% $ 8,956 35.5% $ 11,515 45.6% 2008 157 0.6 2,866 11.4 3,023 12.0 2009 97 0.4 1,498 5.9 1,595 6.3 2010 97 0.4 2,208 8.8 2,305 9.2 2011 176 0.7 2,476 9.8 2,652 10.5 2012 1,276 5.1 389 1.5 1,665 6.6 2013 557 2.2 71 0.3 628 2.5 2014 680 2.7 31 0.1 711 2.8 2015 1,101 4.4 32 0.1 1,133 4.5 Total $ 6,700 26.6% $ 18,527 73.4% $ 25,227 100.0% Geographic concentration: (4) California $ 871 3.5% $ 5,013 19.9% $ 5,884 23.4% New York 1,295 5.1 876 3.5 2,171 8.6 Maryland 511 2.0 1,028 4.1 1,539 6.1 Illinois 89 0.4 1,401 5.5 1,490 5.9 Virginia 428 1.7 926 3.7 1,354 5.4 New Jersey 353 1.4 940 3.7 1,293 5.1 Louisiana 1,069 4.2 27 0.1 1,096 4.3 Florida 157 0.6 989 3.9 1,146 4.5 Arizona 81 0.4 995 3.9 1,076 4.3 Washington 113 0.4 806 3.2 919 3.6 Other 1,733 6.9 5,526 21.9 7,259 28.8 Total $ 6,700 26.6% $ 18,527 73.4% $ 25,227 100.0 % Lien type: 1 st lien $ 5,705 22.6% $ 18,207 72.2% $ 23,912 94.8% 2 nd lien 995 4.0 320 1.2 1,315 5.2 Total $ 6,700 26.6% $ 18,527 73.4% $ 25,227 100.0% Interest rate type: Fixed rate $ 2,751 10.9% $ 2,264 9.0% $ 5,015 19.9% Adjustable rate 3,949 15.7 16,263 64.4 20,212 80.1 Total $ 6,700 26.6% $ 18,527 73.4% $ 25,227 100.0% __________ (1) Percentages within each risk category are calculated based on period-end amounts. (2) Modified loans are reported in the origination year of the initial borrowing. (3) The PCI loan balances with an origination date in the years subsequent to 2012 represent refinancing of previously acquired home loans. (4) States listed represent those that have the highest individual concentration of home loans. Our recorded investment in home loans that are in process of foreclosure was $377 million and $474 million as of September 30, 2016 and December 31, 2015, respectively. 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 timelines vary according to state laws. As of September 30, 2016 and December 31, 2015 , the carrying value of the foreclosed residential real estate properties we hold and report as other assets on our consolidated balance sheets totaled $75 million and $123 million , respectively. Commercial Banking We evaluate the credit risk of commercial loans individually and use a risk-rating system to determine credit quality. We assign internal risk ratings to loans based on relevant information about the ability of the borrowers to repay their debt. In determining the risk rating of a particular loan, some of the factors considered are the borrower’s current financial condition, historical and projected future credit performance, prospects for support from financially responsible guarantors, the estimated realizable value of any collateral and current economic trends. The 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 full 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 that are designated as criticized performing and criticized nonperforming are reviewed quarterly by management to determine if they are appropriately classified/rated and whether any impairment exists. Noncriticized loans greater than $1 million are specifically reviewed, at least annually, to determine the appropriate risk 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, 2016 and December 31, 2015 . Table 4.8: Commercial Banking Risk Profile by Geographic Region and Internal Risk Rating September 30, 2016 (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 $ 15,858 59.8% $ 8,933 22.7% $ 320 61.7% $ 25,111 37.8% Mid-Atlantic 3,187 12.0 3,707 9.4 19 3.7 6,913 10.4 South 3,913 14.8 15,416 39.1 35 6.8 19,364 29.1 Other 3,549 13.4 11,376 28.8 144 27.8 15,069 22.7 Total $ 26,507 100.0% $ 39,432 100.0% $ 518 100.0% $ 66,457 100.0% Internal risk rating: (3) Noncriticized $ 26,223 98.9% $ 35,609 90.3% $ 504 97.3% $ 62,336 93.8% Criticized performing 233 0.9 2,237 5.7 3 0.6 2,473 3.7 Criticized nonperforming 22 0.1 961 2.4 11 2.1 994 1.5 PCI loans (4) 29 0.1 625 1.6 0 0.0 654 1.0 Total $ 26,507 100.0% $ 39,432 100.0 % $ 518 100.0% $ 66,457 100.0% December 31, 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 $ 15,949 62.5% $ 8,074 21.8% $ 376 61.3% $ 24,399 38.6% Mid-Atlantic 2,797 11.0 3,010 8.1 25 4.1 5,832 9.2 South 4,070 15.9 15,240 41.0 40 6.5 19,350 30.6 Other 2,702 10.6 10,811 29.1 172 28.1 13,685 21.6 Total $ 25,518 100.0% $ 37,135 100.0% $ 613 100.0% $ 63,266 100.0% Internal risk rating: (3) Noncriticized $ 25,130 98.5% $ 34,008 91.6% $ 605 98.7% $ 59,743 94.4% Criticized performing 350 1.4 1,662 4.5 3 0.5 2,015 3.2 Criticized nonperforming 7 0.0 538 1.4 5 0.8 550 0.9 PCI loans (4) 31 0.1 927 2.5 0 0.0 958 1.5 Total $ 25,518 100.0% $ 37,135 100.0% $ 613 100.0% $ 63,266 100.0% __________ (1) Percentages calculated based on total loans held for investment in each respective loan category using period-end amounts. (2) Geographic concentration is generally determined by the location of the borrower’s business or the location of the collateral associated with the loan. Northeast consists of CT, MA, ME, NH, NJ, NY, PA and VT. Mid-Atlantic consists of DC, DE, MD, VA and WV. South consists of AL, AR, FL, GA, KY, LA, MO, MS, NC, SC, TN and TX. (3) Criticized exposures correspond to the “Special Mention,” “Substandard” and “Doubtful” asset c ategories defined by banking regulatory authorities. (4) We evaluate PCI loans based on their actual risk ratings. Were these PCI loans classified based on their risk ratings, $348 million and $128 million would have been classified as Noncriticized, $281 million and $793 million as Criticized performing, and $25 million and $37 million as Criticized nonperforming as of September 30, 2016 and December 31, 2015 , respectively. Impaired Loans The following table presents information about our impaired loans, excluding PCI loans, which are reported separately as of September 30, 2016 and December 31, 2015 , and for the three and nine months ended September 30, 2016 and 2015 : Table 4.9: Impaired Loans (1) September 30, 2016 (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 $ 539 $ 0 $ 539 $ 171 $ 368 $ 524 International credit card 133 0 133 65 68 129 Total credit card (2) 672 0 672 236 436 653 Consumer Banking: Auto (3) 302 202 504 25 479 782 Home loan 239 115 354 18 336 442 Retail banking 54 14 68 17 51 75 Total consumer banking 595 331 926 60 866 1,299 Commercial Banking: Commercial and multifamily real estate 96 8 104 10 94 109 Commercial and industrial 1,256 78 1,334 169 1,165 1,573 Total commercial lending 1,352 86 1,438 179 1,259 1,682 Small-ticket commercial real estate 11 0 11 0 11 14 Total commercial banking 1,363 86 1,449 179 1,270 1,696 Total $ 2,630 $ 417 $ 3,047 $ 475 $ 2,572 $ 3,648 Three Months Ended Nine Months Ended September 30, 2016 September 30, 2016 (Dollars in millions) Average Interest Average Interest Credit Card: Domestic credit card $ 528 $ 15 $ 530 $ 43 International credit card 135 3 132 8 Total credit card (2) 663 18 662 51 Consumer Banking: Auto (3) 498 21 495 64 Home loan 358 2 362 4 Retail banking 60 0 62 1 Total consumer banking 916 23 919 69 Commercial Banking: Commercial and multifamily real estate 128 0 111 2 Commercial and industrial 1,277 4 1,171 9 Total commercial lending 1,405 4 1,282 11 Small-ticket commercial real estate 8 0 8 0 Total commercial banking 1,413 4 1,290 11 Total $ 2,992 $ 45 $ 2,871 $ 131 December 31, 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 $ 541 $ 0 $ 541 $ 150 $ 391 $ 526 International credit card 125 0 125 59 66 121 Total credit card (2) 666 0 666 209 457 647 Consumer Banking: Auto (3) 273 215 488 22 466 772 Home loan 229 136 365 18 347 456 Retail banking 51 10 61 14 47 62 Total consumer banking 553 361 914 54 860 1,290 Commercial Banking: Commercial and multifamily real estate 82 3 85 11 74 88 Commercial and industrial 515 278 793 75 718 862 Total commercial lending 597 281 878 86 792 950 Small-ticket commercial real estate 6 0 6 0 6 7 Total commercial banking 603 281 884 86 798 957 Total $ 1,822 $ 642 $ 2,464 $ 349 $ 2,115 $ 2,894 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 __________ (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) The average recorded investment of credit card loans includes 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. The total recorded investment of loans modified in TDRs represents $2.3 billion and $1.8 billion of the impaired loans presented above as of September 30, 2016 and December 31, 2015 , respectively. Consumer TDRs classified as performing totaled $1.1 billion and $1.0 billion as of September 30, 2016 and December 31, 2015 , respectively. Commercial TDRs classified as performing totaled $455 million and $334 million as of September 30, 2016 and December 31, 2015 , respectively. As part of our loan modification programs 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, 2016 and 2015 : Table 4.10: Troubled Debt Restructurings Total Loans (1)(2) Three Months Ended September 30, 2016 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 $ 88 100% 13.12% 0% 0 0% $ 0 International credit card 35 100 25.91 0 0 0 0 Total credit card 123 100 16.69 0 0 0 0 Consumer Banking: Auto 91 47 3.52 75 8 24 21 Home loan 13 71 2.18 90 241 2 0 Retail banking 9 11 10.44 61 9 0 0 Total consumer banking 113 47 3.41 75 38 20 21 Commercial Banking: Commercial and multifamily real estate 13 0 0.00 0 0 97 3 Commercial and industrial 257 1 0.15 49 10 19 26 Total commercial lending 270 1 0.15 47 10 23 29 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 271 1 0.15 47 10 23 29 Total $ 507 35 12.55 42 21 17 $ 50 Total Loans (1)(2) Nine Months Ended September 30, 2016 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 $ 212 100% 12.95% 0% 0 0% $ 0 International credit card 104 100 25.86 0 0 0 0 Total credit card 316 100 17.18 0 0 0 0 Consumer Banking: Auto 254 45 3.75 74 7 25 57 Home loan 38 62 2.37 86 247 2 0 Retail banking 16 23 7.90 65 9 11 1 Total consumer banking 308 46 3.62 75 41 22 58 Commercial Banking: Commercial and multifamily real estate 38 0 0.00 67 6 32 3 Commercial and industrial 558 6 0.09 54 17 9 26 Total commercial lending 596 5 0.09 55 16 10 29 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 597 5 0.09 55 16 10 29 Total $ 1,221 40 12.17 46 26 11 $ 87 Total Loans Modified (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 __________ (1) Represents total loans modified and accounted for as TDRs during the period. Paydowns, net charge-offs and any other changes subsequent to the TDR date are not reflected in the recorded investment amount. (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, 201

Allowance for Loan and Lease Lo

Allowance for Loan and Lease Losses	9 Months Ended
	Sep. 30, 2016
Accounts, Notes, Loans and Financing Receivable, Gross, Allowance, and Net [Abstract]
Allowance for Loans and Lease Losses	NOTE 5—ALLOWANCE FOR LOAN AND LEASE LOSSES AND RESERVE FOR UNFUNDED LENDING COMMITMENTS 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 losses on 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 2015 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, as well as information on our reserve for unfunded lending commitments. Allowance for Loan and Lease Losses and Reserve for Unfunded Lending Commitments Activity The table below summarizes changes in the allowance for loan and lease losses and reserve for unfunded lending commitments by portfolio segment for the three and nine months ended September 30, 2016 and 2015 . Table 5.1: Allowance for Loan and Lease Losses and Reserve for Unfunded Lending Commitments Activity Three Months Ended September 30, 2016 (Dollars in millions) Credit Card Consumer Commercial Banking Other (1) Total Allowance for loan and lease losses: Balance as of June 30, 2016 $ 4,086 $ 972 $ 821 $ 2 $ 5,881 Provision (benefit) for loan and lease losses 1,272 258 96 (1 ) 1,625 Charge-offs (1,171 ) (323 ) (112 ) 0 (1,606 ) Recoveries 265 96 4 1 366 Net charge-offs (906 ) (227 ) (108 ) 1 (1,240 ) Other changes (2) (7 ) 0 (1 ) 0 (8 ) Balance as of September 30, 2016 4,445 1,003 808 2 6,258 Reserve for unfunded lending commitments: Balance as of June 30, 2016 0 8 161 0 169 Provision (benefit) for losses on unfunded lending commitments 0 (2 ) (35 ) 0 (37 ) Balance as of September 30, 2016 0 6 126 0 132 Combined allowance and reserve as of $ 4,445 $ 1,009 $ 934 $ 2 $ 6,390 Nine Months Ended September 30, 2016 (Dollars in millions) Credit Card Consumer Commercial Banking Other (1) Total Allowance for loan and lease losses: Balance as of December 31, 2015 $ 3,654 $ 868 $ 604 $ 4 $ 5,130 Provision (benefit) for loan and lease losses 3,604 691 452 (4 ) 4,743 Charge-offs (3,608 ) (862 ) (224 ) (2 ) (4,696 ) Recoveries 803 306 10 4 1,123 Net charge-offs (2,805 ) (556 ) (214 ) 2 (3,573 ) Other changes (2) (8 ) 0 (34 ) 0 (42 ) Balance as of September 30, 2016 4,445 1,003 808 2 6,258 Reserve for unfunded lending commitments: Balance as of December 31, 2015 0 7 161 0 168 Provision (benefit) for losses on unfunded lending commitments 0 (1 ) (35 ) 0 (36 ) Balance as of September 30, 2016 0 6 126 0 132 Combined allowance and reserve as of $ 4,445 $ 1,009 $ 934 $ 2 $ 6,390 Three Months Ended September 30, 2015 (Dollars in millions) Credit Card Consumer Commercial Banking Other (1) Total Allowance for loan and lease losses: Balance as of June 30, 2015 $ 3,324 $ 875 $ 472 $ 5 $ 4,676 Provision (benefit) for loan and lease losses 831 188 60 (2 ) 1,077 Charge-offs (930 ) (286 ) (47 ) 0 (1,263 ) Recoveries 275 83 14 1 373 Net charge-offs (655 ) (203 ) (33 ) 1 (890 ) Other changes (2) (16 ) 0 0 0 (16 ) Balance as of September 30, 2015 3,484 860 499 4 4,847 Reserve for unfunded lending commitments: Balance as of June 30, 2015 0 7 128 0 135 Provision (benefit) for losses on unfunded lending commitments 0 0 15 0 15 Balance as of September 30, 2015 0 7 143 0 150 Combined allowance and reserve as of $ 3,484 $ 867 $ 642 $ 4 $ 4,997 Nine Months Ended September 30, 2015 (Dollars in millions) Credit Card Consumer Commercial Banking Other (1) Total Allowance for loan and lease losses: Balance as of December 31, 2014 $ 3,204 $ 779 $ 395 $ 5 $ 4,383 Provision (benefit) for loan and lease losses 2,395 579 147 (2 ) 3,119 Charge-offs (2,940 ) (761 ) (67 ) (5 ) (3,773 ) Recoveries 863 263 24 6 1,156 Net charge-offs (2,077 ) (498 ) (43 ) 1 (2,617 ) Other changes (2) (38 ) 0 0 0 (38 ) Balance as of September 30, 2015 3,484 860 499 4 4,847 Reserve for unfunded lending commitments: Balance as of December 31, 2014 0 7 106 0 113 Provision (benefit) for losses on unfunded lending commitments 0 0 37 0 37 Balance as of September 30, 2015 0 7 143 0 150 Combined allowance and reserve as of $ 3,484 $ 867 $ 642 $ 4 $ 4,997 __________ (1) Primarily consists of the legacy loan portfolio of our discontinued GreenPoint mortgage operations. (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 with the recorded investment of the related loans as of September 30, 2016 and December 31, 2015 . Table 5.2: Components of Allowance for Loan and Lease Losses by Impairment Methodology September 30, 2016 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other Total Allowance for loan and lease losses: Collectively evaluated (1) $ 4,209 $ 915 $ 629 $ 2 $ 5,755 Asset-specific (2) 236 60 179 0 475 PCI loans (3) 0 28 0 0 28 Total allowance for loan and lease losses $ 4,445 $ 1,003 $ 808 $ 2 $ 6,258 Loans held for investment: Collectively evaluated (1) $ 98,529 $ 56,066 $ 64,354 $ 76 $ 219,025 Asset-specific (2) 672 724 1,449 0 2,845 PCI loans (3) 0 15,495 654 0 16,149 Total loans held for investment $ 99,201 $ 72,285 $ 66,457 $ 76 $ 238,019 Allowance as a percentage of period-end loans held for investment 4.48% 1.39% 1.22% 2.63% 2.63% December 31, 2015 (Dollars in millions) Credit Consumer Banking Commercial Banking Other Total Allowance for loan and lease losses: Collectively evaluated (1) $ 3,445 $ 778 $ 517 $ 4 $ 4,744 Asset-specific (2) 209 54 86 0 349 PCI loans (3) 0 36 1 0 37 Total allowance for loan and lease losses $ 3,654 $ 868 $ 604 $ 4 $ 5,130 Loans held for investment: Collectively evaluated (1) $ 95,459 $ 51,113 $ 61,424 $ 88 $ 208,084 Asset-specific (2) 666 699 884 0 2,249 PCI loans (3) 0 18,560 958 0 19,518 Total loans held for investment $ 96,125 $ 70,372 $ 63,266 $ 88 $ 229,851 Allowance as a percentage of period-end loans held for investment 3.80% 1.23% 0.95% 4.94% 2.23% __________ (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 that 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 PCI 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 2015 Form 10-K for details on these loans. We have certain credit card partnership arrangements in which our partner agrees to share a portion of the credit losses associated with the partnership that qualify for net accounting treatment. The loss sharing amounts due from these partners result in reductions to reported net charge-offs and provision for credit losses. The table below summarizes these impacts for the three and nine months ended September 30, 2016 and 2015 . Table 5.3: Summary of Loss Sharing Arrangements Impact Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2016 2015 2016 2015 Reduction in net charge-offs $ 56 $ 47 $ 161 $ 136 Reduction in provision for credit losses 64 64 194 183 The expected reimbursement from these partners, which is netted against our allowance for loan and lease losses, was approximately $227 million and $194 million as of September 30, 2016 and December 31, 2015 , respectively. See “ Note 1—Summary of Significant Accounting Policies ” of our 2015 Form 10-K for further discussion on our credit card partnership agreements.

Variable Interest Entities and

Variable Interest Entities and Securitizations	9 Months Ended
	Sep. 30, 2016
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 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 related 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, 2016 and December 31, 2015 . We separately present information for consolidated and unconsolidated VIEs. For consolidated VIEs, we present the carrying amount of assets and liabilities of the VIEs, which includes the seller’s interest and repurchased notes held by other related parties. The assets of consolidated VIEs primarily consist of cash and loan receivables, which we report on our consolidated balance sheets under restricted cash and loans held in consolidated trusts, 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, 2016 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) $ 31,543 $ 19,120 $ 0 $ 0 $ 0 Home loan securitizations (2) 0 0 205 26 1,282 Total securitization-related VIEs 31,543 19,120 205 26 1,282 Other VIEs: Affordable housing entities 173 9 3,884 527 3,884 Entities that provide capital to low-income and rural communities 789 127 0 0 0 Other 0 0 64 0 64 Total other VIEs 962 136 3,948 527 3,948 Total VIEs $ 32,505 $ 19,256 $ 4,153 $ 553 $ 5,230 December 31, 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) $ 34,800 $ 16,925 $ 0 $ 0 $ 0 Home loan securitizations (2) 0 0 211 27 873 Total securitization-related VIEs 34,800 16,925 211 27 873 Other VIEs: Affordable housing entities 0 0 3,852 555 3,852 Entities that provide capital to low-income and rural communities 352 101 0 0 0 Other 0 0 57 0 57 Total other VIEs 352 101 3,909 555 3,909 Total VIEs $ 35,152 $ 17,026 $ 4,120 $ 582 $ 4,782 __________ (1) Represents the carrying amount of assets and liabilities owned by the VIE, which includes the seller’s interest 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 (“option-ARM”) loans and letters of credit related to manufactured housing securitizations. These are reported on our consolidated balance sheets within other assets. The carrying amount of liabilities of unconsolidated securitization-related VIEs is comprised of obligations on certain swap agreements associated with the securitizations of manufactured housing loans and other obligations. These are reported on our consolidated balance sheets within 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 on certain transactions. 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, 2016 and December 31, 2015 . Table 6.2: Continuing Involvement in Securitization-Related VIEs Mortgage (Dollars in millions) Credit Card Option- ARM GreenPoint HELOCs GreenPoint Manufactured Housing September 30, 2016: Securities held by third-party investors $ 18,411 $ 1,563 $ 60 $ 719 Receivables in the trust 31,256 1,616 54 724 Cash balance of spread or reserve accounts 0 8 N/A 135 Retained interests Yes Yes Yes Yes Servicing retained Yes Yes (1) No No (2) Amortization event (3) No No No No December 31, 2015: Securities held by third-party investors $ 16,166 $ 1,754 $ 74 $ 789 Receivables in the trust 33,783 1,814 68 794 Cash balance of spread or reserve accounts 0 8 N/A 134 Retained interests Yes Yes Yes Yes Servicing retained Yes Yes (1) No No (2) Amortization event (3) No No No No __________ (1) We continue to service only certain option-ARM securitizations. (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 of the underlying assets, such as net charge-off rates or delinquency rates, beyond certain predetermined thresholds. Generally, the occurrence of an amortization event changes the sequencing and amount of trust-related cash flows to the benefit of more senior interest holders. Credit Card Securitizations We hold certain retained interests in our credit card securitizations and continue to service the receivables in these trusts. As of September 30, 2016 and December 31, 2015 , we were deemed to be the primary beneficiary, and 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 these 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 these mortgage loan securitization trusts was $1.6 billion and $1.8 billion as of September 30, 2016 and December 31, 2015 , respectively. We continue to service a portion of the remaining mortgage loans in these securitizations. We also retain rights to future cash flows arising from these securitizations, 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, using our best estimates of the key assumptions which include credit losses, prepayment speeds and discount rates commensurate with the risks involved. For the mortgage loans that we continue to service, we do not consolidate the related trusts 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 Mortgage Funding Inc. (“GreenPoint”), previously sold HELOCs in whole loan sales that were subsequently securitized by third parties. GreenPoint acquired residual interests in certain of those securitization trusts. 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, 2016 and December 31, 2015 . These advances are generally expensed as funded due to the low likelihood of recovery. We also have unfunded commitments of $5 million and $6 million related to those interests for our non-consolidated VIEs as of September 30, 2016 and December 31, 2015 , respectively. GreenPoint Credit Manufactured Housing We have retained certain interests and obligations related to the discontinued manufactured housing operations of GreenPoint Credit, LLC, a subsidiary of GreenPoint. Such discontinued operations, including the related recourse obligations, servicing rights and the primary obligation to execute mandatory clean-up calls in certain securitization transactions were sold to a third party in 2004. We do not consolidate these securitization trusts because we do not have the power to direct the activities that most significantly impact the economic performance of the trusts as we no longer service the loans. The unpaid principal balance of manufactured housing securitization transactions where we are the residual interest holder was $724 million and $794 million as of September 30, 2016 and December 31, 2015 , respectively. In the event the third party servicer does not fulfill its obligation to exercise the clean-up calls on certain securitizations, the obligation reverts to us and we would be required to acquire a maximum of approximately $420 million of loan receivables and other assets upon our execution of these clean-up calls with the requirement to absorb any losses on the loan receivables and other assets. See “ Note 14—Commitments, Contingencies, Guarantees and Others ” for information related to these obligations. We were required to fund letters of credit to cover losses on certain manufactured housing securitizations. We have the right to receive any funds remaining in the letters of credit after the securities are released. The fair value of these letters of credit are included in other assets on our consolidated balance sheets and totaled $83 million and $76 million as of September 30, 2016 and December 31, 2015 , respectively. We also have credit exposure on agreements that we entered into to absorb a portion of the risk of loss on certain manufactured housing securitizations not subject to the funded letters of credit. Our maximum credit exposure related to these agreements totaled $12 million and $13 million as of September 30, 2016 and December 31, 2015 , respectively. These agreements are included in other liabilities on our consolidated balance sheets, and our obligation under these agreements was $7 million and $8 million as of September 30, 2016 and December 31, 2015 , respectively. 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, 2016 and 2015 , we recognized amortization of $295 million and $257 million , respectively, and tax credits of $336 million and $387 million , respectively, associated with these investments within income tax provision. The carrying value of our investments in these qualified affordable housing projects was $3.8 billion and $3.5 billion as of September 30, 2016 and December 31, 2015 , 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 both September 30, 2016 , and December 31, 2015 , which is expected to be paid from 2016 to 2019 . 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 $3.9 billion as of both September 30, 2016 and December 31, 2015 . Our maximum exposure to these entities is limited to our variable interests in the entities of $3.9 billion as of both September 30, 2016 and December 31, 2015 . 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 it. The total assets of the unconsolidated VIE investment funds were $11.5 billion and $11.4 billion as of September 30, 2016 and December 31, 2015 , 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 $789 million and $352 million as of September 30, 2016 and December 31, 2015 , 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 it. Other Other VIEs include variable interests that we hold in companies that promote renewable energy sources and other equity method investments. We were not required to consolidate these entities because we do not have the power to direct the activities that most significantly impact their economic performance. Our maximum exposure to these entities is limited to the investment on our consolidated balance sheets of $64 million and $57 million as of September 30, 2016 and December 31, 2015 , respectively. The creditors of the other 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 it.

Goodwill and Intangible Assets

Goodwill and Intangible Assets	9 Months Ended
	Sep. 30, 2016
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, 2016 and December 31, 2015 . 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, 2016 (Dollars in millions) Carrying (1) Accumulated Amortization (1) Net Goodwill $ 14,493 N/A $ 14,493 Intangible assets: Purchased credit card relationship (“PCCR”) intangibles 2,147 $ (1,657 ) 490 Core deposit intangibles 1,391 (1,332 ) 59 Other (2) 381 (169 ) 212 Total intangible assets 3,919 (3,158 ) 761 Total goodwill and intangible assets $ 18,412 $ (3,158 ) $ 15,254 MSRs: Consumer MSRs (3) $ 62 N/A $ 62 Commercial MSRs (4) 259 $ (74 ) 185 Total MSRs $ 321 $ (74 ) $ 247 December 31, 2015 (Dollars in millions) Carrying (1) Accumulated Amortization (1) Net Goodwill $ 14,480 N/A $ 14,480 Intangible assets: PCCR intangibles 2,156 $ (1,467 ) 689 Core deposit intangibles 1,771 (1,662 ) 109 Other (2) 378 (135 ) 243 Total intangible assets 4,305 (3,264 ) 1,041 Total goodwill and intangible assets $ 18,785 $ (3,264 ) $ 15,521 MSRs: Consumer MSRs (3) $ 68 N/A $ 68 Commercial MSRs (4) 212 $ (51 ) 161 Total MSRs $ 280 $ (51 ) $ 229 __________ (1) Certain intangible assets that were fully amortized in prior periods were removed from our consolidated balance sheets. (2) Primarily consists of intangibles for sponsorship relationships, brokerage relationship intangibles, partnership and other contract intangibles and trade name intangibles. (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 accounted for 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 $89 million and $285 million for the three and nine months ended September 30, 2016 , respectively, and $106 million and $327 million for the three and nine months ended September 30, 2015 , respectively. Goodwill The following table presents goodwill attributable to each of our business segments as of September 30, 2016 and December 31, 2015 . Table 7.2: Goodwill Attributable to Business Segments (Dollars in millions) Credit Card Consumer Banking Commercial Banking Total Balance as of December 31, 2015 $ 4,997 $ 4,600 $ 4,883 $ 14,480 Acquisitions 6 0 18 24 Other adjustments (1) (11 ) 0 0 (11 ) Balance as of September 30, 2016 $ 4,992 $ 4,600 $ 4,901 $ 14,493 __________ (1) Represents foreign currency translation adjustments.

Deposits and Borrowings

Deposits and Borrowings	9 Months Ended
	Sep. 30, 2016
Deposits and Borrowings [Abstract]
Deposits and Borrowings	NOTE 8—DEPOSITS AND BORROWINGS Deposits Our deposits, which are our largest source of funding for our assets 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 In addition to our deposits, which serve as our primary funding source, we use a variety of other funding sources including short-term borrowings, the issuance of senior and subordinated notes and other borrowings, and securitization transactions. In addition, we utilize FHLB advances, which are secured by certain portions of our loan and investment securities portfolios, for our funding needs. The securitized debt obligations are separately presented on our consolidated balance sheets as they represent obligations of consolidated securitization trusts, 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 increased to $18.4 billion as of September 30, 2016 , from $16.2 billion as of December 31, 2015 . During the first nine months of 2016 , approximately $5.0 billion of new debt was issued to third-party investors from our credit card loan securitization trust offset by $2.8 billion of debt retirement. Senior and Subordinated Notes As of September 30, 2016 , we had $24.0 billion of senior and subordinated notes outstanding, inclusive of fair value hedging adjustments of $238 million . As of December 31, 2015 , we had $21.8 billion of senior and subordinated notes outstanding, inclusive of fair value hedging adjustments of $134 million . During the first nine months of 2016 , we issued $4.1 billion of long-term senior and subordinated unsecured debt comprised of $300 million of floating-rate notes and $3.8 billion of fixed-rate notes. During the first nine months of 2016 , $2.3 billion of outstanding unsecured notes were retired. See “ Note 9—Derivative Instruments and Hedging Activities ” for information about our fair value hedging activities. FHLB Advances and Other We 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 $1.9 billion and $2.1 billion as of September 30, 2016 and December 31, 2015 , 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 $16.3 billion and $20.1 billion as of September 30, 2016 and December 31, 2015 , respectively, substantially all of which represented long-term advances generally callable on either a one-month or a three-month basis. We did not access the Federal Reserve Discount Window for funding during 2015 or the first nine months of 2016 . 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, 2016 and December 31, 2015 . 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 debt issuance costs and 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 $ 25,565 $ 25,847 Interest-bearing deposits 200,416 191,874 Total deposits $ 225,981 $ 217,721 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 1,079 $ 981 Total short-term borrowings $ 1,079 $ 981 September 30, 2016 (Dollars in millions) Maturity Dates Interest Rates Weighted- Average Interest Rate Outstanding Amount December 31, Long-term debt: Securitized debt obligations (1) 2016 - 2025 0.56 - 5.75% 1.52% $ 18,411 $ 16,166 Senior and subordinated notes: (1) Fixed unsecured senior debt 2016 - 2025 1.15 - 6.75 2.62 18,303 16,559 Floating unsecured senior debt 2018 - 2019 1.46 - 1.95 1.65 998 1,198 Total unsecured senior debt 2.57 19,301 17,757 Fixed unsecured subordinated debt 2019 - 2026 3.38 - 8.80 4.09 4,700 4,080 Total senior and subordinated notes 24,001 21,837 Other long-term borrowings: FHLB advances 2016 - 2025 0.37 - 6.41 0.49 16,296 20,098 Capital lease obligations 2016 - 2035 3.09 - 12.86 4.17 33 33 Total other long-term borrowings 16,329 20,131 Total long-term debt $ 58,741 $ 58,134 Total short-term borrowings and long-term debt $ 59,820 $ 59,115 __________ (1) Outstanding amount includes any fair value hedge accounting adjustments. 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, 2016 and 2015 : 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) 2016 2015 2016 2015 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 0 $ 0 $ 2 $ 1 FHLB advances 0 0 0 9 Total short-term borrowings 0 0 2 10 Long-term debt: Securitized debt obligations (1) 56 39 151 108 Senior and subordinated notes (1) 121 82 338 241 Other long-term borrowings 34 12 84 29 Total long-term debt 211 133 573 378 Total interest expense on short-term borrowings and long-term debt $ 211 $ 133 $ 575 $ 388 _ _________ (1) Interest expense includes the impact from hedge accounting.

Derivative Instruments and Hedg

Derivative Instruments and Hedging Activities	9 Months Ended
	Sep. 30, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Instruments and Hedging Activities	NOTE 9—DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES Use of Derivatives We manage asset and liability positions and market risk exposure and limits in accordance with market risk management policies that are approved by our Board of Directors. Our primary market risks stem 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 exposures denominated in foreign currency so we may limit our earnings and capital ratio exposures to foreign exchange risk. We execute our derivative contracts in both the over-the-counter (“OTC”) and exchange-traded derivative markets, and clear eligible derivative transactions through Central Counterparty Clearinghouses (“CCPs”) or often referred to as “central clearinghouses” as required under the Dodd-Frank Act. 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, foreign exchange rate and commodity derivatives as an accommodation to our customers within our Commercial Banking business, and 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. Qualifying accounting hedges are designated as fair value hedges, cash flow hedges or net investment hedges. Free-standing derivatives primarily consist of customer-accommodation derivatives and economic hedges that do not qualify for hedge accounting. • 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 and floors that are intended to hedge the variability in interest receipts or interest payments on some of our variable-rate assets or liabilities. We also enter into foreign currency forward derivative contracts to hedge our exposure to variability in cash flows related to intercompany borrowings denominated in foreign currency. • 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 The following table summarizes the notional and fair values of our derivative instruments on a gross basis as of September 30, 2016 and December 31, 2015 , 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, 2016 December 31, 2015 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 $ 39,124 $ 559 $ 109 $ 34,417 $ 550 $ 146 Cash flow hedges 46,600 708 27 30,450 167 61 Total interest rate contracts 85,724 1,267 136 64,867 717 207 Foreign exchange contracts: Cash flow hedges 5,517 123 4 5,580 239 2 Net investment hedges 2,505 163 0 2,562 87 0 Total foreign exchange contracts 8,022 286 4 8,142 326 2 Total derivatives designated as accounting hedges 93,746 1,553 140 73,009 1,043 209 Derivatives not designated as accounting hedges: Interest rate contracts covering: MSRs (2) 1,387 31 14 1,665 11 7 Customer accommodation 34,788 705 573 28,841 431 290 Other interest rate exposures (3) 2,559 42 11 1,519 33 10 Total interest rate contracts 38,734 778 598 32,025 475 307 Other contracts 966 1 9 882 0 4 Total derivatives not designated as accounting hedges 39,700 779 607 32,907 475 311 Total derivatives $ 133,446 $ 2,332 $ 747 $ 105,916 $ 1,518 $ 520 Less: netting adjustment (4) (479 ) (247 ) (532 ) (143 ) Total derivative assets/liabilities $ 1,853 $ 500 $ 986 $ 377 __________ (1) Derivative assets and liabilities include interest accruals. (2) Includes interest rate swaps and to-be-announced contracts. (3) Other interest rate exposures include mortgage-related derivatives. (4) Represents balance sheet netting of derivative assets and liabilities, and related payables and receivables for cash collateral held or placed with the same counterparty. See Table 9.2 for further information. Offsetting of Financial Assets and Liabilities Derivative contracts and repurchase agreements that we execute bilaterally in the OTC market are governed by enforceable master netting arrangements where we generally have the right to offset exposure with the same counterparty. Either counterparty can generally request to net settle all contracts through a single payment upon default on, or termination of, any one contract. We elect to offset the derivative assets and liabilities under netting arrangements for balance sheet presentation where a right of setoff exists. Derivative contracts that are cleared with central clearinghouses through our Future Commission Merchants (“FCMs”) are not subject to offsetting due to the uncertainty existing around an end-user’s ability to setoff these derivative contracts. Therefore, as of September 30, 2016 and December 31, 2015, we did not offset our derivative positions cleared through clearinghouses. We also maintain collateral agreements with certain derivative counterparties. For bilateral derivatives, we review our collateral positions on a daily basis and exchange collateral with our counterparties in accordance with standard International Swaps and Derivatives Association documentation and other related agreements. Agreements with certain bilateral counterparties require both parties to maintain collateral in the event the fair values of derivative instruments exceed established exposure thresholds. For centrally cleared derivatives, we are subject to initial margin posting and daily variation margin exchange with the central clearinghouses. Acceptable types of collateral are typically in the form of cash or high quality liquid securities. The exchange of collateral is dependent upon the fair value of the derivative instruments as well as the fair value of the pledged collateral. When valuing collateral, an estimate of the variation in price and liquidity over time is subtracted in the form of a “haircut” to discount the value of the collateral pledged. The following table presents as of September 30, 2016 and December 31, 2015 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, 2016 Derivatives assets (1) $ 2,332 $ (125 ) $ (354 ) $ 1,853 $ (37 ) $ 1,816 As of December 31, 2015 Derivatives assets (1) 1,518 (86 ) (446 ) 986 (156 ) 830 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, 2016 Derivatives liabilities (1) $ 747 $ (125 ) $ (122 ) $ 500 $ 0 $ 500 Repurchase agreements (2)(3) 1,079 0 0 1,079 (1,079 ) 0 As of December 31, 2015 Derivatives liabilities (1) 520 (86 ) (57 ) 377 0 377 Repurchase agreements (2) 969 0 0 969 (969 ) 0 __________ (1) The gross balances include derivative assets and derivative liabilities as of September 30, 2016 totaling $1.2 billion and $414 million , respectively, related to the centrally cleared derivative contracts. The comparable amounts as of December 31, 2015 totaled $429 million and $314 million , respectively. These contracts were not subject to offsetting as of September 30, 2016 and December 31, 2015 . (2) As of September 30, 2016 and December 31, 2015 , 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, 2016 , we pledged collateral with a fair value of $1.1 billion under these customer repurchase agreements, which were primarily agency RMBS securities. Credit Risk-Related Contingency Features and Collateral Certain of our derivative contracts include provisions requiring that our debt maintain a credit rating of investment grade or above by each of the major credit rating agencies. In the event of a downgrade of our debt credit rating below investment grade, some of our derivative counterparties would have the right to terminate the derivative contract and close out the existing positions, or demand immediate and ongoing full overnight collateralization on derivative instruments in a net liability position. Certain of our derivative contracts may also allow, in the event of a downgrade of our debt credit rating of any kind, our derivative counterparties to demand additional collateralization on such derivative instruments in a net liability position. We posted $190 million and $304 million of cash collateral as of September 30, 2016 and December 31, 2015 , respectively. If our debt credit rating were to fall below investment grade, we would be required to post $62 million and $55 million of additional collateral as of September 30, 2016 and December 31, 2015 , respectively. The fair value of derivative instruments with credit risk-related contingent features in a net liability position was less than $1 million as of both September 30, 2016 and December 31, 2015 . Derivatives Counterparty Credit Risk Derivative instruments contain an element of credit risk that arises from the potential failure of a counterparty to perform according to the terms of the contract. Our exposure to derivative counterparty credit risk, at any point in time, is represented by the fair value of derivatives in a gain position, or derivative asset position, assuming no recoveries of underlying collateral. We also engage in certain foreign exchange derivatives that may give rise to counterparty settlement risk. To mitigate the risk of counterparty default, we enter into legally enforceable master netting agreements and also maintain collateral agreements, where possible, with certain derivative counterparties. We generally enter into these agreements on a bilateral basis with our counterparties. These bilateral agreements typically provide for the right to offset exposures and require both parties to maintain collateral in the event the fair values of derivative instruments exceed established thresholds. However, since June 2013 we have begun to clear eligible OTC derivatives through a central clearinghouse in accordance with the requirements under Title VII of the Dodd-Frank Act. We received cash collateral from derivative counterparties totaling $705 million and $544 million as of September 30, 2016 and December 31, 2015 , respectively. We also received securities from derivative counterparties with a fair value of $38 million and $172 million as of September 30, 2016 and December 31, 2015 , respectively, which we have the ability to re-pledge. The regulatory requirement to clear eligible derivatives with central clearinghouses effectively reduces our overall counterparty credit exposure. It however increases our credit exposure to CCPs and FCMs. We are required to execute Cleared Derivatives Execution Agreements with each of our FCMs. The use of FCMs also helps mitigate operational risks. Certain of our agreements governing derivative transactions include provisions that may require us to post more collateral or otherwise change terms in our agreements under certain circumstances. We will be subject to rules governing the collateralization of uncleared, OTC derivatives when they become effective in 2017. We record counterparty credit risk valuation adjustments on our OTC derivative contracts to properly reflect the credit quality of the counterparty. We consider collateral and legally enforceable master netting agreements that mitigate our credit exposure to each counterparty in determining the counterparty credit risk valuation adjustment, which may be adjusted in future periods due to changes in the fair value of the derivative contracts, collateral and creditworthiness of the counterparty. The cumulative counterparty credit risk valuation adjustment recorded on our consolidated balance sheets as a reduction to the derivative asset balance was $9 million and $4 million as of September 30, 2016 and December 31, 2015 , respectively. We also adjust the fair value of our derivative liabilities to reflect the impact of our own credit quality. We calculate this adjustment by comparing the spreads on our credit default swaps to the discount benchmark curve. The cumulative credit risk valuation adjustment related to our credit quality recorded on our consolidated balance sheets as a reduction in the derivative liability balance was less than $1 million as of both September 30, 2016 and December 31, 2015 . Income Statement Presentation and AOCI The following table summarizes 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, 2016 and 2015 . 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) 2016 2015 2016 2015 Derivatives designated as accounting hedges: (1) Fair value interest rate contracts: Gains (losses) recognized in earnings on derivatives $ (219 ) $ 365 $ 171 $ 295 Gains (losses) recognized in earnings on hedged items 220 (367 ) (147 ) (304 ) Net fair value hedge ineffectiveness gains (losses) 1 (2 ) 24 (9 ) Derivatives not designated as accounting hedges: (1) Interest rate contracts covering: MSRs 3 8 21 5 Customer accommodation 10 5 22 14 Other interest rate exposures 26 13 57 31 Total interest rate contracts 39 26 100 50 Other contracts 0 (1 ) (9 ) (3 ) Total gains (losses) on derivatives not designated as accounting hedges 39 25 91 47 Net derivative gains (losses) recognized in earnings $ 40 $ 23 $ 115 $ 38 __________ (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, 2016 and 2015 . 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) 2016 2015 2016 2015 Gains (losses) recorded in AOCI: Cash flow hedges: Interest rate contracts $ (94 ) $ 270 $ 524 $ 447 Foreign exchange contracts 1 (3 ) 1 (14 ) Subtotal (93 ) 267 525 433 Net investment hedges: Foreign exchange contracts 39 62 202 40 Net derivatives gains (losses) recognized in AOCI $ (54 ) $ 329 $ 727 $ 473 Gains (losses) recorded in earnings: Cash flow hedges: Gains (losses) reclassified from AOCI into earnings: Interest rate contracts (1) $ 48 $ 39 $ 146 $ 136 Foreign exchange contracts (2) 1 (2 ) 1 (14 ) Subtotal 49 37 147 122 Gains (losses) recognized in earnings due to ineffectiveness: Interest rate contracts (2) 0 2 3 4 Net derivative gains (losses) recognized in earnings $ 49 $ 39 $ 150 $ 126 __________ (1) Amounts reclassified are recorded in our consolidated statements of income in interest income or interest expense. (2) Amounts are recorded in our consolidated statements of income in other non-interest income or other interest income. In the next 12 months, we expect to reclassify to earnings net after-tax gains of $157 million currently recorded in AOCI as of September 30, 2016 . 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 six years as of September 30, 2016 . 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, 2016
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, 2016 and December 31, 2015 . Table 10.1: Preferred Stock Issued and Outstanding Redeemable by Issuer Beginning Per Annum Dividend Rate Dividend Frequency Liquidation Preference per Share Carrying Value (in millions) Series Description Issuance Date Total Shares Outstanding September 30, 2016 December 31, 2015 Series B (1) 6.00% Non-Cumulative August 20, 2012 September 1, 2017 6.00% Quarterly $ 1,000 875,000 $ 853 $ 853 Series C (1) 6.25% Non-Cumulative June 12, 2014 September 1, 2019 6.25 Quarterly 1,000 500,000 484 484 Series D (1) 6.70% Non-Cumulative October 31, 2014 December 1, 2019 6.70 Quarterly 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 Semi-Annually through 5/31/2020; Quarterly thereafter 1,000 1,000,000 988 988 Series F (1) 6.20% Non-Cumulative August 24, 2015 December 1, 2020 6.20 Quarterly 1,000 500,000 484 484 Series G (1) 5.20% Non-Cumulative July 29, 2016 December 1, 2021 5.20 Quarterly 1,000 600,000 583 N/A Total $ 3,877 $ 3,294 __________ (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, 2016 and 2015 . Table 10.2: Accumulated Other Comprehensive Income Three Months Ended September 30, 2016 (Dollars in millions) Securities Available for Sale Securities Held to Maturity (1) Cash Flow Hedges Foreign (2) Other Total AOCI as of June 30, 2016 $ 485 $ (679 ) $ 640 $ (172 ) $ (33 ) $ 241 Other comprehensive income (loss) before reclassifications 10 (1 ) (93 ) (20 ) 6 (98 ) Amounts reclassified from AOCI into earnings 0 29 (49 ) 0 (2 ) (22 ) Net other comprehensive income (loss) 10 28 (142 ) (20 ) 4 (120 ) AOCI as of September 30, 2016 $ 495 $ (651 ) $ 498 $ (192 ) $ (29 ) $ 121 Nine Months Ended September 30, 2016 (Dollars in millions) Securities Available for Sale Securities Held to Maturity (1) Cash Flow Hedges Foreign (2) Other Total AOCI as of December 31, 2015 $ 162 $ (725 ) $ 120 $ (143 ) $ (30 ) $ (616 ) Other comprehensive income (loss) before reclassifications 329 (1 ) 525 (49 ) 1 805 Amounts reclassified from AOCI into earnings 4 75 (147 ) 0 0 (68 ) Net other comprehensive income (loss) 333 74 378 (49 ) 1 737 AOCI as of September 30, 2016 $ 495 $ (651 ) $ 498 $ (192 ) $ (29 ) $ 121 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 Securities Held to Maturity (1) Cash Flow 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 ) _________ (1) The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of premium or discount created from the transfer of securities from available for sale to held to maturity, which occurred at fair value. These unrealized gains or losses will be amortized 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, 2016 and 2015 . 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 2016 2015 2016 2015 Securities available for sale: Non-interest income $ 1 $ 3 $ 3 $ 4 Non-interest income - OTTI 0 (5 ) (9 ) (27 ) Income (loss) from continuing operations before income taxes 1 (2 ) (6 ) (23 ) Income tax provision (benefit) 1 0 (2 ) (8 ) Net income (loss) 0 (2 ) (4 ) (15 ) Amount Reclassified from AOCI (Dollars in millions) Three Months Ended September 30, Nine Months Ended September 30, AOCI Components Affected Income Statement Line Item 2016 2015 2016 2015 Securities held to maturity: (1) Interest income $ (46 ) $ (41 ) $ (119 ) $ (114 ) Income tax provision (benefit) (17 ) (16 ) (44 ) (42 ) Net income (loss) (29 ) (25 ) (75 ) (72 ) Cash flow hedges: Interest rate contracts: Interest income 77 64 234 217 Foreign exchange contracts: Interest income 1 0 1 0 Non-interest income 0 (4 ) (1 ) (23 ) Income (loss) from continuing operations before income taxes 78 60 234 194 Income tax provision (benefit) 29 23 87 72 Net income (loss) 49 37 147 122 Other: Various (pension and other) 2 2 0 4 Income tax provision (benefit) 0 (1 ) 0 0 Net income (loss) 2 3 0 4 Total reclassifications $ 22 $ 13 $ 68 $ 39 __________ (1) The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of premium or discount created from the transfer of securities from available for sale to held to maturity, which occurred at fair value. These unrealized gains or losses will be amortized over the remaining life of the security with no expected impact on future net income. The table below summarizes other comprehensive income activity and the related tax impact for the three and nine months ended September 30, 2016 and 2015 . Table 10.4: Other Comprehensive Income (Loss) Three Months Ended September 30, 2016 2015 (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 $ 17 $ 7 $ 10 $ 98 $ 36 $ 62 Net changes in securities held to maturity 44 16 28 41 16 25 Net unrealized gains (losses) on cash flow hedges (226 ) (84 ) (142 ) 365 135 230 Foreign currency translation adjustments (1) 4 24 (20 ) (15 ) 37 (52 ) Other 6 2 4 (15 ) (5 ) (10 ) Other comprehensive income (loss) $ (155 ) $ (35 ) $ (120 ) $ 474 $ 219 $ 255 Nine Months Ended September 30, 2016 2015 (Dollars in millions) Before Tax Provision (Benefit) After Tax Before Tax Provision After Tax Other comprehensive income (loss): Net unrealized gains (losses) on securities available for sale $ 525 $ 192 $ 333 $ 29 $ 11 $ 18 Net changes in securities held to maturity 118 44 74 114 42 72 Net unrealized gains (losses) on cash flow hedges 601 223 378 494 183 311 Foreign currency translation adjustments (1) 70 119 (49 ) (77 ) 24 (101 ) Other 1 0 1 (19 ) (7 ) (12 ) Other comprehensive income (loss) $ 1,315 $ 578 $ 737 $ 541 $ 253 $ 288 __________ (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, 2016
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) 2016 2015 2016 2015 Income from continuing operations, net of tax $ 1,016 $ 1,118 $ 2,977 $ 3,104 Income (loss) from discontinued operations, net of tax (11 ) (4 ) (17 ) 26 Net income 1,005 1,114 2,960 3,130 Dividends and undistributed earnings allocated to participating securities (1) (6 ) (6 ) (18 ) (16 ) Preferred stock dividends (37 ) (29 ) (139 ) (90 ) Net income available to common stockholders $ 962 $ 1,079 $ 2,803 $ 3,024 Total weighted-average basic shares outstanding 501.1 540.6 512.0 545.5 Effect of dilutive securities: Stock options 1.9 2.5 1.9 2.6 Other contingently issuable shares 1.3 1.2 1.3 1.3 Warrants (2) 1.6 2.0 1.6 2.5 Total effect of dilutive securities 4.8 5.7 4.8 6.4 Total weighted-average diluted shares outstanding 505.9 546.3 516.8 551.9 Basic earnings per common share: Net income from continuing operations $ 1.94 $ 2.01 $ 5.50 $ 5.49 Income (loss) from discontinued operations (0.02 ) (0.01 ) (0.03 ) 0.05 Net income per basic common share $ 1.92 $ 2.00 $ 5.47 $ 5.54 Diluted earnings per common share: (3) Net income from continuing operations $ 1.92 $ 1.99 $ 5.45 $ 5.43 Income (loss) from discontinued operations (0.02 ) (0.01 ) (0.03 ) 0.05 Net income per diluted common share $ 1.90 $ 1.98 $ 5.42 $ 5.48 __________ (1) Includes undistributed earnings allocated to participating securities using the two-class method under the accounting guidance for computing earnings per share. (2) Represents warrants issued as part of the U.S. Department of Treasury’s Troubled Assets Relief Program (“TARP”). As of September 30, 2016 , there were 4.1 million warrants to purchase common stock outstanding. (3) Excluded from the computation of diluted earnings per share were 2.0 million shares related to options with exercise prices ranging from $63.73 to $82.08 , and 2.3 million shares related to options with exercise prices ranging from $63.73 to $88.81 for the three and nine months ended September 30, 2016 , respectively, and 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, because their inclusion would be anti-dilutive.

Fair Value Measurement

Fair Value Measurement	9 Months Ended
	Sep. 30, 2016
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 19—Fair Value Measurement” in our 2015 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 CVG, which is independent of the front office and the valuation providers, performs periodic verification of fair value measurements to determine if assigned fair values are reasonable. Prices based on third party pricing providers are checked against available market information including prices from other market sources. The FVC, which includes representation from business areas, our Risk Management and Finance functions, provides guidance and oversight to ensure an appropriate valuation control environment. The FVC regularly reviews and approves changes in valuation methodologies to ensure that our valuation practices are consistent with industry standards and adhere to regulatory and accounting guidance. 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. 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. 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, 2016 and December 31, 2015 : Table 12.1: Assets and Liabilities Measured at Fair Value on a Recurring Basis September 30, 2016 Fair Value Measurements Using (Dollars in millions) Level 1 Level 2 Level 3 Total Assets: Securities available for sale: U.S. Treasury securities $ 5,176 $ 0 $ 0 $ 5,176 RMBS 0 29,066 584 29,650 CMBS 0 5,170 98 5,268 Other ABS 0 991 0 991 Other securities 291 126 9 426 Total securities available for sale 5,467 35,353 691 41,511 Other assets: Derivative assets (1)(2) 1 2,257 74 2,332 Other (3) 206 0 267 473 Total assets $ 5,674 $ 37,610 $ 1,032 $ 44,316 Liabilities: Other liabilities: Derivative liabilities (1)(2) $ 2 $ 701 $ 44 $ 747 Total liabilities $ 2 $ 701 $ 44 $ 747 December 31, 2015 Fair Value Measurements Using (Dollars in millions) Level 1 Level 2 Level 3 Total Assets: Securities available for sale: U.S. Treasury securities $ 4,660 $ 0 $ 0 $ 4,660 RMBS 0 26,807 504 27,311 CMBS 0 5,282 97 5,379 Other ABS 0 1,340 0 1,340 Other securities 355 2 14 371 Total securities available for sale 5,015 33,431 615 39,061 Other assets: Derivative assets (1)(2) 2 1,459 57 1,518 Other (3) 183 0 279 462 Total assets $ 5,200 $ 34,890 $ 951 $ 41,041 Liabilities: Other liabilities: Derivative liabilities (1)(2) $ 2 $ 491 $ 27 $ 520 Total liabilities $ 2 $ 491 $ 27 $ 520 __________ (1) 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 the related payables and receivables for cash collateral held or placed with the same counterparty. The net derivative assets were $1.9 billion and $986 million , and the net derivative liabilities were $500 million and $377 million as of September 30, 2016 and December 31, 2015 , respectively. See “ Note 9—Derivative Instruments and Hedging Activities ” for further information. (2) Does not reflect $9 million and $4 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of September 30, 2016 and December 31, 2015 , respectively. Non-performance risk is reflected in other assets and liabilities on the consolidated balance sheets and offset through non-interest income in the consolidated statements of income. (3) Includes consumer MSRs of $62 million and $68 million , retained interests in securitizations of $205 million and $211 million and deferred compensation plan assets of $206 million and $183 million as of September 30, 2016 and December 31, 2015 , respectively. Consumer MSRs and retained interests in securitizations are both classified within Level 3. Deferred compensation plan assets, which consist of investments in publicly traded mutual funds, are classified within Level 1. 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, 2016 , 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, 2016 and 2015 . 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, 2016 Total Gains (Losses) Net Unrealized (3) (Dollars in millions) Balance, Included (1) Included in OCI Purchases Sales Issuances Settlements Transfers (2) Transfers (2) Balance, September 30, 2016 Assets: Securities available for sale: RMBS $ 555 $ 9 $ 11 $ 51 $ 0 $ 0 $ (27 ) $ 122 $ (137 ) $ 584 $ 8 CMBS 128 0 0 78 0 0 (2 ) 0 (106 ) 98 0 Other ABS 30 0 0 0 0 0 0 0 (30 ) 0 0 Other securities 19 (9 ) 0 6 0 0 (7 ) 0 0 9 0 Total securities available for sale 732 0 11 135 0 0 (36 ) 122 (273 ) 691 8 Other assets: Derivative assets (4) 85 0 0 0 0 18 (27 ) 0 (2 ) 74 0 Consumer MSRs 53 3 0 0 0 7 (1 ) 0 0 62 3 Retained interest in securitizations 203 2 0 0 0 0 0 0 0 205 2 Liabilities: Other liabilities: Derivative liabilities (4) $ (67 ) $ 1 $ 0 $ 0 $ 0 $ (1 ) $ 22 $ 0 $ 1 $ (44 ) $ 1 Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Three Months Ended September 30, 2015 Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of September 30, 2015 (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 $ 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: Derivative assets (4) 61 16 0 0 0 13 (18 ) 0 (7 ) 65 16 Consumer MSRs 65 (7 ) 0 0 0 7 (2 ) 0 0 63 (7 ) 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) Nine Months Ended September 30, 2016 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (3) (Dollars in millions) Balance, January 1, 2016 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, 2016 Assets: Securities available for sale: RMBS $ 504 $ 22 $ 17 $ 110 $ 0 $ 0 $ (75 ) $ 329 $ (323 ) $ 584 $ 22 CMBS 97 0 2 234 0 0 (12 ) 64 (287 ) 98 0 Other ABS 0 0 0 30 0 0 0 0 (30 ) 0 0 Other securities 14 (9 ) 0 14 0 0 (10 ) 0 0 9 0 Total securities available for sale 615 13 19 388 0 0 (97 ) 393 (640 ) 691 22 Other assets: Derivative assets (4) 57 28 0 0 0 60 (53 ) 0 (18 ) 74 28 Consumer MSRs 68 (17 ) 0 0 0 15 (4 ) 0 0 62 (17 ) Retained interest in securitizations 211 (6 ) 0 0 0 0 0 0 0 205 (6 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (27 ) $ (28 ) $ 0 $ 0 $ 0 $ (32 ) $ 35 $ 0 $ 8 $ (44 ) $ (28 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Nine Months Ended September 30, 2015 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (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, 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: Derivative assets (4) 66 17 0 0 0 40 (46 ) 0 (12 ) 65 17 Consumer MSRs 53 (2 ) 0 0 0 17 (5 ) 0 0 63 (2 ) 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 ) __________ (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, 2016 and 2015 , 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 OTTI, 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 the related payables and receivables for 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 $ 584 Discounted cash flows (3rd party pricing) Yield 0-9% 5% CMBS 98 Discounted cash flows (3rd party pricing) Yield 2% 2% Other securities 9 Discounted cash flows Yield 1-2% 1% Other assets: Derivative assets (1) 74 Discounted cash flows Swap rates 1-2% 2% Consumer MSRs 62 Discounted cash flows Total prepayment rate 9-21% 18% Retained interests in securitization (2) 205 Discounted cash flows Life of receivables (months) Constant prepayment rate 10-88 N/A Liabilities: Derivative liabilities (1) $ 44 Discounted cash flows Swap rates 1-2% 1% Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at December 31, 2015 Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Assets: Securities available for sale: RMBS $ 504 Discounted cash flows (3rd party pricing) Yield 0-12% 6% CMBS 97 Discounted cash flows (3rd party pricing) Yield 2-3% 3% Other securities 14 Discounted cash flows Yield 1% 1% Other assets: Derivative assets (1) 57 Discounted cash flows Swap rates 2% 2% Consumer MSRs 68 Discounted cash flows Total prepayment rate 11-18% 16% Retained interests in securitization (2) 211 Discounted cash flows Life of receivables (months) Constant prepayment rate 16-75 N/A Liabilities: Derivative liabilities (1) $ 27 Discounted cash flows Swap rates 2% 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 the related payables and receivables for 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 fair value 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, 2016 and December 31, 2015 , 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, 2016 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 1 Level 2 Level 3 Loans held for investment $ 0 $ 0 $ 434 $ 434 Loans held for sale 0 64 0 64 Other assets (1) 0 0 62 62 Total $ 0 $ 64 $ 496 $ 560 December 31, 2015 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 1 Level 2 Level 3 Loans held for investment $ 0 $ 0 $ 362 $ 362 Loans held for sale 0 149 0 149 Other assets (1) 0 0 92 92 Total $ 0 $ 149 $ 454 $ 603 __________ (1) Includes foreclosed property and repossessed assets of $41 million and long-lived assets held for sale of $21 million as of September 30, 2016 , compared to foreclosed property and repossessed assets of $54 million and long-lived assets held for sale of $38 million as of December 31, 2015 . 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 81% , with a weighted average of 27% , and from 9% to 73% , with a weighted average of 20% , as of September 30, 2016 and December 31, 2015 , 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, 2016 and 2015 : Table 12.5: Nonrecurring Fair Value Measurements Included in Earnings Related to Assets Still Held at Period End Total Gains (Losses) Nine Months Ended September 30, (Dollars in millions) 2016 2015 Loans held for investment $ (142 ) $ (70 ) Loans held for sale 0 0 Other assets (1) (15 ) (35 ) Total $ (157 ) $ (105 ) __________ (1) Includes losses related to foreclosed property and repossessed assets. Fair Value of Financial Instruments The following table is a summary of the fair value estimates for our financial instruments, excluding those financial instruments that are recorded at fair value on a recurring basis as they are included within the “Assets and Liabilities Measured at Fair Value on a Recurring Basis” table included earlier in this Note. Ta ble 12.6: Fair Value of Financial Instruments September 30, 2016 Carrying Amount Estimated Fair Value Estimated Fair Value Hierarchy (Dollars in millions) Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 9,094 $ 9,094 $ 9,094 $ 0 $ 0 Restricted cash for securitization investors 287 287 287 0 0 Securities held to maturity 25,019 26,671 200 26,456 15 Net loans held for investment 231,761 234,969 0 0 234,969 Loans held for sale 994 992 0 992 0 Interest receivable 1,251 1,251 0 1,251 0 Other investments (1) 1,996 1,996 0 1,987 9 Financial liabilities: Non-interest-bearing deposits $ 25,565 $ 25,565 $ 25,565 $ 0 $ 0 Interest-bearing deposits 200,416 199,727 0 20,029 179,698 Securitized debt obligations 18,411 18,528 0 18,528 0 Senior and subordinated notes 24,001 24,351 0 24,351 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 1,079 1,079 1,079 0 0 Other borrowings 16,329 16,296 0 16,296 0 Interest payable 237 237 0 237 0 December 31, 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 $ 8,023 $ 8,023 $ 8,023 $ 0 $ 0 Restricted cash for securitization investors 1,017 1,017 1,017 0 0 Securities held to maturity 24,619 25,317 198 25,068 51 Net loans held for investment 224,721 222,007 0 0 222,007 Loans held for sale 904 933 0 860 73 Interest receivable 1,189 1,189 0 1,189 0 Other investments (1) 2,060 2,060 0 2,060 0 Financial liabilities: Non-interest-bearing deposits $ 25,847 $ 25,847 $ 25,847 $ 0 $ 0 Interest-bearing deposits 191,874 185,075 0 15,848 169,227 Securitized debt obligations 16,166 16,225 0 16,225 0 Senior and subordinated notes 21,837 22,062 0 22,062 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 981 981 981 0 0 Other borrowings 20,131 20,134 0 20,134 0 Interest payable 299 299 0 299 0 __________ (1) Includes FHLB and Federal Reserve stock and cost method investments. These investments are included in other assets on our consolidated balance sheets.

Business Segments

Business Segments	9 Months Ended
	Sep. 30, 2016
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 our 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 present 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 20—Business Segments” in our 2015 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, 2016 and 2015 , selected balance sheet data as of September 30, 2016 and 2015 , and a reconciliation of our total business segment results to our reported consolidated income from continuing operations, loans held for investment and deposits. Table 13.1: Segment Results and Reconciliation Three Months Ended September 30, 2016 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Net interest income $ 3,204 $ 1,472 $ 555 $ 46 $ 5,277 Non-interest income 825 201 156 2 1,184 Total net revenue 4,029 1,673 711 48 6,461 Provision (benefit) for credit losses 1,272 256 61 (1 ) 1,588 Non-interest expense 1,884 1,034 349 94 3,361 Income (loss) from continuing operations before income taxes 873 383 301 (45 ) 1,512 Income tax provision (benefit) 318 139 110 (71 ) 496 Income (loss) from continuing operations, net of tax $ 555 $ 244 $ 191 $ 26 $ 1,016 Loans held for investment $ 99,201 $ 72,285 $ 66,457 $ 76 $ 238,019 Deposits 0 178,793 33,611 13,577 225,981 Three Months Ended September 30, 2015 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Net interest income $ 2,866 $ 1,443 $ 454 $ (3 ) $ 4,760 Non-interest income 858 174 108 0 1,140 Total net revenue 3,724 1,617 562 (3 ) 5,900 Provision (benefit) for credit losses 831 188 75 (2 ) 1,092 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 (loss) 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 Nine Months Ended September 30, 2016 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Net interest income $ 9,282 $ 4,331 $ 1,651 $ 162 $ 15,426 Non-interest income 2,531 567 403 8 3,509 Total net revenue 11,813 4,898 2,054 170 18,935 Provision (benefit) for credit losses 3,604 690 417 (4 ) 4,707 Non-interest expense 5,630 3,030 1,014 205 9,879 Income (loss) from continuing operations before income taxes 2,579 1,178 623 (31 ) 4,349 Income tax provision (benefit) 931 428 227 (214 ) 1,372 Income (loss) from continuing operations, net of tax $ 1,648 $ 750 $ 396 $ 183 $ 2,977 Loans held for investment $ 99,201 $ 72,285 $ 66,457 $ 76 $ 238,019 Deposits 0 178,793 33,611 13,577 225,981 Nine Months Ended September 30, 2015 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated 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 10,684 4,849 1,726 (40 ) 17,219 Provision (benefit) for credit losses 2,395 579 184 (2 ) 3,156 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 (loss) 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 __________ (1) Some of our tax-related commercial investments generate tax-exempt income or tax credits. Accordingly, we make certain reclassifications within our Commercial Banking business results to present revenues and yields on a taxable-equivalent basis, calculated assuming an effective tax rate approximately equal to our federal statutory tax rate of 35% with offsetting reclassifications to the Other category.

Commitments, Contingencies, Gua

Commitments, Contingencies, Guarantees, and Others	9 Months Ended
	Sep. 30, 2016
Commitments and Contingencies Disclosure [Abstract]
Commitments, Contingencies, Guarantees, and Others	NOTE 14—COMMITMENTS, CONTINGENCIES, GUARANTEES AND OTHERS Letters of Credit, Loss Sharing Agreements and Other Obligations 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 the results of these reviews are considered in assessing the adequacy of our allowance for loan and lease losses. We had standby letters of credit and commercial letters of credit with contractual amounts of $2.0 billion and $1.9 billion as of September 30, 2016 and December 31, 2015 , respectively. The carrying value of outstanding letters of credit, which we include in other liabilities on our consolidated balance sheets was $4 million and $3 million as of September 30, 2016 and December 31, 2015 , respectively. These financial guarantees had expiration dates ranging from 2016 to 2025 as of September 30, 2016 . 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. The amount of liability recognized on our consolidated balance sheets for our loss sharing agreements was $46 million and $40 million as of September 30, 2016 and December 31, 2015 , respectively. In certain securitizations in connection with the discontinued manufactured housing operations of GreenPoint Credit, LLC, the third party servicer has an obligation to exercise mandatory clean-up calls. In the event the third party servicer does not fulfill its obligation to exercise these clean-up calls, the obligation reverts to us. The amount of loan receivables and other assets subject to these clean-up calls is approximately $420 million . Based on our current projections, we expect these securitizations to reach their individual clean-up call thresholds beginning in 2017 and continuing through 2019. According to current information and estimates, we also expect the fair value of the loan receivables and other assets to be less than the contractual amount required to exercise the clean-up calls. We monitor the underlying assets for trends in delinquencies and related losses and review the third party servicer’s financial strength. As of September 30, 2016, our best estimate is that any reasonably possible future losses associated with these clean-up call obligations are not significant to the Company’s financial position. 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 (“FCA Proposal”) announcing it has decided to consult on the introduction of a time bar for PPI complaints and on new rules and guidance about how banks should handle unfair relationship PPI complaints covered by s.140A of the Consumer Credit Act of 1974 (“Consumer Credit Act”). Following feedback on the FCA Proposal, the FCA issued a further Consultation Paper on August 2, 2016, providing additional guidance on how banks should handle unfair relationship PPI complaints and indicating an expectation that the complaint deadline will fall by the end of June 2019. 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 s.140A of 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 $221 million and $176 million as of September 30, 2016 and December 31, 2015 , respectively. In the third quarter of 2016 , we added $63 million to our reserve in response to the August 2, 2016 Consultation Paper. Other movements to the reserve were a combination of utilization of the reserve through customer refund payments and foreign exchange movements. Our best estimate of reasonably possible future losses beyond our reserve as of September 30, 2016 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 a purchaser 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, 2016 and December 31, 2015 : 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, December 31, Total 2008 2007 2006 2005 GSEs $ 2 $ 2 $ 11 $ 1 $ 4 $ 3 $ 3 Insured Securitizations 3 4 20 0 2 8 10 Uninsured Securitizations and Other 13 14 80 3 15 30 32 Total $ 18 $ 20 $ 111 $ 4 $ 21 $ 41 $ 45 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 $18 billion in unpaid principal balance remains outstanding as of September 30, 2016 , of which approximately $3 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 $1.4 billion original principal balance of mortgage loans as of September 30, 2016 , flat from December 31, 2015 . Currently, repurchase-related demands predominantly relate to the 2006 and 2007 vintages. We have received relatively few repurchase-related demands for vintages after 2007, 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, 2014 $ 16 $ 649 $ 1,847 $ 2,512 Gross new demands received 23 0 23 46 Loans repurchased/made whole (17 ) 0 (1 ) (18 ) Demands rescinded (21 ) (115 ) (1,054 ) (1,190 ) Open claims as of December 31, 2015 1 534 815 1,350 Gross new demands received 11 1 12 24 Loans repurchased/made whole (4 ) 0 0 (4 ) Demands rescinded (2 ) 0 (1 ) (3 ) Open claims as of September 30, 2016 $ 6 $ 535 $ 826 $ 1,367 __________ (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 in 2015 reflect the ruling from New York’s highest court in June 2015 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, 2016 and 2015 : Table 14.3: Changes in Representation and Warranty Reserve (1) Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2016 2015 2016 2015 Representation and warranty reserve, beginning of period $ 614 $ 636 $ 610 $ 731 Provision (benefit) for mortgage representation and warranty losses: Recorded in continuing operations 0 (7 ) (2 ) (15 ) Recorded in discontinued operations 18 3 23 (43 ) Total provision (benefit) for mortgage representation and warranty losses 18 (4 ) 21 (58 ) Net realized recoveries (losses) 0 0 1 (41 ) Representation and warranty reserve, end of period $ 632 $ 632 $ 632 $ 632 __________ (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 of September 30, 2016 and December 31, 2015 : 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, December 31, Selected period-end data: Active Insured Securitizations and GSEs $ 501 $ 480 $ 27 Inactive Insured Securitizations and Others 131 130 84 Total $ 632 $ 610 $ 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. 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, 2016 , compared to $610 million as of December 31, 2015 . We recorded a net provision for mortgage representation and warranty losses of $21 million (which includes a benefit of $2 million before taxes in continuing operations and a provision of $23 million before taxes in discontinued operations) in the first nine months of 2016 . 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, 2016 is approximately $1.5 billion , a decrease from our $1.6 billion estimate at December 31, 2015 . The decrease in this estimate was primarily driven by favorable rulings in representation and warranty-related litigation. The estimate as of September 30, 2016 covers all reasonably possible losses relating to representation and warranty claim activity, including those relating to the cases more specifically described below in Mortgage Repurchase Litigation. In estimating reasonably possible future losses in excess of our current reserves, for Active 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 that arise from the ordinary course of our business activities 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. None of the amounts we currently have recorded individually or in the aggregate are considered to be material to our financial condition. 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 and the Federal Housing Finance Agency (“FHFA”) 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, 2016 is approximately $200 million . Notwithstanding our attempt to estimate a reasonably possible range of loss beyond our current accrual levels for some litigation matters based on current information, it is possible that actual future losses will exceed both the current accrual level and the range of reasonably possible losses disclosed here. Given the inherent uncertainties involved in these matters, especially those involving governmental agencies, 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 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 (together with the lawsuits described above, “Interchange Lawsuits”). 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 district court granted final approval of the proposed class settlement, which was appealed to the Second Circuit Court of Appeals in January 2014. On June 30, 2016, the Second Circuit Court of Appeals vacated the district court’s certification of the class, reversed approval of the proposed class settlement, and remanded the litigation to the district court for further proceedings, ruling that some of the merchants that were part of the proposed class settlement were not adequately represented. Because the Second Circuit ruling remands the litigation to the district court for further proceedings, the ultimate outcome in this matter is uncertain. Several merchant plaintiffs also opted out of the class settlement before it was overturned, some of which have sued MasterCard, Visa and various member banks, including Capital One. The opt-out cases are consolidated before the U.S. District Court for the Eastern District of New York for certain purposes, including discovery. Visa and MasterCard have settled a number of individual opt-out cases, requiring non-material payments from all banks, including Capital One. Separate settlement and judgment sharing agreements between Capital One, MasterCard and Visa allocate the liabilities of any judgment or settlement arising from the Interchange Lawsuits and associated opt-out cases. Visa created a litigation escrow account following its IPO of stock in 2008, which funds any settlements for its member banks, and any settlements related to MasterCard allocated losses are reflected in Capital One’s reserves. Mortgage Repurchase Litigation In February 2009, GreenPoint was named as a defendant in a lawsuit commenced in the New York County Supreme Court, by U.S. Bank, N. A., Syncora Guarantee Inc. and CIFG Assurance North America, Inc. (“U.S. Bank Litigation”). Plaintiffs allege, among other things, that GreenPoint breached certain representations and warranties in two contracts pursuant to which GreenPoint sold approximately 30,000 mortgage loans having an aggregate original principal balance of approximately $ 1.8 billion to a purchaser that ultimately transferred most of these mortgage loans to a securitization trust. Some of the securities issued by the trust were insured by Syncora and CIFG. Plaintiffs seek unspecified damages and an order compelling GreenPoint to repurchase the entire portfolio of 30,000 mortgage loans based on alleged breaches of representations and warranties relating to a limited sampling of loans in the portfolio, or, alternatively, the repurchase of specific mortgage loans to which the alleged breaches of representations and warranties relate. In March 2010, the court granted GreenPoint’s motion to dismiss with respect to plaintiffs Syncora and CIFG but denied the motion with respect to U.S. Bank. GreenPoint subsequently answered the complaint with respect to U.S. Bank, denying the allegations, and filed a counterclaim against U.S. Bank alleging breach of covenant of good faith and fair dealing. In February 2012, the court denied plaintiffs’ motion for leave to file an amended complaint and dismissed Syncora and CIFG from the case. Syncora and CIFG appealed their dismissal to the New York Supreme Court, Appellate Division, First Department (“First Department”), which affirmed the dismissal in April 2013. The New York Court of Appeals denied Syncora’s and CIFG’s motion for leave to appeal the First Department’s decision in February 2014. Therefore, the case is now proceeding with U.S. Bank as the sole plaintiff. On May 20, 2015, Lehman Brothers Holding, Inc. (“LBHI”) filed an adversary proceeding in the United States Bankruptcy Court for the Southern District of New York against U.S. Bank, Syncora and GreenPoint regarding bankruptcy proofs of claims filed by U.S. Bank and Syncora on the same securitization at issue in the U.S. Bank Litigation. The adversary proceeding filed by LBHI has been resolved and dismissed. In May, June and July 2012, FHFA (acting as conservator for Freddie Mac) filed three summonses with notice in the New York state court against GreenPoint, on behalf of the trustees for three RMBS trusts backed by loans originated by GreenPoint with an aggregate original principal balance of $3.4 billion . In January 2013, the plaintiffs filed an amended consolidated complaint in the name of the three trusts, acting by the respective trustees, alleging breaches of contractual representations and warranties regarding compliance with GreenPoint underwriting guidelines relating to certain loans (“FHFA Litigation”). Plaintiffs seek specific performance of the repurchase obligations with respect to the loans for which they have provided notice of alleged breaches as well as all other allegedly breaching loans, rescissory damages, indemnification, costs and interest. As noted above in the section entitled Mortgage Representation and Warranty Liabilities, the Company’s subsidiaries establish reserves with respect to representation and warranty litigation matters, where appropriate, within the Company’s overall representation and warranty reserves. Please see above for more details. Anti-Money Laundering Capital One has received subpoenas and requests for testimony from the New York District Attorney’s Office (“NYDA”) with res

Summary of Significant Accoun22

Summary of Significant Accounting Policies (Policies)	9 Months Ended
	Sep. 30, 2016
Accounting Policies [Abstract]
Basis of Presentation	Basis of Presentation and Use of Estimates The accompanying unaudited 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. In the opinion of management, all normal, recurring adjustments have been included for a fair statement of this interim financial information. Certain prior period amounts have been reclassified to conform to the current period presentation.
Principles of Consolidation	Principles of Consolidation The unaudited consolidated financial statements include the accounts of Capital One Financial Corporation and all other entities in which we have a controlling financial interest. We determine whether we have a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity (“VIE”). All significant intercompany account balances and transactions have been eliminated.
New Accounting Standards Adopted	Newly Adopted Accounting Standards Consolidation: Amendments to the Consolidation Analysis In February 2015, the Financial Accounting Standards Board (“FASB”) issued revised guidance for evaluating whether organizations should consolidate certain legal entities such as limited partnerships, limited liability corporations and securitization structures. The guidance also removed the indefinite deferral of specialized guidance for certain investment funds. We adopted the guidance effective in the first quarter of 2016 on a modified retrospective basis. Our adoption of this guidance did not have an impact on our financial condition, results of operations or liquidity. See “ Note 6—Variable Interest Entities and Securitizations ” for information regarding our involvement with VIEs. Recently Issued but Not Yet Adopted Accounting Standards Measurement of Credit Losses on Financial Instruments In June 2016, the FASB issued revised guidance for impairments on financial instruments. The guidance requires an impairment model (known as the current expected credit loss (“CECL”) model) that is based on expected rather than incurred losses, with an anticipated result of more timely loss recognition. The CECL model is applicable to loans held for investment, securities held to maturity, lease receivables, financial guarantee contracts and certain unconditional loan commitments. The CECL model will replace our current accounting for purchased credit-impaired (“PCI”) and impaired loans. The guidance also amends the available for sale (“AFS”) debt securities other-than-temporary impairments (“OTTI”) model. Credit losses (and subsequent recoveries) on AFS debt securities will be recorded through an allowance approach, rather than the current U.S. GAAP practice of permanent write-downs for credit losses and accreting positive changes through interest income over time. This guidance will be effective for us on January 1, 2020, with early adoption permitted no earlier than January 1, 2019. We are currently assessing the potential impact on our consolidated financial statements. Improvements to Employee Share-Based Accounting In March 2016, the FASB issued revised guidance for accounting for employee share-based payments, including the accounting for income taxes, forfeitures and statutory tax withholding requirements, as well as classification in the statement of cash flows. The guidance is effective beginning on January 1, 2017, with early adoption permitted. We do not believe the impact of this guidance will be material to our consolidated financial statements. Leases In February 2016, the FASB issued revised guidance for leases. The guidance requires lessees to recognize right of use assets and lease liabilities on the balance sheet and disclose key information about leasing arrangements for all leases, with certain practical expedients. This will be effective for us on January 1, 2019, with early adoption permitted. We are currently assessing the potential impact on our consolidated financial statements. Revenue from Contracts with Customers In May 2014, the FASB issued revised guidance for the recognition, measurement and disclosure of revenue from contracts with customers. The guidance is applicable to all entities and, once effective, will replace significant portions of existing industry and transaction-specific revenue recognition rules with a more principles-based recognition model. Most revenue associated with financial instruments, including interest and loan origination fees, is outside the scope of the guidance. Gains and losses on investment securities, derivatives and sales of financial instruments are similarly excluded from the scope. Subsequent to issuance of the revenue recognition guidance, the FASB has issued several updates, most notably that (i) deferred by one year the effective date for revenue recognition guidance to January 1, 2018, with early adoption permitted effective January 1, 2017; (ii) clarified its guidance for performing the principle-versus-agent analysis; and (iii) clarified guidance for identifying performance obligations allowing entities to ignore immaterial promised goods and services in the context of a contract with a customer. 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.
Derivatives, Offsetting Fair Value Amounts	Offsetting of Financial Assets and Liabilities Derivative contracts and repurchase agreements that we execute bilaterally in the OTC market are governed by enforceable master netting arrangements where we generally have the right to offset exposure with the same counterparty. Either counterparty can generally request to net settle all contracts through a single payment upon default on, or termination of, any one contract. We elect to offset the derivative assets and liabilities under netting arrangements for balance sheet presentation where a right of setoff exists. Derivative contracts that are cleared with central clearinghouses through our Future Commission Merchants (“FCMs”) are not subject to offsetting due to the uncertainty existing around an end-user’s ability to setoff these derivative contracts.

Discontinued Operations (Tables

Discontinued Operations (Tables)	9 Months Ended
	Sep. 30, 2016
Discontinued Operations and Disposal Groups [Abstract]
Summary of Results from Discontinued Operations	The following table summarizes the results from discontinued operations for the third quarter and first nine months of 2016 and 2015 : Table 2.1: Results of Discontinued Operations Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2016 2015 2016 2015 Non-interest income (expense), net $ (17 ) $ (7 ) $ (27 ) $ 41 Income (loss) from discontinued operations before income taxes (17 ) (7 ) (27 ) 41 Income tax provision (benefit) (6 ) (3 ) (10 ) 15 Income (loss) from discontinued operations, net of tax $ (11 ) $ (4 ) $ (17 ) $ 26

Investment Securities (Tables)

Investment Securities (Tables)	9 Months Ended
	Sep. 30, 2016
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, 2016 and December 31, 2015 . Table 3.1: Overview of Investment Securities Portfolio (Dollars in millions) September 30, 2016 December 31, 2015 Securities available for sale, at fair value $ 41,511 $ 39,061 Securities held to maturity, at carrying value 25,019 24,619 Total investment securities $ 66,530 $ 63,680
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, 2016 and December 31, 2015 . Table 3.2: Investment Securities Available for Sale September 30, 2016 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses (1) Fair Value Investment securities available for sale: U.S. Treasury securities $ 5,136 $ 40 $ 0 $ 5,176 RMBS: Agency (2) 26,563 335 (70 ) 26,828 Non-agency 2,433 395 (6 ) 2,822 Total RMBS 28,996 730 (76 ) 29,650 CMBS: Agency (2) 3,492 47 (21 ) 3,518 Non-agency 1,697 55 (2 ) 1,750 Total CMBS 5,189 102 (23 ) 5,268 Other ABS (3) 986 5 0 991 Other securities (4) 422 6 (2 ) 426 Total investment securities available for sale $ 40,729 $ 883 $ (101 ) $ 41,511 December 31, 2015 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses (1) Fair Value Investment securities available for sale: U.S. Treasury securities $ 4,664 $ 5 $ (9 ) $ 4,660 RMBS: Agency (2) 24,332 165 (212 ) 24,285 Non-agency 2,680 368 (22 ) 3,026 Total RMBS 27,012 533 (234 ) 27,311 CMBS: Agency (2) 3,690 21 (47 ) 3,664 Non-agency 1,723 16 (24 ) 1,715 Total CMBS 5,413 37 (71 ) 5,379 Other ABS (3) 1,345 1 (6 ) 1,340 Other securities (4) 370 2 (1 ) 371 Total investment securities available for sale $ 38,804 $ 578 $ (321 ) $ 39,061 __________ (1) Includes non-credit-related OTTI that is recorded in accumulated other comprehensive income (“AOCI”) of $6 million and $22 million as of September 30, 2016 and December 31, 2015 , respectively. All of this amount is related to non-agency RMBS. (2) Includes Federal National Mortgage Corporation (“Fannie Mae”), Federal Home Loan Mortgage Corporation (“Freddie Mac”) and Government National Mortgage Association (“Ginnie Mae”) guaranteed securities. (3) ABS collateralized by credit card loans constituted approximately 68% and 71% of the other ABS portfolio as of September 30, 2016 and December 31, 2015 , respectively, and ABS collateralized by auto dealer floor plan inventory loans and leases constituted approximately 17% and 11% of the other ABS portfolio as of September 30, 2016 and December 31, 2015 , respectively. (4) Includes foreign government bonds and equity investments.
Investment Securities Held to Maturity	The table below presents the amortized cost, carrying value, gross unrealized gains and losses, and fair value of securities held to maturity as of September 30, 2016 and December 31, 2015 . Table 3.3: Investment Securities Held to Maturity September 30, 2016 (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 $ 199 $ 0 $ 199 $ 1 $ 0 $ 200 Agency RMBS 22,544 (939 ) 21,605 1,462 (6 ) 23,061 Agency CMBS 3,310 (95 ) 3,215 195 0 3,410 Total investment securities held to maturity $ 26,053 $ (1,034 ) $ 25,019 $ 1,658 $ (6 ) $ 26,671 December 31, 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 $ 199 $ 0 $ 199 $ 0 $ (1 ) $ 198 Agency RMBS 22,561 (1,048 ) 21,513 692 (72 ) 22,133 Agency CMBS 3,012 (105 ) 2,907 87 (8 ) 2,986 Total investment securities held to maturity $ 25,772 $ (1,153 ) $ 24,619 $ 779 $ (81 ) $ 25,317 __________ (1) Certain investment securities were transferred from the available for sale category to the held to maturity category in 2013. This amount represents the unrealized holding gain or loss at the date of transfer, net of any subsequent accretion. Any bonds purchased into the securities held to 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, 2016 and December 31, 2015 . Table 3.4: Securities in a Gross Unrealized Loss Position September 30, 2016 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 $ 0 $ 0 $ 0 $ 0 $ 0 $ 0 RMBS: Agency 4,522 (27 ) 3,437 (43 ) 7,959 (70 ) Non-agency 59 0 202 (6 ) 261 (6 ) Total RMBS 4,581 (27 ) 3,639 (49 ) 8,220 (76 ) CMBS: Agency 462 (2 ) 870 (19 ) 1,332 (21 ) Non-agency 110 0 152 (2 ) 262 (2 ) Total CMBS 572 (2 ) 1,022 (21 ) 1,594 (23 ) Other ABS 71 0 12 0 83 0 Other securities 130 (1 ) 20 (1 ) 150 (2 ) Total investment securities available for sale in a gross unrealized loss position $ 5,354 $ (30 ) $ 4,693 $ (71 ) $ 10,047 $ (101 ) December 31, 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: U.S. Treasury securities $ 3,096 $ (9 ) $ 1 $ 0 $ 3,097 $ (9 ) RMBS: Agency 12,025 (110 ) 4,420 (102 ) 16,445 (212 ) Non-agency 355 (10 ) 155 (12 ) 510 (22 ) Total RMBS 12,380 (120 ) 4,575 (114 ) 16,955 (234 ) CMBS: Agency 1,352 (9 ) 1,148 (38 ) 2,500 (47 ) Non-agency 739 (13 ) 330 (11 ) 1,069 (24 ) Total CMBS 2,091 (22 ) 1,478 (49 ) 3,569 (71 ) Other ABS 825 (5 ) 255 (1 ) 1,080 (6 ) Other securities 250 0 19 (1 ) 269 (1 ) Total investment securities available for sale in a gross unrealized loss position $ 18,642 $ (156 ) $ 6,328 $ (165 ) $ 24,970 $ (321 )
Schedule of Contractual Maturities for Securities	The following tables summarize the remaining scheduled contractual maturities, assuming no prepayments, of our investment securities as of September 30, 2016 . Table 3.5: Contractual Maturities of Securities Available for Sale September 30, 2016 (Dollars in millions) Amortized Cost Fair Value Due in 1 year or less $ 1,106 $ 1,109 Due after 1 year through 5 years 4,201 4,239 Due after 5 years through 10 years 3,136 3,189 Due after 10 years (1) 32,286 32,974 Total $ 40,729 $ 41,511 __________ (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, 2016 (Dollars in millions) Carrying Value Fair Value Due after 1 year through 5 years $ 199 $ 200 Due after 5 years through 10 years 1,362 1,483 Due after 10 years 23,458 24,988 Total $ 25,019 $ 26,671
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, 2016 . Table 3.7: Expected Maturities and Weighted-Average Yields of Securities September 30, 2016 (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 $ 803 $ 2,879 $ 1,494 $ 0 $ 5,176 RMBS: Agency 333 21,314 5,181 0 26,828 Non-agency 31 900 1,478 413 2,822 Total RMBS 364 22,214 6,659 413 29,650 CMBS: Agency 45 1,745 1,728 0 3,518 Non-agency 167 732 851 0 1,750 Total CMBS 212 2,477 2,579 0 5,268 Other ABS 223 761 7 0 991 Other securities 186 133 0 107 426 Total securities available for sale $ 1,788 $ 28,464 $ 10,739 $ 520 $ 41,511 Amortized cost of securities available for sale $ 1,789 $ 28,057 $ 10,414 $ 469 $ 40,729 Weighted-average yield for securities available for sale (1) 1.38 % 2.02 % 2.91 % 7.19 % 2.28 % Carrying value of securities held to maturity: U.S. Treasury securities $ 0 $ 199 $ 0 $ 0 $ 199 Agency RMBS 64 6,697 12,391 2,453 21,605 Agency CMBS 0 132 2,437 646 3,215 Total securities held to maturity $ 64 $ 7,028 $ 14,828 $ 3,099 $ 25,019 Fair value of securities held to maturity $ 63 $ 7,338 $ 15,844 $ 3,426 $ 26,671 Weighted-average yield for securities held to maturity (1) 2.08 % 2.47 % 2.50 % 3.25 % 2.58 % __________ (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, 2016 and 2015 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) 2016 2015 2016 2015 Credit loss component, beginning of period $ 204 $ 192 $ 199 $ 175 Additions: Initial credit impairment 0 2 1 7 Subsequent credit impairment 0 3 7 15 Total additions 0 5 8 22 Reductions due to payoffs, disposals, transfers and other 0 (1 ) (3 ) (1 ) Credit loss component, end of period $ 204 $ 196 $ 204 $ 196
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, 2016 and 2015 . 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 classified as 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) 2016 2015 2016 2015 Realized gains (losses): Gross realized gains $ 2 $ 3 $ 8 $ 20 Gross realized losses (1 ) 0 (5 ) (16 ) Net realized gains (losses) 1 3 3 4 OTTI recognized in earnings: Credit-related OTTI 0 (5 ) (8 ) (22 ) Intent-to-sell OTTI 0 0 (2 ) (5 ) Total OTTI recognized in earnings 0 (5 ) (10 ) (27 ) Net securities gains (losses) $ 1 $ (2 ) $ (7 ) $ (23 ) Total proceeds from sales $ 828 $ 898 $ 3,528 $ 3,211
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, 2016 and December 31, 2015 . Table 3.10: Outstanding Balance and Carrying Value of Acquired Credit-Impaired Debt Securities (Dollars in millions) September 30, 2016 December 31, 2015 Outstanding balance $ 3,001 $ 3,285 Carrying value 2,351 2,480
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, 2016 . Table 3.11: Changes in the Accretable Yield of Acquired Credit-Impaired Debt Securities (Dollars in millions) Three Months Ended September 30, 2016 Nine Months Ended September 30, 2016 Accretable yield, beginning of period $ 1,237 $ 1,237 Accretion recognized in earnings (49 ) (156 ) Reduction due to payoffs, disposals, transfers and other 0 (2 ) Net reclassifications from nonaccretable difference 13 122 Accretable yield, end of period $ 1,201 $ 1,201

Loans (Tables)

Loans (Tables)	9 Months Ended
	Sep. 30, 2016
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 as of September 30, 2016 and December 31, 2015 . The delinquency aging includes all past due loans, both performing and nonperforming. Table 4.1: Loan Portfolio Composition and Aging Analysis September 30, 2016 (Dollars in millions) Current 30-59 Days 60-89 Days > 90 Days Total Delinquent Loans PCI Loans Total Loans Credit Card: Domestic credit card (1) $ 87,607 $ 1,056 $ 764 $ 1,528 $ 3,348 $ 0 $ 90,955 International credit card 7,938 119 72 117 308 0 8,246 Total credit card 95,545 1,175 836 1,645 3,656 0 99,201 Consumer Banking: Auto 43,486 1,826 799 200 2,825 0 46,311 Home loan 6,775 44 19 144 207 15,466 22,448 Retail banking 3,449 19 9 20 48 29 3,526 Total consumer banking 53,710 1,889 827 364 3,080 15,495 72,285 Commercial Banking: Commercial and multifamily real estate 26,419 1 50 8 59 29 26,507 Commercial and industrial 38,381 57 23 346 426 625 39,432 Total commercial lending 64,800 58 73 354 485 654 65,939 Small-ticket commercial real estate 505 5 2 6 13 0 518 Total commercial banking 65,305 63 75 360 498 654 66,457 Other loans 68 2 1 5 8 0 76 Total loans (2) $ 214,628 $ 3,129 $ 1,739 $ 2,374 $ 7,242 $ 16,149 $ 238,019 % of Total loans 90.17% 1.31% 0.73% 1.00% 3.04 % 6.79% 100.00 % December 31, 2015 (Dollars in millions) Current 30-59 Days 60-89 Days > 90 Days Total Delinquent Loans PCI Loans Total Loans Credit Card: Domestic credit card (1) $ 84,954 $ 906 $ 658 $ 1,421 $ 2,985 $ 0 $ 87,939 International credit card 7,903 110 67 106 283 0 8,186 Total credit card 92,857 1,016 725 1,527 3,268 0 96,125 Consumer Banking: Auto 38,549 1,901 880 219 3,000 0 41,549 Home loan 6,465 41 18 176 235 18,527 25,227 Retail banking 3,514 21 8 20 49 33 3,596 Total consumer banking 48,528 1,963 906 415 3,284 18,560 70,372 Commercial Banking: Commercial and multifamily real estate 25,449 34 0 4 38 31 25,518 Commercial and industrial 35,920 51 34 203 288 927 37,135 Total commercial lending 61,369 85 34 207 326 958 62,653 Small-ticket commercial real estate 607 3 1 2 6 0 613 Total commercial banking 61,976 88 35 209 332 958 63,266 Other loans 77 2 2 7 11 0 88 Total loans (2) $ 203,438 $ 3,069 $ 1,668 $ 2,158 $ 6,895 $ 19,518 $ 229,851 % of Total loans 88.51% 1.33% 0.73% 0.94% 3.00 % 8.49% 100.00 % __________ (1) Includes installment loans of $9 million and $16 million as of September 30, 2016 and December 31, 2015 , respectively. (2) Loans (other than PCI loans) include unearned income, unamortized premiums and discounts, and unamortized deferred fees and costs totaling $515 million and $499 million as of September 30, 2016 and December 31, 2015 , 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, 2016 and December 31, 2015 . Table 4.2: 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans (1) September 30, 2016 December 31, 2015 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Credit Card: Domestic credit card $ 1,528 N/A $ 1,421 N/A International credit card 91 $ 44 79 $ 53 Total credit card 1,619 44 1,500 53 Consumer Banking: Auto 0 200 0 219 Home loan 0 277 0 311 Retail banking 1 37 0 28 Total consumer banking 1 514 0 558 September 30, 2016 December 31, 2015 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Commercial Banking: Commercial and multifamily real estate $ 2 $ 22 $ 0 $ 7 Commercial and industrial 41 961 5 538 Total commercial lending 43 983 5 545 Small-ticket commercial real estate 0 11 0 5 Total commercial banking 43 994 5 550 Other loans 0 9 0 9 Total $ 1,663 $ 1,561 $ 1,505 $ 1,170 % of Total loans 0.70% 0.66% 0.65% 0.51% __________ (1) Nonperfor ming loans generally include loans that have been placed on nonaccrual status. PCI loans are excluded from loans reported as 90 days or more past due and accruing interest as well as nonperforming loans. See “ Note 1—Summary of Significant Accounting Policies ” in our 2015 Form 10-K for additional information on our policies for nonperforming loans.
Loans and Leases Receivable Disclosure [Line Items]
Individually Impaired Loans, Excluding Acquired Loans	The following table presents information about our impaired loans, excluding PCI loans, which are reported separately as of September 30, 2016 and December 31, 2015 , and for the three and nine months ended September 30, 2016 and 2015 : Table 4.9: Impaired Loans (1) September 30, 2016 (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 $ 539 $ 0 $ 539 $ 171 $ 368 $ 524 International credit card 133 0 133 65 68 129 Total credit card (2) 672 0 672 236 436 653 Consumer Banking: Auto (3) 302 202 504 25 479 782 Home loan 239 115 354 18 336 442 Retail banking 54 14 68 17 51 75 Total consumer banking 595 331 926 60 866 1,299 Commercial Banking: Commercial and multifamily real estate 96 8 104 10 94 109 Commercial and industrial 1,256 78 1,334 169 1,165 1,573 Total commercial lending 1,352 86 1,438 179 1,259 1,682 Small-ticket commercial real estate 11 0 11 0 11 14 Total commercial banking 1,363 86 1,449 179 1,270 1,696 Total $ 2,630 $ 417 $ 3,047 $ 475 $ 2,572 $ 3,648 Three Months Ended Nine Months Ended September 30, 2016 September 30, 2016 (Dollars in millions) Average Interest Average Interest Credit Card: Domestic credit card $ 528 $ 15 $ 530 $ 43 International credit card 135 3 132 8 Total credit card (2) 663 18 662 51 Consumer Banking: Auto (3) 498 21 495 64 Home loan 358 2 362 4 Retail banking 60 0 62 1 Total consumer banking 916 23 919 69 Commercial Banking: Commercial and multifamily real estate 128 0 111 2 Commercial and industrial 1,277 4 1,171 9 Total commercial lending 1,405 4 1,282 11 Small-ticket commercial real estate 8 0 8 0 Total commercial banking 1,413 4 1,290 11 Total $ 2,992 $ 45 $ 2,871 $ 131 December 31, 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 $ 541 $ 0 $ 541 $ 150 $ 391 $ 526 International credit card 125 0 125 59 66 121 Total credit card (2) 666 0 666 209 457 647 Consumer Banking: Auto (3) 273 215 488 22 466 772 Home loan 229 136 365 18 347 456 Retail banking 51 10 61 14 47 62 Total consumer banking 553 361 914 54 860 1,290 Commercial Banking: Commercial and multifamily real estate 82 3 85 11 74 88 Commercial and industrial 515 278 793 75 718 862 Total commercial lending 597 281 878 86 792 950 Small-ticket commercial real estate 6 0 6 0 6 7 Total commercial banking 603 281 884 86 798 957 Total $ 1,822 $ 642 $ 2,464 $ 349 $ 2,115 $ 2,894 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 __________ (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) The average recorded investment of credit card loans includes finance charges and fees. (3) Although auto loans from loan recovery inventory are not reported in our loans held for investment, they are included as impaired loans above since they are reported as TD Rs.
TDR Disclosures in Progress Financial Impact of Modification	The following tables present the major modification types, recorded investment amounts and financial effects of loans modified in TDRs during the three and nine months ended September 30, 2016 and 2015 : Table 4.10: Troubled Debt Restructurings Total Loans (1)(2) Three Months Ended September 30, 2016 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 $ 88 100% 13.12% 0% 0 0% $ 0 International credit card 35 100 25.91 0 0 0 0 Total credit card 123 100 16.69 0 0 0 0 Consumer Banking: Auto 91 47 3.52 75 8 24 21 Home loan 13 71 2.18 90 241 2 0 Retail banking 9 11 10.44 61 9 0 0 Total consumer banking 113 47 3.41 75 38 20 21 Commercial Banking: Commercial and multifamily real estate 13 0 0.00 0 0 97 3 Commercial and industrial 257 1 0.15 49 10 19 26 Total commercial lending 270 1 0.15 47 10 23 29 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 271 1 0.15 47 10 23 29 Total $ 507 35 12.55 42 21 17 $ 50 Total Loans (1)(2) Nine Months Ended September 30, 2016 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 $ 212 100% 12.95% 0% 0 0% $ 0 International credit card 104 100 25.86 0 0 0 0 Total credit card 316 100 17.18 0 0 0 0 Consumer Banking: Auto 254 45 3.75 74 7 25 57 Home loan 38 62 2.37 86 247 2 0 Retail banking 16 23 7.90 65 9 11 1 Total consumer banking 308 46 3.62 75 41 22 58 Commercial Banking: Commercial and multifamily real estate 38 0 0.00 67 6 32 3 Commercial and industrial 558 6 0.09 54 17 9 26 Total commercial lending 596 5 0.09 55 16 10 29 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 597 5 0.09 55 16 10 29 Total $ 1,221 40 12.17 46 26 11 $ 87 Total Loans Modified (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 __________ (1) Represents total loans modified and accounted for as TDRs during the period. Paydowns, net charge-offs and any other changes subsequent to the TDR date are not reflected in the recorded investment amount. (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, 2016 September 30, 2016 (Dollars in millions) Number of Amount Number of Amount Credit Card: Domestic credit card 9,138 $ 15 29,963 $ 49 International credit card (1) 10,670 20 29,455 61 Total credit card 19,808 35 59,418 110 Consumer Banking: Auto 2,096 24 6,009 67 Home loan 17 2 40 5 Retail banking 12 4 37 7 Total consumer banking 2,125 30 6,086 79 Commercial Banking: Commercial and multifamily real estate 1 2 1 2 Commercial and industrial 22 108 42 145 Total commercial lending 23 110 43 147 Small-ticket commercial real estate 1 0 3 0 Total commercial banking 24 110 46 147 Total 21,957 $ 175 65,550 $ 336 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 __________ (1) In the U.K., regulators require the acceptance of payment plan proposals in which the modified payments may be less than the contractual minimum amount. As a result, loans entering long-term TDR payment programs in the U.K. typically continue to age and ultimately charge off even when fully in compliance with the TDR program terms.
Outstanding Balance and Carrying Value of Acquired Loans	The table below presents the outstanding balance and the carrying value of PCI loans as of September 30, 2016 and December 31, 2015 . The table also displays loans which would have otherwise been considered impaired at acquisition based on our applicable accounting policies. See “ Note 1—Summary of Significant Accounting Policies ” in our 2015 Form 10-K for information related to our accounting policies for impaired loans. Table 4.12: PCI Loans September 30, 2016 December 31, 2015 (Dollars in millions) Total Impaired Loans Non-Impaired Loans Total Impaired Loans Non-Impaired Loans Outstanding balance $ 17,653 $ 3,416 $ 14,237 $ 21,151 $ 3,840 $ 17,311 Carrying value (1) 16,165 2,361 13,804 19,516 2,629 16,887 __________ (1) Includes $28 million and $37 million of allowance for loan and lease losses for these loans as of September 30, 2016 and December 31, 2015 , respectively. We recorded a $9 million release and a $1 million provision for credit losses for the nine months ended September 30, 2016 and 2015 , respectively, for PCI loans.
Changes in Accretable Yield on Acquired Loans	The following table presents changes in the accretable yield on the PCI loans: Table 4.13: Changes in Accretable Yield on PCI Loans Three Months Ended September 30, 2016 Nine Months Ended September 30, 2016 (Dollars in millions) Total Impaired Loans Non-Impaired Loans Total PCI Loans Impaired Loans Non-Impaired Loans Accretable yield, beginning of period $ 3,499 $ 1,172 $ 2,327 $ 3,483 $ 1,244 $ 2,239 Accretion recognized in earnings (175 ) (59 ) (116 ) (536 ) (177 ) (359 ) Reclassifications from (to) nonaccretable difference for loans with changing cash flows (1) 66 26 40 147 55 92 Changes in accretable yield for non-credit related changes in expected cash flows (2) (81 ) (4 ) (77 ) 215 13 202 Accretable yield, end of period $ 3,309 $ 1,135 $ 2,174 $ 3,309 $ 1,135 $ 2,174 __________ (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 actual prepayments and changes in estimated prepayments.
Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [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, 2016 and December 31, 2015 . We also present net charge-offs for the three and nine months ended September 30, 2016 and 2015 . Table 4.3: Credit Card Risk Profile by Geographic Region September 30, 2016 December 31, 2015 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Domestic credit card: California $ 10,446 10.6% $ 10,029 10.5% Texas 6,753 6.8 6,344 6.6 New York 6,665 6.7 6,446 6.7 Florida 6,093 6.1 5,712 5.9 Illinois 4,198 4.2 4,121 4.3 Pennsylvania 3,780 3.8 3,764 3.9 Ohio 3,392 3.4 3,371 3.5 New Jersey 3,268 3.3 3,210 3.3 Michigan 2,962 3.0 2,922 3.0 Other 43,398 43.8 42,020 43.8 Total domestic credit card 90,955 91.7 87,939 91.5 International credit card: Canada 5,302 5.3 4,889 5.1 United Kingdom 2,944 3.0 3,297 3.4 Total international credit card 8,246 8.3 8,186 8.5 Total credit card $ 99,201 100.0% $ 96,125 100.0 % __________ (1) P ercentages by geographic region are calculated based on period-end amounts.
Schedule of Net Charge-Offs	Table 4.4: Credit Card Net Charge-Offs Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (Dollars in millions) Amount Rate Amount Rate Amount Rate Amount Rate Net charge-offs: (1) Domestic credit card $ 841 3.74% $ 619 3.08% $ 2,602 3.99% $ 1,933 3.35% International credit card 65 3.18 36 1.80 203 3.32 144 2.41 Total credit card $ 906 3.70 $ 655 2.96 $ 2,805 3.93 $ 2,077 3.26 __________ (1) Net charge-offs consist of the unpaid principal balance that we determine to be uncollectible, net of recovered amounts. The net charge-off rate is calculated for each loan category by dividing annualized net charge-offs by average balance of loans held for investment for the period. Net charge-offs and the net charge-off rate are impacted periodically by fluctuations in recoveries, including loan sales.
Consumer Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [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 PCI loans. We also present the delinquency and nonperforming loan rates of our consumer banking loan portfolio as of September 30, 2016 and December 31, 2015 , as well as net charge-offs for the three and nine months ended September 30, 2016 and 2015 . Table 4.5: Consumer Banking Risk Profile by Geographic Region September 30, 2016 December 31, 2015 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Auto: Texas $ 6,096 8.4% $ 5,463 7.8% California 5,290 7.3 4,611 6.5 Florida 3,841 5.3 3,315 4.7 Georgia 2,425 3.4 2,245 3.2 Louisiana 2,108 2.9 1,882 2.7 Illinois 2,008 2.8 1,859 2.6 Ohio 1,929 2.7 1,738 2.5 Other 22,614 31.2 20,436 29.0 Total auto 46,311 64.0 41,549 59.0 Home loan: California 5,183 7.2 5,884 8.4 New York 2,032 2.8 2,171 3.1 Maryland 1,450 2.0 1,539 2.2 Illinois 1,290 1.8 1,490 2.1 Virginia 1,241 1.7 1,354 1.9 New Jersey 1,158 1.6 1,293 1.8 Louisiana 1,017 1.4 1,146 1.6 Other 9,077 12.6 10,350 14.8 Total home loan 22,448 31.1 25,227 35.9 September 30, 2016 December 31, 2015 (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Retail banking: Louisiana $ 1,041 1.4 % $ 1,071 1.5 % New York 922 1.3 921 1.3 Texas 765 1.1 757 1.1 New Jersey 234 0.3 259 0.4 Maryland 187 0.3 180 0.3 Virginia 155 0.2 151 0.2 Other 222 0.3 257 0.3 Total retail banking 3,526 4.9 3,596 5.1 Total consumer banking $ 72,285 100.0% $ 70,372 100.0% __________ (1) Pe rcentages by geographic region are calculated based on period-end amounts.
Schedule of Net Charge-Offs	Table 4.6: Consumer Banking Net Charge-Offs and Nonperforming Loans Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs: Auto $ 210 1.85% $ 188 1.85% $ 508 1.55% $ 457 1.54% Home loan (2) 1 0.03 1 0.01 9 0.05 6 0.03 Retail banking 16 1.75 14 1.53 39 1.46 35 1.30 Total consumer banking (2) $ 227 1.26 $ 203 1.14 $ 556 1.04 $ 498 0.93 September 30, 2016 December 31, 2015 (Dollars in millions) Amount Rate (3) Amount Rate (3) Nonperforming loans: Auto $ 200 0.43% $ 219 0.53 % Home loan (4) 277 1.23 311 1.23 Retail banking 37 1.05 28 0.77 Total consumer banking (4) $ 514 0.71 $ 558 0.79 __________ (1) Calculated for each loan category by dividing annualized net charge-offs by average balance of loans held for investment for the period. (2) Excluding the impact of PCI loans, the net charge-off rates for our home loan and total consumer banking portfolios were 0.08% and 1.62% , respectively, for the three months ended September 30, 2016 , compared to 0.05% and 1.58% , respectively, for the three months ended September 30, 2015 ; and 0.18% and 1.37% , respectively, for the nine months ended September 30, 2016 , compared to 0.11% and 1.33% , respectively, for the nine months ended September 30, 2015 . (3) The nonperforming loan rates are calculated based on nonperforming loans for each category divided by period-end total loans held for investment for each respective category. (4) Excluding the impact of PCI loans, the nonperforming loan rates for our home loan and total consumer banking portfolios were 3.97% and 0.90% , respectively, as of September 30, 2016 , compared to 4.68% and 1.08% , respectively, as of December 31, 2015 .
Consumer Portfolio Segment [Member] | Home loan
Loans and Leases Receivable Disclosure [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, 2016 and December 31, 2015 , based on selected key risk characteristics. Table 4.7: Home Loan Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type September 30, 2016 Loans PCI Loans (3) Total Home Loans (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Amount % of Total (1) Origination year: (2) < = 2007 $ 2,200 9.7% $ 7,835 35.0% $ 10,035 44.7% 2008 139 0.7 2,410 10.7 2,549 11.4 2009 86 0.4 1,182 5.3 1,268 5.7 2010 86 0.4 1,726 7.7 1,812 8.1 2011 150 0.7 1,870 8.3 2,020 9.0 2012 1,047 4.7 298 1.3 1,345 6.0 2013 492 2.1 62 0.3 554 2.4 2014 595 2.7 31 0.1 626 2.8 2015 1,064 4.7 32 0.1 1,096 4.8 2016 1,123 5.0 20 0.1 1,143 5.1 Total $ 6,982 31.1% $ 15,466 68.9% $ 22,448 100.0% Geographic concentration: (4) California $ 908 4.0% $ 4,275 19.0% $ 5,183 23.0% New York 1,293 5.8 739 3.3 2,032 9.1 Maryland 574 2.6 876 3.9 1,450 6.5 Illinois 101 0.4 1,189 5.3 1,290 5.7 Virginia 478 2.1 763 3.4 1,241 5.5 New Jersey 374 1.7 784 3.5 1,158 5.2 Louisiana 993 4.4 24 0.1 1,017 4.5 Florida 157 0.7 828 3.7 985 4.4 Arizona 90 0.4 845 3.8 935 4.2 Texas 690 3.1 107 0.5 797 3.6 Other 1,324 5.9 5,036 22.4 6,360 28.3 Total $ 6,982 31.1% $ 15,466 68.9% $ 22,448 100.0 % Lien type: 1 st lien $ 5,993 26.7% $ 15,184 67.6% $ 21,177 94.3% 2 nd lien 989 4.4 282 1.3 1,271 5.7 Total $ 6,982 31.1% $ 15,466 68.9% $ 22,448 100.0% Interest rate type: Fixed rate $ 3,175 14.1% $ 1,936 8.6% $ 5,111 22.7% Adjustable rate 3,807 17.0 13,530 60.3 17,337 77.3 Total $ 6,982 31.1% $ 15,466 68.9% $ 22,448 100.0% December 31, 2015 Loans PCI Loans (3) Total Home Loans (Dollars in millions) Amount % of Total (1) Amount % of Total (1) Amount % of Total (1) Origination year: (2) < = 2007 $ 2,559 10.1% $ 8,956 35.5% $ 11,515 45.6% 2008 157 0.6 2,866 11.4 3,023 12.0 2009 97 0.4 1,498 5.9 1,595 6.3 2010 97 0.4 2,208 8.8 2,305 9.2 2011 176 0.7 2,476 9.8 2,652 10.5 2012 1,276 5.1 389 1.5 1,665 6.6 2013 557 2.2 71 0.3 628 2.5 2014 680 2.7 31 0.1 711 2.8 2015 1,101 4.4 32 0.1 1,133 4.5 Total $ 6,700 26.6% $ 18,527 73.4% $ 25,227 100.0% Geographic concentration: (4) California $ 871 3.5% $ 5,013 19.9% $ 5,884 23.4% New York 1,295 5.1 876 3.5 2,171 8.6 Maryland 511 2.0 1,028 4.1 1,539 6.1 Illinois 89 0.4 1,401 5.5 1,490 5.9 Virginia 428 1.7 926 3.7 1,354 5.4 New Jersey 353 1.4 940 3.7 1,293 5.1 Louisiana 1,069 4.2 27 0.1 1,096 4.3 Florida 157 0.6 989 3.9 1,146 4.5 Arizona 81 0.4 995 3.9 1,076 4.3 Washington 113 0.4 806 3.2 919 3.6 Other 1,733 6.9 5,526 21.9 7,259 28.8 Total $ 6,700 26.6% $ 18,527 73.4% $ 25,227 100.0 % Lien type: 1 st lien $ 5,705 22.6% $ 18,207 72.2% $ 23,912 94.8% 2 nd lien 995 4.0 320 1.2 1,315 5.2 Total $ 6,700 26.6% $ 18,527 73.4% $ 25,227 100.0% Interest rate type: Fixed rate $ 2,751 10.9% $ 2,264 9.0% $ 5,015 19.9% Adjustable rate 3,949 15.7 16,263 64.4 20,212 80.1 Total $ 6,700 26.6% $ 18,527 73.4% $ 25,227 100.0% __________ (1) Percentages within each risk category are calculated based on period-end amounts. (2) Modified loans are reported in the origination year of the initial borrowing. (3) The PCI loan balances with an origination date in the years subsequent to 2012 represent refinancing of previously acquired home loans. (4) States listed represent those that have the highest individual concentration of home loans.
Commercial Banking
Loans and Leases Receivable Disclosure [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, 2016 and December 31, 2015 . Table 4.8: Commercial Banking Risk Profile by Geographic Region and Internal Risk Rating September 30, 2016 (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 $ 15,858 59.8% $ 8,933 22.7% $ 320 61.7% $ 25,111 37.8% Mid-Atlantic 3,187 12.0 3,707 9.4 19 3.7 6,913 10.4 South 3,913 14.8 15,416 39.1 35 6.8 19,364 29.1 Other 3,549 13.4 11,376 28.8 144 27.8 15,069 22.7 Total $ 26,507 100.0% $ 39,432 100.0% $ 518 100.0% $ 66,457 100.0% Internal risk rating: (3) Noncriticized $ 26,223 98.9% $ 35,609 90.3% $ 504 97.3% $ 62,336 93.8% Criticized performing 233 0.9 2,237 5.7 3 0.6 2,473 3.7 Criticized nonperforming 22 0.1 961 2.4 11 2.1 994 1.5 PCI loans (4) 29 0.1 625 1.6 0 0.0 654 1.0 Total $ 26,507 100.0% $ 39,432 100.0 % $ 518 100.0% $ 66,457 100.0% December 31, 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 $ 15,949 62.5% $ 8,074 21.8% $ 376 61.3% $ 24,399 38.6% Mid-Atlantic 2,797 11.0 3,010 8.1 25 4.1 5,832 9.2 South 4,070 15.9 15,240 41.0 40 6.5 19,350 30.6 Other 2,702 10.6 10,811 29.1 172 28.1 13,685 21.6 Total $ 25,518 100.0% $ 37,135 100.0% $ 613 100.0% $ 63,266 100.0% Internal risk rating: (3) Noncriticized $ 25,130 98.5% $ 34,008 91.6% $ 605 98.7% $ 59,743 94.4% Criticized performing 350 1.4 1,662 4.5 3 0.5 2,015 3.2 Criticized nonperforming 7 0.0 538 1.4 5 0.8 550 0.9 PCI loans (4) 31 0.1 927 2.5 0 0.0 958 1.5 Total $ 25,518 100.0% $ 37,135 100.0% $ 613 100.0% $ 63,266 100.0% __________ (1) Percentages calculated based on total loans held for investment in each respective loan category using period-end amounts. (2) Geographic concentration is generally determined by the location of the borrower’s business or the location of the collateral associated with the loan. Northeast consists of CT, MA, ME, NH, NJ, NY, PA and VT. Mid-Atlantic consists of DC, DE, MD, VA and WV. South consists of AL, AR, FL, GA, KY, LA, MO, MS, NC, SC, TN and TX. (3) Criticized exposures correspond to the “Special Mention,” “Substandard” and “Doubtful” asset c ategories defined by banking regulatory authorities. (4) We evaluate PCI loans based on their actual risk ratings. Were these PCI loans classified based on their risk ratings, $348 million and $128 million would have been classified as Noncriticized, $281 million and $793 million as Criticized performing, and $25 million and $37 million as Criticized nonperforming as of September 30, 2016 and December 31, 2015 , respectively.

Allowance for Loan and Lease 26

Allowance for Loan and Lease Losses (Tables)	9 Months Ended
	Sep. 30, 2016
Accounts, Notes, Loans and Financing Receivable, Gross, Allowance, and Net [Abstract]
Allowance for Credit Losses on Financing Receivables	The table below summarizes changes in the allowance for loan and lease losses and reserve for unfunded lending commitments by portfolio segment for the three and nine months ended September 30, 2016 and 2015 . Table 5.1: Allowance for Loan and Lease Losses and Reserve for Unfunded Lending Commitments Activity Three Months Ended September 30, 2016 (Dollars in millions) Credit Card Consumer Commercial Banking Other (1) Total Allowance for loan and lease losses: Balance as of June 30, 2016 $ 4,086 $ 972 $ 821 $ 2 $ 5,881 Provision (benefit) for loan and lease losses 1,272 258 96 (1 ) 1,625 Charge-offs (1,171 ) (323 ) (112 ) 0 (1,606 ) Recoveries 265 96 4 1 366 Net charge-offs (906 ) (227 ) (108 ) 1 (1,240 ) Other changes (2) (7 ) 0 (1 ) 0 (8 ) Balance as of September 30, 2016 4,445 1,003 808 2 6,258 Reserve for unfunded lending commitments: Balance as of June 30, 2016 0 8 161 0 169 Provision (benefit) for losses on unfunded lending commitments 0 (2 ) (35 ) 0 (37 ) Balance as of September 30, 2016 0 6 126 0 132 Combined allowance and reserve as of $ 4,445 $ 1,009 $ 934 $ 2 $ 6,390 Nine Months Ended September 30, 2016 (Dollars in millions) Credit Card Consumer Commercial Banking Other (1) Total Allowance for loan and lease losses: Balance as of December 31, 2015 $ 3,654 $ 868 $ 604 $ 4 $ 5,130 Provision (benefit) for loan and lease losses 3,604 691 452 (4 ) 4,743 Charge-offs (3,608 ) (862 ) (224 ) (2 ) (4,696 ) Recoveries 803 306 10 4 1,123 Net charge-offs (2,805 ) (556 ) (214 ) 2 (3,573 ) Other changes (2) (8 ) 0 (34 ) 0 (42 ) Balance as of September 30, 2016 4,445 1,003 808 2 6,258 Reserve for unfunded lending commitments: Balance as of December 31, 2015 0 7 161 0 168 Provision (benefit) for losses on unfunded lending commitments 0 (1 ) (35 ) 0 (36 ) Balance as of September 30, 2016 0 6 126 0 132 Combined allowance and reserve as of $ 4,445 $ 1,009 $ 934 $ 2 $ 6,390 Three Months Ended September 30, 2015 (Dollars in millions) Credit Card Consumer Commercial Banking Other (1) Total Allowance for loan and lease losses: Balance as of June 30, 2015 $ 3,324 $ 875 $ 472 $ 5 $ 4,676 Provision (benefit) for loan and lease losses 831 188 60 (2 ) 1,077 Charge-offs (930 ) (286 ) (47 ) 0 (1,263 ) Recoveries 275 83 14 1 373 Net charge-offs (655 ) (203 ) (33 ) 1 (890 ) Other changes (2) (16 ) 0 0 0 (16 ) Balance as of September 30, 2015 3,484 860 499 4 4,847 Reserve for unfunded lending commitments: Balance as of June 30, 2015 0 7 128 0 135 Provision (benefit) for losses on unfunded lending commitments 0 0 15 0 15 Balance as of September 30, 2015 0 7 143 0 150 Combined allowance and reserve as of $ 3,484 $ 867 $ 642 $ 4 $ 4,997 Nine Months Ended September 30, 2015 (Dollars in millions) Credit Card Consumer Commercial Banking Other (1) Total Allowance for loan and lease losses: Balance as of December 31, 2014 $ 3,204 $ 779 $ 395 $ 5 $ 4,383 Provision (benefit) for loan and lease losses 2,395 579 147 (2 ) 3,119 Charge-offs (2,940 ) (761 ) (67 ) (5 ) (3,773 ) Recoveries 863 263 24 6 1,156 Net charge-offs (2,077 ) (498 ) (43 ) 1 (2,617 ) Other changes (2) (38 ) 0 0 0 (38 ) Balance as of September 30, 2015 3,484 860 499 4 4,847 Reserve for unfunded lending commitments: Balance as of December 31, 2014 0 7 106 0 113 Provision (benefit) for losses on unfunded lending commitments 0 0 37 0 37 Balance as of September 30, 2015 0 7 143 0 150 Combined allowance and reserve as of $ 3,484 $ 867 $ 642 $ 4 $ 4,997 __________ (1) Primarily consists of the legacy loan portfolio of our discontinued GreenPoint mortgage operations. (2) Represents foreign currency translation adjustments and the net impact of loan transfers and sales. The table below presents the components of our allowance for loan and lease losses by portfolio segment and impairment methodology with the recorded investment of the related loans as of September 30, 2016 and December 31, 2015 . Table 5.2: Components of Allowance for Loan and Lease Losses by Impairment Methodology September 30, 2016 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other Total Allowance for loan and lease losses: Collectively evaluated (1) $ 4,209 $ 915 $ 629 $ 2 $ 5,755 Asset-specific (2) 236 60 179 0 475 PCI loans (3) 0 28 0 0 28 Total allowance for loan and lease losses $ 4,445 $ 1,003 $ 808 $ 2 $ 6,258 Loans held for investment: Collectively evaluated (1) $ 98,529 $ 56,066 $ 64,354 $ 76 $ 219,025 Asset-specific (2) 672 724 1,449 0 2,845 PCI loans (3) 0 15,495 654 0 16,149 Total loans held for investment $ 99,201 $ 72,285 $ 66,457 $ 76 $ 238,019 Allowance as a percentage of period-end loans held for investment 4.48% 1.39% 1.22% 2.63% 2.63% December 31, 2015 (Dollars in millions) Credit Consumer Banking Commercial Banking Other Total Allowance for loan and lease losses: Collectively evaluated (1) $ 3,445 $ 778 $ 517 $ 4 $ 4,744 Asset-specific (2) 209 54 86 0 349 PCI loans (3) 0 36 1 0 37 Total allowance for loan and lease losses $ 3,654 $ 868 $ 604 $ 4 $ 5,130 Loans held for investment: Collectively evaluated (1) $ 95,459 $ 51,113 $ 61,424 $ 88 $ 208,084 Asset-specific (2) 666 699 884 0 2,249 PCI loans (3) 0 18,560 958 0 19,518 Total loans held for investment $ 96,125 $ 70,372 $ 63,266 $ 88 $ 229,851 Allowance as a percentage of period-end loans held for investment 3.80% 1.23% 0.95% 4.94% 2.23% __________ (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 that 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 PCI 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 2015 Form 10-K for details on these loans.
Schedule of Loss sharing arrangement impact	The table below summarizes these impacts for the three and nine months ended September 30, 2016 and 2015 . Table 5.3: Summary of Loss Sharing Arrangements Impact Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2016 2015 2016 2015 Reduction in net charge-offs $ 56 $ 47 $ 161 $ 136 Reduction in provision for credit losses 64 64 194 183

Variable Interest Entities an27

Variable Interest Entities and Securitizations (Tables)	9 Months Ended
	Sep. 30, 2016
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, 2016 and December 31, 2015 . We separately present information for consolidated and unconsolidated VIEs. For consolidated VIEs, we present the carrying amount of assets and liabilities of the VIEs, which includes the seller’s interest and repurchased notes held by other related parties. The assets of consolidated VIEs primarily consist of cash and loan receivables, which we report on our consolidated balance sheets under restricted cash and loans held in consolidated trusts, 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, 2016 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) $ 31,543 $ 19,120 $ 0 $ 0 $ 0 Home loan securitizations (2) 0 0 205 26 1,282 Total securitization-related VIEs 31,543 19,120 205 26 1,282 Other VIEs: Affordable housing entities 173 9 3,884 527 3,884 Entities that provide capital to low-income and rural communities 789 127 0 0 0 Other 0 0 64 0 64 Total other VIEs 962 136 3,948 527 3,948 Total VIEs $ 32,505 $ 19,256 $ 4,153 $ 553 $ 5,230 December 31, 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) $ 34,800 $ 16,925 $ 0 $ 0 $ 0 Home loan securitizations (2) 0 0 211 27 873 Total securitization-related VIEs 34,800 16,925 211 27 873 Other VIEs: Affordable housing entities 0 0 3,852 555 3,852 Entities that provide capital to low-income and rural communities 352 101 0 0 0 Other 0 0 57 0 57 Total other VIEs 352 101 3,909 555 3,909 Total VIEs $ 35,152 $ 17,026 $ 4,120 $ 582 $ 4,782 __________ (1) Represents the carrying amount of assets and liabilities owned by the VIE, which includes the seller’s interest 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 (“option-ARM”) loans and letters of credit related to manufactured housing securitizations. These are reported on our consolidated balance sheets within other assets. The carrying amount of liabilities of unconsolidated securitization-related VIEs is comprised of obligations on certain swap agreements associated with the securitizations of manufactured housing loans and other obligations. These are reported on our consolidated balance sheets within 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, 2016 and December 31, 2015 . Table 6.2: Continuing Involvement in Securitization-Related VIEs Mortgage (Dollars in millions) Credit Card Option- ARM GreenPoint HELOCs GreenPoint Manufactured Housing September 30, 2016: Securities held by third-party investors $ 18,411 $ 1,563 $ 60 $ 719 Receivables in the trust 31,256 1,616 54 724 Cash balance of spread or reserve accounts 0 8 N/A 135 Retained interests Yes Yes Yes Yes Servicing retained Yes Yes (1) No No (2) Amortization event (3) No No No No December 31, 2015: Securities held by third-party investors $ 16,166 $ 1,754 $ 74 $ 789 Receivables in the trust 33,783 1,814 68 794 Cash balance of spread or reserve accounts 0 8 N/A 134 Retained interests Yes Yes Yes Yes Servicing retained Yes Yes (1) No No (2) Amortization event (3) No No No No __________ (1) We continue to service only certain option-ARM securitizations. (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 of the underlying assets, such as net charge-off rates or delinquency rates, beyond certain predetermined thresholds. Generally, the occurrence of an amortization event changes the sequencing and amount of trust-related cash flows to the benefit of more senior interest holders.

Goodwill and Intangible Assets

Goodwill and Intangible Assets (Tables)	9 Months Ended
	Sep. 30, 2016
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, 2016 and December 31, 2015 . 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, 2016 (Dollars in millions) Carrying (1) Accumulated Amortization (1) Net Goodwill $ 14,493 N/A $ 14,493 Intangible assets: Purchased credit card relationship (“PCCR”) intangibles 2,147 $ (1,657 ) 490 Core deposit intangibles 1,391 (1,332 ) 59 Other (2) 381 (169 ) 212 Total intangible assets 3,919 (3,158 ) 761 Total goodwill and intangible assets $ 18,412 $ (3,158 ) $ 15,254 MSRs: Consumer MSRs (3) $ 62 N/A $ 62 Commercial MSRs (4) 259 $ (74 ) 185 Total MSRs $ 321 $ (74 ) $ 247 December 31, 2015 (Dollars in millions) Carrying (1) Accumulated Amortization (1) Net Goodwill $ 14,480 N/A $ 14,480 Intangible assets: PCCR intangibles 2,156 $ (1,467 ) 689 Core deposit intangibles 1,771 (1,662 ) 109 Other (2) 378 (135 ) 243 Total intangible assets 4,305 (3,264 ) 1,041 Total goodwill and intangible assets $ 18,785 $ (3,264 ) $ 15,521 MSRs: Consumer MSRs (3) $ 68 N/A $ 68 Commercial MSRs (4) 212 $ (51 ) 161 Total MSRs $ 280 $ (51 ) $ 229 __________ (1) Certain intangible assets that were fully amortized in prior periods were removed from our consolidated balance sheets. (2) Primarily consists of intangibles for sponsorship relationships, brokerage relationship intangibles, partnership and other contract intangibles and trade name intangibles. (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 accounted for 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, 2016 and December 31, 2015 . Table 7.2: Goodwill Attributable to Business Segments (Dollars in millions) Credit Card Consumer Banking Commercial Banking Total Balance as of December 31, 2015 $ 4,997 $ 4,600 $ 4,883 $ 14,480 Acquisitions 6 0 18 24 Other adjustments (1) (11 ) 0 0 (11 ) Balance as of September 30, 2016 $ 4,992 $ 4,600 $ 4,901 $ 14,493 __________ (1) Represents foreign currency translation adjustments.

Deposits and Borrowings (Tables

Deposits and Borrowings (Tables)	9 Months Ended
	Sep. 30, 2016
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, 2016 and December 31, 2015 . 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 debt issuance costs and 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 $ 25,565 $ 25,847 Interest-bearing deposits 200,416 191,874 Total deposits $ 225,981 $ 217,721 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 1,079 $ 981 Total short-term borrowings $ 1,079 $ 981 September 30, 2016 (Dollars in millions) Maturity Dates Interest Rates Weighted- Average Interest Rate Outstanding Amount December 31, Long-term debt: Securitized debt obligations (1) 2016 - 2025 0.56 - 5.75% 1.52% $ 18,411 $ 16,166 Senior and subordinated notes: (1) Fixed unsecured senior debt 2016 - 2025 1.15 - 6.75 2.62 18,303 16,559 Floating unsecured senior debt 2018 - 2019 1.46 - 1.95 1.65 998 1,198 Total unsecured senior debt 2.57 19,301 17,757 Fixed unsecured subordinated debt 2019 - 2026 3.38 - 8.80 4.09 4,700 4,080 Total senior and subordinated notes 24,001 21,837 Other long-term borrowings: FHLB advances 2016 - 2025 0.37 - 6.41 0.49 16,296 20,098 Capital lease obligations 2016 - 2035 3.09 - 12.86 4.17 33 33 Total other long-term borrowings 16,329 20,131 Total long-term debt $ 58,741 $ 58,134 Total short-term borrowings and long-term debt $ 59,820 $ 59,115 __________ (1) Outstanding amount includes any fair value hedge accounting adjustments.
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, 2016 and 2015 : 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) 2016 2015 2016 2015 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 0 $ 0 $ 2 $ 1 FHLB advances 0 0 0 9 Total short-term borrowings 0 0 2 10 Long-term debt: Securitized debt obligations (1) 56 39 151 108 Senior and subordinated notes (1) 121 82 338 241 Other long-term borrowings 34 12 84 29 Total long-term debt 211 133 573 378 Total interest expense on short-term borrowings and long-term debt $ 211 $ 133 $ 575 $ 388 _ _________ (1) Interest expense includes the impact from hedge accounting.

Derivative Instruments and He30

Derivative Instruments and Hedging Activities (Tables)	9 Months Ended
	Sep. 30, 2016
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, 2016 and December 31, 2015 , 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, 2016 December 31, 2015 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 $ 39,124 $ 559 $ 109 $ 34,417 $ 550 $ 146 Cash flow hedges 46,600 708 27 30,450 167 61 Total interest rate contracts 85,724 1,267 136 64,867 717 207 Foreign exchange contracts: Cash flow hedges 5,517 123 4 5,580 239 2 Net investment hedges 2,505 163 0 2,562 87 0 Total foreign exchange contracts 8,022 286 4 8,142 326 2 Total derivatives designated as accounting hedges 93,746 1,553 140 73,009 1,043 209 Derivatives not designated as accounting hedges: Interest rate contracts covering: MSRs (2) 1,387 31 14 1,665 11 7 Customer accommodation 34,788 705 573 28,841 431 290 Other interest rate exposures (3) 2,559 42 11 1,519 33 10 Total interest rate contracts 38,734 778 598 32,025 475 307 Other contracts 966 1 9 882 0 4 Total derivatives not designated as accounting hedges 39,700 779 607 32,907 475 311 Total derivatives $ 133,446 $ 2,332 $ 747 $ 105,916 $ 1,518 $ 520 Less: netting adjustment (4) (479 ) (247 ) (532 ) (143 ) Total derivative assets/liabilities $ 1,853 $ 500 $ 986 $ 377 __________ (1) Derivative assets and liabilities include interest accruals. (2) Includes interest rate swaps and to-be-announced contracts. (3) Other interest rate exposures include mortgage-related derivatives. (4) Represents balance sheet netting of derivative assets and liabilities, and related payables and receivables for cash collateral held or placed with the same counterparty. See Table 9.2 for further information.
Offsetting Assets	The following table presents as of September 30, 2016 and December 31, 2015 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, 2016 Derivatives assets (1) $ 2,332 $ (125 ) $ (354 ) $ 1,853 $ (37 ) $ 1,816 As of December 31, 2015 Derivatives assets (1) 1,518 (86 ) (446 ) 986 (156 ) 830
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, 2016 Derivatives liabilities (1) $ 747 $ (125 ) $ (122 ) $ 500 $ 0 $ 500 Repurchase agreements (2)(3) 1,079 0 0 1,079 (1,079 ) 0 As of December 31, 2015 Derivatives liabilities (1) 520 (86 ) (57 ) 377 0 377 Repurchase agreements (2) 969 0 0 969 (969 ) 0 __________ (1) The gross balances include derivative assets and derivative liabilities as of September 30, 2016 totaling $1.2 billion and $414 million , respectively, related to the centrally cleared derivative contracts. The comparable amounts as of December 31, 2015 totaled $429 million and $314 million , respectively. These contracts were not subject to offsetting as of September 30, 2016 and December 31, 2015 . (2) As of September 30, 2016 and December 31, 2015 , 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, 2016 , we pledged collateral with a fair value of $1.1 billion under these customer repurchase agreements, which were primarily agency RMBS securities.
Fair Value Hedging and Free-Standing Derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments, Gain (Loss)	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, 2016 and 2015 . 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) 2016 2015 2016 2015 Derivatives designated as accounting hedges: (1) Fair value interest rate contracts: Gains (losses) recognized in earnings on derivatives $ (219 ) $ 365 $ 171 $ 295 Gains (losses) recognized in earnings on hedged items 220 (367 ) (147 ) (304 ) Net fair value hedge ineffectiveness gains (losses) 1 (2 ) 24 (9 ) Derivatives not designated as accounting hedges: (1) Interest rate contracts covering: MSRs 3 8 21 5 Customer accommodation 10 5 22 14 Other interest rate exposures 26 13 57 31 Total interest rate contracts 39 26 100 50 Other contracts 0 (1 ) (9 ) (3 ) Total gains (losses) on derivatives not designated as accounting hedges 39 25 91 47 Net derivative gains (losses) recognized in earnings $ 40 $ 23 $ 115 $ 38 __________ (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]
Derivative Instruments, Gain (Loss)	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, 2016 and 2015 . 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) 2016 2015 2016 2015 Gains (losses) recorded in AOCI: Cash flow hedges: Interest rate contracts $ (94 ) $ 270 $ 524 $ 447 Foreign exchange contracts 1 (3 ) 1 (14 ) Subtotal (93 ) 267 525 433 Net investment hedges: Foreign exchange contracts 39 62 202 40 Net derivatives gains (losses) recognized in AOCI $ (54 ) $ 329 $ 727 $ 473 Gains (losses) recorded in earnings: Cash flow hedges: Gains (losses) reclassified from AOCI into earnings: Interest rate contracts (1) $ 48 $ 39 $ 146 $ 136 Foreign exchange contracts (2) 1 (2 ) 1 (14 ) Subtotal 49 37 147 122 Gains (losses) recognized in earnings due to ineffectiveness: Interest rate contracts (2) 0 2 3 4 Net derivative gains (losses) recognized in earnings $ 49 $ 39 $ 150 $ 126 __________ (1) Amounts reclassified are recorded in our consolidated statements of income in interest income or interest expense. (2) Amounts are recorded in our consolidated statements of income in other non-interest income or other interest income.

Stockholders' Equity (Tables)

Stockholders' Equity (Tables)	9 Months Ended
	Sep. 30, 2016
Equity [Abstract]
Schedule of Preferred Stock	The following table summarizes the Company’s preferred stock issued and outstanding as of September 30, 2016 and December 31, 2015 . Table 10.1: Preferred Stock Issued and Outstanding Redeemable by Issuer Beginning Per Annum Dividend Rate Dividend Frequency Liquidation Preference per Share Carrying Value (in millions) Series Description Issuance Date Total Shares Outstanding September 30, 2016 December 31, 2015 Series B (1) 6.00% Non-Cumulative August 20, 2012 September 1, 2017 6.00% Quarterly $ 1,000 875,000 $ 853 $ 853 Series C (1) 6.25% Non-Cumulative June 12, 2014 September 1, 2019 6.25 Quarterly 1,000 500,000 484 484 Series D (1) 6.70% Non-Cumulative October 31, 2014 December 1, 2019 6.70 Quarterly 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 Semi-Annually through 5/31/2020; Quarterly thereafter 1,000 1,000,000 988 988 Series F (1) 6.20% Non-Cumulative August 24, 2015 December 1, 2020 6.20 Quarterly 1,000 500,000 484 484 Series G (1) 5.20% Non-Cumulative July 29, 2016 December 1, 2021 5.20 Quarterly 1,000 600,000 583 N/A Total $ 3,877 $ 3,294 __________ (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, 2016 and 2015 . Table 10.2: Accumulated Other Comprehensive Income Three Months Ended September 30, 2016 (Dollars in millions) Securities Available for Sale Securities Held to Maturity (1) Cash Flow Hedges Foreign (2) Other Total AOCI as of June 30, 2016 $ 485 $ (679 ) $ 640 $ (172 ) $ (33 ) $ 241 Other comprehensive income (loss) before reclassifications 10 (1 ) (93 ) (20 ) 6 (98 ) Amounts reclassified from AOCI into earnings 0 29 (49 ) 0 (2 ) (22 ) Net other comprehensive income (loss) 10 28 (142 ) (20 ) 4 (120 ) AOCI as of September 30, 2016 $ 495 $ (651 ) $ 498 $ (192 ) $ (29 ) $ 121 Nine Months Ended September 30, 2016 (Dollars in millions) Securities Available for Sale Securities Held to Maturity (1) Cash Flow Hedges Foreign (2) Other Total AOCI as of December 31, 2015 $ 162 $ (725 ) $ 120 $ (143 ) $ (30 ) $ (616 ) Other comprehensive income (loss) before reclassifications 329 (1 ) 525 (49 ) 1 805 Amounts reclassified from AOCI into earnings 4 75 (147 ) 0 0 (68 ) Net other comprehensive income (loss) 333 74 378 (49 ) 1 737 AOCI as of September 30, 2016 $ 495 $ (651 ) $ 498 $ (192 ) $ (29 ) $ 121 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 Securities Held to Maturity (1) Cash Flow 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 ) _________ (1) The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of premium or discount created from the transfer of securities from available for sale to held to maturity, which occurred at fair value. These unrealized gains or losses will be amortized 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, 2016 and 2015 . 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 2016 2015 2016 2015 Securities available for sale: Non-interest income $ 1 $ 3 $ 3 $ 4 Non-interest income - OTTI 0 (5 ) (9 ) (27 ) Income (loss) from continuing operations before income taxes 1 (2 ) (6 ) (23 ) Income tax provision (benefit) 1 0 (2 ) (8 ) Net income (loss) 0 (2 ) (4 ) (15 ) Amount Reclassified from AOCI (Dollars in millions) Three Months Ended September 30, Nine Months Ended September 30, AOCI Components Affected Income Statement Line Item 2016 2015 2016 2015 Securities held to maturity: (1) Interest income $ (46 ) $ (41 ) $ (119 ) $ (114 ) Income tax provision (benefit) (17 ) (16 ) (44 ) (42 ) Net income (loss) (29 ) (25 ) (75 ) (72 ) Cash flow hedges: Interest rate contracts: Interest income 77 64 234 217 Foreign exchange contracts: Interest income 1 0 1 0 Non-interest income 0 (4 ) (1 ) (23 ) Income (loss) from continuing operations before income taxes 78 60 234 194 Income tax provision (benefit) 29 23 87 72 Net income (loss) 49 37 147 122 Other: Various (pension and other) 2 2 0 4 Income tax provision (benefit) 0 (1 ) 0 0 Net income (loss) 2 3 0 4 Total reclassifications $ 22 $ 13 $ 68 $ 39 __________ (1) The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of premium or discount created from the transfer of securities from available for sale to held to maturity, which occurred at fair value. These unrealized gains or losses will be amortized over the remaining life of the security with no expected impact on future net
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, 2016 and 2015 . Table 10.4: Other Comprehensive Income (Loss) Three Months Ended September 30, 2016 2015 (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 $ 17 $ 7 $ 10 $ 98 $ 36 $ 62 Net changes in securities held to maturity 44 16 28 41 16 25 Net unrealized gains (losses) on cash flow hedges (226 ) (84 ) (142 ) 365 135 230 Foreign currency translation adjustments (1) 4 24 (20 ) (15 ) 37 (52 ) Other 6 2 4 (15 ) (5 ) (10 ) Other comprehensive income (loss) $ (155 ) $ (35 ) $ (120 ) $ 474 $ 219 $ 255 Nine Months Ended September 30, 2016 2015 (Dollars in millions) Before Tax Provision (Benefit) After Tax Before Tax Provision After Tax Other comprehensive income (loss): Net unrealized gains (losses) on securities available for sale $ 525 $ 192 $ 333 $ 29 $ 11 $ 18 Net changes in securities held to maturity 118 44 74 114 42 72 Net unrealized gains (losses) on cash flow hedges 601 223 378 494 183 311 Foreign currency translation adjustments (1) 70 119 (49 ) (77 ) 24 (101 ) Other 1 0 1 (19 ) (7 ) (12 ) Other comprehensive income (loss) $ 1,315 $ 578 $ 737 $ 541 $ 253 $ 288 __________ (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, 2016
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) 2016 2015 2016 2015 Income from continuing operations, net of tax $ 1,016 $ 1,118 $ 2,977 $ 3,104 Income (loss) from discontinued operations, net of tax (11 ) (4 ) (17 ) 26 Net income 1,005 1,114 2,960 3,130 Dividends and undistributed earnings allocated to participating securities (1) (6 ) (6 ) (18 ) (16 ) Preferred stock dividends (37 ) (29 ) (139 ) (90 ) Net income available to common stockholders $ 962 $ 1,079 $ 2,803 $ 3,024 Total weighted-average basic shares outstanding 501.1 540.6 512.0 545.5 Effect of dilutive securities: Stock options 1.9 2.5 1.9 2.6 Other contingently issuable shares 1.3 1.2 1.3 1.3 Warrants (2) 1.6 2.0 1.6 2.5 Total effect of dilutive securities 4.8 5.7 4.8 6.4 Total weighted-average diluted shares outstanding 505.9 546.3 516.8 551.9 Basic earnings per common share: Net income from continuing operations $ 1.94 $ 2.01 $ 5.50 $ 5.49 Income (loss) from discontinued operations (0.02 ) (0.01 ) (0.03 ) 0.05 Net income per basic common share $ 1.92 $ 2.00 $ 5.47 $ 5.54 Diluted earnings per common share: (3) Net income from continuing operations $ 1.92 $ 1.99 $ 5.45 $ 5.43 Income (loss) from discontinued operations (0.02 ) (0.01 ) (0.03 ) 0.05 Net income per diluted common share $ 1.90 $ 1.98 $ 5.42 $ 5.48 __________ (1) Includes undistributed earnings allocated to participating securities using the two-class method under the accounting guidance for computing earnings per share. (2) Represents warrants issued as part of the U.S. Department of Treasury’s Troubled Assets Relief Program (“TARP”). As of September 30, 2016 , there were 4.1 million warrants to purchase common stock outstanding. (3) Excluded from the computation of diluted earnings per share were 2.0 million shares related to options with exercise prices ranging from $63.73 to $82.08 , and 2.3 million shares related to options with exercise prices ranging from $63.73 to $88.81 for the three and nine months ended September 30, 2016 , respectively, and 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, because their inclusion would be anti-dilutive.

Fair Value Measurement (Tables)

Fair Value Measurement (Tables)	9 Months Ended
	Sep. 30, 2016
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, 2016 and December 31, 2015 : Table 12.1: Assets and Liabilities Measured at Fair Value on a Recurring Basis September 30, 2016 Fair Value Measurements Using (Dollars in millions) Level 1 Level 2 Level 3 Total Assets: Securities available for sale: U.S. Treasury securities $ 5,176 $ 0 $ 0 $ 5,176 RMBS 0 29,066 584 29,650 CMBS 0 5,170 98 5,268 Other ABS 0 991 0 991 Other securities 291 126 9 426 Total securities available for sale 5,467 35,353 691 41,511 Other assets: Derivative assets (1)(2) 1 2,257 74 2,332 Other (3) 206 0 267 473 Total assets $ 5,674 $ 37,610 $ 1,032 $ 44,316 Liabilities: Other liabilities: Derivative liabilities (1)(2) $ 2 $ 701 $ 44 $ 747 Total liabilities $ 2 $ 701 $ 44 $ 747 December 31, 2015 Fair Value Measurements Using (Dollars in millions) Level 1 Level 2 Level 3 Total Assets: Securities available for sale: U.S. Treasury securities $ 4,660 $ 0 $ 0 $ 4,660 RMBS 0 26,807 504 27,311 CMBS 0 5,282 97 5,379 Other ABS 0 1,340 0 1,340 Other securities 355 2 14 371 Total securities available for sale 5,015 33,431 615 39,061 Other assets: Derivative assets (1)(2) 2 1,459 57 1,518 Other (3) 183 0 279 462 Total assets $ 5,200 $ 34,890 $ 951 $ 41,041 Liabilities: Other liabilities: Derivative liabilities (1)(2) $ 2 $ 491 $ 27 $ 520 Total liabilities $ 2 $ 491 $ 27 $ 520 __________ (1) 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 the related payables and receivables for cash collateral held or placed with the same counterparty. The net derivative assets were $1.9 billion and $986 million , and the net derivative liabilities were $500 million and $377 million as of September 30, 2016 and December 31, 2015 , respectively. See “ Note 9—Derivative Instruments and Hedging Activities ” for further information. (2) Does not reflect $9 million and $4 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of September 30, 2016 and December 31, 2015 , respectively. Non-performance risk is reflected in other assets and liabilities on the consolidated balance sheets and offset through non-interest income in the consolidated statements of income. (3) Includes consumer MSRs of $62 million and $68 million , retained interests in securitizations of $205 million and $211 million and deferred compensation plan assets of $206 million and $183 million as of September 30, 2016 and December 31, 2015 , respectively. Consumer MSRs and retained interests in securitizations are both classified within Level 3. Deferred compensation plan assets, which consist of investments in publicly traded mutual funds, are classified within Level 1.
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, 2016 and 2015 . 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, 2016 Total Gains (Losses) Net Unrealized (3) (Dollars in millions) Balance, Included (1) Included in OCI Purchases Sales Issuances Settlements Transfers (2) Transfers (2) Balance, September 30, 2016 Assets: Securities available for sale: RMBS $ 555 $ 9 $ 11 $ 51 $ 0 $ 0 $ (27 ) $ 122 $ (137 ) $ 584 $ 8 CMBS 128 0 0 78 0 0 (2 ) 0 (106 ) 98 0 Other ABS 30 0 0 0 0 0 0 0 (30 ) 0 0 Other securities 19 (9 ) 0 6 0 0 (7 ) 0 0 9 0 Total securities available for sale 732 0 11 135 0 0 (36 ) 122 (273 ) 691 8 Other assets: Derivative assets (4) 85 0 0 0 0 18 (27 ) 0 (2 ) 74 0 Consumer MSRs 53 3 0 0 0 7 (1 ) 0 0 62 3 Retained interest in securitizations 203 2 0 0 0 0 0 0 0 205 2 Liabilities: Other liabilities: Derivative liabilities (4) $ (67 ) $ 1 $ 0 $ 0 $ 0 $ (1 ) $ 22 $ 0 $ 1 $ (44 ) $ 1 Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Three Months Ended September 30, 2015 Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of September 30, 2015 (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 $ 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: Derivative assets (4) 61 16 0 0 0 13 (18 ) 0 (7 ) 65 16 Consumer MSRs 65 (7 ) 0 0 0 7 (2 ) 0 0 63 (7 ) 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) Nine Months Ended September 30, 2016 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (3) (Dollars in millions) Balance, January 1, 2016 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, 2016 Assets: Securities available for sale: RMBS $ 504 $ 22 $ 17 $ 110 $ 0 $ 0 $ (75 ) $ 329 $ (323 ) $ 584 $ 22 CMBS 97 0 2 234 0 0 (12 ) 64 (287 ) 98 0 Other ABS 0 0 0 30 0 0 0 0 (30 ) 0 0 Other securities 14 (9 ) 0 14 0 0 (10 ) 0 0 9 0 Total securities available for sale 615 13 19 388 0 0 (97 ) 393 (640 ) 691 22 Other assets: Derivative assets (4) 57 28 0 0 0 60 (53 ) 0 (18 ) 74 28 Consumer MSRs 68 (17 ) 0 0 0 15 (4 ) 0 0 62 (17 ) Retained interest in securitizations 211 (6 ) 0 0 0 0 0 0 0 205 (6 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (27 ) $ (28 ) $ 0 $ 0 $ 0 $ (32 ) $ 35 $ 0 $ 8 $ (44 ) $ (28 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Nine Months Ended September 30, 2015 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (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, 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: Derivative assets (4) 66 17 0 0 0 40 (46 ) 0 (12 ) 65 17 Consumer MSRs 53 (2 ) 0 0 0 17 (5 ) 0 0 63 (2 ) 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 ) __________ (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, 2016 and 2015 , 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 OTTI, 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 the related payables and receivables for 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, 2016 and 2015 . 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, 2016 Total Gains (Losses) Net Unrealized (3) (Dollars in millions) Balance, Included (1) Included in OCI Purchases Sales Issuances Settlements Transfers (2) Transfers (2) Balance, September 30, 2016 Assets: Securities available for sale: RMBS $ 555 $ 9 $ 11 $ 51 $ 0 $ 0 $ (27 ) $ 122 $ (137 ) $ 584 $ 8 CMBS 128 0 0 78 0 0 (2 ) 0 (106 ) 98 0 Other ABS 30 0 0 0 0 0 0 0 (30 ) 0 0 Other securities 19 (9 ) 0 6 0 0 (7 ) 0 0 9 0 Total securities available for sale 732 0 11 135 0 0 (36 ) 122 (273 ) 691 8 Other assets: Derivative assets (4) 85 0 0 0 0 18 (27 ) 0 (2 ) 74 0 Consumer MSRs 53 3 0 0 0 7 (1 ) 0 0 62 3 Retained interest in securitizations 203 2 0 0 0 0 0 0 0 205 2 Liabilities: Other liabilities: Derivative liabilities (4) $ (67 ) $ 1 $ 0 $ 0 $ 0 $ (1 ) $ 22 $ 0 $ 1 $ (44 ) $ 1 Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Three Months Ended September 30, 2015 Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of September 30, 2015 (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 $ 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: Derivative assets (4) 61 16 0 0 0 13 (18 ) 0 (7 ) 65 16 Consumer MSRs 65 (7 ) 0 0 0 7 (2 ) 0 0 63 (7 ) 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) Nine Months Ended September 30, 2016 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (3) (Dollars in millions) Balance, January 1, 2016 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, 2016 Assets: Securities available for sale: RMBS $ 504 $ 22 $ 17 $ 110 $ 0 $ 0 $ (75 ) $ 329 $ (323 ) $ 584 $ 22 CMBS 97 0 2 234 0 0 (12 ) 64 (287 ) 98 0 Other ABS 0 0 0 30 0 0 0 0 (30 ) 0 0 Other securities 14 (9 ) 0 14 0 0 (10 ) 0 0 9 0 Total securities available for sale 615 13 19 388 0 0 (97 ) 393 (640 ) 691 22 Other assets: Derivative assets (4) 57 28 0 0 0 60 (53 ) 0 (18 ) 74 28 Consumer MSRs 68 (17 ) 0 0 0 15 (4 ) 0 0 62 (17 ) Retained interest in securitizations 211 (6 ) 0 0 0 0 0 0 0 205 (6 ) Liabilities: Other liabilities: Derivative liabilities (4) $ (27 ) $ (28 ) $ 0 $ 0 $ 0 $ (32 ) $ 35 $ 0 $ 8 $ (44 ) $ (28 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Nine Months Ended September 30, 2015 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (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, 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: Derivative assets (4) 66 17 0 0 0 40 (46 ) 0 (12 ) 65 17 Consumer MSRs 53 (2 ) 0 0 0 17 (5 ) 0 0 63 (2 ) 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 ) __________ (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, 2016 and 2015 , 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 OTTI, 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 the related payables and receivables for 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 $ 584 Discounted cash flows (3rd party pricing) Yield 0-9% 5% CMBS 98 Discounted cash flows (3rd party pricing) Yield 2% 2% Other securities 9 Discounted cash flows Yield 1-2% 1% Other assets: Derivative assets (1) 74 Discounted cash flows Swap rates 1-2% 2% Consumer MSRs 62 Discounted cash flows Total prepayment rate 9-21% 18% Retained interests in securitization (2) 205 Discounted cash flows Life of receivables (months) Constant prepayment rate 10-88 N/A Liabilities: Derivative liabilities (1) $ 44 Discounted cash flows Swap rates 1-2% 1% Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at December 31, 2015 Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Assets: Securities available for sale: RMBS $ 504 Discounted cash flows (3rd party pricing) Yield 0-12% 6% CMBS 97 Discounted cash flows (3rd party pricing) Yield 2-3% 3% Other securities 14 Discounted cash flows Yield 1% 1% Other assets: Derivative assets (1) 57 Discounted cash flows Swap rates 2% 2% Consumer MSRs 68 Discounted cash flows Total prepayment rate 11-18% 16% Retained interests in securitization (2) 211 Discounted cash flows Life of receivables (months) Constant prepayment rate 16-75 N/A Liabilities: Derivative liabilities (1) $ 27 Discounted cash flows Swap rates 2% 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 the related payables and receivables for 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 $ 584 Discounted cash flows (3rd party pricing) Yield 0-9% 5% CMBS 98 Discounted cash flows (3rd party pricing) Yield 2% 2% Other securities 9 Discounted cash flows Yield 1-2% 1% Other assets: Derivative assets (1) 74 Discounted cash flows Swap rates 1-2% 2% Consumer MSRs 62 Discounted cash flows Total prepayment rate 9-21% 18% Retained interests in securitization (2) 205 Discounted cash flows Life of receivables (months) Constant prepayment rate 10-88 N/A Liabilities: Derivative liabilities (1) $ 44 Discounted cash flows Swap rates 1-2% 1% Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at December 31, 2015 Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Assets: Securities available for sale: RMBS $ 504 Discounted cash flows (3rd party pricing) Yield 0-12% 6% CMBS 97 Discounted cash flows (3rd party pricing) Yield 2-3% 3% Other securities 14 Discounted cash flows Yield 1% 1% Other assets: Derivative assets (1) 57 Discounted cash flows Swap rates 2% 2% Consumer MSRs 68 Discounted cash flows Total prepayment rate 11-18% 16% Retained interests in securitization (2) 211 Discounted cash flows Life of receivables (months) Constant prepayment rate 16-75 N/A Liabilities: Derivative liabilities (1) $ 27 Discounted cash flows Swap rates 2% 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 the related payables and receivables for 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, 2016 and December 31, 2015 , 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, 2016 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 1 Level 2 Level 3 Loans held for investment $ 0 $ 0 $ 434 $ 434 Loans held for sale 0 64 0 64 Other assets (1) 0 0 62 62 Total $ 0 $ 64 $ 496 $ 560 December 31, 2015 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 1 Level 2 Level 3 Loans held for investment $ 0 $ 0 $ 362 $ 362 Loans held for sale 0 149 0 149 Other assets (1) 0 0 92 92 Total $ 0 $ 149 $ 454 $ 603 __________ (1) Includes foreclosed property and repossessed assets of $41 million and long-lived assets held for sale of $21 million as of September 30, 2016 , compared to foreclosed property and repossessed assets of $54 million and long-lived assets held for sale of $38 million as of December 31, 2015 .
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, 2016 and 2015 : Table 12.5: Nonrecurring Fair Value Measurements Included in Earnings Related to Assets Still Held at Period End Total Gains (Losses) Nine Months Ended September 30, (Dollars in millions) 2016 2015 Loans held for investment $ (142 ) $ (70 ) Loans held for sale 0 0 Other assets (1) (15 ) (35 ) Total $ (157 ) $ (105 ) __________ (1) Includes losses related to foreclosed property and repossessed assets.
Schedule of Fair Value of Financial Instruments	The following table is a summary of the fair value estimates for our financial instruments, excluding those financial instruments that are recorded at fair value on a recurring basis as they are included within the “Assets and Liabilities Measured at Fair Value on a Recurring Basis” table included earlier in this Note. Ta ble 12.6: Fair Value of Financial Instruments September 30, 2016 Carrying Amount Estimated Fair Value Estimated Fair Value Hierarchy (Dollars in millions) Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 9,094 $ 9,094 $ 9,094 $ 0 $ 0 Restricted cash for securitization investors 287 287 287 0 0 Securities held to maturity 25,019 26,671 200 26,456 15 Net loans held for investment 231,761 234,969 0 0 234,969 Loans held for sale 994 992 0 992 0 Interest receivable 1,251 1,251 0 1,251 0 Other investments (1) 1,996 1,996 0 1,987 9 Financial liabilities: Non-interest-bearing deposits $ 25,565 $ 25,565 $ 25,565 $ 0 $ 0 Interest-bearing deposits 200,416 199,727 0 20,029 179,698 Securitized debt obligations 18,411 18,528 0 18,528 0 Senior and subordinated notes 24,001 24,351 0 24,351 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 1,079 1,079 1,079 0 0 Other borrowings 16,329 16,296 0 16,296 0 Interest payable 237 237 0 237 0 December 31, 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 $ 8,023 $ 8,023 $ 8,023 $ 0 $ 0 Restricted cash for securitization investors 1,017 1,017 1,017 0 0 Securities held to maturity 24,619 25,317 198 25,068 51 Net loans held for investment 224,721 222,007 0 0 222,007 Loans held for sale 904 933 0 860 73 Interest receivable 1,189 1,189 0 1,189 0 Other investments (1) 2,060 2,060 0 2,060 0 Financial liabilities: Non-interest-bearing deposits $ 25,847 $ 25,847 $ 25,847 $ 0 $ 0 Interest-bearing deposits 191,874 185,075 0 15,848 169,227 Securitized debt obligations 16,166 16,225 0 16,225 0 Senior and subordinated notes 21,837 22,062 0 22,062 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 981 981 981 0 0 Other borrowings 20,131 20,134 0 20,134 0 Interest payable 299 299 0 299 0 __________ (1) Includes FHLB and Federal Reserve stock and cost method investments. These investments are included in other assets on our consolidated balance sheets.

Business Segments (Tables)

Business Segments (Tables)	9 Months Ended
	Sep. 30, 2016
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, 2016 and 2015 , selected balance sheet data as of September 30, 2016 and 2015 , and a reconciliation of our total business segment results to our reported consolidated income from continuing operations, loans held for investment and deposits. Table 13.1: Segment Results and Reconciliation Three Months Ended September 30, 2016 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Net interest income $ 3,204 $ 1,472 $ 555 $ 46 $ 5,277 Non-interest income 825 201 156 2 1,184 Total net revenue 4,029 1,673 711 48 6,461 Provision (benefit) for credit losses 1,272 256 61 (1 ) 1,588 Non-interest expense 1,884 1,034 349 94 3,361 Income (loss) from continuing operations before income taxes 873 383 301 (45 ) 1,512 Income tax provision (benefit) 318 139 110 (71 ) 496 Income (loss) from continuing operations, net of tax $ 555 $ 244 $ 191 $ 26 $ 1,016 Loans held for investment $ 99,201 $ 72,285 $ 66,457 $ 76 $ 238,019 Deposits 0 178,793 33,611 13,577 225,981 Three Months Ended September 30, 2015 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Net interest income $ 2,866 $ 1,443 $ 454 $ (3 ) $ 4,760 Non-interest income 858 174 108 0 1,140 Total net revenue 3,724 1,617 562 (3 ) 5,900 Provision (benefit) for credit losses 831 188 75 (2 ) 1,092 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 (loss) 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 Nine Months Ended September 30, 2016 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Net interest income $ 9,282 $ 4,331 $ 1,651 $ 162 $ 15,426 Non-interest income 2,531 567 403 8 3,509 Total net revenue 11,813 4,898 2,054 170 18,935 Provision (benefit) for credit losses 3,604 690 417 (4 ) 4,707 Non-interest expense 5,630 3,030 1,014 205 9,879 Income (loss) from continuing operations before income taxes 2,579 1,178 623 (31 ) 4,349 Income tax provision (benefit) 931 428 227 (214 ) 1,372 Income (loss) from continuing operations, net of tax $ 1,648 $ 750 $ 396 $ 183 $ 2,977 Loans held for investment $ 99,201 $ 72,285 $ 66,457 $ 76 $ 238,019 Deposits 0 178,793 33,611 13,577 225,981 Nine Months Ended September 30, 2015 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated 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 10,684 4,849 1,726 (40 ) 17,219 Provision (benefit) for credit losses 2,395 579 184 (2 ) 3,156 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 (loss) 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 __________ (1) Some of our tax-related commercial investments generate tax-exempt income or tax credits. Accordingly, we make certain reclassifications within our Commercial Banking business results to present revenues and yields on a taxable-equivalent basis, calculated assuming an effective tax rate approximately equal to our federal statutory tax rate of 35% with offsetting reclassifications to the Other category.

Commitments, Contingencies, G35

Commitments, Contingencies, Guarantees, and Others (Tables)	9 Months Ended
	Sep. 30, 2016
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, 2016 and December 31, 2015 : 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, December 31, Total 2008 2007 2006 2005 GSEs $ 2 $ 2 $ 11 $ 1 $ 4 $ 3 $ 3 Insured Securitizations 3 4 20 0 2 8 10 Uninsured Securitizations and Other 13 14 80 3 15 30 32 Total $ 18 $ 20 $ 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, 2014 $ 16 $ 649 $ 1,847 $ 2,512 Gross new demands received 23 0 23 46 Loans repurchased/made whole (17 ) 0 (1 ) (18 ) Demands rescinded (21 ) (115 ) (1,054 ) (1,190 ) Open claims as of December 31, 2015 1 534 815 1,350 Gross new demands received 11 1 12 24 Loans repurchased/made whole (4 ) 0 0 (4 ) Demands rescinded (2 ) 0 (1 ) (3 ) Open claims as of September 30, 2016 $ 6 $ 535 $ 826 $ 1,367 __________ (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 in 2015 reflect the ruling from New York’s highest court in June 2015 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, 2016 and 2015 : Table 14.3: Changes in Representation and Warranty Reserve (1) Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2016 2015 2016 2015 Representation and warranty reserve, beginning of period $ 614 $ 636 $ 610 $ 731 Provision (benefit) for mortgage representation and warranty losses: Recorded in continuing operations 0 (7 ) (2 ) (15 ) Recorded in discontinued operations 18 3 23 (43 ) Total provision (benefit) for mortgage representation and warranty losses 18 (4 ) 21 (58 ) Net realized recoveries (losses) 0 0 1 (41 ) Representation and warranty reserve, end of period $ 632 $ 632 $ 632 $ 632 __________ (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 of September 30, 2016 and December 31, 2015 : 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, December 31, Selected period-end data: Active Insured Securitizations and GSEs $ 501 $ 480 $ 27 Inactive Insured Securitizations and Others 131 130 84 Total $ 632 $ 610 $ 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.

Summary of Significant Accoun36

Summary of Significant Accounting Policies - Segments (Details) $ in Millions	7 Months Ended	9 Months Ended
	Jun. 30, 2016USD ($)	Sep. 30, 2016USD ($)Segment
Business Acquisition [Line Items]
Goodwill, Acquired During Period		$ 24
Number of Operating Segments | Segment		3
GE Healthcare [Member]
Business Acquisition [Line Items]
Payments to Acquire Businesses, Net of Cash Acquired	$ 9,000
Cash Acquired from Acquisition	180
Business Combination, Total Assets Acquired		$ 9,200
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Loans Receivable		8,200
Business Combination, Acquired Intangibles		$ 134
Goodwill, Acquired During Period	$ 518

Discontinued Operations - Summa

Discontinued Operations - Summary of Results from Discontinued Operations (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Income (loss) from discontinued operations, net of tax	$ (11)	$ (4)	$ (17)	$ 26
Wholesale Mortgage Banking Unit
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Non-interest income (expense), net	(17)	(7)	(27)	41
Income (loss) from discontinued operations before income taxes	(17)	(7)	(27)	41
Income tax provision (benefit)	(6)	(3)	(10)	15
Income (loss) from discontinued operations, net of tax	$ (11)	$ (4)	$ (17)	$ 26

Investment Securities - Schedul

Investment Securities - Schedule of Investment Portfolio (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Securities available for sale, at fair value	$ 41,511	$ 39,061
Securities held to maturity, at carrying value	25,019	24,619
Total investments securities	$ 66,530	$ 63,680

Investment Securities - Additio

Investment Securities - Additional Information (Details) $ in Millions	Sep. 30, 2016USD ($)Security	Dec. 31, 2015USD ($)
Schedule of Available-for-sale Securities [Line Items]
Number of sale securities exceeding amortized cost over fair value | Security	490
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (101)	$ (321)
Difference in amortized cost and fair value of securities that had been in a loss position for 12 months or longer	$ (71)	(165)
Securities held to maturity | Security	20
Fair value of securities pledged	$ 2,100	1,700
Carrying value of securities pledged	7,400	8,700
Encumbered amount of securities pledged as collateral	9,000	10,600
Fair value of securities pledged, accepted	38	172
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	$ (6)	$ (81)
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	10.00%
Investment Securities Portfolio | US Treasury and Government
Schedule of Available-for-sale Securities [Line Items]
Percentage of portfolio	91.00%	90.00%
Residential Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (76)	$ (234)
Difference in amortized cost and fair value of securities that had been in a loss position for 12 months or longer	(49)	(114)
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	(10)
Non-Agency | Residential Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, before Tax, Including Portion Attributable to Noncontrolling Interest, Available-for-sale Securities	6	22
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	(6)	(22)
Difference in amortized cost and fair value of securities that had been in a loss position for 12 months or longer	$ (6)	$ (12)

Investment Securities - Sched40

Investment Securities - Schedule of Available-for-Sale Securities (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Investment securities available for sale:
Total Amortized Cost	$ 40,729	$ 38,804
Gross Unrealized Gains	883	578
Gross Unrealized Losses	(101)	(321)
Securities available for sale, at fair value	$ 41,511	$ 39,061
Collateralized by Credit Card Loans | Other Asset-backed Securities Portfolio
Investment securities available for sale:
Percentage of portfolio	68.00%	71.00%
Auto Dealer Floor Plan Inventory Loans and Leases | Other Asset-backed Securities Portfolio
Investment securities available for sale:
Percentage of portfolio	17.00%	11.00%
U.S. Treasury securities
Investment securities available for sale:
Total Amortized Cost	$ 5,136	$ 4,664
Gross Unrealized Gains	40	5
Gross Unrealized Losses	0	(9)
Securities available for sale, at fair value	5,176	4,660
RMBS
Investment securities available for sale:
Total Amortized Cost	28,996	27,012
Gross Unrealized Gains	730	533
Gross Unrealized Losses	(76)	(234)
Securities available for sale, at fair value	29,650	27,311
RMBS | Agency
Investment securities available for sale:
Total Amortized Cost	26,563	24,332
Gross Unrealized Gains	335	165
Gross Unrealized Losses	(70)	(212)
Securities available for sale, at fair value	26,828	24,285
RMBS | Non-Agency
Investment securities available for sale:
Total Amortized Cost	2,433	2,680
Gross Unrealized Gains	395	368
Gross Unrealized Losses	(6)	(22)
Securities available for sale, at fair value	2,822	3,026
Non-credit OTTI losses related to non-agency RMBS	6	22
CMBS
Investment securities available for sale:
Total Amortized Cost	5,189	5,413
Gross Unrealized Gains	102	37
Gross Unrealized Losses	(23)	(71)
Securities available for sale, at fair value	5,268	5,379
CMBS | Agency
Investment securities available for sale:
Total Amortized Cost	3,492	3,690
Gross Unrealized Gains	47	21
Gross Unrealized Losses	(21)	(47)
Securities available for sale, at fair value	3,518	3,664
CMBS | Non-Agency
Investment securities available for sale:
Total Amortized Cost	1,697	1,723
Gross Unrealized Gains	55	16
Gross Unrealized Losses	(2)	(24)
Securities available for sale, at fair value	1,750	1,715
Other ABS
Investment securities available for sale:
Total Amortized Cost	986	1,345
Gross Unrealized Gains	5	1
Gross Unrealized Losses	0	(6)
Securities available for sale, at fair value	991	1,340
Other securities
Investment securities available for sale:
Total Amortized Cost	422	370
Gross Unrealized Gains	6	2
Gross Unrealized Losses	(2)	(1)
Securities available for sale, at fair value	$ 426	$ 371

Investment Securities - Investm

Investment Securities - Investment Securities Held to Maturity (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$ 26,053	$ 25,772
Unrealized Losses Recorded in AOCI	(1,034)	(1,153)
Carrying Value	25,019	24,619
Gross Unrealized Gains	1,658	779
Gross Unrealized Losses	(6)	(81)
Fair Value	26,671	25,317
U.S. Treasury securities
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	199	199
Unrealized Losses Recorded in AOCI	0	0
Carrying Value	199	199
Gross Unrealized Gains	1	0
Gross Unrealized Losses	0	(1)
Fair Value	200	198
Agency | RMBS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	22,544	22,561
Unrealized Losses Recorded in AOCI	(939)	(1,048)
Carrying Value	21,605	21,513
Gross Unrealized Gains	1,462	692
Gross Unrealized Losses	(6)	(72)
Fair Value	23,061	22,133
Agency | CMBS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	3,310	3,012
Unrealized Losses Recorded in AOCI	(95)	(105)
Carrying Value	3,215	2,907
Gross Unrealized Gains	195	87
Gross Unrealized Losses	0	(8)
Fair Value	$ 3,410	$ 2,986

Investment Securities - Sched42

Investment Securities - Schedule of Available-for-Sale Securities in Gross Unrealized Loss Position (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	$ 5,354	$ 18,642
Less than 12 Months, Gross Unrealized Losses	(30)	(156)
12 Months or Longer, Fair Value	4,693	6,328
12 Months or Longer, Gross Unrealized Losses	(71)	(165)
Total Fair Value	10,047	24,970
Total Gross Unrealized Losses	(101)	(321)
U.S. Treasury securities
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	0	3,096
Less than 12 Months, Gross Unrealized Losses	0	(9)
12 Months or Longer, Fair Value	0	1
12 Months or Longer, Gross Unrealized Losses	0	0
Total Fair Value	0	3,097
Total Gross Unrealized Losses	0	(9)
RMBS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	4,581	12,380
Less than 12 Months, Gross Unrealized Losses	(27)	(120)
12 Months or Longer, Fair Value	3,639	4,575
12 Months or Longer, Gross Unrealized Losses	(49)	(114)
Total Fair Value	8,220	16,955
Total Gross Unrealized Losses	(76)	(234)
RMBS | Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	4,522	12,025
Less than 12 Months, Gross Unrealized Losses	(27)	(110)
12 Months or Longer, Fair Value	3,437	4,420
12 Months or Longer, Gross Unrealized Losses	(43)	(102)
Total Fair Value	7,959	16,445
Total Gross Unrealized Losses	(70)	(212)
RMBS | Non-Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	59	355
Less than 12 Months, Gross Unrealized Losses	0	(10)
12 Months or Longer, Fair Value	202	155
12 Months or Longer, Gross Unrealized Losses	(6)	(12)
Total Fair Value	261	510
Total Gross Unrealized Losses	(6)	(22)
CMBS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	572	2,091
Less than 12 Months, Gross Unrealized Losses	(2)	(22)
12 Months or Longer, Fair Value	1,022	1,478
12 Months or Longer, Gross Unrealized Losses	(21)	(49)
Total Fair Value	1,594	3,569
Total Gross Unrealized Losses	(23)	(71)
CMBS | Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	462	1,352
Less than 12 Months, Gross Unrealized Losses	(2)	(9)
12 Months or Longer, Fair Value	870	1,148
12 Months or Longer, Gross Unrealized Losses	(19)	(38)
Total Fair Value	1,332	2,500
Total Gross Unrealized Losses	(21)	(47)
CMBS | Non-Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	110	739
Less than 12 Months, Gross Unrealized Losses	0	(13)
12 Months or Longer, Fair Value	152	330
12 Months or Longer, Gross Unrealized Losses	(2)	(11)
Total Fair Value	262	1,069
Total Gross Unrealized Losses	(2)	(24)
Other ABS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	71	825
Less than 12 Months, Gross Unrealized Losses	0	(5)
12 Months or Longer, Fair Value	12	255
12 Months or Longer, Gross Unrealized Losses	0	(1)
Total Fair Value	83	1,080
Total Gross Unrealized Losses	0	(6)
Other securities
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	130	250
Less than 12 Months, Gross Unrealized Losses	(1)	0
12 Months or Longer, Fair Value	20	19
12 Months or Longer, Gross Unrealized Losses	(1)	(1)
Total Fair Value	150	269
Total Gross Unrealized Losses	$ (2)	$ (1)

Investment Securities - Sched43

Investment Securities - Schedule of Contractual Maturities for Available for Sale Securities (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Amortized Cost
Due in 1 year or less	$ 1,106
Due after 1 year through 5 years	4,201
Due after 5 years through 10 years	3,136
Due after 10 years	32,286
Total Amortized Cost	40,729	$ 38,804
Fair Value
Due in 1 year or less	1,109
Due after 1 year through 5 years	4,239
Due after 5 years through 10 years	3,189
Due after 10 years	32,974
Available-for-sale Securities	$ 41,511	$ 39,061

Investment Securities - Sched44

Investment Securities - Schedule of Contractual Maturities of Securities Held to Maturity (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Carrying Value
Due after 1 year through 5 years	$ 199
Due after 5 years through 10 years	1,362
Due after 10 years	23,458
Carrying Value	25,019	$ 24,619
Fair Value
Due after 1 year through 5 years	200
Due after 5 years through 10 years	1,483
Due after 10 years	24,988
Fair Value	$ 26,671	$ 25,317

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, 2016	Dec. 31, 2015
Securities available for sale
Due in 1 Year or Less	$ 1,788
Due 1 Year through 5 Years	28,464
Due 5 Years through 10 Years	10,739
Due 10 Years	520
Available-for-sale Securities	41,511	$ 39,061
Amortized cost of securities available for sale
Due in 1 Year or Less	1,789
Due 1 Year through 5 Years	28,057
Due 5 Years through 10 Years	10,414
Due 10 Years	469
Total Amortized Cost	$ 40,729	38,804
Weighted average yield for securities available for sale
Due in 1 Year or Less	1.38%
Due 1 Year through 5 Years	2.02%
Due 5 Years through 10 Years	2.91%
Due 10 Years	7.19%
Total weighted average yield	2.28%
Carrying value of securities held to maturity
Due in 1 Year or Less	$ 64
Due 1 Year through 5 Years	7,028
Due 5 Years through 10 Years	14,828
Due 10 Years	3,099
Carrying Value	25,019	24,619
Fair value of securities held to maturity
Due in 1 Year or Less	63
Due 1 Year through 5 Years	7,338
Due 5 Years through 10 Years	15,844
Due 10 Years	3,426
Fair Value	$ 26,671	25,317
Weighted average yield for securities held to maturity
Due in 1 Year or Less	2.08%
Due 1 Year through 5 Years	2.47%
Due 5 Years through 10 Years	2.50%
Due 10 Years	3.25%
Total weighted average yield	2.58%
U.S. Treasury securities
Carrying value of securities held to maturity
Due in 1 Year or Less	$ 0
Due 1 Year through 5 Years	199
Due 5 Years through 10 Years	0
Due 10 Years	0
Carrying Value	199	199
Fair value of securities held to maturity
Fair Value	200	198
U.S. Treasury securities
Securities available for sale
Due in 1 Year or Less	803
Due 1 Year through 5 Years	2,879
Due 5 Years through 10 Years	1,494
Due 10 Years	0
Available-for-sale Securities	5,176	4,660
Amortized cost of securities available for sale
Total Amortized Cost	5,136	4,664
RMBS
Securities available for sale
Due in 1 Year or Less	364
Due 1 Year through 5 Years	22,214
Due 5 Years through 10 Years	6,659
Due 10 Years	413
Available-for-sale Securities	29,650	27,311
Amortized cost of securities available for sale
Total Amortized Cost	28,996	27,012
RMBS | Agency
Securities available for sale
Due in 1 Year or Less	333
Due 1 Year through 5 Years	21,314
Due 5 Years through 10 Years	5,181
Due 10 Years	0
Available-for-sale Securities	26,828	24,285
Amortized cost of securities available for sale
Total Amortized Cost	26,563	24,332
Carrying value of securities held to maturity
Due in 1 Year or Less	64
Due 1 Year through 5 Years	6,697
Due 5 Years through 10 Years	12,391
Due 10 Years	2,453
Carrying Value	21,605	21,513
Fair value of securities held to maturity
Fair Value	23,061	22,133
RMBS | Non-Agency
Securities available for sale
Due in 1 Year or Less	31
Due 1 Year through 5 Years	900
Due 5 Years through 10 Years	1,478
Due 10 Years	413
Available-for-sale Securities	2,822	3,026
Amortized cost of securities available for sale
Total Amortized Cost	2,433	2,680
CMBS
Securities available for sale
Due in 1 Year or Less	212
Due 1 Year through 5 Years	2,477
Due 5 Years through 10 Years	2,579
Due 10 Years	0
Available-for-sale Securities	5,268	5,379
Amortized cost of securities available for sale
Total Amortized Cost	5,189	5,413
CMBS | Agency
Securities available for sale
Due in 1 Year or Less	45
Due 1 Year through 5 Years	1,745
Due 5 Years through 10 Years	1,728
Due 10 Years	0
Available-for-sale Securities	3,518	3,664
Amortized cost of securities available for sale
Total Amortized Cost	3,492	3,690
Carrying value of securities held to maturity
Due in 1 Year or Less	0
Due 1 Year through 5 Years	132
Due 5 Years through 10 Years	2,437
Due 10 Years	646
Carrying Value	3,215	2,907
Fair value of securities held to maturity
Fair Value	3,410	2,986
CMBS | Non-Agency
Securities available for sale
Due in 1 Year or Less	167
Due 1 Year through 5 Years	732
Due 5 Years through 10 Years	851
Due 10 Years	0
Available-for-sale Securities	1,750	1,715
Amortized cost of securities available for sale
Total Amortized Cost	1,697	1,723
Other ABS
Securities available for sale
Due in 1 Year or Less	223
Due 1 Year through 5 Years	761
Due 5 Years through 10 Years	7
Due 10 Years	0
Available-for-sale Securities	991	1,340
Amortized cost of securities available for sale
Total Amortized Cost	986	1,345
Other securities
Securities available for sale
Due in 1 Year or Less	186
Due 1 Year through 5 Years	133
Due 5 Years through 10 Years	0
Due 10 Years	107
Available-for-sale Securities	426	371
Amortized cost of securities available for sale
Total Amortized Cost	$ 422	$ 370

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Credit loss component, beginning of period	$ 204	$ 192	$ 199	$ 175
Additions:
Initial credit impairment	0	2	1	7
Subsequent credit impairment	0	3	7	15
Total additions	0	5	8	22
Reductions due to payoffs, disposals, transfers and other	0	(1)	(3)	(1)
Credit loss component, end of period	$ 204	$ 196	$ 204	$ 196

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Realized gains (losses):
Gross realized gains	$ 2	$ 3	$ 8	$ 20
Gross realized losses	(1)	0	(5)	(16)
Net realized gains (losses)	1	3	3	4
OTTI recognized in earnings:
Credit-related OTTI	0	(5)	(8)	(22)
Intent to Sell OTTI	0	0	(2)	(5)
Total OTTI recognized in earnings	0	(5)	(10)	(27)
Net securities gains (losses)	1	(2)	(7)	(23)
Proceeds from sales	$ 828	$ 898	$ 3,528	$ 3,211

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, 2016	Dec. 31, 2015
Outstanding Balance and Carrying Value of Acquired Securities
Outstanding balance	$ 3,001	$ 3,285
Carrying value	$ 2,351	$ 2,480

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, 2016	Sep. 30, 2016
Changes in Accretable Yield of Acquired Securities [Roll Forward]
Accretable yield beginning balance	$ 1,237	$ 1,237
Accretion recognized in earnings	(49)	(156)
Reduction due to payoffs, disposals, transfers and other	0	(2)
Net reclassifications from (to) nonaccretable difference	13	122
Accretable yield ending balance	$ 1,201	$ 1,201

Loans - Additional Information

Loans - Additional Information (Detail) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Loans and Leases Receivable Disclosure [Line Items]
Pledged Financial Instruments, Not separately reported, Loans Receivable, for Federal Home Loan Bank Debt, UPB	$ 30,000	$ 36,900
Loans held for investment	238,019	229,851	$ 213,329
Loans held for sale	994	904
Mortgage loans in process of foreclosure	377	474
Performing
Loans and Leases Receivable Disclosure [Line Items]
Troubled debt restructurings included in impaired loans	2,300	1,800
Home loan | Other Assets
Loans and Leases Receivable Disclosure [Line Items]
Real estate acquired through foreclosure	75	123
Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	76	88
Consumer Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	72,285	70,372
Consumer Portfolio Segment [Member] | Performing
Loans and Leases Receivable Disclosure [Line Items]
Troubled debt restructurings included in impaired loans	1,100	1,000
Consumer Portfolio Segment [Member] | Home loan
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	22,448	25,227
Commercial Banking
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	66,457	63,266
Commercial Banking | Criticized
Loans and Leases Receivable Disclosure [Line Items]
Minimum loan amount reviewed quarterly by management for further deterioration	1
Commercial Banking | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Minimum loan amount requiring annual review	1
Commercial Banking | Performing
Loans and Leases Receivable Disclosure [Line Items]
Troubled debt restructurings included in impaired loans	455	334
Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	99,201	96,125
Other Portfolio Segments, Excluding Credit Card
Loans and Leases Receivable Disclosure [Line Items]
Unused Commitments to Extend Credit	28,000	27,900
Advised Line of Credit	$ 745	1,000
Home Loans
Loans and Leases Receivable Disclosure [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]
Loans and Leases Receivable Disclosure [Line Items]
Unused Commitments to Extend Credit	$ 314,800	$ 308,300

Loans - Loan Portfolio Composit

Loans - Loan Portfolio Composition and Aging Analysis (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$ 214,628	$ 203,438
Past due	7,242	6,895
Loans held for investment	$ 238,019	$ 229,851	$ 213,329
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Financing Receivable, Percent Current	90.17%	88.51%
Total Delinquent Loans (as percent)	3.04%	3.00%
Total Loans (as percent)	100.00%	100.00%
Loans and Leases Receivable, Deferred Income	$ 515	$ 499
Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	95,545	92,857
Past due	3,656	3,268
Loans held for investment	99,201	96,125
Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	53,710	48,528
Past due	3,080	3,284
Loans held for investment	72,285	70,372
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	43,486	38,549
Past due	2,825	3,000
Loans held for investment	46,311	41,549
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	6,775	6,465
Past due	207	235
Loans held for investment	22,448	25,227
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	3,449	3,514
Past due	48	49
Loans held for investment	3,526	3,596
Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	65,305	61,976
Past due	498	332
Loans held for investment	66,457	63,266
Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	64,800	61,369
Past due	485	326
Loans held for investment	65,939	62,653
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	26,419	25,449
Past due	59	38
Loans held for investment	26,507	25,518
Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	38,381	35,920
Past due	426	288
Loans held for investment	39,432	37,135
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	505	607
Past due	13	6
Loans held for investment	518	613
Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	68	77
Past due	8	11
Loans held for investment	76	88
Receivables Acquired with Deteriorated Credit Quality [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	$ 16,149	$ 19,518
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Loans (as percent)	6.79%	8.49%
Receivables Acquired with Deteriorated Credit Quality [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	$ 0	$ 0
Receivables Acquired with Deteriorated Credit Quality [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	15,495	18,560
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	15,466	18,527
Receivables Acquired with Deteriorated Credit Quality [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	29	33
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	654	958
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	654	958
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	29	31
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	625	927
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	$ 3,129	$ 3,069
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	1.31%	1.33%
Financing Receivables, 30 to 59 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 1,175	$ 1,016
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1,889	1,963
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1,826	1,901
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	44	41
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	19	21
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	63	88
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	58	85
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1	34
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	57	51
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	5	3
Financing Receivables, 30 to 59 Days Past Due [Member] | Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	2	2
Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 1,739	$ 1,668
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.73%	0.73%
Financing Receivables, 60 to 89 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 836	$ 725
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	827	906
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	799	880
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	19	18
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	9	8
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	75	35
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	73	34
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	50	0
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	23	34
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	$ 2,374	$ 2,158
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	1.00%	0.94%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 1,645	$ 1,527
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	364	415
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	200	219
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	144	176
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	20	20
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	360	209
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	354	207
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	8	4
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	346	203
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	6	2
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	5	7
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	87,607	84,954
Past due	3,348	2,985
Loans held for investment	90,955	87,939
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member] | Installment loans
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Gross	9	16
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	0
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	1,056	906
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	764	658
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	1,528	1,421
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	7,938	7,903
Past due	308	283
Loans held for investment	8,246	8,186
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	119	110
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	72	67
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	$ 117	$ 106

Loans - 90+ Day Delinquent Loan

Loans - 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 1,663	$ 1,505
Nonperforming Loans	$ 1,561	$ 1,170
Percent 90 days past due and still accruing	0.70%	0.65%
Financing Receivable, Nonaccrual, Percent Past Due	0.66%	0.51%
Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 1,619	$ 1,500
Nonperforming Loans	44	53
Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	1	0
Nonperforming Loans	$ 514	$ 558
Financing Receivable, Nonaccrual, Percent Past Due	0.71%	0.79%
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 0	$ 0
Nonperforming Loans	$ 200	$ 219
Financing Receivable, Nonaccrual, Percent Past Due	0.43%	0.53%
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 0	$ 0
Nonperforming Loans	$ 277	$ 311
Financing Receivable, Nonaccrual, Percent Past Due	1.23%	1.23%
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 1	$ 0
Nonperforming Loans	$ 37	$ 28
Financing Receivable, Nonaccrual, Percent Past Due	1.05%	0.77%
Commercial Banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 43	$ 5
Nonperforming Loans	994	550
Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	43	5
Nonperforming Loans	983	545
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	2	0
Nonperforming Loans	22	7
Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	41	5
Nonperforming Loans	961	538
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	11	5
Other
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	0	0
Nonperforming Loans	9	9
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	1,528	1,421
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	91	79
Nonperforming Loans	$ 44	$ 53

Loans - Credit Card_ Risk Profi

Loans - Credit Card: Risk Profile by Geographic Region and Delinquency Status (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 238,019	$ 229,851	$ 213,329
Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 99,201	$ 96,125
Percentage of portfolio	100.00%	100.00%
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 90,955	$ 87,939
Percentage of portfolio	91.70%	91.50%
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 8,246	$ 8,186
Percentage of portfolio	8.30%	8.50%
California | Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 10,446	$ 10,029
Percentage of portfolio	10.60%	10.50%
Texas | Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,753	$ 6,344
Percentage of portfolio	6.80%	6.60%
New York | Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,665	$ 6,446
Percentage of portfolio	6.70%	6.70%
Florida | Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,093	$ 5,712
Percentage of portfolio	6.10%	5.90%
Illinois | Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,198	$ 4,121
Percentage of portfolio	4.20%	4.30%
Pennsylvania | Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,780	$ 3,764
Percentage of portfolio	3.80%	3.90%
Ohio | Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,392	$ 3,371
Percentage of portfolio	3.40%	3.50%
New Jersey | Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,268	$ 3,210
Percentage of portfolio	3.30%	3.30%
Michigan | Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,962	$ 2,922
Percentage of portfolio	3.00%	3.00%
Other | Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 43,398	$ 42,020
Percentage of portfolio	43.80%	43.80%
Canada | Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 5,302	$ 4,889
Percentage of portfolio	5.30%	5.10%
United Kingdom | Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,944	$ 3,297
Percentage of portfolio	3.00%	3.40%

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 906	$ 655	$ 2,805	$ 2,077
Percentage annualized net charge-off by average loans held for investment	3.70%	2.96%	3.93%	3.26%
Geographic Distribution, Domestic [Member]
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 841	$ 619	$ 2,602	$ 1,933
Percentage annualized net charge-off by average loans held for investment	3.74%	3.08%	3.99%	3.35%
Geographic Distribution, Foreign [Member]
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 65	$ 36	$ 203	$ 144
Percentage annualized net charge-off by average loans held for investment	3.18%	1.80%	3.32%	2.41%

Loans - Consumer Banking_ Risk

Loans - Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 238,019	$ 229,851	$ 213,329
Consumer Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 72,285	$ 70,372
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Auto
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 46,311	$ 41,549
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 46,311	$ 41,549
Percentage of portfolio	64.00%	59.00%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | Texas
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,096	$ 5,463
Percentage of portfolio	8.40%	7.80%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | California
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 5,290	$ 4,611
Percentage of portfolio	7.30%	6.50%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | Louisiana
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,108	$ 1,882
Percentage of portfolio	2.90%	2.70%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,008	$ 1,859
Percentage of portfolio	2.80%	2.60%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | Florida
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,841	$ 3,315
Percentage of portfolio	5.30%	4.70%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | Georgia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,425	$ 2,245
Percentage of portfolio	3.40%	3.20%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,929	$ 1,738
Percentage of portfolio	2.70%	2.50%
Consumer Portfolio Segment [Member] | Auto | Geographic Concentration Risk | Loans Receivable | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 22,614	$ 20,436
Percentage of portfolio	31.20%	29.00%
Consumer Portfolio Segment [Member] | Home loan
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 22,448	$ 25,227
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 22,448	$ 25,227
Percentage of portfolio	31.10%	35.90%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | California
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 5,183	$ 5,884
Percentage of portfolio	7.20%	8.40%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | Louisiana
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,017	$ 1,146
Percentage of portfolio	1.40%	1.60%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | New York
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,032	$ 2,171
Percentage of portfolio	2.80%	3.10%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,290	$ 1,490
Percentage of portfolio	1.80%	2.10%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | Maryland
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,450	$ 1,539
Percentage of portfolio	2.00%	2.20%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,158	$ 1,293
Percentage of portfolio	1.60%	1.80%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | Virginia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,241	$ 1,354
Percentage of portfolio	1.70%	1.90%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Loans Receivable | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 9,077	$ 10,350
Percentage of portfolio	12.60%	14.80%
Consumer Portfolio Segment [Member] | Retail banking
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,526	$ 3,596
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,526	$ 3,596
Percentage of portfolio	4.90%	5.10%
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable | Texas
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 765	$ 757
Percentage of portfolio	1.10%	1.10%
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable | Louisiana
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,041	$ 1,071
Percentage of portfolio	1.40%	1.50%
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable | New York
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 922	$ 921
Percentage of portfolio	1.30%	1.30%
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable | Maryland
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 187	$ 180
Percentage of portfolio	0.30%	0.30%
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 234	$ 259
Percentage of portfolio	0.30%	0.40%
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable | Virginia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 155	$ 151
Percentage of portfolio	0.20%	0.20%
Consumer Portfolio Segment [Member] | Retail banking | Geographic Concentration Risk | Loans Receivable | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 222	$ 257
Percentage of portfolio	0.30%	0.30%

Loans - Consumer Banking_ Net C

Loans - Consumer Banking: Net Charge-Offs and Nonperforming Loans (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Loans and Leases Receivable Disclosure [Line Items]
Nonperforming Loans	$ 1,561	$ 1,170	$ 1,561		$ 1,561
Financing Receivable, Nonaccrual, Percent Past Due	0.66%	0.51%
Consumer Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs			$ 227	$ 203	$ 556	$ 498
Percentage annualized net charge-off by average loans held for investment			1.26%	1.14%	1.04%	0.93%
Nonperforming Loans	$ 514	$ 558	$ 514		$ 514
Financing Receivable, Nonaccrual, Percent Past Due	0.71%	0.79%
Percentage annualized net charge-off by average loans held for investment, excluding loans acquired (as percent)			1.62%	1.58%	1.37%	1.33%
Nonperforming loans, excluding acquired loans (as percent)	0.90%	1.08%
Consumer Portfolio Segment [Member] | Auto
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs			$ 210	$ 188	$ 508	$ 457
Percentage annualized net charge-off by average loans held for investment			1.85%	1.85%	1.55%	1.54%
Nonperforming Loans	$ 200	$ 219	$ 200		$ 200
Financing Receivable, Nonaccrual, Percent Past Due	0.43%	0.53%
Consumer Portfolio Segment [Member] | Home loan
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs			$ 1	$ 1	$ 9	$ 6
Percentage annualized net charge-off by average loans held for investment			0.03%	0.01%	0.05%	0.03%
Nonperforming Loans	$ 277	$ 311	$ 277		$ 277
Financing Receivable, Nonaccrual, Percent Past Due	1.23%	1.23%
Percentage annualized net charge-off by average loans held for investment, excluding loans acquired (as percent)			0.08%	0.05%	0.18%	0.11%
Nonperforming loans, excluding acquired loans (as percent)	3.97%	4.68%
Consumer Portfolio Segment [Member] | Retail banking
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs			$ 16	$ 14	$ 39	$ 35
Percentage annualized net charge-off by average loans held for investment			1.75%	1.53%	1.46%	1.30%
Nonperforming Loans	$ 37	$ 28	$ 37		$ 37
Financing Receivable, Nonaccrual, Percent Past Due	1.05%	0.77%

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, 2016	Dec. 31, 2015	Sep. 30, 2015
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 238,019	$ 229,851	$ 213,329
Consumer Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 72,285	$ 70,372
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Home loan
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 22,448	$ 25,227
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 22,448	$ 25,227
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | Origination during or before 2007
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 10,035	$ 11,515
Percentage of portfolio	44.70%	45.60%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2008
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,549	$ 3,023
Percentage of portfolio	11.40%	12.00%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2009
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,268	$ 1,595
Percentage of portfolio	5.70%	6.30%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2010
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,812	$ 2,305
Percentage of portfolio	8.10%	9.20%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2011
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,020	$ 2,652
Percentage of portfolio	9.00%	10.50%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2012
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,345	$ 1,665
Percentage of portfolio	6.00%	6.60%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2013
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 554	$ 628
Percentage of portfolio	2.40%	2.50%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2014
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 626	$ 711
Percentage of portfolio	2.80%	2.80%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2015
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,096	$ 1,133
Percentage of portfolio	4.80%	4.50%
Consumer Portfolio Segment [Member] | Home loan | Origination Year Concentration Risk | Home Loans Receivable | 2016
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,143
Percentage of portfolio	5.10%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 22,448	$ 25,227
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | California
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 5,183	$ 5,884
Percentage of portfolio	23.00%	23.40%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | New York
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,032	$ 2,171
Percentage of portfolio	9.10%	8.60%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Maryland
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,450	$ 1,539
Percentage of portfolio	6.50%	6.10%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,290	$ 1,490
Percentage of portfolio	5.70%	5.90%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Virginia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,241	$ 1,354
Percentage of portfolio	5.50%	5.40%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,158	$ 1,293
Percentage of portfolio	5.20%	5.10%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Louisiana
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,017	$ 1,096
Percentage of portfolio	4.50%	4.30%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Florida
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 985	$ 1,146
Percentage of portfolio	4.40%	4.50%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 935	$ 1,076
Percentage of portfolio	4.20%	4.30%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Texas
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 797
Percentage of portfolio	3.60%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Washington
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment		$ 919
Percentage of portfolio		3.60%
Consumer Portfolio Segment [Member] | Home loan | Geographic Concentration Risk | Home Loans Receivable | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,360	$ 7,259
Percentage of portfolio	28.30%	28.80%
Consumer Portfolio Segment [Member] | Home loan | Lien Type Concentration Risk | Home Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 22,448	$ 25,227
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Home loan | Lien Type Concentration Risk | Home Loans Receivable | 1st lien
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 21,177	$ 23,912
Percentage of portfolio	94.30%	94.80%
Consumer Portfolio Segment [Member] | Home loan | Lien Type Concentration Risk | Home Loans Receivable | 2nd lien
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,271	$ 1,315
Percentage of portfolio	5.70%	5.20%
Consumer Portfolio Segment [Member] | Home loan | Interest Rate Type Concentration Risk | Home Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 22,448	$ 25,227
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Home loan | Interest Rate Type Concentration Risk | Home Loans Receivable | Fixed rate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 5,111	$ 5,015
Percentage of portfolio	22.70%	19.90%
Consumer Portfolio Segment [Member] | Home loan | Interest Rate Type Concentration Risk | Home Loans Receivable | Adjustable rate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 17,337	$ 20,212
Percentage of portfolio	77.30%	80.10%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,982	$ 6,700
Percentage of portfolio	31.10%	26.60%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | Origination during or before 2007
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,200	$ 2,559
Percentage of portfolio	9.70%	10.10%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2008
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 139	$ 157
Percentage of portfolio	0.70%	0.60%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2009
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 86	$ 97
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
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 86	$ 97
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
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 150	$ 176
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
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,047	$ 1,276
Percentage of portfolio	4.70%	5.10%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2013
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 492	$ 557
Percentage of portfolio	2.10%	2.20%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2014
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 595	$ 680
Percentage of portfolio	2.70%	2.70%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2015
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,064	$ 1,101
Percentage of portfolio	4.70%	4.40%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2016
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,123
Percentage of portfolio	5.00%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,982	$ 6,700
Percentage of portfolio	31.10%	26.60%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | California
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 908	$ 871
Percentage of portfolio	4.00%	3.50%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | New York
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,293	$ 1,295
Percentage of portfolio	5.80%	5.10%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Maryland
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 574	$ 511
Percentage of portfolio	2.60%	2.00%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 101	$ 89
Percentage of portfolio	0.40%	0.40%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Virginia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 478	$ 428
Percentage of portfolio	2.10%	1.70%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 374	$ 353
Percentage of portfolio	1.70%	1.40%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Louisiana
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 993	$ 1,069
Percentage of portfolio	4.40%	4.20%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Florida
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 157	$ 157
Percentage of portfolio	0.70%	0.60%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 90	$ 81
Percentage of portfolio	0.40%	0.40%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Texas
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 690
Percentage of portfolio	3.10%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Washington
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment		$ 113
Percentage of portfolio		0.40%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,324	$ 1,733
Percentage of portfolio	5.90%	6.90%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Lien Type Concentration Risk | Home Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,982	$ 6,700
Percentage of portfolio	31.10%	26.60%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Lien Type Concentration Risk | Home Loans Receivable | 1st lien
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 5,993	$ 5,705
Percentage of portfolio	26.70%	22.60%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Lien Type Concentration Risk | Home Loans Receivable | 2nd lien
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 989	$ 995
Percentage of portfolio	4.40%	4.00%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Interest Rate Type Concentration Risk | Home Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,982	$ 6,700
Percentage of portfolio	31.10%	26.60%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Interest Rate Type Concentration Risk | Home Loans Receivable | Fixed rate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,175	$ 2,751
Percentage of portfolio	14.10%	10.90%
Consumer Portfolio Segment [Member] | Home loan | Loans excluding Acquired Loans | Interest Rate Type Concentration Risk | Home Loans Receivable | Adjustable rate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,807	$ 3,949
Percentage of portfolio	17.00%	15.70%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 15,466	$ 18,527
Percentage of portfolio	68.90%	73.40%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | Origination during or before 2007
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,835	$ 8,956
Percentage of portfolio	35.00%	35.50%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2008
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,410	$ 2,866
Percentage of portfolio	10.70%	11.40%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2009
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,182	$ 1,498
Percentage of portfolio	5.30%	5.90%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2010
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,726	$ 2,208
Percentage of portfolio	7.70%	8.80%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2011
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,870	$ 2,476
Percentage of portfolio	8.30%	9.80%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2012
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 298	$ 389
Percentage of portfolio	1.30%	1.50%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2013
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 62	$ 71
Percentage of portfolio	0.30%	0.30%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2014
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 31	$ 31
Percentage of portfolio	0.10%	0.10%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2015
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 32	$ 32
Percentage of portfolio	0.10%	0.10%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Origination Year Concentration Risk | Home Loans Receivable | 2016
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 20
Percentage of portfolio	0.10%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 15,466	$ 18,527
Percentage of portfolio	68.90%	73.40%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | California
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,275	$ 5,013
Percentage of portfolio	19.00%	19.90%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | New York
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 739	$ 876
Percentage of portfolio	3.30%	3.50%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Maryland
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 876	$ 1,028
Percentage of portfolio	3.90%	4.10%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,189	$ 1,401
Percentage of portfolio	5.30%	5.50%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Virginia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 763	$ 926
Percentage of portfolio	3.40%	3.70%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 784	$ 940
Percentage of portfolio	3.50%	3.70%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Louisiana
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 24	$ 27
Percentage of portfolio	0.10%	0.10%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Florida
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 828	$ 989
Percentage of portfolio	3.70%	3.90%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 845	$ 995
Percentage of portfolio	3.80%	3.90%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Texas
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 107
Percentage of portfolio	0.50%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Washington
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment		$ 806
Percentage of portfolio		3.20%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Geographic Concentration Risk | Home Loans Receivable | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 5,036	$ 5,526
Percentage of portfolio	22.40%	21.90%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Lien Type Concentration Risk | Home Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 15,466	$ 18,527
Percentage of portfolio	68.90%	73.40%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Lien Type Concentration Risk | Home Loans Receivable | 1st lien
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 15,184	$ 18,207
Percentage of portfolio	67.60%	72.20%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Lien Type Concentration Risk | Home Loans Receivable | 2nd lien
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 282	$ 320
Percentage of portfolio	1.30%	1.20%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Interest Rate Type Concentration Risk | Home Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 15,466	$ 18,527
Percentage of portfolio	68.90%	73.40%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Interest Rate Type Concentration Risk | Home Loans Receivable | Fixed rate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,936	$ 2,264
Percentage of portfolio	8.60%	9.00%
Consumer Portfolio Segment [Member] | Home loan | Acquired Loans | Interest Rate Type Concentration Risk | Home Loans Receivable | Adjustable rate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 13,530	$ 16,263
Percentage of portfolio	60.30%	64.40%

Loans - Commercial Banking_ Ris

Loans - Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 238,019	$ 229,851	$ 213,329
Commercial Banking
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 66,457	$ 63,266
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Geographic Concentration Risk | Loans Receivable | Northeast
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 25,111	$ 24,399
Percentage of portfolio	37.80%	38.60%
Commercial Banking | Geographic Concentration Risk | Loans Receivable | Mid-Atlantic
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,913	$ 5,832
Percentage of portfolio	10.40%	9.20%
Commercial Banking | Geographic Concentration Risk | Loans Receivable | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 19,364	$ 19,350
Percentage of portfolio	29.10%	30.60%
Commercial Banking | Geographic Concentration Risk | Loans Receivable | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 15,069	$ 13,685
Percentage of portfolio	22.70%	21.60%
Commercial Banking | Internal Risk Rating Concentration Risk | Loans Receivable | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 62,336	$ 59,743
Percentage of portfolio	93.80%	94.40%
Commercial Banking | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,473	$ 2,015
Percentage of portfolio	3.70%	3.20%
Commercial Banking | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized nonperforming
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 994	$ 550
Percentage of portfolio	1.50%	0.90%
Commercial Banking | Commercial and multifamily real estate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 26,507	$ 25,518
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Commercial and multifamily real estate | Geographic Concentration Risk | Loans Receivable | Northeast
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 15,858	$ 15,949
Percentage of portfolio	59.80%	62.50%
Commercial Banking | Commercial and multifamily real estate | Geographic Concentration Risk | Loans Receivable | Mid-Atlantic
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,187	$ 2,797
Percentage of portfolio	12.00%	11.00%
Commercial Banking | Commercial and multifamily real estate | Geographic Concentration Risk | Loans Receivable | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,913	$ 4,070
Percentage of portfolio	14.80%	15.90%
Commercial Banking | Commercial and multifamily real estate | Geographic Concentration Risk | Loans Receivable | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,549	$ 2,702
Percentage of portfolio	13.40%	10.60%
Commercial Banking | Commercial and multifamily real estate | Internal Risk Rating Concentration Risk | Loans Receivable | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 26,223	$ 25,130
Percentage of portfolio	98.90%	98.50%
Commercial Banking | Commercial and multifamily real estate | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 233	$ 350
Percentage of portfolio	0.90%	1.40%
Commercial Banking | Commercial and multifamily real estate | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized nonperforming
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 22	$ 7
Percentage of portfolio	0.10%	0.00%
Commercial Banking | Commercial and industrial
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 39,432	$ 37,135
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Commercial and industrial | Geographic Concentration Risk | Loans Receivable | Northeast
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 8,933	$ 8,074
Percentage of portfolio	22.70%	21.80%
Commercial Banking | Commercial and industrial | Geographic Concentration Risk | Loans Receivable | Mid-Atlantic
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,707	$ 3,010
Percentage of portfolio	9.40%	8.10%
Commercial Banking | Commercial and industrial | Geographic Concentration Risk | Loans Receivable | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 15,416	$ 15,240
Percentage of portfolio	39.10%	41.00%
Commercial Banking | Commercial and industrial | Geographic Concentration Risk | Loans Receivable | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 11,376	$ 10,811
Percentage of portfolio	28.80%	29.10%
Commercial Banking | Commercial and industrial | Internal Risk Rating Concentration Risk | Loans Receivable | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 35,609	$ 34,008
Percentage of portfolio	90.30%	91.60%
Commercial Banking | Commercial and industrial | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,237	$ 1,662
Percentage of portfolio	5.70%	4.50%
Commercial Banking | Commercial and industrial | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized nonperforming
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 961	$ 538
Percentage of portfolio	2.40%	1.40%
Commercial Banking | Small-ticket commercial real estate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 518	$ 613
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Small-ticket commercial real estate | Geographic Concentration Risk | Loans Receivable | Northeast
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 320	$ 376
Percentage of portfolio	61.70%	61.30%
Commercial Banking | Small-ticket commercial real estate | Geographic Concentration Risk | Loans Receivable | Mid-Atlantic
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 19	$ 25
Percentage of portfolio	3.70%	4.10%
Commercial Banking | Small-ticket commercial real estate | Geographic Concentration Risk | Loans Receivable | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 35	$ 40
Percentage of portfolio	6.80%	6.50%
Commercial Banking | Small-ticket commercial real estate | Geographic Concentration Risk | Loans Receivable | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 144	$ 172
Percentage of portfolio	27.80%	28.10%
Commercial Banking | Small-ticket commercial real estate | Internal Risk Rating Concentration Risk | Loans Receivable | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 504	$ 605
Percentage of portfolio	97.30%	98.70%
Commercial Banking | Small-ticket commercial real estate | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3	$ 3
Percentage of portfolio	0.60%	0.50%
Commercial Banking | Small-ticket commercial real estate | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized nonperforming
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 11	$ 5
Percentage of portfolio	2.10%	0.80%
Acquired Loans
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 16,149	$ 19,518
Acquired Loans | Commercial Banking
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	654	958
Acquired Loans | Commercial Banking | Internal Risk Rating Concentration Risk | Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 654	$ 958
Percentage of portfolio	1.00%	1.50%
Acquired Loans | Commercial Banking | Internal Risk Rating Concentration Risk | Loans Receivable | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 348	$ 128
Acquired Loans | Commercial Banking | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	281	793
Acquired Loans | Commercial Banking | Internal Risk Rating Concentration Risk | Loans Receivable | Criticized | Criticized nonperforming
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	25	37
Acquired Loans | Commercial Banking | Commercial and multifamily real estate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	29	31
Acquired Loans | Commercial Banking | Commercial and multifamily real estate | Internal Risk Rating Concentration Risk | Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 29	$ 31
Percentage of portfolio	0.10%	0.10%
Acquired Loans | Commercial Banking | Commercial and industrial
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 625	$ 927
Acquired Loans | Commercial Banking | Commercial and industrial | Internal Risk Rating Concentration Risk | Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 625	$ 927
Percentage of portfolio	1.60%	2.50%
Acquired Loans | Commercial Banking | Small-ticket commercial real estate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 0	$ 0
Acquired Loans | Commercial Banking | Small-ticket commercial real estate | Internal Risk Rating Concentration Risk | Loans Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 0	$ 0
Percentage of portfolio	0.00%	0.00%

Loans - Impaired Loans, Excludi

Loans - Impaired Loans, Excluding Acquired Loans (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Impaired Financing Receivable:
With an Allowance	$ 2,630		$ 2,630		$ 1,822
Without an Allowance	417		417		642
Total Recorded Investment	3,047		3,047		2,464
Related Allowance	475		475		349
Net Recorded Investment	2,572		2,572		2,115
Unpaid Principal Balance	3,648		3,648		2,894
Average Recorded Investment	2,992	$ 2,059	2,871	$ 2,056
Interest Income Recognized	45	39	131	120
Credit Card Portfolio Segment [Member]
Impaired Financing Receivable:
With an Allowance	672		672		666
Without an Allowance	0		0		0
Total Recorded Investment	672		672		666
Related Allowance	236		236		209
Net Recorded Investment	436		436		457
Unpaid Principal Balance	653		653		647
Average Recorded Investment	663	668	662	675
Interest Income Recognized	18	17	51	50
Credit Card Portfolio Segment [Member] | Geographic Distribution, Foreign [Member]
Impaired Financing Receivable:
With an Allowance	133		133		125
Without an Allowance	0		0		0
Total Recorded Investment	133		133		125
Related Allowance	65		65		59
Net Recorded Investment	68		68		66
Unpaid Principal Balance	129		129		121
Average Recorded Investment	135	133	132	137
Interest Income Recognized	3	2	8	7
Credit Card Portfolio Segment [Member] | Geographic Distribution, Domestic [Member]
Impaired Financing Receivable:
With an Allowance	539		539		541
Without an Allowance	0		0		0
Total Recorded Investment	539		539		541
Related Allowance	171		171		150
Net Recorded Investment	368		368		391
Unpaid Principal Balance	524		524		526
Average Recorded Investment	528	535	530	538
Interest Income Recognized	15	15	43	43
Consumer Portfolio Segment [Member]
Impaired Financing Receivable:
With an Allowance	595		595		553
Without an Allowance	331		331		361
Total Recorded Investment	926		926		914
Related Allowance	60		60		54
Net Recorded Investment	866		866		860
Unpaid Principal Balance	1,299		1,299		1,290
Average Recorded Investment	916	883	919	874
Interest Income Recognized	23	22	69	66
Consumer Portfolio Segment [Member] | Auto
Impaired Financing Receivable:
With an Allowance	302		302		273
Without an Allowance	202		202		215
Total Recorded Investment	504		504		488
Related Allowance	25		25		22
Net Recorded Investment	479		479		466
Unpaid Principal Balance	782		782		772
Average Recorded Investment	498	468	495	456
Interest Income Recognized	21	20	64	61
Consumer Portfolio Segment [Member] | Home loan
Impaired Financing Receivable:
With an Allowance	239		239		229
Without an Allowance	115		115		136
Total Recorded Investment	354		354		365
Related Allowance	18		18		18
Net Recorded Investment	336		336		347
Unpaid Principal Balance	442		442		456
Average Recorded Investment	358	360	362	363
Interest Income Recognized	2	2	4	4
Consumer Portfolio Segment [Member] | Retail banking
Impaired Financing Receivable:
With an Allowance	54		54		51
Without an Allowance	14		14		10
Total Recorded Investment	68		68		61
Related Allowance	17		17		14
Net Recorded Investment	51		51		47
Unpaid Principal Balance	75		75		62
Average Recorded Investment	60	55	62	55
Interest Income Recognized	0	0	1	1
Commercial Banking
Impaired Financing Receivable:
With an Allowance	1,363		1,363		603
Without an Allowance	86		86		281
Total Recorded Investment	1,449		1,449		884
Related Allowance	179		179		86
Net Recorded Investment	1,270		1,270		798
Unpaid Principal Balance	1,696		1,696		957
Average Recorded Investment	1,413	508	1,290	507
Interest Income Recognized	4	0	11	4
Commercial Banking | Total commercial lending
Impaired Financing Receivable:
With an Allowance	1,352		1,352		597
Without an Allowance	86		86		281
Total Recorded Investment	1,438		1,438		878
Related Allowance	179		179		86
Net Recorded Investment	1,259		1,259		792
Unpaid Principal Balance	1,682		1,682		950
Average Recorded Investment	1,405	500	1,282	500
Interest Income Recognized	4	0	11	4
Commercial Banking | Commercial and multifamily real estate
Impaired Financing Receivable:
With an Allowance	96		96		82
Without an Allowance	8		8		3
Total Recorded Investment	104		104		85
Related Allowance	10		10		11
Net Recorded Investment	94		94		74
Unpaid Principal Balance	109		109		88
Average Recorded Investment	128	112	111	115
Interest Income Recognized	0	0	2	2
Commercial Banking | Commercial and industrial
Impaired Financing Receivable:
With an Allowance	1,256		1,256		515
Without an Allowance	78		78		278
Total Recorded Investment	1,334		1,334		793
Related Allowance	169		169		75
Net Recorded Investment	1,165		1,165		718
Unpaid Principal Balance	1,573		1,573		862
Average Recorded Investment	1,277	388	1,171	385
Interest Income Recognized	4	0	9	2
Commercial Banking | Small-ticket commercial real estate
Impaired Financing Receivable:
With an Allowance	11		11		6
Without an Allowance	0		0		0
Total Recorded Investment	11		11		6
Related Allowance	0		0		0
Net Recorded Investment	11		11		6
Unpaid Principal Balance	14		14		$ 7
Average Recorded Investment	8	8	8	7
Interest Income Recognized	$ 0	$ 0	$ 0	$ 0

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 507	$ 251	$ 1,221	$ 704
Commercial Banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	271	30	597	85
Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
Total Loans Modified	270	30	596	84
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
Total Loans Modified	13	9	38	12
Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
Total Loans Modified	257	21	558	72
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
Total Loans Modified	1	0	1	1
Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	123	106	316	308
Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	113	115	308	311
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
Total Loans Modified	91	88	254	257
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
Total Loans Modified	13	17	38	34
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 9	$ 10	$ 16	$ 20
Reduced Interest Rate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	35.00%	62.00%	40.00%	62.00%
Average Rate Reduction	12.55%	12.13%	12.17%	12.40%
Reduced Interest Rate | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	1.00%	0.00%	5.00%	0.00%
Average Rate Reduction	0.15%	0.00%	0.09%	1.06%
Reduced Interest Rate | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	1.00%	0.00%	5.00%	0.00%
Average Rate Reduction	0.15%	0.00%	0.09%	1.06%
Reduced Interest Rate | Commercial Banking | Commercial and multifamily 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 | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	1.00%	0.00%	6.00%	0.00%
Average Rate Reduction	0.15%	0.00%	0.09%	1.06%
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	16.69%	16.01%	17.18%	16.21%
Reduced Interest Rate | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	47.00%	43.00%	46.00%	42.00%
Average Rate Reduction	3.41%	3.81%	3.62%	3.31%
Reduced Interest Rate | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	47.00%	42.00%	45.00%	41.00%
Average Rate Reduction	3.52%	4.14%	3.75%	3.28%
Reduced Interest Rate | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity	71.00%	70.00%	62.00%	60.00%
Average Rate Reduction	2.18%	2.63%	2.37%	2.78%
Reduced Interest Rate | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	11.00%	6.00%	23.00%	19.00%
Average Rate Reduction	10.44%	6.15%	7.90%	7.19%
Term Extension
Financing Receivable, Modifications [Line Items]
% of TDR Activity	42.00%	38.00%	46.00%	38.00%
Average Term Extension (Months)	21 months	42 months	26 months	27 months
Term Extension | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	47.00%	40.00%	55.00%	53.00%
Average Term Extension (Months)	10 months	9 months	16 months	8 months
Term Extension | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	47.00%	40.00%	55.00%	53.00%
Average Term Extension (Months)	10 months	9 months	16 months	8 months
Term Extension | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	83.00%	67.00%	86.00%
Average Term Extension (Months)	0 months	8 months	6 months	14 months
Term Extension | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	49.00%	21.00%	54.00%	48.00%
Average Term Extension (Months)	10 months	9 months	17 months	6 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	75.00%	73.00%	75.00%	71.00%
Average Term Extension (Months)	38 months	46 months	41 months	31 months
Term Extension | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	75.00%	68.00%	74.00%	69.00%
Average Term Extension (Months)	8 months	7 months	7 months	8 months
Term Extension | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity	90.00%	87.00%	86.00%	74.00%
Average Term Extension (Months)	241 months	232 months	247 months	209 months
Term Extension | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	61.00%	94.00%	65.00%	88.00%
Average Term Extension (Months)	9 months	6 months	9 months	6 months
Balance Reduction
Financing Receivable, Modifications [Line Items]
% of TDR Activity	17.00%	11.00%	11.00%	12.00%
Gross Balance Reduction	$ 50	$ 24	$ 87	$ 70
Balance Reduction | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	23.00%	0.00%	10.00%	2.00%
Gross Balance Reduction	$ 29	$ 0	$ 29	$ 1
Balance Reduction | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	23.00%	0.00%	10.00%	2.00%
Gross Balance Reduction	$ 29	$ 0	$ 29	$ 1
Balance Reduction | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	97.00%	0.00%	32.00%	18.00%
Gross Balance Reduction	$ 3	$ 0	$ 3	$ 1
Balance Reduction | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	19.00%	0.00%	9.00%	0.00%
Gross Balance Reduction	$ 26	$ 0	$ 26	$ 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	20.00%	25.00%	22.00%	26.00%
Gross Balance Reduction	$ 21	$ 24	$ 58	$ 69
Balance Reduction | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	24.00%	31.00%	25.00%	30.00%
Gross Balance Reduction	$ 21	$ 24	$ 57	$ 69
Balance Reduction | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity	2.00%	6.00%	2.00%	9.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0
Balance Reduction | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	11.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 1	$ 0
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 88	$ 77	$ 212	$ 217
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	13.12%	12.30%	12.95%	12.16%
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	$ 35	$ 29	$ 104	$ 91
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	25.91%	25.89%	25.86%	25.87%
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	2,300		2,300		$ 1,800
Performing | Commercial Banking
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Recorded Investment	455		455		334
Performing | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Recorded Investment	$ 1,100		$ 1,100		$ 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, 2016USD ($)Contract	Sep. 30, 2015USD ($)Contract	Sep. 30, 2016USD ($)Contract	Sep. 30, 2015USD ($)Contract
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	21,957	21,094	65,550	61,493
Total Loans | $	$ 175	$ 67	$ 336	$ 204
Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	19,808	18,781	59,418	55,281
Total Loans | $	$ 35	$ 37	$ 110	$ 112
Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	2,125	2,307	6,086	6,203
Total Loans | $	$ 30	$ 28	$ 79	$ 73
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	2,096	2,297	6,009	6,172
Total Loans | $	$ 24	$ 27	$ 67	$ 71
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	17	4	40	11
Total Loans | $	$ 2	$ 1	$ 5	$ 1
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	12	6	37	20
Total Loans | $	$ 4	$ 0	$ 7	$ 1
Commercial Banking
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	24	6	46	9
Total Loans | $	$ 110	$ 2	$ 147	$ 19
Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	23	3	43	6
Total Loans | $	$ 110	$ 2	$ 147	$ 19
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	1	0	1	0
Total Loans | $	$ 2	$ 0	$ 2	$ 0
Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	22	3	42	6
Total Loans | $	$ 108	$ 2	$ 145	$ 19
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	1	3	3	3
Total Loans | $	$ 0	$ 0	$ 0	$ 0
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	9,138	10,487	29,963	29,815
Total Loans | $	$ 15	$ 18	$ 49	$ 50
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	10,670	8,294	29,455	25,466
Total Loans | $	$ 20	$ 19	$ 61	$ 62

Loans - Outstanding Balance and

Loans - Outstanding Balance and Carrying Value of Acquired Loans (Detail) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	$ 17,653		$ 21,151
Carrying value(1)	16,165		19,516
Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	3,416		3,840
Carrying value(1)	2,361		2,629
Non-Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	14,237		17,311
Carrying value(1)	13,804		16,887
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		$ 37
Provision for credit losses for Acquired Loans	$ (9)	$ 1

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, 2016	Sep. 30, 2016
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning balance	$ 3,499	$ 3,483
Accretion recognized in earnings	(175)	(536)
Reclassifications from (to) nonaccretable difference for loans with changing cash flows(1)	66	147
Changes in accretable yield for non-credit related changes in expected cash flows(2)	(81)	215
Accretable yield, ending balance	3,309	3,309
Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning balance	1,172	1,244
Accretion recognized in earnings	(59)	(177)
Reclassifications from (to) nonaccretable difference for loans with changing cash flows(1)	26	55
Changes in accretable yield for non-credit related changes in expected cash flows(2)	(4)	13
Accretable yield, ending balance	1,135	1,135
Non-Impaired Loans
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning balance	2,327	2,239
Accretion recognized in earnings	(116)	(359)
Reclassifications from (to) nonaccretable difference for loans with changing cash flows(1)	40	92
Changes in accretable yield for non-credit related changes in expected cash flows(2)	(77)	202
Accretable yield, ending balance	$ 2,174	$ 2,174

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period			$ 5,130
Balance at end of the period	$ 6,258		6,258
Total Allowance
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	5,881	$ 4,676	5,130	$ 4,383
Provision for Loan and Lease Losses	1,625	1,077	4,743	3,119
Charge-offs	(1,606)	(1,263)	(4,696)	(3,773)
Recoveries	366	373	1,123	1,156
Net charge-offs	(1,240)	(890)	(3,573)	(2,617)
Other changes	(8)	(16)	(42)	(38)
Balance at end of the period	6,258	4,847	6,258	4,847
Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	169	135	168	113
Provision for Loan and Lease Losses	(37)	15	(36)	37
Balance at end of the period	132	150	132	150
Combined Allowance & Unfunded Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance at end of the period	6,390	4,997	6,390	4,997
Credit Card Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	4,086	3,324	3,654	3,204
Provision for Loan and Lease Losses	1,272	831	3,604	2,395
Charge-offs	(1,171)	(930)	(3,608)	(2,940)
Recoveries	265	275	803	863
Net charge-offs	(906)	(655)	(2,805)	(2,077)
Other changes	(7)	(16)	(8)	(38)
Balance at end of the period	4,445	3,484	4,445	3,484
Credit Card Portfolio Segment [Member] | Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	0	0	0	0
Provision for Loan and Lease Losses	0	0	0	0
Balance at end of the period	0	0	0	0
Credit Card Portfolio Segment [Member] | Combined Allowance & Unfunded Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance at end of the period	4,445	3,484	4,445	3,484
Consumer Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	972	875	868	779
Provision for Loan and Lease Losses	258	188	691	579
Charge-offs	(323)	(286)	(862)	(761)
Recoveries	96	83	306	263
Net charge-offs	(227)	(203)	(556)	(498)
Other changes	0	0	0	0
Balance at end of the period	1,003	860	1,003	860
Consumer Portfolio Segment [Member] | Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	8	7	7	7
Provision for Loan and Lease Losses	(2)	0	(1)	0
Balance at end of the period	6	7	6	7
Consumer Portfolio Segment [Member] | Combined Allowance & Unfunded Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance at end of the period	1,009	867	1,009	867
Commercial Banking
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	821	472	604	395
Provision for Loan and Lease Losses	96	60	452	147
Charge-offs	(112)	(47)	(224)	(67)
Recoveries	4	14	10	24
Net charge-offs	(108)	(33)	(214)	(43)
Other changes	(1)	0	(34)	0
Balance at end of the period	808	499	808	499
Commercial Banking | Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	161	128	161	106
Provision for Loan and Lease Losses	(35)	15	(35)	37
Balance at end of the period	126	143	126	143
Commercial Banking | Combined Allowance & Unfunded Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance at end of the period	934	642	934	642
Other
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	2	5	4	5
Provision for Loan and Lease Losses	(1)	(2)	(4)	(2)
Charge-offs	0	0	(2)	(5)
Recoveries	1	1	4	6
Net charge-offs	1	1	2	1
Other changes	0	0	0	0
Balance at end of the period	2	4	2	4
Other | Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	0	0	0	0
Provision for Loan and Lease Losses	0	0	0	0
Balance at end of the period	0	0	0	0
Other | Combined Allowance & Unfunded Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance at end of the period	$ 2	$ 4	$ 2	$ 4

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, 2016	Jun. 30, 2016	Dec. 31, 2015	Sep. 30, 2015	Jun. 30, 2015	Dec. 31, 2014
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 5,755		$ 4,744
Asset-specific	475		349
Total allowance for loan and lease losses	6,258		5,130
Loans held for investment by impairment methodology:
Collectively evaluated	219,025		208,084
Asset-specific	2,845		2,249
Loans held for investment	$ 238,019		$ 229,851	$ 213,329
Allowance as a percentage of period-end loans held for investment	2.63%		2.23%
Credit Card Portfolio Segment [Member]
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 4,209		$ 3,445
Asset-specific	236		209
Total allowance for loan and lease losses	4,445	$ 4,086	3,654	3,484	$ 3,324	$ 3,204
Loans held for investment by impairment methodology:
Collectively evaluated	98,529		95,459
Asset-specific	672		666
Loans held for investment	$ 99,201		$ 96,125
Allowance as a percentage of period-end loans held for investment	4.48%		3.80%
Consumer Portfolio Segment [Member]
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 915		$ 778
Asset-specific	60		54
Total allowance for loan and lease losses	1,003	972	868	860	875	779
Loans held for investment by impairment methodology:
Collectively evaluated	56,066		51,113
Asset-specific	724		699
Loans held for investment	$ 72,285		$ 70,372
Allowance as a percentage of period-end loans held for investment	1.39%		1.23%
Commercial Banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 629		$ 517
Asset-specific	179		86
Total allowance for loan and lease losses	808	821	604	499	472	395
Loans held for investment by impairment methodology:
Collectively evaluated	64,354		61,424
Asset-specific	1,449		884
Loans held for investment	$ 66,457		$ 63,266
Allowance as a percentage of period-end loans held for investment	1.22%		0.95%
Other
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 2		$ 4
Asset-specific	0		0
Total allowance for loan and lease losses	2	$ 2	4	$ 4	$ 5	$ 5
Loans held for investment by impairment methodology:
Collectively evaluated	76		88
Asset-specific	0		0
Loans held for investment	$ 76		$ 88
Allowance as a percentage of period-end loans held for investment	2.63%		4.94%
Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses	$ 28		$ 37
Loans held for investment by impairment methodology:
Loans held for investment	16,149		19,518
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		0
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	28		36
Loans held for investment by impairment methodology:
Loans held for investment	15,495		18,560
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses	0		1
Loans held for investment by impairment methodology:
Loans held for investment	654		958
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
Total commercial lending | Commercial Banking
Loans held for investment by impairment methodology:
Loans held for investment	65,939		62,653
Total commercial lending | Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking
Loans held for investment by impairment methodology:
Loans held for investment	$ 654		$ 958

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Collaborative Arrangements and Non-collaborative Arrangement Transactions [Line Items]
Reduction in net charge-offs	$ 56	$ 47	$ 161	$ 136
Reduction in provision for credit losses	64	$ 64	194	$ 183
Expected reimbursement netted in allowance for loan losses	$ 227		$ 227		$ 194

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, 2016	Dec. 31, 2015
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	$ 32,505	$ 35,152
Carrying Amount of Liabilities, Consolidated	19,256	17,026
Carrying Amount of Assets, Unconsolidated	4,153	4,120
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	553	582
Maximum exposure to loss	5,230	4,782
Affordable housing entities
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	173	0
Carrying Amount of Liabilities, Consolidated	9	0
Carrying Amount of Assets, Unconsolidated	3,884	3,852
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	527	555
Maximum exposure to loss	3,884	3,852
Entities that provide capital to low-income and rural communities
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	789	352
Carrying Amount of Liabilities, Consolidated	127	101
Carrying Amount of Assets, Unconsolidated	0	0
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	0	0
Maximum exposure to loss	0	0
Other
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	0	0
Carrying Amount of Liabilities, Consolidated	0	0
Carrying Amount of Assets, Unconsolidated	64	57
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	0	0
Maximum exposure to loss	64	57
Total Other VIEs
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	962	352
Carrying Amount of Liabilities, Consolidated	136	101
Carrying Amount of Assets, Unconsolidated	3,948	3,909
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	527	555
Maximum exposure to loss	3,948	3,909
GreenPoint Manufactured Housing
Variable Interest Entity [Line Items]
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	7	8
Maximum exposure to loss	420
Credit card loan securitizations
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	31,543	34,800
Carrying Amount of Liabilities, Consolidated	19,120	16,925
Carrying Amount of Assets, Unconsolidated	0	0
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	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	205	211
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	26	27
Maximum exposure to loss	1,282	873
Total securitization-related VIEs
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	31,543	34,800
Carrying Amount of Liabilities, Consolidated	19,120	16,925
Carrying Amount of Assets, Unconsolidated	205	211
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	26	27
Maximum exposure to loss	$ 1,282	$ 873

Variable Interest Entities an68

Variable Interest Entities and Securitizations - External Debt and Receivable Balances of Securitization Programs (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Variable Interest Entity, Primary Beneficiary
Qualitative and Quantitative Information, Transferor's Continuing Involvement [Line Items]
Securities held by third-party investors, non-mortgage	$ 18,411	$ 16,166
Receivables in the trust, non-mortgage	31,256	33,783
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	1,563	1,754
Receivables in the trust, mortgage	1,616	1,814
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	60	74
Receivables in the trust, mortgage	54	68
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	719	789
Receivables in the trust, mortgage	724	794
Cash balance of spread or reserve accounts, mortgage	$ 135	$ 134

Variable Interest Entities an69

Variable Interest Entities and Securitizations - Additional Information (Detail) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Variable Interest Entity [Line Items]
Funded HELOCs advances	$ 30		$ 30
Unfunded commitment on residual interests on trusts	5		6
Maximum exposure to loss	5,230		4,782
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	553		582
Amortization Method Qualified Affordable Housing Project Investments, Amortization	295	$ 257
Affordable Housing Tax Credits And Other Tax Benefits, Amount	336	$ 387
Amortization Method Qualified Affordable Housing Project Investments	3,800		3,500
Qualified Affordable Housing Project Investments, Commitment	1,300		1,300
Carrying amounts of assets, unconsolidated	4,153		4,120
VIEs consolidated assets	$ 32,505		35,152
Minimum
Variable Interest Entity [Line Items]
Affordable Housing Tax Credits Commitment, Year to be Paid	2,016
Maximum
Variable Interest Entity [Line Items]
Affordable Housing Tax Credits Commitment, Year to be Paid	2,019
Affordable housing entities
Variable Interest Entity [Line Items]
Maximum exposure to loss	$ 3,884		3,852
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	527		555
Carrying amounts of assets, unconsolidated	3,884		3,852
Total assets of the unconsolidated VIE investment funds	11,500		11,400
VIEs consolidated assets	173		0
Entities that provide capital to low-income and rural communities
Variable Interest Entity [Line Items]
Maximum exposure to loss	0		0
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	0		0
Carrying amounts of assets, unconsolidated	0		0
VIEs consolidated assets	789		352
Other
Variable Interest Entity [Line Items]
Maximum exposure to loss	64		57
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	0		0
Carrying amounts of assets, unconsolidated	64		57
VIEs consolidated assets	0		0
GreenPoint Manufactured Housing
Variable Interest Entity [Line Items]
Maximum exposure to loss	420
Qualitative and Quantitative information, transferor's continuing involvement, maximum credit exposure, carrying amount	12		13
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	7		8
Variable Interest Entity, Not Primary Beneficiary | Option- ARM
Variable Interest Entity [Line Items]
Securities held by third-party investors, mortgage	1,563		1,754
Unpaid principal balance of securitization trusts	1,616		1,814
Variable Interest Entity, Not Primary Beneficiary | GreenPoint HELOCs
Variable Interest Entity [Line Items]
Securities held by third-party investors, mortgage	60		74
Unpaid principal balance of securitization trusts	54		68
Variable Interest Entity, Not Primary Beneficiary | GreenPoint Manufactured Housing
Variable Interest Entity [Line Items]
Securities held by third-party investors, mortgage	719		789
Unpaid principal balance of securitization trusts	724		794
Maximum exposure to loss	420
Letters of credit funded	$ 83		$ 76

Goodwill and Intangible Asset70

Goodwill and Intangible Assets - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Amortization of intangibles	$ 89	$ 106	$ 285	$ 327

Goodwill and Intangible Asset71

Goodwill and Intangible Assets - Components (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Schedule of Intangible Assets by Major Class [Line Items]
Goodwill, Gross	$ 14,493	$ 14,480
Goodwill	14,493	14,480
Intangible Assets, Gross (Excluding Goodwill)	3,919	4,305
Accumulated Amortization	(3,158)	(3,264)
Intangible Assets, Net (Excluding Goodwill)	761	1,041
Intangible Assets Gross Including Goodwill	18,412	18,785
Total goodwill and other intangible assets, Net Carrying Value	15,254	15,521
Commercial MSRs, Gross	259	212
Commercial MSR, Accumulated Amortization	(74)	(51)
Consumer MSRs	62	68
Total MSRs, Gross	321	280
Servicing Asset at Amortized Cost	185	161
Total MSRs, Net	247	229
PCCR intangibles
Schedule of Intangible Assets by Major Class [Line Items]
Intangible Assets, Gross (Excluding Goodwill)	2,147	2,156
Accumulated Amortization	(1,657)	(1,467)
Intangible Assets, Net (Excluding Goodwill)	490	689
Core deposit intangibles
Schedule of Intangible Assets by Major Class [Line Items]
Intangible Assets, Gross (Excluding Goodwill)	1,391	1,771
Accumulated Amortization	(1,332)	(1,662)
Intangible Assets, Net (Excluding Goodwill)	59	109
Other Intangible Assets [Member]
Schedule of Intangible Assets by Major Class [Line Items]
Intangible Assets, Gross (Excluding Goodwill)	381	378
Accumulated Amortization	(169)	(135)
Intangible Assets, Net (Excluding Goodwill)	$ 212	$ 243

Goodwill and Intangible Asset72

Goodwill and Intangible Assets - Goodwill Attributable to Each Business Segments (Detail) $ in Millions	9 Months Ended
	Sep. 30, 2016USD ($)
Goodwill [Roll Forward]
Goodwill, Beginning Balance	$ 14,480
Goodwill, Acquired During Period	24
Other adjustments	(11)
Goodwill, Ending Balance	14,493
Credit Card
Goodwill [Roll Forward]
Goodwill, Beginning Balance	4,997
Goodwill, Acquired During Period	6
Other adjustments	(11)
Goodwill, Ending Balance	4,992
Consumer Banking
Goodwill [Roll Forward]
Goodwill, Beginning Balance	4,600
Goodwill, Acquired During Period	0
Other adjustments	0
Goodwill, Ending Balance	4,600
Commercial Banking
Goodwill [Roll Forward]
Goodwill, Beginning Balance	4,883
Goodwill, Acquired During Period	18
Other adjustments	0
Goodwill, Ending Balance	$ 4,901

Deposits and Borrowings - Addit

Deposits and Borrowings - Additional Information (Detail) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Deposits And Borrowings [Line Items]
Securitized debt obligations	$ 18,411	$ 16,166
Proceeds from Issuance of Secured Debt	5,000
Maturities of secured debt	2,800
Senior and subordinated notes	24,001	21,837
Fair value hedging losses	238	134
Repayments of Unsecured Debt	2,300
Advances from Federal Home Loan Banks	16,300	20,100
Other Assets
Deposits And Borrowings [Line Items]
Federal Home Loan Bank Stock and Federal Reserve Bank Stock	1,900	$ 2,100
Senior notes | Total unsecured senior debt
Deposits And Borrowings [Line Items]
Proceeds from issuance of unsecured debt	4,100
Senior notes | Floating unsecured senior debt
Deposits And Borrowings [Line Items]
Proceeds from issuance of unsecured debt	300
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, 2016	Dec. 31, 2015	Sep. 30, 2015
Deposits:
Non-interest-bearing deposits	$ 25,565	$ 25,847
Interest-bearing deposits	200,416	191,874
Total deposits	225,981	217,721	$ 212,903
Short-term Debt [Line Items]
Short-term borrowings	1,079	981
Federal funds purchased and securities loaned or sold under agreements to repurchase
Short-term Debt [Line Items]
Short-term borrowings	$ 1,079	$ 981

Deposits and Borrowings - Long-

Deposits and Borrowings - Long-Term Debt (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Debt Instrument [Line Items]
Long-term Debt and Capital Lease Obligations	$ 58,741	$ 58,134
Debt and Capital Lease Obligations	$ 59,820	59,115
Securitized debt obligations
Debt Instrument [Line Items]
Weighted average interest rate	1.52%
Long-term debt	$ 18,411	16,166
Total senior and subordinated notes
Debt Instrument [Line Items]
Long-term debt	$ 24,001	21,837
Senior notes | Total unsecured senior debt
Debt Instrument [Line Items]
Weighted average interest rate	2.57%
Long-term debt	$ 19,301	17,757
Senior notes | Fixed unsecured senior debt
Debt Instrument [Line Items]
Weighted average interest rate	2.62%
Long-term debt	$ 18,303	16,559
Senior notes | Floating unsecured senior debt
Debt Instrument [Line Items]
Weighted average interest rate	1.65%
Long-term debt	$ 998	1,198
Subordinated notes | Fixed unsecured subordinated debt
Debt Instrument [Line Items]
Weighted average interest rate	4.09%
Long-term debt	$ 4,700	4,080
FHLB advances
Debt Instrument [Line Items]
Weighted average interest rate	0.49%
Long-term debt	$ 16,296	20,098
Capital Lease Obligations
Debt Instrument [Line Items]
Weighted average interest rate	4.17%
Long-term debt	$ 33	33
FHLB Advance and Capital Lease Obligation
Debt Instrument [Line Items]
Long-term debt	$ 16,329	$ 20,131
Minimum [Member] | Securitized debt obligations
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	0.56%
Minimum [Member] | Senior notes | Fixed unsecured senior debt
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	1.15%
Minimum [Member] | Senior notes | Floating unsecured senior debt
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	1.46%
Minimum [Member] | Subordinated notes | Fixed unsecured subordinated debt
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	3.38%
Minimum [Member] | FHLB advances
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	0.37%
Minimum [Member] | Capital Lease Obligations
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	3.09%
Maximum [Member] | Securitized debt obligations
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	5.75%
Maximum [Member] | Senior notes | Fixed unsecured senior debt
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	6.75%
Maximum [Member] | Senior notes | Floating unsecured senior debt
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	1.95%
Maximum [Member] | Subordinated notes | Fixed unsecured subordinated debt
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	8.80%
Maximum [Member] | FHLB advances
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	6.41%
Maximum [Member] | Capital Lease Obligations
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	12.86%

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Short-term borrowings:
Federal funds purchased and securities loaned or sold under agreements to repurchase	$ 0	$ 0	$ 2	$ 1
FHLB advances	0	0	0	9
Total short-term borrowings	0	0	2	10
Long-term debt:
Securitized debt obligations	56	39	151	108
Senior and subordinated notes	121	82	338	241
Other long-term borrowings	34	12	84	29
Total long-term debt	211	133	573	378
Total interest expense	$ 211	$ 133	$ 575	$ 388

Derivative Instruments and He77

Derivative Instruments and Hedging Activities - Additional Information (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Derivatives, Fair Value [Line Items]
Derivative, Collateral, Right to Reclaim Cash	$ 190	$ 304
Additional collateral, independent margin	62	55
Derivative net liability position (less than $1 million)	1	1
Cash collateral from derivatives counterparties	705	544
Securities received from derivatives counterparties, ability to re-pledge	38	172
Cumulative counterparty credit risk valuation adjustment	9	4
Cumulative credit risk valuation adjustment related to our credit quality (less than $1 million)	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	$ 157
Maximum length of time over which forecasted transactions were hedged, years	6 years

Derivative Instruments and He78

Derivative Instruments and Hedging Activities - Notional and Fair Values of Derivative Instruments (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	$ 133,446	$ 105,916
Derivative Assets, Gross Amount	2,332	1,518
Derivative Liabilities, Gross Amount	747	520
Derivative Asset, Netting Adjustment	(479)	(532)
Derivative Liability, Netting Adjustment	(247)	(143)
Derivative Assets	1,853	986
Derivative Liability	500	377
Derivatives designated as accounting hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	93,746	73,009
Derivative Assets, Gross Amount	1,553	1,043
Derivative Liabilities, Gross Amount	140	209
Derivatives designated as accounting hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	85,724	64,867
Derivative Assets, Gross Amount	1,267	717
Derivative Liabilities, Gross Amount	136	207
Derivatives designated as accounting hedges | Interest rate contracts | Fair value hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	39,124	34,417
Derivative Assets, Gross Amount	559	550
Derivative Liabilities, Gross Amount	109	146
Derivatives designated as accounting hedges | Interest rate contracts | Cash flow hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	46,600	30,450
Derivative Assets, Gross Amount	708	167
Derivative Liabilities, Gross Amount	27	61
Derivatives designated as accounting hedges | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	8,022	8,142
Derivative Assets, Gross Amount	286	326
Derivative Liabilities, Gross Amount	4	2
Derivatives designated as accounting hedges | Foreign exchange contracts | Cash flow hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	5,517	5,580
Derivative Assets, Gross Amount	123	239
Derivative Liabilities, Gross Amount	4	2
Derivatives designated as accounting hedges | Foreign exchange contracts | Net investment hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	2,505	2,562
Derivative Assets, Gross Amount	163	87
Derivative Liabilities, Gross Amount	0	0
Derivatives not designated as accounting hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	39,700	32,907
Derivative Assets, Gross Amount	779	475
Derivative Liabilities, Gross Amount	607	311
Derivatives not designated as accounting hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	38,734	32,025
Derivative Assets, Gross Amount	778	475
Derivative Liabilities, Gross Amount	598	307
Derivatives not designated as accounting hedges | Interest rate contracts | MSRs
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	1,387	1,665
Derivative Assets, Gross Amount	31	11
Derivative Liabilities, Gross Amount	14	7
Derivatives not designated as accounting hedges | Interest rate contracts | Customer accommodation
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	34,788	28,841
Derivative Assets, Gross Amount	705	431
Derivative Liabilities, Gross Amount	573	290
Derivatives not designated as accounting hedges | Interest rate contracts | Other interest rate exposures
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	2,559	1,519
Derivative Assets, Gross Amount	42	33
Derivative Liabilities, Gross Amount	11	10
Derivatives not designated as accounting hedges | Other contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	966	882
Derivative Assets, Gross Amount	1	0
Derivative Liabilities, Gross Amount	$ 9	$ 4

Derivative Instruments and He79

Derivative Instruments and Hedging Activities - Offsetting Assets (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Derivatives assets(1)
Gross Amounts	$ 2,332	$ 1,518
Derivative Asset, Offsetting Financial Instruments	(125)	(86)
Derivative Assets, Offsetting Cash Collateral	(354)	(446)
Derivative Assets	1,853	986
Derivative Asset, Securities Not Netted	(37)	(156)
Net Exposure	1,816	830
Derivative Asset, Not Subject to Master Netting Arrangement	$ 1,200	$ 429

Derivative Instruments and He80

Derivative Instruments and Hedging Activities - Offsetting Liabilities (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Derivatives liabilities(1)
Derivative Liabilities, Gross Amount	$ 747	$ 520
Derivative Liability, Offsetting Financial Instruments	(125)	(86)
Derivative Liability, Offsetting Cash Collateral	(122)	(57)
Derivative Liability	500	377
Derivative Liability, Securities Collateral Not Netted	0	0
Net Exposure	500	377
Derivative Liability, Not Subject to Master Netting Arrangement	414	314
Repurchase agreements(2)(3)
Gross Amounts	1,079	969
Securities Sold under Agreements to Repurchase, Asset	0	0
Repurchase Agreement, Collateral, Right To Reclaim Cash, Offset	0	0
Net Amounts as Recognized	1,079	969
Offsetting Amounts Not Netted, Collateral Pledged	(1,079)	(969)
Net Exposure	0	$ 0
Securities Sold under Agreements to Repurchase, Fair Value of Collateral	$ 1,100

Derivative Instruments and He81

Derivative Instruments and Hedging Activities - Net Gains (Losses) Recognized in Earnings Related to Derivatives in Fair Value Hedging Relationships and Free-Standing Derivatives (Details) - Other Non-Interest Income - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains recognized in earnings	$ 40	$ 23	$ 115	$ 38
Derivatives designated as accounting hedges | Fair value hedges | Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recognized in earnings on derivatives	(219)	365	171	295
Gains (losses) recognized in earnings on hedged items	220	(367)	(147)	(304)
Net fair value hedge ineffectiveness gains (losses)	1	(2)	24	(9)
Derivatives not designated as accounting hedges
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	39	25	91	47
Derivatives not designated as accounting hedges | Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	39	26	100	50
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	3	8	21	5
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	10	5	22	14
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	26	13	57	31
Derivatives not designated as accounting hedges | Other contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	$ 0	$ (1)	$ (9)	$ (3)

Derivative Instruments and He82

Derivative Instruments and Hedging Activities - Net Gains (Losses) Related to Derivatives Designated as Cash Flow Hedges and Net Investment Hedges (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recorded in AOCI	$ (54)	$ 329	$ 727	$ 473
Other Non-Interest Income
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains recognized in earnings	40	23	115	38
Cash flow hedges
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recorded in AOCI	(93)	267	525	433
Gains (losses) reclassified from AOCI into earnings	49	37	147	122
Net derivative gains recognized in earnings	49	39	150	126
Cash flow hedges | Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recorded in AOCI	(94)	270	524	447
Cash flow hedges | Interest rate contracts | Interest Income (Expense)
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) reclassified from AOCI into earnings	48	39	146	136
Cash flow hedges | Interest rate contracts | Other Non-Interest Income
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recognized in earnings due to ineffectiveness	0	2	3	4
Cash flow hedges | Foreign exchange contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recorded in AOCI	1	(3)	1	(14)
Cash flow hedges | Foreign exchange contracts | Other Non-Interest Income
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) reclassified from AOCI into earnings	1	(2)	1	(14)
Net investment hedges | Foreign exchange contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recorded in AOCI	$ 39	$ 62	$ 202	$ 40

Stockholders' Equity - Schedule

Stockholders' Equity - Schedule of Preferred Stock (Details) $ / shares in Units, $ in Millions	9 Months Ended
	Sep. 30, 2016USD ($)$ / sharesshares	Dec. 31, 2015USD ($)
Class of Stock [Line Items]
Depository Share, Percent Interest in Preferred Stock	0.025
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$ 3,877	$ 3,294
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	988
Preferred Stock, Dividend Payment Rate, Variable	Libor + 380 bps
Preferred Stock Dividend Rate, Variable	3.80%
Series F Preferred Stock
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	$ 484
Series G Preferred Stock
Class of Stock [Line Items]
Non-cumulative Fixed Dividend Rate per Annum (as percent)	5.20%
Redemption Price per Depositary Share (in dollars per share) | $ / shares	$ 1,000
Number of Depositary Shares (in shares) | shares	600,000
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$ 583

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	$ 241	$ (397)	$ (616)	$ (430)
Other comprehensive income (loss) before reclassifications	(98)	268	805	327
Net realized (gains) losses reclassified from AOCI into earnings	(22)	(13)	(68)	(39)
Other comprehensive income (loss), net of tax	(120)	255	737	288
AOCI ending balance	121	(142)	121	(142)
Accumulated Net Unrealized Investment Gain (Loss) | Securities Available for Sale
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	485	366	162	410
Other comprehensive income (loss) before reclassifications	10	60	329	3
Net realized (gains) losses reclassified from AOCI into earnings	0	2	4	15
Other comprehensive income (loss), net of tax	10	62	333	18
AOCI ending balance	495	428	495	428
Accumulated Net Unrealized Investment Gain (Loss) | Securities Held to Maturity
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(679)	(774)	(725)	(821)
Other comprehensive income (loss) before reclassifications	(1)	0	(1)	0
Net realized (gains) losses reclassified from AOCI into earnings	29	25	75	72
Other comprehensive income (loss), net of tax	28	25	74	72
AOCI ending balance	(651)	(749)	(651)	(749)
Cash Flow Hedges
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	640	91	120	10
Other comprehensive income (loss) before reclassifications	(93)	267	525	433
Net realized (gains) losses reclassified from AOCI into earnings	(49)	(37)	(147)	(122)
Other comprehensive income (loss), net of tax	(142)	230	378	311
AOCI ending balance	498	321	498	321
Foreign Currency Translation Adjustments
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(172)	(57)	(143)	(8)
Other comprehensive income (loss) before reclassifications	(20)	(52)	(49)	(101)
Net realized (gains) losses reclassified from AOCI into earnings	0	0	0	0
Other comprehensive income (loss), net of tax	(20)	(52)	(49)	(101)
AOCI ending balance	(192)	(109)	(192)	(109)
Other
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(33)	(23)	(30)	(21)
Other comprehensive income (loss) before reclassifications	6	(7)	1	(8)
Net realized (gains) losses reclassified from AOCI into earnings	(2)	(3)	0	(4)
Other comprehensive income (loss), net of tax	4	(10)	1	(12)
AOCI ending balance	$ (29)	$ (33)	$ (29)	$ (33)

Stockholders' Equity - Reclassi

Stockholders' Equity - Reclassifications from AOCI (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Non-interest income	$ 194	$ 167	$ 542	$ 466
Non-interest income - OTTI	0	(5)	(10)	(27)
Interest income	5,277	4,760	15,426	13,873
Income from continuing operations before income taxes	1,512	1,648	4,349	4,547
Income tax provision (benefit)	496	530	1,372	1,443
Net income	1,005	1,114	2,960	3,130
Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net income	22	13	68	39
Accumulated Net Unrealized Investment Gain (Loss) | Reclassification out of Accumulated Other Comprehensive Income [Member] | Securities Available for Sale
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Non-interest income	1	3	3	4
Non-interest income - OTTI	0	(5)	(9)	(27)
Income from continuing operations before income taxes	1	(2)	(6)	(23)
Income tax provision (benefit)	1	0	(2)	(8)
Net income	0	(2)	(4)	(15)
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]
Interest income	(46)	(41)	(119)	(114)
Income tax provision (benefit)	(17)	(16)	(44)	(42)
Net income	(29)	(25)	(75)	(72)
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	78	60	234	194
Income tax provision (benefit)	29	23	87	72
Net income	49	37	147	122
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	77	64	234	217
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	0	(4)	(1)	(23)
Interest income	1	0	1	0
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	0	4
Income tax provision (benefit)	0	(1)	0	0
Net income	$ 2	$ 3	$ 0	$ 4

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Before Tax
Net unrealized gains (losses) on securities available for sale	$ 17	$ 98	$ 525	$ 29
Net changes in securities held to maturity	44	41	118	114
Net unrealized gains (losses) on cash flow hedges	(226)	365	601	494
Foreign currency translation adjustments	4	(15)	70	(77)
Other	6	(15)	1	(19)
Other comprehensive income before taxes	(155)	474	1,315	541
Provision (Benefit)
Net unrealized gains (losses) on securities available for sale	7	36	192	11
Net changes in securities held to maturity	16	16	44	42
Net unrealized gains (losses) on cash flow hedges	(84)	135	223	183
Foreign currency translation adjustments	24	37	119	24
Other	2	(5)	0	(7)
Other comprehensive income (loss), provision (benefit)	(35)	219	578	253
After Tax
Net unrealized gains (losses) on securities available for sale	10	62	333	18
Net changes in securities held to maturity	28	25	74	72
Net unrealized gains (losses) on cash flow hedges	(142)	230	378	311
Foreign currency translation adjustments	(20)	(52)	(49)	(101)
Other	4	(10)	1	(12)
Other comprehensive income (loss), net of tax	$ (120)	$ 255	$ 737	$ 288

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Earnings Per Share [Abstract]
Income from continuing operations, net of tax	$ 1,016	$ 1,118	$ 2,977	$ 3,104
Income (loss) from discontinued operations, net of tax	(11)	(4)	(17)	26
Net income	1,005	1,114	2,960	3,130
Dividends and undistributed earnings allocated to participating securities	(6)	(6)	(18)	(16)
Preferred stock dividends	(37)	(29)	(139)	(90)
Net income available to common stockholders	$ 962	$ 1,079	$ 2,803	$ 3,024
Total weighted-average basic shares outstanding	501.1	540.6	512	545.5
Effect of dilutive securities:
Stock options	1.9	2.5	1.9	2.6
Other contingently issuable shares	1.3	1.2	1.3	1.3
Warrants	1.6	2	1.6	2.5
Total effect of dilutive securities	4.8	5.7	4.8	6.4
Total weighted-average diluted shares outstanding	505.9	546.3	516.8	551.9
Basic earnings per common share:
Net income from continuing operations (in dollars per share)	$ 1.94	$ 2.01	$ 5.50	$ 5.49
Income (loss) from discontinued operations (in dollars per share)	(0.02)	(0.01)	(0.03)	0.05
Net income per basic common share (in dollars per share)	1.92	2	5.47	5.54
Diluted earnings per common share:
Net income from continuing operations (in dollars per share)	1.92	1.99	5.45	5.43
Income (loss) from discontinued operations (in dollars per share)	(0.02)	(0.01)	(0.03)	0.05
Net income per diluted common share (in dollars per share)	$ 1.90	$ 1.98	$ 5.42	$ 5.48

Earnings Per Common Share - Add

Earnings Per Common Share - Additional Information (Detail) - $ / shares shares in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Stock Option
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Anti-dilutive options excluded from the computation of diluted earnings per share (in shares)	2	1.6	2.3	1.8
Minimum exercise price range	$ 63.73	$ 74.96	$ 63.73	$ 70.96
Maximum exercise price range	$ 82.08	$ 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, 2016	Dec. 31, 2015
Securities available for sale:
Securities available for sale	$ 41,511	$ 39,061
Other assets:
Derivative Assets, Gross Amount	2,332	1,518
Consumer MSRs	62	68
Liabilities:
Derivative Liabilities, Gross Amount	747	520
Derivative Asset	1,853	986
Derivative Liabilities	500	377
Derivative Credit Risk Valuation Adjustment, Derivative Assets (Liabilities)	9	4
Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	41,511	39,061
Other assets:
Derivative Assets, Gross Amount	2,332	1,518
Other Assets Fair Value, Amount	473	462
Total assets	44,316	41,041
Liabilities:
Derivative Liabilities, Gross Amount	747	520
Total liabilities	747	520
Fair Value, Measurements, Recurring [Member] | Level 1
Securities available for sale:
Securities available for sale	5,467	5,015
Other assets:
Derivative Assets, Gross Amount	1	2
Other Assets Fair Value, Amount	206	183
Deferred Compensation Plan Assets	206	183
Total assets	5,674	5,200
Liabilities:
Derivative Liabilities, Gross Amount	2	2
Total liabilities	2	2
Fair Value, Measurements, Recurring [Member] | Level 2
Securities available for sale:
Securities available for sale	35,353	33,431
Other assets:
Derivative Assets, Gross Amount	2,257	1,459
Other Assets Fair Value, Amount	0	0
Total assets	37,610	34,890
Liabilities:
Derivative Liabilities, Gross Amount	701	491
Total liabilities	701	491
Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	691	615
Other assets:
Derivative Assets, Gross Amount	74	57
Other Assets Fair Value, Amount	267	279
Consumer MSRs	62	68
Retained interests in securitizations	205	211
Total assets	1,032	951
Liabilities:
Derivative Liabilities, Gross Amount	44	27
Total liabilities	44	27
US Treasury securities | Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	5,176	4,660
US Treasury securities | Fair Value, Measurements, Recurring [Member] | Level 1
Securities available for sale:
Securities available for sale	5,176	4,660
US Treasury securities | Fair Value, Measurements, Recurring [Member] | Level 2
Securities available for sale:
Securities available for sale	0	0
US Treasury securities | Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	0	0
RMBS | Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	29,650	27,311
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	29,066	26,807
RMBS | Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	584	504
CMBS | Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	5,268	5,379
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	5,170	5,282
CMBS | Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	98	97
Other ABS | Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	991	1,340
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	991	1,340
Other ABS | Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	0	0
Other securities | Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	426	371
Other securities | Fair Value, Measurements, Recurring [Member] | Level 1
Securities available for sale:
Securities available for sale	291	355
Other securities | Fair Value, Measurements, Recurring [Member] | Level 2
Securities available for sale:
Securities available for sale	126	2
Other securities | Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	$ 9	$ 14

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Available-for-sale Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	$ 732	$ 745	$ 615	$ 1,205
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	10	13	29
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	11	(1)	19	2
Purchases	135	28	388	114
Sales	0	(36)	0	(204)
Issuances	0	0	0	0
Settlements	(36)	(37)	(97)	(111)
Transfers Into Level 3	122	93	393	285
Transfers Out of Level 3	(273)	(123)	(640)	(641)
Ending balance	691	679	691	679
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	8	10	22	29
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		333
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income		1		0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI		1		6
Purchases		0		0
Sales		(36)		(184)
Issuances		0		0
Settlements		(2)		(12)
Transfers Into Level 3		0		0
Transfers Out of Level 3		(12)		(100)
Ending balance		43		43
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held		0		0
RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	555	459	504	561
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	9	9	22	28
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	11	(1)	17	(2)
Purchases	51	0	110	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	(27)	(19)	(75)	(46)
Transfers Into Level 3	122	93	329	285
Transfers Out of Level 3	(137)	(22)	(323)	(307)
Ending balance	584	519	584	519
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	8	10	22	29
CMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	128	170	97	228
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0	0	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	(1)	2	0
Purchases	78	28	234	114
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	(2)	(10)	(12)	(47)
Transfers Into Level 3	0	0	64	0
Transfers Out of Level 3	(106)	(82)	(287)	(190)
Ending balance	98	105	98	105
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	30	7	0	65
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0	0	1
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	(2)
Purchases	0	0	30	0
Sales	0	0	0	(20)
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	(30)	(7)	(30)	(44)
Ending balance	0	0	0	0
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0	0	0
Other securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	19	18	14	18
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	(9)	0	(9)	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	6	0	14	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	(7)	(6)	(10)	(6)
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	0	0	0
Ending balance	9	12	9	12
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0	0	0
Derivative assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	85	61	57	66
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	16	28	17
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	18	13	60	40
Settlements	(27)	(18)	(53)	(46)
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	(2)	(7)	(18)	(12)
Ending balance	74	65	74	65
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	16	28	17
Consumer MSRs
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	53	65	68	53
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	3	(7)	(17)	(2)
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	7	15	17
Settlements	(1)	(2)	(4)	(5)
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	0	0	0
Ending balance	62	63	62	63
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	3	(7)	(17)	(2)
Retained interest in securitizations
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	203	220	211	221
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	2	(6)	(6)	(7)
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	205	214	205	214
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	$ 2	$ (6)	$ (6)	$ (7)

Fair Value Measurement Fair V91

Fair Value Measurement Fair Value Measurement - Schedule of Level 3 Inputs Reconciliation for Liabilities (Details) - Derivative Financial Instruments, Liabilities [Member] - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	$ (67)	$ (27)	$ (27)	$ (43)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings	1	(11)	(28)	(12)
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	(1)	(9)	(32)	(19)
Settlements	22	7	35	30
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	1	5	8	9
Ending balance	(44)	(35)	(44)	(35)
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	$ 1	$ (11)	$ (28)	$ (12)

Fair Value Measurement - Sche92

Fair Value Measurement - Schedule of Assets Measured at Fair Value on Recurring Basis Quantitative Information about Level 3 Fair Value Measurements (Detail) $ in Millions	Sep. 30, 2016USD ($)$ / SecurityLoan	Dec. 31, 2015USD ($)$ / SecurityLoan
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 41,511	$ 39,061
Derivative Assets, Gross Amount	2,332	1,518
Consumer MSRs	62	68
Fair Value, Measurements, Recurring [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	41,511	39,061
Derivative Assets, Gross Amount	2,332	1,518
Fair Value, Measurements, Recurring [Member] | RMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	29,650	27,311
Fair Value, Measurements, Recurring [Member] | CMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	5,268	5,379
Fair Value, Measurements, Recurring [Member] | Other ABS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	991	1,340
Fair Value, Measurements, Recurring [Member] | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	691	615
Derivative Assets, Gross Amount	74	57
Consumer MSRs	62	68
Retained interests in securitizations	205	211
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 584	$ 504
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Yield (percent)	0.00%	0.00%
Constant prepayment rate (percent)	0.00%	0.00%
Default rate (percent)	0.00%	0.00%
Loss severity (percent)	11.00%	16.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Yield (percent)	9.00%	12.00%
Constant prepayment rate (percent)	29.00%	28.00%
Default rate (percent)	14.00%	8.00%
Loss severity (percent)	88.00%	85.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Yield (percent)	5.00%	6.00%
Constant prepayment rate (percent)	4.00%	4.00%
Default rate (percent)	4.00%	4.00%
Loss severity (percent)	58.00%	55.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 98	$ 97
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	2.00%
Constant prepayment rate (percent)	0.00%	0.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	3.00%
Constant prepayment rate (percent)	0.00%	15.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	3.00%
Constant prepayment rate (percent)	0.00%	9.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Other ABS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 0	$ 0
Fair Value, Measurements, Recurring [Member] | Level 3 | Foreign government bonds
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 9	$ 14
Fair Value, Measurements, Recurring [Member] | Level 3 | Foreign government bonds | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Yield (percent)	1.00%	1.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Foreign government bonds | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	1.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Foreign government bonds | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Yield (percent)	1.00%	1.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative assets
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Derivative Assets, Gross Amount	$ 74	$ 57
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative assets | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Swap rates (percent)	1.00%	2.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative assets | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	2.00%
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 | Consumer MSRs
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Consumer MSRs	$ 62	$ 68
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Total prepayment rate (percent)	9.00%	11.00%
Discount rate (percent)	14.00%	12.00%
Option adjusted spread rate (percent)	3.00%	4.35%
Servicing cost ($ per loan) | $ / SecurityLoan	75	93
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Total prepayment rate (percent)	21.00%	18.00%
Discount rate (percent)	14.00%	12.00%
Option adjusted spread rate (percent)	15.00%	15.00%
Servicing cost ($ per loan) | $ / SecurityLoan	100	201
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Total prepayment rate (percent)	18.00%	16.00%
Discount rate (percent)	14.00%	12.00%
Option adjusted spread rate (percent)	4.11%	4.74%
Servicing cost ($ per loan) | $ / SecurityLoan	76	98
Fair Value, Measurements, Recurring [Member] | Level 3 | Retained interest in securitizations
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Retained interests in securitizations	$ 205	$ 211
Fair Value, Measurements, Recurring [Member] | Level 3 | Retained interest in securitizations | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Life of receivables (months)	10 months	16 months
Constant prepayment rate (percent)	1.00%	1.00%
Default rate (percent)	1.00%	2.00%
Loss severity (percent)	5.00%	15.00%
Discount rate (percent)	3.00%	4.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Retained interest in securitizations | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Life of receivables (months)	88 months	75 months
Constant prepayment rate (percent)	11.00%	13.00%
Default rate (percent)	6.00%	6.00%
Loss severity (percent)	107.00%	94.00%
Discount rate (percent)	10.00%	9.00%

Fair Value Measurement Fair V93

Fair Value Measurement Fair Value Measurement - Schedule of Liabilities Measured at Fair Value on Recurring Basis Quantitative Information about Level 3 Fair Value Measurements (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	$ 747	$ 520
Fair Value, Measurements, Recurring [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	747	520
Fair Value, Measurements, Recurring [Member] | Level 3
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	44	27
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative liabilities
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Derivative Liabilities, Gross Amount	$ 44	$ 27
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative liabilities | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Swap rates (percent)	1.00%	2.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative liabilities | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	2.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Derivative liabilities | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Swap rates (percent)	1.00%	2.00%

Fair Value Measurement - Sche94

Fair Value Measurement - Schedule of Assets Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
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	992	860
Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	234,969	222,007
Loans held for sale	0	73
Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	434	362
Loans held for sale	64	149
Other Assets, Fair Value Disclosure	62	92
Total	560	603
Nonrecurring | Other Assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Foreclosed Properties and Repossessed Assets	41	54
Long Lived Assets Held for Sale	21	38
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	64	149
Other Assets, Fair Value Disclosure	0	0
Total	64	149
Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	434	362
Loans held for sale	0	0
Other Assets, Fair Value Disclosure	62	92
Total	$ 496	$ 454

Fair Value Measurement - Additi

Fair Value Measurement - Additional Information (Detail) - Level 3 - Loans Held for Investment - Appraisal Value	Sep. 30, 2016	Dec. 31, 2015
Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Non-recoverable rate	0.00%	9.00%
Maximum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Non-recoverable rate	81.00%	73.00%
Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Non-recoverable rate	27.00%	20.00%

Fair Value Measurement - Sche96

Fair Value Measurement - Schedule of Earnings Related to Assets Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015
Assets:
Loans held for investment	$ (142)	$ (70)
Loans held for sale	0	0
Other assets	(15)	(35)
Total	$ (157)	$ (105)

Fair Value Measurement - Sche97

Fair Value Measurement - Schedule of Fair Value of Financial Instruments (Detail) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Financial assets:
Securities held to maturity	$ 26,671	$ 25,317
Level 1
Financial assets:
Cash and cash equivalents	9,094	8,023
Restricted cash for securitization investors	287	1,017
Securities held to maturity	200	198
Net loans held for investment	0	0
Loans held for sale	0	0
Interest receivable	0	0
Other investments	0	0
Financial liabilities:
Non-interest-bearing deposits	25,565	25,847
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	1,079	981
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	26,456	25,068
Net loans held for investment	0	0
Loans held for sale	992	860
Interest receivable	1,251	1,189
Other investments	1,987	2,060
Financial liabilities:
Non-interest-bearing deposits	0	0
Interest-bearing deposits	20,029	15,848
Securitized debt obligations	18,528	16,225
Senior and subordinated notes	24,351	22,062
Federal funds purchased and securities loaned or sold under agreements to repurchase	0	0
Other borrowings	16,296	20,134
Interest payable	237	299
Level 3
Financial assets:
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities held to maturity	15	51
Net loans held for investment	234,969	222,007
Loans held for sale	0	73
Interest receivable	0	0
Other investments	9	0
Financial liabilities:
Non-interest-bearing deposits	0	0
Interest-bearing deposits	179,698	169,227
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	9,094	8,023
Restricted cash for securitization investors	287	1,017
Securities held to maturity	25,019	24,619
Net loans held for investment	231,761	224,721
Loans held for sale	994	904
Interest receivable	1,251	1,189
Other investments	1,996	2,060
Financial liabilities:
Non-interest-bearing deposits	25,565	25,847
Interest-bearing deposits	200,416	191,874
Securitized debt obligations	18,411	16,166
Senior and subordinated notes	24,001	21,837
Federal funds purchased and securities loaned or sold under agreements to repurchase	1,079	981
Other borrowings	16,329	20,131
Interest payable	237	299
Estimated Fair Value
Financial assets:
Cash and cash equivalents	9,094	8,023
Restricted cash for securitization investors	287	1,017
Securities held to maturity	26,671	25,317
Net loans held for investment	234,969	222,007
Loans held for sale	992	933
Interest receivable	1,251	1,189
Other investments	1,996	2,060
Financial liabilities:
Non-interest-bearing deposits	25,565	25,847
Interest-bearing deposits	199,727	185,075
Securitized debt obligations	18,528	16,225
Senior and subordinated notes	24,351	22,062
Federal funds purchased and securities loaned or sold under agreements to repurchase	1,079	981
Other borrowings	16,296	20,134
Interest payable	$ 237	$ 299

Business Segments - Additional

Business Segments - Additional Information (Detail)	9 Months Ended
	Sep. 30, 2016Segment
Segment Reporting Information [Line Items]
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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Segment Reporting Information [Line Items]
Net interest income	$ 5,277	$ 4,760	$ 15,426	$ 13,873
Non-interest income	1,184	1,140	3,509	3,346
Total net revenue	6,461	5,900	18,935	17,219
Provision for loan, lease and other losses	1,588	1,092	4,707	3,156
Total non-interest expense	3,361	3,160	9,879	9,516
Income from continuing operations before income taxes	1,512	1,648	4,349	4,547
Income tax provision (benefit)	496	530	1,372	1,443
Income from continuing operations, net of tax	1,016	1,118	2,977	3,104
Loans held for investment	238,019	213,329	238,019	213,329	$ 229,851
Total deposits	225,981	212,903	$ 225,981	212,903	$ 217,721
Effective income tax rate			35.00%
Operating Segments | Credit Card
Segment Reporting Information [Line Items]
Net interest income	3,204	2,866	$ 9,282	8,165
Non-interest income	825	858	2,531	2,519
Total net revenue	4,029	3,724	11,813	10,684
Provision for loan, lease and other losses	1,272	831	3,604	2,395
Total non-interest expense	1,884	1,848	5,630	5,481
Income from continuing operations before income taxes	873	1,045	2,579	2,808
Income tax provision (benefit)	318	375	931	1,007
Income from continuing operations, net of tax	555	670	1,648	1,801
Loans held for investment	99,201	90,135	99,201	90,135
Total deposits	0	0	0	0
Operating Segments | Consumer Banking
Segment Reporting Information [Line Items]
Net interest income	1,472	1,443	4,331	4,321
Non-interest income	201	174	567	528
Total net revenue	1,673	1,617	4,898	4,849
Provision for loan, lease and other losses	256	188	690	579
Total non-interest expense	1,034	1,001	3,030	2,969
Income from continuing operations before income taxes	383	428	1,178	1,301
Income tax provision (benefit)	139	155	428	471
Income from continuing operations, net of tax	244	273	750	830
Loans held for investment	72,285	70,990	72,285	70,990
Total deposits	178,793	170,866	178,793	170,866
Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Net interest income	555	454	1,651	1,381
Non-interest income	156	108	403	345
Total net revenue	711	562	2,054	1,726
Provision for loan, lease and other losses	61	75	417	184
Total non-interest expense	349	272	1,014	814
Income from continuing operations before income taxes	301	215	623	728
Income tax provision (benefit)	110	78	227	264
Income from continuing operations, net of tax	191	137	396	464
Loans held for investment	66,457	52,112	66,457	52,112
Total deposits	33,611	32,751	33,611	32,751
Other
Segment Reporting Information [Line Items]
Net interest income	46	(3)	162	6
Non-interest income	2	0	8	(46)
Total net revenue	48	(3)	170	(40)
Provision for loan, lease and other losses	(1)	(2)	(4)	(2)
Total non-interest expense	94	39	205	252
Income from continuing operations before income taxes	(45)	(40)	(31)	(290)
Income tax provision (benefit)	(71)	(78)	(214)	(299)
Income from continuing operations, net of tax	26	38	183	9
Loans held for investment	76	92	76	92
Total deposits	$ 13,577	$ 9,286	$ 13,577	$ 9,286

Commitments, Contingencies, 100

Commitments, Contingencies, Guarantees, and Others - Guarantees, LOC and Loss Sharing, U.K Cross Sell (Detail) - USD ($) $ in Millions	3 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Loss Contingencies [Line Items]
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	$ 5,230	$ 4,782
Insurance Claims [Member]
Loss Contingencies [Line Items]
Loss contingency accrual	221	176
Loss accrual increase (decrease)	63
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	2,000	1,900
Other Liabilities | Letter of Credit
Loss Contingencies [Line Items]
Letters of credit outstanding	4	3
Loss Sharing Agreement
Loss Contingencies [Line Items]
Guarantee obligation	46	$ 40
Gpm Mfh [Member]
Loss Contingencies [Line Items]
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	$ 420

Commitments, Contingencies, 101

Commitments, Contingencies, Guarantees, and Others - Schedule of Unpaid Principal Balance of Mortgage Loans Originated and Sold to Third Parties Based on Category of Purchaser (Details) $ in Billions	49 Months Ended
	Feb. 28, 2009Subsidiary	Sep. 30, 2016USD ($)	Dec. 31, 2015USD ($)
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		18	$ 20
Unpaid principal balance, delinquent 90 days or greater		3
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	2
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		3	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		13	14
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		$ 1.5	$ 1.6

Commitments, Contingencies, 102

Commitments, Contingencies, Guarantees, and Others - Schedule of Open Claims in Pipeline (Details) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Subsidiaries
Unresolved Repurchase Claims [Roll Forward]
Open claims, beginning balance	$ 1,350	$ 2,512
Gross new demands received	24	46
Loans repurchased/made whole	(4)	(18)
Demands rescinded	(3)	(1,190)
Open claims, ending balance	1,367	1,350
Subsidiaries | Government-sponsored enterprises (“GSEs”)
Unresolved Repurchase Claims [Roll Forward]
Open claims, beginning balance	1	16
Gross new demands received	11	23
Loans repurchased/made whole	(4)	(17)
Demands rescinded	(2)	(21)
Open claims, ending balance	6	1
Subsidiaries | Insured Securitizations
Unresolved Repurchase Claims [Roll Forward]
Open claims, beginning balance	534	649
Gross new demands received	1	0
Loans repurchased/made whole	0	0
Demands rescinded	0	(115)
Open claims, ending balance	535	534
Subsidiaries | Uninsured Securitizations and Other
Unresolved Repurchase Claims [Roll Forward]
Open claims, beginning balance	815	1,847
Gross new demands received	12	23
Loans repurchased/made whole	0	(1)
Demands rescinded	(1)	(1,054)
Open claims, ending balance	826	815
Insurance Claims [Member]
Loss Contingencies [Line Items]
Loss Contingency Accrual	$ 221	$ 176

Commitments, Contingencies, 103

Commitments, Contingencies, Guarantees, and Others - Schedule of Changes in Representation and Warranty Reserve (Details) - Subsidiaries - Representation and Warranty Liability [Member] - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Loss Contingency Accrual [Roll Forward]
Representation and warranty repurchase reserve, beginning of period	$ 614	$ 636	$ 610	$ 731
Provision (benefit) for mortgage representation and warranty losses	18	(4)	21	(58)
Net realized losses	0	0	1	(41)
Representation and warranty repurchase reserve, end of period	632	632	632	632
Continuing Operations
Loss Contingency Accrual [Roll Forward]
Provision (benefit) for mortgage representation and warranty losses	0	(7)	(2)	(15)
Discontinued Operations
Loss Contingency Accrual [Roll Forward]
Provision (benefit) for mortgage representation and warranty losses	$ 18	$ 3	$ 23	$ (43)

Commitments, Contingencies, 104

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, 2016USD ($)	Sep. 30, 2015USD ($)	Sep. 30, 2016USD ($)	Sep. 30, 2015USD ($)	Feb. 28, 2009Subsidiary	Jun. 30, 2016USD ($)	Dec. 31, 2015USD ($)	Jun. 30, 2015USD ($)	Dec. 31, 2014USD ($)
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 | Active Insured Securitizations and GSEs
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	$ 632	632	$ 632		$ 614	$ 610	$ 636	$ 731
Loss Contingency Accrual, Provision	18	(4)	21	(58)
Loss Contingency, Range of Possible Loss, Portion Not Accrued	1,500		1,500				1,600
Net realized losses	0	$ 0	1	$ (41)
Subsidiaries | Representation and Warranty Liability [Member] | Active Insured Securitizations and GSEs
Loss Contingencies [Line Items]
Reserve liability	501		501				480
Subsidiaries | Representation and Warranty Liability [Member] | Inactive Insured Securitizations and Others
Loss Contingencies [Line Items]
Reserve liability	$ 131		$ 131				$ 130

Commitments, Contingencies, 105

Commitments, Contingencies, Guarantees, and Others - Litigation (Details) $ in Millions	1 Months Ended					3 Months Ended
	Apr. 30, 2014patent	Jan. 31, 2014claim	Dec. 31, 2013claimpatent	Jul. 31, 2012USD ($)	Feb. 28, 2009USD ($)ContractMortgageLoan	Jul. 31, 2012USD ($)summontrust	Sep. 30, 2016USD ($)
Loss Contingencies [Line Items]
Loss contingency, estimate of possible loss							$ 200
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
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